Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending Its Price List To Revise the Credits for Certain Designated Market Maker Transactions and Revise the Annual Trading License Fees, 43947-43950 [2013-17471]
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Federal Register / Vol. 78, No. 140 / Monday, July 22, 2013 / Notices
FINRA has requested that the
Commission waive the five-day prefiling notice requirement specified in
Rule 19b–4(f)(6)(iii) under the Act.15
FINRA also has requested that the
Commission waive the 30-day operative
delay, so that the proposed rule change
may become operative immediately
upon filing. The Commission believes
that waiving the 30-day operative delay
is consistent with the protection of
investors and the public interest.16 This
will allow the Interim Pilot Program to
continue without interruption and
extend the benefits of a pilot program
that the Commission approved and
previously extended. For these reasons,
the Commission designates the
proposed rule change to be operative
upon filing.
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–FINRA–2013–030. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of FINRA. All comments received
will be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly.
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–FINRA–2013–030 on the
subject line.
All submissions should refer to File
Number SR–FINRA–2013–030 and
should be submitted on or before
August 12, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Kevin M. O’Neill,
Deputy Secretary.
Paper Comments
[FR Doc. 2013–17539 Filed 7–19–13; 8:45 am]
BILLING CODE 8011–01–P
tkelley on DSK3SPTVN1PROD with NOTICES
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
15 17 CFR 240.19b–4(f)(6)(iii). Rule 19b–4(f)(6)(iii)
requires a self-regulatory organization to submit to
the Commission written notice of its intent to file
the proposed rule change, along with a brief
description and text of the proposed rule change,
at least five business days prior to the date of filing
of the proposed rule change, or such shorter time
as designated by the Commission. The Commission
has waived the five-day pre-filing period in this
case.
16 For the purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. 15 U.S.C. 78c(f).
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43947
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69992; File No. SR–NYSE–
2013–51]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Amending Its
Price List To Revise the Credits for
Certain Designated Market Maker
Transactions and Revise the Annual
Trading License Fees
July 16, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that, on July 3,
2013, New York Stock Exchange LLC
(the ‘‘Exchange’’ or ‘‘NYSE’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
Price List to revise the credits for certain
Designated Market Maker (‘‘DMM’’)
transactions and revise the annual
trading license fees. The Exchange
proposes to implement the fee changes
effective July 3, 2013. The text of the
proposed rule change is available on the
Exchange’s Web site at www.nyse.com,
at the principal office of the Exchange,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
1 15
17 17
CFR 200.30–3(a)(12).
Frm 00100
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2 17
E:\FR\FM\22JYN1.SGM
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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Federal Register / Vol. 78, No. 140 / Monday, July 22, 2013 / Notices
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
Price List to revise the credits for certain
DMM transactions and revise the annual
trading license fees. The Exchange
proposes to implement the fee changes
effective July 3, 2013.
DMM Rebates 3
tkelley on DSK3SPTVN1PROD with NOTICES
DMMs are currently eligible for a per
share rebate when adding liquidity in
shares of each More Active Security 4 if
the More Active Security has a stock
price of $1.00 or more, the DMM meets
both the More Active Securities Quoting
Requirement 5 and the More Active
Securities Quoted Size Ratio
Requirement,6 and the DMM’s
providing liquidity meets certain
thresholds, as follows:
• $0.0026 per share if the DMM’s
providing liquidity is 15% or less of the
NYSE’s total intraday adding liquidity
in each such security for that month; 7
• $0.0030 per share if the DMM’s
providing liquidity is more than 15%
but less than or equal to 30% of the
NYSE’s total intraday adding liquidity
in each such security for that month;
and
3 Rebates are applied when (i) posting displayed
and non-displayed orders on Display Book,
including s-quote and s-quote reserve orders; (ii)
when providing liquidity on non-displayed interest
using the Capital Commitment Schedule; or, prior
to the implementation of the Capital Commitment
Schedule, using the following message activities:
price improvement, size improvement (PRIN FILL),
matching away market quotes; and (iii) when
executing trades in the crowd and at Liquidity
Replenishment Points. Rebates do not apply to
executions at the open. See Price List at n.6.
4 A ‘‘More Active Security’’ is one with an
average daily trading volume in the previous month
equal to or greater than one million shares. See
Price List.
5 A DMM meets the ‘‘More Active Securities
Quoting Requirement’’ when a More Active
Security has a stock price of $1.00 or more and the
DMM quotes at the National Best Bid or Offer
(‘‘NBBO’’) in the applicable security at least 10%
of the time in the applicable month. See Price List.
6 A DMM meets the ‘‘More Active Securities
Quoted Size Ratio Requirement’’ when the DMM
Quoted Size for an applicable month is at least 15%
of the NYSE Quoted Size. The ‘‘NYSE Quoted Size’’
is calculated by multiplying the average number of
shares quoted on the NYSE at the NBBO by the
percentage of time the NYSE had a quote posted at
the NBBO. The ‘‘DMM Quoted Size’’ is calculated
by multiplying the average number of shares of the
applicable security quoted at the NBBO by the
DMM by the percentage of time during which the
DMM quoted at the NBBO. See Price List at n.7.
7 The NYSE total intraday adding liquidity is
totaled monthly and includes all NYSE adding
liquidity, excluding NYSE open and NYSE close
volume, by all NYSE participants, including
Supplemental Liquidity Providers, customers, Floor
brokers and DMMs. See Price List.
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• $0.0029 per share if the DMM’s
providing liquidity is more than 30% of
the NYSE’s total intraday adding
liquidity in each such security for that
month.
The $0.0029 per share rebate is
applicable to all of the member
organization’s adding liquidity in each
such security for that month, not just
the incremental liquidity that is more
than 30% of the NYSE’s total intraday
adding liquidity.8 The Exchange
proposes to eliminate the third pricing
threshold and modify the second
pricing threshold so that a DMM will
receive a rebate of $0.0030 per share if
the DMM’s providing liquidity is more
than 15% of the NYSE’s total intraday
adding liquidity in each such security
for that month. The $0.0030 per share
rebate is applicable to all of the member
organization’s adding liquidity in each
such security for that month, not just
the incremental liquidity that is more
than 15% of the NYSE’s total intraday
adding liquidity. For example, if a DMM
meets both the More Active Securities
Quoting Requirement and the More
Active Securities Quoted Size Ratio
Requirement, and the DMM’s providing
liquidity is 1.6 million shares in a
security with NYSE total intraday
adding liquidity of 10 million shares,
then the DMM will be eligible for a
rebate of $0.0030 per share for all 1.6
million shares. Otherwise, the DMM
will receive a per share rebate of
$0.0026.
Trading Licenses
Currently, the Exchange charges an
annual fee of $40,000 per license for the
first two trading licenses held by a
member organization and $25,000 per
license for each additional trading
license held by a member organization.
The fee for trading licenses issued after
January 1, 2013 is prorated for the
portion of the year during which the
trading license will be outstanding. If a
trading license is in place for 15 or
fewer calendar days in a calendar
month, proration for that month is at a
flat rate of $100 per day with no tier
pricing involved.9 If a trading license is
in place for 16 or more calendar days in
a calendar month, proration for that
month is computed based on the
number of days as applied to the
applicable annual fee for the license.10
The Exchange proposes to amend its
trading license fees for additional
trading licenses issued to a member
8 See Exchange Act Release No. 68021 (Oct. 9,
2012), 77 FR 63406, 63407 n.9 (Oct. 16, 2012) (SR–
NYSE–2012–50).
9 See Price List at n.16.
10 Id.
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organization between July 1, 2013 and
December 31, 2013. If a member
organization is issued additional trading
licenses between July 1, 2013 and
December 31, 2013, and the total
number of trading licenses held by the
member organization between July 1,
2013 and December 31, 2013 is greater
than the total number of trading licenses
held by the member organization on
July 1, 2013, then the member
organization will not be charged a
prorated fee for the period from July 3,
2013 to December 31, 2013 for those
additional trading licenses above the
number the member organization held
on July 1, 2013. For example, if a
member organization holds 30 trading
licenses on July 1, 2013 and between
July 3, 2013 and December 31, 2013, the
member organization holds 33 trading
licenses, the member organization will
not be charged a prorated fee for those
three additional trading licenses. For a
firm that becomes a member
organization after July 1, 2013, the firm
will be assigned a baseline of one
trading license and charged a prorated
fee for that license for the remainder of
2013; any trading licenses in addition to
the first trading license will not be
charged a prorated fee for the period
from July 3, 2013 to December 31, 2013.
If a member organization merges with
another member organization on or after
July 1, 2013, the total combined number
of trading licenses held by each member
organization on July 1, 2013 will be
considered the baseline number of
trading licenses for the successor
member organization. For example, if
Firm A holds five trading licenses on
July 1, 2013 and Firm B holds eight
trading licenses on July 1, 2013, and
Firm B acquires Firm A on August 1,
2013, then Firm B, as the successor
member organization, will have a
baseline of 13 trading licenses as of
August 1, 2013.
The Exchange also proposes to correct
a typographical error in footnote 15 of
the Pricing List, which relates to a credit
for floor broker licenses. The footnote
should refer to November and December
2012, not November and December
2013.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,11 in general, and
furthers the objectives of Sections
6(b)(4) and 6(b)(5) of the Act,12 in
particular, because it provides for the
equitable allocation of reasonable dues,
fees, and other charges among its
11 15
12 15
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U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
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Federal Register / Vol. 78, No. 140 / Monday, July 22, 2013 / Notices
members, issuers and other persons
using its facilities and does not unfairly
discriminate between customers,
issuers, brokers or dealers.
The Exchange believes that with
respect to the DMM rebate for providing
liquidity, eliminating the third pricing
threshold and modifying the second
pricing threshold is reasonable because
the Exchange believes the rebate for the
third pricing threshold did not incent
DMMs to reach that level of providing
liquidity as intended.13 The Exchange
believes that the remaining two pricing
thresholds, as modified, are at a level
that will encourage greater liquidity and
competition in actively traded securities
on the Exchange. The Exchange believes
that the proposed change is equitable
and not unfairly discriminatory because
all DMMs will be eligible for the higher
rebate. The Exchange believes it is
equitable and not unfairly
discriminatory to allocate a higher
rebate to DMMs than other member
organizations because DMMs have
higher quoting obligations, and in turn
provide higher volumes of liquidity,
which contributes to price discovery
and benefits all market participants.
The Exchange believes it is reasonable
to offer a temporary reduction in the
prorated fees for annual trading licenses
because it will encourage member
organizations to hold additional trading
licenses, which will increase the
number of market participants trading
on the floor of the Exchange, which will
promote liquidity, price discovery, and
the opportunity for price improvement
for the benefit of all market participants.
The Exchange also believes it is
reasonable to offer a temporary fee
reduction because it will provide
member organizations with greater
flexibility in managing their personnel,
especially in summer months when
member organizations tend to
experience greater staff rotation. The
Exchange further believes that the July
1 date selected by the Exchange as a
baseline for calculating additional
licenses is reasonable because it is the
day before the effective date of the fee
change. The Exchange believes the
proposed change is equitable and not
unfairly discriminatory because all
member organizations will be able to
take advantage of the temporary fee
reduction.
The Exchange believes that it is
reasonable to assign new member
organizations a baseline of one trading
license because this will incent firms to
become Exchange member
organizations, thereby encouraging
trading activity on the Exchange, which
13 See
benefits all market participants. The
Exchange believes that the proposed
change is equitable and not unfairly
discriminatory because the discount is
temporary and firms that become
member organizations in the latter half
of 2013 will be subject to the same
trading license fees as other member
organizations beginning in 2014.
The Exchange believes that, in the
case of a merger of member
organizations, it is reasonable to assign
the successor member organization a
baseline of the combined number of
trading licenses held by each member
organization on July 1, 2013, effective as
of the date of the merger, so that the
successor member organization’s
baseline reflects the combined
operations. The Exchange believes that
the alternative—i.e., counting only the
number of trading licenses held by the
successor member organization on July
1, 2013 prior to the merger—would give
such member organization an unfair
advantage over a member organization
that had not undergone a business
combination, in that the successor
member organization would not have to
pay additional fees for the trading
licenses gained through the merger for
the remainder of the year. The Exchange
notes that trading licenses effectively
acquired through a merger would not
increase the total number of trading
licenses on the Exchange, and therefore
would not necessarily contribute
additional trading activity. Moreover,
the successor member organization will
be free to eliminate any trading licenses
not needed after the merger. Therefore,
the Exchange believes its proposed
approach to merging member
organizations is equitable and not
unfairly discriminatory.
The Exchange believes that correcting
the typographical error in the Price List
will add greater clarity for member
organizations in understanding the
annual trading license fees.
Finally, the Exchange believes that it
is subject to significant competitive
forces in setting its fees and credits, as
described below in the Exchange’s
statement regarding the burden on
competition. For these reasons, the
Exchange believes that the proposal is
consistent with the Act.
is not necessary or appropriate in
furtherance of the purposes of the Act.
Specifically, the Exchange believes
the revised pricing tiers for DMMs
reflect the need for the Exchange to
adjust financial incentives to attract
order flow. In addition, the modification
to the annual trading license fees will
help to remove a burden on competition
by making it easier for member
organizations to appropriately staff the
Floor, which is a key feature of the
Exchange’s structure for offering a fair
and orderly market and competing with
other exchanges. It will also make it
more economical to become a member
organization in the remainder of 2013.
In addition, the Exchange does not
believe the proposed approach to
merging member organizations will
burden competition because it is
designed to avoid any unfair advantage
a successor member organization could
have in the absence of resetting the
baseline of licenses under the proposed
fee structure.
The Exchange notes that it operates in
a highly competitive market in which
market participants can readily favor
competing venues if they deem fee
levels at a particular venue to be
excessive or rebate opportunities
available at other venues to be more
favorable. In such an environment, the
Exchange must continually adjust its
fees and rebates to remain competitive
with other exchanges and with
alternative trading systems that have
been exempted from compliance with
the statutory standards applicable to
exchanges. Because competitors are free
to modify their own fees and credits in
response, and because market
participants may readily adjust their
trading practices, the Exchange believes
that the degree to which fee or rebate
changes in this market may impose any
burden on competition is extremely
limited. As a result of all of these
considerations, the Exchange does not
believe that the proposed changes will
impair the ability of member
organizations or competing order
execution venues to maintain their
competitive standing in the financial
markets.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
In accordance with Section 6(b)(8) of
the Act,14 the Exchange does not believe
that the proposed rule change will
impose any burden on competition that
supra note 8.
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No written comments were solicited
or received with respect to the proposed
rule change.
U.S.C. 78f(b)(8).
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Federal Register / Vol. 78, No. 140 / Monday, July 22, 2013 / Notices
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective
upon filing pursuant to Section
19(b)(3)(A) 15 of the Act and
subparagraph (f)(2) of Rule 19b–4 16
thereunder, because it establishes a due,
fee, or other charge imposed by the
Exchange.
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 17 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–NYSE–
2013–51 and should be submitted on or
before August 12, 2013.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Kevin M. O’Neill,
Deputy Secretary.
tkelley on DSK3SPTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–NYSE–2013–51 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–NYSE–2013–51. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
[FR Doc. 2013–17471 Filed 7–19–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69989; File No. SR–Phlx–
2013–74]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to the
Extension of a Pilot Program
Regarding Price Improvement XL
July 16, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on July 12,
2013, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) a proposed rule change
as described in Items I and II below,
which Items have been prepared by the
Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
15 15
18 17
16 17
1 15
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
17 15 U.S.C. 78s(b)(2)(B).
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I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Exchange Rule 1080(n), Price
Improvement XL (‘‘PIXLSM’’) to extend,
through July 18, 2014, a pilot program
(the ‘‘pilot’’) concerning (i) the early
conclusion of the PIXL Auction (as
described below), and (ii) permitting
orders of fewer than 50 contracts into
the PIXL Auction. The current pilot is
scheduled to expire July 18, 2013.3
Proposed new text is italicized.
Deleted text is [bracketed].
*
*
*
*
*
NASDAQ OMX PHLX LLC Rules
Options Rules
*
*
*
*
*
Rule 1080. Phlx XL and Phlx XL II
(a)–(m) No change.
(n) Price Improvement XL (‘‘PIXL’’)
A member may electronically submit
for execution an order it represents as
agent on behalf of a public customer,
broker-dealer, or any other entity (‘‘PIXL
Order’’) against principal interest or
against any other order (except as
provided in sub-paragraph (n)(i)(F)
below) it represents as agent (an
‘‘Initiating Order’’) provided it submits
the PIXL Order for electronic execution
into the PIXL Auction (‘‘Auction’’)
pursuant to this Rule. The contract size
specified in Rule 1080(n) as applicable
to PIXL Orders shall apply to Mini
Options.
(i) Auction Eligibility Requirements.
All options traded on the Exchange are
eligible for PIXL. A member (the
‘‘Initiating Member’’) may initiate an
Auction provided all of the following
are met:
(A) if the PIXL Order (except if it is
a Complex Order) is for the account of
a public customer:
(1) No change.
(2) and is for a size of less than 50
contracts, the Initiating Member must
stop the entire PIXL Order (except if it
is a Complex Order) at a price that is the
better of: (i) the Exchange’s Best Bid or
Offer (‘‘PBBO’’) price on the opposite
side of the market from the PIXL Order
improved by at least one minimum
price improvement increment, or (ii) the
PIXL Order’s limit price (if the order is
a limit order), provided in either case
that such price is at or better than the
NBBO, and at least one minimum price
improvement increment better than any
limit order on the book on the same side
3 The extension of the pilot relates to several
subparagraphs of Rule 1080(n) in respect of PIXL
and Complex Order PIXL, as discussed below.
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Agencies
[Federal Register Volume 78, Number 140 (Monday, July 22, 2013)]
[Notices]
[Pages 43947-43950]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-17471]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69992; File No. SR-NYSE-2013-51]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Amending Its Price List To Revise the Credits for Certain Designated
Market Maker Transactions and Revise the Annual Trading License Fees
July 16, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that, on July 3, 2013, New York Stock Exchange LLC (the ``Exchange'' or
``NYSE'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend its Price List to revise the credits
for certain Designated Market Maker (``DMM'') transactions and revise
the annual trading license fees. The Exchange proposes to implement the
fee changes effective July 3, 2013. The text of the proposed rule
change is available on the Exchange's Web site at www.nyse.com, at the
principal office of the Exchange, and at the Commission's Public
Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of those statements may be examined at
the places specified in Item IV below. The Exchange has prepared
summaries, set forth in sections A, B, and C below, of the most
significant parts of such statements.
[[Page 43948]]
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend its Price List to revise the credits
for certain DMM transactions and revise the annual trading license
fees. The Exchange proposes to implement the fee changes effective July
3, 2013.
DMM Rebates \3\
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\3\ Rebates are applied when (i) posting displayed and non-
displayed orders on Display Book, including s-quote and s-quote
reserve orders; (ii) when providing liquidity on non-displayed
interest using the Capital Commitment Schedule; or, prior to the
implementation of the Capital Commitment Schedule, using the
following message activities: price improvement, size improvement
(PRIN FILL), matching away market quotes; and (iii) when executing
trades in the crowd and at Liquidity Replenishment Points. Rebates
do not apply to executions at the open. See Price List at n.6.
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DMMs are currently eligible for a per share rebate when adding
liquidity in shares of each More Active Security \4\ if the More Active
Security has a stock price of $1.00 or more, the DMM meets both the
More Active Securities Quoting Requirement \5\ and the More Active
Securities Quoted Size Ratio Requirement,\6\ and the DMM's providing
liquidity meets certain thresholds, as follows:
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\4\ A ``More Active Security'' is one with an average daily
trading volume in the previous month equal to or greater than one
million shares. See Price List.
\5\ A DMM meets the ``More Active Securities Quoting
Requirement'' when a More Active Security has a stock price of $1.00
or more and the DMM quotes at the National Best Bid or Offer
(``NBBO'') in the applicable security at least 10% of the time in
the applicable month. See Price List.
\6\ A DMM meets the ``More Active Securities Quoted Size Ratio
Requirement'' when the DMM Quoted Size for an applicable month is at
least 15% of the NYSE Quoted Size. The ``NYSE Quoted Size'' is
calculated by multiplying the average number of shares quoted on the
NYSE at the NBBO by the percentage of time the NYSE had a quote
posted at the NBBO. The ``DMM Quoted Size'' is calculated by
multiplying the average number of shares of the applicable security
quoted at the NBBO by the DMM by the percentage of time during which
the DMM quoted at the NBBO. See Price List at n.7.
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$0.0026 per share if the DMM's providing liquidity is 15%
or less of the NYSE's total intraday adding liquidity in each such
security for that month; \7\
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\7\ The NYSE total intraday adding liquidity is totaled monthly
and includes all NYSE adding liquidity, excluding NYSE open and NYSE
close volume, by all NYSE participants, including Supplemental
Liquidity Providers, customers, Floor brokers and DMMs. See Price
List.
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$0.0030 per share if the DMM's providing liquidity is more
than 15% but less than or equal to 30% of the NYSE's total intraday
adding liquidity in each such security for that month; and
$0.0029 per share if the DMM's providing liquidity is more
than 30% of the NYSE's total intraday adding liquidity in each such
security for that month.
The $0.0029 per share rebate is applicable to all of the member
organization's adding liquidity in each such security for that month,
not just the incremental liquidity that is more than 30% of the NYSE's
total intraday adding liquidity.\8\ The Exchange proposes to eliminate
the third pricing threshold and modify the second pricing threshold so
that a DMM will receive a rebate of $0.0030 per share if the DMM's
providing liquidity is more than 15% of the NYSE's total intraday
adding liquidity in each such security for that month. The $0.0030 per
share rebate is applicable to all of the member organization's adding
liquidity in each such security for that month, not just the
incremental liquidity that is more than 15% of the NYSE's total
intraday adding liquidity. For example, if a DMM meets both the More
Active Securities Quoting Requirement and the More Active Securities
Quoted Size Ratio Requirement, and the DMM's providing liquidity is 1.6
million shares in a security with NYSE total intraday adding liquidity
of 10 million shares, then the DMM will be eligible for a rebate of
$0.0030 per share for all 1.6 million shares. Otherwise, the DMM will
receive a per share rebate of $0.0026.
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\8\ See Exchange Act Release No. 68021 (Oct. 9, 2012), 77 FR
63406, 63407 n.9 (Oct. 16, 2012) (SR-NYSE-2012-50).
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Trading Licenses
Currently, the Exchange charges an annual fee of $40,000 per
license for the first two trading licenses held by a member
organization and $25,000 per license for each additional trading
license held by a member organization. The fee for trading licenses
issued after January 1, 2013 is prorated for the portion of the year
during which the trading license will be outstanding. If a trading
license is in place for 15 or fewer calendar days in a calendar month,
proration for that month is at a flat rate of $100 per day with no tier
pricing involved.\9\ If a trading license is in place for 16 or more
calendar days in a calendar month, proration for that month is computed
based on the number of days as applied to the applicable annual fee for
the license.\10\
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\9\ See Price List at n.16.
\10\ Id.
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The Exchange proposes to amend its trading license fees for
additional trading licenses issued to a member organization between
July 1, 2013 and December 31, 2013. If a member organization is issued
additional trading licenses between July 1, 2013 and December 31, 2013,
and the total number of trading licenses held by the member
organization between July 1, 2013 and December 31, 2013 is greater than
the total number of trading licenses held by the member organization on
July 1, 2013, then the member organization will not be charged a
prorated fee for the period from July 3, 2013 to December 31, 2013 for
those additional trading licenses above the number the member
organization held on July 1, 2013. For example, if a member
organization holds 30 trading licenses on July 1, 2013 and between July
3, 2013 and December 31, 2013, the member organization holds 33 trading
licenses, the member organization will not be charged a prorated fee
for those three additional trading licenses. For a firm that becomes a
member organization after July 1, 2013, the firm will be assigned a
baseline of one trading license and charged a prorated fee for that
license for the remainder of 2013; any trading licenses in addition to
the first trading license will not be charged a prorated fee for the
period from July 3, 2013 to December 31, 2013.
If a member organization merges with another member organization on
or after July 1, 2013, the total combined number of trading licenses
held by each member organization on July 1, 2013 will be considered the
baseline number of trading licenses for the successor member
organization. For example, if Firm A holds five trading licenses on
July 1, 2013 and Firm B holds eight trading licenses on July 1, 2013,
and Firm B acquires Firm A on August 1, 2013, then Firm B, as the
successor member organization, will have a baseline of 13 trading
licenses as of August 1, 2013.
The Exchange also proposes to correct a typographical error in
footnote 15 of the Pricing List, which relates to a credit for floor
broker licenses. The footnote should refer to November and December
2012, not November and December 2013.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\11\ in general, and furthers the
objectives of Sections 6(b)(4) and 6(b)(5) of the Act,\12\ in
particular, because it provides for the equitable allocation of
reasonable dues, fees, and other charges among its
[[Page 43949]]
members, issuers and other persons using its facilities and does not
unfairly discriminate between customers, issuers, brokers or dealers.
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\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(4) and (5).
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The Exchange believes that with respect to the DMM rebate for
providing liquidity, eliminating the third pricing threshold and
modifying the second pricing threshold is reasonable because the
Exchange believes the rebate for the third pricing threshold did not
incent DMMs to reach that level of providing liquidity as intended.\13\
The Exchange believes that the remaining two pricing thresholds, as
modified, are at a level that will encourage greater liquidity and
competition in actively traded securities on the Exchange. The Exchange
believes that the proposed change is equitable and not unfairly
discriminatory because all DMMs will be eligible for the higher rebate.
The Exchange believes it is equitable and not unfairly discriminatory
to allocate a higher rebate to DMMs than other member organizations
because DMMs have higher quoting obligations, and in turn provide
higher volumes of liquidity, which contributes to price discovery and
benefits all market participants.
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\13\ See supra note 8.
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The Exchange believes it is reasonable to offer a temporary
reduction in the prorated fees for annual trading licenses because it
will encourage member organizations to hold additional trading
licenses, which will increase the number of market participants trading
on the floor of the Exchange, which will promote liquidity, price
discovery, and the opportunity for price improvement for the benefit of
all market participants. The Exchange also believes it is reasonable to
offer a temporary fee reduction because it will provide member
organizations with greater flexibility in managing their personnel,
especially in summer months when member organizations tend to
experience greater staff rotation. The Exchange further believes that
the July 1 date selected by the Exchange as a baseline for calculating
additional licenses is reasonable because it is the day before the
effective date of the fee change. The Exchange believes the proposed
change is equitable and not unfairly discriminatory because all member
organizations will be able to take advantage of the temporary fee
reduction.
The Exchange believes that it is reasonable to assign new member
organizations a baseline of one trading license because this will
incent firms to become Exchange member organizations, thereby
encouraging trading activity on the Exchange, which benefits all market
participants. The Exchange believes that the proposed change is
equitable and not unfairly discriminatory because the discount is
temporary and firms that become member organizations in the latter half
of 2013 will be subject to the same trading license fees as other
member organizations beginning in 2014.
The Exchange believes that, in the case of a merger of member
organizations, it is reasonable to assign the successor member
organization a baseline of the combined number of trading licenses held
by each member organization on July 1, 2013, effective as of the date
of the merger, so that the successor member organization's baseline
reflects the combined operations. The Exchange believes that the
alternative--i.e., counting only the number of trading licenses held by
the successor member organization on July 1, 2013 prior to the merger--
would give such member organization an unfair advantage over a member
organization that had not undergone a business combination, in that the
successor member organization would not have to pay additional fees for
the trading licenses gained through the merger for the remainder of the
year. The Exchange notes that trading licenses effectively acquired
through a merger would not increase the total number of trading
licenses on the Exchange, and therefore would not necessarily
contribute additional trading activity. Moreover, the successor member
organization will be free to eliminate any trading licenses not needed
after the merger. Therefore, the Exchange believes its proposed
approach to merging member organizations is equitable and not unfairly
discriminatory.
The Exchange believes that correcting the typographical error in
the Price List will add greater clarity for member organizations in
understanding the annual trading license fees.
Finally, the Exchange believes that it is subject to significant
competitive forces in setting its fees and credits, as described below
in the Exchange's statement regarding the burden on competition. For
these reasons, the Exchange believes that the proposal is consistent
with the Act.
B. Self-Regulatory Organization's Statement on Burden on Competition
In accordance with Section 6(b)(8) of the Act,\14\ the Exchange
does not believe that the proposed rule change will impose any burden
on competition that is not necessary or appropriate in furtherance of
the purposes of the Act.
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\14\ 15 U.S.C. 78f(b)(8).
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Specifically, the Exchange believes the revised pricing tiers for
DMMs reflect the need for the Exchange to adjust financial incentives
to attract order flow. In addition, the modification to the annual
trading license fees will help to remove a burden on competition by
making it easier for member organizations to appropriately staff the
Floor, which is a key feature of the Exchange's structure for offering
a fair and orderly market and competing with other exchanges. It will
also make it more economical to become a member organization in the
remainder of 2013. In addition, the Exchange does not believe the
proposed approach to merging member organizations will burden
competition because it is designed to avoid any unfair advantage a
successor member organization could have in the absence of resetting
the baseline of licenses under the proposed fee structure.
The Exchange notes that it operates in a highly competitive market
in which market participants can readily favor competing venues if they
deem fee levels at a particular venue to be excessive or rebate
opportunities available at other venues to be more favorable. In such
an environment, the Exchange must continually adjust its fees and
rebates to remain competitive with other exchanges and with alternative
trading systems that have been exempted from compliance with the
statutory standards applicable to exchanges. Because competitors are
free to modify their own fees and credits in response, and because
market participants may readily adjust their trading practices, the
Exchange believes that the degree to which fee or rebate changes in
this market may impose any burden on competition is extremely limited.
As a result of all of these considerations, the Exchange does not
believe that the proposed changes will impair the ability of member
organizations or competing order execution venues to maintain their
competitive standing in the financial markets.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
[[Page 43950]]
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective upon filing pursuant to
Section 19(b)(3)(A) \15\ of the Act and subparagraph (f)(2) of Rule
19b-4 \16\ thereunder, because it establishes a due, fee, or other
charge imposed by the Exchange.
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\15\ 15 U.S.C. 78s(b)(3)(A).
\16\ 17 CFR 240.19b-4(f)(2).
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At any time within 60 days of the filing of such proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings under
Section 19(b)(2)(B) \17\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\17\ 15 U.S.C. 78s(b)(2)(B).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NYSE-2013-51 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NYSE-2013-51. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-NYSE-2013-51 and should be
submitted on or before August 12, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
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\18\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-17471 Filed 7-19-13; 8:45 am]
BILLING CODE 8011-01-P