Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend the NYSE Arca Equities Schedule of Fees and Charges for Exchange Services To Specify the Method of Billing When More Than One Pricing Tier Could Be Applicable, 71016-71018 [2013-28417]
Download as PDF
71016
Federal Register / Vol. 78, No. 229 / Wednesday, November 27, 2013 / Notices
location will act as the primary back-up
for electronic trading, clearing, and
regulatory infrastructures.
For these reasons, CME believes this
change will increase the reliability and
security of its backup facilities. Because
the change is designed to help ensure
that critical business activities will be
able to be performed in a timely manner
even in the event of a significant
disruption, CME believes the change
should be seen to contribute to the
safeguarding of securities and funds in
CME’s custody or control or for which
CME is responsible and the protection
of investors. As such, CME believes the
proposed changes are consistent with
the purposes and requirements of
Section 17A(b)(3)(F) of the Act.5
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CME does not believe that the
proposed rule change will have any
impact, or impose any burden, on
competition. The designation of a new
backup data center should not be seen
to have any competitive effects.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
CME has not solicited comments
regarding this proposed rule change.
CME has not received any unsolicited
written comments from interested
parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period
up to 90 days (i) as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or (ii) as to which
the self-regulatory organization
consents, the Commission will:
(A) By order approve or disapprove
the proposed rule change or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.
emcdonald on DSK67QTVN1PROD with NOTICES
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-comment@
sec.gov. Please include File No. SR–
CME–2013–24 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–CME–2013–24. 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 CME and on CME’s Web site at
https://www.cmegroup.com/marketregulation/rule-filings.html.
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–CME–2013–24 and should
be submitted on or before December 18,
2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.6
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–28422 Filed 11–26–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–70912; File No. SR–
NYSEARCA–2013–128]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the NYSE Arca
Equities Schedule of Fees and
Charges for Exchange Services To
Specify the Method of Billing When
More Than One Pricing Tier Could Be
Applicable
November 21, 2013.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on
November 15, 2013, NYSE Arca, Inc.
(the ‘‘Exchange’’ or ‘‘NYSE Arca’’) filed
with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II and III below, which Items
have been prepared by the selfregulatory organization. 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 the
NYSE Arca Equities Schedule of Fees
and Charges for Exchange Services (the
‘‘Fee Schedule’’) to specify the method
of billing when more than one pricing
tier could be applicable. The Exchange
proposes to implement the Fee
Schedule change immediately. 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
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
5 15
U.S.C. 78q–1(b)(3)(F).
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6 17
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A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
emcdonald on DSK67QTVN1PROD with NOTICES
1. Purpose
The Exchange proposes to specify the
method of billing when more than one
pricing tier could be applicable. The
Exchange proposes to implement the
Fee Schedule change immediately.
An ETP Holder may qualify for
several different pricing ‘‘Tiers’’ based
on its level of activity during a
particular month. These Tiers each have
a corresponding fee or credit that
applies to the ETP Holder’s transactions
during the month. Generally, a
qualifying ETP Holder would be subject
to a lower transaction fee or a higher
transaction credit, depending on the
particular Tier. For example, an ETP
Holder that qualifies for Tape C Step Up
Tier 2 receives an incremental $0.0002
per share credit for executions that
provide liquidity to the Book in Tape C
securities, which is in addition to the
ETP Holder’s Tiered or Basic Rate
credit(s) (e.g., $0.0002 in addition to the
$0.0030 credit under Tier 1).4
Due to the lower fee or higher credit
that applies, certain of the pricing Tiers
specify that a qualifying ETP Holder is
not able to qualify to receive certain
other specific Tier pricing. Continuing
with the example above, Tape C Step
Up Tier 2 provides that Investor Tier 1
and Cross-Asset Tier ETP Holders,
among others, cannot qualify for Tape C
Step Up Tier 2.5 Without these
4 To qualify for the Tape C Step Up Tier 2 an ETP
Holder must directly execute providing average
daily volume (‘‘ADV’’) in Tape C securities (‘‘Tape
C Adding ADV’’) during the billing month that is
at least 2 million shares greater than the ETP
Holder’s Tape C Adding ADV during the second
quarter of 2012 (‘‘Q2 2012’’), subject to the ETP
Holder’s combined providing ADV in Tape A, Tape
B, and Tape C Securities during the billing month
as a percentage of consolidated ADV (‘‘CADV’’)
being no less than during Q2 2012.
To qualify for Tier 1, an ETP Holder must (1)
provide liquidity an ADV per month of 0.70% or
more of CADV or (2) (a) provide liquidity an ADV
per month of 0.15% or more of CADV and (b) be
affiliated with an Options Trading Permit (‘‘OTP’’)
Holder or OTP Firm that provides an ADV of
electronic posted executions (including all account
types) in Penny Pilot issues on NYSE Arca Options
(excluding mini options) of at least 100,000
contracts, of which at least 25,000 contracts must
be for the account of a market maker.
5 To qualify for Investor Tier 1, an ETP Holder
must (1) provide liquidity of 0.60% or more of
CADV per month, (2) maintain a ratio of cancelled
orders to total orders of less than 30%, excluding
Immediate-or-Cancel orders, and (3) maintain a
ratio of executed liquidity adding volume-to-total
volume of greater than 80%.
To qualify for the Cross Asset Tier, an ETP Holder
must (1) provide liquidity of 0.40% or more of the
CADV per month, and (2) be affiliated with an OTP
Holder or OTP Firm that provides an ADV of
electronic posted Customer executions in Penny
VerDate Mar<15>2010
17:02 Nov 26, 2013
Jkt 232001
exclusions, an ETP Holder could receive
a higher credit than intended (e.g.,
$0.0034 under Investor Tier 1 plus
$0.0002 under Tape C Step Up Tier 2
would be a total credit of $0.0036) or
lower fees compared to the other fees
and credits in the Fee Schedule.6
The Exchange determines
qualifications for the Tiers after the
billing month ends. If an ETP Holder or
Market Maker qualifies for more than
one Tier in the Fee Schedule, the
Exchange applies the most favorable
rate available under such Tiers. For
example, if an ETP Holder or Market
Maker qualifies for both the Cross-Asset
Tier and the Tape C Step Up Tier 2, the
Exchange will apply the single most
favorable tier to the ETP Holder or
Market Maker. The Exchange has
consistently applied pricing in this
manner and now proposes to codify this
practice by adding text to the Tiers in
the Fee Schedule that could be effected.
The proposed change is not otherwise
intended to address any other issues
and the Exchange is not aware of any
problems that ETP Holders would have
in complying with the proposed change.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,7 in general, and
furthers the objectives of Sections
6(b)(4) and 6(b)(5) of the Act,8 in
particular, because it provides for the
equitable allocation of reasonable dues,
fees, and other charges among its
members, issuers and other persons
using its facilities and does not unfairly
discriminate between customers,
issuers, brokers or dealers.
The Exchange believes that the
proposed change is reasonable because
it specifies the Exchange’s current
method of billing when more than one
pricing Tier could be applicable to an
ETP Holder. This method of billing is
reasonable because it results in the
application of the most beneficial fees
and credits for which an ETP Holder
qualifies when an ETP Holder qualifies
for more than one pricing Tier. The
proposed change is equitable and not
Pilot issues on NYSE Arca Options (excluding mini
options) of at least 0.95% of total Customer equity
and exchange-traded fund option ADV, as reported
by The Options Clearing Corporation.
6 See Securities Exchange Act Release No. 67461
(July 18, 2012), 77 FR 43408, 43409 (July 24, 2012)
(SR–NYSEArca–2012–69) in which the Exchange
noted its belief that prohibiting certain ETP Holders
from qualifying for the Tape C Step Up Tier 2 was
reasonable, equitable and not unfairly
discriminatory because the ETP Holders that qualify
for certain other Tiers would already receive a
higher credit for such executions.
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(4) and (5).
PO 00000
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Fmt 4703
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71017
unfairly discriminatory because it
applies to all ETP Holders equally. The
proposed change is also equitable and
not unfairly discriminatory because it
eliminates the potential for an ETP
Holder that qualifies for more than one
pricing Tier to receive less favorable
pricing than other ETP Holders that
qualify for one of the same Tiers.
Finally, the Exchange believes that it
is subject to significant competitive
forces, 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,9 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.
Instead, the proposed change describes
the Exchange’s existing method of
applying fees and credits for ETP
Holders that qualify for the various
Tiers within the Fee Schedule. This
billing method is designed to result in
the application of the most beneficial
fees and credits for which an ETP
Holder qualifies if such ETP Holder
qualifies for more than one pricing Tier.
This billing method is also designed to
increase competition on the Exchange
by eliminating a potential disincentive
for ETP Holders to submit orders on the
Exchange—i.e., if less beneficial fees
and credits could apply as a result of
qualifying for multiple Tiers. Finally,
the Exchange notes that it operates in a
highly competitive market in which
market participants can readily favor
competing venues if they deem fee or
credit levels at a particular venue to be
unattractive. In such an environment,
the Exchange must continually review,
and consider adjusting, its fees and
credits to remain competitive with other
exchanges. The billing method
described herein is based on objective
standards that are applicable to all ETP
Holders and reflects the need for the
Exchange to offer significant financial
incentives to attract order flow. For
these reasons, the Exchange believes
that the proposed rule change reflects
this competitive environment and is
therefore consistent with the Act.
9 15
E:\FR\FM\27NON1.SGM
U.S.C. 78f(b)(8).
27NON1
71018
Federal Register / Vol. 78, No. 229 / Wednesday, November 27, 2013 / Notices
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–
NYSEARCA–2013–128 and should be
submitted on or before December 18,
2013.
been prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
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.13
Kevin M. O’Neill,
Deputy Secretary.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
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–
NYSEARCA–2013–128 on the subject
line.
SECURITIES AND EXCHANGE
COMMISSION
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.
emcdonald on DSK67QTVN1PROD with 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) 10 of the Act and
subparagraph (f)(2) of Rule 19b–4 11
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) 12 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
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–NYSEARCA–2013–128.
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
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
12 15 U.S.C. 78s(b)(2)(B).
[FR Doc. 2013–28417 Filed 11–26–13; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–70915; File No. SR–
NASDAQ–2013–140]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Modify
NASDAQ Connectivity Options and
Fees
November 21, 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 November
8, 2013, The NASDAQ Stock Market
LLC (‘‘NASDAQ’’ or ‘‘Exchange’’), filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
10 15
13 17
11 17
1 15
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17:02 Nov 26, 2013
CFR 200.30–3(a)(12).
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 modify
NASDAQ connectivity options and fees.
The text of the proposed rule change
is available from NASDAQ’s Web site at
https://nasdaq.cchwallstreet.com/
Filings/, at NASDAQ’s principal office,
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
Exchange 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 these
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 aspects of such
statements.
1. Purpose
The Exchange proposes to modify
Rule 7034(b) regarding connectivity to
NASDAQ. Specifically, the Exchange
proposes to establish connectivity and
installation fees for a 1Gb Ultra low
latency fiber connection option, and to
adopt installation fees for subscriptions
through January 31, 2014.
The Exchange currently offers various
bandwidth and speed options for
connectivity to NASDAQ, including
copper, fiber, and wireless options in
bandwidths ranging from 1Gb to 40Gb.
Thus, for example, NASDAQ currently
offers both a 1Gb fiber connection, and
a 1Gb copper connection.3
In keeping with changes in
technology, the Exchange now proposes
to provide another 1Gb fiber connection
offering, which uses new lower latency
switches.4 A switch is a type of network
hardware that acts as the ‘‘gatekeeper’’
for all of a co-located client’s orders sent
to the System 5 at the NASDAQ co3 Rule
7034(b).
term ‘‘latency’’ for these purposes is a
measure of the time it takes for an order to enter
into a switch and then exit for entry into the
System.
5 As defined by Rule 4751(a).
4 The
E:\FR\FM\27NON1.SGM
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Agencies
[Federal Register Volume 78, Number 229 (Wednesday, November 27, 2013)]
[Notices]
[Pages 71016-71018]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-28417]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-70912; File No. SR-NYSEARCA-2013-128]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change To Amend the NYSE
Arca Equities Schedule of Fees and Charges for Exchange Services To
Specify the Method of Billing When More Than One Pricing Tier Could Be
Applicable
November 21, 2013.
Pursuant to Section 19(b)(1) \1\ of the Securities Exchange Act of
1934 (the ``Act'') \2\ and Rule 19b-4 thereunder,\3\ notice is hereby
given that, on November 15, 2013, NYSE Arca, Inc. (the ``Exchange'' or
``NYSE Arca'') filed with the Securities and Exchange Commission (the
``Commission'') the proposed rule change as described in Items I, II
and III below, which Items have been prepared by the self-regulatory
organization. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend the NYSE Arca Equities Schedule of
Fees and Charges for Exchange Services (the ``Fee Schedule'') to
specify the method of billing when more than one pricing tier could be
applicable. The Exchange proposes to implement the Fee Schedule change
immediately. 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 71017]]
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to specify the method of billing when more
than one pricing tier could be applicable. The Exchange proposes to
implement the Fee Schedule change immediately.
An ETP Holder may qualify for several different pricing ``Tiers''
based on its level of activity during a particular month. These Tiers
each have a corresponding fee or credit that applies to the ETP
Holder's transactions during the month. Generally, a qualifying ETP
Holder would be subject to a lower transaction fee or a higher
transaction credit, depending on the particular Tier. For example, an
ETP Holder that qualifies for Tape C Step Up Tier 2 receives an
incremental $0.0002 per share credit for executions that provide
liquidity to the Book in Tape C securities, which is in addition to the
ETP Holder's Tiered or Basic Rate credit(s) (e.g., $0.0002 in addition
to the $0.0030 credit under Tier 1).\4\
---------------------------------------------------------------------------
\4\ To qualify for the Tape C Step Up Tier 2 an ETP Holder must
directly execute providing average daily volume (``ADV'') in Tape C
securities (``Tape C Adding ADV'') during the billing month that is
at least 2 million shares greater than the ETP Holder's Tape C
Adding ADV during the second quarter of 2012 (``Q2 2012''), subject
to the ETP Holder's combined providing ADV in Tape A, Tape B, and
Tape C Securities during the billing month as a percentage of
consolidated ADV (``CADV'') being no less than during Q2 2012.
To qualify for Tier 1, an ETP Holder must (1) provide liquidity
an ADV per month of 0.70% or more of CADV or (2) (a) provide
liquidity an ADV per month of 0.15% or more of CADV and (b) be
affiliated with an Options Trading Permit (``OTP'') Holder or OTP
Firm that provides an ADV of electronic posted executions (including
all account types) in Penny Pilot issues on NYSE Arca Options
(excluding mini options) of at least 100,000 contracts, of which at
least 25,000 contracts must be for the account of a market maker.
---------------------------------------------------------------------------
Due to the lower fee or higher credit that applies, certain of the
pricing Tiers specify that a qualifying ETP Holder is not able to
qualify to receive certain other specific Tier pricing. Continuing with
the example above, Tape C Step Up Tier 2 provides that Investor Tier 1
and Cross-Asset Tier ETP Holders, among others, cannot qualify for Tape
C Step Up Tier 2.\5\ Without these exclusions, an ETP Holder could
receive a higher credit than intended (e.g., $0.0034 under Investor
Tier 1 plus $0.0002 under Tape C Step Up Tier 2 would be a total credit
of $0.0036) or lower fees compared to the other fees and credits in the
Fee Schedule.\6\
---------------------------------------------------------------------------
\5\ To qualify for Investor Tier 1, an ETP Holder must (1)
provide liquidity of 0.60% or more of CADV per month, (2) maintain a
ratio of cancelled orders to total orders of less than 30%,
excluding Immediate-or-Cancel orders, and (3) maintain a ratio of
executed liquidity adding volume-to-total volume of greater than
80%.
To qualify for the Cross Asset Tier, an ETP Holder must (1)
provide liquidity of 0.40% or more of the CADV per month, and (2) be
affiliated with an OTP Holder or OTP Firm that provides an ADV of
electronic posted Customer executions in Penny Pilot issues on NYSE
Arca Options (excluding mini options) of at least 0.95% of total
Customer equity and exchange-traded fund option ADV, as reported by
The Options Clearing Corporation.
\6\ See Securities Exchange Act Release No. 67461 (July 18,
2012), 77 FR 43408, 43409 (July 24, 2012) (SR-NYSEArca-2012-69) in
which the Exchange noted its belief that prohibiting certain ETP
Holders from qualifying for the Tape C Step Up Tier 2 was
reasonable, equitable and not unfairly discriminatory because the
ETP Holders that qualify for certain other Tiers would already
receive a higher credit for such executions.
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The Exchange determines qualifications for the Tiers after the
billing month ends. If an ETP Holder or Market Maker qualifies for more
than one Tier in the Fee Schedule, the Exchange applies the most
favorable rate available under such Tiers. For example, if an ETP
Holder or Market Maker qualifies for both the Cross-Asset Tier and the
Tape C Step Up Tier 2, the Exchange will apply the single most
favorable tier to the ETP Holder or Market Maker. The Exchange has
consistently applied pricing in this manner and now proposes to codify
this practice by adding text to the Tiers in the Fee Schedule that
could be effected.
The proposed change is not otherwise intended to address any other
issues and the Exchange is not aware of any problems that ETP Holders
would have in complying with the proposed change.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\7\ in general, and furthers the
objectives of Sections 6(b)(4) and 6(b)(5) of the Act,\8\ in
particular, because it provides for the equitable allocation of
reasonable dues, fees, and other charges among its members, issuers and
other persons using its facilities and does not unfairly discriminate
between customers, issuers, brokers or dealers.
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\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(4) and (5).
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The Exchange believes that the proposed change is reasonable
because it specifies the Exchange's current method of billing when more
than one pricing Tier could be applicable to an ETP Holder. This method
of billing is reasonable because it results in the application of the
most beneficial fees and credits for which an ETP Holder qualifies when
an ETP Holder qualifies for more than one pricing Tier. The proposed
change is equitable and not unfairly discriminatory because it applies
to all ETP Holders equally. The proposed change is also equitable and
not unfairly discriminatory because it eliminates the potential for an
ETP Holder that qualifies for more than one pricing Tier to receive
less favorable pricing than other ETP Holders that qualify for one of
the same Tiers.
Finally, the Exchange believes that it is subject to significant
competitive forces, 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,\9\ 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. Instead, the proposed change describes the
Exchange's existing method of applying fees and credits for ETP Holders
that qualify for the various Tiers within the Fee Schedule. This
billing method is designed to result in the application of the most
beneficial fees and credits for which an ETP Holder qualifies if such
ETP Holder qualifies for more than one pricing Tier. This billing
method is also designed to increase competition on the Exchange by
eliminating a potential disincentive for ETP Holders to submit orders
on the Exchange--i.e., if less beneficial fees and credits could apply
as a result of qualifying for multiple Tiers. Finally, the Exchange
notes that it operates in a highly competitive market in which market
participants can readily favor competing venues if they deem fee or
credit levels at a particular venue to be unattractive. In such an
environment, the Exchange must continually review, and consider
adjusting, its fees and credits to remain competitive with other
exchanges. The billing method described herein is based on objective
standards that are applicable to all ETP Holders and reflects the need
for the Exchange to offer significant financial incentives to attract
order flow. For these reasons, the Exchange believes that the proposed
rule change reflects this competitive environment and is therefore
consistent with the Act.
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\9\ 15 U.S.C. 78f(b)(8).
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[[Page 71018]]
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.
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) \10\ of the Act and subparagraph (f)(2) of Rule
19b-4 \11\ thereunder, because it establishes a due, fee, or other
charge imposed by the Exchange.
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\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 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) \12\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\12\ 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-NYSEARCA-2013-128 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-NYSEARCA-2013-128. 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-NYSEARCA-2013-128 and should
be submitted on or before December 18, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
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\13\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-28417 Filed 11-26-13; 8:45 am]
BILLING CODE 8011-01-P