Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending the NYSE Arca Options Fee Schedule Regarding Transaction Fees and Credits, 22172-22174 [2014-08973]
Download as PDF
22172
Federal Register / Vol. 79, No. 76 / Monday, April 21, 2014 / Notices
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 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
publicly available. All submissions
should refer to File Number SR–C2–
2014–009 and should be submitted on
or before May 12, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–08974 Filed 4–18–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71914A; File No. SR–ISE–
2014–20]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Amend the Schedule of
Fees; Correction
Securities and Exchange
Commission.
ACTION: Notice; correction.
AGENCY:
ehiers on DSK2VPTVN1PROD with NOTICES
Correction
In FR Document No. 2014–08417
beginning on page 21321 for Tuesday,
April 15, 2014, the date on which the
International Securities Exchange, LLC
filed with the Securities and Exchange
Commission the proposed rule change
was incorrectly stated on page 21321, in
the 53rd line of the third column. The
correct date is April 1, 2014.
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–08971 Filed 4–18–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71946; File No. SR–
NYSEArca–2014–35]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending the NYSE Arca
Options Fee Schedule Regarding
Transaction Fees and Credits
April 15, 2014.
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 April 1,
2014, 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.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
April 9, 2014.
The Securities and Exchange
Commission published a document in
the Federal Register of April 15, 2014
concerning a Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change to Amend the Schedule of
Fees. The date on which the
International Securities Exchange, LLC
filed the proposed rule change with the
SUMMARY:
Securities and Exchange Commission
was incorrectly stated.
The Exchange proposes to amend the
NYSE Arca Options Fee Schedule (‘‘Fee
Schedule’’) regarding transaction fees
and credits. The Exchange proposes to
implement the fee changes effective
April 1, 2014. 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.
1 15
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
11 17
CFR 200.30–3(a)(12).
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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.
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 the
Fee Schedule regarding transaction fees
and credits. The Exchange proposes to
implement the fee changes effective
April 1, 2014. The purpose of this filing
is to modify the Exchange’s transaction
fees to provide an incentive for more
business to be executed on the
Exchange.
NYSE Arca is proposing to modify
certain volume-based incentives to
attract more business to the Exchange as
well as a fee change to offset these
incentives. The Exchange will offset the
incentives by raising the Take Liquidity
fee for Customer Electronic Executions
in Penny Pilot issues 4 to $0.47 per
contract.
First, NYSE Arca is proposing various
modifications to its Customer Monthly
Posting Credit Tiers and Qualifications
For Executions in Penny Pilot Issues
(‘‘Penny Pilot Customer Tiers’’) to make
some tiers less strenuous to achieve;
make other tiers more difficult to reach,
and to adjust the associated credits for
various tiers. Specifically, the Exchange
is proposing that the qualifying market
share of Total Industry Customer equity
and ETF option Average Daily Volume
(‘‘ADV’’) from executed Customer
posted orders in all tiers of the Penny
Pilot Customer Tiers be comprised of
executed Customer posted orders in
both Penny Pilot and non-Penny Pilot
Issues (‘‘Total Customer Posted Order
Executions’’).5
4 As provided under NYSE Arca Options Rule
6.72, options on certain issues have been approved
to trade with a minimum price variation of $0.01
as part of a pilot program that is currently
scheduled to expire on June 30, 2014. See Securities
Exchange Act Release No. 71159 (December 20,
2013), 78 FR 79042 (December 27, 2013) (SR–
NYSEArca–2013–145).
5 The Exchange notes that the alternative method
of achieving Tiers 2 and 5 will remain at 0.70% and
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Federal Register / Vol. 79, No. 76 / Monday, April 21, 2014 / Notices
This proposal includes adjusting the
qualifying activity level and the
corresponding credit of all but the top
tier (i.e., Tier 5) of the Penny Pilot
Customer Tiers. To qualify for Tier 1
will only require .10% of Total Industry
Customer equity and ETF ADV (‘‘Total
Customer ADV’’); in return, the credit to
be applied to Posted Electronic
Customer Executions in Penny Pilot
issues (‘‘Penny Pilot Credit’’) will be
reduced from $0.38 to $0.27. Penny
Pilot Customer Tier 2 will be calculated
based on Total Customer ADV, and the
Penny Pilot Credit will be increased to
$0.43. The qualification for Penny Pilot
Customer Tier 3 will be reduced to
0.40% of Total Customer ADV, and the
Penny Pilot Credit will be increased to
$0.45. Penny Pilot Customer Tier 4 will
be adjusted to increase the Total
Customer Posted Executions to 0.60% of
Total Customer ADV, while reducing
the added qualification to executed
ADV of Retail Orders to 0.1% ADV of
U.S. Equity Market Share Posted and
Executed on NYSE Arca Equity Market.
The Penny Pilot Credit for Tier 4 will
be increased to $0.46.
The Exchange is also proposing to
modify the Qualification Basis in one of
the Customer Posting Credit Tiers in
Non Penny Pilot Issues. Tier A will be
modified to require 0.60% of Total
Customer ADV Posted Order
Executions, while reducing the added
qualification of Retail Orders to 0.1%
ADV of U.S. Equity Market Share Posted
and Executed on NYSE Arca Equity
Market.
Lastly, the Exchange proposes a
modification to one of the alternatives to
achieve an additional posting credit
under the Customer Incentive Program.
As proposed, the fourth alternative,
arising from participation on the NYSE
Arca Equity Market, will require a lower
threshold of Executed ADV of Retail
Orders of 0.10% (reduced from 0.3%)
ADV of U.S. Equity Market Share Posted
and Executed on NYSE Arca Equity
Market.
The Exchange notes that the
calculations for the qualification
thresholds for tiered Customer posting
credits only include electronic
executions. Qualified Contingent Cross
(‘‘QCC’’) orders are neither posted nor
taken; thus QCC transactions are not
included in the calculation of posted or
taken execution volumes. The
calculations do not include volume
from mini-option transactions, nor do
they include volume from Complex
Order transactions. Orders routed to
another market for execution are not
included in the calculation of taking
volume.
The Exchange notes that the proposed
changes are not otherwise intended to
address any other issues, and the
Exchange is not aware of any problems
that OTP Holders and OTP Firms,
including Market Makers, 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,6 in general, and
furthers the objectives of Sections
6(b)(4) and (5) of the Act,7 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 increase in the Take Liquidity
fee for Customer orders in Penny Pilot
issues is reasonable because it will
result in the Exchange’s fees remaining
comparable to the Take Liquidity fees
charged for other market participants.
The proposed increase is also
reasonable because it is similar to the
fee charged by another market for
Customers who remove liquidity in
Penny Pilot issues.8 In addition, the
proposed fee change is reasonable
because it will generate revenue that
will help to support the credits offered
for posting liquidity, which are
available to all market participants.
Customers are assessed a slightly lower
fee because Customer order flow
benefits the market by increasing
liquidity, which benefits all market
participants.
It is also not unfairly discriminatory
to charge a lower fee for Customer
transactions, as Customers do not have
direct access to the market as do Market
Makers, Firms, and Broker Dealers.
The Exchange believes the
modifications to the Customer Monthly
Posting Credit Tiers are reasonable
because they are designed to attract
additional Customer electronic equity
and ETF option volume to the
Exchange, which would benefit all
participants by offering greater price
discovery, increased transparency, and
an increased opportunity to trade on the
Exchange. The changes are also
6 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
8 See NASDAQ Options Market (‘‘NOM’’)—Fees
and Rebates, available at https://
www.nasdaqtrader.com/
Micro.aspx?id=PHLXPricing [sic].
7 15
0.85%, respectively, of Total Customer ADV from
Posted Order executions only in Penny Pilot issues,
although from all account types, including volume
from the OTP Holder’s or OTP Firm’s affiliates.
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22173
reasonable in that they make it less
difficult for an OTP Holder or OTP Firm
to achieve the qualifications.
Additionally, the Exchange believes the
proposed credits are reasonable because
they would incent OTP Holders and
OTP Firms to submit Customer
electronic equity and ETF option orders
to the Exchange and would result in
credits that are reasonably related to the
Exchange’s market quality that is
associated with higher volumes.
The Exchange believes that the
proposed changes in the credits are
equitable and not unfairly
discriminatory because they will be
available to all OTP Holders and OTP
Firms that execute posted electronic
Customer orders on the Exchange on an
equal and non-discriminatory basis, in
particular because they provide
alternative means of achieving the same
credit. The Exchange believes that
providing methods for achieving the
credits based on posted electronic
Customer Executions in both Penny
Pilot and non-Penny Pilot issues is
equitable and not unfairly
discriminatory because it would
continue to result in more OTP Holders
and OTP Firms qualifying for the credits
and therefore reducing their overall
transaction costs on the Exchange.
The Exchange believes the proposed
change to the Customer Incentive
Program is reasonable because it is
designed is designed [sic] to continue to
bring additional posted order flow to
NYSE Arca Equities, so as to provide
additional opportunities for all ETP
Holders to trade on NYSE Arca Equities.
The Exchange also believes that the
proposed modification to the Customer
Incentive Program is equitable and not
unfairly discriminatory because the
Exchange is continuing to provide more
than one method of qualifying for an
incentive.9
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 the foregoing reasons, the
Exchange believes that the proposal is
consistent with the Act.
9 Offering multiple ways to achieve a rebate has
been deemed acceptable based on past and existing
practice in the industry. See, e.g., NOM—Options
Rules Chapter XV, Options Pricing, Section 2,
which offers multiple methods of achieving the
same rebate, available at https://
www.nasdaqtrader.com/
Micro.aspx?id=PHLXPricing [sic].
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22174
Federal Register / Vol. 79, No. 76 / Monday, April 21, 2014 / Notices
ehiers on DSK2VPTVN1PROD with NOTICES
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,10 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.
The Exchange believes that the
proposed fee change reduces the burden
on competition because it takes into
account the value that various market
participants add to the marketplace, as
discussed above.
The increases in Take Liquidity fees
will impact all Customer transactions in
Penny Pilot issues at the same rate. The
proposed changes to the Customer
Monthly Posting Credit Tiers, and the
proposed modification to the Customer
Incentives are designed to attract
additional volume, in particular posted
electronic Customer executions, to the
Exchange, which would promote price
discovery and transparency in the
securities markets thereby benefitting
competition in the industry. As stated
above, the Exchange believes that the
proposed change would impact all
similarly situated OTP Holders and OTP
Firms that post electronic Customer
executions on the Exchange equally,
and as such, the proposed change would
not impose a disparate burden on
competition either among or between
classes of market participants. In
addition, providing and modifying an
alternative qualification basis for certain
tiers by including volume from affiliates
allows a firm with a diverse business
structure, but not a concentration on
Customer orders only, to earn a higher
credit for their Customers by posting
order flow that improves the overall
market quality, and encourages posting
competitive prices, which result in
better available markets for Customer
orders.
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 levels at a particular venue to
be excessive. In such an environment,
the Exchange must continually review,
and consider adjusting, its fees and
credits to remain competitive with other
exchanges. For the reasons described
above, the Exchange believes that the
proposed rule change reflects this
competitive environment.
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) 11 of the Act and
subparagraph (f)(2) of Rule 19b–4 12
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) 13 of the Act to
determine whether the proposed rule
change 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:
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–2014–35 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NYSEArca–2014–35. 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/
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–08973 Filed 4–18–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71945; File No. SR–NSCC–
2014–802]
Self-Regulatory Organizations;
National Securities Clearing
Corporation; Notice of Filing of
Advance Notice To Enhance NSCC’s
Existing Parametric Value-at-Risk
Margining Model
April 15, 2014.
Pursuant to Section 806(e)(1) of the
Payment, Clearing, and Settlement
Supervision Act of 2010 (‘‘Clearing
Supervision Act’’) 1 and Rule 19b–
4(n)(1)(i) 2 thereunder, notice is hereby
given that on March 28, 2014, National
Securities Clearing Corporation
(‘‘NSCC’’) filed with the Securities and
Exchange Commission (‘‘Commission’’)
advance notice SR–NSCC–2014–802
(‘‘Advance Notice’’) as described in Item
I, II and III below, which Items have
been prepared primarily by NSCC. The
11 15
U.S.C. 78f(b)(8).
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14 17
12 17
10 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
13 15 U.S.C. 78s(b)(2)(B).
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 20549–1090, 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 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–2014–35, and should be
submitted on or before May 12, 2014.
1 12
PO 00000
Frm 00095
Fmt 4703
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CFR 200.30–3(a)(12).
U.S.C. 5465(e)(1).
2 17 CFR 240.19b–4(n)(i).
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Agencies
[Federal Register Volume 79, Number 76 (Monday, April 21, 2014)]
[Notices]
[Pages 22172-22174]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-08973]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71946; File No. SR-NYSEArca-2014-35]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Amending the NYSE
Arca Options Fee Schedule Regarding Transaction Fees and Credits
April 15, 2014.
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 April 1, 2014, 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 the
Substance of the Proposed Rule Change
The Exchange proposes to amend the NYSE Arca Options Fee Schedule
(``Fee Schedule'') regarding transaction fees and credits. The Exchange
proposes to implement the fee changes effective April 1, 2014. 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.
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 the Fee Schedule regarding
transaction fees and credits. The Exchange proposes to implement the
fee changes effective April 1, 2014. The purpose of this filing is to
modify the Exchange's transaction fees to provide an incentive for more
business to be executed on the Exchange.
NYSE Arca is proposing to modify certain volume-based incentives to
attract more business to the Exchange as well as a fee change to offset
these incentives. The Exchange will offset the incentives by raising
the Take Liquidity fee for Customer Electronic Executions in Penny
Pilot issues \4\ to $0.47 per contract.
---------------------------------------------------------------------------
\4\ As provided under NYSE Arca Options Rule 6.72, options on
certain issues have been approved to trade with a minimum price
variation of $0.01 as part of a pilot program that is currently
scheduled to expire on June 30, 2014. See Securities Exchange Act
Release No. 71159 (December 20, 2013), 78 FR 79042 (December 27,
2013) (SR-NYSEArca-2013-145).
---------------------------------------------------------------------------
First, NYSE Arca is proposing various modifications to its Customer
Monthly Posting Credit Tiers and Qualifications For Executions in Penny
Pilot Issues (``Penny Pilot Customer Tiers'') to make some tiers less
strenuous to achieve; make other tiers more difficult to reach, and to
adjust the associated credits for various tiers. Specifically, the
Exchange is proposing that the qualifying market share of Total
Industry Customer equity and ETF option Average Daily Volume (``ADV'')
from executed Customer posted orders in all tiers of the Penny Pilot
Customer Tiers be comprised of executed Customer posted orders in both
Penny Pilot and non-Penny Pilot Issues (``Total Customer Posted Order
Executions'').\5\
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\5\ The Exchange notes that the alternative method of achieving
Tiers 2 and 5 will remain at 0.70% and 0.85%, respectively, of Total
Customer ADV from Posted Order executions only in Penny Pilot
issues, although from all account types, including volume from the
OTP Holder's or OTP Firm's affiliates.
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[[Page 22173]]
This proposal includes adjusting the qualifying activity level and
the corresponding credit of all but the top tier (i.e., Tier 5) of the
Penny Pilot Customer Tiers. To qualify for Tier 1 will only require
.10% of Total Industry Customer equity and ETF ADV (``Total Customer
ADV''); in return, the credit to be applied to Posted Electronic
Customer Executions in Penny Pilot issues (``Penny Pilot Credit'') will
be reduced from $0.38 to $0.27. Penny Pilot Customer Tier 2 will be
calculated based on Total Customer ADV, and the Penny Pilot Credit will
be increased to $0.43. The qualification for Penny Pilot Customer Tier
3 will be reduced to 0.40% of Total Customer ADV, and the Penny Pilot
Credit will be increased to $0.45. Penny Pilot Customer Tier 4 will be
adjusted to increase the Total Customer Posted Executions to 0.60% of
Total Customer ADV, while reducing the added qualification to executed
ADV of Retail Orders to 0.1% ADV of U.S. Equity Market Share Posted and
Executed on NYSE Arca Equity Market. The Penny Pilot Credit for Tier 4
will be increased to $0.46.
The Exchange is also proposing to modify the Qualification Basis in
one of the Customer Posting Credit Tiers in Non Penny Pilot Issues.
Tier A will be modified to require 0.60% of Total Customer ADV Posted
Order Executions, while reducing the added qualification of Retail
Orders to 0.1% ADV of U.S. Equity Market Share Posted and Executed on
NYSE Arca Equity Market.
Lastly, the Exchange proposes a modification to one of the
alternatives to achieve an additional posting credit under the Customer
Incentive Program. As proposed, the fourth alternative, arising from
participation on the NYSE Arca Equity Market, will require a lower
threshold of Executed ADV of Retail Orders of 0.10% (reduced from 0.3%)
ADV of U.S. Equity Market Share Posted and Executed on NYSE Arca Equity
Market.
The Exchange notes that the calculations for the qualification
thresholds for tiered Customer posting credits only include electronic
executions. Qualified Contingent Cross (``QCC'') orders are neither
posted nor taken; thus QCC transactions are not included in the
calculation of posted or taken execution volumes. The calculations do
not include volume from mini-option transactions, nor do they include
volume from Complex Order transactions. Orders routed to another market
for execution are not included in the calculation of taking volume.
The Exchange notes that the proposed changes are not otherwise
intended to address any other issues, and the Exchange is not aware of
any problems that OTP Holders and OTP Firms, including Market Makers,
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,\6\ in general, and furthers the
objectives of Sections 6(b)(4) and (5) of the Act,\7\ 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.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
The Exchange believes that the proposed increase in the Take
Liquidity fee for Customer orders in Penny Pilot issues is reasonable
because it will result in the Exchange's fees remaining comparable to
the Take Liquidity fees charged for other market participants. The
proposed increase is also reasonable because it is similar to the fee
charged by another market for Customers who remove liquidity in Penny
Pilot issues.\8\ In addition, the proposed fee change is reasonable
because it will generate revenue that will help to support the credits
offered for posting liquidity, which are available to all market
participants. Customers are assessed a slightly lower fee because
Customer order flow benefits the market by increasing liquidity, which
benefits all market participants.
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\8\ See NASDAQ Options Market (``NOM'')--Fees and Rebates,
available at https://www.nasdaqtrader.com/Micro.aspx?id=PHLXPricing
[sic].
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It is also not unfairly discriminatory to charge a lower fee for
Customer transactions, as Customers do not have direct access to the
market as do Market Makers, Firms, and Broker Dealers.
The Exchange believes the modifications to the Customer Monthly
Posting Credit Tiers are reasonable because they are designed to
attract additional Customer electronic equity and ETF option volume to
the Exchange, which would benefit all participants by offering greater
price discovery, increased transparency, and an increased opportunity
to trade on the Exchange. The changes are also reasonable in that they
make it less difficult for an OTP Holder or OTP Firm to achieve the
qualifications. Additionally, the Exchange believes the proposed
credits are reasonable because they would incent OTP Holders and OTP
Firms to submit Customer electronic equity and ETF option orders to the
Exchange and would result in credits that are reasonably related to the
Exchange's market quality that is associated with higher volumes.
The Exchange believes that the proposed changes in the credits are
equitable and not unfairly discriminatory because they will be
available to all OTP Holders and OTP Firms that execute posted
electronic Customer orders on the Exchange on an equal and non-
discriminatory basis, in particular because they provide alternative
means of achieving the same credit. The Exchange believes that
providing methods for achieving the credits based on posted electronic
Customer Executions in both Penny Pilot and non-Penny Pilot issues is
equitable and not unfairly discriminatory because it would continue to
result in more OTP Holders and OTP Firms qualifying for the credits and
therefore reducing their overall transaction costs on the Exchange.
The Exchange believes the proposed change to the Customer Incentive
Program is reasonable because it is designed is designed [sic] to
continue to bring additional posted order flow to NYSE Arca Equities,
so as to provide additional opportunities for all ETP Holders to trade
on NYSE Arca Equities.
The Exchange also believes that the proposed modification to the
Customer Incentive Program is equitable and not unfairly discriminatory
because the Exchange is continuing to provide more than one method of
qualifying for an incentive.\9\
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\9\ Offering multiple ways to achieve a rebate has been deemed
acceptable based on past and existing practice in the industry. See,
e.g., NOM--Options Rules Chapter XV, Options Pricing, Section 2,
which offers multiple methods of achieving the same rebate,
available at https://www.nasdaqtrader.com/Micro.aspx?id=PHLXPricing
[sic].
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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 the foregoing reasons, the Exchange believes that the proposal
is consistent with the Act.
[[Page 22174]]
B. Self-Regulatory Organization's Statement on Burden on Competition
In accordance with Section 6(b)(8) of the Act,\10\ 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. The Exchange believes that the proposed fee
change reduces the burden on competition because it takes into account
the value that various market participants add to the marketplace, as
discussed above.
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\10\ 15 U.S.C. 78f(b)(8).
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The increases in Take Liquidity fees will impact all Customer
transactions in Penny Pilot issues at the same rate. The proposed
changes to the Customer Monthly Posting Credit Tiers, and the proposed
modification to the Customer Incentives are designed to attract
additional volume, in particular posted electronic Customer executions,
to the Exchange, which would promote price discovery and transparency
in the securities markets thereby benefitting competition in the
industry. As stated above, the Exchange believes that the proposed
change would impact all similarly situated OTP Holders and OTP Firms
that post electronic Customer executions on the Exchange equally, and
as such, the proposed change would not impose a disparate burden on
competition either among or between classes of market participants. In
addition, providing and modifying an alternative qualification basis
for certain tiers by including volume from affiliates allows a firm
with a diverse business structure, but not a concentration on Customer
orders only, to earn a higher credit for their Customers by posting
order flow that improves the overall market quality, and encourages
posting competitive prices, which result in better available markets
for Customer orders.
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 levels at a particular venue to be
excessive. In such an environment, the Exchange must continually
review, and consider adjusting, its fees and credits to remain
competitive with other exchanges. For the reasons described above, the
Exchange believes that the proposed rule change reflects this
competitive environment.
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) \11\ of the Act and subparagraph (f)(2) of Rule
19b-4 \12\ thereunder, because it establishes a due, fee, or other
charge imposed by the Exchange.
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\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 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) \13\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\13\ 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-2014-35 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-NYSEArca-2014-35. 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 20549-1090, 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 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-2014-35, and should be submitted on or before May 12, 2014.
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\14\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-08973 Filed 4-18-14; 8:45 am]
BILLING CODE 8011-01-P