Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending the NYSE Arca Equities Schedule of Fees and Charges for Exchange Services To Modify the Credits for Mid-Point Passive Liquidity Orders, 34182-34184 [2015-14478]
Download as PDF
34182
Federal Register / Vol. 80, No. 114 / Monday, June 15, 2015 / Notices
above, provided that, with respect to
such other offering:
(i) The Fund’s annualized distribution
rate for the six months ending on the
last day of the month ended
immediately prior to the most recent
distribution record date,4 expressed as a
percentage of NAV as of such date, is no
more than 1 percentage point greater
than the Fund’s average annual total
return for the 5-year period ending on
such date; 5 and
(ii) the transmittal letter
accompanying any registration
statement filed with the Commission in
connection with such offering discloses
that the Fund has received an order
under section 19(b) to permit it to make
periodic distributions of long-term
capital gains with respect to its shares
of common stock as frequently as twelve
times each year, and as frequently as
distributions are specified by or
determined in accordance with the
terms of any outstanding shares of
preferred stock as such Fund may issue.
7. Amendments to Rule 19b–1
The requested order will expire on the
effective date of any amendment to rule
19b–1 that provides relief permitting
certain closed-end investment
companies to make periodic
distributions of long-term capital gains
with respect to their outstanding
common stock as frequently as twelve
times each year.
For the Commission, by the Division of
Investment Management, under delegated
authority.
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–14483 Filed 6–12–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75123; File No. SR–
NYSEArca–2015–49]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending the NYSE Arca
Equities Schedule of Fees and
Charges for Exchange Services To
Modify the Credits for Mid-Point
Passive Liquidity Orders
June 9, 2015.
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 May 29,
2015, 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 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 modify the credits
for Mid-Point Passive Liquidity (‘‘MPL’’)
Orders. The Exchange proposes to
implement the fee changes on June 1,
2015. 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.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
4 If the Fund has been in operation fewer than six
months, the measured period will begin
immediately following the Fund’s first public
offering.
5 If the Fund has been in operation fewer than five
years, the measured period will begin immediately
following the Fund’s first public offering.
VerDate Sep<11>2014
16:39 Jun 12, 2015
Jkt 235001
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
PO 00000
Frm 00055
Fmt 4703
Sfmt 4703
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 to modify the credits
applicable to MPL Orders.4 The
Exchange proposes to implement the fee
changes on June 1, 2015.
Currently, MPL Orders that provide
liquidity on the Exchange receive a
credit of $0.0015 per share for Tape A,
Tape B and Tape C Securities under
Tier 1, Tier 2 and Basic Rates in the Fee
Schedule.5
The Exchange proposes to modify the
credits under Tier 1, Tier 2 and Basic
Rates for MPL Orders that provide
liquidity and establish different credits
based on the Average Daily Volume
(‘‘ADV’’) of provided liquidity in MPL
Orders for Tape A, Tape B and Tape C
Securities combined (‘‘MPL Adding
ADV’’). The proposed changes would
apply to ETP Holders and Market
Makers that are eligible for Tier 1 or Tier
2 fees and credits, and to the Basic
Rates. The proposed changes would
apply to securities with a per share
price of $1.00 or above.
For ETP Holders and Market Makers
that have MPL Adding ADV during the
billing month of at least 3 million
shares, the credit per share would be
$0.0015 for Tape A Securities, $0.0020
for Tape B Securities and $0.0025 for
Tape C Securities (‘‘MPL Adding ADV
Category 1’’).
For ETP Holders and Market Makers
with MPL Adding ADV during the
4 An MPL Order is a Passive Liquidity Order
executable only at the midpoint of the Protected
Best Bid and Offer. See Rule 7.31(h)(5) [sic]. A
Passive Liquidity Order is an order to buy or sell
a stated amount of a security at a specified,
undisplayed price. See Rule 7.31(h)(4) [sic].
5 Tier 1 applies to ETP Holders and Market
Makers (1) that provide liquidity an average daily
share volume per month of 0.70% or more of the
US CADV or (2) that (a) provide liquidity an average
daily share volume per month of 0.15% or more of
the US CADV and (b) are affiliated with an 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. Tier 2 applies
to ETP Holders and Market Makers that provide
liquidity an average daily share volume per month
of 0.30% or more, but less than 0.70% of the US
CADV. Basic Rates apply when tier rates do not
apply. US CADV means United States Consolidated
Average Daily Volume for transactions reported to
the Consolidated Tape, excluding odd lots through
January 31, 2014 (except for purposes of Lead
Market Maker pricing), and excludes volume on
days when the market closes early and on the date
of the annual reconstitution of the Russell
Investments Indexes. Transactions that are not
reported to the Consolidated Tape are not included
in US CADV.
E:\FR\FM\15JNN1.SGM
15JNN1
Federal Register / Vol. 80, No. 114 / Monday, June 15, 2015 / Notices
asabaliauskas on DSK5VPTVN1PROD with NOTICES
billing month of at least 1.5 million
shares but less than 3 million shares, the
credit per share would be $0.0015 for
Tape A, Tape B and Tape C Securities
(‘‘MPL Adding ADV Category 2’’).
For ETP Holders and Market Makers
with MPL Adding ADV during the
billing month of less than 1.5 million
shares, the credit per share would be
$0.0010 for Tape A, Tape B and Tape C
Securities (‘‘MPL Adding ADV Category
3’’).
The current $0.0030 fee for MPL
Orders in Tape A, B and C securities
that remove liquidity from the Exchange
would not change as a result of this
proposal. In addition, MPL Orders
removing liquidity from the Exchange
that are designated as Retail Orders are
not currently subject to a fee, which the
Exchange is not proposing to change.
The Exchange also proposes to add
the defined term, ‘‘MPL’’ in place of
Mid-Point Passive Liquidity’’
throughout the Fee Schedule.
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 6(b)(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 change to the credits for MPL
Orders is reasonable because it would
align the level of the credits to the level
of volume provided.
The Exchange believes that the higher
credits in MPL Adding ADV Category 1
for Tape B and Tape C securities, of
$0.0020 and $0.0025, respectively, is
reasonable because the higher credits
would incentivize ETP Holders to
submit the additional liquidity required
for MPL Adding ADV Category 1
through MPL Orders in Tape B and
Tape C Securities. The Exchange
believes that for MPL Adding ADV
Category 1, the credit for Tape A
securities of $0.0015 is reasonable
because it is unchanged from the
current credit.
Similarly, the credit of $0.0015 in
MPL Adding ADV Category 2, which is
the same as the current per share credit
for MPL Orders, is reasonable because it
would apply to ETP Holders and Market
Makers that provide a lower MPL
Adding ADV, of more than 1.5 million
6 15
7 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
VerDate Sep<11>2014
16:39 Jun 12, 2015
Jkt 235001
shares but less than 3 million shares,
than MPL Adding ADV Category 1, but
higher [sic] than the MPL Adding ADV
required for the higher credits in MPL
Adding ADV Category 1 [sic] for Tape
B and Tape C Securities. The lowest
credit, of $0.0010 per share, in MPL
Adding ADV Category 3, is reasonable
because it would apply equally to the
ETP Holders and Market Makers that
provide the lowest MPL Adding ADV of
less than 1.5 million shares.
MPL Orders allow for additional
opportunities for passive interaction
with trading interest on the Exchange
and are designed to offer potential price
improvement to incoming marketable
orders submitted to the Exchange.8 The
Exchange believes that by correlating
the level of the credit to the level of
MPL Adding Volume, this proposed fee
structure would incentivize ETP
Holders to submit more liquidity
providing MPL Orders to the Exchange,
thereby increasing the potential price
improvement to incoming marketable
orders submitted to the Exchange.
The Exchange believes that the
proposed change is also equitable and
not unfairly discriminatory because the
proposed credits would be available to
all ETP Holders and Market Makers to
qualify for and would apply equally to
MPL Orders from all ETP Holders and
Market Makers.
Finally, the Exchange notes that
certain other exchanges also structure
pricing based on midpoint pricing,
including with respect to applicable
volume thresholds that must be satisfied
in order to qualify for such pricing, and
that the pricing levels proposed by the
Exchange are competitive with those
exchanges.9
The Exchange believes that the
changes to replace the term, ‘‘Mid-Point
Passive Liquidity’’ with the defined
term, ‘‘MPL’’ throughout the fee
schedule is reasonable because it will
make the Fee Schedule clearer and
easier to understand.
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. 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
8 See, e.g., Securities Exchange Act Release No.
54511 (September 26, 2006), 71 FR 58460, 58461
(October 3, 2006) (SR–PCX–2005–53).
9 For example, the Nasdaq Stock Market LLC
(‘‘NASDAQ’’) provides a non-tier credit for
midpoint liquidity of $0.0014 for Tape A and B
securities and $0.0010 per share for Tape C
securities. See NASDAQ Rule 7018.
PO 00000
Frm 00056
Fmt 4703
Sfmt 4703
34183
Exchange believes that the proposed
change reflects this competitive
environment. 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,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.
Instead, the Exchange believes that the
proposed change will encourage
competition, including by attracting
additional liquidity to the Exchange,
which will make the Exchange a more
competitive venue for, among other
things, order execution and price
discovery. In general, ETP Holders
impacted by the proposed change may
readily adjust their trading behavior to
maintain or increase their credits in a
favorable manner, and will therefore not
be disadvantaged in their ability to
compete. Specifically, all ETP Holders
have the ability to submit MPL Orders
and ETP Holders could readily choose
to submit additional MPL Orders on the
Exchange in order to qualify for the
proposed credits for MPL Orders.
Also, the Exchange does not believe
that the proposed change will impair
the ability of ETP Holders or competing
order execution venues to maintain
their competitive standing in the
financial markets. In this regard, the
Exchange notes that certain aspects of
the proposed change are similar to, and
competitive with, pricing structures and
applicable fees and credits applicable
on another exchange.11
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
credits proposed herein are based on
objective standards that are applicable
to all ETP Holders and reflect 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.
10 15
U.S.C. 78f(b)(8).
supra note 9.
11 See
E:\FR\FM\15JNN1.SGM
15JNN1
34184
Federal Register / Vol. 80, No. 114 / Monday, June 15, 2015 / Notices
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) 12 of the Act and
subparagraph (f)(2) of Rule 19b–4 13
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) 14 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:
asabaliauskas on DSK5VPTVN1PROD with NOTICES
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–2015–49 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–2015–49. 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
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
14 15 U.S.C. 78s(b)(2)(B).
(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 will also be available for
inspection and copying at the NYSE’s
principal office and on its Internet Web
site at www.nyse.com. 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–2015–49, and should be
submitted on or before July 6, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–14478 Filed 6–12–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75121; File No. SR–
NASDAQ–2015–036]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Designation of a Longer Period for
Commission Action on Proposed Rule
Change, as Modified by Amendments
Nos. 1 and 2 Thereto, Relating to the
Listing and Trading of the Shares of 18
Eaton Vance NextShares ETMFs of
Either the Eaton Vance ETMF Trust or
the Eaton Vance ETMF Trust II
June 8, 2015.
I. Introduction
On April 10, 2015, The NASDAQ
Stock Market LLC (‘‘Nasdaq’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
12 15
13 17
VerDate Sep<11>2014
16:39 Jun 12, 2015
15 17
1 15
Jkt 235001
PO 00000
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
Frm 00057
Fmt 4703
Sfmt 4703
thereunder,2 a proposed rule change to
list and trade the shares (‘‘Shares’’) of
the following 18 exchange-traded
managed funds: Eaton Vance Balanced
NextSharesTM; Eaton Vance Global
Dividend Income NextSharesTM; Eaton
Vance Growth NextSharesTM; Eaton
Vance Large-Cap Value NextSharesTM;
Eaton Vance Richard Bernstein All
Asset Strategy NextSharesTM; Eaton
Vance Richard Bernstein Equity Strategy
NextSharesTM; Eaton Vance Small-Cap
NextSharesTM; Eaton Vance Stock
NextSharesTM; Parametric Emerging
Markets NextSharesTM; Parametric
International Equity NextSharesTM;
Eaton Vance Bond NextSharesTM; Eaton
Vance TABS 5-to-15 Year Laddered
Municipal Bond NextSharesTM; Eaton
Vance Floating-Rate & High Income
NextSharesTM; Eaton Vance Global
Macro Absolute Return NextSharesTM;
Eaton Vance Government Obligations
NextSharesTM; Eaton Vance High
Income Opportunities NextSharesTM;
Eaton Vance High Yield Municipal
Income NextSharesTM; and Eaton Vance
National Municipal Income
NextSharesTM (collectively, ‘‘Funds’’).
On April 21, 2015, the Exchange filed
Amendments Nos. 1 and 2 to the
proposal.3 The proposed rule change, as
modified by Amendments Nos. 1 and 2
thereto, was published for comment in
the Federal Register on April 29, 2015.4
The Commission received no comments
on the proposed rule change.
Section 19(b)(2) of the Act 5 provides
that within 45 days of the publication of
notice of the filing of a proposed rule
change, or within such longer period up
to 90 days as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or as to which the
self-regulatory organization consents,
the Commission shall either approve the
proposed rule change, disapprove the
proposed rule change, or institute
proceedings to determine whether the
proposed rule change should be
disapproved. The 45th day for this filing
is June 13, 2015. The Commission is
extending this 45-day time period.
The Commission finds it appropriate
to designate a longer period within
which to take action on the proposed
rule change, which seeks to list and
trade Shares of the Funds pursuant to
Nasdaq Rule 5745 governing the listing
2 17
CFR 240.19b–4.
No. 1 amended and replaced the
proposed rule change in its entirety. Amendment
No. 2 subsequently amended the proposal to
include a new footnote to reflect a Web site
reference.
4 See Securities Exchange Act Release No. 74797
(Apr. 23, 2015), 80 FR 23831 (‘‘Notice’’).
5 15 U.S.C. 78s(b)(2).
3 Amendment
E:\FR\FM\15JNN1.SGM
15JNN1
Agencies
[Federal Register Volume 80, Number 114 (Monday, June 15, 2015)]
[Notices]
[Pages 34182-34184]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-14478]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75123; File No. SR-NYSEArca-2015-49]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Amending the NYSE
Arca Equities Schedule of Fees and Charges for Exchange Services To
Modify the Credits for Mid-Point Passive Liquidity Orders
June 9, 2015.
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 May 29, 2015, 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 modify
the credits for Mid-Point Passive Liquidity (``MPL'') Orders. The
Exchange proposes to implement the fee changes on June 1, 2015. 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 to modify the
credits applicable to MPL Orders.\4\ The Exchange proposes to implement
the fee changes on June 1, 2015.
---------------------------------------------------------------------------
\4\ An MPL Order is a Passive Liquidity Order executable only at
the midpoint of the Protected Best Bid and Offer. See Rule
7.31(h)(5) [sic]. A Passive Liquidity Order is an order to buy or
sell a stated amount of a security at a specified, undisplayed
price. See Rule 7.31(h)(4) [sic].
---------------------------------------------------------------------------
Currently, MPL Orders that provide liquidity on the Exchange
receive a credit of $0.0015 per share for Tape A, Tape B and Tape C
Securities under Tier 1, Tier 2 and Basic Rates in the Fee Schedule.\5\
---------------------------------------------------------------------------
\5\ Tier 1 applies to ETP Holders and Market Makers (1) that
provide liquidity an average daily share volume per month of 0.70%
or more of the US CADV or (2) that (a) provide liquidity an average
daily share volume per month of 0.15% or more of the US CADV and (b)
are affiliated with an 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. Tier 2 applies to ETP Holders
and Market Makers that provide liquidity an average daily share
volume per month of 0.30% or more, but less than 0.70% of the US
CADV. Basic Rates apply when tier rates do not apply. US CADV means
United States Consolidated Average Daily Volume for transactions
reported to the Consolidated Tape, excluding odd lots through
January 31, 2014 (except for purposes of Lead Market Maker pricing),
and excludes volume on days when the market closes early and on the
date of the annual reconstitution of the Russell Investments
Indexes. Transactions that are not reported to the Consolidated Tape
are not included in US CADV.
---------------------------------------------------------------------------
The Exchange proposes to modify the credits under Tier 1, Tier 2
and Basic Rates for MPL Orders that provide liquidity and establish
different credits based on the Average Daily Volume (``ADV'') of
provided liquidity in MPL Orders for Tape A, Tape B and Tape C
Securities combined (``MPL Adding ADV''). The proposed changes would
apply to ETP Holders and Market Makers that are eligible for Tier 1 or
Tier 2 fees and credits, and to the Basic Rates. The proposed changes
would apply to securities with a per share price of $1.00 or above.
For ETP Holders and Market Makers that have MPL Adding ADV during
the billing month of at least 3 million shares, the credit per share
would be $0.0015 for Tape A Securities, $0.0020 for Tape B Securities
and $0.0025 for Tape C Securities (``MPL Adding ADV Category 1'').
For ETP Holders and Market Makers with MPL Adding ADV during the
[[Page 34183]]
billing month of at least 1.5 million shares but less than 3 million
shares, the credit per share would be $0.0015 for Tape A, Tape B and
Tape C Securities (``MPL Adding ADV Category 2'').
For ETP Holders and Market Makers with MPL Adding ADV during the
billing month of less than 1.5 million shares, the credit per share
would be $0.0010 for Tape A, Tape B and Tape C Securities (``MPL Adding
ADV Category 3'').
The current $0.0030 fee for MPL Orders in Tape A, B and C
securities that remove liquidity from the Exchange would not change as
a result of this proposal. In addition, MPL Orders removing liquidity
from the Exchange that are designated as Retail Orders are not
currently subject to a fee, which the Exchange is not proposing to
change.
The Exchange also proposes to add the defined term, ``MPL'' in
place of Mid-Point Passive Liquidity'' throughout the Fee Schedule.
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 6(b)(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 change to the credits for
MPL Orders is reasonable because it would align the level of the
credits to the level of volume provided.
The Exchange believes that the higher credits in MPL Adding ADV
Category 1 for Tape B and Tape C securities, of $0.0020 and $0.0025,
respectively, is reasonable because the higher credits would
incentivize ETP Holders to submit the additional liquidity required for
MPL Adding ADV Category 1 through MPL Orders in Tape B and Tape C
Securities. The Exchange believes that for MPL Adding ADV Category 1,
the credit for Tape A securities of $0.0015 is reasonable because it is
unchanged from the current credit.
Similarly, the credit of $0.0015 in MPL Adding ADV Category 2,
which is the same as the current per share credit for MPL Orders, is
reasonable because it would apply to ETP Holders and Market Makers that
provide a lower MPL Adding ADV, of more than 1.5 million shares but
less than 3 million shares, than MPL Adding ADV Category 1, but higher
[sic] than the MPL Adding ADV required for the higher credits in MPL
Adding ADV Category 1 [sic] for Tape B and Tape C Securities. The
lowest credit, of $0.0010 per share, in MPL Adding ADV Category 3, is
reasonable because it would apply equally to the ETP Holders and Market
Makers that provide the lowest MPL Adding ADV of less than 1.5 million
shares.
MPL Orders allow for additional opportunities for passive
interaction with trading interest on the Exchange and are designed to
offer potential price improvement to incoming marketable orders
submitted to the Exchange.\8\ The Exchange believes that by correlating
the level of the credit to the level of MPL Adding Volume, this
proposed fee structure would incentivize ETP Holders to submit more
liquidity providing MPL Orders to the Exchange, thereby increasing the
potential price improvement to incoming marketable orders submitted to
the Exchange.
---------------------------------------------------------------------------
\8\ See, e.g., Securities Exchange Act Release No. 54511
(September 26, 2006), 71 FR 58460, 58461 (October 3, 2006) (SR-PCX-
2005-53).
---------------------------------------------------------------------------
The Exchange believes that the proposed change is also equitable
and not unfairly discriminatory because the proposed credits would be
available to all ETP Holders and Market Makers to qualify for and would
apply equally to MPL Orders from all ETP Holders and Market Makers.
Finally, the Exchange notes that certain other exchanges also
structure pricing based on midpoint pricing, including with respect to
applicable volume thresholds that must be satisfied in order to qualify
for such pricing, and that the pricing levels proposed by the Exchange
are competitive with those exchanges.\9\
---------------------------------------------------------------------------
\9\ For example, the Nasdaq Stock Market LLC (``NASDAQ'')
provides a non-tier credit for midpoint liquidity of $0.0014 for
Tape A and B securities and $0.0010 per share for Tape C securities.
See NASDAQ Rule 7018.
---------------------------------------------------------------------------
The Exchange believes that the changes to replace the term, ``Mid-
Point Passive Liquidity'' with the defined term, ``MPL'' throughout the
fee schedule is reasonable because it will make the Fee Schedule
clearer and easier to understand.
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. 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 change
reflects this competitive environment. 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,\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. Instead, the Exchange believes that the
proposed change will encourage competition, including by attracting
additional liquidity to the Exchange, which will make the Exchange a
more competitive venue for, among other things, order execution and
price discovery. In general, ETP Holders impacted by the proposed
change may readily adjust their trading behavior to maintain or
increase their credits in a favorable manner, and will therefore not be
disadvantaged in their ability to compete. Specifically, all ETP
Holders have the ability to submit MPL Orders and ETP Holders could
readily choose to submit additional MPL Orders on the Exchange in order
to qualify for the proposed credits for MPL Orders.
---------------------------------------------------------------------------
\10\ 15 U.S.C. 78f(b)(8).
---------------------------------------------------------------------------
Also, the Exchange does not believe that the proposed change will
impair the ability of ETP Holders or competing order execution venues
to maintain their competitive standing in the financial markets. In
this regard, the Exchange notes that certain aspects of the proposed
change are similar to, and competitive with, pricing structures and
applicable fees and credits applicable on another exchange.\11\
---------------------------------------------------------------------------
\11\ See supra note 9.
---------------------------------------------------------------------------
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 credits proposed herein
are based on objective standards that are applicable to all ETP Holders
and reflect 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.
[[Page 34184]]
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) \12\ of the Act and subparagraph (f)(2) of Rule
19b-4 \13\ thereunder, because it establishes a due, fee, or other
charge imposed by the Exchange.
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78s(b)(3)(A).
\13\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
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) \14\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
---------------------------------------------------------------------------
\14\ 15 U.S.C. 78s(b)(2)(B).
---------------------------------------------------------------------------
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-2015-49 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-2015-49. 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 will also be
available for inspection and copying at the NYSE's principal office and
on its Internet Web site at www.nyse.com. 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-2015-49, and should be
submitted on or before July 6, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
---------------------------------------------------------------------------
\15\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-14478 Filed 6-12-15; 8:45 am]
BILLING CODE 8011-01-P