Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing of Proposed Rule Change Amending the NYSE Trades Market Data Product Offering, 46628-46630 [2015-19126]
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46628
Federal Register / Vol. 80, No. 150 / Wednesday, August 5, 2015 / Notices
The Commission finds it appropriate
to designate a longer period within
which to issue an order approving or
disapproving the proposed rule change
so that it has sufficient time to consider
the proposed rule change.
Accordingly, the Commission,
pursuant to Section 19(b)(2) of the
Act,10 designates October 2, 2015 as the
date by which the Commission shall
either approve or disapprove the
proposed rule change (File No. SR–
NYSEArca–2015–01).
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–19135 Filed 8–4–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75556; File No. SR–NYSE–
2015–31]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing of Proposed Rule Change
Amending the NYSE Trades Market
Data Product Offering
July 30, 2015.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on July 16,
2015, New York Stock Exchange LLC
(the ‘‘Exchange’’ or ‘‘NYSE’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the selfregulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
NYSE Trades market data product
offering. 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.
10 15
U.S.C. 78s(b)(2).
11 17 CFR 200.30–3(a)(57).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
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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
NYSE Trades market data feed product
offering.
NYSE Trades is an NYSE-only lastsale market data feed. NYSE Trades
currently allows vendors, broker-dealers
and others to make available on a realtime basis the same last sale information
that the Exchange reports under the
Consolidated Tape Association (‘‘CTA’’)
Plan for inclusion in the CTA Plan’s
consolidated data streams. Specifically,
the NYSE Trades feed includes, for each
security traded on the Exchange, the
real-time last sale price, time and size
information and bid/ask quotations and
a stock summary message. The stock
summary message updates every minute
and includes NYSE’s opening price,
high price, low price, closing price, and
cumulative volume for the security.3
The Exchange has determined to
modify the data content of NYSE Trades
to remove the bid/ask data and to
provide the individual orders that make
up each reported trade.
First, as noted above, the NYSE
Trades data feed currently includes
related bid/ask information at the time
of each reported trade. The Exchange
proposes to remove this limited bid/ask
information from the NYSE Trades feed,
thereby focusing the NYSE Trades feed
on NYSE last sale information. This
change would streamline the NYSE
Trades content, as well as align NYSE
Trades content with that of last sale data
feeds offered by other exchanges.4 The
3 See Securities Exchange Act Release Nos. 62187
(May 27, 2010), 75 FR 31500 (June 3, 2010) (SR–
NYSEAmex–2010–35), 70065 (July 30, 2013), 78 FR
47450 (Aug. 5, 2013) (SR–NYSEMKT–2013–64) and
69273 (April 2, 2013), 78 FR 20969 (April 8, 2013)
(SR–NYSEMKT–2013–30).
4 See NASDAQ Rule 7039 (Nasdaq Last Sale) and
BATS Rule 11.22(g) (BATS Last Sale).
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Sfmt 4703
NYSE BBO data feed includes, and
would continue to include, the best bids
and offers for all securities that are
traded on the Exchange for which NYSE
reports quotes under the Consolidated
Quotation (‘‘CQ’’) Plan for inclusion in
the CQ Plan’s consolidated quotation
information data stream.5
Second, the Exchange currently
reports to the CTA and distributes on a
real-time basis via NYSE Trades the
real-time NYSE last sale price
information based on the completed
trade of an arriving order. For example,
if an arriving order of 1000 shares trades
with five resting orders of 200 shares
each, the Exchange reports a completed
trade of 1000 shares. The Exchange
proposes to distribute NYSE last sale
information in NYSE Trades in a format
that would be based on the individual
resting orders that comprise the
completed trade. In the example above,
the Exchange would distribute via
NYSE Trades the real-time NYSE last
sale information of five executions of
200 shares each, with the same time
stamp for each individual component of
the trade. These five transactions would
have the same time stamp and would
comprise the same information that is
being provided to the CTA regarding the
completed trade, which would not
change. The Exchange would continue
to make NYSE last sale information
available through NYSE Trades
immediately after it provides last sale
information to the processor under the
CTA Plan.
The Exchange expects to offer both
the current NYSE Trades data product
and the proposed NYSE Trades data
product for a limited transition period.
After the transition period, the
Exchange would stop offering the
current NYSE Trades data product and
offer only the NYSE Trades data product
proposed in this filing. The Exchange
would announce the transition dates in
advance. There would be no change to
the fees for NYSE Trades in connection
with the proposed changes.
2. Statutory Basis
The proposed rule change is
consistent with Section 6(b) 6 of the Act,
in general, and furthers the objectives of
Section 6(b)(5) 7 of the Act, in particular,
in that it is designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
5 See Securities Exchange Act Release No. 72326
(June 5, 2014), 79 FR 33605 (June 11, 2014) (SR–
NYSEMKT–2014–49).
6 15 U.S.C. 78f(b).
7 15 U.S.C. 78f(b)(5).
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asabaliauskas on DSK5VPTVN1PROD with NOTICES
in facilitating transactions in securities,
to remove impediments to and perfect
the mechanism of a free and open
market and a national market system
and, in general, to protect investors and
the public interest, and it is not
designed to permit unfair
discrimination among customers,
brokers, or dealers.
The Exchange believes that modifying
the NYSE Trades product to remove the
bid/ask information it currently
includes and to provide only NYSE last
sale information would streamline the
product and clarify the purpose and use
for each of the NYSE proprietary market
data products. The amended feed would
also align NYSE Trades’ content with
that of last sale data feeds offered by
other exchanges, which similarly offer
last sale market data products that do
not include bid and offer information.8
The Exchange believes that modifying
the NYSE Trades product to report lastsale information based on trades of
individual resting orders, rather than
based on the completed trade of an
arriving order at a price, would remove
impediments to and perfect the
mechanism of a free and open market by
providing vendors and subscribers who
desire it with more granular trade
information, thus promoting
competition and innovation. The
Exchange would continue to report to
the CTA the last sale prices that reflect
a completed trade 9 and the NYSE
Trades product would report the same
volume and prices, but with more
granularity regarding individual
components of each completed trade. In
adopting Regulation NMS, the
Commission granted self-regulatory
organizations and broker-dealers
increased authority and flexibility to
offer new and unique market data to
consumers of such data. It was believed
that this authority would expand the
amount of data available to users and
consumers of such data and also spur
innovation and competition for the
provision of market data. The Exchange
believes that the data product
modifications proposed herein, by
focusing the NYSE Trades feed on last
sale data by removing the bid/ask data,
and by reporting last-sale information
based on trades of resting orders, is
precisely the sort of market data product
8 See
supra note 4.
to the CTA Plan, available here,
https://www.ctaplan.com/publicdocs/ctaplan/
notifications/plans/trader-update/5929.pdf,
Participants to the CTA Plan are required to report
‘‘Last sale price information,’’ which means ‘‘(i) the
last sale prices reflecting completed transaction in
Eligible Securities, (ii) the volume and other
information related to those transactions, (iii) the
identifier of the Participant furnishing the prices
and (iv) other related information.’’
9 Pursuant
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16:54 Aug 04, 2015
Jkt 235001
enhancement that the Commission
envisioned when it adopted Regulation
NMS. The proposed changes are
consistent with the requirements of the
CTA Plan to provide the last sale prices
reflecting completed transactions and
with the principles embodied in
Regulation NMS regarding the provision
of market data by self-regulatory
organizations to consumers of such data.
The Commission concluded that
Regulation NMS—by lessening
regulation of the market in proprietary
data—would itself further the Act’s
goals of facilitating efficiency and
competition:
[E]fficiency is promoted when brokerdealers who do not need the data beyond the
prices, sizes, market center identifications of
the NBBO and consolidated last sale
information are not required to receive (and
pay for) such data. The Commission also
believes that efficiency is promoted when
broker-dealers may choose to receive (and
pay for) additional market data based on their
own internal analysis of the need for such
data.10
By removing ‘‘unnecessary regulatory
restrictions’’ on the ability of exchanges
to sell their own data, Regulation NMS
advanced the goals of the Act and the
principles reflected in its legislative
history.
The Exchange further notes that the
existence of alternatives to the
Exchange’s products, including realtime consolidated data, free delayed
consolidated data, and proprietary data
from other sources, ensures that the
Exchange is not unreasonably
discriminatory because vendors and
subscribers can elect these alternatives.
In addition, the proposal would not
permit unfair discrimination because
the modified product would be
available to all of the Exchange’s
vendors and customers on an equivalent
basis.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
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 market
for proprietary data products is
currently competitive and inherently
contestable because there is fierce
competition for the inputs necessary to
the creation of proprietary data.
Numerous exchanges compete with
each other for listings, trades, and
market data itself, providing virtually
limitless opportunities for entrepreneurs
who wish to produce and distribute
10 See Securities Exchange Act Release No. 51808
(June 9, 2005), 70 FR 37496 (June 29, 2005) (File
No. S7–10–04).
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46629
their own market data. This proprietary
data is produced by each individual
exchange, as well as other entities (such
as internalizing broker-dealers and
various forms of alternative trading
systems, including dark pools and
electronic communication networks), in
a vigorously competitive market. It is
common for market participants to
further and exploit this competition by
sending their order flow and transaction
reports to multiple markets, rather than
providing them all to a single market.
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
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date 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
such proposed rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be 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–
NYSE–2015–31 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–NYSE–2015–31. 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
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Federal Register / Vol. 80, No. 150 / Wednesday, August 5, 2015 / Notices
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 NYSE. All comments received
will be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–NYSE–
2015–31 and should be submitted on or
before August 26, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–19126 Filed 8–4–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75560; File No. SR–FINRA–
2015–027]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change to Update Rule CrossReferences and Make Non-Substantive
Technical Changes to Certain FINRA
Rules
asabaliauskas on DSK5VPTVN1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
FINRA is proposing to update crossreferences and make other nonsubstantive changes within FINRA
rules, primarily as the result of approval
of new consolidated FINRA rules.
The text of the proposed rule change
is available on FINRA’s Web site at
https://www.finra.org, at the principal
office of FINRA 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,
FINRA 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. FINRA has prepared
summaries, set forth in sections A, B,
and C below, of the most significant
aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
FINRA is in the process of developing
a consolidated rulebook (‘‘Consolidated
FINRA Rulebook’’).4 That process
involves FINRA submitting to the
Commission for approval a series of
proposed rule changes over time to
3 17
July 30, 2015.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’)1 and Rule 19b–4 thereunder,2
notice is hereby given that on July 22,
2015, Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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rule change as described in Items I, II,
and III below, which Items have been
prepared by FINRA. FINRA has
designated the proposed rule change as
constituting a ‘‘non-controversial’’ rule
change under paragraph (f)(6) of Rule
19b–4 under the Act,3 which renders
the proposal effective upon receipt of
this filing by the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
16:54 Aug 04, 2015
Jkt 235001
CFR 240.19b–4(f)(6).
current FINRA rulebook consists of (1)
FINRA Rules; (2) NASD Rules; and (3) rules
incorporated from NYSE (‘‘Incorporated NYSE
Rules’’) (together, the NASD Rules and Incorporated
NYSE Rules are referred to as the ‘‘Transitional
Rulebook’’). While the NASD Rules generally apply
to all FINRA members, the Incorporated NYSE
Rules apply only to those members of FINRA that
are also members of the NYSE (‘‘Dual Members’’).
The FINRA Rules apply to all FINRA members,
unless such rules have a more limited application
by their terms. For more information about the
rulebook consolidation process, see Information
Notice, March 12, 2008 (Rulebook Consolidation
Process).
4 The
PO 00000
Frm 00093
Fmt 4703
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adopt rules in the Consolidated FINRA
Rulebook. The phased adoption and
implementation of those rules
necessitates periodic amendments to
update rule cross-references and other
non-substantive changes in the
Consolidated FINRA Rulebook.
The proposed rule change would
make such changes, as well as other
non-substantive changes unrelated to
the adoption of rules in the
Consolidated FINRA Rulebook.
First, the proposed rule change would
update rule cross-references to reflect
the adoption of new consolidated rules
regarding payments to unregistered
persons. On December 30, 2014, the SEC
approved a proposed rule change to
adopt new FINRA Rules 0190 (Effective
Date of Revocation, Cancellation,
Expulsion, Suspension or Resignation)
and 2040 (Payments to Unregistered
Persons). As part of that proposed rule
change, FINRA adopted the
requirements of NASD IM–2420–1(a)
(Non-members of the Association), as
FINRA Rule 0190. FINRA also deleted
in their entirety NASD Rule 1060(b),
NASD Rule 2410, NASD Rule 2420,
NASD IM–2420–1, NASD IM–2420–2,
Incorporated NYSE Rule 353, and
Incorporated NYSE Rule Interpretations
345(a)(i)/01 through/03.5 The new rules
will be implemented on August 24,
2015. As such, the proposed rule change
would update references to new Rule
0190 in FINRA Rule 6630 (Applicability
of FINRA Rules to Securities Previously
Designated as PORTAL Securities).
Second, the proposed rule change
would make technical changes to
FINRA Rules 6282.03, 6380A.03,
6380B.03, and 6720(c)(1) (Alternative
Trading Systems) to reflect FINRA
Manual style convention changes.
Finally, FINRA is proposing to make
non-substantive changes to FINRA Rule
9217 (Violations Appropriate for
Disposition Under Plan Pursuant to SEA
Rule 19d–1(c)(2)) to update crossreferences resulting from previous
amendments to the Municipal Securities
Rulemaking Board (‘‘MSRB’’) Rules A–
12, A–14, G–3, G–38, and G–40.6 FINRA
also is proposing to update the cross5 See Securities Exchange Act Release No. 73954
(December 30, 2014, 80 FR 553 (January 6, 2015)
(Order Approving File No. SR–FINRA–2014–037).
6 See Securities Exchange Act Release No. 52278
(August 17, 2005), 70 FR 49342 (August 23, 2005)
(Order Approving File No. SR–MSRB–2005–04)
(Deleted MSRB Rule G–38); Securities Exchange
Act Release No. 71616 (February 26, 2014), 79 FR
12254 (March 4, 2014) (Order Approving File No.
SR–MSRB–2013–09) (Deleted MSRB Rules A–14
and G–40, and incorporated the provisions of these
rules into Rule A–12); and Securities Exchange Act
Release No. 74384 (February 26, 2015), 80 FR 11706
(March 4, 2015) (Order Approving File No. SR–
MSRB–2014–08) (Renumbeed MSRB Rule G–3(h) as
G–3(i)).
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Agencies
[Federal Register Volume 80, Number 150 (Wednesday, August 5, 2015)]
[Notices]
[Pages 46628-46630]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-19126]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75556; File No. SR-NYSE-2015-31]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing of Proposed Rule Change Amending the NYSE Trades
Market Data Product Offering
July 30, 2015.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on July 16, 2015, New York Stock Exchange LLC (the ``Exchange'' or
``NYSE'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared by the 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\ 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 Trades market data product
offering. 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 NYSE Trades market data feed
product offering.
NYSE Trades is an NYSE-only last-sale market data feed. NYSE Trades
currently allows vendors, broker-dealers and others to make available
on a real-time basis the same last sale information that the Exchange
reports under the Consolidated Tape Association (``CTA'') Plan for
inclusion in the CTA Plan's consolidated data streams. Specifically,
the NYSE Trades feed includes, for each security traded on the
Exchange, the real-time last sale price, time and size information and
bid/ask quotations and a stock summary message. The stock summary
message updates every minute and includes NYSE's opening price, high
price, low price, closing price, and cumulative volume for the
security.\3\
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release Nos. 62187 (May 27,
2010), 75 FR 31500 (June 3, 2010) (SR-NYSEAmex-2010-35), 70065 (July
30, 2013), 78 FR 47450 (Aug. 5, 2013) (SR-NYSEMKT-2013-64) and 69273
(April 2, 2013), 78 FR 20969 (April 8, 2013) (SR-NYSEMKT-2013-30).
---------------------------------------------------------------------------
The Exchange has determined to modify the data content of NYSE
Trades to remove the bid/ask data and to provide the individual orders
that make up each reported trade.
First, as noted above, the NYSE Trades data feed currently includes
related bid/ask information at the time of each reported trade. The
Exchange proposes to remove this limited bid/ask information from the
NYSE Trades feed, thereby focusing the NYSE Trades feed on NYSE last
sale information. This change would streamline the NYSE Trades content,
as well as align NYSE Trades content with that of last sale data feeds
offered by other exchanges.\4\ The NYSE BBO data feed includes, and
would continue to include, the best bids and offers for all securities
that are traded on the Exchange for which NYSE reports quotes under the
Consolidated Quotation (``CQ'') Plan for inclusion in the CQ Plan's
consolidated quotation information data stream.\5\
---------------------------------------------------------------------------
\4\ See NASDAQ Rule 7039 (Nasdaq Last Sale) and BATS Rule
11.22(g) (BATS Last Sale).
\5\ See Securities Exchange Act Release No. 72326 (June 5,
2014), 79 FR 33605 (June 11, 2014) (SR-NYSEMKT-2014-49).
---------------------------------------------------------------------------
Second, the Exchange currently reports to the CTA and distributes
on a real-time basis via NYSE Trades the real-time NYSE last sale price
information based on the completed trade of an arriving order. For
example, if an arriving order of 1000 shares trades with five resting
orders of 200 shares each, the Exchange reports a completed trade of
1000 shares. The Exchange proposes to distribute NYSE last sale
information in NYSE Trades in a format that would be based on the
individual resting orders that comprise the completed trade. In the
example above, the Exchange would distribute via NYSE Trades the real-
time NYSE last sale information of five executions of 200 shares each,
with the same time stamp for each individual component of the trade.
These five transactions would have the same time stamp and would
comprise the same information that is being provided to the CTA
regarding the completed trade, which would not change. The Exchange
would continue to make NYSE last sale information available through
NYSE Trades immediately after it provides last sale information to the
processor under the CTA Plan.
The Exchange expects to offer both the current NYSE Trades data
product and the proposed NYSE Trades data product for a limited
transition period. After the transition period, the Exchange would stop
offering the current NYSE Trades data product and offer only the NYSE
Trades data product proposed in this filing. The Exchange would
announce the transition dates in advance. There would be no change to
the fees for NYSE Trades in connection with the proposed changes.
2. Statutory Basis
The proposed rule change is consistent with Section 6(b) \6\ of the
Act, in general, and furthers the objectives of Section 6(b)(5) \7\ of
the Act, in particular, in that it is designed to prevent fraudulent
and manipulative acts and practices, to promote just and equitable
principles of trade, to foster cooperation and coordination with
persons engaged
[[Page 46629]]
in facilitating transactions in securities, to remove impediments to
and perfect the mechanism of a free and open market and a national
market system and, in general, to protect investors and the public
interest, and it is not designed to permit unfair discrimination among
customers, brokers, or dealers.
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\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(5).
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The Exchange believes that modifying the NYSE Trades product to
remove the bid/ask information it currently includes and to provide
only NYSE last sale information would streamline the product and
clarify the purpose and use for each of the NYSE proprietary market
data products. The amended feed would also align NYSE Trades' content
with that of last sale data feeds offered by other exchanges, which
similarly offer last sale market data products that do not include bid
and offer information.\8\
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\8\ See supra note 4.
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The Exchange believes that modifying the NYSE Trades product to
report last-sale information based on trades of individual resting
orders, rather than based on the completed trade of an arriving order
at a price, would remove impediments to and perfect the mechanism of a
free and open market by providing vendors and subscribers who desire it
with more granular trade information, thus promoting competition and
innovation. The Exchange would continue to report to the CTA the last
sale prices that reflect a completed trade \9\ and the NYSE Trades
product would report the same volume and prices, but with more
granularity regarding individual components of each completed trade. In
adopting Regulation NMS, the Commission granted self-regulatory
organizations and broker-dealers increased authority and flexibility to
offer new and unique market data to consumers of such data. It was
believed that this authority would expand the amount of data available
to users and consumers of such data and also spur innovation and
competition for the provision of market data. The Exchange believes
that the data product modifications proposed herein, by focusing the
NYSE Trades feed on last sale data by removing the bid/ask data, and by
reporting last-sale information based on trades of resting orders, is
precisely the sort of market data product enhancement that the
Commission envisioned when it adopted Regulation NMS. The proposed
changes are consistent with the requirements of the CTA Plan to provide
the last sale prices reflecting completed transactions and with the
principles embodied in Regulation NMS regarding the provision of market
data by self-regulatory organizations to consumers of such data. The
Commission concluded that Regulation NMS--by lessening regulation of
the market in proprietary data--would itself further the Act's goals of
facilitating efficiency and competition:
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\9\ Pursuant to the CTA Plan, available here, https://www.ctaplan.com/publicdocs/ctaplan/notifications/plans/trader-update/5929.pdf, Participants to the CTA Plan are required to report
``Last sale price information,'' which means ``(i) the last sale
prices reflecting completed transaction in Eligible Securities, (ii)
the volume and other information related to those transactions,
(iii) the identifier of the Participant furnishing the prices and
(iv) other related information.''
[E]fficiency is promoted when broker-dealers who do not need the
data beyond the prices, sizes, market center identifications of the
NBBO and consolidated last sale information are not required to
receive (and pay for) such data. The Commission also believes that
efficiency is promoted when broker-dealers may choose to receive
(and pay for) additional market data based on their own internal
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analysis of the need for such data.\10\
\10\ See Securities Exchange Act Release No. 51808 (June 9,
2005), 70 FR 37496 (June 29, 2005) (File No. S7-10-04).
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By removing ``unnecessary regulatory restrictions'' on the ability
of exchanges to sell their own data, Regulation NMS advanced the goals
of the Act and the principles reflected in its legislative history.
The Exchange further notes that the existence of alternatives to
the Exchange's products, including real-time consolidated data, free
delayed consolidated data, and proprietary data from other sources,
ensures that the Exchange is not unreasonably discriminatory because
vendors and subscribers can elect these alternatives. In addition, the
proposal would not permit unfair discrimination because the modified
product would be available to all of the Exchange's vendors and
customers on an equivalent basis.
B. Self-Regulatory Organization's Statement on Burden on Competition
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 market for proprietary
data products is currently competitive and inherently contestable
because there is fierce competition for the inputs necessary to the
creation of proprietary data. Numerous exchanges compete with each
other for listings, trades, and market data itself, providing virtually
limitless opportunities for entrepreneurs who wish to produce and
distribute their own market data. This proprietary data is produced by
each individual exchange, as well as other entities (such as
internalizing broker-dealers and various forms of alternative trading
systems, including dark pools and electronic communication networks),
in a vigorously competitive market. It is common for market
participants to further and exploit this competition by sending their
order flow and transaction reports to multiple markets, rather than
providing them all to a single market.
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
Within 45 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date 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 such proposed rule change, or
(B) institute proceedings to determine whether the proposed rule
change should be 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-NYSE-2015-31 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-NYSE-2015-31. 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
[[Page 46630]]
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 NYSE. All comments received will
be posted without change; the Commission does not edit personal
identifying information from submissions. You should submit only
information that you wish to make available publicly. All submissions
should refer to File Number SR-NYSE-2015-31 and should be submitted on
or before August 26, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\11\
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\11\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-19126 Filed 8-4-15; 8:45 am]
BILLING CODE 8011-01-P