Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending the NYSE Arca Options Fee Schedule, 55665-55667 [2015-23214]
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Federal Register / Vol. 80, No. 179 / Wednesday, September 16, 2015 / Notices
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 will also 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–
NASDAQ–2015–105 and should be
submitted on or before October 7, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–23213 Filed 9–15–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75881; File No. SR–
NYSEArca–2015–75]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending the NYSE Arca
Options Fee Schedule
asabaliauskas on DSK7TPTVN1PROD with NOTICES
September 10, 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
September 1, 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 selfregulatory organization. The
Commission is publishing this notice to
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
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 Options Fee Schedule (‘‘Fee
Schedule’’). The Exchange proposes to
implement the fee change effective
September 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 purpose of this filing is to modify
the criteria used for Lead Market Makers
and Market Makers (collectively,
‘‘Market Makers’’) to qualify for the
Monthly Posting Credit Tiers For
Executions in Penny Pilot Issues and
SPY (the ‘‘Posting Tiers’’). The
Exchange proposes to implement the fee
change effective September 1, 2015.
Currently, Market Makers qualify for
the Posting Tiers by achieving certain
volume-based criteria based on average
electronic executions per day.4 The
Posting Tiers include the Select, Super
and Super II tiers and the volume
requirements to achieve each are as
follows:
• Select Tier: a Market Maker must
meet an Average Daily Volume (‘‘ADV’’)
of 30,000 contracts from Market Maker
Posted Orders in both Penny Pilot and
non-Penny Pilot issues;
• Super Tier: a Market Maker must
meet either (i) an ADV of 80,000
contracts from Market Maker Posted
Orders in both Penny Pilot and non-
15 17
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4 The Exchange notes that there is a posting credit
associated with a Base Tier for which there is no
volume requirement.
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55665
Penny Pilot issues or (ii) an ADV of
200,000 contracts combined from all
orders in Penny Pilot Issues,5 and at
least 100,000 of those contracts have to
be from Posted Orders in Penny Pilot
Issues; and
• Super Tier II: a Market Maker must
meet an ADV of 200,000 contracts from
Market Maker orders in all issues, and
at least 110,000 of those contracts have
to be from Posted Orders from both
Penny Pilot and non-Penny Pilot issues.
The Exchange is proposing to replace
the existing thresholds that are based on
static ADV of contracts traded with
market share criteria, specifically
percentages of total industry customer
equity and exchange traded fund
(‘‘ETF’’) option ADV.6 The Exchange
believes this modification would enable
Market Makers to achieve the Posting
Tiers more consistently, despite
monthly or seasonal fluctuations in
industry volume. The Exchange is not
proposing to adjust the source of the
qualifying volume for each Posting Tier.
Specifically, the Exchange proposes the
market share requirements to achieve
each Posting Tier as follows:
• Select Tier: a Market Maker would
have to achieve at least 0.25% of Total
Industry Customer Equity and ETF
option ADV from Market Maker Posted
Orders in both Penny Pilot and nonPenny Pilot issues;
• Super Tier: a Market Maker would
have to achieve either (i) at least 0.65%
of Total Industry Customer Equity and
ETF option ADV from Market Maker
Posted Orders in both Penny Pilot and
non-Penny Pilot issues or (ii) at least
1.60% of Total Industry Customer
Equity and ETF option ADV from all
orders in Penny Pilot Issues, all account
types, with at least 0.80% of Total
Industry Customer Equity and ETF
option ADV from Posted Orders in
Penny Pilot Issues; 7 and
• Super Tier II: a Market Maker must
achieve at least 1.60% of Total Industry
Customer Equity and ETF option ADV
5 Unlike the Select Tier and Super Tier II, in
calculating the Super Tier, the Exchange will
include the ADV of the Market Maker’s affiliate(s).
6 The volume thresholds are based on Market
Makers’ volume transacted electronically as a
percentage of total industry Customer equity and
ETF options volumes as reported by the Options
Clearing Corporation (the ‘‘OCC’’). Total industry
customer equity and ETF option volume is
comprised of those equity and ETF contracts that
clear in the Customer account type at OCC and does
not include contracts that clear in either the Firm
or Market Maker account type at OCC or contracts
overlying a security other than an equity or ETF
security. See OCC Monthly Statistics Reports,
available here, https://www.theocc.com/webapps/
monthly-volume-reports.
7 As is the case today, in calculating the Super
Tier, the Exchange will include the ADV of the
Market Maker’s affiliate(s).
E:\FR\FM\16SEN1.SGM
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Federal Register / Vol. 80, No. 179 / Wednesday, September 16, 2015 / Notices
from Market Maker orders in all issues,
and at least 0.90% of Total Industry
Customer Equity and ETF option ADV
from Posted Orders from both Penny
Pilot and non-Penny Pilot issues.
The Exchange is not proposing any
changes to the amount of the Posting
Credits for any of the tiers.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,8 in general, and
furthers the objectives of Sections
6(b)(4) and (5) of the Act,9 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 modifying
the qualification criteria for Market
Maker Posting Credit Tiers is
reasonable, equitable, and not unfairly
discriminatory because it makes the
Posting Tiers more consistently
achievable as the Tiers will be less
dependent on fluctuations in overall
industry volume. The Exchange believes
modifying the Posting Tiers based on
achieving percentages of market share is
also not unfairly discriminatory as it is
based on the amount of business
conducted on the Exchange and
therefore rewards similar efforts monthto-month, while not resulting in
windfalls during periods of heavy
volumes, or penalizing firms focused on
trading at NYSE Arca during months of
overall lower volumes.
The Exchange believes modifying the
Posting Tiers based on achieving
percentages of market share is
reasonable, equitable, and not unfairly
discriminatory because the Exchange
utilizes this criterion as a basis for
determining posting credits to other
market participants and this criterion is
commonly used for this purpose by
competing exchanges.10
8 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
10 See, e.g., Fee Schedule, available here,
https://www.nyse.com/publicdocs/nyse/markets/
arca-options/NYSE_Arca_Options_Fee_
Schedule.pdf (Customer and Professional Customer
Monthly Posting Credit Tiers and Qualifications for
Executions in Penny Pilot Issues and Customer and
Professional Customer Posting Credit Tiers in Non
Penny Pilot Issues, both based on percentage of
Total Industry Customer Equity and ETF Option
ADV); NASDAQ Options Market fee schedule,
available at, https://www.nasdaqtrader.com/
Micro.aspx?id=optionsPricing (NOM Market Maker
Rebate to Add Liquidity in Penny Pilot Options
based on total industry customer equity and ETF
option ADV contracts per day in a month); BATS
Options Exchange fee schedule, available at,
https://www.batsoptions.com/support/fee_schedule/
asabaliauskas on DSK7TPTVN1PROD with NOTICES
9 15
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The Exchange also believes that the
proposed change to the qualification
criteria is reasonable, equitable, and not
unfairly discriminatory, as the Posting
Credits are intended to encourage
quoting at the National Best Bid and
Offer (‘‘NBBO’’) which in turn benefits
both Customers and non-Customers by
having narrower spreads available for
execution.
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,11 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 would encourage
competition, including by attracting a
wider variety of business to the
Exchange, which would make the
Exchange a more competitive venue for,
among other things, order execution and
price discovery. In addition, by
adjusting the qualifications to a market
share basis rather than per contract
volume levels, the Exchange believes
the proposed change encourages
competition without undue burden by
being based on a share of overall
business rather than a static volume
amount.
Moreover, because the proposed
change continues to base the Posting
Tiers on the amount of business
conducted on the Exchange, it would
apply equally to similarly-situated
Marker Makers and would not impose a
disparate burden on competition either
among or between classes of market
participants.
The Exchange notes that it operates in
a highly competitive market in which
market participants can readily favor
competing venues. 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.
(Market Maker and Non-BATS Market Maker Penny
Pilot Add Volume Tiers Market Maker and NonBATS Market Maker Non Penny Pilot Add Volume
Tiers, both based on percentage of total
consolidated monthly volume calculated).
11 15 U.S.C. 78f(b)(8).
PO 00000
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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:
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–2015–75 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–2015–75. 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/
12 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
14 15 U.S.C. 78s(b)(2)(B).
13 17
E:\FR\FM\16SEN1.SGM
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Federal Register / Vol. 80, No. 179 / Wednesday, September 16, 2015 / Notices
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
available publicly. All submissions
should refer to File Number SR–
NYSEArca–2015–75 and should be
submitted on or before October 7, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–23214 Filed 9–15–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75889; File No. SR–Phlx–
2015–78]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to the
Exchange’s Pricing Schedule Under
Section VIII With Respect to Execution
and Routing of Orders in Securities
Priced at $1 or More Per Share
asabaliauskas on DSK7TPTVN1PROD with NOTICES
September 10, 2015.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act,’’) 1 and Rule 19b–4 2 thereunder,
notice is hereby given that, on
September 1, 2015, NASDAQ OMX
PHLX LLC (‘‘Phlx’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III, below, which Items
have been prepared by the Exchange.
15 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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18:18 Sep 15, 2015
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55667
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
simultaneously decrease the credit from
$0.0005 to $0.0000 per share executed
for other non-displayed orders that
provide liquidity.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,3
in general, and with Section 6(b)(4) and
6(b)(5) of the Act,4 in particular, in that
it provides for the equitable allocation
of reasonable dues, fees and other
charges among members and issuers and
other persons using any facility or
system which the Exchange operates or
controls, and is not designed to permit
unfair discrimination between
customers, issuers, brokers, or dealers.
The proposed changes to the charge
and credits in the fee schedule under
the Exchange’s Pricing Schedule under
Section VIII are reflective of the
Exchange’s ongoing efforts to use
pricing incentive programs to attract
order flow to the Exchange and improve
market quality. The goal of these pricing
incentives is to provide meaningful
incentives for members to increase their
participation on the Exchange.
The Exchange believes that the slight
decrease in the charge to a member
organization entering an order that
executes in PSX from $0.0027 to
$0.0026 per share executed in securities
on exchanges other than Nasdaq and
NYSE is reasonable because it provides
such member organizations with a
modest benefit of entering orders on the
PSX System of securities listed on
exchanges other than Nasdaq and NYSE
and should incentivize more
participants in the market.
Phlx also believes that this proposed
rule changes is consistent with an
equitable allocation of fees and are not
unfairly discriminatory because it is
uniformly available to all members
entering order that execute on PSX for
securities listed on exchanges other than
Nasdaq and NYSE and affects all such
members equally and in the same way.
The Exchange is also proposing to
increase the non-displayed order credit
for non-displayed orders from $0.0020
to $0.0023 per share executed for all
orders with midpoint pegging that
provide liquidity, but simultaneously
decrease the credit from $0.0005 to
$0.0000 per share executed for other
non-displayed orders that provide
liquidity. The Exchange believes the
proposed change to increase the credit
for all non-displayed orders with
midpoint pegging that provide liquidity
is reasonable because it provides
The Exchange proposes to amend the
Exchange’s Pricing Schedule under
Section VIII, entitled ‘‘NASDAQ OMX
PSX FEES,’’ with respect to execution
and routing of orders in securities
priced at $1 or more per share.
While the changes proposed herein
are effective upon filing, the Exchange
has designated that the amendments be
operative on September 1, 2015.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
nasdaqomxphlx.cchwallstreet.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
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to amend a charge and certain
credits for order execution and routing
applicable to the use of the order
execution and routing services of the
NASDAQ OMX PSX System (‘‘PSX’’) by
member organizations for all securities
traded at $1 or more per share.
The Exchange proposes to slightly
decrease the charge to a member
organization entering an order that
executes in PSX from $0.0027 to
$0.0026 per share executed in securities
on exchanges other than Nasdaq and
NYSE.
Phlx also proposes to increase the
credit for non-displayed orders from
$0.0020 to $0.0023 per share executed
for all orders with midpoint pegging
that provide liquidity, but
PO 00000
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4 15
E:\FR\FM\16SEN1.SGM
U.S.C. 78f.
U.S.C. 78f(b)(4) and (5).
16SEN1
Agencies
[Federal Register Volume 80, Number 179 (Wednesday, September 16, 2015)]
[Notices]
[Pages 55665-55667]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-23214]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75881; File No. SR-NYSEArca-2015-75]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Amending the NYSE
Arca Options Fee Schedule
September 10, 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 September 1, 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 Options Fee Schedule
(``Fee Schedule''). The Exchange proposes to implement the fee change
effective September 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 purpose of this filing is to modify the criteria used for Lead
Market Makers and Market Makers (collectively, ``Market Makers'') to
qualify for the Monthly Posting Credit Tiers For Executions in Penny
Pilot Issues and SPY (the ``Posting Tiers''). The Exchange proposes to
implement the fee change effective September 1, 2015.
Currently, Market Makers qualify for the Posting Tiers by achieving
certain volume-based criteria based on average electronic executions
per day.\4\ The Posting Tiers include the Select, Super and Super II
tiers and the volume requirements to achieve each are as follows:
---------------------------------------------------------------------------
\4\ The Exchange notes that there is a posting credit associated
with a Base Tier for which there is no volume requirement.
---------------------------------------------------------------------------
Select Tier: a Market Maker must meet an Average Daily
Volume (``ADV'') of 30,000 contracts from Market Maker Posted Orders in
both Penny Pilot and non-Penny Pilot issues;
Super Tier: a Market Maker must meet either (i) an ADV of
80,000 contracts from Market Maker Posted Orders in both Penny Pilot
and non-Penny Pilot issues or (ii) an ADV of 200,000 contracts combined
from all orders in Penny Pilot Issues,\5\ and at least 100,000 of those
contracts have to be from Posted Orders in Penny Pilot Issues; and
---------------------------------------------------------------------------
\5\ Unlike the Select Tier and Super Tier II, in calculating the
Super Tier, the Exchange will include the ADV of the Market Maker's
affiliate(s).
---------------------------------------------------------------------------
Super Tier II: a Market Maker must meet an ADV of 200,000
contracts from Market Maker orders in all issues, and at least 110,000
of those contracts have to be from Posted Orders from both Penny Pilot
and non-Penny Pilot issues.
The Exchange is proposing to replace the existing thresholds that
are based on static ADV of contracts traded with market share criteria,
specifically percentages of total industry customer equity and exchange
traded fund (``ETF'') option ADV.\6\ The Exchange believes this
modification would enable Market Makers to achieve the Posting Tiers
more consistently, despite monthly or seasonal fluctuations in industry
volume. The Exchange is not proposing to adjust the source of the
qualifying volume for each Posting Tier. Specifically, the Exchange
proposes the market share requirements to achieve each Posting Tier as
follows:
---------------------------------------------------------------------------
\6\ The volume thresholds are based on Market Makers' volume
transacted electronically as a percentage of total industry Customer
equity and ETF options volumes as reported by the Options Clearing
Corporation (the ``OCC''). Total industry customer equity and ETF
option volume is comprised of those equity and ETF contracts that
clear in the Customer account type at OCC and does not include
contracts that clear in either the Firm or Market Maker account type
at OCC or contracts overlying a security other than an equity or ETF
security. See OCC Monthly Statistics Reports, available here, https://www.theocc.com/webapps/monthly-volume-reports.
---------------------------------------------------------------------------
Select Tier: a Market Maker would have to achieve at least
0.25% of Total Industry Customer Equity and ETF option ADV from Market
Maker Posted Orders in both Penny Pilot and non-Penny Pilot issues;
Super Tier: a Market Maker would have to achieve either
(i) at least 0.65% of Total Industry Customer Equity and ETF option ADV
from Market Maker Posted Orders in both Penny Pilot and non-Penny Pilot
issues or (ii) at least 1.60% of Total Industry Customer Equity and ETF
option ADV from all orders in Penny Pilot Issues, all account types,
with at least 0.80% of Total Industry Customer Equity and ETF option
ADV from Posted Orders in Penny Pilot Issues; \7\ and
---------------------------------------------------------------------------
\7\ As is the case today, in calculating the Super Tier, the
Exchange will include the ADV of the Market Maker's affiliate(s).
---------------------------------------------------------------------------
Super Tier II: a Market Maker must achieve at least 1.60%
of Total Industry Customer Equity and ETF option ADV
[[Page 55666]]
from Market Maker orders in all issues, and at least 0.90% of Total
Industry Customer Equity and ETF option ADV from Posted Orders from
both Penny Pilot and non-Penny Pilot issues.
The Exchange is not proposing any changes to the amount of the
Posting Credits for any of the tiers.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\8\ in general, and furthers the
objectives of Sections 6(b)(4) and (5) of the Act,\9\ 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.
---------------------------------------------------------------------------
\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(4) and (5).
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The Exchange believes that modifying the qualification criteria for
Market Maker Posting Credit Tiers is reasonable, equitable, and not
unfairly discriminatory because it makes the Posting Tiers more
consistently achievable as the Tiers will be less dependent on
fluctuations in overall industry volume. The Exchange believes
modifying the Posting Tiers based on achieving percentages of market
share is also not unfairly discriminatory as it is based on the amount
of business conducted on the Exchange and therefore rewards similar
efforts month-to-month, while not resulting in windfalls during periods
of heavy volumes, or penalizing firms focused on trading at NYSE Arca
during months of overall lower volumes.
The Exchange believes modifying the Posting Tiers based on
achieving percentages of market share is reasonable, equitable, and not
unfairly discriminatory because the Exchange utilizes this criterion as
a basis for determining posting credits to other market participants
and this criterion is commonly used for this purpose by competing
exchanges.\10\
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\10\ See, e.g., Fee Schedule, available here, https://www.nyse.com/publicdocs/nyse/markets/arca-options/NYSE_Arca_Options_Fee_Schedule.pdf (Customer and Professional
Customer Monthly Posting Credit Tiers and Qualifications for
Executions in Penny Pilot Issues and Customer and Professional
Customer Posting Credit Tiers in Non Penny Pilot Issues, both based
on percentage of Total Industry Customer Equity and ETF Option ADV);
NASDAQ Options Market fee schedule, available at, https://www.nasdaqtrader.com/Micro.aspx?id=optionsPricing (NOM Market Maker
Rebate to Add Liquidity in Penny Pilot Options based on total
industry customer equity and ETF option ADV contracts per day in a
month); BATS Options Exchange fee schedule, available at, https://www.batsoptions.com/support/fee_schedule/ (Market Maker and Non-BATS
Market Maker Penny Pilot Add Volume Tiers Market Maker and Non-BATS
Market Maker Non Penny Pilot Add Volume Tiers, both based on
percentage of total consolidated monthly volume calculated).
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The Exchange also believes that the proposed change to the
qualification criteria is reasonable, equitable, and not unfairly
discriminatory, as the Posting Credits are intended to encourage
quoting at the National Best Bid and Offer (``NBBO'') which in turn
benefits both Customers and non-Customers by having narrower spreads
available for execution.
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,\11\ 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 would encourage competition, including by attracting a
wider variety of business to the Exchange, which would make the
Exchange a more competitive venue for, among other things, order
execution and price discovery. In addition, by adjusting the
qualifications to a market share basis rather than per contract volume
levels, the Exchange believes the proposed change encourages
competition without undue burden by being based on a share of overall
business rather than a static volume amount.
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\11\ 15 U.S.C. 78f(b)(8).
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Moreover, because the proposed change continues to base the Posting
Tiers on the amount of business conducted on the Exchange, it would
apply equally to similarly-situated Marker Makers and would not impose
a disparate burden on competition either among or between classes of
market participants.
The Exchange notes that it operates in a highly competitive market
in which market participants can readily favor competing venues. 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) \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.
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\12\ 15 U.S.C. 78s(b)(3)(A).
\13\ 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) \14\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\14\ 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-2015-75 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-2015-75. 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/
[[Page 55667]]
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
available publicly. All submissions should refer to File Number SR-
NYSEArca-2015-75 and should be submitted on or before October 7, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
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\15\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-23214 Filed 9-15-15; 8:45 am]
BILLING CODE 8011-01-P