Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending the NYSE Arca Options Fee Schedule, 72465-72468 [2015-29490]
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Federal Register / Vol. 80, No. 223 / Thursday, November 19, 2015 / Notices
approve the proposed rule change, as
modified by Amendment Nos. 1, 3 and
5, on an accelerated basis.
V. Solicitation of Comments on
Amendment Nos. 3 and 5
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether this filing, as
modified by Amendment Nos. 3 and 5,
is consistent with the Act. Comments
may be submitted by any of the
following methods:
Electronic Comments
VI. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,38 that the
proposed rule change, as modified by
Amendment Nos. 1, 3 and 5 (NYSE–
2015–35) be, and it hereby is, approved
on an accelerated basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.39
Brent J. Fields,
Secretary.
[FR Doc. 2015–29488 Filed 11–18–15; 8:45 am]
BILLING CODE 8011–01–P
• 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–2015–35 on the subject line.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76438; File No. SR–
NYSEARCA–2015–108]
Paper Comments
mstockstill on DSK4VPTVN1PROD with NOTICES
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NYSE–2015–35. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 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–NYSE–
2015–35, and should be submitted on or
before December 10, 2015.
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Jkt 238001
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending the NYSE Arca
Options Fee Schedule
November 13, 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
November 2, 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
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 changes effective
November 2, 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.
38 15
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
39 17
PO 00000
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72465
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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this filing is to amend
the Fee Schedule in a number of
different ways, effective November 2,
2015. Specifically, the Exchange
proposes to increase certain Take
Liquidity Fees charged; to introduce
new posting credits; and to modify the
Take Fee Discount Qualification, as
described below.
Transaction Fees for Taking Liquidity in
Penny Pilot Issues
The Exchange proposes to modify the
fees paid by Market Makers, Lead
Market Makers, Firms and Broker
Dealers, and Professional Customers
(collectively, ‘‘Non-Customers’’) for
Taking Liquidity in Penny Pilot Issues
(‘‘Take Fees’’). Currently, NonCustomers pay Take Fees of $0.50 per
contract for electronic executions. The
Exchange proposes to raise that fee to
$0.52 per contract, which is within the
range of fees charged by competing
option exchanges.4
Customer Monthly Posting Credit Tiers
for Penny Pilot Issues
The Exchange is proposing to add a
new tier to the Customer Monthly
Posting Credit Tiers for Penny Pilot
Issues (‘‘Posting Credit Tiers,’’ each a
‘‘Tier’’), which currently has six Tiers.
4 For example, MIAX charges $0.55 for executions
[sic] in the following penny pilot options: EEM,
GLD, IWM, QQQ and SPY. See MIAX fee schedule,
available here, https://www.miaxoptions.com/sites/
default/files/MIAX_Options_Fee_Schedule_
10012015C.pdf. BOX assesses fees greater than
$0.55 to Non-customers [sic] for executions in
penny pilot options. See BOX Options fee schedule,
available here, https://boxexchange.com/assets/
BOX_Fee_Schedule.pdf. In addition, NOM recently
proposed to charge non-NOM Market Markers $0.55
for executions in the following penny pilot options:
EEM, GLD, IWM, QQQ, and SPY; and charge all
other account types $0.50 for removing liquidity in
these symbols. See File SR–NASDAQ–2015 [sic].
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Federal Register / Vol. 80, No. 223 / Thursday, November 19, 2015 / Notices
The Exchange currently offers
incremental Posting Credit Tiers for
Posted Electronic Customer and
Professional Customer Executions in
Penny Pilot Issues based on escalating
levels of business executed on the
Exchange and also on the NYSE Arca
Equity Market. The Exchange proposes
to add a new Tier that will replace Tier
6; current Tier 6 will have the same
posting requirements, but will become
Tier 7.
To qualify for proposed Tier 6, Order
Flow Providers (‘‘OFPs’’) must achieve
at least 0.50% of Total Industry
Customer equity and ETF option
Average Daily Volume (‘‘ADV’’) from
Customer and Professional Customer
Posted Orders in all Issues Plus
Executed ADV of 0.70% of U.S. Equity
Market Share Posted and Executed on
NYSE Arca Equity Market.5 OFPs that
meet the qualifications for Tier 6 would
receive a credit of $0.48 per contract
applied to posted electronic Customer
and Professional Customer executions
in Penny Pilot issues. The Exchange
believes this proposed change would
provide additional incentive to direct
Customer (and Professional Customer)
order flow to the Exchange, which
benefits all market participants through
increased liquidity and enhanced price
discovery. The Exchange also notes that
cross-asset incentives are not new or
novel, as the Exchange currently offers
them (see, e.g., Tier 4), and proposed
Tier 6 offers incentives similar to those
recently introduced on a competing
option exchange.6
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Customer and Professional Customer
Incentive Program
The Exchange is proposing two
modifications to the Customer and
Professional Customer Incentive
Program, which provides four
alternatives to earn credits. Currently, if
an OTP Holder or OTP Firm (each an
‘‘OTP’’) executes at least 0.75% of Total
Industry Customer equity and ETF
option ADV from Customer and
5 The qualification level of U.S. Equity Market
Share Posted and Executed on NYSE Arca Equity
Market corresponds to Tier 1 on the NYSE Arca
Equities Inc., Schedule of Fees and Charges for
Exchange Services, available here, https://
www.nyse.com/publicdocs/nyse/markets/nyse-arca/
NYSE_Arca_Marketplace_Fees.pdf.
6 Specifically, NOM recently added a new tier
that is eligible for a $0.51 per contract rebate
provided that ‘‘Participant (1) adds Customer,
Professional, Firm, Non-NOM Market Maker and/or
Broker-Dealer liquidity in Penny Pilot Options and/
or Non-Penny Pilot Options above 0.85% of total
industry customer equity and ETF option ADV
contracts per day in a month and (2) the Participant
has added liquidity in all securities through one or
more of its Nasdaq Market Center MPIDs that
represent 1.00% or more of Consolidated Volume
during the month.’’ See File No. SR–NASDAQ–
2015–115.
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Professional Customer Posted Orders in
both Penny Pilot and non-Penny Pilot
Issues, of which at least 0.25% of Total
Industry Customer equity and ETF
option ADV is from Customer and
Professional Customer Posted Orders in
non-Penny Pilot Issues, that OFP
qualifies for an additional $0.03 Credit
on Customer and Professional Customer
Posting Credits. The Exchange proposes
to increase the 0.75% minimum volume
requirement to 1.00% and to increase
the applicable additional credit to $0.04.
The Exchange also proposes a fifth
alternative to qualify for additional
credits under the Customer and
Professional Customer Incentive
Program. The Exchange proposes that an
OTP that has an executed ADV of 0.70%
of U.S. equity market share posted and
executed on NYSE Arca Equity Market 7
would qualify for an additional $0.03
credit on Customer and Professional
Customer posting credits.
Take Liquidity Discount for Certain
Market Participants
Lastly, the Exchange proposes
modifications to the Discount in Take
Liquidity Fees for Professional
Customer, Market Maker, Firm and
Broker Dealer Liquidity Removing
Orders (the ‘‘Take Fee Discount’’) for
OTPs. Currently, the Take Fee Discount
is applied if the OTP meets both
qualifications of at least 1.00% of Total
Industry Customer equity and ETF
option ADV from Customer and
Professional Customer Posted Orders in
all Issues AND at least 2.00% of Total
Industry Customer equity and ETF
option ADV from Professional
Customer, Market Maker, Firm, and
Broker Dealer Liquidity Removing
Orders in all Issues. The Take Fee
Discount applied to orders meeting both
qualifications is $0.02 in Penny Pilot
issues, and $0.06 in non-Penny Pilot
issues.
The Exchange proposes to modify the
qualifications such that meeting either
qualification (rather than both) would
enable an OTP to receive the discount,
which would make the Discount easier
to achieve. The Exchange also proposes
to increase the Take Fee Discount for
applicable orders in Penny Pilot Issues
from $0.02 to $0.04, and to discontinue
the Take Fee Discount applied to
executions in non-Penny Pilot issues.
Thus, as proposed, a discount of $0.04
in Penny Pilot issues would be applied
if the OTP executes at least 1.00% of
Total Industry Customer equity and ETF
option ADV from Customer and
Professional Customer Posted Orders in
all Issues, OR executes at least 2.00% of
Total Industry Customer equity and ETF
option ADV from Professional
Customer, Market Maker, Firm, and
Broker Dealer Liquidity Removing
Orders in all Issues.
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 the
proposed Take Fees for Non-Customers
reasonable, equitable and not unfairly
discriminatory because they are
competitive with fees charged by other
exchanges and are designed to attract
(and compete for) order flow to the
Exchange, which provides a greater
opportunity for trading by all market
participants.10 In addition, the
increased Take Fees are reasonable
because the fees would generate revenue
that would help to support the credits
offered for posting liquidity, which are
available to all market participants.
Moreover, the Exchange believes the
proposed change does not unfairly
discriminate because it applies equally
to all Non-Customers who are removing
liquidity.
The Exchange believes the
introduction of a new Tier in the
Customer and Professional Customer
Monthly Posting Credit Tiers and
Qualifications for Executions in Penny
Pilot Issues is reasonable, equitable and
not unfairly discriminatory because it is
designed to attract additional Customer
(and Professional Customer) electronic
equity and ETF option volume to the
Exchange, which additional liquidity
would benefit all participants by
offering greater price discovery,
increased transparency, and an
increased opportunity to trade on the
Exchange. Additionally, the Exchange
believes the proposed credits available
on this new Tier are reasonable because
they would incent OTPs to submit
Customer (and Professional Customer)
electronic equity and ETF option orders
to the Exchange and would result in
credits that are reasonably related to the
Exchange’s market quality that is
associated with higher volumes. The
Exchange also notes that cross-asset
8 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
10 See supra n. 4.
9 15
7 See
PO 00000
supra n. 5.
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Federal Register / Vol. 80, No. 223 / Thursday, November 19, 2015 / Notices
incentives are not new or novel, as the
Exchange currently offers them (see,
e.g., Tier 4), and proposed Tier 6 offers
incentives similar to those recently
introduced on a competing option
exchange.11
The Exchange believes the proposed
modifications to the Customer and
Professional Customer Incentive
Program are reasonable, equitable and
not unfairly discriminatory because they
are designed to attract additional
Customer (and Professional Customer)
electronic equity and ETF option
volume to the Exchange, which
additional liquidity would benefit all
participants by offering greater price
discovery, increased transparency, and
an increased opportunity to trade on the
Exchange. Additionally, the Exchange
believes the proposed credits available
in the new (fifth) alternative would
provide additional incentive to OTPs to
submit Customer (and Professional
Customer) electronic equity and ETF
option orders to the Exchange and
would result in credits that are
reasonably related to the Exchange’s
market quality that is associated with
higher volumes. In addition, the
proposed fifth alternative would attract
additional posted order flow to NYSE
Arca Equities, so as to provide
additional opportunities for all ETP
Holders to trade on NYSE Arca Equities.
The Exchange believes the changes to
the take Fee Discount for NonCustomers are reasonable, equitable and
non-discriminatory because it makes the
Discount easier to achieve which would
incentivize OTPs to execute large
volumes of orders on the Exchange,
which benefits all market participants
through increased liquidity and
enhanced price discovery. The
Exchange believes the elimination of the
Discount for Non-Penny Issues
encourages OTPs to bring more business
to the Exchange in Penny Pilot issues,
which are generally the most active
issues, to the benefit of Customers and
Non-Customers alike. The Exchange
believes the Take Fee Discount is
reasonable, equitable, and not unfairly
discriminatory because it continues to
apply to all participants other than
Customers, who pay a much lower Take
Liquidity Fee, and because it is
available to all firms that provide
Customer and Professional Customer
orders. The Exchange also notes that the
proposed Take Fee discount is
consistent with those offered on
competing options exchanges.12
11 See
supra n. 6.
e.g., BATS Options Exchange fee schedule
(Non-Customer Penny Pilot Take Volume Tiers),
12 See,
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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,13 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 incentive will continued [sic]
to encourage competition, including by
attracting additional liquidity and a
wider variety of business to the
Exchange, which would continue to
make the Exchange a more competitive
venue for, among other things, order
execution and price discovery. The also
[sic] Exchange believes the proposed fee
modifications do not impose an undue
burden on competition because the
changes offset an increase in fees for
some transactions with a variety of
means to achieve credits and discounts.
The Exchange does not believe that the
proposed changes would impair the
ability of any market participants or
competing order execution venues to
maintain their competitive standing in
the financial markets.
The increases in Take Liquidity fees
will impact all affected order types (i.e.,
Professional Customers, Firm, Broker
Dealers) in issues at the same rate. The
proposed changes to the Customer
Monthly Posting Credit Tiers, and the
proposed modification to the Customer
Incentives are designed to attract
additional volume, in particular posted
electronic Customer (and Professional
Customer) executions, to the Exchange,
which would promote price discovery
and transparency in the securities
markets thereby benefitting competition
in the industry. As stated above, the
Exchange believes that the proposed
change would impact all similarly
situated OTPs that post electronic
Customer (and Professional Customer)
executions on the Exchange equally,
and as such, the proposed change would
not impose a disparate burden on
competition either among or between
classes of market participants.
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
available here, https://www.batsoptions.com/
support/fee_schedule/.
13 15 U.S.C. 78f(b)(8).
PO 00000
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72467
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) 14 of the Act and
subparagraph (f)(2) of Rule 19b–4 15
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) 16 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–2015–108 on the subject
line.
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NYSEARCA–2015–108.
This file number should be included on
14 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
16 15 U.S.C. 78s(b)(2)(B).
15 17
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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 Section, 100 F Street NE.,
Washington, DC 20549–1090. 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–2015–108 and should be
submitted on or before December 10,
2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Brent J. Fields,
Secretary.
[FR Doc. 2015–29490 Filed 11–18–15; 8:45 am]
BILLING CODE 8011–01–P
SOCIAL SECURITY ADMINISTRATION
[Docket No SSA–2015–0068]
Agency Information Collection
Activities: Proposed Request and
Comment Request
The Social Security Administration
(SSA) publishes a list of information
collection packages requiring clearance
by the Office of Management and
Budget (OMB) in compliance with
Public Law 104–13, the Paperwork
Reduction Act of 1995, effective October
1, 1995. This notice includes revisions
and an extension of OMB-approved
information collections.
SSA is soliciting comments on the
accuracy of the agency’s burden
estimate; the need for the information;
its practical utility; ways to enhance its
quality, utility, and clarity; and ways to
minimize burden on respondents,
including the use of automated
collection techniques or other forms of
information technology. Mail, email, or
fax your comments and
recommendations on the information
collection(s) to the OMB Desk Officer
and SSA Reports Clearance Officer at
the following addresses or fax numbers.
(OMB) Office of Management and
Budget, Attn: Desk Officer for SSA,
Fax: 202–395–6974, Email address:
OIRA_Submission@omb.eop.gov.
(SSA) Social Security Administration,
OLCA, Attn: Reports Clearance
Director, 3100 West High Rise, 6401
Security Blvd., Baltimore, MD 21235,
Fax: 410–966–2830, Email address:
OR.Reports.Clearance@ssa.gov.
Or you may submit your comments
online through www.regulations.gov,
Number of
responses
Modality of completion
referencing Docket ID Number [SSA–
2015–0068].
I. The information collections below
are pending at SSA. SSA will submit
them to OMB within 60 days from the
date of this notice. To be sure we
consider your comments, we must
receive them no later than January 19,
2016. Individuals can obtain copies of
the collection instruments by writing to
the above email address.
1. Privacy and Disclosure of Official
Records and Information; Availability of
Information and Records to the Public—
20 CFR 401.40(b)&(c), 401.55(b),
401.100(a), 402.130, 402.185—0960–
0566. SSA established methods for the
public to: (1) Access their SSA records;
(2) allow SSA to disclose records; (3)
correct or amend their SSA records; (4)
consent to release of their records; (5)
request records under the Freedom of
Information Act (FOIA); (6) request SSA
waive or reduce fees normally charges
for release of FOIA; and (7) request
access to an extract of their SSN record.
SSA often collects the necessary
information for these requests through a
written letter, with the exception of the
consent for release of records, for which
we use Form SSA–3288. The
respondents are individuals requesting
access to, correction of, or disclosure of
SSA records.
Type of Request: Revision of an OMBapproved information collection.
Average
burden per
response
(minutes)
Frequency of
response
Estimated total
annual burden
(hours)
10,000
3,000
100
3,000,000
15,000
400
10
1
1
1
1
1
1
1
11
120
10
3
5
5
8.5
1,833
6,000
17
150,000
1,250
33
1
Totals ........................................................................................................
mstockstill on DSK4VPTVN1PROD with NOTICES
Access to Records ...........................................................................................
Designating a Representative for Disclosure of Records ...............................
Amendment of Records ...................................................................................
Consent of Release of Records ......................................................................
FOIA Requests for Records ............................................................................
Waiver/Reduction of Fees ...............................................................................
Respondents who request access to an extract of their SSN record .............
3,028,510
........................
........................
159,134
2. International Direct Deposit—31
CFR 210—0960–0686. SSA’s
International Direct Deposit (IDD)
Program allows beneficiaries living
abroad to receive their payments via
direct deposit to an account at a
financial institution outside the United
17 17
States. SSA uses Form SSA–1199(Country) to enroll Title II beneficiaries
residing abroad in IDD, and to obtain
the direct deposit information for
foreign accounts. Routing account
number information varies slightly for
each foreign country, so we use a
variation of the Treasury Department’s
Form SF–1199A for each country. The
respondents are Social Security
beneficiaries residing abroad who want
SSA to deposit their Title II benefit
payments directly to a foreign financial
institution.
CFR 200.30–3(a)(12).
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Agencies
[Federal Register Volume 80, Number 223 (Thursday, November 19, 2015)]
[Notices]
[Pages 72465-72468]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-29490]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76438; File No. SR-NYSEARCA-2015-108]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Amending the NYSE
Arca Options Fee Schedule
November 13, 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 November 2, 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.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend the NYSE Arca Options Fee Schedule
(``Fee Schedule''). The Exchange proposes to implement the fee changes
effective November 2, 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 the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this filing is to amend the Fee Schedule in a number
of different ways, effective November 2, 2015. Specifically, the
Exchange proposes to increase certain Take Liquidity Fees charged; to
introduce new posting credits; and to modify the Take Fee Discount
Qualification, as described below.
Transaction Fees for Taking Liquidity in Penny Pilot Issues
The Exchange proposes to modify the fees paid by Market Makers,
Lead Market Makers, Firms and Broker Dealers, and Professional
Customers (collectively, ``Non-Customers'') for Taking Liquidity in
Penny Pilot Issues (``Take Fees''). Currently, Non-Customers pay Take
Fees of $0.50 per contract for electronic executions. The Exchange
proposes to raise that fee to $0.52 per contract, which is within the
range of fees charged by competing option exchanges.\4\
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\4\ For example, MIAX charges $0.55 for executions [sic] in the
following penny pilot options: EEM, GLD, IWM, QQQ and SPY. See MIAX
fee schedule, available here, https://www.miaxoptions.com/sites/default/files/MIAX_Options_Fee_Schedule_10012015C.pdf. BOX assesses
fees greater than $0.55 to Non-customers [sic] for executions in
penny pilot options. See BOX Options fee schedule, available here,
https://boxexchange.com/assets/BOX_Fee_Schedule.pdf. In addition, NOM
recently proposed to charge non-NOM Market Markers $0.55 for
executions in the following penny pilot options: EEM, GLD, IWM, QQQ,
and SPY; and charge all other account types $0.50 for removing
liquidity in these symbols. See File SR-NASDAQ-2015 [sic].
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Customer Monthly Posting Credit Tiers for Penny Pilot Issues
The Exchange is proposing to add a new tier to the Customer Monthly
Posting Credit Tiers for Penny Pilot Issues (``Posting Credit Tiers,''
each a ``Tier''), which currently has six Tiers.
[[Page 72466]]
The Exchange currently offers incremental Posting Credit Tiers for
Posted Electronic Customer and Professional Customer Executions in
Penny Pilot Issues based on escalating levels of business executed on
the Exchange and also on the NYSE Arca Equity Market. The Exchange
proposes to add a new Tier that will replace Tier 6; current Tier 6
will have the same posting requirements, but will become Tier 7.
To qualify for proposed Tier 6, Order Flow Providers (``OFPs'')
must achieve at least 0.50% of Total Industry Customer equity and ETF
option Average Daily Volume (``ADV'') from Customer and Professional
Customer Posted Orders in all Issues Plus Executed ADV of 0.70% of U.S.
Equity Market Share Posted and Executed on NYSE Arca Equity Market.\5\
OFPs that meet the qualifications for Tier 6 would receive a credit of
$0.48 per contract applied to posted electronic Customer and
Professional Customer executions in Penny Pilot issues. The Exchange
believes this proposed change would provide additional incentive to
direct Customer (and Professional Customer) order flow to the Exchange,
which benefits all market participants through increased liquidity and
enhanced price discovery. The Exchange also notes that cross-asset
incentives are not new or novel, as the Exchange currently offers them
(see, e.g., Tier 4), and proposed Tier 6 offers incentives similar to
those recently introduced on a competing option exchange.\6\
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\5\ The qualification level of U.S. Equity Market Share Posted
and Executed on NYSE Arca Equity Market corresponds to Tier 1 on the
NYSE Arca Equities Inc., Schedule of Fees and Charges for Exchange
Services, available here, https://www.nyse.com/publicdocs/nyse/markets/nyse-arca/NYSE_Arca_Marketplace_Fees.pdf.
\6\ Specifically, NOM recently added a new tier that is eligible
for a $0.51 per contract rebate provided that ``Participant (1) adds
Customer, Professional, Firm, Non-NOM Market Maker and/or Broker-
Dealer liquidity in Penny Pilot Options and/or Non-Penny Pilot
Options above 0.85% of total industry customer equity and ETF option
ADV contracts per day in a month and (2) the Participant has added
liquidity in all securities through one or more of its Nasdaq Market
Center MPIDs that represent 1.00% or more of Consolidated Volume
during the month.'' See File No. SR-NASDAQ-2015-115.
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Customer and Professional Customer Incentive Program
The Exchange is proposing two modifications to the Customer and
Professional Customer Incentive Program, which provides four
alternatives to earn credits. Currently, if an OTP Holder or OTP Firm
(each an ``OTP'') executes at least 0.75% of Total Industry Customer
equity and ETF option ADV from Customer and Professional Customer
Posted Orders in both Penny Pilot and non-Penny Pilot Issues, of which
at least 0.25% of Total Industry Customer equity and ETF option ADV is
from Customer and Professional Customer Posted Orders in non-Penny
Pilot Issues, that OFP qualifies for an additional $0.03 Credit on
Customer and Professional Customer Posting Credits. The Exchange
proposes to increase the 0.75% minimum volume requirement to 1.00% and
to increase the applicable additional credit to $0.04.
The Exchange also proposes a fifth alternative to qualify for
additional credits under the Customer and Professional Customer
Incentive Program. The Exchange proposes that an OTP that has an
executed ADV of 0.70% of U.S. equity market share posted and executed
on NYSE Arca Equity Market \7\ would qualify for an additional $0.03
credit on Customer and Professional Customer posting credits.
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\7\ See supra n. 5.
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Take Liquidity Discount for Certain Market Participants
Lastly, the Exchange proposes modifications to the Discount in Take
Liquidity Fees for Professional Customer, Market Maker, Firm and Broker
Dealer Liquidity Removing Orders (the ``Take Fee Discount'') for OTPs.
Currently, the Take Fee Discount is applied if the OTP meets both
qualifications of at least 1.00% of Total Industry Customer equity and
ETF option ADV from Customer and Professional Customer Posted Orders in
all Issues AND at least 2.00% of Total Industry Customer equity and ETF
option ADV from Professional Customer, Market Maker, Firm, and Broker
Dealer Liquidity Removing Orders in all Issues. The Take Fee Discount
applied to orders meeting both qualifications is $0.02 in Penny Pilot
issues, and $0.06 in non-Penny Pilot issues.
The Exchange proposes to modify the qualifications such that
meeting either qualification (rather than both) would enable an OTP to
receive the discount, which would make the Discount easier to achieve.
The Exchange also proposes to increase the Take Fee Discount for
applicable orders in Penny Pilot Issues from $0.02 to $0.04, and to
discontinue the Take Fee Discount applied to executions in non-Penny
Pilot issues. Thus, as proposed, a discount of $0.04 in Penny Pilot
issues would be applied if the OTP executes at least 1.00% of Total
Industry Customer equity and ETF option ADV from Customer and
Professional Customer Posted Orders in all Issues, OR executes at least
2.00% of Total Industry Customer equity and ETF option ADV from
Professional Customer, Market Maker, Firm, and Broker Dealer Liquidity
Removing Orders in all Issues.
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.
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\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 the proposed Take Fees for Non-Customers
reasonable, equitable and not unfairly discriminatory because they are
competitive with fees charged by other exchanges and are designed to
attract (and compete for) order flow to the Exchange, which provides a
greater opportunity for trading by all market participants.\10\ In
addition, the increased Take Fees are reasonable because the fees would
generate revenue that would help to support the credits offered for
posting liquidity, which are available to all market participants.
Moreover, the Exchange believes the proposed change does not unfairly
discriminate because it applies equally to all Non-Customers who are
removing liquidity.
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\10\ See supra n. 4.
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The Exchange believes the introduction of a new Tier in the
Customer and Professional Customer Monthly Posting Credit Tiers and
Qualifications for Executions in Penny Pilot Issues is reasonable,
equitable and not unfairly discriminatory because it is designed to
attract additional Customer (and Professional Customer) electronic
equity and ETF option volume to the Exchange, which additional
liquidity would benefit all participants by offering greater price
discovery, increased transparency, and an increased opportunity to
trade on the Exchange. Additionally, the Exchange believes the proposed
credits available on this new Tier are reasonable because they would
incent OTPs to submit Customer (and Professional Customer) electronic
equity and ETF option orders to the Exchange and would result in
credits that are reasonably related to the Exchange's market quality
that is associated with higher volumes. The Exchange also notes that
cross-asset
[[Page 72467]]
incentives are not new or novel, as the Exchange currently offers them
(see, e.g., Tier 4), and proposed Tier 6 offers incentives similar to
those recently introduced on a competing option exchange.\11\
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\11\ See supra n. 6.
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The Exchange believes the proposed modifications to the Customer
and Professional Customer Incentive Program are reasonable, equitable
and not unfairly discriminatory because they are designed to attract
additional Customer (and Professional Customer) electronic equity and
ETF option volume to the Exchange, which additional liquidity would
benefit all participants by offering greater price discovery, increased
transparency, and an increased opportunity to trade on the Exchange.
Additionally, the Exchange believes the proposed credits available in
the new (fifth) alternative would provide additional incentive to OTPs
to submit Customer (and Professional Customer) electronic equity and
ETF option orders to the Exchange and would result in credits that are
reasonably related to the Exchange's market quality that is associated
with higher volumes. In addition, the proposed fifth alternative would
attract additional posted order flow to NYSE Arca Equities, so as to
provide additional opportunities for all ETP Holders to trade on NYSE
Arca Equities.
The Exchange believes the changes to the take Fee Discount for Non-
Customers are reasonable, equitable and non-discriminatory because it
makes the Discount easier to achieve which would incentivize OTPs to
execute large volumes of orders on the Exchange, which benefits all
market participants through increased liquidity and enhanced price
discovery. The Exchange believes the elimination of the Discount for
Non-Penny Issues encourages OTPs to bring more business to the Exchange
in Penny Pilot issues, which are generally the most active issues, to
the benefit of Customers and Non-Customers alike. The Exchange believes
the Take Fee Discount is reasonable, equitable, and not unfairly
discriminatory because it continues to apply to all participants other
than Customers, who pay a much lower Take Liquidity Fee, and because it
is available to all firms that provide Customer and Professional
Customer orders. The Exchange also notes that the proposed Take Fee
discount is consistent with those offered on competing options
exchanges.\12\
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\12\ See, e.g., BATS Options Exchange fee schedule (Non-Customer
Penny Pilot Take Volume Tiers), available here, https://www.batsoptions.com/support/fee_schedule/.
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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,\13\ 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 incentive will continued [sic] to encourage competition,
including by attracting additional liquidity and a wider variety of
business to the Exchange, which would continue to make the Exchange a
more competitive venue for, among other things, order execution and
price discovery. The also [sic] Exchange believes the proposed fee
modifications do not impose an undue burden on competition because the
changes offset an increase in fees for some transactions with a variety
of means to achieve credits and discounts. The Exchange does not
believe that the proposed changes would impair the ability of any
market participants or competing order execution venues to maintain
their competitive standing in the financial markets.
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\13\ 15 U.S.C. 78f(b)(8).
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The increases in Take Liquidity fees will impact all affected order
types (i.e., Professional Customers, Firm, Broker Dealers) in issues at
the same rate. The proposed changes to the Customer Monthly Posting
Credit Tiers, and the proposed modification to the Customer Incentives
are designed to attract additional volume, in particular posted
electronic Customer (and Professional Customer) executions, to the
Exchange, which would promote price discovery and transparency in the
securities markets thereby benefitting competition in the industry. As
stated above, the Exchange believes that the proposed change would
impact all similarly situated OTPs that post electronic Customer (and
Professional Customer) executions on the Exchange equally, and as such,
the proposed change would not impose a disparate burden on competition
either among or between classes of market participants.
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) \14\ of the Act and subparagraph (f)(2) of Rule
19b-4 \15\ thereunder, because it establishes a due, fee, or other
charge imposed by the Exchange.
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\14\ 15 U.S.C. 78s(b)(3)(A).
\15\ 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) \16\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\16\ 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-2015-108 on the subject line.
Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NYSEARCA-2015-108. This
file number should be included on
[[Page 72468]]
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 Section, 100 F Street NE., Washington, DC 20549-1090. 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-
108 and should be submitted on or before December 10, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
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\17\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2015-29490 Filed 11-18-15; 8:45 am]
BILLING CODE 8011-01-P