Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending the NYSE Arca Options Fee Schedule, 78806-78808 [2015-31686]
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78806
Federal Register / Vol. 80, No. 242 / Thursday, December 17, 2015 / Notices
Act 15 normally does not become
operative for 30 days after the date of its
filing. However, Rule 19b–4(f)(6)(iii) 16
permits the Commission to designate a
shorter time if such action is consistent
with the protection of investors and the
public interest. The Exchange has asked
the Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing. The Exchange stated that waiver
of the operative delay will allow the
Exchange to immediately provide Users
with additional control over their orders
in the context of a national market
system where quotations may lock or
cross orders posted to the BATS Book
and to facilitate executions on the
Exchange consistent with User
instructions.17 The Commission
believes the waiver of the operative
delay is consistent with the protection
of investors and the public interest.
Therefore, the Commission hereby
waives the operative delay and
designates the proposal operative upon
filing.18
At any time within 60 days of the
filing of the 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
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
asabaliauskas on DSK5VPTVN1PROD with NOTICES
• 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–
BYX–2015–49 on the subject line.
CFR 240.19b–4(f)(6).
CFR 240.19b–4(f)(6)(iii).
17 The Exchange further stated that it will provide
Members with reasonable advance notice of the
proposed rule change’s implementation date.
18 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
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–BYX–2015–49. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of 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–BYX–
2015–49, and should be submitted on or
before January 7, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–31684 Filed 12–16–15; 8:45 am]
BILLING CODE 8011–01–P
15 17
16 17
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76627; File No. SR–
NYSEArca–2015–118]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending the NYSE Arca
Options Fee Schedule
December 11, 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 December
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
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
December 1, 2015. 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.
1 15
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
19 17
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Federal Register / Vol. 80, No. 242 / Thursday, December 17, 2015 / Notices
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 December 1,
2015. Specifically, the Exchange
proposes (i) to increase certain Take
Liquidity Fees charged; (ii) to introduce
an alternative qualification for Market
Maker Monthly Posting Credit Tiers and
Qualifications For Executions in Penny
Pilot Issues and SPY; and (iii) to modify
the Take Fee Discount Qualification, as
described below.
Transaction Fees for Taking Liquidity
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 non-Penny Pilot
Issues (‘‘Take Fees’’). Currently, NonCustomers pay Take Fees ranging from
$0.92 to $0.94 per contract for electronic
executions, depending on account type.
The Exchange proposes to charge the
same rate to all Non-Customers, and to
raise that fee to $0.99 per contract,
which is within the range of fees
charged by competing option
exchanges.4
The Exchange also proposes to
increase the Take Liquidity Fee for
Customers in Penny Pilot issues from
$0.47 to $0.49, which is within the
range of fees charged by competing
option exchanges.5
asabaliauskas on DSK5VPTVN1PROD with NOTICES
Take Liquidity Discount for Certain
Market Participants
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
achieves one of two alternative
qualifications, either: At least 1.00% of
Total Industry Customer equity and
exchange traded fund (‘‘ETF’’) option
average daily volume (‘‘ADV’’) from
Customer and Professional Customer
Posted Orders in all Issues; or at least
4 For example, BOX assesses fees greater than
$1.00 to non-Customers for executions against
Public Customer interest in non-penny pilot
options. See BOX Options fee schedule, available
here, https://boxexchange.com/assets/
BOX_Fee_Schedule.pdf.
5 See, e.g., NASDAQ Options Market (‘‘NOM’’)
price list, available here, https://
www.nasdaqtrader.com/
Micro.aspx?id=optionsPricing (charging customers a
$0.50 take liquidity fee in Penny Pilot issues).
VerDate Sep<11>2014
16:53 Dec 16, 2015
Jkt 238001
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
either qualification is $0.04 in Penny
Pilot issues only. The Exchange
proposes to reduce the Take Fee
Discount in Penny Pilot issues to $0.02
and to institute a $0.05 Take Fee
Discount in non-Penny Pilot issues.
Market Maker Monthly Posting Credit
and Qualifications for Executions in
Penny Pilot Issues and SPY (‘‘Posting
Tiers’’)
Finally, the Exchange proposes to add
an alternative qualification basis to
achieve Super Tier II of the Posting
Tiers.
Currently, a Market Maker may
qualify for Super Tier II if it achieves at
least 1.60% of Total Industry Customer
equity and ETF option ADV from
Market Maker orders in all issues, with
at least 0.90% of Total Industry
Customer equity and ETF option ADV
from Market Maker Posted Orders in
Penny Pilot and Non-Penny Pilot
Issues.6 The Exchange proposes that a
Market Maker may also qualify for
Super Tier II it is [sic] achieves at least
1.60% of Total Industry Customer
equity and ETF option ADV from
Customer and Professional Customer
orders in all issues, with at least 1.20%
of Total Industry Customer equity and
ETF option ADV from Customer and
Professional Customer Posted Orders in
all issues. If a Market Maker achieves
either qualification basis, it would
receive the $0.42 posting credit for
executions in penny issues or SPY.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,7 in general, and
furthers the objectives of Sections
6(b)(4) and (5) of the Act,8 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
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 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(4) and (5).
PO 00000
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78807
facilities and does not unfairly
discriminate between customers,
issuers, brokers or dealers.
The Exchange believes the proposed
Take Fees for Non-Customers are
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.9 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
would not unfairly discriminate because
it applies equally to all Non-Customers
who are removing liquidity. The
increased Take Fees for Customers in
Penny Pilot issues are reasonable
because the proposed fees would
generate revenue that would help to
support the credits and other incentives
offered for posting liquidity, and they
are not unfairly discriminatory because
the fees for Customers are still at a rate
lower than that charged to nonCustomers. In addition, the Exchange
believes the proposed Take Fees for
Customers are 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
The Exchange believes the changes to
the Take Fee Discount for NonCustomers are reasonable, equitable and
non-discriminatory because it would
apply to both Penny Pilot and nonPenny Pilot issues, which would incent
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 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.11
9 See
supra n. 4.
supra n. 5.
11 See, e.g., BATS Options Exchange fee schedule
(Non-Customer Penny Pilot Take Volume Tiers),
10 See
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78808
Federal Register / Vol. 80, No. 242 / Thursday, December 17, 2015 / Notices
asabaliauskas on DSK5VPTVN1PROD with NOTICES
The Exchange believes that the
proposed change to the Posting Tiers,
specifically adding an alternative basis
to achieve Super Tier II, is reasonable,
equitable and not unfairly
discriminatory because it would impact
all similarly situated OTPs that post
electronic Customer (and Professional
Customer) executions on the Exchange
equally, and provides a reasonable
alternative to qualify for Super Tier II
posting credit.
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,12 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 would continue 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
Exchange also believes the proposed fee
modifications would 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
would impact all affected order types
(i.e., Professional Customers, Firm,
Broker Dealers) in issues at the same
rate. The proposed change to Super Tier
II is 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
available here, https://www.batsoptions.com/
support/fee_schedule/.
12 15 U.S.C. 78f(b)(8).
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16:53 Dec 16, 2015
Jkt 238001
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) 13 of the Act and
subparagraph (f)(2) of Rule 19b–4 14
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) 15 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:
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549.
All submissions should refer to File
Number SR–NYSEArca–2015–118. 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 Section, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing will also be available for
inspection and copying at the 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–2015–118 and should be
submitted on or before January 7, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–31686 Filed 12–16–15; 8:45 am]
BILLING CODE 8011–01–P
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–2015–118 on the subject
line.
13 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
15 15 U.S.C. 78s(b)(2)(B).
14 17
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E:\FR\FM\17DEN1.SGM
CFR 200.30–3(a)(12).
17DEN1
Agencies
[Federal Register Volume 80, Number 242 (Thursday, December 17, 2015)]
[Notices]
[Pages 78806-78808]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-31686]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76627; File No. SR-NYSEArca-2015-118]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Amending the NYSE
Arca Options Fee Schedule
December 11, 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 December 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 changes
effective December 1, 2015. 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.
[[Page 78807]]
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 December 1, 2015. Specifically, the
Exchange proposes (i) to increase certain Take Liquidity Fees charged;
(ii) to introduce an alternative qualification for Market Maker Monthly
Posting Credit Tiers and Qualifications For Executions in Penny Pilot
Issues and SPY; and (iii) to modify the Take Fee Discount
Qualification, as described below.
Transaction Fees for Taking Liquidity
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
non-Penny Pilot Issues (``Take Fees''). Currently, Non-Customers pay
Take Fees ranging from $0.92 to $0.94 per contract for electronic
executions, depending on account type. The Exchange proposes to charge
the same rate to all Non-Customers, and to raise that fee to $0.99 per
contract, which is within the range of fees charged by competing option
exchanges.\4\
---------------------------------------------------------------------------
\4\ For example, BOX assesses fees greater than $1.00 to non-
Customers for executions against Public Customer interest in non-
penny pilot options. See BOX Options fee schedule, available here,
https://boxexchange.com/assets/BOX_Fee_Schedule.pdf.
---------------------------------------------------------------------------
The Exchange also proposes to increase the Take Liquidity Fee for
Customers in Penny Pilot issues from $0.47 to $0.49, which is within
the range of fees charged by competing option exchanges.\5\
---------------------------------------------------------------------------
\5\ See, e.g., NASDAQ Options Market (``NOM'') price list,
available here, https://www.nasdaqtrader.com/Micro.aspx?id=optionsPricing (charging customers a $0.50 take
liquidity fee in Penny Pilot issues).
---------------------------------------------------------------------------
Take Liquidity Discount for Certain Market Participants
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 achieves one of
two alternative qualifications, either: At least 1.00% of Total
Industry Customer equity and exchange traded fund (``ETF'') option
average daily volume (``ADV'') from Customer and Professional Customer
Posted Orders in all Issues; or 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 either qualification is
$0.04 in Penny Pilot issues only. The Exchange proposes to reduce the
Take Fee Discount in Penny Pilot issues to $0.02 and to institute a
$0.05 Take Fee Discount in non-Penny Pilot issues.
Market Maker Monthly Posting Credit and Qualifications for Executions
in Penny Pilot Issues and SPY (``Posting Tiers'')
Finally, the Exchange proposes to add an alternative qualification
basis to achieve Super Tier II of the Posting Tiers.
Currently, a Market Maker may qualify for Super Tier II if it
achieves at least 1.60% of Total Industry Customer equity and ETF
option ADV from Market Maker orders in all issues, with at least 0.90%
of Total Industry Customer equity and ETF option ADV from Market Maker
Posted Orders in Penny Pilot and Non-Penny Pilot Issues.\6\ The
Exchange proposes that a Market Maker may also qualify for Super Tier
II it is [sic] achieves at least 1.60% of Total Industry Customer
equity and ETF option ADV from Customer and Professional Customer
orders in all issues, with at least 1.20% of Total Industry Customer
equity and ETF option ADV from Customer and Professional Customer
Posted Orders in all issues. If a Market Maker achieves either
qualification basis, it would receive the $0.42 posting credit for
executions in penny issues or SPY.
---------------------------------------------------------------------------
\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.
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\7\ in general, and furthers the
objectives of Sections 6(b)(4) and (5) of the Act,\8\ 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.
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
The Exchange believes the proposed Take Fees for Non-Customers are
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.\9\ 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 would not unfairly
discriminate because it applies equally to all Non-Customers who are
removing liquidity. The increased Take Fees for Customers in Penny
Pilot issues are reasonable because the proposed fees would generate
revenue that would help to support the credits and other incentives
offered for posting liquidity, and they are not unfairly discriminatory
because the fees for Customers are still at a rate lower than that
charged to non-Customers. In addition, the Exchange believes the
proposed Take Fees for Customers are 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\
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\9\ See supra n. 4.
\10\ See supra n. 5.
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The Exchange believes the changes to the Take Fee Discount for Non-
Customers are reasonable, equitable and non-discriminatory because it
would apply to both Penny Pilot and non-Penny Pilot issues, which would
incent 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 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.\11\
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\11\ 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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[[Page 78808]]
The Exchange believes that the proposed change to the Posting
Tiers, specifically adding an alternative basis to achieve Super Tier
II, is reasonable, equitable and not unfairly discriminatory because it
would impact all similarly situated OTPs that post electronic Customer
(and Professional Customer) executions on the Exchange equally, and
provides a reasonable alternative to qualify for Super Tier II posting
credit.
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,\12\ 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 would continue 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 Exchange also believes the proposed fee modifications
would 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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\12\ 15 U.S.C. 78f(b)(8).
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The increases in Take Liquidity fees would impact all affected
order types (i.e., Professional Customers, Firm, Broker Dealers) in
issues at the same rate. The proposed change to Super Tier II is
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) \13\ of the Act and subparagraph (f)(2) of Rule
19b-4 \14\ thereunder, because it establishes a due, fee, or other
charge imposed by the Exchange.
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\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 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) \15\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\15\ 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-2015-118 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.
All submissions should refer to File Number SR-NYSEArca-2015-118. 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 Section, 100 F Street
NE., Washington, DC 20549 on official business days between the hours
of 10:00 a.m. and 3:00 p.m. Copies of the filing will also be available
for inspection and copying at the 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-2015-118 and should
be submitted on or before January 7, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
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\16\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-31686 Filed 12-16-15; 8:45 am]
BILLING CODE 8011-01-P