Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Modifying the NYSE Amex Options Fee Schedule, 4350-4352 [2016-01391]
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Federal Register / Vol. 81, No. 16 / Tuesday, January 26, 2016 / Notices
(CIK No. 1335104), a void Delaware
corporation located in Boca Raton,
Florida with a class of securities
registered with the Commission
pursuant to Exchange Act Section 12(g)
because it is delinquent in its periodic
filings with the Commission, having not
filed any periodic reports since it filed
a Form 10–Q for the period ended
September 30, 2011. On February 19,
2015, Corporation Finance sent a
delinquency letter to VCRTQ requesting
compliance with its periodic filing
requirements but VCRTQ did not
receive the delinquency letter due to its
failure to maintain a valid address on
file with the Commission as required by
Commission rules (Rule 301 of
Regulation S–T, 17 CFR Section 232.301
and Section 5.4 of EDGAR Filer
Manual). As of January 13, 2016, the
common stock of VCRTQ was quoted on
OTC Link, had seven market makers,
and was eligible for the ‘‘piggyback’’
exception of Exchange Act Rule 15c2–
11(f)(3).
The Commission is of the opinion that
the public interest and the protection of
investors require a suspension of trading
in the securities of the above-listed
companies. Therefore, it is ordered,
pursuant to Section 12(k) of the
Securities Exchange Act of 1934, that
trading in the securities of the abovelisted companies is suspended for the
period from 9:30 a.m. EST on January
22, 2016, through 11:59 p.m. EST on
February 4, 2016.
the proposed rule change as described
in Items I, II, and III below, which Items
have been prepared by the Exchange.
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 modify the
NYSE Amex Options Fee Schedule
(‘‘Fee Schedule’’). The Exchange
proposes to implement the fee change
effective January 13, 2016.3 The
proposed 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.
[FR Doc. 2016–01613 Filed 1–22–16; 11:15 am]
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
BILLING CODE 8011–01–P
1. Purpose
By the Commission.
Jill M. Peterson,
Assistant Secretary.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76935; File No. SR–
NYSEMKT–2016–09]
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Modifying the NYSE
Amex Options Fee Schedule
mstockstill on DSK4VPTVN1PROD with NOTICES
January 20, 2016.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on January
13, 2016, NYSE MKT LLC (the
‘‘Exchange’’ or ‘‘NYSE MKT’’) filed with
the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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The purpose of this filing is to amend
Sections I. A., C. and E of the Fee
Schedule to adjust fees and credits
payable, effective on January 13, 2016.
Section I.A. of the Fee Schedule sets
forth the rates for Standard Option
transactions. The Exchange is proposing
to increase rates per contract for
Electronic transactions. Specifically, the
Exchange proposes to increase rates for
Electronic transactions in issues in the
Penny Pilot program from $0.44 to $0.50
for Broker Dealers, Professional
Customers and Non-NYSE Amex
Options Market Makers; from $0.34 to
$0.42 for Firms; and $0.23 to $0.25 for
DOMMs, e-Specialists, NYSE Amex
Options Market Makers and Specialists.
These rates are competitive with rates
3 The Exchange originally filed this proposed rule
change on January 04, 2016 under File No. SR–
NYSEMKT–2016–01. The Exchange subsequently
withdrew that filing on January 13, 2016 and filed
this proposed rule change.
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being charged on other exchanges for
Electronic executions in Penny Pilot
issues.4
The Exchange also proposes to
increase rates per contract for Electronic
transactions in issues that are not part
of the Penny Pilot program from $0.58
to $0.75 for Broker Dealers, Firms,
Professional Customers and Non-NYSE
Amex Options Market Makers; and
$0.23 to $0.25 for DOMMs, eSpecialists, NYSE Amex Options Market
Makers and Specialists. These rates are
competitive with rates being charged on
other exchanges for Electronic
executions in non-Penny Pilot issues.5
Section I.C. of the Fee Schedule
currently provides a discount to NYSE
Amex Options Market Maker
transaction fees based on a sliding
volume scale (the ‘‘Sliding Scale’’ [sic].6
Specifically, an NYSE Amex Options
Market Maker that has monthly volume
on the Exchange of 0.10% or less of total
4 For example, Miami Securities International
Exchange, LLC (‘‘MIAX’’) charges $0.45 to firms and
$0.47 to non-MIAX market makers, broker dealers
and public customers other than priority customers
for execution in Penny Pilot issues (see MIAX fee
schedule, available here, https://www.miaxoptions.
com/content/fees); and NASDAQ OMX PHLX LLC
(‘‘PHLX’’) charges $0.48 to professional customers,
broker dealers and firms for execution in Penny
Pilot issues (see PHLX fee schedule, available here,
https://www.nasdaqtrader.com/Micro.aspx?id=PHLX
Pricing). In addition, NYSE Arca, Inc. (‘‘NYSE
Arca’’), NASDAQ Options Market LLC (‘‘NOM’’)
and BATS BZX Exchange (‘‘BATS’’) all charge a
$0.50 take fee for removing liquidity in Penny Pilot
issues. See NYSE Arca fee schedule, available here,
https://www.nyse.com/publicdocs/nyse/markets/
arca-options/NYSE_Arca_Options_Fee_
Schedule.pdf; NOM fee schedule, available here,
https://www.nasdaqtrader.com/Micro.aspx?id=
OptionsPricing; and BATS fee schedule, available
here, https://www.batsoptions.com/support/fee_
schedule/.
5 For example, MIAX charges $0.29 to MIAX
market makers and $0.75 to non-MIAX market
makers, firms, broker dealers and public customers
other than priority customers for executions in nonPenny Pilot issues (see id., MIAX fee schedule);
PHLX charges $0.25 to specialists and market
makers and $0.75 to professional customers, broker
dealers and firms per execution in Non-Penny
issues (see id., PHLX fee schedule); and CBOE
charges $0.75 to broker dealers, non-CBOE market
makers and professionals per execution in nonPenny Pilot issues (see The Chicago Board Options
Exchange, Inc. (‘‘CBOE’’) fee schedule, https://www.
cboe.com/publish/feeschedule/CBOEFee
Schedule.pdf). In addition, the BOX Options
Exchange, LLC (‘‘BOX’’) assesses fees greater than
$1.00 to non-Customers for executions against
Public Customer interest in non-Penny Pilot issues
and NYSE Arca charges a $0.99 take fee to lead
market makers, market makers, firms and broker
dealers for executions in non-Penny Pilot issues.
See NYSE Arca fee schedule, available here, https://
www.nyse.com/publicdocs/nyse/markets/arcaoptions/NYSE_Arca_Options_Fee_Schedule.pdf;
and BOX fee schedule, available here, https://box
exchange.com/assets/BOX_Fee_Schedule.pdf.
6 See Fee Schedule, Section I.C.(NYSE Amex
Options Market Maker Sliding Scale—Electronic),
available here, https://www.nyse.com/publicdocs/
nyse/markets/amex-options/NYSE_Amex_Options_
Fee_Schedule.pdf.
E:\FR\FM\26JAN1.SGM
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Federal Register / Vol. 81, No. 16 / Tuesday, January 26, 2016 / Notices
mstockstill on DSK4VPTVN1PROD with NOTICES
industry Customer equity and exchange
traded fund (‘‘ETF’’) options volume 7 is
charged a base rate of $0.23 and, these
same market participants, upon
reaching certain volume thresholds, or
Tiers, receive a reduction of this per
contract rate.8 The Exchange is
proposing to raise these rates across all
Tiers by $0.02, which is competitive
with base rates charged to market
makers on other exchanges.9 In
addition, the Exchange is proposing to
eliminate Tier 7 because Market Makers
were not availing themselves of this
Tier. With this change, Tier 6 would be
the highest achievable Tier available to
Market Makers that achieved Electronic
volume of greater than 1.75% total
industry Customer equity and ETF in a
given month. Finally, the Exchange is
proposing to offer an alternative means
for Market Makers to qualify for the
reduced per contract rate charged at
each Tier of the Sliding Scale which is
currently available to Market Makers
that execute posting volumes in excess
of 0.85% of Industry Customer Equity
and ETF Option Volume.10 The
Exchange proposes to make the Sliding
Scale rates available to those Market
Makers participating in either of the
Prepayment Programs offered by the
Exchange.11
Section I.E. of the Fee Schedule
describes the Exchange’s ACE Program,
which features five tiers expressed as a
percentage of total industry Customer
equity and ETF option average daily
volume and provides two alternative
methods through which Order Flow
Providers may receive per contract
credits for Electronic Customer volume
that the OFP, as agent, submits to the
7 The volume thresholds are based on an NYSE
Amex Options 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.
8 In calculating an NYSE Amex Options Market
Maker Electronic volumes, the Exchange excludes
any volumes attributable to Mini Options, QCC
trades, CUBE Auctions, and Strategy Execution Fee
Caps, as these transactions are subject to separate
pricing described in Fee Schedule Sections I.B., I.F.,
I.G., and I.J, respectively. See Fee Schedule, Section
I.C, supra n. 6.
9 See supra nn. 4, 5.
10 See supra n. 8.
11 The Commission notes that, consistent with
this change, the Exchange proposes to add crossreferences to Section I.C. in Section I.D. of the Fee
Schedule. See Fee Schedule, Section I.D.
(describing both the 1- and 3- year Prepayment
Programs), see supra n. 6.
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Exchange. The Exchange is proposing
two amendments to Tier 2 of the
Program. First, the Exchange proposes
to increase the base rebate (i.e.,
Customer Volume Credits not tied to
either Prepayment Program) from $0.13
to $0.14. Second, the Exchange proposes
to offer an additional method for which
OFPs can qualify for Tier 2. Specifically,
as proposed, an ATP Holder may qualify
for Tier 2 by increasing Customer
Electronic ADV by 0.35% or more of
Industry Customer Equity and ETF
Options ADV from its volumes in
October 2015. The Exchange’s proposal
is intended to incentivize OFPs to
increase its [sic] Customer Electronic
volumes even if they do not have the
volumes equating to 0.60% Industry
Customer Equity and ETF Options ADV
(the current qualification basis to meet
Tier 2).
discriminatory because it may
encourage additional market making
firms to participate in one of these
Programs, which could result in
increased capital (and resulting
liquidity) being committed to the
Exchange to the benefit of all market
participants. The proposed change
would also incentivize Market Makers
already enrolled in a Prepayment
Program to increase posted liquidity on
the Exchange, which would benefit all
Exchange participants, including ATP
Holders, through increased
opportunities to trade as well as
enhancing price discovery. The
Exchange also believes that eliminating
Tier 7 from the Sliding Scale is
reasonable, equitable and not unfairly
discriminatory because it removes an
incentive that was never utilized,
thereby adding clarity and transparency
to the Fee Schedule.
2. Statutory Basis
Finally, the Exchange believes that
The Exchange believes that the
the proposed changes to the ACE
proposed rule change is consistent with Program are reasonable, equitable and
Section 6(b) of the Act,12 in general, and not unfairly discriminatory because the
furthers the objectives of Sections
credits offered are based on the amount
6(b)(4) and (5) of the Act,13 in particular, of business transacted on the Exchange.
because it provides for the equitable
The Exchange believes the proposal to
allocation of reasonable dues, fees, and
enable ATP Holders to be eligible for
other charges among its members,
Tier 2 based on an increase in volume
issuers and other persons using its
over their October 2015 volume is
facilities and does not unfairly
reasonable, equitable and not unfairly
discriminate between customers,
discriminatory because it encourages
issuers, brokers or dealers.
ATP Holders to maintain increased
The Exchange believes the proposed
volumes executed on the Exchange.
change to the transaction rates for
Moreover, the proposed alternative basis
Electronic transactions are reasonable,
for achieving Tier 2 would enable those
equitable and not unfairly
ATP Holders that are otherwise
discriminatory because the rates are
ineligible for the ACE Program tiers (i.e.,
competitive with fees charged by other
because of insufficient monthly volume)
exchanges and are designed to attract
to qualify by increasing or ‘‘stepping
(and compete for) order flow to the
up’’ their own volume executed on the
Exchange, which provides a greater
Exchange. The Exchange notes that
opportunity for trading by all market
offering so-called ‘‘step up’’ pricing or
participants.14
tiers that use a particular month as a
The Exchange believes the proposed
benchmark for incentives is not new or
change to the reduce [sic] rates per
novel.16
contract on the Sliding Scale are
In addition, the Exchange believes
reasonable, equitable and not unfairly
that the proposed amendments to the
discriminatory because the rates are
ACE Program are reasonable, equitable
competitive with fees charged by other
and not unfairly discriminatory because
exchanges and are designed to attract
they would enhance the incentives to
(and compete for) order flow to the
Order Flow Providers to transact
Exchange, which provides a greater
Customer orders on the Exchange,
opportunity for trading by all market
participants.15 In addition, the
16 See BATS fee schedule, available here,
Exchange believes that the proposal to
https://www.batsoptions.com/support/fee_schedule/
make all Market Makers participating in (offering a ‘‘Customer Step-Up Volume Tier’’ based
on a member achieving ‘‘Options Step-Up Add
one of the Exchange’s Prepayment
TCV’’ as well as ‘‘NBBO Setter Tiers.). See, e.g.,
Programs eligible to avail themselves of
Securities and Exchange Release No. 76411
the Sliding Scale is reasonable,
(November 10, 2015), 80 FR 71892, 71893
(November 17, 2015) (SR–BATS–2015–98) (among
equitable and not unfairly
12 15
U.S.C. 78f(b).
13 15 U.S.C. 78f(b)(4) and (5).
14 See supra nn. 4, 5.
15 See supra nn. 4, 5.
PO 00000
Frm 00107
Fmt 4703
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other changes, adopting a Step-Up Volume Tier,
which BATS characterized as being ‘‘[s]imilar to
other pricing where the Exchange seeks to
incentivize growth by providing tiered pricing
based on a Member’s participation increase over
time’’).
E:\FR\FM\26JAN1.SGM
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Federal Register / Vol. 81, No. 16 / Tuesday, January 26, 2016 / Notices
which would benefit all market
participants by providing more trading
opportunities and tighter spreads, even
to those market participants that do not
participate in the ACE Program.
Additionally, the Exchange believes the
proposed changes to the ACE Program
are consistent with the Act because they
may attract greater volume and liquidity
to the Exchange, which would benefit
all market participants by providing
tighter quoting and better prices, all of
which perfects the mechanism for a free
and open market and national market
system.
For these reasons, the Exchange
believes that the proposal is consistent
with the Act.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
mstockstill on DSK4VPTVN1PROD with NOTICES
In accordance with Section 6(b)(8) of
the Act,17 the Exchange does not believe
that the proposed rule change will
impose any burden on competition that
is not necessary or appropriate in
furtherance of the purposes of the Act.
The Exchange acknowledges that the
proposed changes relating to transaction
charges and/or credits, including the
Sliding Scale and ACE Program, may
increase both intermarket and
intramarket competition by incenting
participants to direct their orders to the
Exchange, which will enhance the
quality of quoting and may increase the
volume of contracts traded on the
Exchange. To the extent this purpose is
achieved, the Exchange believes the
proposed amendments are procompetitive and any resulting increase
in volume and liquidity to the Exchange
would benefit all of Exchange
participants through increased
opportunities to trade as well as
enhancing price discovery.
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) 18 of the Act and
subparagraph (f)(2) of Rule 19b–4 19
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) 20 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–
NYSEMKT–2016–09 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–NYSEMKT–2016–09. 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
18 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
20 15 U.S.C. 78s(b)(2)(B).
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of 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–
NYSEMKT–2016–09, and should be
submitted on or before February 16,
2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.21
Brent J. Fields,
Secretary.
[FR Doc. 2016–01391 Filed 1–25–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[SEC File No. 270–330, OMB Control No.
3235–0645]
Submission for OMB Review;
Comment Request
Upon Written Request Copies Available
From: Securities and Exchange
Commission, Office of FOIA Services,
100 F Street NE., Washington, DC
20549–2736.
Extension:
Interactive Data
Notice is hereby given that, pursuant
to the Paperwork Reduction Act of 1995
(44 U.S.C. 3501 et seq.), the Securities
and Exchange Commission
(‘‘Commission’’) has submitted to the
Office of Management and Budget this
request for extension of the previously
approved collection of information
discussed below.
The ‘‘Interactive Data’’ collection of
information requires issuers filing
registration statements under the
Securities Act of 1933 (15 U.S.C. 77a et
seq.) and reports under the Securities
Exchange Act of 1934 (15 U.S.C. 78a et
seq.) to submit specified financial
information to the Commission and post
it on their corporate Web sites, if any,
in interactive data format using
19 17
17 15
U.S.C. 78f(b)(8).
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21 17
E:\FR\FM\26JAN1.SGM
CFR 200.30–3(a)(12).
26JAN1
Agencies
[Federal Register Volume 81, Number 16 (Tuesday, January 26, 2016)]
[Notices]
[Pages 4350-4352]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-01391]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76935; File No. SR-NYSEMKT-2016-09]
Self-Regulatory Organizations; NYSE MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed Rule Change Modifying the NYSE Amex
Options Fee Schedule
January 20, 2016.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on January 13, 2016, NYSE MKT LLC (the ``Exchange'' or ``NYSE MKT'')
filed with the Securities and Exchange Commission (``SEC'' or
``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to modify the NYSE Amex Options Fee Schedule
(``Fee Schedule''). The Exchange proposes to implement the fee change
effective January 13, 2016.\3\ The proposed 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.
---------------------------------------------------------------------------
\3\ The Exchange originally filed this proposed rule change on
January 04, 2016 under File No. SR-NYSEMKT-2016-01. The Exchange
subsequently withdrew that filing on January 13, 2016 and filed this
proposed rule change.
---------------------------------------------------------------------------
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 Sections I. A., C. and E of
the Fee Schedule to adjust fees and credits payable, effective on
January 13, 2016.
Section I.A. of the Fee Schedule sets forth the rates for Standard
Option transactions. The Exchange is proposing to increase rates per
contract for Electronic transactions. Specifically, the Exchange
proposes to increase rates for Electronic transactions in issues in the
Penny Pilot program from $0.44 to $0.50 for Broker Dealers,
Professional Customers and Non-NYSE Amex Options Market Makers; from
$0.34 to $0.42 for Firms; and $0.23 to $0.25 for DOMMs, e-Specialists,
NYSE Amex Options Market Makers and Specialists. These rates are
competitive with rates being charged on other exchanges for Electronic
executions in Penny Pilot issues.\4\
---------------------------------------------------------------------------
\4\ For example, Miami Securities International Exchange, LLC
(``MIAX'') charges $0.45 to firms and $0.47 to non-MIAX market
makers, broker dealers and public customers other than priority
customers for execution in Penny Pilot issues (see MIAX fee
schedule, available here, https://www.miaxoptions.com/content/fees);
and NASDAQ OMX PHLX LLC (``PHLX'') charges $0.48 to professional
customers, broker dealers and firms for execution in Penny Pilot
issues (see PHLX fee schedule, available here, https://www.nasdaqtrader.com/Micro.aspx?id=PHLXPricing). In addition, NYSE
Arca, Inc. (``NYSE Arca''), NASDAQ Options Market LLC (``NOM'') and
BATS BZX Exchange (``BATS'') all charge a $0.50 take fee for
removing liquidity in Penny Pilot issues. See NYSE Arca fee
schedule, available here, https://www.nyse.com/publicdocs/nyse/markets/arca-options/NYSE_Arca_Options_Fee_Schedule.pdf; NOM fee
schedule, available here, https://www.nasdaqtrader.com/Micro.aspx?id=OptionsPricing; and BATS fee schedule, available here,
https://www.batsoptions.com/support/fee_schedule/.
---------------------------------------------------------------------------
The Exchange also proposes to increase rates per contract for
Electronic transactions in issues that are not part of the Penny Pilot
program from $0.58 to $0.75 for Broker Dealers, Firms, Professional
Customers and Non-NYSE Amex Options Market Makers; and $0.23 to $0.25
for DOMMs, e-Specialists, NYSE Amex Options Market Makers and
Specialists. These rates are competitive with rates being charged on
other exchanges for Electronic executions in non-Penny Pilot issues.\5\
---------------------------------------------------------------------------
\5\ For example, MIAX charges $0.29 to MIAX market makers and
$0.75 to non-MIAX market makers, firms, broker dealers and public
customers other than priority customers for executions in non-Penny
Pilot issues (see id., MIAX fee schedule); PHLX charges $0.25 to
specialists and market makers and $0.75 to professional customers,
broker dealers and firms per execution in Non-Penny issues (see id.,
PHLX fee schedule); and CBOE charges $0.75 to broker dealers, non-
CBOE market makers and professionals per execution in non-Penny
Pilot issues (see The Chicago Board Options Exchange, Inc.
(``CBOE'') fee schedule, https://www.cboe.com/publish/feeschedule/CBOEFeeSchedule.pdf). In addition, the BOX Options Exchange, LLC
(``BOX'') assesses fees greater than $1.00 to non-Customers for
executions against Public Customer interest in non-Penny Pilot
issues and NYSE Arca charges a $0.99 take fee to lead market makers,
market makers, firms and broker dealers for executions in non-Penny
Pilot issues. See NYSE Arca fee schedule, available here, https://www.nyse.com/publicdocs/nyse/markets/arca-options/NYSE_Arca_Options_Fee_Schedule.pdf; and BOX fee schedule, available
here, https://boxexchange.com/assets/BOX_Fee_Schedule.pdf.
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Section I.C. of the Fee Schedule currently provides a discount to
NYSE Amex Options Market Maker transaction fees based on a sliding
volume scale (the ``Sliding Scale'' [sic].\6\ Specifically, an NYSE
Amex Options Market Maker that has monthly volume on the Exchange of
0.10% or less of total
[[Page 4351]]
industry Customer equity and exchange traded fund (``ETF'') options
volume \7\ is charged a base rate of $0.23 and, these same market
participants, upon reaching certain volume thresholds, or Tiers,
receive a reduction of this per contract rate.\8\ The Exchange is
proposing to raise these rates across all Tiers by $0.02, which is
competitive with base rates charged to market makers on other
exchanges.\9\ In addition, the Exchange is proposing to eliminate Tier
7 because Market Makers were not availing themselves of this Tier. With
this change, Tier 6 would be the highest achievable Tier available to
Market Makers that achieved Electronic volume of greater than 1.75%
total industry Customer equity and ETF in a given month. Finally, the
Exchange is proposing to offer an alternative means for Market Makers
to qualify for the reduced per contract rate charged at each Tier of
the Sliding Scale which is currently available to Market Makers that
execute posting volumes in excess of 0.85% of Industry Customer Equity
and ETF Option Volume.\10\ The Exchange proposes to make the Sliding
Scale rates available to those Market Makers participating in either of
the Prepayment Programs offered by the Exchange.\11\
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\6\ See Fee Schedule, Section I.C.(NYSE Amex Options Market
Maker Sliding Scale--Electronic), available here, https://www.nyse.com/publicdocs/nyse/markets/amex-options/NYSE_Amex_Options_Fee_Schedule.pdf.
\7\ The volume thresholds are based on an NYSE Amex Options
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.
\8\ In calculating an NYSE Amex Options Market Maker Electronic
volumes, the Exchange excludes any volumes attributable to Mini
Options, QCC trades, CUBE Auctions, and Strategy Execution Fee Caps,
as these transactions are subject to separate pricing described in
Fee Schedule Sections I.B., I.F., I.G., and I.J, respectively. See
Fee Schedule, Section I.C, supra n. 6.
\9\ See supra nn. 4, 5.
\10\ See supra n. 8.
\11\ The Commission notes that, consistent with this change, the
Exchange proposes to add cross-references to Section I.C. in Section
I.D. of the Fee Schedule. See Fee Schedule, Section I.D. (describing
both the 1- and 3- year Prepayment Programs), see supra n. 6.
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Section I.E. of the Fee Schedule describes the Exchange's ACE
Program, which features five tiers expressed as a percentage of total
industry Customer equity and ETF option average daily volume and
provides two alternative methods through which Order Flow Providers may
receive per contract credits for Electronic Customer volume that the
OFP, as agent, submits to the Exchange. The Exchange is proposing two
amendments to Tier 2 of the Program. First, the Exchange proposes to
increase the base rebate (i.e., Customer Volume Credits not tied to
either Prepayment Program) from $0.13 to $0.14. Second, the Exchange
proposes to offer an additional method for which OFPs can qualify for
Tier 2. Specifically, as proposed, an ATP Holder may qualify for Tier 2
by increasing Customer Electronic ADV by 0.35% or more of Industry
Customer Equity and ETF Options ADV from its volumes in October 2015.
The Exchange's proposal is intended to incentivize OFPs to increase its
[sic] Customer Electronic volumes even if they do not have the volumes
equating to 0.60% Industry Customer Equity and ETF Options ADV (the
current qualification basis to meet Tier 2).
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\12\ in general, and furthers the
objectives of Sections 6(b)(4) and (5) of the Act,\13\ 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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\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(4) and (5).
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The Exchange believes the proposed change to the transaction rates
for Electronic transactions are reasonable, equitable and not unfairly
discriminatory because the rates 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.\14\
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\14\ See supra nn. 4, 5.
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The Exchange believes the proposed change to the reduce [sic] rates
per contract on the Sliding Scale are reasonable, equitable and not
unfairly discriminatory because the rates 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.\15\ In addition, the Exchange
believes that the proposal to make all Market Makers participating in
one of the Exchange's Prepayment Programs eligible to avail themselves
of the Sliding Scale is reasonable, equitable and not unfairly
discriminatory because it may encourage additional market making firms
to participate in one of these Programs, which could result in
increased capital (and resulting liquidity) being committed to the
Exchange to the benefit of all market participants. The proposed change
would also incentivize Market Makers already enrolled in a Prepayment
Program to increase posted liquidity on the Exchange, which would
benefit all Exchange participants, including ATP Holders, through
increased opportunities to trade as well as enhancing price discovery.
The Exchange also believes that eliminating Tier 7 from the Sliding
Scale is reasonable, equitable and not unfairly discriminatory because
it removes an incentive that was never utilized, thereby adding clarity
and transparency to the Fee Schedule.
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\15\ See supra nn. 4, 5.
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Finally, the Exchange believes that the proposed changes to the ACE
Program are reasonable, equitable and not unfairly discriminatory
because the credits offered are based on the amount of business
transacted on the Exchange. The Exchange believes the proposal to
enable ATP Holders to be eligible for Tier 2 based on an increase in
volume over their October 2015 volume is reasonable, equitable and not
unfairly discriminatory because it encourages ATP Holders to maintain
increased volumes executed on the Exchange. Moreover, the proposed
alternative basis for achieving Tier 2 would enable those ATP Holders
that are otherwise ineligible for the ACE Program tiers (i.e., because
of insufficient monthly volume) to qualify by increasing or ``stepping
up'' their own volume executed on the Exchange. The Exchange notes that
offering so-called ``step up'' pricing or tiers that use a particular
month as a benchmark for incentives is not new or novel.\16\
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\16\ See BATS fee schedule, available here, https://www.batsoptions.com/support/fee_schedule/ (offering a ``Customer
Step-Up Volume Tier'' based on a member achieving ``Options Step-Up
Add TCV'' as well as ``NBBO Setter Tiers.). See, e.g., Securities
and Exchange Release No. 76411 (November 10, 2015), 80 FR 71892,
71893 (November 17, 2015) (SR-BATS-2015-98) (among other changes,
adopting a Step-Up Volume Tier, which BATS characterized as being
``[s]imilar to other pricing where the Exchange seeks to incentivize
growth by providing tiered pricing based on a Member's participation
increase over time'').
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In addition, the Exchange believes that the proposed amendments to
the ACE Program are reasonable, equitable and not unfairly
discriminatory because they would enhance the incentives to Order Flow
Providers to transact Customer orders on the Exchange,
[[Page 4352]]
which would benefit all market participants by providing more trading
opportunities and tighter spreads, even to those market participants
that do not participate in the ACE Program. Additionally, the Exchange
believes the proposed changes to the ACE Program are consistent with
the Act because they may attract greater volume and liquidity to the
Exchange, which would benefit all market participants by providing
tighter quoting and better prices, all of which perfects the mechanism
for a free and open market and national market system.
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,\17\ the Exchange
does not believe that the proposed rule change will impose any burden
on competition that is not necessary or appropriate in furtherance of
the purposes of the Act. The Exchange acknowledges that the proposed
changes relating to transaction charges and/or credits, including the
Sliding Scale and ACE Program, may increase both intermarket and
intramarket competition by incenting participants to direct their
orders to the Exchange, which will enhance the quality of quoting and
may increase the volume of contracts traded on the Exchange. To the
extent this purpose is achieved, the Exchange believes the proposed
amendments are pro-competitive and any resulting increase in volume and
liquidity to the Exchange would benefit all of Exchange participants
through increased opportunities to trade as well as enhancing price
discovery.
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\17\ 15 U.S.C. 78f(b)(8).
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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) \18\ of the Act and subparagraph (f)(2) of Rule
19b-4 \19\ thereunder, because it establishes a due, fee, or other
charge imposed by the Exchange.
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\18\ 15 U.S.C. 78s(b)(3)(A).
\19\ 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) \20\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\20\ 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-NYSEMKT-2016-09 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-NYSEMKT-2016-09.
This file number should be included on the subject line if email is
used. To help the Commission process and review your comments more
efficiently, please use only one method. The Commission will post all
comments on the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments,
all written statements with respect to the proposed rule change that
are filed with the Commission, and all written communications relating
to the proposed rule change between the Commission and any person,
other than those that may be withheld from the public in accordance
with the provisions of 5 U.S.C. 552, will be available for Web site
viewing and printing in the Commission's Public Reference Room, 100 F
Street NE., Washington, DC 20549 on official business days between the
hours of 10:00 a.m. and 3:00 p.m. Copies of the filing 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-
NYSEMKT-2016-09, and should be submitted on or before February 16,
2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\21\
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\21\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2016-01391 Filed 1-25-16; 8:45 am]
BILLING CODE 8011-01-P