Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend the NYSE Arca Equities Schedule of Fees and Charges for Exchange Services, 8548-8550 [2016-03387]
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8548
Federal Register / Vol. 81, No. 33 / Friday, February 19, 2016 / Notices
accessed via the Commission’s Web site
(https://www.prc.gov).
The Commission appoints Kenneth R.
Moeller to serve as Public
Representative in this docket.
III. Ordering Paragraphs
It is ordered:
1. The Commission establishes Docket
No. CP2016–100 for consideration of the
matters raised by the Postal Service’s
Notice.
2. Pursuant to 39 U.S.C. 505, Kenneth
R. Moeller is appointed to serve as an
officer of the Commission to represent
the interests of the general public in this
proceeding (Public Representative).
3. Comments are due no later than
February 22, 2016.
4. The Secretary shall arrange for
publication of this order in the Federal
Register.
By the Commission.
Stacy L. Ruble,
Secretary.
BILLING CODE 7710–FW–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77124; File No. SR–
NYSEArca–2016–18]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the NYSE Arca
Equities Schedule of Fees and
Charges for Exchange Services
February 12, 2016.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
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 February
1, 2016, 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 the Substance
of the Proposed Rule Change
The Exchange proposes to amend the
NYSE Arca Equities Schedule of Fees
and Charges for Exchange Services
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
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17:59 Feb 18, 2016
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II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[FR Doc. 2016–03431 Filed 2–18–16; 8:45 am]
1 15
(‘‘Fee Schedule’’). The Exchange
proposes to implement the fee changes
effective February 1, 2016. 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.
1. Purpose
On February 1, 2016,4 the Exchange is
scheduled to commence the
implementation of Pillar, the Exchange’s
proposed new technology trading
platform.5 Pillar is the integrated trading
technology platform designed to use a
single specification for connection to
the equities and options markets
operated by NYSE Arca and its
affiliates, New York Stock Exchange
LLC and NYSE MKT LLC. NYSE Arca
Equities will be the first trading system
to migrate to Pillar. Securities traded on
the Exchange will be migrated from the
current trading platform to Pillar in
phases. The Exchange is proposing that
the current Fee Schedule, which applies
to all securities traded on the Exchange,
will also apply to securities that migrate
4 The Commission notes that, according to the
Exchange, the implementation of Pillar is now
scheduled to begin on February 22, 2016. See NYSE
Arca Trader Update, NYSE Pillar: Phase I Test and
Launch Date (January 27, 2016), available at https://
www.nyse.com/publicdocs/nyse/markets/nyse/
Pillar_Phase_I_Launch_Date_Move.pdf.
5 See Securities Exchange Act Release Nos. 74951
(May 13, 2015), 80 FR 28721 (May 19, 2015)
(Notice) and 75494 (July 20, 2015), 80 FR 44170
(July 24, 2015) (Order) (SR–NYSEArca–2015–38)
(‘‘Pillar I Filing’’); 75497 (July 21, 2015), 80 FR
45022 (July 28, 2015) (Notice) and 76267 (Oct. 26,
2015), 80 FR 66951 (Oct. 30, 2015) (Order) (SR–
NYSEArca–2015–56)(‘‘Pillar II Filing’’); 75467 (July
16, 2015), 80 FR 43515 (July 22, 2015) (Notice) and
76198 (Oct. 20, 2015), 80 FR 65274 (Oct. 26, 2015)
(Order) (SR–NYSEArca–2015–58) (‘‘Pillar III
Filing’’); and 76085 (Oct. 6, 2015), 80 FR 61513
(Oct. 13, 2015) (Notice) and 76869 (Jan. 11, 2016)
(Order) (SR–NYSEArca–2015–86) (‘‘Pillar Auction
Filing’’).
PO 00000
Frm 00075
Fmt 4703
Sfmt 4703
to Pillar. To that end, the Exchange
proposes to explicitly state in the
current Fee Schedule that it will also
apply to securities traded on Pillar.
Mid-Point Passive Liquidity Order—
Securities $1.00 and Greater
The Exchange currently provides per
share credits under Tier 1, Tier 2 and
Basic Rates 6 for Mid-Point Passive
Liquidity (‘‘MPL’’) Orders that provide
liquidity based on the Average Daily
Volume (‘‘ADV’’) of provided liquidity
in MPL Orders for Tape A, Tape B and
Tape C Securities combined (‘‘MPL
Adding ADV’’). Specifically, for ETP
Holders and Market Makers that have
MPL Adding ADV during a billing
month of at least 3 million shares, the
Exchange provides a credit of $0.0015
for Tape A Securities, $0.0020 for Tape
B Securities and $0.0025 per share for
Tape C Securities. For ETP Holders and
Market Makers with MPL Adding ADV
during a billing month of at least 1.5
million shares but less than 3 million
shares, the Exchange provides a credit
of $0.0015 for Tape A, Tape B and Tape
C Securities. For ETP Holders and
Market Makers with MPL Adding ADV
during a billing month of less than 1.5
million shares, the Exchange provides a
credit of $0.0010 for Tape A, Tape B and
Tape C Securities. The Exchange also
currently charges a fee of $0.0030 per
share for MPL Orders in Tape A, Tape
B and Tape C Securities that remove
liquidity from the Exchange that are not
designated as ‘‘Retail Orders.’’ 7 In
addition, MPL Orders removing
liquidity from the Exchange that are
designated as Retail Orders are not
currently subject to a fee. On Pillar,
6 Tier 1 applies to ETP Holders and Market
Makers (1) that provide liquidity an average daily
share volume per month of 0.70% or more of the
US CADV. Tier 2 applies to ETP Holders and
Market Makers that provide liquidity an average
daily share volume per month of 0.30% or more,
but less than 0.70% of the US CADV. Basic Rates
apply when tier rates do not apply. US CADV
means United States Consolidated Average Daily
Volume for transactions reported to the
Consolidated Tape, excluding odd lots through
January 31, 2014 (except for purposes of Lead
Market Maker pricing), and excludes volume on
days when the market closes early and on the date
of the annual reconstitution of the Russell
Investments Indexes. Transactions that are not
reported to the Consolidated Tape are not included
in US CADV.
7 Retail Orders are defined in the Fee Schedule as
orders designated as retail orders and that meet the
requirements of Rule 7.44(a)(3), but that are not
executed in the Retail Liquidity Program. The Retail
Liquidity Program is a pilot program designed to
attract additional retail order flow to the Exchange
for NYSE Arca-listed securities and securities
traded pursuant to unlisted trading privileges while
also providing the potential for price improvement
to such order flow. See Rule 7.44. See Securities
Exchange Act Release No. 71176 (December 23,
2013), 78 FR 79524 (December 30, 2013) (SR–
NYSEArca–2013–107).
E:\FR\FM\19FEN1.SGM
19FEN1
Federal Register / Vol. 81, No. 33 / Friday, February 19, 2016 / Notices
Mid-Point Passive Liquidity Order is
named Mid-Point Liquidity Order and
the Exchange proposes to note this
name change in each of the Tier 1, Tier
2 and Basic Rates sections of the Fee
Schedule in which fees and credits for
Mid-Point Passive Liquidity Orders are
described. The Exchange is not
proposing any change to the fees
charged or credits provides [sic] for
Mid-Point Passive Liquidity Orders (and
for Mid-Point Liquidity Orders on
Pillar) in securities priced $1.00 and
greater.
Orders designated as retail orders for
securities traded on Pillar would need
to meet the requirements of Rule
7.44P(a)(3) and the Exchange proposes
to amend the Fee Schedule to note the
application of Rule 7.44P to such
securities.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
Opening Auction—Securities $1.00 and
Greater
The Fee Schedule currently provides
that a fee of $0.0015 per share is charged
for certain orders executed in the
Opening Auction. The order types that
may trade in these auctions include
Market Orders and Auction-Only
Orders.8 This fee is capped at $20,000
per month per Equity Trading Permit ID.
On Pillar, the Opening Auction is
named the Early Open Auction and the
Exchange proposes to note this name
change in each of the Tier 1, Tier 2 and
Basic Rates sections of the Fee Schedule
in which fees for trades in the Early
Open Auction are described. The
Exchange is not proposing any change
to the fees charged for orders executed
in the Opening Auction (and in the
Early Open Auction on Pillar) in
securities priced $1.00 and greater.
Market Order Auction—Securities $1.00
and Greater
The Fee Schedule currently provides
that a fee of $0.0015 per share is charged
for certain orders executed in the
Market Order Auction. The order types
that may trade in these auctions include
Market Orders and Auction-Only
Orders. This fee is capped at $20,000
per month per Equity Trading Permit ID.
On Pillar, the Market Order Auction is
named the Core Open Auction and the
Exchange proposes to note this name
change in each of the Tier 1, Tier 2 and
Basic Rates sections of the Fee Schedule
in which fees for trades in the Core
Open Auction are described. The
8 See NYSE Arca Equities Rule 7.31(c). An
Auction-Only order is executable during the next
auction following entry of the order. If the AuctionOnly Order is not executed in the auction, the
balance is cancelled. Auction-Only orders are only
available for auctions that take place on the
Exchange and are not routed to other exchanges.
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8549
Exchange is not proposing any change
to the fees charged for orders executed
in the Market Order Auction (and in the
Core Open Auction on Pillar) in
securities priced $1.00 and greater.
and Credits. The Exchange is not
proposing any change to the credit
provided to LMMs for Passive Liquidity
Orders (and for Non-Displayed Limit
Orders on Pillar).
Market Order Auction—Securities Less
Than $1.00
The Fee Schedule currently provides
that a fee of 0.1% of the total dollar
value will be charged for round lot and
odd lot executions of securities priced
below $1.00 that take place during a
Market Order Auction. On Pillar, the
Market Order Auction is named the
Core Open Auction and the Exchange
proposes to note this name change. The
Exchange is not proposing any change
to the fee charged for orders executed in
the Market Order Auction (and in the
Core Open Auction on Pillar) in
securities priced below $1.00.
Post No Preference Blind Order—Lead
Market Makers
Passive Liquidity Order—Securities
$1.00 and Greater
The Fee Schedule currently provides
that no fee or credit is charged for
Passive Liquidity Orders that provide
liquidity to the order book in Tape A,
Tape B or Tape C securities. The Fee
Schedule further provides that a fee of
$0.0030 per share is charged for Passive
Liquidity Orders that take liquidity from
the order book in Tape A [sic] securities,
and a fee of $0.0028 per share is charged
for such orders that take liquidity from
the order book in Tape B and Tape C
[sic] securities. On Pillar, Passive
Liquidity Order is named Limit NonDisplayed Order and the Exchange
proposes to note this name change in
each of the Tier 1, Tier 2, Tier 3 and
Basic Rates sections of the Fee Schedule
in which fees for Passive Liquidity
Orders are described. The Exchange is
not proposing any change to the fee
charged or rebate provided for Passive
Liquidity Orders (and for Limit NonDisplayed Orders on Pillar) in securities
priced $1.00 and greater.
Passive Liquidity Order—Lead Market
Makers
For Lead Market Makers (‘‘LMMs’’),9
the Exchange currently provides a
$0.0015 per share credit for Passive
Liquidity Orders that provide liquidity
in securities for which they are
registered as the LMM. On Pillar,
Passive Liquidity Order is named NonDisplayed Limit Order and the
Exchange proposes to note this name
change in the section of the Fee
Schedule related to Market Maker Fees
9 The term ‘‘Lead Market Maker’’ means a
registered Market Maker that is the exclusive
Designated Market Maker in listings for which the
Exchange is the primary market. See NYSE Arca
Equities Rule 1.1(ccc).
PO 00000
Frm 00076
Fmt 4703
Sfmt 4703
For LMMs, the Exchange currently
provides a $0.0030 per share credit for
orders that provide undisplayed
liquidity in Post No Preference Blind
(PNP B) Orders to the order book in
securities for which they are registered
as LMMs. On Pillar, PNP B Order is
named Arca Only Order and the
Exchange proposes to note the name
change with an amendment to the Fee
Schedule that notes this name change.
The Exchange is not proposing any
change to the credit provided to LMMs
that provide undisplayed liquidity in
securities in which they are registered
as LMMs using PNP B Orders (and for
Arca Only Orders on Pillar).
Non-Substantive Change to the Fee
Schedule
The Fee Schedule currently provides
that a fee of $0.0025 per share is charged
for Primary Sweep Orders in Tape A
securities routed outside the book to the
NYSE that remove liquidity from the
NYSE and that Primary Sweep Orders in
Tape A securities routed outside the
book to the NYSE that provide liquidity
to the NYSE are not charged a fee or
given a credit. This fee appears in each
of Tier 1, Tier 2 and Basic Rates sections
of the Fee Schedule. The Exchange has
eliminated the Primary Sweep Order
type and therefore, proposes to remove
this fee from the Fee Schedule as it is
no longer applicable.10
The proposed changes are not
otherwise intended to address any other
issues, and the Exchange is not aware of
any significant problems that market
participants would have in complying
with the proposed changes.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,11 in general, and
furthers the objectives of Sections
6(b)(4) and (5) of the Act,12 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
10 See Securities Exchange Act Release No. 74415
(March 3, 2015), 80 FR 12537 (March 9, 2015) (SR–
NYSEArca–2015–08).
11 15 U.S.C. 78f(b).
12 15 U.S.C. 78f(b)(4) and (5).
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Federal Register / Vol. 81, No. 33 / Friday, February 19, 2016 / Notices
asabaliauskas on DSK5VPTVN1PROD with NOTICES
discriminate between customers,
issuers, brokers or dealers.
The Exchange believes that the
proposed changes to the Fee Schedule,
which include the addition of rule text
to note that the Fee Schedule would be
applicable to securities traded on Pillar
and the addition of rule text to [sic]
regarding order types that would be
renamed on Pillar, is reasonable,
equitable and not unfairly
discriminatory because the changes are
designed to make the Fee Schedule
more logical and comprehensive
therefore, easier for market participants
to navigate and digest, which is in the
public interest. The Exchange further
believes that the proposed changes are
designed to enable market participants
to better understand how Exchange fees
would be applicable to market
participants, which should make the
overall Fee Schedule more transparent
and comprehensive to the benefit of the
investing public.
The Exchange believes removing
references to Primary Sweep Orders
from the Fee Schedule will remove
investor confusion as this order type no
longer exists in the Exchange’s rules.
The Exchange strives for clarity in its
rules and Fee Schedule so that market
participants may best understand how
rules and fees apply. The Exchange
believes that the proposed removal of
outdated language and fees from the Fee
Schedule will add clarity to the Fee
Schedule and alleviate potential
confusion which will remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and in
general, protect investors and the public
interest.
For the foregoing reasons, the
Exchange believes that the proposal is
consistent with the Act.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will any [sic]
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed change is not designed to
address any competitive issue but rather
provide the public and investors with a
Fee Schedule that is transparent once
securities traded on the Exchange begin
to migrate to Pillar.
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.
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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:
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–2016–18 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–2016–18. 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
13 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
15 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 such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–
NYSEArca–2016–18, and should be
submitted on or before March 11, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–03387 Filed 2–18–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Proposed Collection; Comment
Request
Upon Written Request Copies Available
From: Securities and Exchange
Commission, Office of FOIA Services,
100 F Street NE., Washington, DC
20549–02736.
Extension:
Form 18–K, SEC File No. 270–108, OMB
Control No. 3235–0120.
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’’) is soliciting comments
on the collection of information
summarized below. The Commission
plans to submit this existing collection
of information to the Office of
Management and Budget for extension
and approval.
Form 18–K (17 CFR 249.318) is an
annual report form used by foreign
governments or political subdivisions of
foreign governments that have securities
listed on a United States exchange. The
information to be collected is intended
to ensure the adequacy and public
availability of information available to
investors. We estimate that Form 18–K
takes approximately 8 hours to prepare
and is filed by approximately 35
14 17
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16 17
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CFR 200.30–3(a)(12).
19FEN1
Agencies
[Federal Register Volume 81, Number 33 (Friday, February 19, 2016)]
[Notices]
[Pages 8548-8550]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-03387]
=======================================================================
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-77124; File No. SR-NYSEArca-2016-18]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change To Amend the NYSE
Arca Equities Schedule of Fees and Charges for Exchange Services
February 12, 2016.
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 February 1, 2016, 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 the
Substance of the Proposed Rule Change
The Exchange proposes to amend the NYSE Arca Equities Schedule of
Fees and Charges for Exchange Services (``Fee Schedule''). The Exchange
proposes to implement the fee changes effective February 1, 2016. The
proposed rule change is available on the Exchange's Web site at
www.nyse.com, at the principal office of the Exchange, and at the
Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of those statements may be examined at
the places specified in Item IV below. The Exchange has prepared
summaries, set forth in sections A, B, and C below, of the most
significant parts of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
On February 1, 2016,\4\ the Exchange is scheduled to commence the
implementation of Pillar, the Exchange's proposed new technology
trading platform.\5\ Pillar is the integrated trading technology
platform designed to use a single specification for connection to the
equities and options markets operated by NYSE Arca and its affiliates,
New York Stock Exchange LLC and NYSE MKT LLC. NYSE Arca Equities will
be the first trading system to migrate to Pillar. Securities traded on
the Exchange will be migrated from the current trading platform to
Pillar in phases. The Exchange is proposing that the current Fee
Schedule, which applies to all securities traded on the Exchange, will
also apply to securities that migrate to Pillar. To that end, the
Exchange proposes to explicitly state in the current Fee Schedule that
it will also apply to securities traded on Pillar.
---------------------------------------------------------------------------
\4\ The Commission notes that, according to the Exchange, the
implementation of Pillar is now scheduled to begin on February 22,
2016. See NYSE Arca Trader Update, NYSE Pillar: Phase I Test and
Launch Date (January 27, 2016), available at https://www.nyse.com/publicdocs/nyse/markets/nyse/Pillar_Phase_I_Launch_Date_Move.pdf.
\5\ See Securities Exchange Act Release Nos. 74951 (May 13,
2015), 80 FR 28721 (May 19, 2015) (Notice) and 75494 (July 20,
2015), 80 FR 44170 (July 24, 2015) (Order) (SR-NYSEArca-2015-38)
(``Pillar I Filing''); 75497 (July 21, 2015), 80 FR 45022 (July 28,
2015) (Notice) and 76267 (Oct. 26, 2015), 80 FR 66951 (Oct. 30,
2015) (Order) (SR-NYSEArca-2015-56)(``Pillar II Filing''); 75467
(July 16, 2015), 80 FR 43515 (July 22, 2015) (Notice) and 76198
(Oct. 20, 2015), 80 FR 65274 (Oct. 26, 2015) (Order) (SR-NYSEArca-
2015-58) (``Pillar III Filing''); and 76085 (Oct. 6, 2015), 80 FR
61513 (Oct. 13, 2015) (Notice) and 76869 (Jan. 11, 2016) (Order)
(SR-NYSEArca-2015-86) (``Pillar Auction Filing'').
---------------------------------------------------------------------------
Mid-Point Passive Liquidity Order--Securities $1.00 and Greater
The Exchange currently provides per share credits under Tier 1,
Tier 2 and Basic Rates \6\ for Mid-Point Passive Liquidity (``MPL'')
Orders that provide liquidity based on the Average Daily Volume
(``ADV'') of provided liquidity in MPL Orders for Tape A, Tape B and
Tape C Securities combined (``MPL Adding ADV''). Specifically, for ETP
Holders and Market Makers that have MPL Adding ADV during a billing
month of at least 3 million shares, the Exchange provides a credit of
$0.0015 for Tape A Securities, $0.0020 for Tape B Securities and
$0.0025 per share for Tape C Securities. For ETP Holders and Market
Makers with MPL Adding ADV during a billing month of at least 1.5
million shares but less than 3 million shares, the Exchange provides a
credit of $0.0015 for Tape A, Tape B and Tape C Securities. For ETP
Holders and Market Makers with MPL Adding ADV during a billing month of
less than 1.5 million shares, the Exchange provides a credit of $0.0010
for Tape A, Tape B and Tape C Securities. The Exchange also currently
charges a fee of $0.0030 per share for MPL Orders in Tape A, Tape B and
Tape C Securities that remove liquidity from the Exchange that are not
designated as ``Retail Orders.'' \7\ In addition, MPL Orders removing
liquidity from the Exchange that are designated as Retail Orders are
not currently subject to a fee. On Pillar,
[[Page 8549]]
Mid-Point Passive Liquidity Order is named Mid-Point Liquidity Order
and the Exchange proposes to note this name change in each of the Tier
1, Tier 2 and Basic Rates sections of the Fee Schedule in which fees
and credits for Mid-Point Passive Liquidity Orders are described. The
Exchange is not proposing any change to the fees charged or credits
provides [sic] for Mid-Point Passive Liquidity Orders (and for Mid-
Point Liquidity Orders on Pillar) in securities priced $1.00 and
greater.
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\6\ Tier 1 applies to ETP Holders and Market Makers (1) that
provide liquidity an average daily share volume per month of 0.70%
or more of the US CADV. Tier 2 applies to ETP Holders and Market
Makers that provide liquidity an average daily share volume per
month of 0.30% or more, but less than 0.70% of the US CADV. Basic
Rates apply when tier rates do not apply. US CADV means United
States Consolidated Average Daily Volume for transactions reported
to the Consolidated Tape, excluding odd lots through January 31,
2014 (except for purposes of Lead Market Maker pricing), and
excludes volume on days when the market closes early and on the date
of the annual reconstitution of the Russell Investments Indexes.
Transactions that are not reported to the Consolidated Tape are not
included in US CADV.
\7\ Retail Orders are defined in the Fee Schedule as orders
designated as retail orders and that meet the requirements of Rule
7.44(a)(3), but that are not executed in the Retail Liquidity
Program. The Retail Liquidity Program is a pilot program designed to
attract additional retail order flow to the Exchange for NYSE Arca-
listed securities and securities traded pursuant to unlisted trading
privileges while also providing the potential for price improvement
to such order flow. See Rule 7.44. See Securities Exchange Act
Release No. 71176 (December 23, 2013), 78 FR 79524 (December 30,
2013) (SR-NYSEArca-2013-107).
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Orders designated as retail orders for securities traded on Pillar
would need to meet the requirements of Rule 7.44P(a)(3) and the
Exchange proposes to amend the Fee Schedule to note the application of
Rule 7.44P to such securities.
Opening Auction--Securities $1.00 and Greater
The Fee Schedule currently provides that a fee of $0.0015 per share
is charged for certain orders executed in the Opening Auction. The
order types that may trade in these auctions include Market Orders and
Auction-Only Orders.\8\ This fee is capped at $20,000 per month per
Equity Trading Permit ID. On Pillar, the Opening Auction is named the
Early Open Auction and the Exchange proposes to note this name change
in each of the Tier 1, Tier 2 and Basic Rates sections of the Fee
Schedule in which fees for trades in the Early Open Auction are
described. The Exchange is not proposing any change to the fees charged
for orders executed in the Opening Auction (and in the Early Open
Auction on Pillar) in securities priced $1.00 and greater.
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\8\ See NYSE Arca Equities Rule 7.31(c). An Auction-Only order
is executable during the next auction following entry of the order.
If the Auction-Only Order is not executed in the auction, the
balance is cancelled. Auction-Only orders are only available for
auctions that take place on the Exchange and are not routed to other
exchanges.
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Market Order Auction--Securities $1.00 and Greater
The Fee Schedule currently provides that a fee of $0.0015 per share
is charged for certain orders executed in the Market Order Auction. The
order types that may trade in these auctions include Market Orders and
Auction-Only Orders. This fee is capped at $20,000 per month per Equity
Trading Permit ID. On Pillar, the Market Order Auction is named the
Core Open Auction and the Exchange proposes to note this name change in
each of the Tier 1, Tier 2 and Basic Rates sections of the Fee Schedule
in which fees for trades in the Core Open Auction are described. The
Exchange is not proposing any change to the fees charged for orders
executed in the Market Order Auction (and in the Core Open Auction on
Pillar) in securities priced $1.00 and greater.
Market Order Auction--Securities Less Than $1.00
The Fee Schedule currently provides that a fee of 0.1% of the total
dollar value will be charged for round lot and odd lot executions of
securities priced below $1.00 that take place during a Market Order
Auction. On Pillar, the Market Order Auction is named the Core Open
Auction and the Exchange proposes to note this name change. The
Exchange is not proposing any change to the fee charged for orders
executed in the Market Order Auction (and in the Core Open Auction on
Pillar) in securities priced below $1.00.
Passive Liquidity Order--Securities $1.00 and Greater
The Fee Schedule currently provides that no fee or credit is
charged for Passive Liquidity Orders that provide liquidity to the
order book in Tape A, Tape B or Tape C securities. The Fee Schedule
further provides that a fee of $0.0030 per share is charged for Passive
Liquidity Orders that take liquidity from the order book in Tape A
[sic] securities, and a fee of $0.0028 per share is charged for such
orders that take liquidity from the order book in Tape B and Tape C
[sic] securities. On Pillar, Passive Liquidity Order is named Limit
Non-Displayed Order and the Exchange proposes to note this name change
in each of the Tier 1, Tier 2, Tier 3 and Basic Rates sections of the
Fee Schedule in which fees for Passive Liquidity Orders are described.
The Exchange is not proposing any change to the fee charged or rebate
provided for Passive Liquidity Orders (and for Limit Non-Displayed
Orders on Pillar) in securities priced $1.00 and greater.
Passive Liquidity Order--Lead Market Makers
For Lead Market Makers (``LMMs''),\9\ the Exchange currently
provides a $0.0015 per share credit for Passive Liquidity Orders that
provide liquidity in securities for which they are registered as the
LMM. On Pillar, Passive Liquidity Order is named Non-Displayed Limit
Order and the Exchange proposes to note this name change in the section
of the Fee Schedule related to Market Maker Fees and Credits. The
Exchange is not proposing any change to the credit provided to LMMs for
Passive Liquidity Orders (and for Non-Displayed Limit Orders on
Pillar).
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\9\ The term ``Lead Market Maker'' means a registered Market
Maker that is the exclusive Designated Market Maker in listings for
which the Exchange is the primary market. See NYSE Arca Equities
Rule 1.1(ccc).
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Post No Preference Blind Order--Lead Market Makers
For LMMs, the Exchange currently provides a $0.0030 per share
credit for orders that provide undisplayed liquidity in Post No
Preference Blind (PNP B) Orders to the order book in securities for
which they are registered as LMMs. On Pillar, PNP B Order is named Arca
Only Order and the Exchange proposes to note the name change with an
amendment to the Fee Schedule that notes this name change. The Exchange
is not proposing any change to the credit provided to LMMs that provide
undisplayed liquidity in securities in which they are registered as
LMMs using PNP B Orders (and for Arca Only Orders on Pillar).
Non-Substantive Change to the Fee Schedule
The Fee Schedule currently provides that a fee of $0.0025 per share
is charged for Primary Sweep Orders in Tape A securities routed outside
the book to the NYSE that remove liquidity from the NYSE and that
Primary Sweep Orders in Tape A securities routed outside the book to
the NYSE that provide liquidity to the NYSE are not charged a fee or
given a credit. This fee appears in each of Tier 1, Tier 2 and Basic
Rates sections of the Fee Schedule. The Exchange has eliminated the
Primary Sweep Order type and therefore, proposes to remove this fee
from the Fee Schedule as it is no longer applicable.\10\
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\10\ See Securities Exchange Act Release No. 74415 (March 3,
2015), 80 FR 12537 (March 9, 2015) (SR-NYSEArca-2015-08).
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The proposed changes are not otherwise intended to address any
other issues, and the Exchange is not aware of any significant problems
that market participants would have in complying with the proposed
changes.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\11\ in general, and furthers the
objectives of Sections 6(b)(4) and (5) of the Act,\12\ 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
[[Page 8550]]
discriminate between customers, issuers, brokers or dealers.
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\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(4) and (5).
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The Exchange believes that the proposed changes to the Fee
Schedule, which include the addition of rule text to note that the Fee
Schedule would be applicable to securities traded on Pillar and the
addition of rule text to [sic] regarding order types that would be
renamed on Pillar, is reasonable, equitable and not unfairly
discriminatory because the changes are designed to make the Fee
Schedule more logical and comprehensive therefore, easier for market
participants to navigate and digest, which is in the public interest.
The Exchange further believes that the proposed changes are designed to
enable market participants to better understand how Exchange fees would
be applicable to market participants, which should make the overall Fee
Schedule more transparent and comprehensive to the benefit of the
investing public.
The Exchange believes removing references to Primary Sweep Orders
from the Fee Schedule will remove investor confusion as this order type
no longer exists in the Exchange's rules. The Exchange strives for
clarity in its rules and Fee Schedule so that market participants may
best understand how rules and fees apply. The Exchange believes that
the proposed removal of outdated language and fees from the Fee
Schedule will add clarity to the Fee Schedule and alleviate potential
confusion which will remove impediments to and perfect the mechanism of
a free and open market and a national market system, and in general,
protect investors and the public interest.
For the foregoing reasons, the Exchange believes that the proposal
is consistent with the Act.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
any [sic] burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act. The proposed change is not
designed to address any competitive issue but rather provide the public
and investors with a Fee Schedule that is transparent once securities
traded on the Exchange begin to migrate to Pillar.
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[hairsp]\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-2016-18 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-2016-18. 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-NYSEArca-2016-18, and should
be submitted on or before March 11, 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. 2016-03387 Filed 2-18-16; 8:45 am]
BILLING CODE 8011-01-P