Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending Its Price List, 45190-45193 [2016-16377]
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45190
Federal Register / Vol. 81, No. 133 / Tuesday, July 12, 2016 / Notices
4(f)(6)(iii) 7 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
it may implement the proposed rule
change on July 11, 2016,
contemporaneously with a similar
Nasdaq rule that was previously
approved by the Commission 8 and a
virtually identical proposed rule change
submitted by NASDAQ PHLX LLC.9
The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest. The
Exchange proposes to modify the way in
which orders are accepted prior to the
commencement of trading for securities
that are subject to a trading halt. The
Exchange notes that the current
functionality for accepting orders prior
to the Exchange releasing the security
for trading is used infrequently and
therefore the proposed rule change will
have little impact on its customers.
Further, the Commission does not
believe that the proposed rule change
raises any new or novel issues.
Accordingly, the Commission hereby
waives the 30-day operative delay and
designates the proposed rule change as
operative upon filing.10
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
should be approved or disapproved.
IV. Solicitation of Comments
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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:
7 17
CFR 240.19b–4(f)(6)(iii).
supra note 3.
9 See SR–PHLX–2016–70 submitted on June 22,
2016.
10 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).
8 See
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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–
BX–2016–033 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–BX–2016–033. 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–BX–
2016–033, and should be submitted on
or before August 2, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Brent J. Fields,
Secretary.
[FR Doc. 2016–16378 Filed 7–11–16; 8:45 am]
BILLING CODE 8011–01–P
PO 00000
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78233; File No. SR–NYSE–
2016–47]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Amending Its
Price List
July 6, 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 June 27,
2016, New York Stock Exchange LLC
(‘‘NYSE’’ or the ‘‘Exchange’’) 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 its
Price List for equity transactions in
stocks with a per share stock price more
than $1.00 to revise: (1) Certain fees for
executions at the close; and (2) the
requirements for credits related to
executions of orders sent to Floor
brokers that add liquidity on the
Exchange. The Exchange also proposes
to amend its Price List to revise its
trading license fees. The Exchange
proposes to implement these changes to
its Price List effective July 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,
1 15
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
11 17
CFR 200.30–3(a)(12).
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Federal Register / Vol. 81, No. 133 / Tuesday, July 12, 2016 / Notices
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 Exchange proposes to amend its
Price List to revise: (1) Certain fees for
executions at the close; (2) the
requirements for credits related to
executions of orders sent to Floor
brokers that add liquidity on the
Exchange; and (3) trading license fees.
The proposed changes would only
apply to credits in transactions in
securities priced $1.00 or more.
The Exchange proposes to implement
these changes effective July 1, 2016.
mstockstill on DSK3G9T082PROD with NOTICES
Executions at the Close
Currently, member organizations that
execute during the billing month
average daily volume (‘‘ADV’’) of at
least 750,000 shares through orders
executed at the close (except for market
at-the-close (‘‘MOC’’) and limit at-theclose (‘‘LOC’’) orders), and/or Floor
broker executions swept into the close
(excluding verbal interest), are charged
$0.00035 per share for such orders.
The Exchange proposes to increase
this fee to $0.0005 per share. The fee
would apply only to shares executed in
excess of 750,000 ADV during the
billing month. For example, a member
organization that has an ADV of 3
million shares during a billing month
consisting of 20 trading days would pay
$0.0005 per share fee on the 2.25
million shares that exceed 750,000 on
average each day. For the 20 trading
days, this would be a total of 45 million
shares for that month, and a total fee of
$22,500.
Member organizations with execution
volumes below an ADV of 750,000
shares during the billing month would
continue not to be charged for these
trades.
Further, for Non-Tier MOC/LOC, the
Exchange currently charges member
organizations $0.0010 per share for
MOC and LOC orders, unless a member
organization meets specified thresholds
set forth in the Price List for MOC and
LOC activity. The Exchange proposes to
increase this fee to $0.0011 per share.
For MOC/LOC Tier 2, the Exchange
currently charges $0.00070 per share for
all MOC and LOC orders from any
member organization executing (i) an
ADV of MOC and LOC activity on the
Exchange in the month of at least
0.375% of consolidated ADV (‘‘CADV’’)
in NYSE-listed securities during the
billing month (‘‘NYSE CADV’’); or (ii)
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an ADV of MOC and LOC activity on the
Exchange in that month of at least
0.300% of NYSE CADV plus an ADV of
total close activity (i.e., MOC and LOC
and other executions at the close) on the
Exchange in that month of at least
0.475% of NYSE CADV. The Exchange
proposes to increase this fee to $0.0008
per share.
For MOC/LOC Tier 1, the Exchange
currently charges $0.00060 per share for
all MOC and LOC orders from any
member organization executing ADV of
MOC and LOC activity on the NYSE in
that month of at least 0.575% of NYSE
CADV. The Exchange proposes to
increase this fee to $0.0007 per share.
Floor Broker Credits for Orders That
Add Liquidity to the Exchange
The Exchange currently provides a
per share credit for executions of orders
sent to a Floor broker for representation
on the Exchange when adding liquidity
to the Exchange if the member
organization has an ADV that adds
liquidity to the Exchange by a Floor
broker during the billing month that is
at least equal to certain thresholds. The
first threshold is 2,500,000 shares ADV
in order to qualify for the existing credit
of $0.0020 per share. The second
threshold is 12,000,000 shares ADV in
order to qualify for the existing credit of
$0.0022 per share.
The Exchange proposes to replace the
current share volume ADV thresholds
for these credits with thresholds
representing a percentage of CADV.
More specifically, in order to qualify for
the first credit of $0.0020 per share, the
Exchange proposes that a member
organization have an ADV that adds
liquidity to the Exchange by a Floor
broker during the billing month that is
at least equal to .07% of CADV. Second,
in order to qualify for the credit of
$0.0022 per share, the Exchange
proposes that a member organization
have an ADV that a 1200dds liquidity to
the Exchange by a Floor broker during
the billing month that is at least equal
to .33% of CADV. The Exchange
believes thresholds representing a
percentage of CADV rather than a fixed
share volume requirement, is more
appropriate because it would reasonably
require that the monthly volume
requirement is consistent relative to
fluctuations in market volume over
time.
Trading Licenses
NYSE Rule 300(b) provides, among
other things, that the price per trading
license will be published each year in
the Exchange’s price list. The current
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45191
trading license fee in place for 2016 4 is
$50,000 for the first license held by a
member organization and $15,000 for
each additional license held by a
member organization. The Exchange
proposes to eliminate the $15,000
additional license fee. To effectuate this
change, the Exchange proposes to
amend the Price List to delete the
phrase ‘‘$15,000.00 per license,’’ add
the words ‘‘No charge’’ before ‘‘for
additional licenses held by a member
organization,’’ and delete footnote 15 at
the end of the sentence. The text of
footnote 15 would not be deleted, and
would continue to apply to the first
license held by a member organization
described in the previous paragraph.
*
*
*
*
*
The proposed changes are not
otherwise intended to address any other
issues, and the Exchange is not aware of
any problems that member
organizations would have in complying
with the proposed change.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,5 in general, and
furthers the objectives of Sections
6(b)(4) and 6(b)(5) of the Act,6 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.
Executions at the Close
The Exchange believes that the
proposed fee increases for certain
executions at the close are reasonable.
The Exchange’s closing auction is a
recognized industry benchmark,7 and
member organizations receive a
substantial benefit from the Exchange in
obtaining high levels of executions at
the Exchange’s closing price on a daily
basis.
The Exchange believes that it is
equitable and not unfairly
discriminatory to modify fees for
executions at the close (other than MOC
and LOC orders) and Floor broker
executions swept into the close
(excluding Verbal Interest) for member
organizations that execute an ADV of at
least 750,000 of such executions on a
combined basis, by increasing the
4 See Securities Exchange Act Release No. 76865
(January 11, 2016), 81 FR 2264 (January 15, 2016)
(SR–NYSE–2016–06).
5 15 U.S.C. 78f(b).
6 15 U.S.C. 78f(b)(4) & (5).
7 For example, the pricing and valuation of
certain indices, funds, and derivative products
require primary market prints.
E:\FR\FM\12JYN1.SGM
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45192
Federal Register / Vol. 81, No. 133 / Tuesday, July 12, 2016 / Notices
applicable fee but to apply that fee only
to shares executed over 750,000 ADV
during the billing month, because
member organizations that reach
750,000 ADV threshold are generally
larger member organizations that are
deriving a substantial benefit from this
high volume of closing executions.
Nonetheless, the Exchange must
continue to encourage liquidity from
multiple sources. Allowing member
organizations with execution volumes of
an ADV below 750,000 shares during
the billing month to continue to obtain
executions at the close at no charge, and
to charge the fee only with respect to
shares executed over 750,000 ADV
during the billing month, continues to
encourage member organizations to
send orders to the Exchange for the
closing auction. The Exchange believes
that its proposal would equitably
balance these interests and continue to
encourage order flow from multiple
sources, which helps to maintain the
quality of the Exchange’s closing
auctions for the benefit of all market
participants. The proposed fee is also
reasonable, in that it is lower than
applicable closing rates on the NASDAQ
Stock Market, LLC (‘‘NASDAQ’’).8 For
example, the default fee for executions
in NASDAQ’s ‘‘Closing Cross’’ is
$0.0008 per share.
The Exchange believes that increasing
the MOC/LOC Non-Tier fee to $0.0011
is reasonable because this rate would be
lower than the non-tier rate, Tier F, for
market-on-close and limit-on-close
orders on NASDAQ, of $0.0015 per
executed share.9 Similarly, the
Exchange believes that increasing the
MOC/LOC Tier 2 fee to $0.00080 per
share and the MOC/LOC Tier 1 fee to
$0.0007 is reasonable because the
proposed MOC/LOC Tier 2 fee would be
the same as the lowest fee for marketon-close and limit-on close orders on
NASDAQ, of $0.0008 per executed
share, and the proposed MOC/LOC Tier
1 fee would be lower than the lowest fee
for market-on-close and limit-on close
orders on NASDAQ.
The Exchange believes that
maintaining the lowest comparable fee
for the highest liquidity requirements
would incentivize member
organizations to send in more closing
auction volume to the primary market,
thereby deepening the Exchange’s
liquidity pool and supporting the
quality of price discovery. The
Exchange believes that it is equitable
and not unfairly discriminatory to
charge lower or equal fees to member
organizations that make significant
8 See
9 See
NASDAQ Rule 7018(d).
id.
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contributions to market quality by
providing higher volumes of liquidity,
which benefits all market participants.
The Exchange believes the proposed
fees are equitable and not unfairly
discriminatory because all similarly
situated member organizations would be
subject to the same fee structure.
Floor Broker Credits for Orders That
Add Liquidity to the Exchange
The Exchange believes that the
changes proposed to the tiered credits
for executions of orders sent to a Floor
broker for representation on the
Exchange are reasonable because they
would encourage additional displayed
liquidity on the Exchange. The
proposed change would also encourage
the execution of such transactions on a
public exchange, thereby promoting
price discovery and transparency.
The Exchange believes the proposed
change is equitable and not unfairly
discriminatory because it would
continue to encourage member
organizations to send orders to the Floor
for execution, thereby contributing to
robust levels of liquidity on the Floor,
which benefits all market participants.
The proposed change is also equitable
and not unfairly discriminatory because
those member organizations that make
significant contributions to market
quality and that contribute to price
discovery by providing higher volumes
of liquidity would continue to be
allocated a higher credit. The Exchange
believes that any member organizations
that may currently be qualifying under
the existing thresholds could qualify for
the remaining two thresholds based on
the levels of activity sent to Floor
brokers. The proposed change also is
equitable and not unfairly
discriminatory because all similarly
situated member organizations would
pay the same rate, as is currently the
case, and because all member
organizations would be eligible to
qualify for the rate by satisfying the
related thresholds.
Finally, the Exchange believes that
the proposed change promotes just and
equitable principles of trade because, by
basing the monthly volume requirement
on a percentage of NYSE CADV, the
Floor broker requirement to add
liquidity to the market would track
actual consolidated trading volumes.
Accordingly, in months with lower
trading volumes, a monthly volume
requirement that tracks the actual
consolidated volume would reasonably
require that Floor brokers add sufficient
liquidity relative to the market, without
the monthly volume requirement being
too burdensome for them. Conversely,
during months when trading volumes
PO 00000
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are generally higher across all markets,
the proposed change would result in
Floor brokers being required to increase
the liquidity they add to the market,
thereby reasonably requiring that Floor
brokers are engaging in meaningful
trading activity consistent with the
purpose of the Floor broker credits for
adding liquidity to the Exchange.
Trading Licenses
The Exchange believes that the
proposal to eliminate the $15,000 fee for
each additional license held by a
member organization above the first
license is reasonable because it will
encourage member organizations to hold
additional trading licenses, which will
increase the number of market
participants trading on the floor of the
Exchange, which will promote liquidity,
price discovery, and the opportunity for
price improvement for the benefit of all
market participants. The Exchange also
believes it is reasonable to offer a fee
reduction because it will provide
member organizations with greater
flexibility in managing their personnel,
especially during times of increased
volatility and in summer months when
member organizations tend to
experience greater staff rotation. The
Exchange believes the proposed change
is equitable and not unfairly
discriminatory because all similarly
situated member organizations would
continue to be subject to the same
trading license fee structure and because
access to the Exchange’s market would
continue to be offered on fair and nondiscriminatory terms.
Finally, the Exchange believes that it
is subject to significant competitive
forces, as described below in the
Exchange’s statement regarding the
burden on competition.
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
In accordance with Section 6(b)(8) of
the Act,10 the Exchange believes that the
proposed rule change would not 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
changes would contribute to the
Exchange’s market quality by promoting
price discovery and ultimately
increased competition. For the same
reasons, the proposed change also
would not impose any burden on
competition among market participants.
Pricing for executions at the opening
10 15
E:\FR\FM\12JYN1.SGM
U.S.C. 78f(b)(8).
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Federal Register / Vol. 81, No. 133 / Tuesday, July 12, 2016 / Notices
[sic] would remain at relatively low
levels and would continue to reflect the
benefit that market participants receive
through the ability to have their orders
interact with other liquidity at the
opening [sic]. The Exchange also
believes that the proposed changes
would encourage the submission of
additional liquidity to a public
exchange, thereby promoting price
discovery and transparency and
enhancing order execution
opportunities for member organizations.
The Exchange believes that this could
promote competition between the
Exchange and other execution venues,
including those that currently offer
similar order types and comparable
transaction pricing, by encouraging
additional orders to be sent to the
Exchange for execution.
Finally, the Exchange notes that it
operates in a highly competitive market
in which market participants can
readily favor competing venues if they
deem fee levels at a particular venue to
be excessive or rebate opportunities
available at other venues to be more
favorable. In such an environment, the
Exchange must continually adjust its
fees and rebates to remain competitive
with other exchanges and with
alternative trading systems that have
been exempted from compliance with
the statutory standards applicable to
exchanges. Because competitors are free
to modify their own fees and credits in
response, and because market
participants may readily adjust their
order routing practices, the Exchange
believes that the degree to which fee
changes in this market may impose any
burden on competition is extremely
limited. As a result of all of these
considerations, the Exchange does not
believe that the proposed changes will
impair the ability of member
organizations or competing order
execution venues to maintain their
competitive standing in the financial
markets.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
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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) 11 of the Act and
subparagraph (f)(2) of Rule 19b–4 12
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) 13 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–
NYSE–2016–47 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–NYSE–2016–47. 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.,
12 17
11 15
U.S.C. 78s(b)(3)(A).
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CFR 240.19b–4(f)(2).
U.S.C. 78s(b)(2)(B).
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45193
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–NYSE–
2016–47 and should be submitted on or
before August 2, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Brent J. Fields,
Secretary.
[FR Doc. 2016–16377 Filed 7–11–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Sunshine Act Meeting
Notice is hereby given that, pursuant
to the provisions of the Government in
Sunshine Act, Public Law 99–409, the
Securities and Exchange Commission
will hold an Open Meeting on
Wednesday, July 13, 2016, at 10 a.m. in
the Auditorium, Room L–002.
The discussion agenda for the Open
Meeting will be:
• The Commission will consider
whether to adopt certain amendments
and issue guidance relating to
Regulation SBSR under the Securities
Exchange Act of 1934.
• The Commission will consider
whether to propose amendments to
rules under the Securities Exchange Act
of 1934 regarding disclosure of order
handling information.
• The Commission will consider
whether to propose amendments to
address redundant, duplicative,
overlapping, outdated, or superseded
disclosure requirements.
The summary agenda for the Open
Meeting will be:
• The Commission will vote on
amendments to its Rules of Practice
regarding administrative proceedings.
Commissioner Piwowar, as duty
officer, voted to consider the items
listed for the Open Meeting in open
session, and determined that
Commission business required
consideration earlier than one week
from today. No earlier notice of this
Meeting was practicable.
14 17
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CFR 200.30–3(a)(12).
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Agencies
[Federal Register Volume 81, Number 133 (Tuesday, July 12, 2016)]
[Notices]
[Pages 45190-45193]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-16377]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-78233; File No. SR-NYSE-2016-47]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Amending Its Price List
July 6, 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 June 27, 2016, New York Stock Exchange LLC (``NYSE'' or
the ``Exchange'') filed with the Securities and Exchange Commission
(the ``Commission'') the proposed rule change as described in Items I,
II, and III below, which Items have been prepared by the self-
regulatory organization. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend its Price List for equity
transactions in stocks with a per share stock price more than $1.00 to
revise: (1) Certain fees for executions at the close; and (2) the
requirements for credits related to executions of orders sent to Floor
brokers that add liquidity on the Exchange. The Exchange also proposes
to amend its Price List to revise its trading license fees. The
Exchange proposes to implement these changes to its Price List
effective July 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,
[[Page 45191]]
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 Exchange proposes to amend its Price List to revise: (1)
Certain fees for executions at the close; (2) the requirements for
credits related to executions of orders sent to Floor brokers that add
liquidity on the Exchange; and (3) trading license fees.
The proposed changes would only apply to credits in transactions in
securities priced $1.00 or more.
The Exchange proposes to implement these changes effective July 1,
2016.
Executions at the Close
Currently, member organizations that execute during the billing
month average daily volume (``ADV'') of at least 750,000 shares through
orders executed at the close (except for market at-the-close (``MOC'')
and limit at-the-close (``LOC'') orders), and/or Floor broker
executions swept into the close (excluding verbal interest), are
charged $0.00035 per share for such orders.
The Exchange proposes to increase this fee to $0.0005 per share.
The fee would apply only to shares executed in excess of 750,000 ADV
during the billing month. For example, a member organization that has
an ADV of 3 million shares during a billing month consisting of 20
trading days would pay $0.0005 per share fee on the 2.25 million shares
that exceed 750,000 on average each day. For the 20 trading days, this
would be a total of 45 million shares for that month, and a total fee
of $22,500.
Member organizations with execution volumes below an ADV of 750,000
shares during the billing month would continue not to be charged for
these trades.
Further, for Non-Tier MOC/LOC, the Exchange currently charges
member organizations $0.0010 per share for MOC and LOC orders, unless a
member organization meets specified thresholds set forth in the Price
List for MOC and LOC activity. The Exchange proposes to increase this
fee to $0.0011 per share.
For MOC/LOC Tier 2, the Exchange currently charges $0.00070 per
share for all MOC and LOC orders from any member organization executing
(i) an ADV of MOC and LOC activity on the Exchange in the month of at
least 0.375% of consolidated ADV (``CADV'') in NYSE-listed securities
during the billing month (``NYSE CADV''); or (ii) an ADV of MOC and LOC
activity on the Exchange in that month of at least 0.300% of NYSE CADV
plus an ADV of total close activity (i.e., MOC and LOC and other
executions at the close) on the Exchange in that month of at least
0.475% of NYSE CADV. The Exchange proposes to increase this fee to
$0.0008 per share.
For MOC/LOC Tier 1, the Exchange currently charges $0.00060 per
share for all MOC and LOC orders from any member organization executing
ADV of MOC and LOC activity on the NYSE in that month of at least
0.575% of NYSE CADV. The Exchange proposes to increase this fee to
$0.0007 per share.
Floor Broker Credits for Orders That Add Liquidity to the Exchange
The Exchange currently provides a per share credit for executions
of orders sent to a Floor broker for representation on the Exchange
when adding liquidity to the Exchange if the member organization has an
ADV that adds liquidity to the Exchange by a Floor broker during the
billing month that is at least equal to certain thresholds. The first
threshold is 2,500,000 shares ADV in order to qualify for the existing
credit of $0.0020 per share. The second threshold is 12,000,000 shares
ADV in order to qualify for the existing credit of $0.0022 per share.
The Exchange proposes to replace the current share volume ADV
thresholds for these credits with thresholds representing a percentage
of CADV. More specifically, in order to qualify for the first credit of
$0.0020 per share, the Exchange proposes that a member organization
have an ADV that adds liquidity to the Exchange by a Floor broker
during the billing month that is at least equal to .07% of CADV.
Second, in order to qualify for the credit of $0.0022 per share, the
Exchange proposes that a member organization have an ADV that a 1200dds
liquidity to the Exchange by a Floor broker during the billing month
that is at least equal to .33% of CADV. The Exchange believes
thresholds representing a percentage of CADV rather than a fixed share
volume requirement, is more appropriate because it would reasonably
require that the monthly volume requirement is consistent relative to
fluctuations in market volume over time.
Trading Licenses
NYSE Rule 300(b) provides, among other things, that the price per
trading license will be published each year in the Exchange's price
list. The current trading license fee in place for 2016 \4\ is $50,000
for the first license held by a member organization and $15,000 for
each additional license held by a member organization. The Exchange
proposes to eliminate the $15,000 additional license fee. To effectuate
this change, the Exchange proposes to amend the Price List to delete
the phrase ``$15,000.00 per license,'' add the words ``No charge''
before ``for additional licenses held by a member organization,'' and
delete footnote 15 at the end of the sentence. The text of footnote 15
would not be deleted, and would continue to apply to the first license
held by a member organization described in the previous paragraph.
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\4\ See Securities Exchange Act Release No. 76865 (January 11,
2016), 81 FR 2264 (January 15, 2016) (SR-NYSE-2016-06).
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* * * * *
The proposed changes are not otherwise intended to address any
other issues, and the Exchange is not aware of any problems that member
organizations would have in complying with the proposed change.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\5\ in general, and furthers the
objectives of Sections 6(b)(4) and 6(b)(5) of the Act,\6\ 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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\5\ 15 U.S.C. 78f(b).
\6\ 15 U.S.C. 78f(b)(4) & (5).
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Executions at the Close
The Exchange believes that the proposed fee increases for certain
executions at the close are reasonable. The Exchange's closing auction
is a recognized industry benchmark,\7\ and member organizations receive
a substantial benefit from the Exchange in obtaining high levels of
executions at the Exchange's closing price on a daily basis.
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\7\ For example, the pricing and valuation of certain indices,
funds, and derivative products require primary market prints.
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The Exchange believes that it is equitable and not unfairly
discriminatory to modify fees for executions at the close (other than
MOC and LOC orders) and Floor broker executions swept into the close
(excluding Verbal Interest) for member organizations that execute an
ADV of at least 750,000 of such executions on a combined basis, by
increasing the
[[Page 45192]]
applicable fee but to apply that fee only to shares executed over
750,000 ADV during the billing month, because member organizations that
reach 750,000 ADV threshold are generally larger member organizations
that are deriving a substantial benefit from this high volume of
closing executions. Nonetheless, the Exchange must continue to
encourage liquidity from multiple sources. Allowing member
organizations with execution volumes of an ADV below 750,000 shares
during the billing month to continue to obtain executions at the close
at no charge, and to charge the fee only with respect to shares
executed over 750,000 ADV during the billing month, continues to
encourage member organizations to send orders to the Exchange for the
closing auction. The Exchange believes that its proposal would
equitably balance these interests and continue to encourage order flow
from multiple sources, which helps to maintain the quality of the
Exchange's closing auctions for the benefit of all market participants.
The proposed fee is also reasonable, in that it is lower than
applicable closing rates on the NASDAQ Stock Market, LLC
(``NASDAQ'').\8\ For example, the default fee for executions in
NASDAQ's ``Closing Cross'' is $0.0008 per share.
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\8\ See NASDAQ Rule 7018(d).
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The Exchange believes that increasing the MOC/LOC Non-Tier fee to
$0.0011 is reasonable because this rate would be lower than the non-
tier rate, Tier F, for market-on-close and limit-on-close orders on
NASDAQ, of $0.0015 per executed share.\9\ Similarly, the Exchange
believes that increasing the MOC/LOC Tier 2 fee to $0.00080 per share
and the MOC/LOC Tier 1 fee to $0.0007 is reasonable because the
proposed MOC/LOC Tier 2 fee would be the same as the lowest fee for
market-on-close and limit-on close orders on NASDAQ, of $0.0008 per
executed share, and the proposed MOC/LOC Tier 1 fee would be lower than
the lowest fee for market-on-close and limit-on close orders on NASDAQ.
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\9\ See id.
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The Exchange believes that maintaining the lowest comparable fee
for the highest liquidity requirements would incentivize member
organizations to send in more closing auction volume to the primary
market, thereby deepening the Exchange's liquidity pool and supporting
the quality of price discovery. The Exchange believes that it is
equitable and not unfairly discriminatory to charge lower or equal fees
to member organizations that make significant contributions to market
quality by providing higher volumes of liquidity, which benefits all
market participants. The Exchange believes the proposed fees are
equitable and not unfairly discriminatory because all similarly
situated member organizations would be subject to the same fee
structure.
Floor Broker Credits for Orders That Add Liquidity to the Exchange
The Exchange believes that the changes proposed to the tiered
credits for executions of orders sent to a Floor broker for
representation on the Exchange are reasonable because they would
encourage additional displayed liquidity on the Exchange. The proposed
change would also encourage the execution of such transactions on a
public exchange, thereby promoting price discovery and transparency.
The Exchange believes the proposed change is equitable and not
unfairly discriminatory because it would continue to encourage member
organizations to send orders to the Floor for execution, thereby
contributing to robust levels of liquidity on the Floor, which benefits
all market participants. The proposed change is also equitable and not
unfairly discriminatory because those member organizations that make
significant contributions to market quality and that contribute to
price discovery by providing higher volumes of liquidity would continue
to be allocated a higher credit. The Exchange believes that any member
organizations that may currently be qualifying under the existing
thresholds could qualify for the remaining two thresholds based on the
levels of activity sent to Floor brokers. The proposed change also is
equitable and not unfairly discriminatory because all similarly
situated member organizations would pay the same rate, as is currently
the case, and because all member organizations would be eligible to
qualify for the rate by satisfying the related thresholds.
Finally, the Exchange believes that the proposed change promotes
just and equitable principles of trade because, by basing the monthly
volume requirement on a percentage of NYSE CADV, the Floor broker
requirement to add liquidity to the market would track actual
consolidated trading volumes. Accordingly, in months with lower trading
volumes, a monthly volume requirement that tracks the actual
consolidated volume would reasonably require that Floor brokers add
sufficient liquidity relative to the market, without the monthly volume
requirement being too burdensome for them. Conversely, during months
when trading volumes are generally higher across all markets, the
proposed change would result in Floor brokers being required to
increase the liquidity they add to the market, thereby reasonably
requiring that Floor brokers are engaging in meaningful trading
activity consistent with the purpose of the Floor broker credits for
adding liquidity to the Exchange.
Trading Licenses
The Exchange believes that the proposal to eliminate the $15,000
fee for each additional license held by a member organization above the
first license is reasonable because it will encourage member
organizations to hold additional trading licenses, which will increase
the number of market participants trading on the floor of the Exchange,
which will promote liquidity, price discovery, and the opportunity for
price improvement for the benefit of all market participants. The
Exchange also believes it is reasonable to offer a fee reduction
because it will provide member organizations with greater flexibility
in managing their personnel, especially during times of increased
volatility and in summer months when member organizations tend to
experience greater staff rotation. The Exchange believes the proposed
change is equitable and not unfairly discriminatory because all
similarly situated member organizations would continue to be subject to
the same trading license fee structure and because access to the
Exchange's market would continue to be offered on fair and non-
discriminatory terms.
Finally, the Exchange believes that it is subject to significant
competitive forces, as described below in the Exchange's statement
regarding the burden on competition.
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
In accordance with Section 6(b)(8) of the Act,\10\ the Exchange
believes that the proposed rule change would not 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
changes would contribute to the Exchange's market quality by promoting
price discovery and ultimately increased competition. For the same
reasons, the proposed change also would not impose any burden on
competition among market participants. Pricing for executions at the
opening
[[Page 45193]]
[sic] would remain at relatively low levels and would continue to
reflect the benefit that market participants receive through the
ability to have their orders interact with other liquidity at the
opening [sic]. The Exchange also believes that the proposed changes
would encourage the submission of additional liquidity to a public
exchange, thereby promoting price discovery and transparency and
enhancing order execution opportunities for member organizations. The
Exchange believes that this could promote competition between the
Exchange and other execution venues, including those that currently
offer similar order types and comparable transaction pricing, by
encouraging additional orders to be sent to the Exchange for execution.
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\10\ 15 U.S.C. 78f(b)(8).
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Finally, the Exchange notes that it operates in a highly
competitive market in which market participants can readily favor
competing venues if they deem fee levels at a particular venue to be
excessive or rebate opportunities available at other venues to be more
favorable. In such an environment, the Exchange must continually adjust
its fees and rebates to remain competitive with other exchanges and
with alternative trading systems that have been exempted from
compliance with the statutory standards applicable to exchanges.
Because competitors are free to modify their own fees and credits in
response, and because market participants may readily adjust their
order routing practices, the Exchange believes that the degree to which
fee changes in this market may impose any burden on competition is
extremely limited. As a result of all of these considerations, the
Exchange does not believe that the proposed changes will impair the
ability of member organizations or competing order execution venues to
maintain their competitive standing in the financial markets.
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) \11\ of the Act and subparagraph (f)(2) of Rule
19b-4 \12\ thereunder, because it establishes a due, fee, or other
charge imposed by the Exchange.
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\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 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) \13\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\13\ 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-NYSE-2016-47 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-NYSE-2016-47. 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-NYSE-2016-47 and should be
submitted on or before August 2, 2016.
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\14\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
Brent J. Fields,
Secretary.
[FR Doc. 2016-16377 Filed 7-11-16; 8:45 am]
BILLING CODE 8011-01-P