Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending Supplementary Material .20 to Rule 103, 70723-70726 [2016-24775]
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Federal Register / Vol. 81, No. 198 / Thursday, October 13, 2016 / Notices
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
list and trade shares of the
AdvisorShares KIM Korea Equity ETF
under NYSE Arca Equities Rule 8.600.
On May 13, 2016, the Exchange
submitted Amendment No. 1 to the
proposed rule change.3 The Commission
published notice of the proposed rule
change, as modified by Amendment No.
1, in the Federal Register on May 23,
2016.4 On May 23, 2016, the Exchange
submitted Amendment No. 2 to the
proposed rule change.5 On July 7, 2016,
pursuant to Section 19(b)(2) of the Act,6
the Commission designated a longer
period within which to approve the
proposed rule change, disapprove the
proposed rule change, or institute
proceedings to determine whether to
disapprove the proposed rule change.7
On August 18, 2016, the Commission
instituted proceedings under Section
19(b)(2)(B) of the Act 8 to determine
whether to approve or disapprove the
proposed rule change.9 The Commission
received no comments on the proposed
rule change. On September 28, 2016, the
Exchange withdrew the proposed rule
change.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Brent J. Fields,
Secretary.
[FR Doc. 2016–24699 Filed 10–12–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79071; File No. SR–NYSE–
2016–64]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Amending
Supplementary Material .20 to Rule 103
October 7, 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
September 22, 2016, New York Stock
Exchange LLC (‘‘NYSE’’ or the
‘‘Exchange’’) filed with the Securities
and Exchange Commission (‘‘SEC’’ or
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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Supplementary Material .20 to Rule 103
(‘‘NYSE Rule 103.20’’), to reduce the
Minimum Net Liquid Assets
requirement for Designated Market
Maker (‘‘DMM’’) units. 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
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 Amendment No. 1 replaced and superseded the
original filing in its entirety. Amendment No. 1 is
available at https://www.sec.gov/comments/srnysearca-2016-64/nysearca201664-1.pdf.
4 See Securities Exchange Act Release No. 34–
77847 (May 17, 2016), 81 FR 32364.
5 Amendment No. 2 replaced and superseded the
original filing in its entirety. Amendment No. 2 is
available at https://www.sec.gov/comments/srnysearca-2016-64/nysearca201664-2.pdf.
6 15 U.S.C. 78s(b)(2).
7 See Securities Exchange Act Release No. 78240,
81 FR 45332 (July 13, 2016).
8 15 U.S.C. 78s(b)(2)(B).
9 See Securities Exchange Act Release No. 78614,
81 FR 57981 (August 24, 2016).
10 17 CFR 200.30–3(a)(12).
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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
NYSE Rule 103.20, which sets forth the
net liquid assets requirements for a
member organization that operates as a
DMM unit on the Exchange,4 to reduce
the Minimum Net Liquid Assets
requirement for DMM units.
Current Rule
Rule 103.20 sets forth a Net Liquid
Assets requirement for each DMM unit 5
in addition to the SEC Net Capital Rule 6
minimum net capital requirement
applicable to market-making activities.
The purpose of the Exchange’s
requirement is to reasonably assure that
each DMM unit maintains sufficient
liquidity to carry out its obligation to
maintain a fair and orderly market in its
assigned securities in times of market
stress. The formula for the current net
liquid assets requirement was
established in July 2011, which resulted
in the aggregate net liquid assets of all
DMM units equaling at least $125
million.7
Under current Rule 103.20(b), each
DMM unit must maintain or have
allocated to it Net Liquid Assets that are
the greater of (1) $1 million, or (2)
$125,000 for each one-tenth of one
percent (0.1%) of Exchange transaction
dollar volume 8 in its registered
securities. A DMM unit must inform the
Exchange immediately whenever the
DMM unit is unable to comply with
these requirements.9
Current Rule 103.20(a) defines ‘‘Net
Liquid Assets’’ as the sum of (A)
‘‘Excess Net Capital’’ and (B)
‘‘Liquidity’’ dedicated to the DMM unit.
Excess Net Capital has the same
meaning as the term excess net capital
as computed in accordance with the
1 15
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In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
1 15
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
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4 Pursuant to Rule 2(j), a DMM unit is defined as
a member organization or unit within a member
organization that has been approved to act as a
DMM unit under Rule 98. Pursuant to Rule 2(i), a
DMM is defined as an individual member, officer,
partner, employee or associated person of a DMM
unit who is approved by the Exchange to act in the
capacity of a DMM. All references to rules herein
are to NYSE rules, unless otherwise noted.
5 All DMMs on the Exchange are required to
comply with Rule 104.
6 See 17 CFR 240.15c3–1.
7 See Securities Exchange Act Release No. 64918
(July 19, 2011), 76 FR 44390 (July 25, 2011) (SR–
NYSE–2011–35) (‘‘Release No. 64918’’).
8 The term ‘‘Exchange transaction dollar volume’’
means the most recent Statistical Data, calculated
and provided by the NYSE on a monthly basis. See
Rule 103.20(a)(4).
9 See Rule 103.20(c)(1)(A).
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Federal Register / Vol. 81, No. 198 / Thursday, October 13, 2016 / Notices
SEC Net Capital Rule,10 which means
the amount identified as item number
3770 of SEC Form X–17A–5 (‘‘FOCUS
Report’’), except for DMM units that
compute net capital under the
alternative standard, for which it would
mean item number 3910 of the FOCUS
Report. Liquidity is defined as undrawn
or actual borrowings that are dedicated
to the DMM unit’s business, as specified
in Rule 103.20(a)(3)(A)–(C).
If two or more DMM units are
associated with each other and deal for
the same DMM unit account, then the
Net Liquid Assets requirements of Rule
103.20 applies to such DMM units as
one unit, rather than to each DMM unit
individually. Any joint account must be
approved by the Exchange.11 The
Exchange may allow a DMM unit to
operate despite noncompliance with the
provisions of the minimum
requirements of Rule 103.20, for up to
five business days from the date the
DMM notifies the Exchange of such
condition.12
Background and Proposed Rule Change
On July 25, 2006, the SEC approved
amendments to the predecessor of
current Rule 103.20 that set the Net
Liquid Asset requirement applicable to
specialist member organizations at $1
billion.13 In February 2008, based on
significant changes in the NYSE’s
market structure resulting in reduced
specialist participation, position levels,
and performance during periods of high
market volatility, this amount was
reduced to $250 million.14 In July 2011,
once again relying on significant
changes in the NYSE’s market structure
as well as market-wide regulatory and
trading developments and trends, the
Net Liquid Asset requirement in Rule
103.20 was reduced to the current $125
million.15
A determination of whether the Net
Liquid Assets requirement will be
adequate to support the liquidity needs
of DMM units to perform their
obligations to the market during periods
of market stress involves consideration
and assessment of many factors,
including market structure
developments, market fragmentation,
10 See
note 6 supra.
Rule 103.20(b)(3).
12 See id. at (c)(2).
13 See Securities Exchange Act Release No. 54205
(July 25, 2006), 71 FR 43260 (July 31, 2006) (SR–
NYSE–2005–38) (approving amendments to NYSE
Rules 104 and 123E (‘‘Specialist Combination
Review Policy’’) that changed the capital
requirements of specialist organizations). See also
NYSE Information Memo 06–56 (August 2, 2006).
14 See Securities Exchange Act Release No. 57272
(February 5, 2008), 73 FR 8098 (February 12, 2008)
(SR–NYSE–2007–101).
15 See note 7 supra.
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11 See
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DMM unit end-of-day inventory
positions and position duration, and the
use of technology to manage market
volatility. Since July 2011, the Exchange
has continued to regularly assess these
factors.
Market-wide developments since
2011 have continued to dampen
volatility and reduce DMM unit risk
levels. Specifically, the implementation
in April 2013 of market-wide volatility
controls as part of the Regulation NMS
Plan to Address Extraordinary Market
Volatility (‘‘Limit Up/Limit Down’’)
significantly mitigated industry-wide
risks by limiting single-stock and
market-wide volatility throughout the
trading day.16 Additional initiatives
since 2011, including enhanced
technology resulting in reduced trading
latency levels, clearing organization risk
control enhancements, tighter
percentage triggers on market-wide
circuit breakers,17 pre-trade risk
controls to prevent the routing of orders
that exceed credit or capital thresholds
(i.e., SEC Rule 15c3–5,18 the ‘‘Market
Access Rule’’), and clearly defined
Clearly Erroneous Execution parameters
and processes,19 have all contributed to
reducing the potential for significant
and/or rapid movements in the market
and to help DMM units satisfy their
obligation to maintain an orderly market
in assigned securities in times of market
stress.
Since 2011, market fragmentation has
increased the amount of off-exchange
trading in NYSE-listed securities.
Trading on the Trade Reporting Facility
(‘‘TRF’’) in NYSE-listed securities
increased from 29.8% year-to-date
between January–May 2011 to 34.7%
year-to-date between January–May 2016.
There are currently 13 competing
exchanges trading NYSE-listed
securities and one-third of NYSE
consolidated volume is traded offexchange on over 30 dark pools and
over 200 upstairs trading desks.
The net liquid asset requirement
should be reasonably related to the
amount of trading that DMM units
transact within the NYSE’s market share
and dollar value traded. The Exchange
believes that as NYSE share and dollar
volume has declined, the amount of net
liquid assets required to meet the DMM
unit’s obligations should similarly
decline. The Exchange notes that both
the overall consolidated Tape A volume
as well as the Exchange’s average daily
16 See Securities Exchange Act Release No. 77679
(April 21, 2016), 81 FR 24908 (April 27, 2016) (File
No. 4–631) (Order approving 10th Amendment to
the Limit Up Limit Down Plan).
17 See Rule 80B.
18 See 17 CFR 240.15c3–5.
19 See Rule 128.
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volume of shares traded have declined
since 2011 (6% and 13% YTD,
respectively), therefore resulting in less
trading both market-wide and at the
Exchange in the securities assigned to
DMMs.
The growth in NYSE’s Supplemental
Liquidity Provider (‘‘SLP’’) program,
implemented in October 2008 and made
permanent in July 2015,20 has increased
liquidity provider participation across a
broader group of market participants,
thereby also helping to reduce DMM
risk. Today, around one-third of
liquidity provider participation comes
from nine firms participating in the SLP
program.
The disparity between the current
capital requirement and DMM gross
inventory levels is also significant. Endof-day DMM average gross inventory
positions have declined 27% from $74
million in the January–June 2011 period
to $54 million in the January–June 2016
period, reducing overnight risk
exposure. The current $125 million
capital requirement is 2.3 times greater
than the gross inventory level of $53
million (long market value plus short
market value) and 34 times greater than
the average net inventory level of $3.6
million (long market value—short
market value).
DMM units are also putting fewer
dollars at risk on a given trade, and less
capital is needed to support the
resultant positions. This trend is largely
the result of the DMM units’ increased
use of algorithms to trade in smaller
order sizes to reduce risk exposure. The
industry’s increased use of algorithms to
trade in small order sizes to reduce risk
exposure has resulted in a 14% decline
in the average NYSE intraday trade size
from 2011 to 2016 year-to-date through
May 2016, resulting in fewer DMM
shares at risk on a given trade.
Moreover, DMM liquidity provider
and other payments to DMMs have
increased since 2011. In particular,
DMM rebates per share have increased
from $0.0015, $0.0025 and $0.0030 in
mid-2011 to $0.0027, $0.0031, $0.0034
today. Further, quote market data
revenue payments have been expanded
to cover less-active securities under 1.5
million in consolidated volume versus 1
million in consolidated volume in 2011,
and monthly flat payments have been
introduced between $100 to $500 per
security for less active securities under
1.5 million in consolidated volume. By
reducing the DMM’s costs per share
traded, the Exchange believes that
higher trading rebates and other
20 See Securities Exchange Act Release No. 75578
(July 31, 2015), 80 FR 47008 (August 6, 2015) (SR–
NYSE–2015–26).
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payments to DMMs have reduced
overall DMM trading risk.
Further, the DMM units’ increasing
use of trading technology and faster
NYSE execution speeds enable DMMs to
reduce order exposure time and better
manage the risks of positions held.
Faster NYSE executions speeds and
DMM units’ use of algorithms allow
them to adjust positions quickly in
response to changing market dynamics.
The NYSE has also reduced the time
needed to incorporate market
information into quotes, thereby
allowing for better risk controls
mechanisms by DMMs. Median orderto-acknowledgement latency for NYSE
gateways declined 81% between June
2011 and June 2016.21
Based on the foregoing, the Exchange
believes that it is appropriate to reduce
the Net Liquid Assets requirement for
all DMM units by an additional 40% to
$75 million.
The Exchange notes that the Exchange
and FINRA will continue to assess
DMM capital requirements and monitor
capital positions on a daily basis.
The Exchange will notify DMM units
of the implementation date of this rule
change via a Member Education
Bulletin.
The proposed change is not otherwise
intended to address any other issues
and the Exchange is not aware of any
problems that DMM units would have
in complying with the proposed change.
2. Statutory Basis
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The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,22 in general, and
furthers the objectives of Section 6(b)(5)
of the Act,23 in particular, because it is
designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
regulating, clearing, settling, processing
information with respect to, and
facilitating transactions in securities, to
remove impediments to, and perfect the
mechanisms of, a free and open market
and a national market system and, in
general, to protect investors and the
public interest and because it is not
designed to permit unfair
21 The Exchange notes that multi-asset market
makers mitigate risk by hedging between different
products. Technology advances like use of
microwave towers has reduced data transmission
times helping firms to better manage risks and
hedge price differences between equities/ETFs
generally trading in the New York area and futures
generally trading in the Chicago area.
22 15 U.S.C. 78f(b).
23 15 U.S.C. 78f(b)(5).
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discrimination between customers,
issuers, brokers, or dealers.
The Exchange believes that the
proposed change would remove
impediments to, and perfect the
mechanisms of, a free and open market
and a national market system by
reducing the burden on DMM units to
maintain net liquidity while still
reasonably ensuring that DMM units
have sufficient liquidity to carry out
their obligations to maintain an orderly
market in their assigned securities in
times of market stress. In this regard, the
Exchange notes that overall DMM unit
risk levels have continued to decline
due to, among other things,
implementation of market-wide
volatility controls (e.g., Limit Up/Limit
Down price controls), enhanced
technology resulting in reduced trading
latency levels, clearing organization risk
control enhancements, tighter
percentage triggers on market-wide
circuit breakers, pre-trade risk controls
(i.e., the Market Access Rule), and
clearly defined Clearly Erroneous
Execution parameters and processes.
These initiatives have contributed to
reducing the potential for significant
and/or rapid movements in the market
and provide support to DMM units in
satisfying their obligation to maintain an
orderly market in assigned securities in
times of market stress. The Exchange
further believes that continued market
fragmentation, the decline in the
average value of DMM units’ end-of-day
position inventories and the shorter
duration of positions, lower per share
trading costs and improved technology
to manage market risk also support the
proposed rule change.
The Exchange further believes that the
proposed change would protect
investors and the public interest by
reducing existing barriers to entry for
new DMM units and mitigating the
potential loss of existing DMM units.
Stabilizing and increasing the pool of
DMM units with a more efficient
financial structure would be beneficial
to the Exchange and would also
enhance market quality and thereby
support investor protection and public
interest goals. 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
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
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70725
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed change is designed to amend
the structure of DMM unit financial
requirements. This proposed change
would eliminate a potential barrier to
entry for new DMM units interested in
operating on both markets, thereby
promoting competition.
The Exchange notes that market
makers and traders on other U.S. equity
exchanges are not subject to net capital
requirements beyond those required by
the SEC Net Capital Rule. Nonetheless,
DMM units have unique affirmative
obligations and the Exchange continues
to believe that it is appropriate that their
financial requirements be higher than
other market participants. The proposal
would support competition by making
DMM unit financial requirements more
manageable for member organizations,
including both existing and potential
future DMM units, and would thereby
promote greater interest in seeking
DMM unit appointments on the
Exchange.
Finally, the Exchange notes that it
operates in a highly competitive market
in which market participants can
readily favor competing venues. In such
an environment, the Exchange must
continually review, and consider
adjusting the services it offers and the
requirements it imposes to remain
competitive with other U.S. equity
exchanges.
For the reasons described above, the
Exchange believes that the proposed
rule change reflects this competitive
environment.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 24 and Rule
19b–4(f)(6) thereunder.25 Because the
proposed rule change does not: (i)
Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
prior to 30 days from the date on which
it was filed, or such shorter time as the
Commission may designate, if
consistent with the protection of
24 15
25 17
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U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
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Federal Register / Vol. 81, No. 198 / Thursday, October 13, 2016 / Notices
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act and Rule 19b–4(f)(6)(iii)
thereunder.
A proposed rule change filed under
Rule 19b–4(f)(6) 26 normally does not
become operative prior to 30 days after
the date of the filing. However, pursuant
to Rule 19b4(f)(6)(iii),27 the Commission
may designate a shorter time if such
action is consistent with the protection
of investors and the public interest.
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) 28 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:
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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–
NYSE–2016–64 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–2016–64. 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
CFR 240.19b–4(f)(6).
CFR 240.19b–4(f)(6)(iii).
28 15 U.S.C. 78s(b)(2)(B).
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–
2016–64 and should be submitted on or
before November 3, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.29
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–24775 Filed 10–12–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79059; File No. SR–
ISEMercury–2016–17]
Self-Regulatory Organizations; ISE
Mercury, LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend a Current
Billing Practice With Respect to Billing
Disputes
October 6, 2016.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on
September 22, 2016, ISE Mercury, LLC
(‘‘ISE Mercury’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
the proposed rule change as described
in Items I, II, and III, below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
26 17
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CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
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
Exchange 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 these
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 aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
Schedule of Fees to change the
timeframe within which Members must
dispute billing. Today, ISE Mercury
Members must submit all disputes no
later than ninety calendar days after
receipt of an Exchange invoice. After
ninety calendar days, all fees assessed
by the Exchange are considered final.
The Exchange is proposing to amend the
policy from ninety to sixty days to
submit a dispute. Today, the NASDAQ
PHLX LLC (‘‘Phlx’’), NASDAQ BX, Inc.
(‘‘BX’’) and The NASDAQ Options
Market LLC (‘‘NOM’’) all have a sixty
day timeframe within which to dispute
option invoices.3
The Exchange provides Members with
both daily and monthly fee reports and
thus believes Members should be aware
of any potential billing errors within
sixty calendar days of receiving an
invoice. Requiring that Members
dispute an invoice within this time
period will encourage them to promptly
review their invoices so that any
disputed charges can be addressed in a
timely manner while the information
and data underlying those charges (e.g.
applicable fees and order information) is
still easily and readily available. This
29 17
27 17
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend a
current billing practice with respect to
billing disputes.
The text of the proposed rule change
is available on the Exchange’s Web site
at www.ise.com, at the principal office
of the Exchange, and at the
Commission’s Public Reference Room.
Jkt 241001
PO 00000
Frm 00063
Fmt 4703
Sfmt 4703
3 See Phlx’s Pricing Schedule. See also NOM and
BX Rules at Chapter XV, Section 7.
E:\FR\FM\13OCN1.SGM
13OCN1
Agencies
[Federal Register Volume 81, Number 198 (Thursday, October 13, 2016)]
[Notices]
[Pages 70723-70726]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-24775]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-79071; File No. SR-NYSE-2016-64]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Amending Supplementary Material .20 to Rule 103
October 7, 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 September 22, 2016, New York Stock Exchange LLC (``NYSE''
or the ``Exchange'') filed with the Securities and Exchange Commission
(``SEC'' or 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 Supplementary Material .20 to Rule
103 (``NYSE Rule 103.20''), to reduce the Minimum Net Liquid Assets
requirement for Designated Market Maker (``DMM'') units. The proposed
rule change is available on the Exchange's Web site at www.nyse.com, at
the principal office of the Exchange, and at the Commission's Public
Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of those statements may be examined at
the places specified in Item IV below. The Exchange has prepared
summaries, set forth in sections A, B, and C below, of the most
significant parts of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend NYSE Rule 103.20, which sets forth
the net liquid assets requirements for a member organization that
operates as a DMM unit on the Exchange,\4\ to reduce the Minimum Net
Liquid Assets requirement for DMM units.
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\4\ Pursuant to Rule 2(j), a DMM unit is defined as a member
organization or unit within a member organization that has been
approved to act as a DMM unit under Rule 98. Pursuant to Rule 2(i),
a DMM is defined as an individual member, officer, partner, employee
or associated person of a DMM unit who is approved by the Exchange
to act in the capacity of a DMM. All references to rules herein are
to NYSE rules, unless otherwise noted.
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Current Rule
Rule 103.20 sets forth a Net Liquid Assets requirement for each DMM
unit \5\ in addition to the SEC Net Capital Rule \6\ minimum net
capital requirement applicable to market-making activities. The purpose
of the Exchange's requirement is to reasonably assure that each DMM
unit maintains sufficient liquidity to carry out its obligation to
maintain a fair and orderly market in its assigned securities in times
of market stress. The formula for the current net liquid assets
requirement was established in July 2011, which resulted in the
aggregate net liquid assets of all DMM units equaling at least $125
million.\7\
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\5\ All DMMs on the Exchange are required to comply with Rule
104.
\6\ See 17 CFR 240.15c3-1.
\7\ See Securities Exchange Act Release No. 64918 (July 19,
2011), 76 FR 44390 (July 25, 2011) (SR-NYSE-2011-35) (``Release No.
64918'').
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Under current Rule 103.20(b), each DMM unit must maintain or have
allocated to it Net Liquid Assets that are the greater of (1) $1
million, or (2) $125,000 for each one-tenth of one percent (0.1%) of
Exchange transaction dollar volume \8\ in its registered securities. A
DMM unit must inform the Exchange immediately whenever the DMM unit is
unable to comply with these requirements.\9\
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\8\ The term ``Exchange transaction dollar volume'' means the
most recent Statistical Data, calculated and provided by the NYSE on
a monthly basis. See Rule 103.20(a)(4).
\9\ See Rule 103.20(c)(1)(A).
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Current Rule 103.20(a) defines ``Net Liquid Assets'' as the sum of
(A) ``Excess Net Capital'' and (B) ``Liquidity'' dedicated to the DMM
unit. Excess Net Capital has the same meaning as the term excess net
capital as computed in accordance with the
[[Page 70724]]
SEC Net Capital Rule,\10\ which means the amount identified as item
number 3770 of SEC Form X-17A-5 (``FOCUS Report''), except for DMM
units that compute net capital under the alternative standard, for
which it would mean item number 3910 of the FOCUS Report. Liquidity is
defined as undrawn or actual borrowings that are dedicated to the DMM
unit's business, as specified in Rule 103.20(a)(3)(A)-(C).
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\10\ See note 6 supra.
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If two or more DMM units are associated with each other and deal
for the same DMM unit account, then the Net Liquid Assets requirements
of Rule 103.20 applies to such DMM units as one unit, rather than to
each DMM unit individually. Any joint account must be approved by the
Exchange.\11\ The Exchange may allow a DMM unit to operate despite
noncompliance with the provisions of the minimum requirements of Rule
103.20, for up to five business days from the date the DMM notifies the
Exchange of such condition.\12\
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\11\ See Rule 103.20(b)(3).
\12\ See id. at (c)(2).
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Background and Proposed Rule Change
On July 25, 2006, the SEC approved amendments to the predecessor of
current Rule 103.20 that set the Net Liquid Asset requirement
applicable to specialist member organizations at $1 billion.\13\ In
February 2008, based on significant changes in the NYSE's market
structure resulting in reduced specialist participation, position
levels, and performance during periods of high market volatility, this
amount was reduced to $250 million.\14\ In July 2011, once again
relying on significant changes in the NYSE's market structure as well
as market-wide regulatory and trading developments and trends, the Net
Liquid Asset requirement in Rule 103.20 was reduced to the current $125
million.\15\
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\13\ See Securities Exchange Act Release No. 54205 (July 25,
2006), 71 FR 43260 (July 31, 2006) (SR-NYSE-2005-38) (approving
amendments to NYSE Rules 104 and 123E (``Specialist Combination
Review Policy'') that changed the capital requirements of specialist
organizations). See also NYSE Information Memo 06-56 (August 2,
2006).
\14\ See Securities Exchange Act Release No. 57272 (February 5,
2008), 73 FR 8098 (February 12, 2008) (SR-NYSE-2007-101).
\15\ See note 7 supra.
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A determination of whether the Net Liquid Assets requirement will
be adequate to support the liquidity needs of DMM units to perform
their obligations to the market during periods of market stress
involves consideration and assessment of many factors, including market
structure developments, market fragmentation, DMM unit end-of-day
inventory positions and position duration, and the use of technology to
manage market volatility. Since July 2011, the Exchange has continued
to regularly assess these factors.
Market-wide developments since 2011 have continued to dampen
volatility and reduce DMM unit risk levels. Specifically, the
implementation in April 2013 of market-wide volatility controls as part
of the Regulation NMS Plan to Address Extraordinary Market Volatility
(``Limit Up/Limit Down'') significantly mitigated industry-wide risks
by limiting single-stock and market-wide volatility throughout the
trading day.\16\ Additional initiatives since 2011, including enhanced
technology resulting in reduced trading latency levels, clearing
organization risk control enhancements, tighter percentage triggers on
market-wide circuit breakers,\17\ pre-trade risk controls to prevent
the routing of orders that exceed credit or capital thresholds (i.e.,
SEC Rule 15c3-5,\18\ the ``Market Access Rule''), and clearly defined
Clearly Erroneous Execution parameters and processes,\19\ have all
contributed to reducing the potential for significant and/or rapid
movements in the market and to help DMM units satisfy their obligation
to maintain an orderly market in assigned securities in times of market
stress.
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\16\ See Securities Exchange Act Release No. 77679 (April 21,
2016), 81 FR 24908 (April 27, 2016) (File No. 4-631) (Order
approving 10th Amendment to the Limit Up Limit Down Plan).
\17\ See Rule 80B.
\18\ See 17 CFR 240.15c3-5.
\19\ See Rule 128.
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Since 2011, market fragmentation has increased the amount of off-
exchange trading in NYSE-listed securities. Trading on the Trade
Reporting Facility (``TRF'') in NYSE-listed securities increased from
29.8% year-to-date between January-May 2011 to 34.7% year-to-date
between January-May 2016. There are currently 13 competing exchanges
trading NYSE-listed securities and one-third of NYSE consolidated
volume is traded off-exchange on over 30 dark pools and over 200
upstairs trading desks.
The net liquid asset requirement should be reasonably related to
the amount of trading that DMM units transact within the NYSE's market
share and dollar value traded. The Exchange believes that as NYSE share
and dollar volume has declined, the amount of net liquid assets
required to meet the DMM unit's obligations should similarly decline.
The Exchange notes that both the overall consolidated Tape A volume as
well as the Exchange's average daily volume of shares traded have
declined since 2011 (6% and 13% YTD, respectively), therefore resulting
in less trading both market-wide and at the Exchange in the securities
assigned to DMMs.
The growth in NYSE's Supplemental Liquidity Provider (``SLP'')
program, implemented in October 2008 and made permanent in July
2015,\20\ has increased liquidity provider participation across a
broader group of market participants, thereby also helping to reduce
DMM risk. Today, around one-third of liquidity provider participation
comes from nine firms participating in the SLP program.
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\20\ See Securities Exchange Act Release No. 75578 (July 31,
2015), 80 FR 47008 (August 6, 2015) (SR-NYSE-2015-26).
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The disparity between the current capital requirement and DMM gross
inventory levels is also significant. End-of-day DMM average gross
inventory positions have declined 27% from $74 million in the January-
June 2011 period to $54 million in the January-June 2016 period,
reducing overnight risk exposure. The current $125 million capital
requirement is 2.3 times greater than the gross inventory level of $53
million (long market value plus short market value) and 34 times
greater than the average net inventory level of $3.6 million (long
market value--short market value).
DMM units are also putting fewer dollars at risk on a given trade,
and less capital is needed to support the resultant positions. This
trend is largely the result of the DMM units' increased use of
algorithms to trade in smaller order sizes to reduce risk exposure. The
industry's increased use of algorithms to trade in small order sizes to
reduce risk exposure has resulted in a 14% decline in the average NYSE
intraday trade size from 2011 to 2016 year-to-date through May 2016,
resulting in fewer DMM shares at risk on a given trade.
Moreover, DMM liquidity provider and other payments to DMMs have
increased since 2011. In particular, DMM rebates per share have
increased from $0.0015, $0.0025 and $0.0030 in mid-2011 to $0.0027,
$0.0031, $0.0034 today. Further, quote market data revenue payments
have been expanded to cover less-active securities under 1.5 million in
consolidated volume versus 1 million in consolidated volume in 2011,
and monthly flat payments have been introduced between $100 to $500 per
security for less active securities under 1.5 million in consolidated
volume. By reducing the DMM's costs per share traded, the Exchange
believes that higher trading rebates and other
[[Page 70725]]
payments to DMMs have reduced overall DMM trading risk.
Further, the DMM units' increasing use of trading technology and
faster NYSE execution speeds enable DMMs to reduce order exposure time
and better manage the risks of positions held. Faster NYSE executions
speeds and DMM units' use of algorithms allow them to adjust positions
quickly in response to changing market dynamics. The NYSE has also
reduced the time needed to incorporate market information into quotes,
thereby allowing for better risk controls mechanisms by DMMs. Median
order-to-acknowledgement latency for NYSE gateways declined 81% between
June 2011 and June 2016.\21\
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\21\ The Exchange notes that multi-asset market makers mitigate
risk by hedging between different products. Technology advances like
use of microwave towers has reduced data transmission times helping
firms to better manage risks and hedge price differences between
equities/ETFs generally trading in the New York area and futures
generally trading in the Chicago area.
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Based on the foregoing, the Exchange believes that it is
appropriate to reduce the Net Liquid Assets requirement for all DMM
units by an additional 40% to $75 million.
The Exchange notes that the Exchange and FINRA will continue to
assess DMM capital requirements and monitor capital positions on a
daily basis.
The Exchange will notify DMM units of the implementation date of
this rule change via a Member Education Bulletin.
The proposed change is not otherwise intended to address any other
issues and the Exchange is not aware of any problems that DMM units
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,\22\ in general, and furthers the
objectives of Section 6(b)(5) of the Act,\23\ in particular, because it
is designed to prevent fraudulent and manipulative acts and practices,
to promote just and equitable principles of trade, to foster
cooperation and coordination with persons engaged in regulating,
clearing, settling, processing information with respect to, and
facilitating transactions in securities, to remove impediments to, and
perfect the mechanisms of, a free and open market and a national market
system and, in general, to protect investors and the public interest
and because it is not designed to permit unfair discrimination between
customers, issuers, brokers, or dealers.
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\22\ 15 U.S.C. 78f(b).
\23\ 15 U.S.C. 78f(b)(5).
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The Exchange believes that the proposed change would remove
impediments to, and perfect the mechanisms of, a free and open market
and a national market system by reducing the burden on DMM units to
maintain net liquidity while still reasonably ensuring that DMM units
have sufficient liquidity to carry out their obligations to maintain an
orderly market in their assigned securities in times of market stress.
In this regard, the Exchange notes that overall DMM unit risk levels
have continued to decline due to, among other things, implementation of
market-wide volatility controls (e.g., Limit Up/Limit Down price
controls), enhanced technology resulting in reduced trading latency
levels, clearing organization risk control enhancements, tighter
percentage triggers on market-wide circuit breakers, pre-trade risk
controls (i.e., the Market Access Rule), and clearly defined Clearly
Erroneous Execution parameters and processes. These initiatives have
contributed to reducing the potential for significant and/or rapid
movements in the market and provide support to DMM units in satisfying
their obligation to maintain an orderly market in assigned securities
in times of market stress. The Exchange further believes that continued
market fragmentation, the decline in the average value of DMM units'
end-of-day position inventories and the shorter duration of positions,
lower per share trading costs and improved technology to manage market
risk also support the proposed rule change.
The Exchange further believes that the proposed change would
protect investors and the public interest by reducing existing barriers
to entry for new DMM units and mitigating the potential loss of
existing DMM units. Stabilizing and increasing the pool of DMM units
with a more efficient financial structure would be beneficial to the
Exchange and would also enhance market quality and thereby support
investor protection and public interest goals. 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
The Exchange does not believe that the proposed rule change will
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act. The proposed change is
designed to amend the structure of DMM unit financial requirements.
This proposed change would eliminate a potential barrier to entry for
new DMM units interested in operating on both markets, thereby
promoting competition.
The Exchange notes that market makers and traders on other U.S.
equity exchanges are not subject to net capital requirements beyond
those required by the SEC Net Capital Rule. Nonetheless, DMM units have
unique affirmative obligations and the Exchange continues to believe
that it is appropriate that their financial requirements be higher than
other market participants. The proposal would support competition by
making DMM unit financial requirements more manageable for member
organizations, including both existing and potential future DMM units,
and would thereby promote greater interest in seeking DMM unit
appointments on the Exchange.
Finally, the Exchange notes that it operates in a highly
competitive market in which market participants can readily favor
competing venues. In such an environment, the Exchange must continually
review, and consider adjusting the services it offers and the
requirements it imposes to remain competitive with other U.S. equity
exchanges.
For the reasons described above, the Exchange believes that the
proposed rule change reflects this competitive environment.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed rule change pursuant to Section
19(b)(3)(A)(iii) of the Act \24\ and Rule 19b-4(f)(6) thereunder.\25\
Because the proposed rule change does not: (i) Significantly affect the
protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative prior to
30 days from the date on which it was filed, or such shorter time as
the Commission may designate, if consistent with the protection of
[[Page 70726]]
investors and the public interest, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act and Rule 19b-
4(f)(6)(iii) thereunder.
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\24\ 15 U.S.C. 78s(b)(3)(A)(iii).
\25\ 17 CFR 240.19b-4(f)(6).
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A proposed rule change filed under Rule 19b-4(f)(6) \26\ normally
does not become operative prior to 30 days after the date of the
filing. However, pursuant to Rule 19b4(f)(6)(iii),\27\ the Commission
may designate a shorter time if such action is consistent with the
protection of investors and the public interest.
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\26\ 17 CFR 240.19b-4(f)(6).
\27\ 17 CFR 240.19b-4(f)(6)(iii).
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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) \28\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\28\ 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-2016-64 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-2016-64. 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-2016-64 and should be
submitted on or before November 3, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\29\
Robert W. Errett,
Deputy Secretary.
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\29\ 17 CFR 200.30-3(a)(12).
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[FR Doc. 2016-24775 Filed 10-12-16; 8:45 am]
BILLING CODE 8011-01-P