Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending the NYSE Arca Options Fee Schedule, 18326-18328 [2017-07753]
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18326
Federal Register / Vol. 82, No. 73 / Tuesday, April 18, 2017 / Notices
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposal is
consistent with the Act. Comments may
be submitted by any of the following
methods:
[FR Doc. 2017–07754 Filed 4–17–17; 8:45 am]
BILLING CODE 8011–01–P
• 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 No. SR–
NASDAQ–2017–035 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 No.
SR–NASDAQ–2017–035. 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 will also be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File No. SR–NASDAQ–
2017–035 and should be submitted on
or before May 9, 2017.
[Release No. 34–80441; File No. SR–
NYSEARCA–2017–35]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending the NYSE Arca
Options Fee Schedule
April 12, 2017.
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 April 3,
2017, NYSE Arca, Inc. (the ‘‘Exchange’’
or ‘‘NYSE Arca’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
NYSE Arca Options Fee Schedule (‘‘Fee
Schedule’’). The Exchange proposes to
implement the fee change effective
April 3, 2017. 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,
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
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16:55 Apr 17, 2017
Jkt 241001
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
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
sradovich on DSK3GMQ082PROD with NOTICES
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Eduardo A. Aleman,
Assistant Secretary.
PO 00000
Frm 00050
Fmt 4703
Sfmt 4703
The purpose of this filing is to amend
the Fee Schedule effective April 3, 2017.
Specifically, the Exchange proposes to
adjust certain fees and to modify certain
incentives and qualifications by
broadening the base of order flow and
trading activity to make the different
qualifications more achievable to a
variety of market participants.
Currently, the Exchange charges all
participants a fee for orders that are
executed by taking liquidity from the
disseminated market (‘‘Take Liquidity
Fee,’’ or ‘‘Take Fee’’), and offers credits
(or reduced fees) for executions
resulting from posting trading interest
that is included in the disseminated
market (‘‘Post Liquidity’’ credit). For
non-Customers, the Exchange currently
charges a per contract Take Fee of $1.08
for executions in non-Penny pilot
issues.4 The Exchange proposes to
increase this Take Fee to $1.10 per
contract, which is within the range of
fees charged by competing option
exchanges.5
The Exchange also currently provides
a Post Liquidity per contract credit of
$0.28 to Lead Market Makers (‘‘LMMs’’)
and NYSE Arca Market Makers for
executions in Penny Pilot Issues. The
Exchange proposes to increase the Post
Liquidity credit for LMMs to $0.32 per
contract. The Exchange also proposes
that the $0.04 per contract increase in
the Post Liquidity credit would also be
available to LMMs that are eligible to
receive any other posting credits for
executions in Penny Pilot Issues—
namely eligible volume per the ‘‘Market
Maker Monthly Posting Credit Tiers and
Qualifications for Executions in Penny
Pilot Issues and SPY’’ (the ‘‘MM Posting
Tiers’’). For instance, if an LMM
qualifies for the Super Tier in the MM
Posting Tiers, the LMM would receive a
total per contract credit for executions
in Penny Pilot issues in their LMM
appointment of $0.37, plus the $0.04
4 The Exchange notes that for purposes of this fee
filing, ‘‘non-Customers’’ include: Lead Market
Makers, NYSE Arca Market Makers, Firm and
Broker Dealers and Professional Customers.
5 See e.g., NASDAQ Options Market—Fees and
Rebates, available here, https://
www.nasdaqtrader.com/
Micro.aspx?id=optionsPricing and Bats BZX
Options Exchange Fee Schedule, available here,
https://www.bats.com/us/options/membership/fee_
schedule/bzx/.
E:\FR\FM\18APN1.SGM
18APN1
Federal Register / Vol. 82, No. 73 / Tuesday, April 18, 2017 / Notices
sradovich on DSK3GMQ082PROD with NOTICES
Post Liquidity credit, for a combined per
contract credit of $0.41.
The Exchange also proposes to offer a
$0.02 per contract Take Liquidity
Discount for executions in Non-Penny
Pilot Issues for non-Customers that
achieve at least 0.65% of Total Industry
Customer equity and ETF option ADV
(‘‘TCADV’’) from non-Customer
liquidity removing orders in all issues.
The proposed discount is similar to the
existing discount that is available for
executions in Penny Issues and includes
transaction volume from the OTP
Holder’s or OTP Firm’s affiliates or its
Appointed OFP or Appointed MM.
The Exchange also provides various
incentives to OTP Holders and OTP
Firms (‘‘OTPs’’) to achieve enhanced
posted liquidity credits, some of which
are based on achieving certain
percentages of NYSE Arca Equity daily
activity, also known as ‘‘cross-asset
pricing.’’ The Exchange proposes to
replace one of the alternative
qualifications for the Super Tier II in the
MM Posting Tiers with a new crossasset pricing credit by achieving a level
of options activity and achieving a level
of NYSE Arca Equity activity.6
Specifically, as proposed, an OTP
would qualify for Super Tier II if the
OTP achieves at least 0.20% of ICADV
from Market Maker posted orders in all
issues, plus ETP Holder and Market
Maker posted volume in Tape B
Securities (‘‘Tape B Adding ADV’’) that
is at least 1.50% of US Tape B
consolidated average daily volume
(‘‘CADV’’) for the billing month
executed on NYSE Arca Equity Market.
The credit applicable to Super Tier II
would remain the same (i.e., $0.42 per
contract).7 The Exchange believes that
by providing the proposed alternative
qualification basis for posted orders in
Penny Pilot issues from Market Makers
would encourage an increased level of
activity in all issues, which in turn
encourages tighter market spreads and
6 The Exchange proposes to eliminate the current
Super Tier II qualification basis that requires an
OTP to achieve at least 1.60% of Total Industry
Customer equity and ETF option ADV from
Customer and Professional Customer orders in all
issues, with at least 1.20% of Total Industry
Customer equity and ETF option ADV from
Customer and Professional Customer Posted Orders
in all issues.
7 At [sic] The Exchange is not proposing any
substantive change to the alternative qualification
basis for achieving Super Tier II, which requires at
least 1.60% of Total Industry Customer equity and
ETF option ADV from Market Maker orders in all
issues, with at least 0.90% of Total Industry
Customer equity and ETF option ADV from Market
Maker Posted Orders in Penny Pilot and Non-Penny
Pilot Issues. However, the Exchange proposes to
replace reference in this tier to ‘‘Penny Pilot and
Non-Penny Pilot Issues’’ to ‘‘all Issues,’’ which
should add clarity, transparency and internal
consistency to the Fee Schedule.
VerDate Sep<11>2014
16:55 Apr 17, 2017
Jkt 241001
increased liquidity, which benefits all
market participants.
Finally, the Exchange proposes to add
clarification to Endnote 8, which
describes transactions for qualifications
for the various credits or discounts. The
Exchange proposes to modify the
Endnote such that the transactions for
qualification referenced in Endnote 8
would be for various credits and
discounts. Further, the Exchange
proposes to add a clarifying sentence
that ‘‘references to Market Maker
volumes and executions are inclusive of
transactions in issues in the Market
Maker’s LMM appointment’’ and an
additional statement that ‘‘references to
LMM transactions apply solely to
transactions in the LMM’s
appointment.’’
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,8 in general, and
furthers the objectives of Sections
6(b)(4) and (5) of the Act,9 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.
The Exchange believes that the
proposed fee increase is reasonable,
equitable, and not unfairly
discriminatory because it applies to all
non-Customer Take Liquidity
transactions in non-Penny Pilot issues
and is within the range of fees charged
by competing option exchanges.10
The Exchange also believes the
proposed enhanced credit for posted
liquidity for LMMs in Penny Pilot issues
is reasonable, equitable, and not
unfairly discriminatory because LMMs
have heightened obligations for issues
in their allocation that do not apply to
other market participants. Moreover,
LMMs must continue to meet their
obligations despite market fluctuations
and ebbs and flows in trading activity,
while other market participants may
rapidly add or drop interest in an issue.
The Exchange believes the proposed
Take Fee Discount and modification to
Super Tier II of the MM Posting Tiers
are reasonable, equitable, and not
unfairly discriminatory because the
changes would be available to all
similarly-situated market participants
on an equal and non-discriminatory
basis. The Exchange believes the
creation of a Take Fee discount in non8 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
10 See supra note 5.
Penny Pilot Issues available to Lead
Market Makers, Market Makers, Firms,
Broker Dealers and Professional
Customers is reasonable, equitable, and
not unfairly discriminatory because it is
applicable to all participants other than
Customers, who pay a much lower Take
Liquidity Fee.
Modifications to the Market Maker
Monthly Posting Credit Tiers and
Qualifications for Penny Pilot Issues
and SPY are equitable and not unfairly
discriminatory because the changes to
the Super Tier II for Market Makers and
Lead Market Makers would apply to all
Market Makers and Lead Market Makers
on an equal and non-discriminatory
basis. Further, they are not unfairly
discriminatory because other nonCustomer participants do not have the
burden of Market Making obligations.
In addition, the proposed changes are
designed to incent market participants
to increase the orders sent directly to
the Exchange and therefore provide
liquidity that supports the quality of
price discovery and promotes market
transparency to the benefit of all market
participants. Further, the proposed
modifications are reasonable, equitable,
and non-discriminatory because they
would allow qualification through
activity combined with activity of
affiliates or Appointed OFP, including
activity on the NYSE Arca Equity
Market. Thus, the Exchange believes the
proposed modifications are reasonable,
equitable and not unfairly
discriminatory because they encourage
more participants to qualify for the
various incentives, including
encouraging more participants to have
affiliated or appointed order flow
directed to the Exchange.
The Exchange believes the proposed
modification to Endnote 8 is reasonable,
equitable and not unfairly
discriminatory because the proposed
change is intended to clarify that the
calculations for qualifications for
monthly posting would be determined
for credits and discounts, rather than
credits or discounts.
Finally, the Exchange believes the
proposed non-substantive change to the
alternative qualification basis for
achieving Super Tier II is reasonable,
equitable, and not unfairly
discriminatory because it would add
clarity, transparency and internal
consistency to the Fee Schedule.11
For these reasons, the Exchange
believes that the proposal is consistent
with the Act.
9 15
PO 00000
Frm 00051
Fmt 4703
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18327
11 See
E:\FR\FM\18APN1.SGM
supra note 7.
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Federal Register / Vol. 82, No. 73 / Tuesday, April 18, 2017 / Notices
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act, the Exchange does not believe
that the proposed rule change will
impose any burden on competition that
is not necessary or appropriate in
furtherance of the purposes of the Act.
Instead, the Exchange believes that the
proposed changes would encourage
competition, including by attracting
additional liquidity to the Exchange,
which would continue to make the
Exchange a more competitive venue for,
among other things, order execution and
price discovery. The Exchange does not
believe that the proposed change would
impair the ability of any market
participants or competing order
execution venues to maintain their
competitive standing in the financial
markets. Further, the incentive would
be available to all similarly-situated
participants, and, as such, the proposed
change would not impose a disparate
burden on competition either among or
between classes of market participants
and may, in fact, encourage
competition.
The Exchange believes that the
proposed enhanced credits for LMMs
would not impose an unfair burden on
competition because the LMMs have
heightened obligations for issues in
their allocation that do not apply to
other market participants.
The Exchange notes that it operates in
a highly competitive market in which
market participants can readily favor
competing venues. In such an
environment, the Exchange must
continually review, and consider
adjusting, its fees and credits to remain
competitive with other exchanges. For
the reasons described above, the
Exchange believes that the proposed
rule change reflects this competitive
environment.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
sradovich on DSK3GMQ082PROD with NOTICES
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) 12 of the Act and
subparagraph (f)(2) of Rule 19b–4 13
thereunder, because it establishes a due,
12 15
13 17
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
VerDate Sep<11>2014
16:55 Apr 17, 2017
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) 14 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
NYSEArca–2017–35 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–NYSEArca–2017–35. 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
14 15
Jkt 241001
PO 00000
U.S.C. 78s(b)(2)(B).
Frm 00052
Fmt 4703
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–
NYSEArca–2017–35, and should be
submitted on or before May 9, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–07753 Filed 4–17–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Sunshine Act Meeting
Notice is hereby given, pursuant to
the provisions of the Government in the
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
Commission will hold a closed meeting
on Thursday, April 20, 2017 at 2 p.m.
Commissioners, Counsel to the
Commissioners, the Secretary to the
Commission, and recording secretaries
will attend the closed meeting. Certain
staff members who have an interest in
the matters also may be present.
The General Counsel of the
Commission, or her designee, has
certified that, in her opinion, one or
more of the exemptions set forth in 5
U.S.C. 552b(c)(3), (5), (7), 9(B) and (10)
and 17 CFR 200.402(a)(3), (a)(5), (a)(7),
(a)(9)(ii) and (a)(10), permit
consideration of the scheduled matter at
the closed meeting.
Acting Chairman Piwowar, as duty
officer, voted to consider the items
listed for the closed meeting in closed
session.
The subject matter of the closed
meeting will be:
Institution and settlement of
injunctive actions;
Institution and settlement of
administrative proceedings;
Resolution of litigation claims;
Litigation matters; and
Other matters relating to enforcement
proceedings.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items.
For further information and to
ascertain what, if any, matters have been
added, deleted or postponed; please
15 17
Sfmt 4703
E:\FR\FM\18APN1.SGM
CFR 200.30–3(a)(12).
18APN1
Agencies
[Federal Register Volume 82, Number 73 (Tuesday, April 18, 2017)]
[Notices]
[Pages 18326-18328]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-07753]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-80441; File No. SR-NYSEARCA-2017-35]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Amending the NYSE
Arca Options Fee Schedule
April 12, 2017.
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 April 3, 2017, NYSE Arca, Inc. (the ``Exchange'' or
``NYSE Arca'') filed with the Securities and Exchange Commission (the
``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared by the self-regulatory
organization. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend the NYSE Arca Options Fee Schedule
(``Fee Schedule''). The Exchange proposes to implement the fee change
effective April 3, 2017. 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 purpose of this filing is to amend the Fee Schedule effective
April 3, 2017. Specifically, the Exchange proposes to adjust certain
fees and to modify certain incentives and qualifications by broadening
the base of order flow and trading activity to make the different
qualifications more achievable to a variety of market participants.
Currently, the Exchange charges all participants a fee for orders
that are executed by taking liquidity from the disseminated market
(``Take Liquidity Fee,'' or ``Take Fee''), and offers credits (or
reduced fees) for executions resulting from posting trading interest
that is included in the disseminated market (``Post Liquidity''
credit). For non-Customers, the Exchange currently charges a per
contract Take Fee of $1.08 for executions in non-Penny pilot issues.\4\
The Exchange proposes to increase this Take Fee to $1.10 per contract,
which is within the range of fees charged by competing option
exchanges.\5\
---------------------------------------------------------------------------
\4\ The Exchange notes that for purposes of this fee filing,
``non-Customers'' include: Lead Market Makers, NYSE Arca Market
Makers, Firm and Broker Dealers and Professional Customers.
\5\ See e.g., NASDAQ Options Market--Fees and Rebates, available
here, https://www.nasdaqtrader.com/Micro.aspx?id=optionsPricing and
Bats BZX Options Exchange Fee Schedule, available here, https://www.bats.com/us/options/membership/fee_schedule/bzx/.
---------------------------------------------------------------------------
The Exchange also currently provides a Post Liquidity per contract
credit of $0.28 to Lead Market Makers (``LMMs'') and NYSE Arca Market
Makers for executions in Penny Pilot Issues. The Exchange proposes to
increase the Post Liquidity credit for LMMs to $0.32 per contract. The
Exchange also proposes that the $0.04 per contract increase in the Post
Liquidity credit would also be available to LMMs that are eligible to
receive any other posting credits for executions in Penny Pilot
Issues--namely eligible volume per the ``Market Maker Monthly Posting
Credit Tiers and Qualifications for Executions in Penny Pilot Issues
and SPY'' (the ``MM Posting Tiers''). For instance, if an LMM qualifies
for the Super Tier in the MM Posting Tiers, the LMM would receive a
total per contract credit for executions in Penny Pilot issues in their
LMM appointment of $0.37, plus the $0.04
[[Page 18327]]
Post Liquidity credit, for a combined per contract credit of $0.41.
The Exchange also proposes to offer a $0.02 per contract Take
Liquidity Discount for executions in Non-Penny Pilot Issues for non-
Customers that achieve at least 0.65% of Total Industry Customer equity
and ETF option ADV (``TCADV'') from non-Customer liquidity removing
orders in all issues. The proposed discount is similar to the existing
discount that is available for executions in Penny Issues and includes
transaction volume from the OTP Holder's or OTP Firm's affiliates or
its Appointed OFP or Appointed MM.
The Exchange also provides various incentives to OTP Holders and
OTP Firms (``OTPs'') to achieve enhanced posted liquidity credits, some
of which are based on achieving certain percentages of NYSE Arca Equity
daily activity, also known as ``cross-asset pricing.'' The Exchange
proposes to replace one of the alternative qualifications for the Super
Tier II in the MM Posting Tiers with a new cross-asset pricing credit
by achieving a level of options activity and achieving a level of NYSE
Arca Equity activity.\6\
---------------------------------------------------------------------------
\6\ The Exchange proposes to eliminate the current Super Tier II
qualification basis that requires an OTP to achieve at least 1.60%
of Total Industry Customer equity and ETF option ADV from Customer
and Professional Customer orders in all issues, with at least 1.20%
of Total Industry Customer equity and ETF option ADV from Customer
and Professional Customer Posted Orders in all issues.
---------------------------------------------------------------------------
Specifically, as proposed, an OTP would qualify for Super Tier II
if the OTP achieves at least 0.20% of ICADV from Market Maker posted
orders in all issues, plus ETP Holder and Market Maker posted volume in
Tape B Securities (``Tape B Adding ADV'') that is at least 1.50% of US
Tape B consolidated average daily volume (``CADV'') for the billing
month executed on NYSE Arca Equity Market. The credit applicable to
Super Tier II would remain the same (i.e., $0.42 per contract).\7\ The
Exchange believes that by providing the proposed alternative
qualification basis for posted orders in Penny Pilot issues from Market
Makers would encourage an increased level of activity in all issues,
which in turn encourages tighter market spreads and increased
liquidity, which benefits all market participants.
---------------------------------------------------------------------------
\7\ At [sic] The Exchange is not proposing any substantive
change to the alternative qualification basis for achieving Super
Tier II, which requires at least 1.60% of Total Industry Customer
equity and ETF option ADV from Market Maker orders in all issues,
with at least 0.90% of Total Industry Customer equity and ETF option
ADV from Market Maker Posted Orders in Penny Pilot and Non-Penny
Pilot Issues. However, the Exchange proposes to replace reference in
this tier to ``Penny Pilot and Non-Penny Pilot Issues'' to ``all
Issues,'' which should add clarity, transparency and internal
consistency to the Fee Schedule.
---------------------------------------------------------------------------
Finally, the Exchange proposes to add clarification to Endnote 8,
which describes transactions for qualifications for the various credits
or discounts. The Exchange proposes to modify the Endnote such that the
transactions for qualification referenced in Endnote 8 would be for
various credits and discounts. Further, the Exchange proposes to add a
clarifying sentence that ``references to Market Maker volumes and
executions are inclusive of transactions in issues in the Market
Maker's LMM appointment'' and an additional statement that ``references
to LMM transactions apply solely to transactions in the LMM's
appointment.''
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\8\ in general, and furthers the
objectives of Sections 6(b)(4) and (5) of the Act,\9\ 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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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(4) and (5).
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The Exchange believes that the proposed fee increase is reasonable,
equitable, and not unfairly discriminatory because it applies to all
non-Customer Take Liquidity transactions in non-Penny Pilot issues and
is within the range of fees charged by competing option exchanges.\10\
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\10\ See supra note 5.
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The Exchange also believes the proposed enhanced credit for posted
liquidity for LMMs in Penny Pilot issues is reasonable, equitable, and
not unfairly discriminatory because LMMs have heightened obligations
for issues in their allocation that do not apply to other market
participants. Moreover, LMMs must continue to meet their obligations
despite market fluctuations and ebbs and flows in trading activity,
while other market participants may rapidly add or drop interest in an
issue.
The Exchange believes the proposed Take Fee Discount and
modification to Super Tier II of the MM Posting Tiers are reasonable,
equitable, and not unfairly discriminatory because the changes would be
available to all similarly-situated market participants on an equal and
non-discriminatory basis. The Exchange believes the creation of a Take
Fee discount in non-Penny Pilot Issues available to Lead Market Makers,
Market Makers, Firms, Broker Dealers and Professional Customers is
reasonable, equitable, and not unfairly discriminatory because it is
applicable to all participants other than Customers, who pay a much
lower Take Liquidity Fee.
Modifications to the Market Maker Monthly Posting Credit Tiers and
Qualifications for Penny Pilot Issues and SPY are equitable and not
unfairly discriminatory because the changes to the Super Tier II for
Market Makers and Lead Market Makers would apply to all Market Makers
and Lead Market Makers on an equal and non-discriminatory basis.
Further, they are not unfairly discriminatory because other non-
Customer participants do not have the burden of Market Making
obligations.
In addition, the proposed changes are designed to incent market
participants to increase the orders sent directly to the Exchange and
therefore provide liquidity that supports the quality of price
discovery and promotes market transparency to the benefit of all market
participants. Further, the proposed modifications are reasonable,
equitable, and non-discriminatory because they would allow
qualification through activity combined with activity of affiliates or
Appointed OFP, including activity on the NYSE Arca Equity Market. Thus,
the Exchange believes the proposed modifications are reasonable,
equitable and not unfairly discriminatory because they encourage more
participants to qualify for the various incentives, including
encouraging more participants to have affiliated or appointed order
flow directed to the Exchange.
The Exchange believes the proposed modification to Endnote 8 is
reasonable, equitable and not unfairly discriminatory because the
proposed change is intended to clarify that the calculations for
qualifications for monthly posting would be determined for credits and
discounts, rather than credits or discounts.
Finally, the Exchange believes the proposed non-substantive change
to the alternative qualification basis for achieving Super Tier II is
reasonable, equitable, and not unfairly discriminatory because it would
add clarity, transparency and internal consistency to the Fee
Schedule.\11\
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\11\ See supra note 7.
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For these reasons, the Exchange believes that the proposal is
consistent with the Act.
[[Page 18328]]
B. Self-Regulatory Organization's Statement on Burden on Competition
In accordance with Section 6(b)(8) of the Act, the Exchange does
not believe that the proposed rule change will impose any burden on
competition that is not necessary or appropriate in furtherance of the
purposes of the Act. Instead, the Exchange believes that the proposed
changes would encourage competition, including by attracting additional
liquidity to the Exchange, which would continue to make the Exchange a
more competitive venue for, among other things, order execution and
price discovery. The Exchange does not believe that the proposed change
would impair the ability of any market participants or competing order
execution venues to maintain their competitive standing in the
financial markets. Further, the incentive would be available to all
similarly-situated participants, and, as such, the proposed change
would not impose a disparate burden on competition either among or
between classes of market participants and may, in fact, encourage
competition.
The Exchange believes that the proposed enhanced credits for LMMs
would not impose an unfair burden on competition because the LMMs have
heightened obligations for issues in their allocation that do not apply
to other market participants.
The Exchange notes that it operates in a highly competitive market
in which market participants can readily favor competing venues. In
such an environment, the Exchange must continually review, and consider
adjusting, its fees and credits to remain competitive with other
exchanges. For the reasons described above, the Exchange believes that
the proposed rule change reflects this competitive environment.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective upon filing pursuant to
Section 19(b)(3)(A) \12\ of the Act and subparagraph (f)(2) of Rule
19b-4 \13\ thereunder, because it establishes a due, fee, or other
charge imposed by the Exchange.
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\12\ 15 U.S.C. 78s(b)(3)(A).
\13\ 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) \14\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\14\ 15 U.S.C. 78s(b)(2)(B).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NYSEArca-2017-35 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-NYSEArca-2017-35. 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-NYSEArca-2017-35, and should
be submitted on or before May 9, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
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\15\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-07753 Filed 4-17-17; 8:45 am]
BILLING CODE 8011-01-P