Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending NYSE Arca Equities Schedule of Fees and Charges for Exchange Services, 22687-22689 [2017-09933]
Download as PDF
Federal Register / Vol. 82, No. 94 / Wednesday, May 17, 2017 / Notices
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–BatsEDGA–
2017–12, and should be submitted on or
before June 7, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–09923 Filed 5–16–17; 8:45 am]
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80665; File No. SR–
NYSEArca–2017–51]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending NYSE Arca
Equities Schedule of Fees and
Charges for Exchange Services
May 11, 2017.
nlaroche on DSK30NT082PROD with NOTICES
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on May 1,
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 the Substance
of the Proposed Rule Change
The Exchange proposes to amend the
NYSE Arca Equities Schedule of Fees
and Charges for Exchange Services
(‘‘Fee Schedule’’) to adopt a new pricing
tier, Tape C Tier 3. The Exchange
proposes to implement the fee changes
effective May 1, 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.
17 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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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.
1. Purpose
The Exchange proposes to amend the
Fee Schedule, as described below, and
implement the fee changes on May 1,
2017.
The Exchange proposes to introduce a
new pricing tier level—Tape C Tier 3—
for securities with a per share price of
$1.00 or above.
As proposed, a new Tape C Tier 3
credit of $0.0002 per share 4 for orders
that provide liquidity in Tape C
Securities would be applicable to ETP
Holders and Market Makers, that, on a
daily basis, measured monthly, (1)
directly execute providing volume in
Tape C Securities during the billing
month (‘‘Tape C Adding ADV’’) that is
equal to at least 0.40% of US Tape C
CADV 5 over the ETP Holder’s or Market
Maker’s fourth quarter 2016 Tape C
Adding ADV taken as a percentage of
Tape C CADV (‘‘Tape C Baseline %
CADV’’), and (2) execute providing
volume in Tape B Securities during the
billing month that is equal to at least
3.5% of Tape B CADV. For example, if
an ETP Holder’s Tape C Baseline %
CADV was 0.500%, the ETP Holder
would need a Tape C Adding ADV of at
least 0.900% and a Tape B Adding ADV
of at least 3.5% of Tape B CADV in
order to qualify for the proposed Tape
4 Under the Basic Rate, ETP Holders receive a
credit of $0.0020 per share for Tape C orders that
provide liquidity to the Book.
5 The Exchange proposes to use the same
definition of US CADV for purposes of the proposed
Tape C Tier 3. Specifically, US CADV means United
States Consolidated Average Daily Volume for
transactions reported to the Consolidated Tape,
excluding odd lots through January 31, 2014 (except
for purposes of Lead Market Maker pricing), and
excludes volume on days when the market closes
early and on the date of the annual reconstitution
of the Russell Investments Indexes. Transactions
that are not reported to the Consolidated Tape are
not included in US CADV. See Fee Schedule,
Footnote 3.
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22687
C Tier 3 credit of $0.0002 per share (i.e.,
0.500% Tape C Baseline % CADV plus
0.400% of the US Tape C CADV for the
billing month).6 The credit provided
under the proposed Tape C Tier 3
would be in addition to the ETP
Holder’s Tiered or Basic Rate credit(s).
Under the proposed new Tape C Tier
3, ETP Holders and Market Makers
would also be charged a fee of $0.0029
per share for orders that take liquidity
from the Book in Tape C Securities. For
all other fees and credits, Tiered or
Basic Rates apply based on a firm’s
qualifying levels.
For ETP Holders that qualify for the
proposed new Tape C Tier 3, Tiered or
Basic Rates would apply to all other fees
and credits, based on the firm’s
qualifying levels, and if an ETP Holder
qualifies for more than one tier in the
Fee Schedule, the Exchange would
apply the most favorable rate available
under such tiers. The proposed Tape C
Tier 3 provides an incremental credit,
similar to current Tape C Tier 1 and
Tape C Tier 2 pricing tiers, and
therefore, the Exchange proposes to
adopt rule text within each of the Tape
C tiers to note that ETP Holders and
Market Makers can only qualify for one
of the Tape C incremental credits. ETP
Holders and Market Makers that qualify,
for example, for the proposed Tape C
Tier 3 credit cannot also qualify for
either the Tape C Tier 1 incremental
credit or the Tape C Tier 2 incremental
credit. Using the above example, if an
ETP Holder’s Tape C Baseline % CADV
was 0.500%, and the ETP Holder had a
Tape C Adding ADV of at least 0.900%
and a Tape B Adding ADV of at least
3.5% of Tape B CADV, the ETP Holder
would meet the requirements of Tape C
Tier 1, Tape C Tier 2 and the proposed
Tape C Tier 3. As proposed, however,
the ETP Holder would only receive the
$0.0002 incremental credit for adding
liquidity and the $0.0029 for taking
liquidity associated with the proposed
Tape C Tier 3 pricing tier; the ETP
Holder would not be entitled to the
Tape C Tier 1 and Tape C Tier 2 pricing
tiers.
Additionally, the Exchange recently
adopted a Tape C Tier 2 pricing tier that
references the applicability of a $0.0002
per share credit to ETP Holders and
Market Makers that qualify for that
6 The Exchange recognizes that a firm that
becomes an ETP Holder or Market Maker after the
Baseline Month would have a Tape C Baseline ADV
of zero. In this regard, a new ETP Holder or Market
Maker would need to have a Tape C Adding ADV
during the billing month of no less than 0.400% of
US Tape C CADV, in addition to the Tape B Adding
ADV of at least 3.5% of Tape B CADV, for the
$0.0002 per share credit to apply.
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pricing tier.7 The $0.0002 per share
incremental credit is in addition to a
[sic] ETP Holder’s or Market Maker’s
Tiered or Basic Rate credit(s) except that
the combined credit is not to exceed
$0.0033 per share. The reference to the
$0.0033 per share cap is currently found
in the Tape C Tier 1 pricing tier. The
Exchange proposes to relocate the cap
language from the Tape C Tier 1 pricing
tier to the Tape C Tier 2 pricing tier
which the Exchange believes is a more
appropriate place for it on the Fee
Schedule. The proposed relocation of
the rule text will not result in any
change to the manner in which the
credit is applied.
The proposed changes are not
otherwise intended to address any other
issues, and the Exchange is not aware of
any significant problems that market
participants would have in complying
with the proposed changes.
nlaroche on DSK30NT082PROD with NOTICES
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 the proposed
Tape C Tier 3 is reasonable and
equitably allocated because it would
apply to ETP Holders and Market
Makers that provide liquidity in Tape C
Securities to the Exchange and is
designed to incentivize these 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. The Exchange
believes the new Tape C Tier 3 is
equitable because the proposed new tier
would be available to all similarly
situated ETP Holders and Market
Makers on an equal basis and the
proposed new tier provides a credit that
is reasonably related to the value of an
exchange’s market quality associated
with higher volumes. The Exchange
further believes that the proposed Tape
C Tier 3 is reasonable, equitable and not
unfairly discriminatory because the
Exchange has previously implemented
pricing tiers that target a particular
7 See Securities Exchange Act Release No. 80285
(March 21, 2017), 82 FR 15249 (March 27, 2017)
(SR–NYSEArca–2017–27).
8 15 U.S.C. 78f(b).
9 15 U.S.C. 78f(b)(4) and (5).
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15:18 May 16, 2017
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segment of securities, such as Tape A
and Tape B Securities. The Exchange
also believes that the requirement to
execute providing volume in Tape B
Securities during the billing month that
is equal to at least 3.5% of Tape B
CADV for the proposed Tape C Tier 3
is reasonable as it would provide
incentives for adding liquidity in Tape
B Securities and strengthen market
quality in Tape B Securities. The
Exchange further believes that the
requirement to execute providing
volume in Tape B Securities for the
proposed Tape C Tier 3 is equitable and
not unfairly discriminatory because it
would apply uniformly to all similarly
situated ETP Holders and Market
Makers.
The Exchange believes that it is
reasonable, equitable and not unfairly
discriminatory to permit ETP Holders
and Market Makers to qualify for just
one Tape C pricing tiers [sic]. As noted
above, if an ETP Holder qualifies for
more than one tier in the Fee Schedule,
the Exchange would apply the most
favorable rate available under such tiers.
This method of billing is reasonable
because it results in the application of
the most beneficial fees and credits for
which an ETP [sic] qualifies when an
ETP Holder qualifies for more than one
pricing tier.
The Exchange believes that the
proposed rule change regarding Tape C
credits would create an added incentive
for ETP Holders and Market Makers to
execute additional orders on the
Exchange. The Exchange believes that
the proposed change is equitable and
not unfairly discriminatory because
providing incentives for orders in
exchange-listed securities that are
executed on a registered national
securities exchange (rather than relying
on certain available off-exchange
execution methods) would contribute to
investors’ confidence in the fairness of
their transactions and would benefit all
investors by deepening the Exchange’s
liquidity pool, supporting the quality of
price discovery, promoting market
transparency and improving investor
protection.
The Exchange believes that relocating
rule text related to the $0.0033 per share
cap from the Tape C Tier 1 pricing tier
to the Tape C Tier 2 pricing tier removes
impediments to and perfects the
mechanism of a free and open market by
providing clarity and adding
transparency to the Exchange’s rules.
The Exchange also believes that
relocating the rule text would not be
inconsistent with the public interest and
the protection of investors because
investors will not be harmed and in fact
would benefit from increased
PO 00000
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transparency. The Exchange believes the
proposed amendment to the Fee
Schedule is both reasonable and
equitable because ETP Holders and
Market Makers would benefit from clear
guidance in the rule text describing the
manner in which the Exchange’s fees
and credits would be assessed.
Volume-based rebates and fees such
as the ones currently in place on the
Exchange, and as proposed herein, have
been widely adopted in the cash
equities markets and are equitable
because they are open to all ETP
Holders and Market Makers on an equal
basis and provide additional benefits or
discounts that are reasonably related to
the value to an exchange’s market
quality associated with higher levels of
market activity, such as higher levels of
liquidity provision and/or growth
patterns, and introduction of higher
volumes of orders into the price and
volume discovery processes. The
Exchange believes that the proposed
introduction of Tape C Tier 3 will
provide such enhancements in market
quality on the Exchange’s equity market
by incentivizing increased participation.
For the foregoing reasons, the
Exchange believes that the proposal is
consistent with the Act.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,10 the Exchange believes that the
proposed rule change would not impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. Instead, the
Exchange believes that the addition of
new Tape C credits would encourage
the submission of additional liquidity to
a public exchange, thereby promoting
price discovery and transparency and
enhancing order execution
opportunities for ETP Holders and
Market Makers. The Exchange believes
that this could promote competition
between the Exchange and other
execution venues, including those that
currently offer similar order types and
comparable transaction pricing, by
encouraging additional orders to be sent
to the Exchange for execution.
The Exchange notes that it operates in
a highly competitive market in which
market participants can readily favor
competing venues if they deem fee
levels at a particular venue to be
excessive or rebate opportunities
available at other venues to be more
favorable. In such an environment, the
Exchange must continually adjust its
fees and rebates to remain competitive
with other exchanges and with
10 15
E:\FR\FM\17MYN1.SGM
U.S.C. 78f(b)(8).
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alternative trading systems that have
been exempted from compliance with
the statutory standards applicable to
exchanges. Because competitors are free
to modify their own fees and credits in
response, and because market
participants may readily adjust their
order routing practices, the Exchange
believes that the degree to which fee
changes in this market may impose any
burden on competition is extremely
limited. As a result of all of these
considerations, the Exchange does not
believe that the proposed changes will
impair the ability of ETP Holders or
competing order execution venues to
maintain their competitive standing in
the financial markets.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective
upon filing pursuant to Section
19(b)(3)(A) 11 of the Act and
subparagraph (f)(2) of Rule 19b–4 12
thereunder, because it establishes a due,
fee, or other charge imposed by the
Exchange.
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 13 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
nlaroche on DSK30NT082PROD with NOTICES
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:
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
13 15 U.S.C. 78s(b)(2)(B).
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–2017–51 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NYSEArca–2017–51. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–
NYSEArca–2017–51, and should be
submitted on or before June 7, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–09933 Filed 5–16–17; 8:45 am]
BILLING CODE 8011–01–P
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CFR 200.30–3(a)(12).
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22689
SECURITIES AND EXCHANGE
COMMISSION
[Investment Company Act Release No.
32634; File No. 812–14467]
Aspiriant Trust, et al.
May 11, 2017.
Securities and Exchange
Commission (‘‘Commission’’).
ACTION: Notice.
AGENCY:
Notice of an application for an order
under section 12(d)(1)(J) of the
Investment Company Act of 1940 (the
‘‘Act’’) for an exemption from sections
12(d)(1)(A), (B), and (C) of the Act;
under sections 6(c) and 17(b) of the Act
for an exemption from sections 17(a)(1)
and (2) of the Act; and under section
6(c) of the Act for an exemption from
rule 12d1–2(a) under the Act. The
requested order would: (a) Permit
certain registered open-end investment
companies to acquire shares of certain
registered open-end investment
companies, registered closed-end
investment companies, business
development companies, as defined in
section 2(a)(48) of the Act, and unit
investment trusts (collectively,
‘‘Underlying Funds’’) that are within
and outside the same group of
investment companies as the acquiring
investment companies, in excess of the
limits in section 12(d)(1) of the Act; and
(b) permit certain registered open-end
management investment companies
relying on rule 12d1–2 under the Act to
invest in certain financial instruments.
Applicants: Aspiriant Trust, a
Delaware statutory trust that is
registered under the Act as an open-end
management investment company with
multiple series; Aspiriant, LLC, a
Delaware limited liability company that
is registered as an investment adviser
under the Investment Advisers Act of
1940; and UMB Distribution Services,
LLC, a Wisconsin limited liability
company that is registered as a brokerdealer under the Securities Exchange
Act of 1934 and is a member of the
Financial Industry Regulatory
Authority.
Filing Dates: The application was
filed on May 20, 2015, and amended on
September 3, 2015, March 16, 2016,
September 26, 2016, September 27,
2016, and March 13, 2017.
Hearing or Notification of Hearing: An
order granting the requested relief will
be issued unless the Commission orders
a hearing. Interested persons may
request a hearing by writing to the
Commission’s Secretary and serving
applicants with a copy of the request,
personally or by mail. Hearing requests
should be received by the Commission
E:\FR\FM\17MYN1.SGM
17MYN1
Agencies
[Federal Register Volume 82, Number 94 (Wednesday, May 17, 2017)]
[Notices]
[Pages 22687-22689]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-09933]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-80665; File No. SR-NYSEArca-2017-51]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Amending NYSE Arca
Equities Schedule of Fees and Charges for Exchange Services
May 11, 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 May 1, 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 the
Substance of the Proposed Rule Change
The Exchange proposes to amend the NYSE Arca Equities Schedule of
Fees and Charges for Exchange Services (``Fee Schedule'') to adopt a
new pricing tier, Tape C Tier 3. The Exchange proposes to implement the
fee changes effective May 1, 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
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend the Fee Schedule, as described
below, and implement the fee changes on May 1, 2017.
The Exchange proposes to introduce a new pricing tier level--Tape C
Tier 3--for securities with a per share price of $1.00 or above.
As proposed, a new Tape C Tier 3 credit of $0.0002 per share \4\
for orders that provide liquidity in Tape C Securities would be
applicable to ETP Holders and Market Makers, that, on a daily basis,
measured monthly, (1) directly execute providing volume in Tape C
Securities during the billing month (``Tape C Adding ADV'') that is
equal to at least 0.40% of US Tape C CADV \5\ over the ETP Holder's or
Market Maker's fourth quarter 2016 Tape C Adding ADV taken as a
percentage of Tape C CADV (``Tape C Baseline % CADV''), and (2) execute
providing volume in Tape B Securities during the billing month that is
equal to at least 3.5% of Tape B CADV. For example, if an ETP Holder's
Tape C Baseline % CADV was 0.500%, the ETP Holder would need a Tape C
Adding ADV of at least 0.900% and a Tape B Adding ADV of at least 3.5%
of Tape B CADV in order to qualify for the proposed Tape C Tier 3
credit of $0.0002 per share (i.e., 0.500% Tape C Baseline % CADV plus
0.400% of the US Tape C CADV for the billing month).\6\ The credit
provided under the proposed Tape C Tier 3 would be in addition to the
ETP Holder's Tiered or Basic Rate credit(s).
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\4\ Under the Basic Rate, ETP Holders receive a credit of
$0.0020 per share for Tape C orders that provide liquidity to the
Book.
\5\ The Exchange proposes to use the same definition of US CADV
for purposes of the proposed Tape C Tier 3. Specifically, US CADV
means United States Consolidated Average Daily Volume for
transactions reported to the Consolidated Tape, excluding odd lots
through January 31, 2014 (except for purposes of Lead Market Maker
pricing), and excludes volume on days when the market closes early
and on the date of the annual reconstitution of the Russell
Investments Indexes. Transactions that are not reported to the
Consolidated Tape are not included in US CADV. See Fee Schedule,
Footnote 3.
\6\ The Exchange recognizes that a firm that becomes an ETP
Holder or Market Maker after the Baseline Month would have a Tape C
Baseline ADV of zero. In this regard, a new ETP Holder or Market
Maker would need to have a Tape C Adding ADV during the billing
month of no less than 0.400% of US Tape C CADV, in addition to the
Tape B Adding ADV of at least 3.5% of Tape B CADV, for the $0.0002
per share credit to apply.
---------------------------------------------------------------------------
Under the proposed new Tape C Tier 3, ETP Holders and Market Makers
would also be charged a fee of $0.0029 per share for orders that take
liquidity from the Book in Tape C Securities. For all other fees and
credits, Tiered or Basic Rates apply based on a firm's qualifying
levels.
For ETP Holders that qualify for the proposed new Tape C Tier 3,
Tiered or Basic Rates would apply to all other fees and credits, based
on the firm's qualifying levels, and if an ETP Holder qualifies for
more than one tier in the Fee Schedule, the Exchange would apply the
most favorable rate available under such tiers. The proposed Tape C
Tier 3 provides an incremental credit, similar to current Tape C Tier 1
and Tape C Tier 2 pricing tiers, and therefore, the Exchange proposes
to adopt rule text within each of the Tape C tiers to note that ETP
Holders and Market Makers can only qualify for one of the Tape C
incremental credits. ETP Holders and Market Makers that qualify, for
example, for the proposed Tape C Tier 3 credit cannot also qualify for
either the Tape C Tier 1 incremental credit or the Tape C Tier 2
incremental credit. Using the above example, if an ETP Holder's Tape C
Baseline % CADV was 0.500%, and the ETP Holder had a Tape C Adding ADV
of at least 0.900% and a Tape B Adding ADV of at least 3.5% of Tape B
CADV, the ETP Holder would meet the requirements of Tape C Tier 1, Tape
C Tier 2 and the proposed Tape C Tier 3. As proposed, however, the ETP
Holder would only receive the $0.0002 incremental credit for adding
liquidity and the $0.0029 for taking liquidity associated with the
proposed Tape C Tier 3 pricing tier; the ETP Holder would not be
entitled to the Tape C Tier 1 and Tape C Tier 2 pricing tiers.
Additionally, the Exchange recently adopted a Tape C Tier 2 pricing
tier that references the applicability of a $0.0002 per share credit to
ETP Holders and Market Makers that qualify for that
[[Page 22688]]
pricing tier.\7\ The $0.0002 per share incremental credit is in
addition to a [sic] ETP Holder's or Market Maker's Tiered or Basic Rate
credit(s) except that the combined credit is not to exceed $0.0033 per
share. The reference to the $0.0033 per share cap is currently found in
the Tape C Tier 1 pricing tier. The Exchange proposes to relocate the
cap language from the Tape C Tier 1 pricing tier to the Tape C Tier 2
pricing tier which the Exchange believes is a more appropriate place
for it on the Fee Schedule. The proposed relocation of the rule text
will not result in any change to the manner in which the credit is
applied.
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\7\ See Securities Exchange Act Release No. 80285 (March 21,
2017), 82 FR 15249 (March 27, 2017) (SR-NYSEArca-2017-27).
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The proposed changes are not otherwise intended to address any
other issues, and the Exchange is not aware of any significant problems
that market participants would have in complying with the proposed
changes.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\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 the proposed Tape C Tier 3 is reasonable and
equitably allocated because it would apply to ETP Holders and Market
Makers that provide liquidity in Tape C Securities to the Exchange and
is designed to incentivize these 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. The Exchange believes the new Tape C Tier 3 is equitable
because the proposed new tier would be available to all similarly
situated ETP Holders and Market Makers on an equal basis and the
proposed new tier provides a credit that is reasonably related to the
value of an exchange's market quality associated with higher volumes.
The Exchange further believes that the proposed Tape C Tier 3 is
reasonable, equitable and not unfairly discriminatory because the
Exchange has previously implemented pricing tiers that target a
particular segment of securities, such as Tape A and Tape B Securities.
The Exchange also believes that the requirement to execute providing
volume in Tape B Securities during the billing month that is equal to
at least 3.5% of Tape B CADV for the proposed Tape C Tier 3 is
reasonable as it would provide incentives for adding liquidity in Tape
B Securities and strengthen market quality in Tape B Securities. The
Exchange further believes that the requirement to execute providing
volume in Tape B Securities for the proposed Tape C Tier 3 is equitable
and not unfairly discriminatory because it would apply uniformly to all
similarly situated ETP Holders and Market Makers.
The Exchange believes that it is reasonable, equitable and not
unfairly discriminatory to permit ETP Holders and Market Makers to
qualify for just one Tape C pricing tiers [sic]. As noted above, if an
ETP Holder qualifies for more than one tier in the Fee Schedule, the
Exchange would apply the most favorable rate available under such
tiers. This method of billing is reasonable because it results in the
application of the most beneficial fees and credits for which an ETP
[sic] qualifies when an ETP Holder qualifies for more than one pricing
tier.
The Exchange believes that the proposed rule change regarding Tape
C credits would create an added incentive for ETP Holders and Market
Makers to execute additional orders on the Exchange. The Exchange
believes that the proposed change is equitable and not unfairly
discriminatory because providing incentives for orders in exchange-
listed securities that are executed on a registered national securities
exchange (rather than relying on certain available off-exchange
execution methods) would contribute to investors' confidence in the
fairness of their transactions and would benefit all investors by
deepening the Exchange's liquidity pool, supporting the quality of
price discovery, promoting market transparency and improving investor
protection.
The Exchange believes that relocating rule text related to the
$0.0033 per share cap from the Tape C Tier 1 pricing tier to the Tape C
Tier 2 pricing tier removes impediments to and perfects the mechanism
of a free and open market by providing clarity and adding transparency
to the Exchange's rules. The Exchange also believes that relocating the
rule text would not be inconsistent with the public interest and the
protection of investors because investors will not be harmed and in
fact would benefit from increased transparency. The Exchange believes
the proposed amendment to the Fee Schedule is both reasonable and
equitable because ETP Holders and Market Makers would benefit from
clear guidance in the rule text describing the manner in which the
Exchange's fees and credits would be assessed.
Volume-based rebates and fees such as the ones currently in place
on the Exchange, and as proposed herein, have been widely adopted in
the cash equities markets and are equitable because they are open to
all ETP Holders and Market Makers on an equal basis and provide
additional benefits or discounts that are reasonably related to the
value to an exchange's market quality associated with higher levels of
market activity, such as higher levels of liquidity provision and/or
growth patterns, and introduction of higher volumes of orders into the
price and volume discovery processes. The Exchange believes that the
proposed introduction of Tape C Tier 3 will provide such enhancements
in market quality on the Exchange's equity market by incentivizing
increased participation.
For the foregoing reasons, the Exchange believes that the proposal
is consistent with the Act.
B. Self-Regulatory Organization's Statement on Burden on Competition
In accordance with Section 6(b)(8) of the Act,\10\ the Exchange
believes that the proposed rule change would not impose any burden on
competition that is not necessary or appropriate in furtherance of the
purposes of the Act. Instead, the Exchange believes that the addition
of new Tape C credits would encourage the submission of additional
liquidity to a public exchange, thereby promoting price discovery and
transparency and enhancing order execution opportunities for ETP
Holders and Market Makers. The Exchange believes that this could
promote competition between the Exchange and other execution venues,
including those that currently offer similar order types and comparable
transaction pricing, by encouraging additional orders to be sent to the
Exchange for execution.
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\10\ 15 U.S.C. 78f(b)(8).
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The Exchange notes that it operates in a highly competitive market
in which market participants can readily favor competing venues if they
deem fee levels at a particular venue to be excessive or rebate
opportunities available at other venues to be more favorable. In such
an environment, the Exchange must continually adjust its fees and
rebates to remain competitive with other exchanges and with
[[Page 22689]]
alternative trading systems that have been exempted from compliance
with the statutory standards applicable to exchanges. Because
competitors are free to modify their own fees and credits in response,
and because market participants may readily adjust their order routing
practices, the Exchange believes that the degree to which fee changes
in this market may impose any burden on competition is extremely
limited. As a result of all of these considerations, the Exchange does
not believe that the proposed changes will impair the ability of ETP
Holders or competing order execution venues to maintain their
competitive standing in the financial markets.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective upon filing pursuant to
Section 19(b)(3)(A) \11\ of the Act and subparagraph (f)(2) of Rule
19b-4 \12\ thereunder, because it establishes a due, fee, or other
charge imposed by the Exchange.
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\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 17 CFR 240.19b-4(f)(2).
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At any time within 60 days of the filing of such proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings under
Section 19(b)(2)(B) \13\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\13\ 15 U.S.C. 78s(b)(2)(B).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NYSEArca-2017-51 on the subject line.
Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NYSEArca-2017-51. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549 on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-NYSEArca-2017-51, and should
be submitted on or before June 7, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-09933 Filed 5-16-17; 8:45 am]
BILLING CODE 8011-01-P