Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend the NYSE Arca Equities Schedule of Fees and Charges for Exchange Services To Adopt a New Pricing Tier, Tape A and Tape C Tier, 32911-32913 [2017-14987]
Download as PDF
Federal Register / Vol. 82, No. 136 / Tuesday, July 18, 2017 / Notices
100 F Street NE., Washington, DC
20549–0213
sradovich on DSK3GMQ082PROD with NOTICES
Extension:
Rule 611; SEC File No. 270–540, OMB
Control No. 3235–0600
Notice is hereby given that pursuant
to the Paperwork Reduction Act of 1995
(‘‘PRA’’) (44 U.S.C. 3501 et seq.), the
Securities and Exchange Commission
(‘‘Commission’’) has submitted to the
Office of Management and Budget
(‘‘OMB’’) a request for approval of
extension of the previously approved
collection of information provided for in
Rule 611 (17 CFR 242.611).
On June 9, 2005, effective August 29,
2005 (see 70 FR 37496, June 29, 2005),
the Commission adopted Rule 611 of
Regulation NMS under the Securities
Exchange Act of 1934 (15 U.S.C. 78a et
seq.) to require any national securities
exchange, national securities
association, alternative trading system,
exchange market maker, over-thecounter market maker, and any other
broker-dealer that executes orders
internally by trading as principal or
crossing orders as agent, to establish,
maintain, and enforce written policies
and procedures reasonably designed to
prevent the execution of a transaction in
its market at a price that is inferior to
a bid or offer displayed in another
market at the time of execution (a
‘‘trade-though’’), absent an applicable
exception and, if relying on an
exception, that are reasonably designed
to assure compliance with the terms of
the exception. Without this collection of
information, respondents would not
have a means to enforce compliance
with the Commission’s intention to
prevent trade-throughs pursuant to the
rule.
There are approximately 304
respondents 1 per year that will require
an aggregate total of 18,240 hours to
comply with this rule. It is anticipated
that each respondent will continue to
expend approximately 60 hours
annually: Two hours per month of
internal legal time and three hours per
month of internal compliance time to
ensure that its written policies and
procedures are up-to-date and remain in
compliance with Rule 611. The
estimated cost for an in-house attorney
is $396 per hour and the estimated cost
for an assistant compliance director in
the securities industry is $349 per hour.
Therefore the estimated total cost of
1 This estimate includes twelve national
securities exchanges and one national securities
association that trade NMS stocks. The estimate
also includes the approximately 255 firms that were
registered equity market makers or specialists at
year-end 2015, as well as 36 alternative trading
systems that operate trading systems that trade
NMS stocks.
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compliance for the annual hour burden
is as follows: [(2 legal hours × 12 months
× $396) × 304] + [(3 compliance hours
× 12 months × $349) × 304] =
$6,708,672.2
An agency may not conduct or
sponsor, and a person is not required to
respond to, a collection of information
under the PRA unless it displays a
currently valid OMB control number.
The public may view background
documentation for this information
collection at the following Web site:
www.reginfo.gov. Comments should be
directed to (i) Desk Officer for the
Securities and Exchange Commission,
Office of Information and Regulatory
Affairs, Office of Management and
Budget, Room 10102, New Executive
Office Building, Washington, DC 20503
or by sending an email to: Shagufta_
Ahmed@omb.eop.gov; and (ii) Pamela
Dyson, Director/Chief Information
Officer, Securities and Exchange
Commission, c/o Remi Pavlik-Simon,
100 F Street NE., Washington, DC
20549, or by sending an email to: PRA_
Mailbox@sec.gov. Comments must be
submitted within 30 days of this notice.
Dated: July 11, 2017.
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2017–14970 Filed 7–17–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81134; File No. SR–
NYSEARCA–2017–72]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the NYSE Arca
Equities Schedule of Fees and
Charges for Exchange Services To
Adopt a New Pricing Tier, Tape A and
Tape C Tier
July 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 June 30,
2017, NYSE Arca, Inc. (the ‘‘Exchange’’
or ‘‘NYSE Arca’’) filed with the
2 The total cost of compliance for the annual hour
burden has been revised to reflect updated
estimated cost figures for an in-house attorney and
an assistant compliance director. These figures are
from SIFMA’s Management & Professional Earnings
in the Securities Industry 2017, modified by
Commission staff for an 1800-hour work-year and
multiplied by 5.35 to account for bonuses, firm size,
employee benefits, and overhead.
1 15 U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
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32911
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 Equities Schedule of Fees
and Charges for Exchange Services
(‘‘Fee Schedule’’) to adopt a new pricing
tier, Tape A and Tape C Tier. The
Exchange proposes to implement the fee
changes effective July 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 Exchange proposes to amend the
Fee Schedule, as described below, and
implement the fee changes on July 3,
2017.
The Exchange proposes to introduce a
new pricing tier—Tape A and Tape C
Tier—for securities with a per share
price of $1.00 or above.
As proposed, a new Tape A and Tape
C Tier credit of $0.0028 per share for
orders that provide liquidity in Tape A
and 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 A Securities during the
billing month (‘‘Tape A Adding ADV’’)
that is at least 2 million shares ADV
over the ETP Holder’s or Market Maker’s
first quarter 2017 Tape A Adding ADV,
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(2) directly execute providing volume in
Tape C Securities during the billing
month (‘‘Tape C Adding ADV’’) that is
at least 2 million shares ADV over the
ETP Holder’s or Market Maker’s first
quarter 2017 Tape C Adding ADV, and
(3) meet the requirements of Tape B Tier
2.4 For example, if an ETP Holder’s
Tape A Baseline during the first quarter
of 2017 was 5 million shares ADV and
the ETP Holder’s Tape C Baseline
during the first quarter of 2017 was 3
million shares, the ETP Holder would
need a Tape A Adding ADV of at least
7 million shares and a Tape C Adding
ADV of at least 5 million shares and
meet the requirements of Tape B Tier 2
to qualify for the proposed credit of
$0.0028 per share in Tape A and Tape
C Securities in the billing month.5
For ETP Holders that qualify for the
proposed new Tape A and Tape C Tier,
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.
Additionally, the Exchange recently
adopted the Tape C Tier 3 pricing tier
that references the applicability of a
$0.0002 per share credit to ETP Holders
and Market Makers that qualify for that
pricing tier.6 The Exchange proposes to
make a non-substantive change to the
Tape C Tier 3 pricing tier by adding the
word ‘‘directly’’ in front of ‘‘execute’’ in
the second prong of the pricing tier. The
proposed change is intended to provide
consistency within the pricing tier and
the Fee Schedule generally. The
Exchange is not proposing any other
change to Tape C Tier 3.
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.
4 Tape B Tier 2 requires that ETP Holders and
Market Makers on a daily basis, measured monthly,
directly execute providing volume that is either (1)
equal to at least 1.0% of the US Tape B CADV or
(2) equal to at least 0.20% of the US Tape B ADV
[sic] for the billing month over the ETP Holder’s or
Market Maker’s Q2 2015 Tape B Adding ADV taken
as a percentage of Tape B CADV. See Tape B Tier
2, Schedule of Fees.
5 The Exchange recognizes that a firm that
becomes an ETP Holder or Market Maker after the
Baseline Month [sic] would have a Tape A and
Tape C Baseline ADV of zero. In this regard, a new
ETP Holder or Market Maker would need to have
a Tape A Adding ADV and Tape C Adding ADV
during the billing month of 2 million shares, in
addition to meeting the Tape B Tier 2 requirements,
for the $0.0028 per share credit to apply.
6 See Securities Exchange Act Release No. 80285
[sic] (May 11, 2017), 82 FR 22687 (May 17, 2017)
(SR–NYSEArca–2017–51).
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2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,7 in general, and
furthers the objectives of Sections
6(b)(4) and (5) of the Act,8 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 A and Tape C Tier is reasonable
and equitably allocated because it
would apply to ETP Holders and Market
Makers that provide liquidity in Tape A,
Tape B and 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 A and
Tape C Tier 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
currently provides a comparable credit
for orders that provide liquidity in Tape
B Securities to ETP Holders and Market
Makers that meet the requirements of
Tape B Tier 2 and with this proposed
rule change, the Exchange would extend
the availability of a similar credit to ETP
Holders and Market Makers in Tape A
and Tape C Securities.
The Exchange further believes that the
proposed Tape A and Tape C Tier is
reasonable, equitable and not unfairly
discriminatory because the Exchange
has previously implemented pricing
tiers that target a particular segment of
securities. For example, to qualify for
the Step Up Tier, ETP Holders and
Market Makers are required to set a new
NYSE Arca Best Bid or Offer with at
least 25% in each of the ETP Holder’s
or Market Maker’s Tape A, Tape B and
Tape C providing ADV.
The Exchange also believes that the
requirement to execute providing
volume in Tape A and Tape C Securities
during the billing month that is at least
2 million shares ADV over the ETP
Holder’s and Market Maker’s first
quarter 2017 adding ADV in each of
Tape A and Tape C Securities is
reasonable as it would provide
PO 00000
7 15
8 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
Frm 00128
Fmt 4703
Sfmt 4703
incentives for adding liquidity in Tape
A and Tape C Securities and strengthen
market quality in those securities. The
Exchange further believes that the
requirement to execute providing
volume in Tape A and Tape C Securities
for the proposed Tape A and Tape C
Tier is equitable and not unfairly
discriminatory because it would apply
uniformly to all similarly situated ETP
Holders and Market Makers.
The Exchange believes that the
proposed rule change regarding Tape A
and 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 the nonsubstantive change to add the word
‘‘directly’’ in front of ‘‘execute’’ in
current Tape C Tier 3 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 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 A and Tape C Tier
will provide such enhancements in
market quality on the Exchange’s equity
E:\FR\FM\18JYN1.SGM
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Federal Register / Vol. 82, No. 136 / Tuesday, July 18, 2017 / Notices
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
sradovich on DSK3GMQ082PROD with NOTICES
In accordance with Section 6(b)(8) of
the Act,9 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
the proposed new credit 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
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)10 of the Act and
subparagraph (f)(2) of Rule 19b–411
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) 12 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–2017–72 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–2017–72. 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
10 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
12 15 U.S.C. 78s(b)(2)(B).
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–2017–72 and should be
submitted on or before August 8, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2017–14987 Filed 7–17–17; 8:45 am]
BILLING CODE 8011–01–P
DEPARTMENT OF TRANSPORTATION
Federal Highway Administration
Environmental Impact Statement:
DeRenne Avenue in Chatham County,
Georgia
Federal Highway
Administration (FHWA), United States
Department of Transportation (USDOT).
ACTION: Notice of Intent.
AGENCY:
The FHWA is issuing this
notice to advise the public that an EIS
will be prepared for proposed
improvements along I–516/SR21/CS
1503/DeRenne Avenue. The project
would begin approximately 0.72 mile
west of Mildred Street and end west of
the Harry S. Truman Parkway ramps at
DeRenne Avenue, for a project corridor
of approximately 2.6 miles.
FOR FURTHER INFORMATION CONTACT:
Jennifer Giersch, Federal Highway
Administration, 61 Forsyth Street SW.,
Suite 17T100, Atlanta, Georgia 30303,
Telephone: (404) 562–3653, Email:
jennifer.giersch@dot.gov.
David Moyer, P.E., Project Manager,
Georgia Department of Transportation,
600 West Peachtree Street, 25th Floor,
Atlanta, Georgia 30308, Telephone:
(404) 631–1588, Email: dmoyer@
dot.ga.gov.
SUMMARY:
11 17
9 15
U.S.C. 78f(b)(8).
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32913
13 17
E:\FR\FM\18JYN1.SGM
CFR 200.30–3(a)(12).
18JYN1
Agencies
[Federal Register Volume 82, Number 136 (Tuesday, July 18, 2017)]
[Notices]
[Pages 32911-32913]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-14987]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-81134; File No. SR-NYSEARCA-2017-72]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change To Amend the NYSE
Arca Equities Schedule of Fees and Charges for Exchange Services To
Adopt a New Pricing Tier, Tape A and Tape C Tier
July 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 June 30, 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 Equities Schedule of
Fees and Charges for Exchange Services (``Fee Schedule'') to adopt a
new pricing tier, Tape A and Tape C Tier. The Exchange proposes to
implement the fee changes effective July 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 Exchange proposes to amend the Fee Schedule, as described
below, and implement the fee changes on July 3, 2017.
The Exchange proposes to introduce a new pricing tier--Tape A and
Tape C Tier--for securities with a per share price of $1.00 or above.
As proposed, a new Tape A and Tape C Tier credit of $0.0028 per
share for orders that provide liquidity in Tape A and 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
A Securities during the billing month (``Tape A Adding ADV'') that is
at least 2 million shares ADV over the ETP Holder's or Market Maker's
first quarter 2017 Tape A Adding ADV,
[[Page 32912]]
(2) directly execute providing volume in Tape C Securities during the
billing month (``Tape C Adding ADV'') that is at least 2 million shares
ADV over the ETP Holder's or Market Maker's first quarter 2017 Tape C
Adding ADV, and (3) meet the requirements of Tape B Tier 2.\4\ For
example, if an ETP Holder's Tape A Baseline during the first quarter of
2017 was 5 million shares ADV and the ETP Holder's Tape C Baseline
during the first quarter of 2017 was 3 million shares, the ETP Holder
would need a Tape A Adding ADV of at least 7 million shares and a Tape
C Adding ADV of at least 5 million shares and meet the requirements of
Tape B Tier 2 to qualify for the proposed credit of $0.0028 per share
in Tape A and Tape C Securities in the billing month.\5\
---------------------------------------------------------------------------
\4\ Tape B Tier 2 requires that ETP Holders and Market Makers on
a daily basis, measured monthly, directly execute providing volume
that is either (1) equal to at least 1.0% of the US Tape B CADV or
(2) equal to at least 0.20% of the US Tape B ADV [sic] for the
billing month over the ETP Holder's or Market Maker's Q2 2015 Tape B
Adding ADV taken as a percentage of Tape B CADV. See Tape B Tier 2,
Schedule of Fees.
\5\ The Exchange recognizes that a firm that becomes an ETP
Holder or Market Maker after the Baseline Month [sic] would have a
Tape A and Tape C Baseline ADV of zero. In this regard, a new ETP
Holder or Market Maker would need to have a Tape A Adding ADV and
Tape C Adding ADV during the billing month of 2 million shares, in
addition to meeting the Tape B Tier 2 requirements, for the $0.0028
per share credit to apply.
---------------------------------------------------------------------------
For ETP Holders that qualify for the proposed new Tape A and Tape C
Tier, 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.
Additionally, the Exchange recently adopted the Tape C Tier 3
pricing tier that references the applicability of a $0.0002 per share
credit to ETP Holders and Market Makers that qualify for that pricing
tier.\6\ The Exchange proposes to make a non-substantive change to the
Tape C Tier 3 pricing tier by adding the word ``directly'' in front of
``execute'' in the second prong of the pricing tier. The proposed
change is intended to provide consistency within the pricing tier and
the Fee Schedule generally. The Exchange is not proposing any other
change to Tape C Tier 3.
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release No. 80285 [sic] (May 11,
2017), 82 FR 22687 (May 17, 2017) (SR-NYSEArca-2017-51).
---------------------------------------------------------------------------
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,\7\ in general, and furthers the
objectives of Sections 6(b)(4) and (5) of the Act,\8\ 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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\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(4) and (5).
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The Exchange believes the proposed Tape A and Tape C Tier is
reasonable and equitably allocated because it would apply to ETP
Holders and Market Makers that provide liquidity in Tape A, Tape B and
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 A and Tape C Tier 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 currently provides
a comparable credit for orders that provide liquidity in Tape B
Securities to ETP Holders and Market Makers that meet the requirements
of Tape B Tier 2 and with this proposed rule change, the Exchange would
extend the availability of a similar credit to ETP Holders and Market
Makers in Tape A and Tape C Securities.
The Exchange further believes that the proposed Tape A and Tape C
Tier is reasonable, equitable and not unfairly discriminatory because
the Exchange has previously implemented pricing tiers that target a
particular segment of securities. For example, to qualify for the Step
Up Tier, ETP Holders and Market Makers are required to set a new NYSE
Arca Best Bid or Offer with at least 25% in each of the ETP Holder's or
Market Maker's Tape A, Tape B and Tape C providing ADV.
The Exchange also believes that the requirement to execute
providing volume in Tape A and Tape C Securities during the billing
month that is at least 2 million shares ADV over the ETP Holder's and
Market Maker's first quarter 2017 adding ADV in each of Tape A and Tape
C Securities is reasonable as it would provide incentives for adding
liquidity in Tape A and Tape C Securities and strengthen market quality
in those securities. The Exchange further believes that the requirement
to execute providing volume in Tape A and Tape C Securities for the
proposed Tape A and Tape C Tier is equitable and not unfairly
discriminatory because it would apply uniformly to all similarly
situated ETP Holders and Market Makers.
The Exchange believes that the proposed rule change regarding Tape
A and 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 the non-substantive change to add the
word ``directly'' in front of ``execute'' in current Tape C Tier 3
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 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 A and Tape C Tier will provide such
enhancements in market quality on the Exchange's equity
[[Page 32913]]
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,\9\ 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 the proposed new credit 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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\9\ 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 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)\10\ of the Act and subparagraph (f)(2) of Rule 19b-
4\11\ thereunder, because it establishes a due, fee, or other charge
imposed by the Exchange.
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\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 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) \12\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
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\12\ 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-2017-72 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-2017-72. 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-2017-72 and should
be submitted on or before August 8, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
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\13\ 17 CFR 200.30-3(a)(12).
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Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2017-14987 Filed 7-17-17; 8:45 am]
BILLING CODE 8011-01-P