Self-Regulatory Organizations; New York Stock Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Its Price List, 44016-44018 [2017-19964]
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44016
Federal Register / Vol. 82, No. 181 / Wednesday, September 20, 2017 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–19965 Filed 9–19–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81612; File No. SR–NYSE–
2017–47]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend Its
Price List
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
September 14, 2017.
1. Purpose
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on
September 7, 2017, New York Stock
Exchange LLC (‘‘NYSE’’ or the
‘‘Exchange’’) filed with the Securities
and Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
The Exchange proposes to amend its
Price List to (1) revise the credit for
DMMs for MPL Orders that provide
liquidity to the Exchange, and (2) make
certain non-substantive, clarifying
changes.
The proposed changes would only
apply to transactions in securities
priced $1.00 or more.
The Exchange proposes to implement
these changes to its Price List effective
September 7, 2017.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
sradovich on DSKBBY8HB2PROD with NOTICES
The Exchange proposes to amend its
Price List for equity transactions in
stocks with a per share stock price more
than $1.00 to (1) revise the credit for
Designated Market Makers (‘‘DMMs’’)
for Mid-Point Passive Liquidity (‘‘MPL’’)
Orders that provide liquidity to the
Exchange, and (2) make certain nonsubstantive, clarifying changes. The
Exchange proposes to implement the
proposed changes on September 7,
2017.4 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.
4 The Exchange originally filed to amend the
Price List Schedule on August 29, 2017 (SR–NYSE–
2017–45) and withdrew such filing on September
7, 2017.
1 15
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Proposed Rule Change
The Exchange proposes the following
changes to its Price List.
Verbal Interest at the Close
The current Price List provides that
the Exchange charges $0.0010 for verbal
interest on the close. The Price List also
provides that non-electronic agency
transactions of Floor brokers that
execute at the close are not charged.
The Exchange would delete the
current entry providing that there is no
charge for non-electronic agency
transactions of Floor brokers that
execute at the close. This entry was
inadvertently not deleted when the
Exchange adopted the current charge for
verbal interest on the close.5 Deleting
obsolete and duplicative material would
add clarity to the Exchange’s Price List.
At the Opening Orders
The Exchange currently charges
$0.0010 for at the opening or at the
opening only orders that are ‘‘credited
to both sides.’’ The Exchange proposes
to replace ‘‘At the opening or at the
opening only orders’’ with ‘‘Executions
at the Open.’’ The Exchange would also
5 See Securities Exchange Act Release No. 77929
(May 26, 2016), 81 FR 35406 (June 2, 2016).
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Frm 00085
Fmt 4703
Sfmt 4703
delete ‘‘credited to.’’ The Exchange
believes that the reference is redundant
and unnecessary.
Credits for MPL Orders
An MPL Order is an undisplayed
limit order that trades at the mid-point
of the best protected bid (‘‘PBB’’) and
best protected offer (‘‘PBO’’), as such
terms are defined in Regulation NMS
Rule 600(b)(57) (together, ‘‘PBBO’’).
The Exchange proposes changes to the
Price List to consolidate and streamline
presentation of the credits for MPL
orders that provide liquidity to the
Exchange. Currently, credits for MPL
orders that provide liquidity to the
Exchange, excluding MPL Orders from
DMMs and Supplemental Liquidity
Providers (‘‘SLP’’), are set forth
separately from the related credits for
MPL orders that add liquidity to the
Exchange applicable to SLPs. The credit
amounts and qualifications for SLP and
non-SLP MPL orders that add liquidity
to the Exchange are the same.
In order to consolidate these
provisions, the Exchange proposes to
delete (1) the phrase ‘‘and Supplemental
Liquidity Providers (‘SLPs’)’’ from the
provision governing credits for MPL
orders that provide liquidity to the
Exchange so as not to exclude SLP MPL
orders, and (2) the SLP fees for MPL
orders that add liquidity to the
Exchange found under the heading
‘‘Credit Applicable to Supplemental
Liquidity Providers (‘SLPs’)’’ of the
Price List in their entirety. No
substantive change would be effected
since, as noted, the amount of the
credits and qualifications for SLP and
non-SLP MPL orders that add liquidity
to the Exchange are currently the same
and would remain unchanged.
DMM MPL Orders
The Exchange currently provides a
credit of $0.0030 to DMMs for
executions of MPL Orders in securities
priced $1.00 or more that provide
liquidity to the NYSE. The Exchange
proposes to revise the credit to DMMs
to $0.00275.
*
*
*
*
*
The proposed changes are not
otherwise intended to address any other
issues, and the Exchange is not aware of
any problems that member
organizations would have in complying
with the proposed change.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act,6 in general, and
furthers the objectives of Sections
6 15
E:\FR\FM\20SEN1.SGM
U.S.C. 78f(b).
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sradovich on DSKBBY8HB2PROD with NOTICES
Federal Register / Vol. 82, No. 181 / Wednesday, September 20, 2017 / Notices
6(b)(4) and (5) of the Act,7 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 and is
designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
facilitating transactions in securities, to
remove impediments to, and perfect the
mechanism of, a free and open market
and a national market system and, in
general, to protect investors and the
public interest.
The Exchange believes that the
proposed non-substantive changes to its
Price List deleting obsolete entry
relating to non-electronic agency
transactions of Floor brokers at the
close; clarifying that the charge for at
the opening or at the opening only
orders are ‘‘credited’’ to both sides;
replacing ‘‘At the opening or at the
opening only orders’’ with ‘‘Executions
at the Open’’; and consolidating and
streamlining the presentation of the
credits for MPL orders that provide
liquidity to the Exchange are designed
to provide greater specificity and clarity
to the Price List, thereby removing
impediments to and perfecting the
mechanism of a free and open market
and a national market system, and, in
general, protecting investors and the
public interest. Eliminating obsolete and
redundant material also reduces
potential confusion and adds
transparency and clarity to the
Exchange’s rules, thereby ensuring that
members, regulators, and the public can
more easily navigate and understand the
Exchange’s rulebook.
Finally, the Exchange believes that
the proposed change to the credit for
DMMs for MPL Orders that provide
liquidity to the Exchange to $0.00275
per share is reasonable because the
credit is in line with the best credit for
member organizations of $0.00275 when
the member organization has Adding
ADV 8 in MPL orders that is at least
0.140% of NYSE CADV.9 The proposed
$0.00275 credit is also comparable to
credits provided by other markets. For
example, NASDAQ’s best credit to add
non-displayed midpoint liquidity is
7 15
U.S.C. 78f(b)(4) & (5).
8 ‘‘Adding ADV’’ is when a member organization
has ADV that adds liquidity to the Exchange during
the billing month. Adding ADV excludes any
liquidity added by a DMM.
9 NYSE CADV is defined in the Price List as the
consolidated average daily volume of NYSE-listed
securities.
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18:28 Sep 19, 2017
Jkt 241001
$0.0025.10 Moreover, the requirement is
equitable and not unfairly
discriminatory because DMMs on the
Exchange have heightened quoting and
other obligations that other market
participants do not have. As such, it is
equitable and not unfairly
discriminatory to offer DMMs a credit
that is in line with the best credit for
other member organizations that do not
have such obligations. The requirement
is also equitable and not unfairly
discriminatory because it would apply
equally to all DMM firms.
The Exchange believes that it is
subject to significant competitive forces,
as described below in the Exchange’s
statement regarding the burden on
competition.
For the foregoing reasons, the
Exchange believes that the proposal is
consistent with the Act.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,11 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
proposed rule change is designed to
eliminate obsolete and redundant
material from the Exchange’s Price List
and provide the public and investors
with a Price List that is clear and
transparent. Further, the Exchange
believes that the proposed change to the
credit for DMMs for MPL Orders would
not place a burden on competition
because the lower credit is comparable
to credits provided by other exchanges.
Finally, the Exchange notes that it
operates in a highly competitive market
in which market participants can
readily favor competing venues if they
deem fee levels at a particular venue to
be excessive or rebate opportunities
available at other venues to be more
favorable. In such an environment, the
Exchange must continually adjust its
fees and rebates to remain competitive
with other exchanges and with
alternative trading systems that have
been exempted from compliance with
the statutory standards applicable to
exchanges. Because competitors are free
to modify their own fees and credits in
response, and because market
participants may readily adjust their
order routing practices, the Exchange
believes that the degree to which fee
changes in this market may impose any
burden on competition is extremely
10 See NASDAQ Price List, available at https://
www.nasdaqtrader.com/Trader.aspx?id=
PriceListTrading2.
11 15 U.S.C. 78f(b)(8).
PO 00000
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Fmt 4703
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44017
limited. As a result of all of these
considerations, the Exchange does not
believe that the proposed changes will
impair the ability of member
organizations or competing order
execution venues to maintain their
competitive standing in the financial
markets.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective
upon filing pursuant to Section
19(b)(3)(A) 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.
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–
NYSE–2017–47 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
12 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
14 15 U.S.C. 78s(b)(2)(B).
13 17
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44018
Federal Register / Vol. 82, No. 181 / Wednesday, September 20, 2017 / Notices
All submissions should refer to File
Number SR–NYSE–2017–47. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–NYSE–
2017–47 and should be submitted on or
before October 11, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–19964 Filed 9–19–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81615; File No. SR–BOX–
2017–30]
sradovich on DSKBBY8HB2PROD with NOTICES
Self-Regulatory Organizations; BOX
Options Exchange LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change To Amend
the Fee Schedule on the BOX Market
LLC (‘‘BOX’’) Options Facility
September 14, 2017.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on
15 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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18:28 Sep 19, 2017
Jkt 241001
September 1, 2017, BOX Options
Exchange LLC (the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the Exchange.
The Exchange filed the proposed rule
change pursuant to Section
19(b)(3)(A)(ii) of the Act,3 and Rule
19b–4(f)(2) thereunder,4 which renders
the proposal effective upon filing with
the Commission. 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 is filing with the
Securities and Exchange Commission
(‘‘Commission’’) a proposed rule change
to amend the Fee Schedule on the BOX
Market LLC (‘‘BOX’’) options facility.
The text of the proposed rule change is
available from the principal office of the
Exchange, at the Commission’s Public
Reference Room and also on the
Exchange’s Internet Web site at https://
boxexchange.com.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend the
Fee Schedule for trading on BOX.
Specifically, the Exchange proposes to
(1) amend the BOX Volume Rebate
(‘‘BVR’’) in Section I.B.2; (2) modify the
fees and rebate for Qualified Contingent
Cross 5 (‘‘QCC’’) Transactions in Section
3 15
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
5 A QCC Order is an originating order (Agency
Order) to buy or sell at least 1,000 standard option
contracts, or 10,000 mini-option contracts, that is
identified as being part of a qualified contingent
trade, coupled with a contra side order to buy or
sell an equal number of contracts.
4 17
PO 00000
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Fmt 4703
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I.D.; and (3) make a clarifying change to
in [sic] a footnote regarding the
definition of ‘‘Broker Dealer facilitating
a Public Customer’’ in Section II
(Manual Transactions).
BVR
First, the Exchange proposes to adjust
a rebate within the BVR. Under the
BVR, the Exchange offers a tiered per
contract rebate for all Public Customer
PIP Orders and COPIP Orders of 100
and under contracts that do not trade
solely with their contra order.
Percentage thresholds are calculated on
a monthly basis by totaling the
Participant’s PIP and COPIP volume
submitted to BOX, relative to the total
national Customer volume in multiplylisted options classes. The Exchange
proposes to raise the rebate for COPIP
Orders in Tier 4 from $0.06 to $0.08.
The Exchange notes that is it not
proposing any changes to the percentage
thresholds within the BVR. The quantity
submitted will continue to be calculated
on a monthly basis by totaling the
Participant’s PIP and COPIP volume
submitted to BOX, relative to the total
national Customer volume in multiplylisted options classes.
The Exchange also proposes to amend
the BVR to remove the flat $0.03 rebate
for those Public Customer COPIP Orders
of 100 and under contracts that trade
solely with their contra order. Public
Customer PIP Orders of 100 and under
contracts that trade solely with their
contra order will continue to receive a
$0.03 rebate per contract, regardless of
tier.
QCC Transactions
The Exchange then proposes to
amend the QCC Transaction fees and
rebate. Specifically, the Exchange
proposes to decrease the fees for all nonPublic Customer (Professional
Customers, Broker Dealers and Market
Makers) QCC Orders from $0.20 to $0.17
per contract side.6 In addition, the
Exchange proposes to decrease the QCC
Rebate from $0.15 to $0.14 per contract.
Manual Transaction Fees
Finally, the Exchange also proposes to
amend the footnote that defines a
‘‘Broker Dealer facilitating a Public
Customer’’ in Section II (Manual
Transactions) to clarify that the ‘‘Broker
Dealer facilitating a Public Customer’’
account type and applicable fees will be
applied, regardless of if the Broker
Dealer clears in the customer range, or
clears as a Broker Dealer. To do this, the
Exchange proposes to amend the
6 The Exchange notes that no changes will be
made to Public Customer QCC Order fees.
E:\FR\FM\20SEN1.SGM
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Agencies
[Federal Register Volume 82, Number 181 (Wednesday, September 20, 2017)]
[Notices]
[Pages 44016-44018]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-19964]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-81612; File No. SR-NYSE-2017-47]
Self-Regulatory Organizations; New York Stock Exchange LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Amend Its Price List
September 14, 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 September 7, 2017, New York Stock Exchange LLC (``NYSE''
or the ``Exchange'') filed with the Securities and Exchange Commission
(the ``Commission'') the proposed rule change as described in Items I,
II, and III below, which Items have been prepared by the self-
regulatory organization. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\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 its Price List for equity
transactions in stocks with a per share stock price more than $1.00 to
(1) revise the credit for Designated Market Makers (``DMMs'') for Mid-
Point Passive Liquidity (``MPL'') Orders that provide liquidity to the
Exchange, and (2) make certain non-substantive, clarifying changes. The
Exchange proposes to implement the proposed changes on September 7,
2017.\4\ 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.
---------------------------------------------------------------------------
\4\ The Exchange originally filed to amend the Price List
Schedule on August 29, 2017 (SR-NYSE-2017-45) and withdrew such
filing on September 7, 2017.
---------------------------------------------------------------------------
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 its Price List to (1) revise the
credit for DMMs for MPL Orders that provide liquidity to the Exchange,
and (2) make certain non-substantive, clarifying changes.
The proposed changes would only apply to transactions in securities
priced $1.00 or more.
The Exchange proposes to implement these changes to its Price List
effective September 7, 2017.
Proposed Rule Change
The Exchange proposes the following changes to its Price List.
Verbal Interest at the Close
The current Price List provides that the Exchange charges $0.0010
for verbal interest on the close. The Price List also provides that
non-electronic agency transactions of Floor brokers that execute at the
close are not charged.
The Exchange would delete the current entry providing that there is
no charge for non-electronic agency transactions of Floor brokers that
execute at the close. This entry was inadvertently not deleted when the
Exchange adopted the current charge for verbal interest on the
close.\5\ Deleting obsolete and duplicative material would add clarity
to the Exchange's Price List.
---------------------------------------------------------------------------
\5\ See Securities Exchange Act Release No. 77929 (May 26,
2016), 81 FR 35406 (June 2, 2016).
---------------------------------------------------------------------------
At the Opening Orders
The Exchange currently charges $0.0010 for at the opening or at the
opening only orders that are ``credited to both sides.'' The Exchange
proposes to replace ``At the opening or at the opening only orders''
with ``Executions at the Open.'' The Exchange would also delete
``credited to.'' The Exchange believes that the reference is redundant
and unnecessary.
Credits for MPL Orders
An MPL Order is an undisplayed limit order that trades at the mid-
point of the best protected bid (``PBB'') and best protected offer
(``PBO''), as such terms are defined in Regulation NMS Rule 600(b)(57)
(together, ``PBBO'').
The Exchange proposes changes to the Price List to consolidate and
streamline presentation of the credits for MPL orders that provide
liquidity to the Exchange. Currently, credits for MPL orders that
provide liquidity to the Exchange, excluding MPL Orders from DMMs and
Supplemental Liquidity Providers (``SLP''), are set forth separately
from the related credits for MPL orders that add liquidity to the
Exchange applicable to SLPs. The credit amounts and qualifications for
SLP and non-SLP MPL orders that add liquidity to the Exchange are the
same.
In order to consolidate these provisions, the Exchange proposes to
delete (1) the phrase ``and Supplemental Liquidity Providers (`SLPs')''
from the provision governing credits for MPL orders that provide
liquidity to the Exchange so as not to exclude SLP MPL orders, and (2)
the SLP fees for MPL orders that add liquidity to the Exchange found
under the heading ``Credit Applicable to Supplemental Liquidity
Providers (`SLPs')'' of the Price List in their entirety. No
substantive change would be effected since, as noted, the amount of the
credits and qualifications for SLP and non-SLP MPL orders that add
liquidity to the Exchange are currently the same and would remain
unchanged.
DMM MPL Orders
The Exchange currently provides a credit of $0.0030 to DMMs for
executions of MPL Orders in securities priced $1.00 or more that
provide liquidity to the NYSE. The Exchange proposes to revise the
credit to DMMs to $0.00275.
* * * * *
The proposed changes are not otherwise intended to address any
other issues, and the Exchange is not aware of any problems that member
organizations would have in complying with the proposed change.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6(b) of the Act,\6\ in general, and furthers the
objectives of Sections
[[Page 44017]]
6(b)(4) and (5) of the Act,\7\ 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 and is designed to prevent fraudulent and manipulative acts and
practices, to promote just and equitable principles of trade, to foster
cooperation and coordination with persons engaged in facilitating
transactions in securities, to remove impediments to, and perfect the
mechanism of, a free and open market and a national market system and,
in general, to protect investors and the public interest.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(4) & (5).
---------------------------------------------------------------------------
The Exchange believes that the proposed non-substantive changes to
its Price List deleting obsolete entry relating to non-electronic
agency transactions of Floor brokers at the close; clarifying that the
charge for at the opening or at the opening only orders are
``credited'' to both sides; replacing ``At the opening or at the
opening only orders'' with ``Executions at the Open''; and
consolidating and streamlining the presentation of the credits for MPL
orders that provide liquidity to the Exchange are designed to provide
greater specificity and clarity to the Price List, thereby removing
impediments to and perfecting the mechanism of a free and open market
and a national market system, and, in general, protecting investors and
the public interest. Eliminating obsolete and redundant material also
reduces potential confusion and adds transparency and clarity to the
Exchange's rules, thereby ensuring that members, regulators, and the
public can more easily navigate and understand the Exchange's rulebook.
Finally, the Exchange believes that the proposed change to the
credit for DMMs for MPL Orders that provide liquidity to the Exchange
to $0.00275 per share is reasonable because the credit is in line with
the best credit for member organizations of $0.00275 when the member
organization has Adding ADV \8\ in MPL orders that is at least 0.140%
of NYSE CADV.\9\ The proposed $0.00275 credit is also comparable to
credits provided by other markets. For example, NASDAQ's best credit to
add non-displayed midpoint liquidity is $0.0025.\10\ Moreover, the
requirement is equitable and not unfairly discriminatory because DMMs
on the Exchange have heightened quoting and other obligations that
other market participants do not have. As such, it is equitable and not
unfairly discriminatory to offer DMMs a credit that is in line with the
best credit for other member organizations that do not have such
obligations. The requirement is also equitable and not unfairly
discriminatory because it would apply equally to all DMM firms.
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\8\ ``Adding ADV'' is when a member organization has ADV that
adds liquidity to the Exchange during the billing month. Adding ADV
excludes any liquidity added by a DMM.
\9\ NYSE CADV is defined in the Price List as the consolidated
average daily volume of NYSE-listed securities.
\10\ See NASDAQ Price List, available at https://www.nasdaqtrader.com/Trader.aspx?id=PriceListTrading2.
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The Exchange believes that it is subject to significant competitive
forces, as described below in the Exchange's statement regarding the
burden on competition.
For the foregoing reasons, the Exchange believes that the proposal
is consistent with the Act.
B. Self-Regulatory Organization's Statement on Burden on Competition
In accordance with Section 6(b)(8) of the Act,\11\ 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 proposed rule change is designed to
eliminate obsolete and redundant material from the Exchange's Price
List and provide the public and investors with a Price List that is
clear and transparent. Further, the Exchange believes that the proposed
change to the credit for DMMs for MPL Orders would not place a burden
on competition because the lower credit is comparable to credits
provided by other exchanges.
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\11\ 15 U.S.C. 78f(b)(8).
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Finally, the Exchange notes that it operates in a highly
competitive market in which market participants can readily favor
competing venues if they deem fee levels at a particular venue to be
excessive or rebate opportunities available at other venues to be more
favorable. In such an environment, the Exchange must continually adjust
its fees and rebates to remain competitive with other exchanges and
with alternative trading systems that have been exempted from
compliance with the statutory standards applicable to exchanges.
Because competitors are free to modify their own fees and credits in
response, and because market participants may readily adjust their
order routing practices, the Exchange believes that the degree to which
fee changes in this market may impose any burden on competition is
extremely limited. As a result of all of these considerations, the
Exchange does not believe that the proposed changes will impair the
ability of member organizations or competing order execution venues to
maintain their competitive standing in the financial markets.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective upon filing pursuant to
Section 19(b)(3)(A) \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-NYSE-2017-47 on the subject line.
Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
[[Page 44018]]
All submissions should refer to File Number SR-NYSE-2017-47. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549 on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-NYSE-2017-47 and should be
submitted on or before October 11, 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. 2017-19964 Filed 9-19-17; 8:45 am]
BILLING CODE 8011-01-P