Securities and Exchange Commission 2021 – Federal Register Recent Federal Regulation Documents

End of Day Volume Summary and Intra-Day Volume Summary. The End of Day Volume Summary will contain historical data from the previous trading day and would be available after the end of each trading day, generally on a T+1 basis. The Intra-Day Volume Summary would include ``snapshots'' taken every 10 minutes throughout the trading day and would be available within five minutes of the conclusion of each 10-minute period. Each update would represent combined data captured from the current ``snapshot'' and all previous ``snapshots'' and thus would provide open-close data on an aggregate basis. The Exchange will establish monthly subscriber fees for the NYSE Options Open-Close Volume Summary by way of a separate proposed rule change, which the Exchange will submit prior to the launch of the NYSE Options Open-Close Volume Summary. The Exchange plans to introduce the NYSE Options Open-Close Volume Summary in the first quarter of 2022. The Exchange will announce the exact date that the NYSE Options Open- Close Volume Summary will become available through a NYSE Trader Update. 2. Statutory Basis The proposed rule change is consistent with Section 6(b) \8\ of the Act, in general, and furthers the objectives of Section 6(b)(5) \9\ of the Act, in particular, in that it is designed to prevent fraudulent and manipulative acts and practices, to promote just and equitable principles of trade, to foster cooperation and coordination with persons engaged in 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, and it is not designed to permit unfair discrimination among customers, brokers, or dealers.