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Liquidity Programs

NYSE SLP

Supplemental Liquidity Providers (SLPs) are electronic, high volume members incented to add liquidity on the NYSE. All of their trading is proprietary. All NYSE stocks are eligible, but not all have SLPs. Supplemental Liquidity Providers are primarily found in more liquid stocks with greater than 1 million shares of average daily volume.

  • SLPs must maintain a bid or offer at the National Best Bid or Offer (NBBO) in each assigned security at least 10 percent of the trading day
  • SLPs trade only for their proprietary accounts, not for public customers or on an agency basis
  • SLPs that post liquidity in an assigned security that executes against incoming orders are awarded a financial rebate by the NYSE
  • An SLP can be either a proprietary trading unit of a member organization ("SLP-Prop") or a registered market maker at the Exchange ("SLMM")

Approved NYSE Supplemental Liquidity Providing (SLP-PROP) Firms

  1. HRT Financial LLC
  2. IMC Chicago LLC
  3. Latour Trading, LLC
  4. Tradebot Systems, Inc.
  5. Virtu Americas LLC

Approved NYSE Supplemental Liquidity Providing (SLMM) Firms

  1. Citadel Securities LLC
  2. Goldman, Sachs & Company
  3. Virtu Americas LLC

Approved NYSE Supplemental Liquidity Providing (SLP-PROP) Firms

  1. HRT Financial LLC
  2. IMC Chicago LLC
  3. Latour Trading, LLC
  4. Tradebot Systems, Inc.
  5. Virtu Americas LLC

Approved NYSE Supplemental Liquidity Providing (SLMM) Firms

  1. Citadel Securities LLC
  2. Goldman, Sachs & Company
  3. Virtu Americas LLC

NYSE Arca Market Maker

The all-electronic NYSE Arca relies on a system of competing Market Makers to provide a fast, efficient, and consistent marketplace for all participants, including liquidity providers. Market Makers are required to maintain adequate minimum capital and continuous, two-sided identified and displayed quotes for all registered securities during Core Trading Hours (9:30 a.m. to 4:00 p.m. ET). They also clear and settle transactions through a registered clearing agency.

NYSE Arca appoints Lead Market Makers (LMMs) for ETPs (Exchange Traded Products) with a primary listing on the exchange to meet defined obligations in exchange for incentives such as lower transaction fee.

For more information, please review NYSE Arca Product Brief: Lead Market Making

Market Maker Capital Requirements

Market Makers subject to the Aggregate Indebtedness Requirement maintain minimum net capital that is the greater of:

  1. $100,000
  2. $2,500 for each security that it is registered as a Market Maker (unless a security in which it makes a market has a market value of $5 or less. In this event the amount of net capital shall be not less than $1,000 for each such security) based on the average number of securities that such Market Maker is registered during the 30 days immediately preceding the computation date
  3. 6 2/3 percent of aggregate indebtedness
  4. the amount prescribed by SEC Rule 15c3-1

Market Makers subject to the Alternative Net Capital Requirement maintain minimum net capital that is the greater of:

  1. $250,000
  2. 2 percent of aggregate indebtedness
  3. the amount prescribed by SEC Rule 15c3-1

Become a NYSE Arca Market Maker

Eligible traders can apply in writing to register as Market Maker Authorized Traders (MMAT). Market Makers must meet rigorous education, training, and testing requirements to obtain NYSE Arca Equity Trading Permits (ETP), register in a given security, and remain in good standing with NYSE Arca thereafter to perform market-making activities.

The NYSE Arca Market Maker Orientation is an introduction to NYSE Arca Market Maker access, obligations, requirements and order types. Please review and certify that you have completed and understand the policies and procedures set forth in the Market Maker Orientation by signing the last page of the PowerPoint and returning to Client Relationship Services at [email protected].

NYSE Arca will review this document upon receipt, and Market Maker Registration becomes effective when the applicant receives approval notice from the NYSE Arca.

Next, please complete the Application for Individual Registration and Non-Registered Associated Person (NRF) Designation* or the Application to Become a Lead Market Maker in a Particular NYSE Arca Primary Listed Security** (see links below).

Substantial or continued failure to engage in dealings in accordance with NYSE Arca rules will result in suspension or termination of Market Making status. Any registered Market Maker may withdraw registration by giving written notice to NYSE Arca, and the withdrawal becomes effective on the tenth business day following the NYSE Arca's receipt of the notice. After the withdrawal, the ETP holder shall not be permitted to re-register as a Market Maker for a period of six months.

MMATs must not be subject to statutory disqualifications.

Documentation

NYSE Arca Market Maker Orientation

Application for Individual Registration and Non-Registered Associated Person (NRF) Designation*

Application to Become LMM in a Particular NYSE Arca Primary Listed Security**

*Includes Market Maker and Lead Market Maker

**Must be an existing Lead Market Maker ETP in order to submit this application for a green sheet posting

NYSE and NYSE National Retail Liquidity

The NYSE and NYSE National Retail Liquidity programs promote cost savings through price improvement for individual investors on retail order flow for securities that trade on the NYSE and NYSE National markets. Offering price improvement for retail orders within an exchange environment offers individual investors new economic incentives and provides greater transparency, liquidly and competition in the U.S. cash equities marketplace. The program can be utilized by retail firms directly as well as by the brokers that service retail order flow providers.

Two Classes of Market Participants

  • Retail Member Organizations (RMOs) who are eligible to submit certain retail order flow (Retail Orders) that is eligible for price improvement. (NYSE and NYSE National)
  • Retail Liquidity Providers (RLPs) who provide price improvement for Retail Orders in the form of non-displayed interest priced better than the best PBBO. RLPs received economic benefits in exchange for meeting performance obligations. RLPs that miss obligations do not receive enhanced economics. The Exchanges have the right to revoke RLP status. (NYSE only)

All members, other than RLPs, are also permitted to submit Retail Price Improvement Orders (RPI) and interact with incoming retail orders.

Retail Order Overview

A Retail Order is an agency that originates from a natural person and is submitted to the Exchange by an RMO. The order cannot originate from a trading algorithm or any other computer methodology. The Retail Order interacts with Retail Price Improvement (RPI) orders and other available orders that are priced better than the contra-side PBBO. RPI orders may be sent by RLPs or any other market participant. NYSE sends an indicator to both the NYSE XDP and SIP feeds when RPIs are available, indicating the side of the interest but not the size.

NYSE RLP Performance Statistics

Retail Liquidity Resources