2025-16069Notice

NYSE Arca Fine-Tunes Auction Prices for Better Market Transparency

Published Date: 8/22/2025

Notice

Summary

NYSE Arca is updating how it calculates auction prices to better match real market moves during opening, halt, and closing auctions. This change helps traders see clearer, fairer prices when buying or selling stocks on the Exchange. The update kicks in soon and aims to boost transparency without adding extra costs.

Analyzed Economic Effects

2 provisions identified: 2 benefits, 0 costs, 0 mixed.

Auctions will use more recent trade prices

The Exchange will change how it calculates the Auction Reference Price so the Core Open Auction can use the price of the last consolidated trade of at least one round lot from that trading day, then fall back to midpoint of the Auction NBBO or prior day’s Official Closing Price as needed. The rule adds a cascading calculation that treats the initial calculation differently than subsequent calculations and aims to reflect more recent trading activity; the Exchange anticipates implementing the changes before the end of the fourth quarter of 2025.

Exclude off‑session TRF trades from reference price

Auction Reference Price calculations for the Core Open Auction, Closing Auction, and Trading Halt Auction will exclude trades reported on Trade Reporting Facilities during the Early Trading Session or Late Trading Session so those off‑session trades do not affect auction reference prices. The Exchange says this will provide a more accurate snapshot of the current market and expects to implement the change before the end of the fourth quarter of 2025.

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Key Dates

Published Date
8/22/2025

Department and Agencies

Department
Independent Agency
Agency
Securities and Exchange Commission
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