2026-12022NoticeWallet

NYSE Arca Adjusts Ratio Threshold Auction Fee

Published Date: 6/16/2026

Notice

Summary

NYSE Arca is changing how it charges a special fee called the Ratio Threshold Fee, which affects certain auction-only stock orders during key market moments like the opening and closing auctions. This update tweaks when and how the fee applies, potentially impacting traders who use these auctions. The new fee rules kicked in right away on June 1, 2026, so market players should check their costs now!

Analyzed Economic Effects

3 provisions identified: 2 benefits, 0 costs, 1 mixed.

Dual 500,000 Thresholds for Auction Fee

If you are an ETP Holder (a trading firm that sends orders to NYSE Arca), the Ratio Threshold Fee for Auction-Only Orders will now be charged only when BOTH your average daily cancelled shares and your average daily weighted cancelled shares each equal or exceed 500,000. This new rule took effect on June 1, 2026 and narrows when the fee applies during the Core Open and Closing Auction imbalance dissemination periods.

Fix for Zero-Execution Weighted Ratio

The Exchange changed the Weighted Ratio Shares Threshold calculation so that if an ETP Holder executes zero shares in an auction, the denominator will be set to 1. For example, an ETP Holder with 1,000,000 Weighted Ratio Shares and 0 executed shares would have a threshold of 1,000,000 under the revised rule, effective June 1, 2026.

Exchange Says Only Four Firms Affected Historically

NYSE Arca analyzed order entry from January through April 2026 and reported that only 4 ETP Holders would have incurred the Ratio Threshold Fee under the modified calculation. The Exchange stated it does not anticipate that additional ETP Holders would be subject to the fee after the recalibration.

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Key Dates

Effective Date
Published Date
6/1/2026
6/16/2026

Department and Agencies

Department
Independent Agency
Agency
Securities and Exchange Commission
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