Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Order Granting Accelerated Approval to a Proposed Rule Change Relating to the Amounts That Direct Edge ECN, in Its Capacity as an Introducing Broker for Non-ISE Members, Passes Through to Such Non-ISE Members, 57728-57730 [E9-26879]
Download as PDF
57728
Federal Register / Vol. 74, No. 215 / Monday, November 9, 2009 / Notices
levels. ISE notes that DECN operates in
a highly competitive market in which
market participants can readily direct
order flow to competing venues if they
deem fee levels at a particular venue to
be excessive. The proposed rule change
reflects a competitive pricing structure
designed to incent market participants
to direct their order flow to DECN. ISE
believes the fees and credits remain
competitive with those charged by other
venues and therefore continue to be
reasonable and equitably allocated to
those members that opt to direct orders
to DECN rather than competing venues.
Additionally, ISE believes that the
inverse pricing structure on EDGA,
rebates and new flags enable the
Exchange to compete effectively with
other market centers. The ISE also
believes that the proposed rates are
equitable in that they apply uniformly
to all Members.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The proposed rule change does not
impose any burden on competition that
is not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
mstockstill on DSKH9S0YB1PROD with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3) of
the Act 8 and Rule 19b–4(f)(2) 9
thereunder. At any time within 60 days
of the filing of such proposed rule
change, the Commission may summarily
abrogate 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.
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:
U.S.C. 78s(b)(3)(A).
9 17 CFR 19b–4(f)(2).
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–ISE–2009–88 on the subject
line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–ISE–2009–88. This file
number should be included on the
subject line if e-mail 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 inspection and copying in
the Commission’s Public Reference
Room, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of the filing also will be available
for inspection and copying at the
principal office of the ISE. 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–ISE–2009–88 and should be
submitted on or before November 30,
2009.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–26880 Filed 11–6–09; 8:45 am]
16:52 Nov 06, 2009
[Release No. 34–60913; File No. SR–ISE–
2009–89]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Order
Granting Accelerated Approval to a
Proposed Rule Change Relating to the
Amounts That Direct Edge ECN, in Its
Capacity as an Introducing Broker for
Non-ISE Members, Passes Through to
Such Non-ISE Members
November 2, 2009.
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 October
30, 2009, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) filed with the Securities and
Exchange Commission (‘‘Commission’’)
the proposed rule change as described
in Items I and II below, which Items
have been prepared by ISE. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons, and is
approving the proposal on an
accelerated basis.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to modify the
amounts that Direct Edge ECN
(‘‘DECN’’), in its capacity as an
introducing broker for non-ISE
Members, passes through to such nonISE Members.
The text of the proposed rule change
is available on the Exchange’s Internet
Web site at https://www.ise.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
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 these statements may be examined at
the places specified in Item III below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
BILLING CODE 8011–01–P
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1 15
10 17
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U.S.C. 78s(b)(1).
CFR 240.19b–4.
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A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
applicability of the Super Tier rebate to
Tape B securities; 6 and (iv) make
typographical changes to the fee
schedule.7 The fee changes made
mstockstill on DSKH9S0YB1PROD with NOTICES
1. Purpose
DECN, a facility of ISE, operates two
trading platforms, EDGX and EDGA. On
October 30, 2009, the ISE filed for
immediate effectiveness a proposed rule
change to: (i) Amend DECN’s fee
schedule for ISE Members 3 to adopt
new fees and rebates and associated
flags; 4 (ii) amend the criteria for
meeting the Ultra Tier; 5 (iii) amend the
3 References to ISE Members in this filing refer to
DECN Subscribers who are ISE Members.
4 In SR–ISE–2009–88, the Exchange adopted
additional fees and rebates to remain competitive
with other market centers. First, the Exchange
amended the fees on EDGA for adding and
removing liquidity for securities priced $1 and over.
Effective November 1, 2009, the Exchange rebates
$0.0002 per share for removing liquidity on EDGA
if the attributed MPID adds or routes a minimum
average daily share volume, measured monthly, of
50,000 shares on either EDGX, EDGA, or EDGX and
EDGA combined. As today, any attributed MPID not
meeting the aforementioned minimum is charged
$0.0030 per share for removing liquidity from
EDGA. In addition, the Exchange charges $0.0002
per share for adding liquidity on EDGA unless the
attributed MPID adds a minimum average daily
share volume, measured monthly, of at least
50,000,000 shares on EDGA. If members meet or
exceed such volume threshold, they are not charged
to add liquidity on EDGA.
In addition, in SR–ISE–2009–88, the Exchange
made conforming changes to the flags associated
with these above-described fees. Flags associated
with adding liquidity on EDGA were updated to
reflect the $0.0002 charge. These flags include B, V,
and Y. The fees associated with Flags 3 and 4,
discussed in more detail below, are also consistent
with this fee structure. Flags associated with
removing liquidity on EDGA were updated to
reflect the $0.0002 rebate. These flags include N
and W. Flag 6, discussed in more detail below, is
also consistent with this fee structure.
Furthermore, in SR–ISE–2009–88, the Exchange
amended the fee on EDGX for adding liquidity on
Tape B for securities priced $1 and over. The
Exchange rebates $0.0025 per share (the same as
currently exists for Tapes A & C). A conforming
change was made to Flag B, which indicates
liquidity added to EDGX’s book.
Finally, the Exchange amended the fees on both
EDGX and EDGA for securities priced less than $1.
For such securities, the Exchange amended the fees
for routing to be 0.30% of the total dollar value of
the transaction instead of 0.29% of the dollar value
of the transaction.
The Exchange believes that the above-described
fee changes enable DECN to compete effectively
with other market centers.
5 On July 1, 2009, the Exchange adopted a new
Ultra Tier Rebate whereby ISE Members are
provided a $0.0032 rebate per share for securities
priced at or above $1.00 when ISE Members add
liquidity on EDGX if the attributed MPID satisfies
one of the following criteria on a daily basis,
measured monthly: (i) Adding 100,000,000 shares
or more on EDGX; or (ii) adding 50,000,000 shares
or more of liquidity on EDGX, so long as added
liquidity on EDGX is at least 20,000,000 shares
greater than the previous calendar month. The
rebate described above is referred to as an ‘‘Ultra
Tier Rebate’’ on the DECN fee schedule. See
Securities Exchange Act Release No. 60232 (July 2,
2009), 74 FR 33309 (July 10, 2009) (SR–ISE–2009–
43).
VerDate Nov<24>2008
16:52 Nov 06, 2009
Jkt 220001
Per SR–ISE–2009–68, the Exchange amended the
criteria for meeting the Ultra Tier if ISE Members
(i) add or route at least 10,000,000 shares of average
daily volume prior to 9:30 a.m. or after 4 p.m.
(includes all flags except N and W) and add a
minimum of 75,000,000 shares of average daily
volume on EDGX in total, including during both
market hours and pre- and post-trading hours. See
Securities Exchange Act Release No. 60769 (October
2, 2009), 74 FR 51903 (October 8, 2009) (SR–ISE–
2009–68).
In SR–ISE–2009–88, the Exchange also added an
additional way to qualify for the Ultra Tier.
Members can also qualify for a $0.0032 rebate per
share for all liquidity posted on EDGX if the
attributed MPID on a daily basis, measured
monthly, adds a minimum of 50,000,000 shares per
day to EDGX so long as the added liquidity on
EDGX is at least 50,000,000 shares greater than the
previous calendar month.
The Exchange believes that this additional way to
meet the Ultra Tier (a tier-based rate) incents
Members to interact with order flow on DECN. This
discount rate arises in part from reduced
administrative costs associated with certain volume
levels.
In SR–ISE–2009–88, the Exchange added
liquidity flags to reflect adding and removing
liquidity during pre- and post-trading hours. When
members add liquidity on Tapes A & C during the
pre- and post-trading hours, they are rebated
$0.0025 per share on EDGX and are charged
$0.0002 per share on EDGA and this situation
yields Flag 3. When members add liquidity during
the pre- and post-trading hours on Tape B, they are
rebated $0.0025 per share on EDGX and charged
$0.0002 per share on EDGA and this situation
yields Flag 4. When members cross with themselves
(internalization) during the pre- and post-trading
hours, they are charged $0.000025 per share on
EDGX and are not charged on EDGA. This situation
yields flag 5. When members remove liquidity from
any Tape during the pre- and post-trading hours,
they are charged $0.0028 per share on EDGX and
are rebated $0.0002 on EDGA. This situation yields
flag 6. Finally, for members whose orders are routed
from EDGA or EDGX during the pre- and posttrading hours, they are charged $0.0030 per share.
This situation yields flag 7. In addition, the rebate
of $0.0002 for removing liquidity on EDGA and
charge of $0.0002 for adding liquidity on EDGA is
described in more detail below. The Exchange
believes that this fee structure will enable it to
compete effectively with other market centers that
have recently introduced such pricing.
6 Additionally, in SR–ISE–2009–88, the Exchange
modified the Super Tier rebate to include
transactions in Tape B securities as well.
Previously, the Super Tier only applied to Tapes A
& C. As a result of the amendment, Members who
execute transactions in Tape B securities also
qualify for the Super Tier and are provided a
$0.0030 rebate per share for liquidity added on
EDGX if the attributed MPID satisfies any of the
following three criteria on a daily basis, measured
monthly: (i) Adding 40,000,000 shares or more on
either EDGX, EDGA, or EDGX and EDGA combined;
(ii) adding 20,000,000 shares or more on either
EDGX, EDGA, or EDGX and EDGA combined and
routing 20,000,000 shares or more through EDGA;
or (iii) adding 10,000,000 shares or more of
liquidity to EDGX, so long as added liquidity on
EDGX is at least 5,000,000 shares greater than the
previous calendar month.
7 In SR–ISE–2009–88, the Exchange made
typographical changes to the fee schedule to clarify
that Flags M, V, and Y are rebates for adding
liquidity. For Flag M, parentheses were added to
indicate that $0.0024 rebate per share is both on
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57729
pursuant to SR–ISE–2009–88 became
operative on November 1, 2009.
In its capacity as a member of ISE,
DECN currently serves as an introducing
broker for the non-ISE Member
subscribers of DECN to access EDGX
and EDGA. DECN, as an ISE Member
and introducing broker, receives rebates
and is assessed charges from DECN for
transactions it executes on EDGX or
EDGA in its capacity as introducing
broker for non-ISE Members. Since the
amounts of such rebates and charges
were changed pursuant to SR–ISE–
2009–88, DECN wishes to make
corresponding changes to the amounts it
passes through to non-ISE Member
subscribers of DECN for which it acts as
introducing broker. As a result, the per
share amounts that non-ISE Member
subscribers receive and are charged will
be the same as the amounts that ISE
Members receive and are charged.
ISE is seeking accelerated approval of
this proposed rule change, as well an
effective date of November 1, 2009. ISE
represents that this proposal will ensure
that both ISE Members and non-ISE
Members (by virtue of the pass-through
described above) will in effect receive
and be charged equivalent amounts and
that the imposition of such amounts
will begin on the same November 1,
2009 start date.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,8
in general, and furthers the objectives of
Section 6(b)(4),9 in particular, in that it
is designed to provide for the equitable
allocation of reasonable dues, fees and
other charges among its members and
other persons using its facilities. In
particular, this proposal will ensure that
dues, fees and other charges imposed on
ISE Members are equitably allocated to
both ISE Members and non-ISE
Members (by virtue of the pass-through
described above).
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The proposed rule change does not
impose any burden on competition that
is not necessary or appropriate in
furtherance of the purposes of the Act.
EDGA and EDGX. For Flags V and Y, parentheses
were added to indicate that the $0.0025 rebate per
share is on EDGX.
8 15 U.S.C. 78f.
9 15 U.S.C. 78f(b)(4).
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57730
Federal Register / Vol. 74, No. 215 / Monday, November 9, 2009 / Notices
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR–ISE–2009–89 and should be
submitted on or before November 30,
2009.
IV. Commission’s Findings and Order
Granting Accelerated Approval of
Proposed Rule Change
The Commission finds that the
proposed rule change is consistent with
the requirements of the Act and the
Interested persons are invited to
rules and regulations thereunder
submit written data, views, and
applicable to a national securities
arguments concerning the foregoing,
exchange.10 Specifically, the
including whether the proposed rule
Commission finds that the proposed
change is consistent with the Act.
rule change is consistent with Section
Comments may be submitted by any of
6(b)(4) 11 of the Act, which requires that
the following methods:
the rules of a national securities
Electronic Comments
exchange provide for the equitable
allocation of reasonable dues, fees, and
• Use the Commission’s Internet
other charges among members and
comment form (https://www.sec.gov/
issuers and other persons using its
rules/sro.shtml); or
facilities.
• Send an e-mail to ruleAs described more fully above, ISE
comments@sec.gov. Please include File
recently amended DECN’s fee schedule
No. SR–ISE–2009–89 on the subject
for ISE Members to, among other things,
line.
adopt new fees, rebates and associated
Paper Comments
flags for adding and removing liquidity
during pre and post hours trading, add
• Send paper comments in triplicate
an additional method to qualify for the
to Elizabeth M. Murphy, Secretary,
Ultra Tier rebate, modify the Super Tier
Securities and Exchange Commission,
rebate to include transactions in Tape B
100 F Street, NE., Washington, DC
securities, adopt a charge for adding
20549–1090.
liquidity on EDGA unless certain
All submissions should refer to File
volume thresholds are met, revise the
Number SR–ISE–2009–89. This file
fees for adding liquidity on EDGX and
number should be included on the
subject line if e-mail is used. To help the EDGA and made conforming changes to
the flags associated with these rebates
Commission process and review your
and fees.12 The fee changes made
comments more efficiently, please use
only one method. The Commission will pursuant to the Member Fee Filing
became operative on November 1, 2009.
post all comments on the Commissions
DECN receives rebates and is charged
Internet Web site (https://www.sec.gov/
fees for transactions it executes on
rules/sro.shtml). Copies of the
EGDX or EDGA in its capacity as an
submission, all subsequent
introducing broker for its non-ISE
amendments, all written statements
member subscribers.
with respect to the proposed rule
The current proposal, which will
change that are filed with the
apply retroactively to November 1,
Commission, and all written
2009, will allow DECN to pass through
communications relating to the
the revised rebates and fees to the nonproposed rule change between the
Commission and any person, other than ISE member subscribers for which it
acts an introducing broker. The
those that may be withheld from the
Commission finds that the proposal is
public in accordance with the
consistent with the Act because it will
provisions of 5 U.S.C. 552, will be
provide rebates and charge fees to nonavailable for inspection and copying in
ISE member subscribers that are
the Commission’s Public Reference
equivalent to those established for ISE
Room, 100 F Street, NE., Washington,
member subscribers in the Member Fee
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m. Filing.13
Copies of such filing also will be
10 In approving this proposal, the Commission has
available for inspection and copying at
considered its impact on efficiency, competition,
the principal office of the ISE. All
and capital formation. 15 U.S.C. 78c(f).
comments received will be posted
11 15 U.S.C. 78f(b)(4).
without change; the Commission does
12 See File No. SR–ISE–2009–88 (the ‘‘Member
not edit personal identifying
Fee Filing’’).
13 Id.
information from submissions. You
mstockstill on DSKH9S0YB1PROD with NOTICES
III. Solicitation of Comments
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16:52 Nov 06, 2009
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Fmt 4703
Sfmt 4703
ISE has requested that the
Commission find good cause for
approving the proposed rule change
prior to the thirtieth day after
publication of notice of filing thereof in
the Federal Register. As discussed
above, the proposal will allow DECN to
pass through to non-ISE member
subscribers the revised rebate and fees
established for ISE member subscribers
in the Member Fee Filing, resulting in
equivalent rebates and fees for ISE
member and non-member subscribers.
In addition, because the proposal will
apply the revised rebates and fees
retroactively to November 1, 2009, the
revised rebates and fees will have the
same effective date, thereby promoting
consistency in the DECN’s fee schedule.
Accordingly, the Commission finds
good cause, pursuant to Section 19(b)(2)
of the Act, for approving the proposed
rule change prior to the thirtieth day
after the date of publication of notice of
filing thereof in the Federal Register.
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,14 that the
proposed rule change (SR–ISE–2009–89)
be, and hereby is, approved on an
accelerated basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–26879 Filed 11–6–09; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–60911; File No. SR–NYSE–
2009–109]
Self-Regulatory Organizations; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change by New York
Stock Exchange LLC To Extend the
Pilot Program in Relation to Certain of
Its Continued Listing Standards
November 2, 2009.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Exchange Act’’),2 and Rule 19b–4
thereunder,3 notice is hereby given that,
on October 30, 2009, New York Stock
Exchange LLC (‘‘NYSE’’ or the
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
14 15
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
15 17
E:\FR\FM\09NON1.SGM
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Agencies
[Federal Register Volume 74, Number 215 (Monday, November 9, 2009)]
[Notices]
[Pages 57728-57730]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E9-26879]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-60913; File No. SR-ISE-2009-89]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Filing and Order Granting Accelerated Approval to a
Proposed Rule Change Relating to the Amounts That Direct Edge ECN, in
Its Capacity as an Introducing Broker for Non-ISE Members, Passes
Through to Such Non-ISE Members
November 2, 2009.
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 October 30, 2009, the International Securities Exchange, LLC
(the ``Exchange'' or the ``ISE'') filed with the Securities and
Exchange Commission (``Commission'') the proposed rule change as
described in Items I and II below, which Items have been prepared by
ISE. The Commission is publishing this notice to solicit comments on
the proposed rule change from interested persons, and is approving the
proposal on an accelerated basis.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 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 modify the amounts that Direct Edge ECN
(``DECN''), in its capacity as an introducing broker for non-ISE
Members, passes through to such non-ISE Members.
The text of the proposed rule change is available on the Exchange's
Internet Web site at https://www.ise.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 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 these statements may be examined at
the places specified in Item III below. The self-regulatory
organization has prepared summaries, set forth in sections A, B and C
below, of the most significant aspects of such statements.
[[Page 57729]]
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
DECN, a facility of ISE, operates two trading platforms, EDGX and
EDGA. On October 30, 2009, the ISE filed for immediate effectiveness a
proposed rule change to: (i) Amend DECN's fee schedule for ISE Members
\3\ to adopt new fees and rebates and associated flags; \4\ (ii) amend
the criteria for meeting the Ultra Tier; \5\ (iii) amend the
applicability of the Super Tier rebate to Tape B securities; \6\ and
(iv) make typographical changes to the fee schedule.\7\ The fee changes
made pursuant to SR-ISE-2009-88 became operative on November 1, 2009.
---------------------------------------------------------------------------
\3\ References to ISE Members in this filing refer to DECN
Subscribers who are ISE Members.
\4\ In SR-ISE-2009-88, the Exchange adopted additional fees and
rebates to remain competitive with other market centers. First, the
Exchange amended the fees on EDGA for adding and removing liquidity
for securities priced $1 and over. Effective November 1, 2009, the
Exchange rebates $0.0002 per share for removing liquidity on EDGA if
the attributed MPID adds or routes a minimum average daily share
volume, measured monthly, of 50,000 shares on either EDGX, EDGA, or
EDGX and EDGA combined. As today, any attributed MPID not meeting
the aforementioned minimum is charged $0.0030 per share for removing
liquidity from EDGA. In addition, the Exchange charges $0.0002 per
share for adding liquidity on EDGA unless the attributed MPID adds a
minimum average daily share volume, measured monthly, of at least
50,000,000 shares on EDGA. If members meet or exceed such volume
threshold, they are not charged to add liquidity on EDGA.
In addition, in SR-ISE-2009-88, the Exchange made conforming
changes to the flags associated with these above-described fees.
Flags associated with adding liquidity on EDGA were updated to
reflect the $0.0002 charge. These flags include B, V, and Y. The
fees associated with Flags 3 and 4, discussed in more detail below,
are also consistent with this fee structure. Flags associated with
removing liquidity on EDGA were updated to reflect the $0.0002
rebate. These flags include N and W. Flag 6, discussed in more
detail below, is also consistent with this fee structure.
Furthermore, in SR-ISE-2009-88, the Exchange amended the fee on
EDGX for adding liquidity on Tape B for securities priced $1 and
over. The Exchange rebates $0.0025 per share (the same as currently
exists for Tapes A & C). A conforming change was made to Flag B,
which indicates liquidity added to EDGX's book.
Finally, the Exchange amended the fees on both EDGX and EDGA for
securities priced less than $1. For such securities, the Exchange
amended the fees for routing to be 0.30% of the total dollar value
of the transaction instead of 0.29% of the dollar value of the
transaction.
The Exchange believes that the above-described fee changes
enable DECN to compete effectively with other market centers.
\5\ On July 1, 2009, the Exchange adopted a new Ultra Tier
Rebate whereby ISE Members are provided a $0.0032 rebate per share
for securities priced at or above $1.00 when ISE Members add
liquidity on EDGX if the attributed MPID satisfies one of the
following criteria on a daily basis, measured monthly: (i) Adding
100,000,000 shares or more on EDGX; or (ii) adding 50,000,000 shares
or more of liquidity on EDGX, so long as added liquidity on EDGX is
at least 20,000,000 shares greater than the previous calendar month.
The rebate described above is referred to as an ``Ultra Tier
Rebate'' on the DECN fee schedule. See Securities Exchange Act
Release No. 60232 (July 2, 2009), 74 FR 33309 (July 10, 2009) (SR-
ISE-2009-43).
Per SR-ISE-2009-68, the Exchange amended the criteria for
meeting the Ultra Tier if ISE Members (i) add or route at least
10,000,000 shares of average daily volume prior to 9:30 a.m. or
after 4 p.m. (includes all flags except N and W) and add a minimum
of 75,000,000 shares of average daily volume on EDGX in total,
including during both market hours and pre- and post-trading hours.
See Securities Exchange Act Release No. 60769 (October 2, 2009), 74
FR 51903 (October 8, 2009) (SR-ISE-2009-68).
In SR-ISE-2009-88, the Exchange also added an additional way to
qualify for the Ultra Tier. Members can also qualify for a $0.0032
rebate per share for all liquidity posted on EDGX if the attributed
MPID on a daily basis, measured monthly, adds a minimum of
50,000,000 shares per day to EDGX so long as the added liquidity on
EDGX is at least 50,000,000 shares greater than the previous
calendar month.
The Exchange believes that this additional way to meet the Ultra
Tier (a tier-based rate) incents Members to interact with order flow
on DECN. This discount rate arises in part from reduced
administrative costs associated with certain volume levels.
In SR-ISE-2009-88, the Exchange added liquidity flags to reflect
adding and removing liquidity during pre- and post-trading hours.
When members add liquidity on Tapes A & C during the pre- and post-
trading hours, they are rebated $0.0025 per share on EDGX and are
charged $0.0002 per share on EDGA and this situation yields Flag 3.
When members add liquidity during the pre- and post-trading hours on
Tape B, they are rebated $0.0025 per share on EDGX and charged
$0.0002 per share on EDGA and this situation yields Flag 4. When
members cross with themselves (internalization) during the pre- and
post-trading hours, they are charged $0.000025 per share on EDGX and
are not charged on EDGA. This situation yields flag 5. When members
remove liquidity from any Tape during the pre- and post-trading
hours, they are charged $0.0028 per share on EDGX and are rebated
$0.0002 on EDGA. This situation yields flag 6. Finally, for members
whose orders are routed from EDGA or EDGX during the pre- and post-
trading hours, they are charged $0.0030 per share. This situation
yields flag 7. In addition, the rebate of $0.0002 for removing
liquidity on EDGA and charge of $0.0002 for adding liquidity on EDGA
is described in more detail below. The Exchange believes that this
fee structure will enable it to compete effectively with other
market centers that have recently introduced such pricing.
\6\ Additionally, in SR-ISE-2009-88, the Exchange modified the
Super Tier rebate to include transactions in Tape B securities as
well. Previously, the Super Tier only applied to Tapes A & C. As a
result of the amendment, Members who execute transactions in Tape B
securities also qualify for the Super Tier and are provided a
$0.0030 rebate per share for liquidity added on EDGX if the
attributed MPID satisfies any of the following three criteria on a
daily basis, measured monthly: (i) Adding 40,000,000 shares or more
on either EDGX, EDGA, or EDGX and EDGA combined; (ii) adding
20,000,000 shares or more on either EDGX, EDGA, or EDGX and EDGA
combined and routing 20,000,000 shares or more through EDGA; or
(iii) adding 10,000,000 shares or more of liquidity to EDGX, so long
as added liquidity on EDGX is at least 5,000,000 shares greater than
the previous calendar month.
\7\ In SR-ISE-2009-88, the Exchange made typographical changes
to the fee schedule to clarify that Flags M, V, and Y are rebates
for adding liquidity. For Flag M, parentheses were added to indicate
that $0.0024 rebate per share is both on EDGA and EDGX. For Flags V
and Y, parentheses were added to indicate that the $0.0025 rebate
per share is on EDGX.
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In its capacity as a member of ISE, DECN currently serves as an
introducing broker for the non-ISE Member subscribers of DECN to access
EDGX and EDGA. DECN, as an ISE Member and introducing broker, receives
rebates and is assessed charges from DECN for transactions it executes
on EDGX or EDGA in its capacity as introducing broker for non-ISE
Members. Since the amounts of such rebates and charges were changed
pursuant to SR-ISE-2009-88, DECN wishes to make corresponding changes
to the amounts it passes through to non-ISE Member subscribers of DECN
for which it acts as introducing broker. As a result, the per share
amounts that non-ISE Member subscribers receive and are charged will be
the same as the amounts that ISE Members receive and are charged.
ISE is seeking accelerated approval of this proposed rule change,
as well an effective date of November 1, 2009. ISE represents that this
proposal will ensure that both ISE Members and non-ISE Members (by
virtue of the pass-through described above) will in effect receive and
be charged equivalent amounts and that the imposition of such amounts
will begin on the same November 1, 2009 start date.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of Section 6 of the Act,\8\ in general, and
furthers the objectives of Section 6(b)(4),\9\ in particular, in that
it is designed to provide for the equitable allocation of reasonable
dues, fees and other charges among its members and other persons using
its facilities. In particular, this proposal will ensure that dues,
fees and other charges imposed on ISE Members are equitably allocated
to both ISE Members and non-ISE Members (by virtue of the pass-through
described above).
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\8\ 15 U.S.C. 78f.
\9\ 15 U.S.C. 78f(b)(4).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The proposed rule change does not impose any burden on competition
that is not necessary or appropriate in furtherance of the purposes of
the Act.
[[Page 57730]]
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from members or other interested
parties.
III. 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 e-mail to rule-comments@sec.gov. Please include
File No. SR-ISE-2009-89 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-ISE-2009-89. This file
number should be included on the subject line if e-mail 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 Commissions 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 inspection and copying in the
Commission's Public Reference Room, 100 F Street, NE., Washington, DC
20549, on official business days between the hours of 10 a.m. and 3
p.m. Copies of such filing also will be available for inspection and
copying at the principal office of the ISE. 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-ISE-2009-89 and should be submitted on
or before November 30, 2009.
IV. Commission's Findings and Order Granting Accelerated Approval of
Proposed Rule Change
The Commission finds that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder applicable to a national securities exchange.\10\
Specifically, the Commission finds that the proposed rule change is
consistent with Section 6(b)(4) \11\ of the Act, which requires that
the rules of a national securities exchange provide for the equitable
allocation of reasonable dues, fees, and other charges among members
and issuers and other persons using its facilities.
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\10\ In approving this proposal, the Commission has considered
its impact on efficiency, competition, and capital formation. 15
U.S.C. 78c(f).
\11\ 15 U.S.C. 78f(b)(4).
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As described more fully above, ISE recently amended DECN's fee
schedule for ISE Members to, among other things, adopt new fees,
rebates and associated flags for adding and removing liquidity during
pre and post hours trading, add an additional method to qualify for the
Ultra Tier rebate, modify the Super Tier rebate to include transactions
in Tape B securities, adopt a charge for adding liquidity on EDGA
unless certain volume thresholds are met, revise the fees for adding
liquidity on EDGX and EDGA and made conforming changes to the flags
associated with these rebates and fees.\12\ The fee changes made
pursuant to the Member Fee Filing became operative on November 1, 2009.
DECN receives rebates and is charged fees for transactions it executes
on EGDX or EDGA in its capacity as an introducing broker for its non-
ISE member subscribers.
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\12\ See File No. SR-ISE-2009-88 (the ``Member Fee Filing'').
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The current proposal, which will apply retroactively to November 1,
2009, will allow DECN to pass through the revised rebates and fees to
the non-ISE member subscribers for which it acts an introducing broker.
The Commission finds that the proposal is consistent with the Act
because it will provide rebates and charge fees to non-ISE member
subscribers that are equivalent to those established for ISE member
subscribers in the Member Fee Filing.\13\
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\13\ Id.
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ISE has requested that the Commission find good cause for approving
the proposed rule change prior to the thirtieth day after publication
of notice of filing thereof in the Federal Register. As discussed
above, the proposal will allow DECN to pass through to non-ISE member
subscribers the revised rebate and fees established for ISE member
subscribers in the Member Fee Filing, resulting in equivalent rebates
and fees for ISE member and non-member subscribers. In addition,
because the proposal will apply the revised rebates and fees
retroactively to November 1, 2009, the revised rebates and fees will
have the same effective date, thereby promoting consistency in the
DECN's fee schedule. Accordingly, the Commission finds good cause,
pursuant to Section 19(b)(2) of the Act, for approving the proposed
rule change prior to the thirtieth day after the date of publication of
notice of filing thereof in the Federal Register.
V. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\14\ that the proposed rule change (SR-ISE-2009-89) be, and hereby
is, approved on an accelerated basis.
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\14\ 15 U.S.C. 78s(b)(2).
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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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9-26879 Filed 11-6-09; 8:45 am]
BILLING CODE 8011-01-P