Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating To Amending the Direct Edge ECN Fee Schedule, 1674-1676 [2010-296]
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1674
Federal Register / Vol. 75, No. 7 / Tuesday, January 12, 2010 / Notices
B. Self-Regulatory Organization’s
Statement on Burden on Competition
FINRA does not believe that the
proposed rule change will result in 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
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the self-regulatory
organization consents, the Commission
will:
(A) By order approve such proposed
rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
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:
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
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–FINRA–2009–095 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–FINRA–2009–095. 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
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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 FINRA. 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–FINRA–2009–095 and
should be submitted on or before
February 2, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–359 Filed 1–11–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61289; File No. SR–ISE–
2009–108]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change Relating To Amending the
Direct Edge ECN Fee Schedule
January 5, 2010.
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 December
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, II, and III below, which items
have been prepared by the selfregulatory organization. The
Commission is publishing this notice to
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Direct Edge ECN’s (‘‘DECN’’) fee
schedule for ISE Members 3 to simplify
its fee schedule by (i) eliminating the
Super Tier and Ultra Tier rebates and
(ii) amending its fees and rebates. All of
the changes described herein are
applicable to ISE Members.
All of the changes described herein
are applicable to 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 IV 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.
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
July 1, 2009,4 the Exchange adopted a
new Ultra Tier Rebate whereby ISE
Members were 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.
3 References to ISE Members in this filing refer to
DECN Subscribers who are ISE Members.
4 See Securities and Exchange Act Release No.
60232 (July 2, 2009), 74 FR 33309 (July 10, 2009)
(SR–ISE–2009–43).
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Federal Register / Vol. 75, No. 7 / Tuesday, January 12, 2010 / Notices
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
On October 1, 2009,5 the Exchange
amended the criteria for meeting this
tier by allowing ISE Members to receive
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 posts 1% of the total
consolidated volume (‘‘TCV’’) in average
daily volume (‘‘ADV’’). TCV is defined as
volume reported by all exchanges and
trade reporting facilities to the
consolidated transaction reporting plans
for Tape A, B, and C securities.
On May 1, 2009,6 the Exchange
amended the Super Tier rebate, which
provides 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.
To adjust DECN’s pricing model to be
more consistent with other exchanges
(even though DECN is not an
exchange),7 the Exchange is now
proposing to de-link the pricing
structures of DECN to eliminate pricing
offers that are contingent on activity
across both platforms. Secondly, the
Exchange is proposing to simplify its fee
schedule, which will provide Members
with greater consistency and
transparency during the period that the
EDGA and EDGX Exchanges are
preparing to launch, when volume will
be transitioning from DECN to the
EDGA and EDGX Exchanges (assuming
their respective Form 1 applications are
approved by the Commission). Finally,
the Exchange believes that the proposed
rate changes will help to maintain the
competitive position of DECN.
5 See Securities Exchange Act Release No. 60769
(October 2, 2009) 74 FR 51903 (October 8, 2009)
(SR–ISE–2009–68).
6 See Securities Exchange Act Release No. 59887
(May 7, 2009), 74 FR 22792 (May 14, 2009) (SR–
ISE–2009–24).
7 On May 7, 2009, each of EDGA Exchange, Inc.
and EDGX Exchange, Inc. (the ‘‘EDGA and EDGX
Exchanges’’) filed their respective Form 1
applications to register as a national securities
exchange (‘‘Form 1’’) pursuant to Section 6 of the
Securities Exchange Act of 1934. On July 30, 2009,
the Exchanges filed Amendment No. 1 to the Form
1 Application. On September 17, 2009, the Form 1
was published in the Federal Register for notice
and comment. See Securities Exchange Act Release
No. 60651 (September 11, 2009), 74 FR 47827
(September 17, 2009).
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15:14 Jan 11, 2010
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To effectuate the foregoing, the
Exchange proposes to delete the Super
Tier and Ultra Tier rebates discussed
above and proposes the amendments,
described below, to its fees and rebates.
For securities priced less than $1, the
Exchange proposes to change fees for
adding liquidity on EDGX from free to
0.15% of the dollar value of the
transaction. For removing liquidity on
EDGX, the Exchange proposes to change
the removal fee from 0.20% of the dollar
value of the transaction to 0.30% of the
dollar value of the transaction.
DECN does not charge port charges to
Members executing 200,000 shares or
more of combined liquidity on EDGX
and/or EDGA on a monthly basis, per
port. Any port (or number of ports) in
excess of this, however, is currently
charged $50 per port, per month. The
Exchange is proposing to eliminate this
contingency and provide that all port
charges are free irrespective of how
much volume the Member executes.
Currently, the Exchange provides that
the current removal rate on EDGA, a
rebate of $0.0002 per share, is
contingent on the attributed MPID
adding or routing a minimum average
daily share volume, measured monthly,
of 50,000 shares on EDGA. The
Exchange proposes to provide that
hidden order executions (Flag H) also
count toward this volume. As a result,
any attributed MPID not meeting this
minimum will be charged $0.0030 per
share for removing liquidity from
EDGA. In addition, the Exchange
proposes to eliminate this contingency
(in footnote 1 of the fee schedule) as it
applies to EDGX or EDGA/EDGX
combined volume. As mentioned above,
the Exchange is now proposing to delink the pricing structures of DECN
(EDGA/EDGX) to eliminate pricing
offers that are contingent on activity
across both platforms.
For adding liquidity on EDGA,
currently Members are charged $0.0002
per share to add 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. Any
attributed MPID meeting this minimum
will not be charged to add liquidity on
EDGA. The Exchange is proposing to
delete the above paragraph in footnote
1 as the current charge of $0.0002 per
share to add liquidity on EDGA is no
longer dependent on Members adding a
minimum average daily share volume,
measured monthly, of at least
50,000,000 shares on EDGA. In addition,
the Exchange is proposing that any
attributed MPID meeting this minimum
will also be charged $0.0002 per share
to add liquidity on EDGA. Therefore,
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1675
the text in footnote 1 has been deleted
to reflect this change.
Currently, Members can qualify for a
rebate of $0.0032 per share for all
liquidity posted on EDGX if they: (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 6); and (ii) 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. For EDGX, the
Exchange proposes to amend this as
follows: For Members adding volume in
securities priced $1 and over, they will
receive a rebate of $0.0031 per share for
all liquidity posted on EDGX if they: (i)
Add or route at least 5,000,000 shares of
average daily volume prior to 9:30 a.m.
or after 4 p.m. (includes all flags except
6); and (ii) add a minimum of
50,000,000 shares of average daily
volume on EDGX in total, including
during both market hours and pre- and
post-trading hours (emphasis added).
The new thresholds allow more
Members to receive this rebate and is
designed to reward members who add
or route significant order flow to EDGX
both during market hours and pre- and
post-trading hours. It is also designed to
increase liquidity during pre- and posttrading hours. For all Members,
including Members not meeting the
above thresholds, the Exchange now
proposes to rebate $0.0029 per share for
adding liquidity (to EDGX) in securities
on all Tapes. This replaces the Super
Tier and Ultra Tier structure presently
in place that is described above.
Conforming amendments have been
made to flags B, V, Y, 3 & 4 (‘‘add
liquidity’’ flags) to reflect this fee
change.
For removing liquidity, the Exchange
currently charges $0.0028 per share for
removing liquidity on EDGX for
securities on all Tapes. The Exchange
now proposes to charge $0.0029 per
share for removing liquidity on EDGX.
The Exchange believes that this fee
structure will enable it to compete
effectively with other market centers.
Conforming amendments have been
made to the N, W, and 6 flags (‘‘remove
liquidity’’ flags) to reflect this fee
change.
Finally, the Exchange proposes to
amend the fee for EDGA orders routed
to EDGX. Currently, the Exchange
charges $0.0028 per share and this event
yields flag ‘‘I’’. The Exchange is
proposing to increase this fee to $0.0029
per share on the EDGA platform. The
Exchange believes that this rate change
will enable it to maintain a competitive
position with regards to other away
market centers.
E:\FR\FM\12JAN1.SGM
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Federal Register / Vol. 75, No. 7 / Tuesday, January 12, 2010 / Notices
The changes discussed in this filing
will become operative on January 1,
2010.
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, as 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, simplifying the rate structure
for Members provides pricing incentives
to market participants that route orders
to DECN, allowing DECN to remain
competitive. 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. The ISE also
believes that the proposed rates are
equitable in that they apply uniformly
to all Members. Finally, to adjust
DECN’s pricing model to be more
consistent with other exchanges (even
though DECN is not an exchange), the
Exchange desires to (i) de-link the
pricing structures of DECN (EDGA/
EDGX) to eliminate pricing offers that
are contingent on activity across both
platforms; and (ii) simplify its fee
schedule in order to provide Members
with greater consistency and
transparency during the period that the
EDGA and EDGX Exchanges are
preparing to launch, when volume will
be transitioning from DECN to EDGA/
EDGX Exchanges (assuming their
respective Form 1 applications are
approved by the Commission).
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
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.
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 10 and Rule 19b–4(f)(2) 11
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:
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–2009–108 and should
be submitted on or before February 2,
2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–296 Filed 1–11–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
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–2009–108 on the
subject line.
[Release No. 34–61291; File No. SR–
NYSEAmex–2009–95]
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–2009–108. 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
January 5, 2010.
Self-Regulatory Organizations; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change by NYSE
Amex LLC To Establish Registered
Representative Fees
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 December
28, 2009, NYSE Amex LLC (‘‘NYSE
Amex’’ or the ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to end its
waiver of registered representative fees
12 17
8 15
U.S.C. 78f.
9 15 U.S.C. 78f(b)(4).
VerDate Nov<24>2008
15:14 Jan 11, 2010
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
10 15
U.S.C. 78s(b)(3)(A).
11 17 CFR 19b–4(f)(2).
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E:\FR\FM\12JAN1.SGM
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Agencies
[Federal Register Volume 75, Number 7 (Tuesday, January 12, 2010)]
[Notices]
[Pages 1674-1676]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-296]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-61289; File No. SR-ISE-2009-108]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule
Change Relating To Amending the Direct Edge ECN Fee Schedule
January 5, 2010.
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 December 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, II, and III below, which items have been prepared
by the self-regulatory organization. The Commission is publishing this
notice to solicit comments on the proposed rule change from interested
persons.
---------------------------------------------------------------------------
\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 amend Direct Edge ECN's (``DECN'') fee
schedule for ISE Members \3\ to simplify its fee schedule by (i)
eliminating the Super Tier and Ultra Tier rebates and (ii) amending its
fees and rebates. All of the changes described herein are applicable to
ISE Members.
---------------------------------------------------------------------------
\3\ References to ISE Members in this filing refer to DECN
Subscribers who are ISE Members.
---------------------------------------------------------------------------
All of the changes described herein are applicable to 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 IV 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.
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 July 1, 2009,\4\ the Exchange adopted a new Ultra Tier Rebate
whereby ISE Members were 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.
---------------------------------------------------------------------------
\4\ See Securities and Exchange Act Release No. 60232 (July 2,
2009), 74 FR 33309 (July 10, 2009) (SR-ISE-2009-43).
---------------------------------------------------------------------------
[[Page 1675]]
On October 1, 2009,\5\ the Exchange amended the criteria for
meeting this tier by allowing ISE Members to receive 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 posts 1% of the total
consolidated volume (``TCV'') in average daily volume (``ADV''). TCV is
defined as volume reported by all exchanges and trade reporting
facilities to the consolidated transaction reporting plans for Tape A,
B, and C securities.
---------------------------------------------------------------------------
\5\ See Securities Exchange Act Release No. 60769 (October 2,
2009) 74 FR 51903 (October 8, 2009) (SR-ISE-2009-68).
---------------------------------------------------------------------------
On May 1, 2009,\6\ the Exchange amended the Super Tier rebate,
which provides 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.
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release No. 59887 (May 7, 2009),
74 FR 22792 (May 14, 2009) (SR-ISE-2009-24).
---------------------------------------------------------------------------
To adjust DECN's pricing model to be more consistent with other
exchanges (even though DECN is not an exchange),\7\ the Exchange is now
proposing to de-link the pricing structures of DECN to eliminate
pricing offers that are contingent on activity across both platforms.
Secondly, the Exchange is proposing to simplify its fee schedule, which
will provide Members with greater consistency and transparency during
the period that the EDGA and EDGX Exchanges are preparing to launch,
when volume will be transitioning from DECN to the EDGA and EDGX
Exchanges (assuming their respective Form 1 applications are approved
by the Commission). Finally, the Exchange believes that the proposed
rate changes will help to maintain the competitive position of DECN.
---------------------------------------------------------------------------
\7\ On May 7, 2009, each of EDGA Exchange, Inc. and EDGX
Exchange, Inc. (the ``EDGA and EDGX Exchanges'') filed their
respective Form 1 applications to register as a national securities
exchange (``Form 1'') pursuant to Section 6 of the Securities
Exchange Act of 1934. On July 30, 2009, the Exchanges filed
Amendment No. 1 to the Form 1 Application. On September 17, 2009,
the Form 1 was published in the Federal Register for notice and
comment. See Securities Exchange Act Release No. 60651 (September
11, 2009), 74 FR 47827 (September 17, 2009).
---------------------------------------------------------------------------
To effectuate the foregoing, the Exchange proposes to delete the
Super Tier and Ultra Tier rebates discussed above and proposes the
amendments, described below, to its fees and rebates.
For securities priced less than $1, the Exchange proposes to change
fees for adding liquidity on EDGX from free to 0.15% of the dollar
value of the transaction. For removing liquidity on EDGX, the Exchange
proposes to change the removal fee from 0.20% of the dollar value of
the transaction to 0.30% of the dollar value of the transaction.
DECN does not charge port charges to Members executing 200,000
shares or more of combined liquidity on EDGX and/or EDGA on a monthly
basis, per port. Any port (or number of ports) in excess of this,
however, is currently charged $50 per port, per month. The Exchange is
proposing to eliminate this contingency and provide that all port
charges are free irrespective of how much volume the Member executes.
Currently, the Exchange provides that the current removal rate on
EDGA, a rebate of $0.0002 per share, is contingent on the attributed
MPID adding or routing a minimum average daily share volume, measured
monthly, of 50,000 shares on EDGA. The Exchange proposes to provide
that hidden order executions (Flag H) also count toward this volume. As
a result, any attributed MPID not meeting this minimum will be charged
$0.0030 per share for removing liquidity from EDGA. In addition, the
Exchange proposes to eliminate this contingency (in footnote 1 of the
fee schedule) as it applies to EDGX or EDGA/EDGX combined volume. As
mentioned above, the Exchange is now proposing to de-link the pricing
structures of DECN (EDGA/EDGX) to eliminate pricing offers that are
contingent on activity across both platforms.
For adding liquidity on EDGA, currently Members are charged $0.0002
per share to add 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. Any attributed MPID meeting this minimum
will not be charged to add liquidity on EDGA. The Exchange is proposing
to delete the above paragraph in footnote 1 as the current charge of
$0.0002 per share to add liquidity on EDGA is no longer dependent on
Members adding a minimum average daily share volume, measured monthly,
of at least 50,000,000 shares on EDGA. In addition, the Exchange is
proposing that any attributed MPID meeting this minimum will also be
charged $0.0002 per share to add liquidity on EDGA. Therefore, the text
in footnote 1 has been deleted to reflect this change.
Currently, Members can qualify for a rebate of $0.0032 per share
for all liquidity posted on EDGX if they: (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 6); and (ii) 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. For EDGX, the
Exchange proposes to amend this as follows: For Members adding volume
in securities priced $1 and over, they will receive a rebate of $0.0031
per share for all liquidity posted on EDGX if they: (i) Add or route at
least 5,000,000 shares of average daily volume prior to 9:30 a.m. or
after 4 p.m. (includes all flags except 6); and (ii) add a minimum of
50,000,000 shares of average daily volume on EDGX in total, including
during both market hours and pre- and post-trading hours (emphasis
added). The new thresholds allow more Members to receive this rebate
and is designed to reward members who add or route significant order
flow to EDGX both during market hours and pre- and post-trading hours.
It is also designed to increase liquidity during pre- and post-trading
hours. For all Members, including Members not meeting the above
thresholds, the Exchange now proposes to rebate $0.0029 per share for
adding liquidity (to EDGX) in securities on all Tapes. This replaces
the Super Tier and Ultra Tier structure presently in place that is
described above. Conforming amendments have been made to flags B, V, Y,
3 & 4 (``add liquidity'' flags) to reflect this fee change.
For removing liquidity, the Exchange currently charges $0.0028 per
share for removing liquidity on EDGX for securities on all Tapes. The
Exchange now proposes to charge $0.0029 per share for removing
liquidity on EDGX. The Exchange believes that this fee structure will
enable it to compete effectively with other market centers. Conforming
amendments have been made to the N, W, and 6 flags (``remove
liquidity'' flags) to reflect this fee change.
Finally, the Exchange proposes to amend the fee for EDGA orders
routed to EDGX. Currently, the Exchange charges $0.0028 per share and
this event yields flag ``I''. The Exchange is proposing to increase
this fee to $0.0029 per share on the EDGA platform. The Exchange
believes that this rate change will enable it to maintain a competitive
position with regards to other away market centers.
[[Page 1676]]
The changes discussed in this filing will become operative on
January 1, 2010.
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, as 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, simplifying the rate structure for Members
provides pricing incentives to market participants that route orders to
DECN, allowing DECN to remain competitive. 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. The ISE also
believes that the proposed rates are equitable in that they apply
uniformly to all Members. Finally, to adjust DECN's pricing model to be
more consistent with other exchanges (even though DECN is not an
exchange), the Exchange desires to (i) de-link the pricing structures
of DECN (EDGA/EDGX) to eliminate pricing offers that are contingent on
activity across both platforms; and (ii) simplify its fee schedule in
order to provide Members with greater consistency and transparency
during the period that the EDGA and EDGX Exchanges are preparing to
launch, when volume will be transitioning from DECN to EDGA/EDGX
Exchanges (assuming their respective Form 1 applications are approved
by the Commission).
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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.
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. 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 \10\ and Rule 19b-4(f)(2) \11\ 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.
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\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 17 CFR 19b-4(f)(2).
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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:
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 Number SR-ISE-2009-108 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-2009-108. 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-2009-108 and should be
submitted on or before February 2, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
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\12\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-296 Filed 1-11-10; 8:45 am]
BILLING CODE 8011-01-P