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, 6760-6762 [2010-2956]
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6760
Federal Register / Vol. 75, No. 27 / Wednesday, February 10, 2010 / Notices
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(1) The Units will be subject to the
initial and continued listing criteria
under NYSE Arca Equities Rule 8.201.
(2) The Exchange’s surveillance
procedures are adequate to properly
monitor Exchange trading of the Units
in all trading sessions and to deter and
detect violations of Exchange rules and
applicable federal securities laws.
Pursuant to NYSE Arca Equities Rule
8.201(h), the Exchange is able to obtain
information regarding trading in the
Units and the underlying gold, gold
futures contracts, options on gold
futures, or any other gold derivative,
through ETP Holders acting as
registered Market Makers, in connection
with such ETP Holders’ proprietary or
customer trades which they effect on
any relevant market. In addition, the
Exchange may obtain trading
information via the Intermarket
Surveillance Group (‘‘ISG’’) from other
exchanges who are members of the
ISG.18
(3) Prior to the commencement of
trading, the Exchange will inform its
ETP Holders in an Information Bulletin
of the special characteristics and risks
associated with trading the Units.
Specifically, the Information Bulletin
will discuss the following: (1) The
procedures for purchases and
redemptions of Units; (2) NYSE Arca
Equities Rule 9.2(a), which imposes a
duty of due diligence on its ETP Holders
to learn the essential facts relating to
every customer prior to trading the
Units; (3) how information regarding the
IIV is disseminated; (4) the requirement
that ETP Holders deliver a prospectus to
investors purchasing newly issued Units
prior to or concurrently with the
confirmation of a transaction; (5) the
possibility that trading spreads and the
resulting premium or discount on the
Units may widen as a result of reduced
liquidity of gold trading during the Core
and Late Trading Sessions after the
close of the major world gold markets;
and (6) trading information.
This approval order is based on the
Exchange’s representations.
For the foregoing reasons, the
Commission finds that the proposed
rule change is consistent with Section
6(b)(5) of the Act 19 and the rules and
regulations thereunder applicable to a
national securities exchange.
18 The Exchange notes that the New York
Mercantile Exchange, of which the COMEX is a
division, is an ISG member, however, the Tokyo
Commodity Exchange, Inc. (‘‘TOCOM’’) is not an
ISG member and the Exchange does not have in
place a comprehensive surveillance sharing
agreement with such market.
19 15 U.S.C. 78f(b)(5).
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IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,20 that the
proposed rule change (SR–NYSEArca–
2009–113) be, and it hereby is,
approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.21
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–2951 Filed 2–9–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61490; File No. SR–ISE–
2010–10]
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.
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
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
February 4, 2010.
DECN, a facility of ISE, operates two
trading platforms, EDGX and EDGA.
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 January
29, 2010, 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
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 amend its
fee schedule by (i) re-introducing a
rebate; (ii) adding a fee for stocks priced
less than $1 that remove liquidity on
EDGA; (iii) eliminating certain tables on
the fee schedule and (iv) making
typographical and clarifying changes to
the fee schedule. 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
20 15
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 References to ISE Members in this filing refer to
DECN Subscribers who are ISE Members.
21 17
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1. Purpose
Re-Introduction of Ultra Tier Rebate
In SR–ISE–2009–68,4 the Exchange
amended the criteria for meeting the
Ultra 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.
For competitive reasons, the Exchange
is now seeking to re-introduce an Ultra
Tier rebate of $0.0031 per share.
The Ultra Tier rebate ($0.0031 per
share), which is a higher rebate than the
next best rebate ($0.0029 per share) for
adding liquidity on EDGX, is also more
difficult to reach, as a higher volume
threshold is required based on recent
TCV figures. For example, 1% of the
average TCV for January 2010 (8.9
billion) was approximately 89 million
shares. This threshold far exceeds the
criteria (no minimum share volume
requirement) to meet the next best
rebate of $0.0029 per share. In addition,
the higher rebate also results in part
from lower administrative costs
associated with higher volume.
4 See Securities Exchange Act Release No. 60769
(October 2, 2009), 74 FR 51903 (October 8, 2009)
(SR–ISE–2009–68).
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Additional Changes to the Fee Schedule
Effective January 1, 2010,5 DECN
adjusted its pricing model to be more
consistent with other exchanges (even
though DECN is not an exchange),6 by
de-linking the pricing structures of
DECN to eliminate pricing offers that are
contingent on activity across both
platforms. Secondly, the Exchange
simplified 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 the EDGA and EDGX
Exchanges (assuming their respective
Form 1 applications are approved by the
Commission). The Exchange believes
that these same goals are also advanced
for the most part in this filing, which
proposes technical and clarifying
changes to DECN’s fee schedule.
To effectuate the foregoing, the
Exchange deleted certain charges in
footnote 1 of the fee schedule, including
one whereby ISE Members were charged
$0.0002 per share to add liquidity on
EDGA unless the attributed MPID added
a minimum average daily share volume,
measured monthly, of at least
50,000,000 shares on EDGA. Prior to
January 1, 2010, any attributed MPID
meeting the aforementioned minimum
was not charged to add liquidity on
EDGA. Since this charge was deleted
from footnote 1, the Exchange proposes
to delete the corresponding footnote 1
from flags B, V, Y, 3, and 4 from the
EDGA column as this footnote no longer
applies.
In order to further simplify its fee
schedule for Members, the Exchange
proposes to delete the table on the fee
schedule entitled ‘‘Fees per Share for
Special Order Types’’ as the Exchange
believes that the information on this
schedule is repetitive of the information
in the ‘‘liquidity flags and associated
fees’’ table below it. As a result of this
proposed deletion, the Exchange
proposes to relocate footnote numbers 4
and 5. Footnote 4 is proposed to be relocated to ‘‘Flag E’’ and added to ‘‘Flag
5’’ to clarify it. Footnote 5 is proposed
5 See Securities Exchange Act Release No. 61289
(January 5, 2010), 75 FR 1674 (January 12, 2010)
(SR–ISE–2009–108).
6 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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16:21 Feb 09, 2010
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to be relocated to ‘‘Flag O.’’ These are the
corresponding areas where these
references belong.
The Exchange proposes to re-word the
first sentence in footnote 1 to clarify that
adding can include placing hidden
orders.
In addition, the Exchange proposes to
add a fee to its schedule to provide that
stocks priced less than $1 will be
charged 0.20% of the dollar value if
they do not meet the minimum average
daily share volume of 50,000 shares on
EDGA to qualify for the removal rate. A
conforming footnote 1 is proposed to be
added in the first table on the fee
schedule (next to the word ‘‘Free’’) for
removing liquidity in stocks less than
$1.00 on EDGA.
In SR–ISE–2009–108,7 for securities
priced less than $1, the Exchange
changed the fee for adding liquidity on
EDGX from free to a rebate of 0.15% of
the dollar value of the transaction. The
Exchange proposes to correct a
typographical error on its current
schedule by adding parenthesis around
the ‘‘0.15% of dollar value’’ to clarify
that this is a rebate, and not a charge,
for adding liquidity on EDGX in
securities priced less than $1.
For Flag P, the Exchange proposes to
correct a typographical error on the
schedule by inverting the columns that
are currently displayed. For EDGX, flag
P should read ‘‘N/A’’ and for EDGA it
should read a rebate of $0.0025 per
share (i.e., (0.0025)).
The Exchange proposes to clarify
Footnote 3. The second sentence of this
footnote states that the ‘‘rebate for
adding liquidity on the NYSE of $0.0010
per share.’’ This information is already
conveyed in Flag F and is proposed to
be deleted in order to simplify and
clarify the fee schedule. The first
sentence of footnote 3 is also proposed
to be deleted as it is repetitive of the
amended third sentence in footnote 3
(‘‘stocks prices below $1.00 on the NYSE
are charged $0.0018 per share when
removing liquidity.’’) As a result, on
Flag J, footnote 3 is proposed to be
deleted as the reference no longer
applies. However, footnote 3 is
proposed to be relocated to Flag D in
order to further clarify it.
The changes discussed in this filing
will become operative on February 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
7 See Securities Exchange Act Release No. 61289
(January 5, 2010), 75 FR 1674 (January 12, 2010).
8 15 U.S.C. 78f.
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6761
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. The proposed
re-introduction of an Ultra Tier rebate
also provides an incentive to Members
who add significant order flow to EDGX.
Finally, the Exchange believes that the
proposed rates are equitable in that they
apply uniformly to all Members and
provide higher rebates for higher
volume thresholds, resulting from lower
administrative costs. 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 simplify part of 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).
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
9 15
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U.S.C. 78f(b)(4).
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Federal Register / Vol. 75, No. 27 / Wednesday, February 10, 2010 / Notices
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:
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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–2010–10 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–2010–10. 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,12 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
10 15
U.S.C. 78s(b)(3)(A).
CFR 19b–4(f)(2).
12 The text of the proposed rule change is
available on ISE’s Web site at https://www.ise.com,
on the Commission’s Web site at https://
www.sec.gov, at ISE, and at the Commission’s
Public Reference Room.
11 17
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16:21 Feb 09, 2010
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public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing 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–2010–10 and should be
submitted on or before March 3, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–2956 Filed 2–9–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61478; File No. SR–CBOE–
2010–009]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to the Penny
Pilot Program
February 3, 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 January
29, 2010, the Chicago Board Options
Exchange, Incorporated (‘‘Exchange’’ or
‘‘CBOE’’) filed with the Securities and
Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Exchange filed the
proposal as a ‘‘non-controversial’’
proposed rule change pursuant to
Section 19(b)(3)(A)(iii) of the Act 3 and
Rule 19b–4(f)(6) thereunder.4 The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
13 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(iii).
4 17 CFR 240.19b–4(f)(6).
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I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
CBOE proposes to amend [sic] its
rules relating to the Penny Pilot
Program. The text of the rule proposal
is available on the Exchange’s Web site
(https://www.cboe.org/legal), at the
Exchange’s Office of the Secretary, at
the Commission’s Public Reference
Room and on the Commission’s Web
site https://www.sec.gov.
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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
CBOE proposes to amend its rules in
connection with the expansion of the
Penny Pilot on February 1, 2010.
Specifically, CBOE proposes to amend
Rule 6.42 to provide that the minimum
increment for all option series in the
IWM and SPY option classes will be
$0.01 effective February 1, 2010.
Currently, the minimum increments in
these two classes are $0.01 for all option
series quoted below $3 (including
LEAPS), and $0.05 for all option series
$3 and above (including LEAPS). CBOE
notes that the SEC recently approved an
NYSEArca rule filing which provides
that the minimum increment for all
option series in the IWM and SPY
option classes will be $0.01 effective
February 1, 2010.5
CBOE also proposes to identify the 75
option classes that will be added to the
Penny Pilot Program beginning on
February 1, 2010. CBOE recently
extended and expanded the Penny Pilot
Program through December 31, 2010.6
As described in its filing, the Pilot
5 See Securities Exchange Act Release No. 61061
(November 24, 2009), granting partial approval of
SR–NYSEArca–2009–44, as modified by
Amendment No. 4 thereto.
6 See Securities Exchange Act Release No. 60864
(October 22, 2009), granting immediate
effectiveness to SR–CBOE–2009–76.
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Agencies
[Federal Register Volume 75, Number 27 (Wednesday, February 10, 2010)]
[Notices]
[Pages 6760-6762]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-2956]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-61490; File No. SR-ISE-2010-10]
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
February 4, 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 January 29, 2010, 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 amend its fee schedule by (i) re-
introducing a rebate; (ii) adding a fee for stocks priced less than $1
that remove liquidity on EDGA; (iii) eliminating certain tables on the
fee schedule and (iv) making typographical and clarifying changes to
the fee schedule. 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.
Re-Introduction of Ultra Tier Rebate
In SR-ISE-2009-68,\4\ the Exchange amended the criteria for meeting
the Ultra 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. For competitive reasons, the Exchange is now
seeking to re-introduce an Ultra Tier rebate of $0.0031 per share.
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 60769 (October 2,
2009), 74 FR 51903 (October 8, 2009) (SR-ISE-2009-68).
---------------------------------------------------------------------------
The Ultra Tier rebate ($0.0031 per share), which is a higher rebate
than the next best rebate ($0.0029 per share) for adding liquidity on
EDGX, is also more difficult to reach, as a higher volume threshold is
required based on recent TCV figures. For example, 1% of the average
TCV for January 2010 (8.9 billion) was approximately 89 million shares.
This threshold far exceeds the criteria (no minimum share volume
requirement) to meet the next best rebate of $0.0029 per share. In
addition, the higher rebate also results in part from lower
administrative costs associated with higher volume.
[[Page 6761]]
Additional Changes to the Fee Schedule
Effective January 1, 2010,\5\ DECN adjusted its pricing model to be
more consistent with other exchanges (even though DECN is not an
exchange),\6\ by de-linking the pricing structures of DECN to eliminate
pricing offers that are contingent on activity across both platforms.
Secondly, the Exchange simplified 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 the EDGA and EDGX Exchanges
(assuming their respective Form 1 applications are approved by the
Commission). The Exchange believes that these same goals are also
advanced for the most part in this filing, which proposes technical and
clarifying changes to DECN's fee schedule.
---------------------------------------------------------------------------
\5\ See Securities Exchange Act Release No. 61289 (January 5,
2010), 75 FR 1674 (January 12, 2010) (SR-ISE-2009-108).
\6\ 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 deleted certain charges
in footnote 1 of the fee schedule, including one whereby ISE Members
were charged $0.0002 per share to add liquidity on EDGA unless the
attributed MPID added a minimum average daily share volume, measured
monthly, of at least 50,000,000 shares on EDGA. Prior to January 1,
2010, any attributed MPID meeting the aforementioned minimum was not
charged to add liquidity on EDGA. Since this charge was deleted from
footnote 1, the Exchange proposes to delete the corresponding footnote
1 from flags B, V, Y, 3, and 4 from the EDGA column as this footnote no
longer applies.
In order to further simplify its fee schedule for Members, the
Exchange proposes to delete the table on the fee schedule entitled
``Fees per Share for Special Order Types'' as the Exchange believes
that the information on this schedule is repetitive of the information
in the ``liquidity flags and associated fees'' table below it. As a
result of this proposed deletion, the Exchange proposes to relocate
footnote numbers 4 and 5. Footnote 4 is proposed to be re-located to
``Flag E'' and added to ``Flag 5'' to clarify it. Footnote 5 is
proposed to be relocated to ``Flag O.'' These are the corresponding
areas where these references belong.
The Exchange proposes to re-word the first sentence in footnote 1
to clarify that adding can include placing hidden orders.
In addition, the Exchange proposes to add a fee to its schedule to
provide that stocks priced less than $1 will be charged 0.20% of the
dollar value if they do not meet the minimum average daily share volume
of 50,000 shares on EDGA to qualify for the removal rate. A conforming
footnote 1 is proposed to be added in the first table on the fee
schedule (next to the word ``Free'') for removing liquidity in stocks
less than $1.00 on EDGA.
In SR-ISE-2009-108,\7\ for securities priced less than $1, the
Exchange changed the fee for adding liquidity on EDGX from free to a
rebate of 0.15% of the dollar value of the transaction. The Exchange
proposes to correct a typographical error on its current schedule by
adding parenthesis around the ``0.15% of dollar value'' to clarify that
this is a rebate, and not a charge, for adding liquidity on EDGX in
securities priced less than $1.
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\7\ See Securities Exchange Act Release No. 61289 (January 5,
2010), 75 FR 1674 (January 12, 2010).
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For Flag P, the Exchange proposes to correct a typographical error
on the schedule by inverting the columns that are currently displayed.
For EDGX, flag P should read ``N/A'' and for EDGA it should read a
rebate of $0.0025 per share (i.e., (0.0025)).
The Exchange proposes to clarify Footnote 3. The second sentence of
this footnote states that the ``rebate for adding liquidity on the NYSE
of $0.0010 per share.'' This information is already conveyed in Flag F
and is proposed to be deleted in order to simplify and clarify the fee
schedule. The first sentence of footnote 3 is also proposed to be
deleted as it is repetitive of the amended third sentence in footnote 3
(``stocks prices below $1.00 on the NYSE are charged $0.0018 per share
when removing liquidity.'') As a result, on Flag J, footnote 3 is
proposed to be deleted as the reference no longer applies. However,
footnote 3 is proposed to be relocated to Flag D in order to further
clarify it.
The changes discussed in this filing will become operative on
February 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. The proposed re-introduction of an
Ultra Tier rebate also provides an incentive to Members who add
significant order flow to EDGX. Finally, the Exchange believes that the
proposed rates are equitable in that they apply uniformly to all
Members and provide higher rebates for higher volume thresholds,
resulting from lower administrative costs. 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 simplify part of 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
[[Page 6762]]
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-2010-10 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-2010-10. 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,\12\ 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 Web site
viewing and printing 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-
2010-10 and should be submitted on or before March 3, 2010.
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\12\ The text of the proposed rule change is available on ISE's
Web site at https://www.ise.com, on the Commission's Web site at
https://www.sec.gov, at ISE, and at the Commission's Public Reference
Room.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
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\13\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-2956 Filed 2-9-10; 8:45 am]
BILLING CODE 8011-01-P