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, 39311-39313 [2010-16669]
Download as PDF
Federal Register / Vol. 75, No. 130 / Thursday, July 8, 2010 / Notices
available publicly. All submissions
should refer to File Number SR–EDGX–
2010–04 and should be submitted on or
before July 29, 2010.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Florence E. Harmon,
Deputy Secretary.
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.
[FR Doc. 2010–16563 Filed 7–7–10; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62431; File No. SR–ISE–
2010–70]
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
July 1, 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 June 30,
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 and II 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, and is
approving the proposal on an
accelerated basis.
srobinson on DSKHWCL6B1PROD with NOTICES
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, on the
Commission’s Internet Web site at
https://www.sec.gov, at ISE, and at the
Commission’s Public Reference Room.
23 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Mar<15>2010
17:09 Jul 07, 2010
Jkt 220001
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.3
On June 30, 2010, in SR–ISE–2010–69,
the ISE filed for immediate effectiveness
a proposed rule change to amend
DECN’s fee schedule for ISE Members 4
to (i) eliminate a trading volume
threshold found in footnote 4 to the fee
schedule; 5 and (ii) add clarifying
material to explain how certain volume
thresholds will be adjusted during the
month of July 2010.6 The changes made
3 This fee filing relates to the trading facility
operated by ISE and not EDGA Exchange, Inc. and
EDGX Exchange, Inc. (‘‘EDGA and EDGX
Exchanges’’) [sic] Direct Edge ECN will cease to
operate in its capacity as an electronic
communications network following the
commencement of operations of EDGA and EDGX
Exchanges as national securities exchanges.
4 References to ISE Members in this filing refer to
DECN Subscribers who are ISE Members.
5 On June 30, 2010, in SR–ISE–2010–69, the
Exchange eliminated the trading volume threshold
found in footnote 4 of the DECN fee schedule
relating to Flags E and 5. Currently, the lower rate
of $0.000025 per share is contingent upon meeting
a 1,000,000 share volume threshold on a daily basis,
measured monthly. The Exchange eliminated the
1,000,000 share threshold in footnote 4 to the fee
schedule and added ‘‘intentionally omitted’’ to the
footnote in order to keep the current footnote
numbering intact. The Exchange believes that the
elimination of such threshold will enable it to avoid
having to adjust the threshold calculation for the
month of July 2010. This will result in an
administratively easier process for both the
Exchange and Members during the migration of
symbols from DECN to EDGA and EDGX Exchanges.
6 EDGA and EDGX Exchanges expect to begin
operating as national securities exchanges on July
2, 2010. (See SR–EDGA–2010–04 and SR–EDGX–
2010–04 for EDGA and EDGX Exchange fee
schedules). Following the launch date there will be
a two week, phase-in period during which
securities currently trading on DECN will be moved
from DECN to EDGA and EDGX Exchanges. Once
a symbol is migrated from DECN to EDGA and
EDGX Exchanges, it will no longer be available for
trading on DECN and will only be available for
trading on the EDGA and EDGX Exchanges. Once
the EDGA and EDGX Exchanges begin trading their
PO 00000
Frm 00111
Fmt 4703
Sfmt 4703
39311
pursuant to SR–ISE–2010–69 became
operative on July 1, 2010.
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 charges were changed
pursuant to SR–ISE–2010–69, DECN
wishes to make corresponding changes
to the amounts it passes through to nonfirst security, they will thus operate in conjunction
with DECN until all symbols are fully migrated.
As a result of the phased migration of symbols
from DECN to EDGA and EDGX Exchanges, per SR–
ISE–2010–69, three volume thresholds were
adjusted for the month of July 2010 only to reflect
the portion of the volume that occurs on DECN
during the month. In that filing, the Exchange
placed clarifying language about how these rebates
are calculated in footnote numbers 1 and 2 to the
DECN fee schedule. First, the removal rate on EDGA
(a rebate of $0.0002 per share) is currently
contingent on the attributed MPID adding
(including hidden) and/or routing a minimum
average daily share volume, measured monthly, of
50,000 shares on EDGA. Any attributed MPID not
meeting the aforementioned minimum is charged
$0.0030 per share for removing liquidity from
EDGA (0.20% of dollar value for stocks priced less
than $1.00). However, per SR–ISE–2010–69, the
Exchange amended its fee schedule to provide that
for the month of July 2010 only, the 50,000 average
daily volume threshold will be multiplied by a
fraction, the numerator of which shall be the sum
of the daily consolidated volumes for each DECNtraded symbol for all days that such symbol is
traded on the DECN during the month of July and
the denominator of which shall be the monthly
consolidated volume for all DECN-traded symbols
during the month of July.
Secondly, Members can qualify for a rebate of
$0.0032 per share for all liquidity posted on EDGX
if they 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 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. In
SR–ISE–2010–69, the Exchange amended its fee
schedule for the month of July 2010 only to provide
that these average daily volume thresholds
(5,000,000 and 50,000,000) will be multiplied by a
fraction, the numerator of which shall be the sum
of the daily consolidated volumes for each DECNtraded symbol for all days that such symbol is
traded on the DECN during the month of July and
the denominator of which shall be the monthly
consolidated volume for all DECN-traded symbols
during the month of July.
Third, the rebate for adding hidden orders is
currently contingent upon Members adding greater
than 1,000,000 shares on a daily basis, measured
monthly. Members not meeting this minimum will
be charged $0.0030 per share. In SR–ISE–2010–69,
for the month of July 2010 only, the Exchange
amended its fee schedule to provide that the
1,000,000 monthly share volume threshold will be
multiplied by a fraction, the numerator of which
shall be the sum of the daily consolidated volumes
for each DECN-traded symbol for all days that such
symbol is traded on the DECN during the month of
July and the denominator of which shall be the
monthly consolidated volume for all DECN-traded
symbols during the month of July.
E:\FR\FM\08JYN1.SGM
08JYN1
39312
Federal Register / Vol. 75, No. 130 / Thursday, July 8, 2010 / Notices
ISE Member subscribers of DECN for
which it acts as introducing broker. As
a result, the per share amounts that nonISE Member subscribers are charged
will be the same as the amounts that ISE
Members are charged.
ISE is seeking accelerated approval of
this proposed rule change, as well an
effective date of July 1, 2010. 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 be
charged equivalent amounts and that
the imposition of such amounts will
begin on the same July 1, 2010 start
date.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,7
in general, and furthers the objectives of
Section 6(b)(4),8 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
This 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.
srobinson on DSKHWCL6B1PROD with NOTICES
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
7 15
8 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
VerDate Mar<15>2010
17:09 Jul 07, 2010
Jkt 220001
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–ISE–2010–70 on the subject
line.
allocation of reasonable dues, fees, and
other charges among members and
issuers and other persons using its
facilities.
As described more fully above, ISE
Paper Comments
recently amended DECN’s fee schedule
• Send paper comments in triplicate
for ISE Members pursuant to SR–ISE–
to Elizabeth M. Murphy, Secretary,
2010–69 (the ‘‘Member Fee Filing’’). The
Securities and Exchange Commission,
changes to the DECN fee schedule made
100 F Street, NE., Washington, DC
pursuant to the Member Fee Filing
20549–1090.
became operative on July 1, 2010. DECN
All submissions should refer to File
receives rebates and is charged fees for
Number SR–ISE–2010–70. This file
transactions it executes on EGDX or
number should be included on the
subject line if e-mail is used. To help the EDGA in its capacity as an introducing
broker for its non-ISE member
Commission process and review your
subscribers. The current proposal,
comments more efficiently, please use
only one method. The Commission will which will apply beginning on July 1,
post all comments on the Commission’s 2010, will allow DECN to pass through
Internet Web site (https://www.sec.gov/
the revised fees and rebates to the nonrules/sro.shtml). Copies of the
ISE member subscribers for which it
submission, all subsequent
acts an introducing broker. The
amendments, all written statements
Commission finds that the proposal is
with respect to the proposed rule
consistent with the Act because it will
change that are filed with the
establish fees and rebates for non-ISE
Commission, and all written
member subscribers that are equivalent
communications relating to the
to those established for ISE Member
proposed rule change between the
subscribers in the Member Fee Filing.
Commission and any person, other than
ISE has requested that the
those that may be withheld from the
Commission find good cause for
public in accordance with the
approving the proposed rule change
provisions of 5 U.S.C. 552, will be
prior to the thirtieth day after
available for Web site viewing and
publication of notice of filing thereof in
printing in the Commission’s Public
the Federal Register. As discussed
Reference Room, 100 F Street, NE.,
above, the proposal will allow DECN to
Washington, DC 20549, on official
pass through to non-ISE member
business days between the hours of 10
a.m. and 3 p.m. Copies of the filing also subscribers the revised fees and rebates
will be available for inspection and
established for ISE Member subscribers
copying at the principal office of the
in the Member Fee Filing, resulting in
ISE. All comments received will be
equivalent fees and rebates for ISE
posted without change; the Commission Member and non-member subscribers.
does not edit personal identifying
In addition, because the proposal will
information from submissions. You
apply the revised fees and rebates
should submit only information that
beginning on July 1, 2010, the revised
you wish to make available publicly. All fees and rebates will have the same
submissions should refer to File
effective date, thereby promoting
Number SR–ISE–2010–70 and should be consistency in the DECN’s fee schedule.
submitted on or before July 29, 2010.
Accordingly, the Commission finds
IV. Commission’s Findings and Order
good cause, pursuant to Section 19(b)(2)
Granting Accelerated Approval of
of the Act, for approving the proposed
Proposed Rule Change
rule change prior to the thirtieth day
after the date of publication of notice of
The Commission finds that the
proposed rule change is consistent with filing thereof in the Federal Register.
the requirements of the Act and the
rules and regulations thereunder
applicable to a national securities
V. Conclusion
exchange.9 Specifically, the
Commission finds that the proposed
It is therefore ordered, pursuant to
rule change is consistent with Section
11
6(b)(4) 10 of the Act, which requires that Section 19(b)(2) of the Act, that the
proposed rule change (SR–ISE–2010–70)
the rules of a national securities
is approved on an accelerated basis.
exchange provide for the equitable
9 In approving this proposal, the Commission has
considered its impact on efficiency, competition,
and capital formation. 15 U.S.C 78c(f).
10 15 U.S.C. 78f(b)(4).
PO 00000
Frm 00112
Fmt 4703
Sfmt 4703
11 15
E:\FR\FM\08JYN1.SGM
U.S.C. 78s(b)(2).
08JYN1
Federal Register / Vol. 75, No. 130 / Thursday, July 8, 2010 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2010–16669 Filed 7–7–10; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62430; File No. SR–ISE–
2010–69]
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
July 1, 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 June 30,
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.
srobinson on DSKHWCL6B1PROD with NOTICES
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 (i)
eliminate a trading volume threshold
found in footnote 4 to the fee schedule
and (ii) add clarifying material to
explain how certain volume thresholds
will be adjusted during the month of
July 2010. 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, on the
Commission’s Internet Web site at
https://www.sec.gov, at ISE, and at the
Commission’s Public Reference Room.
12 17
CFR 200.30–3(a)(12).
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.
1 15
VerDate Mar<15>2010
17:09 Jul 07, 2010
Jkt 220001
I. 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.
1. Purpose
DECN, a facility of ISE, operates two
trading platforms, EDGX and EDGA.4
The EDGA and EDGX Exchanges 5
expect to begin operating as national
securities exchanges on July 2, 2010.
Following the launch date there will be
a two-week phase-in period during
which securities currently trading on
DECN will be moved from DECN to
EDGA and EDGX Exchanges. Once a
symbol is migrated from DECN to EDGA
and EDGX Exchanges, it will no longer
be available for trading on DECN and
will only be available for trading on the
EDGA and EDGX Exchanges. Once the
EDGA and EDGX Exchanges begin
trading their first security, they will
thus operate in conjunction with DECN
until all symbols are fully migrated.
As a result of the phased migration of
symbols from DECN to EDGA and EDGX
Exchanges, three volume thresholds will
need to be adjusted for the month of
July 2010 only to reflect the portion of
the volume that occurs on DECN during
the month. The Exchange is proposing
to place clarifying language about how
these rebates are calculated in footnote
numbers 1 and 2 to the DECN fee
schedule. First, the removal rate on
EDGA (a rebate of $0.0002 per share) is
currently contingent on the attributed
MPID adding (including hidden) and/or
routing a minimum average daily share
volume, measured monthly, of 50,000
shares on EDGA. Any attributed MPID
not meeting the aforementioned
4 This fee filing relates to the trading facility
operated by ISE and not EDGA Exchange, Inc. and
EDGX Exchange, Inc. Direct Edge ECN LLC (EDGA
and EDGX) will cease to operate in its capacity as
an electronic communications network following
the commencement of operations of EDGA
Exchange, Inc. and EDGX Exchange, Inc. as national
securities exchanges.
5 See SR–EDGA–2010–04 and SR–EDGX–2010–04
for EDGA and EDGX Exchange fee schedules.
PO 00000
Frm 00113
Fmt 4703
Sfmt 4703
39313
minimum will be charged $0.0030 per
share for removing liquidity from EDGA
(0.20% of dollar value for stocks priced
less than $1.00). However, the Exchange
is proposing that for the month of July
2010 only, the 50,000 average daily
volume threshold will be multiplied by
a fraction, the numerator of which shall
be the sum of the daily consolidated
volumes for each DECN-traded symbol
for all days that such symbol is traded
on the DECN during the month of July
and the denominator of which shall be
the monthly consolidated volume for all
DECN-traded symbols during the month
of July.
Secondly, Members can qualify for a
rebate of $0.0032 per share for all
liquidity posted on EDGX if they 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
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. The
Exchange is proposing that for the
month of July 2010 only, these average
daily volume thresholds (5,000,000 and
50,000,000), will be multiplied by a
fraction, the numerator of which shall
be the sum of the daily consolidated
volumes for each DECN-traded symbol
for all days that such symbol is traded
on the DECN during the month of July
and the denominator of which shall be
the monthly consolidated volume for all
DECN-traded symbols during the month
of July.
Third, the rebate for adding hidden
orders is currently contingent upon
Members adding greater than 1,000,000
shares on a daily basis, measured
monthly. Members not meeting this
minimum will be charged $0.0030 per
share. For the month of July 2010 only,
the 1,000,000 monthly share volume
threshold will be multiplied by a
fraction, the numerator of which shall
be the sum of the daily consolidated
volumes for each DECN-traded symbol
for all days that such symbol is traded
on the DECN during the month of July
and the denominator of which shall be
the monthly consolidated volume for all
DECN-traded symbols during the month
of July.
Finally, the Exchange is proposing to
eliminate the trading volume threshold
found in footnote 4 of the DECN fee
schedule relating to Flags E and 5.
Currently, the lower rate of $0.000025
per share is contingent upon meeting a
1,000,000 share volume threshold on a
daily basis, measured monthly. The
Exchange proposes to eliminate the
1,000,000 share threshold in footnote 4
to the fee schedule and add
‘‘intentionally omitted’’ to the footnote
E:\FR\FM\08JYN1.SGM
08JYN1
Agencies
[Federal Register Volume 75, Number 130 (Thursday, July 8, 2010)]
[Notices]
[Pages 39311-39313]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-16669]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62431; File No. SR-ISE-2010-70]
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
July 1, 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 June 30, 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 and II 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,
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, on the Commission's Internet
Web site at https://www.sec.gov, at ISE, and at the Commission's Public
Reference Room.
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.
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.\3\ On June 30, 2010, in SR-ISE-2010-69, the ISE filed for
immediate effectiveness a proposed rule change to amend DECN's fee
schedule for ISE Members \4\ to (i) eliminate a trading volume
threshold found in footnote 4 to the fee schedule; \5\ and (ii) add
clarifying material to explain how certain volume thresholds will be
adjusted during the month of July 2010.\6\ The changes made pursuant to
SR-ISE-2010-69 became operative on July 1, 2010.
---------------------------------------------------------------------------
\3\ This fee filing relates to the trading facility operated by
ISE and not EDGA Exchange, Inc. and EDGX Exchange, Inc. (``EDGA and
EDGX Exchanges'') [sic] Direct Edge ECN will cease to operate in its
capacity as an electronic communications network following the
commencement of operations of EDGA and EDGX Exchanges as national
securities exchanges.
\4\ References to ISE Members in this filing refer to DECN
Subscribers who are ISE Members.
\5\ On June 30, 2010, in SR-ISE-2010-69, the Exchange eliminated
the trading volume threshold found in footnote 4 of the DECN fee
schedule relating to Flags E and 5. Currently, the lower rate of
$0.000025 per share is contingent upon meeting a 1,000,000 share
volume threshold on a daily basis, measured monthly. The Exchange
eliminated the 1,000,000 share threshold in footnote 4 to the fee
schedule and added ``intentionally omitted'' to the footnote in
order to keep the current footnote numbering intact. The Exchange
believes that the elimination of such threshold will enable it to
avoid having to adjust the threshold calculation for the month of
July 2010. This will result in an administratively easier process
for both the Exchange and Members during the migration of symbols
from DECN to EDGA and EDGX Exchanges.
\6\ EDGA and EDGX Exchanges expect to begin operating as
national securities exchanges on July 2, 2010. (See SR-EDGA-2010-04
and SR-EDGX-2010-04 for EDGA and EDGX Exchange fee schedules).
Following the launch date there will be a two week, phase-in period
during which securities currently trading on DECN will be moved from
DECN to EDGA and EDGX Exchanges. Once a symbol is migrated from DECN
to EDGA and EDGX Exchanges, it will no longer be available for
trading on DECN and will only be available for trading on the EDGA
and EDGX Exchanges. Once the EDGA and EDGX Exchanges begin trading
their first security, they will thus operate in conjunction with
DECN until all symbols are fully migrated.
As a result of the phased migration of symbols from DECN to EDGA
and EDGX Exchanges, per SR-ISE-2010-69, three volume thresholds were
adjusted for the month of July 2010 only to reflect the portion of
the volume that occurs on DECN during the month. In that filing, the
Exchange placed clarifying language about how these rebates are
calculated in footnote numbers 1 and 2 to the DECN fee schedule.
First, the removal rate on EDGA (a rebate of $0.0002 per share) is
currently contingent on the attributed MPID adding (including
hidden) and/or routing a minimum average daily share volume,
measured monthly, of 50,000 shares on EDGA. Any attributed MPID not
meeting the aforementioned minimum is charged $0.0030 per share for
removing liquidity from EDGA (0.20% of dollar value for stocks
priced less than $1.00). However, per SR-ISE-2010-69, the Exchange
amended its fee schedule to provide that for the month of July 2010
only, the 50,000 average daily volume threshold will be multiplied
by a fraction, the numerator of which shall be the sum of the daily
consolidated volumes for each DECN-traded symbol for all days that
such symbol is traded on the DECN during the month of July and the
denominator of which shall be the monthly consolidated volume for
all DECN-traded symbols during the month of July.
Secondly, Members can qualify for a rebate of $0.0032 per share
for all liquidity posted on EDGX if they 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 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. In SR-ISE-2010-69,
the Exchange amended its fee schedule for the month of July 2010
only to provide that these average daily volume thresholds
(5,000,000 and 50,000,000) will be multiplied by a fraction, the
numerator of which shall be the sum of the daily consolidated
volumes for each DECN-traded symbol for all days that such symbol is
traded on the DECN during the month of July and the denominator of
which shall be the monthly consolidated volume for all DECN-traded
symbols during the month of July.
Third, the rebate for adding hidden orders is currently
contingent upon Members adding greater than 1,000,000 shares on a
daily basis, measured monthly. Members not meeting this minimum will
be charged $0.0030 per share. In SR-ISE-2010-69, for the month of
July 2010 only, the Exchange amended its fee schedule to provide
that the 1,000,000 monthly share volume threshold will be multiplied
by a fraction, the numerator of which shall be the sum of the daily
consolidated volumes for each DECN-traded symbol for all days that
such symbol is traded on the DECN during the month of July and the
denominator of which shall be the monthly consolidated volume for
all DECN-traded symbols during the month of July.
---------------------------------------------------------------------------
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 charges were changed pursuant to SR-ISE-
2010-69, DECN wishes to make corresponding changes to the amounts it
passes through to non-
[[Page 39312]]
ISE Member subscribers of DECN for which it acts as introducing broker.
As a result, the per share amounts that non-ISE Member subscribers are
charged will be the same as the amounts that ISE Members are charged.
ISE is seeking accelerated approval of this proposed rule change,
as well an effective date of July 1, 2010. 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 be charged
equivalent amounts and that the imposition of such amounts will begin
on the same July 1, 2010 start date.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of Section 6 of the Act,\7\ in general, and
furthers the objectives of Section 6(b)(4),\8\ 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).
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78f.
\8\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
This 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. 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-2010-70 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-2010-70. 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 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-2010-70 and should be
submitted on or before July 29, 2010.
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.\9\
Specifically, the Commission finds that the proposed rule change is
consistent with Section 6(b)(4) \10\ 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.
---------------------------------------------------------------------------
\9\ In approving this proposal, the Commission has considered
its impact on efficiency, competition, and capital formation. 15
U.S.C 78c(f).
\10\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
As described more fully above, ISE recently amended DECN's fee
schedule for ISE Members pursuant to SR-ISE-2010-69 (the ``Member Fee
Filing''). The changes to the DECN fee schedule made pursuant to the
Member Fee Filing became operative on July 1, 2010. 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. The current proposal, which will apply beginning on July
1, 2010, will allow DECN to pass through the revised fees and rebates
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 establish fees and rebates for non-ISE member
subscribers that are equivalent to those established for ISE Member
subscribers in the Member Fee Filing.
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 fees and rebates established for ISE Member
subscribers in the Member Fee Filing, resulting in equivalent fees and
rebates for ISE Member and non-member subscribers. In addition, because
the proposal will apply the revised fees and rebates beginning on July
1, 2010, the revised fees and rebates 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,\11\ that the proposed rule change (SR-ISE-2010-70) is approved on
an accelerated basis.
---------------------------------------------------------------------------
\11\ 15 U.S.C. 78s(b)(2).
[[Page 39313]]
---------------------------------------------------------------------------
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
---------------------------------------------------------------------------
\12\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2010-16669 Filed 7-7-10; 8:45 am]
BILLING CODE 8010-01-P