Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Amendments to the EDGX Exchange, Inc. Fee Schedule, 2168-2170 [2011-430]
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2168
Federal Register / Vol. 76, No. 8 / Wednesday, January 12, 2011 / Notices
implications of that competition.
NASDAQ believes that it has considered
all relevant factors and has not
considered irrelevant factors in order to
establish a fair, reasonable, and not
unreasonably discriminatory fees and an
equitable allocation of fees among all
users. The existence of numerous
alternatives to NLS, including real-time
consolidated data, free delayed
consolidated data, and proprietary data
from other sources ensures that
NASDAQ cannot set unreasonable fees,
or fees that are unreasonably
discriminatory, without losing business
to these alternatives. Accordingly,
NASDAQ believes that the acceptance
of the NLS product in the marketplace
demonstrates the consistency of these
fees with applicable statutory standards.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Three comment letters were filed
regarding the proposed rule change as
originally published for comment
NASDAQ responded to these comments
in a letter dated December 13, 2007.
Both the comment letters and
NASDAQ’s response are available on
the SEC Web site at https://www.sec.gov/
comments/sr-nasdaq-2006–060/
nasdaq2006060.shtml.
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)(A)(ii) of the Act.9 At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
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. If the Commission
takes such action, the Commission shall
institute proceedings to determine
whether the proposed rule should be
approved or disapproved.
mstockstill on DSKH9S0YB1PROD with NOTICES
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:
9 15
U.S.C. 78s(b)(3)(a)(ii).
VerDate Mar<15>2010
17:25 Jan 11, 2011
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–NASDAQ–2010–172 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.
[Release No. 34–63638; File No. SR–EDGX–
2010–25]
Self-Regulatory Organizations; EDGX
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to Amendments
to the EDGX Exchange, Inc. Fee
Schedule
January 4, 2011.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
All submissions should refer to File
notice is hereby given that on December
Number SR–NASDAQ–2010–172. This
28, 2010, the EDGX Exchange, Inc. (the
file number should be included on the
‘‘Exchange’’ or the ‘‘EDGX’’) filed with
subject line if e-mail is used. To help the the Securities and Exchange
Commission process and review your
Commission (‘‘Commission’’) the
comments more efficiently, please use
proposed rule change as described in
only one method. The Commission will Items I, II, and III below, which items
post all comments on the Commission’s have been prepared by the selfInternet Web site (https://www.sec.gov/
regulatory organization. The
rules/sro.shtml). Copies of the
Commission is publishing this notice to
submission, all subsequent
solicit comments on the proposed rule
amendments, all written statements
change from interested persons.
with respect to the proposed rule
I. Self-Regulatory Organization’s
change that are filed with the
Statement of the Terms of Substance of
Commission, and all written
the Proposed Rule Change
communications relating to the
proposed rule change between the
The Exchange proposes to amend its
Commission and any person, other than
fees and rebates applicable to Members 3
those that may be withheld from the
of the Exchange pursuant to EDGX Rule
public in accordance with the
15.1(a) and (c).
provisions of 5 U.S.C. 552, will be
All of the changes described herein
available for Web site viewing and
are applicable to EDGX Members. The
printing in the Commission’s Public
text of the proposed rule change is
Reference Room, on official business
available on the Exchange’s Internet
days between the hours of 10 a.m. and
Web site at https://www.directedge.com.
3 p.m. Copies of the filing also will be
available for inspection and copying at
II. Self-Regulatory Organization’s
the principal office of the Exchange. All Statement of the Purpose of, and
comments received will be posted
Statutory Basis for, the Proposed Rule
without change; the Commission does
Change
not edit personal identifying
information from submissions. You
In its filing with the Commission, the
should submit only information that
self-regulatory organization included
you wish to make available publicly. All statements concerning the purpose of,
submissions should refer to File
and basis for, the proposed rule change
Number SR–NASDAQ–2010–172 and
and discussed any comments it received
should be submitted on or before
on the proposed rule change. The text
February 2, 2011.
of these statements may be examined at
the places specified in Item IV below.
For the Commission, by the Division of
The self-regulatory organization has
Trading and Markets, pursuant to delegated
prepared summaries, set forth in
authority.10
sections A, B and C below, of the most
Elizabeth M. Murphy,
significant aspects of such statements.
Secretary.
[FR Doc. 2011–431 Filed 1–11–11; 8:45 am]
BILLING CODE 8011–01–P
10 17
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SECURITIES AND EXCHANGE
COMMISSION
PO 00000
Fmt 4703
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 A Member is any registered broker or dealer, or
any person associated with a registered broker or
dealer, that has been admitted to membership in the
Exchange.
2 17
CFR 200.30–3(a)(12).
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12JAN1
Federal Register / Vol. 76, No. 8 / Wednesday, January 12, 2011 / Notices
mstockstill on DSKH9S0YB1PROD with NOTICES
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Currently, for orders routed to Nasdaq
BX that remove liquidity, a rebate of
$0.0002 per share is provided to
Members (yielding Flag ‘‘C’’). The
Exchange proposes to increase this
rebate to $0.0014 per share to reflect an
increase in rebate provided by Nasdaq
BX, effective January 3, 2011.
In addition, for orders routed or rerouted to NYSE that remove liquidity, a
fee of $0.0021 is charged to Members
(yielding Flag ‘‘D’’). The Exchange
proposes to increase this fee to $0.0023
to reflect an increase in fee assessed by
NYSE, effective January 3, 2011.
Similarly, for orders routed to NYSE
that add liquidity, a rebate of $0.0013
per share is provided to Members
(yielding Flag ‘‘F’’). The Exchange
proposes to increase this rebate to
$0.0015 per share to reflect an increase
in rebate provided by NYSE, effective
January 3, 2011.
Currently, Members can qualify for
the Mega Tier and be provided 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 25,000,000 shares of
average daily volume on EDGX in total,
including during both market hours and
pre and post-trading hours. The
Exchange proposes to increase this
rebate to $0.0033 per share to incent
Members to add liquidity to EDGX
during both market hours and pre and
post-trading hours. As fewer Members
generally trade during pre and posttrading hours because of the time
parameters associated with these trading
sessions, the Exchanges believes that
this proposed increase in rebate would
incent liquidity during these trading
sessions. The rebate associated with the
other method to qualify for the Mega
Tier (if the Member posts on a daily
basis, measured monthly, 0.75% of the
Total Consolidated Volume in average
daily volume) remains unchanged at
$0.0032 per share.
The Exchange believes that the above
pricing is appropriate since higher
rebates are directly correlated with more
stringent criteria. The Mega Tier rebate
(proposed at $0.0033 per share,
otherwise set at $0.0032 per share) has
the most stringent criteria, and is
$0.0002/$0.0001 greater than the Ultra
Tier rebate ($0.0031 per share) and
$0.0003/$0.0002 greater than the Super
Tier rebate ($0.0030 per share). For
VerDate Mar<15>2010
17:25 Jan 11, 2011
Jkt 223001
example, based on average TCV for
November 2010 (8.0 billion), in order for
a Member to qualify for the proposed
Mega Tier rebate of $0.0033, the
Member would have to 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 25,000,000 shares of
average daily volume on EDGX in total,
including during both market hours and
pre and post-trading hours. Another
way a Member can qualify for the Mega
Tier (with a rebate of $0.0032 per share)
would be to post 60 million shares on
EDGX. In order to qualify for the Ultra
Tier, which has less stringent criteria
than the Mega Tier, the Member would
have to post 40 million shares on EDGX.
Finally, the Super Tier has the least
stringent criteria. In order for a Member
to qualify for this rebate, the Member
would have to post 10 million shares on
EDGX. In addition, these rebates also
result, in part, from lower
administrative costs associated with
higher volume.
EDGX Exchange proposes to
implement these amendments to the
Exchange fee schedule on January 1,
2011.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,4
in general, and furthers the objectives of
Section 6(b)(4),5 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. The
Exchange notes that it 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 the
Exchange. The Exchange believes that
the proposed rates are equitable in that
they apply uniformly to all Members. In
addition, the rebates provided result, in
part, from lower administrative costs
associated with higher volume. The
Exchange believes the fees and credits
remain competitive with those charged
by other venues and therefore continue
to be reasonable and equitably allocated
to Members.
4 15
5 15
PO 00000
U.S.C. 78f.
U.S.C. 78f(b)(4).
Frm 00089
Fmt 4703
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 6 and Rule 19b–4(f)(2) 7
thereunder. At any time within 60 days
of the filing of such proposed rule
change, the Commission summarily may
temporarily suspend 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:
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–EDGX–2010–25 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–EDGX–2010–25. 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
6 15
7 17
Sfmt 4703
2169
E:\FR\FM\12JAN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 19b–4(f)(2).
12JAN1
2170
Federal Register / Vol. 76, No. 8 / Wednesday, January 12, 2011 / Notices
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission,8 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
Exchange. 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–EDGX–
2010–25 and should be submitted on or
before February 2, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–430 Filed 1–11–11; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–63664; File No. SR–ISE–
2010–120]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change, as Modified by Amendment
No. 1, Relating to Fees and Rebates for
Adding and Removing Liquidity
mstockstill on DSKH9S0YB1PROD with NOTICES
January 6, 2011.
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
23, 2010, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) filed with the Securities and
8 The text of the proposed rule change is available
on Exchange’s Web site at https://
www.directedge.com, on the Commission’s Web site
at https://www.sec.gov, at EDGX, and at the
Commission’s Public Reference Room.
9 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
17:25 Jan 11, 2011
Jkt 223001
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The ISE is proposing to amend its
transaction fees and rebates for adding
and removing liquidity. The text of the
proposed rule change is available on the
Exchange’s Web site (https://
www.ise.com), at the principal office of
the Exchange, 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 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
SECURITIES AND EXCHANGE
COMMISSION
VerDate Mar<15>2010
Exchange Commission the proposed
rule change, and on January 5, 2011,
filed Amendment No. 1 to 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,
as amended, from interested persons.
1. Purpose
The Exchange currently assesses a per
contract transaction charge to market
participants that add or remove
liquidity from the Exchange (‘‘maker/
taker fees’’) in 100 options classes (the
‘‘Select Symbols’’).3 The Exchange
currently charges a take fee of: (i) $0.25
3 Options classes subject to maker/taker fees are
identified by their ticker symbol on the Exchange’s
Schedule of Fees. See Securities Exchange Act
Release Nos. 61869 (April 7, 2010), 75 FR 19449
(April 14, 2010) (SR–ISE–2010–25), 62048 (May 6,
2010), 75 FR 26830 (May 12, 2010) (SR–ISE–2010–
43), 62282 (June 11, 2010), 75 FR 34499 (June 17,
2010) (SR–ISE–2010–54), 62319 (June 17, 2010), 75
FR 36134 (June 24, 2010) (SR–ISE–2010–57), 62508
(July 15, 2010), 75 FR 42809 (July 22, 2010) (SR–
ISE–2010–65), 62507 (July 15, 2010), 75 FR 42802
(July 22, 2010) (SR–ISE–2010–68), 62665 (August 9,
2010), 75 FR 50015 (August 16, 2010) (SR–ISE–
2010–82), 62805 (August 31, 2010), 75 FR 54682
(September 8, 2010) (SR–ISE–2010–90), 63283
(November 9, 2010), 75 FR 70059 (November 16,
2010) (SR–ISE–2010–106) and 63534 (December 13,
2010), 75 FR 79433 (December 20, 2010) (SR–ISE–
2010–114).
PO 00000
Frm 00090
Fmt 4703
Sfmt 4703
per contract for Market Maker, Market
Maker Plus,4 Firm Proprietary and
Customer (Professional) 5 orders; (ii)
$0.35 per contract for Non-ISE Market
Maker 6 orders; (iii) $0.20 per contract
for Priority Customer 7 orders for 100 or
more contracts. Priority Customer orders
for less than 100 contracts are not
assessed a fee for removing liquidity.
The Exchange now proposes to increase
the take fee for Firm Proprietary and
Customer (Professional) orders from
$0.25 per contract to $0.28 per contract.
Additionally, in the interest of
standardizing the take fee charged for
Priority Customer orders, the Exchange
proposes to lower the take fee for
Priority Customer orders of 100 or more
contracts from $0.20 per contract to
$0.12 per contract while increasing the
take fee for Priority Customer orders of
less than 100 contracts from $0.00 per
contract to $0.12 per contract. As a
result, all Priority Customer orders,
regardless of size, will be assessed a take
fee of $0.12 per contract.
For Complex Orders, the Exchange
currently charges a take fee of: (i) $0.27
per contract for Market Maker, Market
Maker Plus, Firm Proprietary and
Customer (Professional) orders; and (ii)
$0.35 per contract for Non-ISE Market
Maker orders. Priority Customer orders,
regardless of size, are not assessed a fee
4 A Market Maker Plus is a market maker who is
on the National Best Bid or National Best Offer 80%
of the time for series trading between $0.03 and
$5.00 (for options whose underlying stock’s
previous trading day’s last sale price was less than
or equal to $100) and between $0.10 and $5.00 (for
options whose underlying stock’s previous trading
day’s last sale price was greater than $100) in
premium in each of the front two expiration months
and 80% of the time for series trading between
$0.03 and $5.00 (for options whose underlying
stock’s previous trading day’s last sale price was
less than or equal to $100) and between $0.10 and
$5.00 (for options whose underlying stock’s
previous trading day’s last sale price was greater
than $100) in premium across all expiration months
in order to receive the rebate. The Exchange
determines whether a market maker qualifies as a
Market Maker Plus at the end of each month by
looking back at each market maker’s quoting
statistics during that month. If at the end of the
month, a market maker meets the Exchange’s stated
criteria, the Exchange rebates $0.10 per contract for
transactions executed by that market maker during
that month. The Exchange provides market makers
a report on a daily basis with quoting statistics so
that market makers can determine whether or not
they are meeting the Exchange’s stated criteria.
5 A Customer (Professional) is a person who is not
a broker/dealer and is not a Priority Customer.
6 A Non-ISE Market Maker, or Far Away Market
Maker (‘‘FARMM’’), is a market maker as defined in
Section 3(a)(38) of the Securities Exchange Act of
1934, as amended (‘‘Exchange Act’’), registered in
the same options class on another options
exchange.
7 A Priority Customer is defined in ISE Rule
100(a)(37A) as a person or entity that is not a
broker/dealer in securities, and does not place more
than 390 orders in listed options per day on average
during a calendar month for its own beneficial
account(s).
E:\FR\FM\12JAN1.SGM
12JAN1
Agencies
[Federal Register Volume 76, Number 8 (Wednesday, January 12, 2011)]
[Notices]
[Pages 2168-2170]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-430]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-63638; File No. SR-EDGX-2010-25]
Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Amendments to the EDGX Exchange, Inc. Fee Schedule
January 4, 2011.
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, 2010, the EDGX Exchange, Inc. (the ``Exchange'' or
the ``EDGX'') 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 its fees and rebates applicable to
Members \3\ of the Exchange pursuant to EDGX Rule 15.1(a) and (c).
---------------------------------------------------------------------------
\3\ A Member is any registered broker or dealer, or any person
associated with a registered broker or dealer, that has been
admitted to membership in the Exchange.
---------------------------------------------------------------------------
All of the changes described herein are applicable to EDGX Members.
The text of the proposed rule change is available on the Exchange's
Internet Web site at https://www.directedge.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.
[[Page 2169]]
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
Currently, for orders routed to Nasdaq BX that remove liquidity, a
rebate of $0.0002 per share is provided to Members (yielding Flag
``C''). The Exchange proposes to increase this rebate to $0.0014 per
share to reflect an increase in rebate provided by Nasdaq BX, effective
January 3, 2011.
In addition, for orders routed or re-routed to NYSE that remove
liquidity, a fee of $0.0021 is charged to Members (yielding Flag
``D''). The Exchange proposes to increase this fee to $0.0023 to
reflect an increase in fee assessed by NYSE, effective January 3, 2011.
Similarly, for orders routed to NYSE that add liquidity, a rebate of
$0.0013 per share is provided to Members (yielding Flag ``F''). The
Exchange proposes to increase this rebate to $0.0015 per share to
reflect an increase in rebate provided by NYSE, effective January 3,
2011.
Currently, Members can qualify for the Mega Tier and be provided 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 25,000,000 shares of average daily volume on EDGX in total,
including during both market hours and pre and post-trading hours. The
Exchange proposes to increase this rebate to $0.0033 per share to
incent Members to add liquidity to EDGX during both market hours and
pre and post-trading hours. As fewer Members generally trade during pre
and post-trading hours because of the time parameters associated with
these trading sessions, the Exchanges believes that this proposed
increase in rebate would incent liquidity during these trading
sessions. The rebate associated with the other method to qualify for
the Mega Tier (if the Member posts on a daily basis, measured monthly,
0.75% of the Total Consolidated Volume in average daily volume) remains
unchanged at $0.0032 per share.
The Exchange believes that the above pricing is appropriate since
higher rebates are directly correlated with more stringent criteria.
The Mega Tier rebate (proposed at $0.0033 per share, otherwise set at
$0.0032 per share) has the most stringent criteria, and is $0.0002/
$0.0001 greater than the Ultra Tier rebate ($0.0031 per share) and
$0.0003/$0.0002 greater than the Super Tier rebate ($0.0030 per share).
For example, based on average TCV for November 2010 (8.0 billion), in
order for a Member to qualify for the proposed Mega Tier rebate of
$0.0033, the Member would have to 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 25,000,000 shares of
average daily volume on EDGX in total, including during both market
hours and pre and post-trading hours. Another way a Member can qualify
for the Mega Tier (with a rebate of $0.0032 per share) would be to post
60 million shares on EDGX. In order to qualify for the Ultra Tier,
which has less stringent criteria than the Mega Tier, the Member would
have to post 40 million shares on EDGX. Finally, the Super Tier has the
least stringent criteria. In order for a Member to qualify for this
rebate, the Member would have to post 10 million shares on EDGX. In
addition, these rebates also result, in part, from lower administrative
costs associated with higher volume.
EDGX Exchange proposes to implement these amendments to the
Exchange fee schedule on January 1, 2011.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of Section 6 of the Act,\4\ in general, and
furthers the objectives of Section 6(b)(4),\5\ 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. The Exchange notes that it 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 the Exchange. The Exchange believes that the proposed rates are
equitable in that they apply uniformly to all Members. In addition, the
rebates provided result, in part, from lower administrative costs
associated with higher volume. The Exchange believes the fees and
credits remain competitive with those charged by other venues and
therefore continue to be reasonable and equitably allocated to Members.
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\4\ 15 U.S.C. 78f.
\5\ 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 \6\ and Rule 19b-4(f)(2) \7\ thereunder. At any
time within 60 days of the filing of such proposed rule change, the
Commission summarily may temporarily suspend 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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\6\ 15 U.S.C. 78s(b)(3)(A).
\7\ 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-EDGX-2010-25 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-EDGX-2010-25. 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
[[Page 2170]]
Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the
submission,\8\ 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 Exchange. 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-EDGX-2010-25 and should be submitted on
or before February 2, 2011.
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\8\ The text of the proposed rule change is available on
Exchange's Web site at https://www.directedge.com, on the
Commission's Web site at https://www.sec.gov, at EDGX, and at the
Commission's Public Reference Room.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\9\
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\9\ 17 CFR 200.30-3(a)(12).
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Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011-430 Filed 1-11-11; 8:45 am]
BILLING CODE 8011-01-P