Self-Regulatory Organizations; EDGA Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Amendments to the EDGA Exchange, Inc. Fee Schedule, 8389-8391 [2011-3183]
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Federal Register / Vol. 76, No. 30 / Monday, February 14, 2011 / Notices
jlentini on DSKJ8SOYB1PROD with NOTICES
one or more major market data vendors
at least every 15 seconds during the
NYSE Arca Core Trading Session of
9:30 a.m. to 4 p.m. Eastern Time (‘‘ET’’).
On each business day, before
commencement of trading in Shares in
the Core Trading Session on the
Exchange, the Trust will disclose on its
Web site the identities and quantities of
the portfolio of securities and other
assets (‘‘Disclosed Portfolio’’) held by the
ETF that will form the basis for the
ETF’s calculation of the net asset value
(‘‘NAV’’) at the end of the business
day.13 The Web site and information
will be publicly available at no charge.
Information regarding market price and
volume of the Shares is and will be
continually available on a real-time
basis throughout the day on brokers’
computer screens and other electronic
services. The previous day’s closing
price and trading volume information
will be published daily in the financial
section of newspapers.
The Commission further believes that
the proposal to list and trade the Shares
is reasonably designed to promote fair
disclosure of information that may be
necessary to price the Shares
appropriately and to prevent trading
when a reasonable degree of
transparency cannot be assured. The
Commission notes that the Exchange
will obtain a representation from the
issuer of the Shares that the NAV per
Share will be calculated daily and that
the NAV and the Disclosed Portfolio
will be made available to all market
participants at the same time. In
addition, if the Exchange becomes
aware that the NAV or the Disclosed
Portfolio is not disseminated to all
market information as the NAV is
available to all market participants.14 In
addition, if the PIV is not being
disseminated as required, the Exchange
may halt trading during the day in
which an interruption to the
dissemination to the PIV occurs; if the
interruption to the dissemination of the
PIV persists past the trading day in
which it occurred, the Exchange will
halt trading no later than the beginning
of the trading day following the
interruption.15 Moreover, the Exchange
13 On a daily basis, the ETF will disclose on the
ETF’s Web site for each portfolio security or other
financial instrument of the ETF the following
information: Ticker symbol (if applicable), name of
security or financial instrument, number of shares
or dollar value of financial instruments held in the
portfolio, and percentage weighting of the security
or financial instrument in the portfolio.
14 See NYSE Arca Equities Rule 8.600(d)(2)(D).
15 See id. Trading may also be halted because of
market conditions or for reasons that, in the view
of the Exchange, make trading in the Shares
inadvisable. These may include: (1) The extent to
which trading is not occurring in securities
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represents that the Manager and the
Sub-Adviser each is affiliated with a
broker-dealer and has implemented a
‘‘fire wall’’ with respect to the affiliated
broker-dealer regarding access to
information concerning the composition
and/or changes to the Fund’s portfolio.
Any additional Fund sub-advisers that
are affiliated with a broker-dealer will
be required to implement a fire wall
with respect to such broker-dealer
regarding access to information
concerning the composition and/or
changes to the portfolio. Further, the
Commission notes that the Reporting
Authority that provides the Disclosed
Portfolio must implement and maintain,
or be subject to, procedures designed to
prevent the use and dissemination of
material non-public information
regarding the actual components of the
portfolio.16
The Exchange has represented that
the Shares are deemed to be equity
securities subject to the Exchange’s
existing rules governing the trading of
equity securities. In support of this
proposal, the Exchange has made
representations, including:
(1) The Fund will meet the initial and
continued listing requirements under
NYSE Arca Equities Rule 8.600(d).
(2) The Exchange has appropriate
rules to facilitate transactions in the
Shares during all trading sessions.
(3) The Exchange’s surveillance
procedures are adequate to properly
monitor Exchange trading of the Shares
in all trading sessions and to deter and
detect violations of Exchange rules and
applicable Federal securities laws.
(4) 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 Shares.
Specifically, the Information Bulletin
will discuss the following: (a) The
procedures for purchases and
redemptions of Shares in Creation Unit
aggregations (and that Shares are not
individually redeemable); (b) 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 Shares; (c) the risks involved
in trading the Shares during the
Opening and Late Trading Sessions
when an updated PIV will not be
calculated or publicly disseminated; (d)
how information regarding the PIV is
disseminated; (e) the requirement that
comprising the Disclosed Portfolio and/or the
financial instruments of the Fund; or (2) whether
other unusual conditions or circumstances
detrimental to the maintenance of a fair and orderly
market are present.
16 See NYSE Arca Equities Rule 8.600(d)(2)(B)(ii).
PO 00000
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Fmt 4703
Sfmt 4703
8389
ETP Holders deliver a prospectus to
investors purchasing newly issued
Shares prior to or concurrently with the
confirmation of a transaction; and (f)
trading information.
(5) For initial and/or continued
listing, the Shares must be in
compliance with Rule 10A–3 17 under
the Exchange Act, as provided by NYSE
Arca Equities Rule 5.3.
(6) The ETF will not invest in nonU.S. equity securities.
(7) A minimum of 100,000 Shares of
the Fund will be outstanding as of the
start of trading on the Exchange.
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 18 and the rules and
regulations thereunder applicable to a
national securities exchange.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,19 that the
proposed rule change (SR–NYSEArca–
2010–117), be, and it hereby is,
approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
Cathy H. Ahn,
Deputy Secretary.
[FR Doc. 2011–3182 Filed 2–11–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–63858; File No. SR–EDGA–
2011–04]
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to Amendments
to the EDGA Exchange, Inc. Fee
Schedule
February 7, 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 February
4, 2011, the EDGA Exchange, Inc. (the
‘‘Exchange’’ or the ‘‘EDGA’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which items
17 See
17 CFR 240.10A–3.
U.S.C. 78f(b)(5).
19 15 U.S.C. 78s(b)(2).
20 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
18 15
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8390
Federal Register / Vol. 76, No. 30 / Monday, February 14, 2011 / Notices
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 its
fees and rebates applicable to Members 3
of the Exchange pursuant to EDGA Rule
15.1(a) and (c). All of the changes
described herein are applicable to EDGA
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.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
jlentini on DSKJ8SOYB1PROD with NOTICES
1. Purpose
In SR–EDGA–2011–01,4 the Exchange
filed for immediate effectiveness a rule
filing to amend Rule 11.9 to add its
routing strategies, which were contained
in its fee schedule, to the rule and to
introduce additional routing strategies
to the rule. One of the routing strategies
that was added was the IOCM strategy
in Rule 11.9(b)(3)(s). The Exchange
defined this as a routing strategy under
which an order checks the System for
available shares and then is sent to
EDGX Exchange, Inc. (‘‘EDGX’’) as an
immediate or cancel (IOC) Mid-Point
Match (‘‘MPM’’) order.5 If there is no
liquidity at EDGX to execute at the
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.
4 See SR–EDGA–2011–01 (January 21, 2011).
5 EDGX Rule 11.5(c)(7) defines a Mid-Point Match
(MPM) order as an order with an instruction to
execute it at the midpoint of the NBBO. A MPM
order may be a Day Order, Fill-or-Kill Order, or IOC
Order. The Exchange noted that members can send
in a MPM order directly to EDGX without routing
through the EDGA platform as an IOCM routing
option.
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16:38 Feb 11, 2011
Jkt 223001
midpoint, the order is subsequently
cancelled.
The Exchange proposes to add the
‘‘MT’’ flag to its fee schedule to be
yielded when an order is routed to
EDGX MPM using the IOCM routing
strategy. The Exchange also proposes to
assess a fee of $0.0010 per share to
reflect a pass through of the EDGX MPM
fee.
EDGA Exchange proposes to
implement this amendment to the
Exchange fee schedule on February 4,
2011.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,6
in general, and furthers the objectives of
Section 6(b)(4),7 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 fee
of $0.0010 per share for the MT flag
represents a pass through of the EDGX
fee for removing liquidity from MPM, as
indicated in the EDGX fee schedule for
flag MT.
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.
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.
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.
6 15
7 15
PO 00000
U.S.C. 78f.
U.S.C. 78f(b)(4).
Frm 00058
Fmt 4703
Sfmt 4703
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3) of
the Act 8 and Rule 19b–4(f)(2) 9
thereunder. At any time within 60 days
of the filing of such proposed rule
change, the Commission 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–EDGA–2011–04 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–EDGA–2011–04. 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,10 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
8 15
U.S.C. 78s(b)(3)(A).
CFR 19b–4(f)(2).
10 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 EDGA, and at the
Commission’s Public Reference Room.
9 17
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Federal Register / Vol. 76, No. 30 / Monday, February 14, 2011 / Notices
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–EDGA–
2011–04 and should be submitted on or
before March 7, 2011.
Execution Services, LLC (‘‘NES’’) routes
in its capacity as a facility of NASDAQ
(with the attendant obligations and
conditions).
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Cathy H. Ahn,
Deputy Secretary.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[FR Doc. 2011–3183 Filed 2–11–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 63859; File No. SR–BX–2011–
007]
Self-Regulatory Organizations;
NASDAQ OMX BX LLC; Notice of Filing
of Proposed Rule Change Relating to
Permanent Approval of the BX and
NES Inbound Routing Relationship
February 7, 2011.
jlentini on DSKJ8SOYB1PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 2 thereunder,
notice is hereby given that on January
28, 2011, NASDAQ OMX BX LLC (‘‘BX’’
or ‘‘Exchange’’) filed with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I and II,
below, which Items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange, pursuant to Section
19(b)(1) of the Act 3 and Rule 19b–4
thereunder,4 proposes request
permanent approval of the Exchange’s
pilot program to permit the Exchange to
accept inbound orders that Nasdaq
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(1).
4 17 CFR 240.19b–4.
1 15
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16:38 Feb 11, 2011
Jkt 223001
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
Exchange 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 Exchange
has prepared summaries, set forth in
sections A, B, and C below, of the most
significant aspects of such statements.
1. Purpose
The purpose of the proposed rule
change is to request permanent approval
of the Exchange’s pilot program to
permit the Exchange to accept inbound
orders that NES routes in its capacity as
a facility of NASDAQ (with the
attendant obligations and conditions).
Currently, NES is the approved
outbound routing facility of the
NASDAQ Stock Market LLC
(‘‘NASDAQ’’) for cash equities,
providing outbound routing from
NASDAQ to other market centers.5 BX
5 See Securities Exchange Act Release Nos. 50311
(September 3, 2004), 69 FR 54818 (September 10,
2004) (Order Granting Application for a Temporary
Conditional Exemption Pursuant To Section 36(a)
of the Exchange Act by the National Association of
Securities Dealers, Inc. Relating to the Acquisition
of an ECN by The Nasdaq Stock Market, Inc.) and
52902 (December 7, 2005), 70 FR 73810 (December
13, 2005) (SR–NASD–2005–128) (Order Approving
a Proposed Rule Change To Establish Rules
Governing the Operation of the INET System). See
also SR–NASDAQ–2011–004 (January 14, 2011);
Securities Exchange Act Release Nos. 63083
(October 13, 2010), 75 FR 64370 (October 19, 2010)
(SR–NASDAQ–2010–127); 62736 (August 17, 2010),
75 FR 51861 (August 23, 2010) (SR–NASDAQ–
2010–100); 61682 (March 10, 2010), 75 FR 12592
(March 16, 2010) (SR–NASDAQ–2010–030); 61460
(February 1, 2010), 75 FR 6077 (February 5, 2010)
(SR–NASDAQ–2010–018); 60039 (June 3, 2009), 74
FR 27365 (June 9, 2009) (SR–NASDAQ–2009–050);
59875 (May 6, 2009), 74 FR 22794 (May 14, 2009)
(SR–NASDAQ–2009–043); 59807 (April 21, 2009),
74 FR 19251 (April 28, 2009) (SR–NASDAQ–2009–
036); 59153 (December 23, 2008), 73 FR 80485
(December 31, 2008) (SR–NASDAQ–2008–098);
58752 (October 8, 2008), 73 FR 61181 (October 15,
2008) (SR–NASDAQ–2008–079); 58135 (July 10,
2008), 73 FR 40898 (July 16, 2008) (SR–NASDAQ–
2008–061); 58069 (June 30, 2008), 73 FR 39360 (July
9, 2008) (SR–NASDAQ–2008–054); 56708 (October
26, 2007), 72 FR 61925 (November 1, 2007) (SR–
NASDAQ–2007–078); 56867 (November 29, 2007),
72 FR 69263 (December 7, 2007) (SR–NASDAQ–
2007–065); 55335 (February 23, 2007), 72 FR 9369
(March 1, 2007) (SR–NASDAQ–2007–005); 54613
(October 17, 2006), 71 FR 62325 (October 24, 2006)
(SR–NASDAQ 2006–043); 54271 (August 3, 2006),
PO 00000
Frm 00059
Fmt 4703
Sfmt 4703
8391
also has been previously approved to
receive inbound routes of equities
orders by NES in its capacity as an order
routing facility of NASDAQ on a pilot
basis.6 On January 19, 2011, the
Exchange filed a proposal to extend the
current pilot program until June 15,
2011, with further understanding that
the Exchange would file a separate
proposal with the Commission seeking
permanent approval of the BX and NES
routing relationship.7 The Exchange
hereby seeks permanent approval to
permit the Exchange to accept inbound
orders that NES routes in its capacity as
a facility of NASDAQ (with the
attendant obligations and conditions).
In the initial Order, the Commission
granted the BX and NES inbound
routing relationship on a pilot basis.
During this pilot period, BX committed
to the following conditions:
1. The Exchange and FINRA will
enter into a regulatory services
agreement (‘‘Regulatory Contract’’), as
well as an agreement pursuant to Rule
17d–2 under the Act (‘‘17d–2
Agreement’’).8 Pursuant to the
Regulatory Contract and the 17d–2
Agreement, FINRA will be allocated
regulatory responsibilities to review
NES’s compliance with certain
Exchange rules.9 Pursuant to the
Regulatory Contract, however, BX
retains ultimate responsibility for
enforcing its rules with respect to NES;
2. FINRA will monitor NES for
compliance with the Exchange’s trading
rules, and will collect and maintain
certain related information; 10
71 FR 45876 (August 10, 2006) (SR–NASDAQ–
2006–027); and 54155 (July 14, 2006), 71 FR 41291
(July 20, 2006) (SR–NASDAQ–2006–001).
6 See Securities Exchange Act Release Nos. 59154
(December 23, 2008), 73 FR 80468 (December 31,
2008) (SR–BX–2008–048); 61271 (December 31,
2009), 75 FR 1102 (January 8, 2010) (SR–BX–2009–
085); 61782 (March 25, 2010), 75 FR 16534 (April
1, 2010) (SR–BX–2010–021); 62528 (July 19, 2010),
75 FR 43210 (July 23, 2010) (SR–BX–2010–048). See
also Securities Exchange Act Release No. 63769
(January 26, 2011)(SR–BX–2011–003).
7 See Securities Exchange Act Release No. 63769
(January 26, 2011)(SR–BX–2011–003).
8 17 CFR 240.17d–2.
9 The Exchange also states that NES is subject to
independent oversight by FINRA, its Designated
Examining Authority, for compliance with financial
responsibility requirements. See Securities
Exchange Act Release No. 58927 (November 10,
2008), 73 FR 69685, 69689 (November 19, 2008)
(‘‘Notice’’).
10 Pursuant to the Regulatory Contract, both
FINRA and the Exchange will collect and maintain
all alerts, complaints, investigations and
enforcement actions in which NES (in its capacity
as a facility of Nasdaq routing orders to the
Exchange) is identified as a participant that has
potentially violated applicable Commission or
Exchange rules. The Exchange and FINRA will
retain these records in an easily accessible manner
in order to facilitate any potential review conducted
E:\FR\FM\14FEN1.SGM
Continued
14FEN1
Agencies
[Federal Register Volume 76, Number 30 (Monday, February 14, 2011)]
[Notices]
[Pages 8389-8391]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-3183]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-63858; File No. SR-EDGA-2011-04]
Self-Regulatory Organizations; EDGA Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Amendments to the EDGA Exchange, Inc. Fee Schedule
February 7, 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 February 4, 2011, the EDGA Exchange, Inc. (the ``Exchange'' or
the ``EDGA'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II,
and III below, which items
[[Page 8390]]
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 EDGA Rule 15.1(a) and (c). All
of the changes described herein are applicable to EDGA Members. The
text of the proposed rule change is available on the Exchange's
Internet Web site at https://www.directedge.com.
---------------------------------------------------------------------------
\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.
---------------------------------------------------------------------------
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
In SR-EDGA-2011-01,\4\ the Exchange filed for immediate
effectiveness a rule filing to amend Rule 11.9 to add its routing
strategies, which were contained in its fee schedule, to the rule and
to introduce additional routing strategies to the rule. One of the
routing strategies that was added was the IOCM strategy in Rule
11.9(b)(3)(s). The Exchange defined this as a routing strategy under
which an order checks the System for available shares and then is sent
to EDGX Exchange, Inc. (``EDGX'') as an immediate or cancel (IOC) Mid-
Point Match (``MPM'') order.\5\ If there is no liquidity at EDGX to
execute at the midpoint, the order is subsequently cancelled.
---------------------------------------------------------------------------
\4\ See SR-EDGA-2011-01 (January 21, 2011).
\5\ EDGX Rule 11.5(c)(7) defines a Mid-Point Match (MPM) order
as an order with an instruction to execute it at the midpoint of the
NBBO. A MPM order may be a Day Order, Fill-or-Kill Order, or IOC
Order. The Exchange noted that members can send in a MPM order
directly to EDGX without routing through the EDGA platform as an
IOCM routing option.
---------------------------------------------------------------------------
The Exchange proposes to add the ``MT'' flag to its fee schedule to
be yielded when an order is routed to EDGX MPM using the IOCM routing
strategy. The Exchange also proposes to assess a fee of $0.0010 per
share to reflect a pass through of the EDGX MPM fee.
EDGA Exchange proposes to implement this amendment to the Exchange
fee schedule on February 4, 2011.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of Section 6 of the Act,\6\ in general, and
furthers the objectives of Section 6(b)(4),\7\ 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 fee of $0.0010 per share for the MT flag represents a
pass through of the EDGX fee for removing liquidity from MPM, as
indicated in the EDGX fee schedule for flag MT.
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\6\ 15 U.S.C. 78f.
\7\ 15 U.S.C. 78f(b)(4).
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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. 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.
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 \8\ and Rule 19b-4(f)(2) \9\ thereunder. At any
time within 60 days of the filing of such proposed rule change, the
Commission 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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\8\ 15 U.S.C. 78s(b)(3)(A).
\9\ 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-EDGA-2011-04 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-EDGA-2011-04. 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,\10\ 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
[[Page 8391]]
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-EDGA-2011-04 and should be submitted on or before March
7, 2011.
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\10\ 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 EDGA, and at the
Commission's Public Reference Room.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\11\
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\11\ 17 CFR 200.30-3(a)(12).
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Cathy H. Ahn,
Deputy Secretary.
[FR Doc. 2011-3183 Filed 2-11-11; 8:45 am]
BILLING CODE 8011-01-P