Self-Regulatory Organizations; BATS Y-Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Related to Fees for Use of BATS Y-Exchange, Inc., 13681-13683 [2011-5774]
Download as PDF
Federal Register / Vol. 76, No. 49 / Monday, March 14, 2011 / Notices
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
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–Phlx–
2011–29 and should be submitted on or
before April 4, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Cathy H. Ahn,
Deputy Secretary.
[FR Doc. 2011–5775 Filed 3–11–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–64055; File No. SR–BYX–
2011–005]
Self-Regulatory Organizations; BATS
Y-Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Related to Fees for Use
of BATS Y-Exchange, Inc.
mstockstill on DSKH9S0YB1PROD with NOTICES
March 8, 2011.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on February
28, 2011, BATS Y-Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BYX’’) 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 Exchange. The
Exchange has designated the proposed
rule change as one establishing or
changing a member due, fee, or other
charge imposed by the Exchange under
Section 19(b)(3)(A)(ii) of the Act 3 and
Rule 19b–4(f)(2) thereunder,4 which
renders the proposed rule change
effective upon filing with the
Commission. 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 the Substance
of the Proposed Rule Change
The Exchange proposes to amend the
fee schedule applicable to Members 5 of
the Exchange pursuant to BYX Rules
15.1(a) and (c). While changes to the fee
schedule pursuant to this proposal will
be effective upon filing, the changes will
become operative on March 1, 2011. The
text of the proposed rule change is
available at the Exchange’s Web site at
https://www.batstrading.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
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 text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to modify its
fee schedule applicable to use of the
Exchange effective March 1, 2011, in
order to: (i) Amend the liquidity fees for
adding liquidity, including increased
fees to add non-displayed liquidity and
adoption of a fee to add displayed
liquidity unless a Member has an
average daily volume of 10 million
shares or more added per day in a given
month; (ii) reduce certain standard
routing fees; and (iii) expand the
Exchange’s Discounted Destination
Specific Routing program to include a
3 15
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
5 A Member is any registered broker or dealer that
has been admitted to membership in the Exchange.
17 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
VerDate Mar<15>2010
16:20 Mar 11, 2011
4 17
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PO 00000
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13681
rebate for Destination Specific Orders 6
routed to EDGA Exchange.
(i) Amending the Liquidity Fees for
Adding Liquidity
The Exchange has not previously
provided any rebate or imposed any
charge for adding displayed liquidity to
the BYX order book in securities priced
$1.00 and above. The Exchange
proposes to introduce a tiered pricing
structure applicable to added displayed
liquidity in securities priced $1.00 and
above, under which Members adding a
daily average of 10 million shares or
more of liquidity (including displayed
and non-displayed liquidity) during a
month will continue to be able to add
displayed liquidity without charge,
while Members adding a daily average
of less than 10 million shares of
liquidity during a month will be
charged $0.0002 per share. Thus, while
the fee change will result in a small fee
increase for Members providing low
volumes of liquidity on BYX, it will
remain unchanged for Members
providing higher volumes of liquidity.
The Exchange also proposes to
increase its fee to add non-displayed
liquidity to the BYX order book in
securities priced $1.00 and above from
a charge of $0.0005 per share to a charge
of $0.0010 per share. As defined on the
BYX fee schedule, the reference to ‘‘nondisplayed liquidity’’ for purposes of the
fee schedule includes liquidity resulting
from all forms of Pegged Orders,7 MidPoint Peg Orders,8 and Non-Displayed
Orders,9 but does not include liquidity
resulting from Reserve Orders 10 or
Discretionary Orders.11
The Exchange does not propose to
change its pricing structure for added
liquidity in securities priced below
$1.00.
(ii) Reduced Standard Routing Fees
The Exchange proposes to reduce the
fee that it charges for certain of its
standard best execution routing
strategies. The Exchange currently offers
the Parallel D, Parallel 2D, CYCLE and
RECYCLE routing strategies at a charge
of $0.0028 per share for executions that
occur at other trading venues as a result
of such strategies in securities priced
$1.00 and above.12 The Exchange
proposes to reduce the fee for use of
such strategies to a charge of $0.0026
per share to in order to encourage use
6 As
defined in BYX Rule 11.9(c)(12).
defined in BYX Rule 11.9(c)(8).
8 As defined in BYX Rule 11.9(c)(9).
9 As defined in BYX Rule 11.9(c)(11).
10 As defined in BYX Rule 11.9(c)(1).
11 As defined in BYX Rule 11.9(c)(10).
12 The Exchange’s routing strategies are described
in Rule 11.13(a)(3).
7 As
E:\FR\FM\14MRN1.SGM
14MRN1
13682
Federal Register / Vol. 76, No. 49 / Monday, March 14, 2011 / Notices
of these strategies. To be consistent with
this change, the Exchange proposes to
charge 0.26%, rather than 0.28%, of the
total dollar value of the executions at
other trading venues as a result of
Parallel D, Parallel 2D, CYCLE and
RECYCLE in securities priced under
$1.00 per share.
mstockstill on DSKH9S0YB1PROD with NOTICES
(iii) Destination Specific Routing to
EDGA Exchange
The Exchange currently provides a
discounted fee for Destination Specific
Orders routed to certain market centers
(NYSE, NYSE Arca and NASDAQ),
which, in each instance is $0.0001 less
per share for orders routed to such
market centers by the Exchange than
such market centers currently charge for
removing liquidity (referred to by the
Exchange as ‘‘One Under’’ pricing).
Consistent with this program, the
Exchange proposes to adopt pricing for
Destination Specific Orders routed to
EDGA Exchange. Specifically, the
Exchange proposes to provide a rebate
of $0.00025 per share for BYX + EDGA
Destination Specific Orders executed at
EDGA, which is $0.0001 higher per
share than the $0.00015 per share rebate
provided by EDGA for orders that
remove liquidity.
The Exchange imposes a charge of
$0.0030 per share for Destination
Specific Orders sent to and executed by
any market center for which it does not
have any separately identified pricing.
Based on the change described above,
the Exchange proposes to add EDGA to
the list of market centers to which this
charge does not apply.
Consistent with the changes described
above, the Exchange proposes to change
the title of its Discounted Destination
Specific Routing section to refer to the
program as ‘‘One Under/Better,’’ rather
than ‘‘One Under,’’ and to add reference
to EDGA.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder that
are applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6 of the Act.13
Specifically, the Exchange believes that
the proposed rule change is consistent
with Section 6(b)(4) of the Act,14 in that
it provides for the equitable allocation
of reasonable dues, fees and other
charges among members and other
persons using any facility or system
which the Exchange operates or
controls. The Exchange notes that it
13 15
14 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
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16:20 Mar 11, 2011
Jkt 223001
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
Exchange believes that its fees and
credits are competitive with those
charged by other venues.
While the establishment of tiered
pricing for adding displayed liquidity to
the Exchange’s order book will result in
a small increase in fees for some
Members, this fee still remains lower
than other markets that impose a fee to
add liquidity, such as EDGA Exchange
and NASDAQ OMX BX. Similarly,
while the Exchange’s proposal to
increase the fee to add non-displayed
liquidity to the Exchange will result in
an increase in fees for Members that add
non-displayed liquidity, this fee is
lower than the fee to add liquidity
(whether displayed or non-displayed) to
NASDAQ OMX BX. As it relates to its
differentiation between displayed and
non-displayed liquidity, the Exchange
believes that a fee structure that
provides greater incentives to add
displayed liquidity than incentives to
add non-displayed liquidity is fair and
reasonable. In addition, to the extent the
proposed changes will result in
increased fees charged to Members, the
Exchange believes that any additional
revenue it receives will allow the
Exchange to devote additional capital to
its operations and to continue to offer
competitive pricing, which, in turn, will
benefit Members of the Exchange.
The reduction of the routing fee for
several of the BYX standard routing
options and the adoption of new pricing
for a Destination Specific Order that
offers improvement of the execution
rebate offered by another market center
are changes intended to attract order
flow to BYX by offering competitive
rates to Exchange Members for strategies
that first check the BYX order book
before routing to away venues.
Accordingly, the Exchange’s proposal
will result in reduced fees that will
benefit Members due to the obvious
economic savings those Members will
receive and the potential of increased
available liquidity at the Exchange.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change imposes any
burden on competition.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received.
PO 00000
Frm 00086
Fmt 4703
Sfmt 4703
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Pursuant to Section 19(b)(3)(A)(ii) of
the Act 15 and Rule 19b–4(f)(2)
thereunder,16 the Exchange has
designated this proposal as establishing
or changing a due, fee, or other charge
applicable to its members, which
renders the proposed rule change
effective upon filing.
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.
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–BYX–2011–005 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–BYX–2011–005. 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 website (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
15 15
16 17
E:\FR\FM\14MRN1.SGM
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
14MRN1
Federal Register / Vol. 76, No. 49 / Monday, March 14, 2011 / Notices
available for Web site viewing and
printing in the Commission’s Public
Reference Room on official business
days between the hours of 10 a.m. and
3 p.m. Copies of such filing also will be
available for inspection and copying at
the principal offices 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–BYX–2011–005, and should
be submitted on or before April 4, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Cathy H. Ahn,
Deputy Secretary.
[FR Doc. 2011–5774 Filed 3–11–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–64053; File No. SR–FICC–
2011–01]
Self-Regulatory Organizations; The
Fixed Income Clearing Corporation;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Notify Participants That the
Mortgage Backed Securities Division
Intends To Move the Time at Which It
Runs Its Daily Morning Pass
March 8, 2011.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 notice is hereby given that on
March 2, 2011, the Fixed Income
Clearing Corporation (‘‘FICC’’) 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 primarily by FICC. The
Commission is publishing this notice to
solicit comments from interested
persons.
mstockstill on DSKH9S0YB1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The purpose of the proposed rule
change is to notify participants that the
Mortgage Backed Securities Division
(‘‘MBSD’’) intends to move the time at
which it runs its daily morning pass
(also referred to as the ‘‘AM Pass’’) from
10:30 a.m. to 2 p.m. (EST).
17 17
1 15
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
VerDate Mar<15>2010
16:20 Mar 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,
FICC 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. FICC has prepared
summaries, set forth in sections (A), (B),
and (C) below, of the most significant
aspects of such statements.2
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
The purpose of this filing is to notify
participants that MBSD intends to move
the time at which it runs its daily
morning pass from 10:30 a.m. to 2 p.m.
(EST).3 The proposed change to 2 p.m.
for the morning pass will allow more
trades to be included into the TBA Net
and therefore will assist in reducing the
amount of fails in the market in addition
to reducing the related operational risk.
The above change is being made at the
request of The Securities Industry and
Financial Markets Association
(‘‘SIFMA’’) MBS Operations Committee.
In addition, MBSD reviewed the
potential change with member firms not
represented on the SIFMA Committee,
and no objections were raised.
The effective date of this change will
be announced to MBSD participants by
Important Notice.
FICC believes that the proposed rule
change is consistent with the
requirements of Section 17A of the Act 4
and the rules and regulations
thereunder applicable to FICC because it
should provide for the prompt and
accurate clearance and settlement of
securities transactions by including a
greater proportion of transactions in the
TBA netting cycle. Additionally, the
proposed rule change should result in
fewer fails, and reduced operational
risk.
(B) Self-Regulatory Organization’s
Statement on Burden on Competition
FICC does not believe that the
proposed rule change will have any
impact on or impose any burden on
competition.
2 The Commission has modified the text of the
summaries prepared by FICC.
3 MBSD also executes an evening pass (also
referred to as the ‘‘PM Pass’’) at 8 p.m. (EST) that
will remain unchanged. On days where MBSD
executes its TBA Netting cycle, it immediately
follows the completion of the morning pass.
4 15 U.S.C. 78q–1.
PO 00000
Frm 00087
Fmt 4703
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13683
(C) Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments relating to the
proposed rule change have been
solicited or received. FICC will notify
the Commission of any written
comments received by FICC.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective upon filing pursuant to Section
19(b)(3)(A)(iii) of the Act 5 and Rule
19b–4(f)(4) 6 thereunder because the
proposed rule effects a change in an
existing service that (i) does not
adversely affect the safeguarding of
securities or funds in the custody or
control of FICC or for which it is
responsible and (ii) does not
significantly affect the respective rights
or obligations of FICC or persons using
the service. At any time within sixty
days of the filing of such 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–FICC–2011–01 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–FICC–2011–01. 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
5 15
6 17
E:\FR\FM\14MRN1.SGM
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(4).
14MRN1
Agencies
[Federal Register Volume 76, Number 49 (Monday, March 14, 2011)]
[Notices]
[Pages 13681-13683]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-5774]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-64055; File No. SR-BYX-2011-005]
Self-Regulatory Organizations; BATS Y-Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Related to
Fees for Use of BATS Y-Exchange, Inc.
March 8, 2011.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on February 28, 2011, BATS Y-Exchange, Inc. (the ``Exchange'' or
``BYX'') 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 Exchange. The
Exchange has designated the proposed rule change as one establishing or
changing a member due, fee, or other charge imposed by the Exchange
under Section 19(b)(3)(A)(ii) of the Act \3\ and Rule 19b-4(f)(2)
thereunder,\4\ which renders the proposed rule change effective upon
filing with the Commission. 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.
\3\ 15 U.S.C. 78s(b)(3)(A)(ii).
\4\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange proposes to amend the fee schedule applicable to
Members \5\ of the Exchange pursuant to BYX Rules 15.1(a) and (c).
While changes to the fee schedule pursuant to this proposal will be
effective upon filing, the changes will become operative on March 1,
2011. The text of the proposed rule change is available at the
Exchange's Web site at https://www.batstrading.com, at the principal
office of the Exchange, and at the Commission's Public Reference Room.
---------------------------------------------------------------------------
\5\ A Member is any 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 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
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to modify its fee schedule applicable to use
of the Exchange effective March 1, 2011, in order to: (i) Amend the
liquidity fees for adding liquidity, including increased fees to add
non-displayed liquidity and adoption of a fee to add displayed
liquidity unless a Member has an average daily volume of 10 million
shares or more added per day in a given month; (ii) reduce certain
standard routing fees; and (iii) expand the Exchange's Discounted
Destination Specific Routing program to include a rebate for
Destination Specific Orders \6\ routed to EDGA Exchange.
---------------------------------------------------------------------------
\6\ As defined in BYX Rule 11.9(c)(12).
---------------------------------------------------------------------------
(i) Amending the Liquidity Fees for Adding Liquidity
The Exchange has not previously provided any rebate or imposed any
charge for adding displayed liquidity to the BYX order book in
securities priced $1.00 and above. The Exchange proposes to introduce a
tiered pricing structure applicable to added displayed liquidity in
securities priced $1.00 and above, under which Members adding a daily
average of 10 million shares or more of liquidity (including displayed
and non-displayed liquidity) during a month will continue to be able to
add displayed liquidity without charge, while Members adding a daily
average of less than 10 million shares of liquidity during a month will
be charged $0.0002 per share. Thus, while the fee change will result in
a small fee increase for Members providing low volumes of liquidity on
BYX, it will remain unchanged for Members providing higher volumes of
liquidity.
The Exchange also proposes to increase its fee to add non-displayed
liquidity to the BYX order book in securities priced $1.00 and above
from a charge of $0.0005 per share to a charge of $0.0010 per share. As
defined on the BYX fee schedule, the reference to ``non-displayed
liquidity'' for purposes of the fee schedule includes liquidity
resulting from all forms of Pegged Orders,\7\ Mid-Point Peg Orders,\8\
and Non-Displayed Orders,\9\ but does not include liquidity resulting
from Reserve Orders \10\ or Discretionary Orders.\11\
---------------------------------------------------------------------------
\7\ As defined in BYX Rule 11.9(c)(8).
\8\ As defined in BYX Rule 11.9(c)(9).
\9\ As defined in BYX Rule 11.9(c)(11).
\10\ As defined in BYX Rule 11.9(c)(1).
\11\ As defined in BYX Rule 11.9(c)(10).
---------------------------------------------------------------------------
The Exchange does not propose to change its pricing structure for
added liquidity in securities priced below $1.00.
(ii) Reduced Standard Routing Fees
The Exchange proposes to reduce the fee that it charges for certain
of its standard best execution routing strategies. The Exchange
currently offers the Parallel D, Parallel 2D, CYCLE and RECYCLE routing
strategies at a charge of $0.0028 per share for executions that occur
at other trading venues as a result of such strategies in securities
priced $1.00 and above.\12\ The Exchange proposes to reduce the fee for
use of such strategies to a charge of $0.0026 per share to in order to
encourage use
[[Page 13682]]
of these strategies. To be consistent with this change, the Exchange
proposes to charge 0.26%, rather than 0.28%, of the total dollar value
of the executions at other trading venues as a result of Parallel D,
Parallel 2D, CYCLE and RECYCLE in securities priced under $1.00 per
share.
---------------------------------------------------------------------------
\12\ The Exchange's routing strategies are described in Rule
11.13(a)(3).
---------------------------------------------------------------------------
(iii) Destination Specific Routing to EDGA Exchange
The Exchange currently provides a discounted fee for Destination
Specific Orders routed to certain market centers (NYSE, NYSE Arca and
NASDAQ), which, in each instance is $0.0001 less per share for orders
routed to such market centers by the Exchange than such market centers
currently charge for removing liquidity (referred to by the Exchange as
``One Under'' pricing). Consistent with this program, the Exchange
proposes to adopt pricing for Destination Specific Orders routed to
EDGA Exchange. Specifically, the Exchange proposes to provide a rebate
of $0.00025 per share for BYX + EDGA Destination Specific Orders
executed at EDGA, which is $0.0001 higher per share than the $0.00015
per share rebate provided by EDGA for orders that remove liquidity.
The Exchange imposes a charge of $0.0030 per share for Destination
Specific Orders sent to and executed by any market center for which it
does not have any separately identified pricing. Based on the change
described above, the Exchange proposes to add EDGA to the list of
market centers to which this charge does not apply.
Consistent with the changes described above, the Exchange proposes
to change the title of its Discounted Destination Specific Routing
section to refer to the program as ``One Under/Better,'' rather than
``One Under,'' and to add reference to EDGA.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder that are applicable to a national securities exchange, and,
in particular, with the requirements of Section 6 of the Act.\13\
Specifically, the Exchange believes that the proposed rule change is
consistent with Section 6(b)(4) of the Act,\14\ in that it provides for
the equitable allocation of reasonable dues, fees and other charges
among members and other persons using any facility or system which the
Exchange operates or controls. 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 Exchange believes that its fees
and credits are competitive with those charged by other venues.
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\13\ 15 U.S.C. 78f.
\14\ 15 U.S.C. 78f(b)(4).
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While the establishment of tiered pricing for adding displayed
liquidity to the Exchange's order book will result in a small increase
in fees for some Members, this fee still remains lower than other
markets that impose a fee to add liquidity, such as EDGA Exchange and
NASDAQ OMX BX. Similarly, while the Exchange's proposal to increase the
fee to add non-displayed liquidity to the Exchange will result in an
increase in fees for Members that add non-displayed liquidity, this fee
is lower than the fee to add liquidity (whether displayed or non-
displayed) to NASDAQ OMX BX. As it relates to its differentiation
between displayed and non-displayed liquidity, the Exchange believes
that a fee structure that provides greater incentives to add displayed
liquidity than incentives to add non-displayed liquidity is fair and
reasonable. In addition, to the extent the proposed changes will result
in increased fees charged to Members, the Exchange believes that any
additional revenue it receives will allow the Exchange to devote
additional capital to its operations and to continue to offer
competitive pricing, which, in turn, will benefit Members of the
Exchange.
The reduction of the routing fee for several of the BYX standard
routing options and the adoption of new pricing for a Destination
Specific Order that offers improvement of the execution rebate offered
by another market center are changes intended to attract order flow to
BYX by offering competitive rates to Exchange Members for strategies
that first check the BYX order book before routing to away venues.
Accordingly, the Exchange's proposal will result in reduced fees that
will benefit Members due to the obvious economic savings those Members
will receive and the potential of increased available liquidity at the
Exchange.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change imposes
any burden on competition.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Pursuant to Section 19(b)(3)(A)(ii) of the Act \15\ and Rule 19b-
4(f)(2) thereunder,\16\ the Exchange has designated this proposal as
establishing or changing a due, fee, or other charge applicable to its
members, which renders the proposed rule change effective upon filing.
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\15\ 15 U.S.C. 78s(b)(3)(A)(ii).
\16\ 17 CFR 240.19b-4(f)(2).
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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.
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-BYX-2011-005 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-BYX-2011-005. 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 website (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
[[Page 13683]]
available for Web site viewing and printing in the Commission's Public
Reference Room on official business days between the hours of 10 a.m.
and 3 p.m. Copies of such filing also will be available for inspection
and copying at the principal offices 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-BYX-2011-005, and should be
submitted on or before April 4, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
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\17\ 17 CFR 200.30-3(a)(12).
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Cathy H. Ahn,
Deputy Secretary.
[FR Doc. 2011-5774 Filed 3-11-11; 8:45 am]
BILLING CODE 8011-01-P