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, 56900-56902 [2012-22644]
Download as PDF
56900
Federal Register / Vol. 77, No. 179 / Friday, September 14, 2012 / Notices
commitments by Members.16
Accordingly, it appears contradictory to
incentivize removing liquidity and
simultaneously offer tiered savings for
adding liquidity beyond a designated
threshold each month. The Exchange’s
proposal to delete Footnote 18 supports
the Exchange’s efforts to achieve
consistent application among the flags
and tiers on the fee schedule and
provide transparency for its Members.
Lastly, the Exchange believes that the
proposed amendment is nondiscriminatory because it applies
uniformly to all Members.
The Exchange also 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 and nondiscriminatory 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.
mstockstill on DSK4VPTVN1PROD with NOTICES
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 17 and Rule 19b–4(f)(2) 18
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
16 See Securities Exchange Act Release No. 67607
(August 7, 2012), 77 FR 48188 (August 13, 2012)
(SR–EDGA–2012–35) (introducing the Step Up
Tier).
17 15 U.S.C. 78s(b)(3)(A).
18 17 CFR 240.19b–4(f)(2).
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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.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Kevin M. O’Neill,
Deputy Secretary.
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:
[FR Doc. 2012–22642 Filed 9–13–12; 8:45 am]
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–EDGA–2012–39 on the
subject line.
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
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–2012–39. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 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–
2012–39 and should be submitted on or
before October 5, 2012.
PO 00000
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BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–67819; File No. SR–EDGA–
2012–40]
September 10, 2012.
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 August
31, 2012 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
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, at the Exchange’s
principal office, and at the Public
Reference Room of the Commission.
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
19 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 As defined in Exchange Rule 1.5(n).
1 15
E:\FR\FM\14SEN1.SGM
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Federal Register / Vol. 77, No. 179 / Friday, September 14, 2012 / Notices
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
mstockstill on DSK4VPTVN1PROD with NOTICES
1. Purpose
The Exchange proposes to
discontinue the Message Efficiency
Incentive Program (the ‘‘MEIP’’) 4 and to
delete the reference to the MEIP in
Footnote c, which is appended to the
rebate for adding liquidity in securities
at or above $1.00 on the Exchange’s fee
schedule. Under the MEIP, Members
received standard rebates and tier
rebates as provided on the Exchange’s
fee schedule based upon the Member’s
average inbound message-to-trade ratio
for that month being equal to or less
than 100:1. Members could receive the
maximum rebate of $0.0003 per share if
their average inbound message-to-trade
ratio, measured monthly, was equal to
or less than 100:1, subject to applicable
rebate tiers.5 Where a Member exceeded
the 100:1 message-to-trade ratio,
measured monthly, the Exchange
reduced its rebates by $0.0001 per share,
without regard to the rebate tier for
which the Member qualified that month.
In addition, under the MEIP, the
following Members were exempt from
earning the rebate: (i) All Members that
sent less than 1,000,000 messages per
day to the Exchange; and (ii) registered
Market Makers provided that they were
registered in at least 100 securities on
the Exchange over the course of a month
and met their continuous, two-sided
quoting obligations under Exchange
Rule 11.21(d) on at least ten (10)
consecutive trading days in the month.
The Exchange proposes to discontinue
the $0.0001 per share reduction in
standard rebates and tier rebates that the
Exchange applied to Members that
exceeded an average inbound messageto-trade ratio of 100:1, measured
monthly.
The Exchange proposes to implement
these amendments to its fee schedule on
September 1, 2012.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
4 See
Securities Exchange Act Release No. 67160
(June 7, 2012), 77 FR 35450 (June 13, 2012) (SR–
EDGA–2012–19) (where the Exchange introduced
the MEIP).
5 The Commission notes that the Exchange filed
a proposed rule change to modify the maximum
rebate of $0.0003 per share as of September 1, 2012.
See SR–EDGA–2012–39.
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16:39 Sep 13, 2012
Jkt 226001
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.
In its original filing introducing the
MEIP, the Exchange stated that it was
establishing the MEIP in order to
promote a more efficient marketplace, to
encourage liquidity provision and to
enhance the trading experience of
Members on an ongoing basis.8 Having
implemented the MEIP for the period
since its launch, the Exchange has not
seen these benefits, and thus believes
that discontinuation of the MEIP is
appropriate at this time. Specifically,
the Exchange believes that, by not
adequately isolating purely inefficient
message flow, the MEIP may have
unintentionally captured, and therefore
disincentivized, order behavior that
benefits market liquidity. For example,
the MEIP potentially discourages market
participants from posting multiple
levels of liquidity in less actively traded
securities. Thus, while the Exchange’s
intention was to encourage efficiency
and consequently attract more liquidity,
the MEIP appears to have resulted in the
opposite effect.
The Exchange believes its proposal to
discontinue the MEIP is equitable
because it allows Members the freedom
to manage their order and message flow
consistently with their business models.
In addition, the Exchange believes its
proposal is reasonable because other
exchanges, e.g., BATS Exchange, Inc.,
maintain pricing models that are
designed to incentivize customers to
increase liquidity, without any
restriction on order activity that applied
under the MEIP. By discontinuing the
MEIP, the Exchange believes that it will
remain competitive with other
exchanges that do not offer reductions
in standard rebates and/or tier rebates
based on customers’ message efficiency.
The Exchange believes that the proposal
is equitable and non-discriminatory in
that it applies uniformly to all Members.
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 encourage market
participants to direct their order flow to
6 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
8 See Securities Exchange Act Release No. 67160
(June 7, 2012), 77 FR 35450 (June 13, 2012) (SR–
EDGA–2012–19).
7 15
PO 00000
Frm 00094
Fmt 4703
Sfmt 4703
56901
the Exchange, or at least not to
discourage the direction of order flow to
the Exchange. 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
This proposed rule change does not
impose any burden on competition that
is not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
Members or other interested parties.
III. 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 9 and Rule 19b–4(f)(2) 10
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 email to rulecomments@sec.gov. Please include File
Number SR–EDGA–2012–40 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.
9 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
10 17
E:\FR\FM\14SEN1.SGM
14SEN1
56902
Federal Register / Vol. 77, No. 179 / Friday, September 14, 2012 / Notices
All submissions should refer to File
Number SR–EDGA–2012–40. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of 10
a.m. and 3 p.m. Copies of the filing also
will be available for inspection and
copying at the principal office of the
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–
2012–40 and should be submitted on or
before October 5, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–22644 Filed 9–13–12; 8:45 am]
BILLING CODE 8011–01–P
notice is hereby given that, on
September 5, 2012, New York Stock
Exchange LLC (the ‘‘Exchange’’ or
‘‘NYSE’’) 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 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 delete nonoperable text within its Price List
applicable to Supplemental Liquidity
Providers (‘‘SLPs’’). The text of the
proposed rule change is available on the
Exchange’s Web site at www.nyse.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 those 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
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–67815; File No. SR–NYSE–
2012–46]
mstockstill on DSK4VPTVN1PROD with NOTICES
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Delete NonOperable Text Within Its Price List
Applicable to Supplemental Liquidity
Providers (‘‘SLPs’’)
September 10, 2012.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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16:39 Sep 13, 2012
Jkt 226001
The Exchange is proposing to delete
non-operable text within its Price List
applicable to SLPs.
On August 28, 2012, the Exchange
filed a rule proposal to (i) amend NYSE
Rule 107B to change the existing SLP
monthly volume requirement in all
assigned SLP securities from an average
daily volume (‘‘ADV’’) of more than 10
million shares to an ADV that is a
specified percentage of consolidated
ADV (‘‘CADV’’) in all NYSE-listed
securities (‘‘NYSE CADV’’) and (ii)
amend the Exchange’s Price List to
specify the applicable percentage of
NYSE CADV for the monthly volume
requirement. In particular, the Exchange
deleted from the Price List the
requirement that SLPs add liquidity of
an ADV of more than 10 million shares,
PO 00000
Frm 00095
Fmt 4703
Sfmt 4703
and replaced it with a requirement that
SLPs add liquidity in all assigned SLP
securities of an ADV of more than
0.22% of NYSE CADV. These rule
changes became operative on September
1, 2012.3
The Exchange proposes this rule filing
to delete text that was inadvertently
kept in the Price List that states that the
monthly volume requirement is based
on adding liquidity of an ADV of more
than 10 million shares. In particular, the
Exchange proposes to delete the
following text from the Price List: ‘‘of an
ADV of more than 10 million shares.’’
As a result of this proposed change, the
Price List will now accurately reflect
that the monthly volume requirement to
receive the credit per share—per
transaction—for SLPs, both for
securities with a per share price of $1.00
or more and for securities with a per
share price of less than $1.00, is to add
liquidity in all assigned SLP securities
of an ADV of more than 0.22% of NYSE
CADV. The Exchange further proposes
to amend footnote 8 to the Price List to
conform to the changes that are
operative relating to how the monthly
volume requirement is calculated.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Securities Exchange
Act of 1934 (the ‘‘Act’’),4 in general, and
furthers the objectives of Section 6(b)(4)
of the Act,5 in particular, because it
provides for the equitable allocation of
reasonable dues, fees, and other charges
among its members and issuers and
other persons using its facilities and
does not unfairly discriminate between
customers, issuers, brokers or dealers. In
particular, the Exchange believes that
the rule proposal meets these
requirements because it provides
transparency in the Price List by
deleting text that is no longer operable
and assures that the Price List
accurately reflects how the credits per
transaction are calculated for the
monthly volume requirement, as
amended, by deleting the text that is no
longer operable and revising footnote 8.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
3 See Securities Exchange Act Release No. 67759
(Aug. 30, 2012) 77 FR 54939 (Sep. 6, 2012) (SR–
NYSE–2012–38).
4 15 U.S.C. 78f(b).
5 15 U.S.C. 78f(b)(4).
E:\FR\FM\14SEN1.SGM
14SEN1
Agencies
[Federal Register Volume 77, Number 179 (Friday, September 14, 2012)]
[Notices]
[Pages 56900-56902]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-22644]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-67819; File No. SR-EDGA-2012-40]
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
September 10, 2012.
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 August 31, 2012 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 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, at the Exchange's
principal office, and at the Public Reference Room of the Commission.
---------------------------------------------------------------------------
\3\ As defined in Exchange Rule 1.5(n).
---------------------------------------------------------------------------
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
[[Page 56901]]
the places specified in Item IV below. The self-regulatory organization
has prepared summaries, set forth in sections A, B and C below, of the
most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to discontinue the Message Efficiency
Incentive Program (the ``MEIP'') \4\ and to delete the reference to the
MEIP in Footnote c, which is appended to the rebate for adding
liquidity in securities at or above $1.00 on the Exchange's fee
schedule. Under the MEIP, Members received standard rebates and tier
rebates as provided on the Exchange's fee schedule based upon the
Member's average inbound message-to-trade ratio for that month being
equal to or less than 100:1. Members could receive the maximum rebate
of $0.0003 per share if their average inbound message-to-trade ratio,
measured monthly, was equal to or less than 100:1, subject to
applicable rebate tiers.\5\ Where a Member exceeded the 100:1 message-
to-trade ratio, measured monthly, the Exchange reduced its rebates by
$0.0001 per share, without regard to the rebate tier for which the
Member qualified that month. In addition, under the MEIP, the following
Members were exempt from earning the rebate: (i) All Members that sent
less than 1,000,000 messages per day to the Exchange; and (ii)
registered Market Makers provided that they were registered in at least
100 securities on the Exchange over the course of a month and met their
continuous, two-sided quoting obligations under Exchange Rule 11.21(d)
on at least ten (10) consecutive trading days in the month. The
Exchange proposes to discontinue the $0.0001 per share reduction in
standard rebates and tier rebates that the Exchange applied to Members
that exceeded an average inbound message-to-trade ratio of 100:1,
measured monthly.
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 67160 (June 7,
2012), 77 FR 35450 (June 13, 2012) (SR-EDGA-2012-19) (where the
Exchange introduced the MEIP).
\5\ The Commission notes that the Exchange filed a proposed rule
change to modify the maximum rebate of $0.0003 per share as of
September 1, 2012. See SR-EDGA-2012-39.
---------------------------------------------------------------------------
The Exchange proposes to implement these amendments to its fee
schedule on September 1, 2012.
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.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78f.
\7\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
In its original filing introducing the MEIP, the Exchange stated
that it was establishing the MEIP in order to promote a more efficient
marketplace, to encourage liquidity provision and to enhance the
trading experience of Members on an ongoing basis.\8\ Having
implemented the MEIP for the period since its launch, the Exchange has
not seen these benefits, and thus believes that discontinuation of the
MEIP is appropriate at this time. Specifically, the Exchange believes
that, by not adequately isolating purely inefficient message flow, the
MEIP may have unintentionally captured, and therefore disincentivized,
order behavior that benefits market liquidity. For example, the MEIP
potentially discourages market participants from posting multiple
levels of liquidity in less actively traded securities. Thus, while the
Exchange's intention was to encourage efficiency and consequently
attract more liquidity, the MEIP appears to have resulted in the
opposite effect.
---------------------------------------------------------------------------
\8\ See Securities Exchange Act Release No. 67160 (June 7,
2012), 77 FR 35450 (June 13, 2012) (SR-EDGA-2012-19).
---------------------------------------------------------------------------
The Exchange believes its proposal to discontinue the MEIP is
equitable because it allows Members the freedom to manage their order
and message flow consistently with their business models. In addition,
the Exchange believes its proposal is reasonable because other
exchanges, e.g., BATS Exchange, Inc., maintain pricing models that are
designed to incentivize customers to increase liquidity, without any
restriction on order activity that applied under the MEIP. By
discontinuing the MEIP, the Exchange believes that it will remain
competitive with other exchanges that do not offer reductions in
standard rebates and/or tier rebates based on customers' message
efficiency. The Exchange believes that the proposal is equitable and
non-discriminatory in that it applies uniformly to all Members.
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 encourage market participants to direct their order flow to
the Exchange, or at least not to discourage the direction of order flow
to the Exchange. 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
This proposed rule change does not impose any burden on competition
that is not necessary or appropriate in furtherance of the purposes of
the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from Members or other interested
parties.
III. 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 \9\ and Rule 19b-4(f)(2) \10\ 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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\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 17 CFR 240.19b-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 email to rule-comments@sec.gov. Please include
File Number SR-EDGA-2012-40 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.
[[Page 56902]]
All submissions should refer to File Number SR-EDGA-2012-40. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of 10
a.m. and 3 p.m. Copies of the filing also will be available for
inspection and copying at the principal office of the 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-2012-40 and should be
submitted on or before October 5, 2012.
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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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-22644 Filed 9-13-12; 8:45 am]
BILLING CODE 8011-01-P