Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change to Modify BX's Fee Schedule Governing Order Execution, 11935-11937 [2013-03752]
Download as PDF
Federal Register / Vol. 78, No. 34 / Wednesday, February 20, 2013 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68783; File No. SR–EDGA–
2013–02]
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to Amendment
to EDGA Rule 13.9
January 31, 2013.
Correction
In notice document 2013–02624,
appearing on pages 8657–8659 in the
issue of Wednesday, February 6, 2013,
make the following correction:
On page 8657, in the third column,
the Release No. and File No., which
were inadvertently omitted from the
document heading, are added to read as
set forth above.
[FR Doc. C1–2013–02624 Filed 2–19–13; 8:45 am]
BILLING CODE 1505–01–D
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68909; File No. SR–BX–
2013–011]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
and Immediate Effectiveness of
Proposed Rule Change to Modify BX’s
Fee Schedule Governing Order
Execution
February 12, 2013.
srobinson on DSK4SPTVN1PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(ldquo;Act’’),1 and Rule 19b–4
thereunder,2 notice is hereby given that
on January 31, 2013, NASDAQ OMX
BX, Inc. (‘‘BX’’ or the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) a
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 the Substance
of the Proposed Rule Change
BX proposes to modify BX’s fee
schedule governing order execution. BX
will implement the proposed change on
February 1, 2013. The text of the
proposed rule change is available at
https://nasdaqomxbx.cchwallstreet.com/,
at BX’s principal office, and at the
Commission’s Public Reference Room.
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
VerDate Mar<15>2010
16:13 Feb 19, 2013
Jkt 229001
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 III [sic]
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
BX is amending its fee schedule
governing order execution. All of the
changes pertain to securities priced at
$1 or more per share. Currently, BX
pays no credit with respect to orders
that execute against a midpoint pegged
order; a credit of $0.0014 per share
executed for routable orders that access
liquidity in BX (other than orders that
execute against a midpoint pegged
order); a credit of $0.0014 per share
executed for orders that access liquidity
if entered through a BX MPID through
which the member (i) accesses an
average daily volume of 3.5 million or
more shares of liquidity during the
month, or (ii) provides an average daily
volume of 25,000 or more shares of
liquidity during the month (other than
orders that execute against a midpoint
pegged order); and a credit of $0.0005
per share executed for all other orders
that access liquidity in BX. BX is
making the following changes to these
fees:
• Modifying the pricing tier that
currently requires providing an average
daily volume of 25,000 or more shares
of liquidity, such that providing an
average daily volume of 1 million or
more shares of liquidity would be
required;
• Instituting a new pricing tier under
which a member would receive a credit
of $0.0010 per share executed for an
order (other than an order that executes
against a midpoint pegged order)
entered through an MPID through which
the member provides an average daily
volume of at least 25,000, but less than
1 million, shares of liquidity during the
month;
• Decreasing the credit applicable to
orders to which no special credit
applies from $0.0005 to $0.0004 per
share executed.
PO 00000
Frm 00122
Fmt 4703
Sfmt 4703
11935
As a result of the changes, the
requirements for one of the means by
which a member may receive a credit of
$0.0014 per share executed will be
increased. However, the remaining
means of receiving this credit, including
use of routable orders, will remain
unchanged. Moreover, a new pricing tier
is being created so that members that
have received this credit due to their
levels of liquidity provision but that do
not qualify for the higher requirements
will still receive a credit of $0.0010 per
share executed, a credit that is more
than twice as high as the base credit of
$0.0004 per share executed.
Second, with respect to orders that
provide liquidity, BX currently charges
$0.0015 per share executed for a
displayed order entered by a Qualified
Liquidity Provider through a Qualified
MPID; 3 and $0.0018 per share executed
for all other orders. BX is making the
following changes to these fees:
• For a midpoint pegged order that
provides liquidity, BX will charge
$0.0015 per share executed. Midpoint
pegged orders are non-displayed orders
that execute at the midpoint between
the national best bid and offer
(‘‘NBBO’’), thereby providing price
improvement to orders that execute
against them.
• For other types of non-displayed
orders, BX will charge $0.0025 per share
executed.
This change is similar in structure to
pricing on The NASDAQ Stock Market,
where members that provide liquidity
using midpoint pegged orders receive a
higher credit than with respect to other
forms of non-displayed orders. This
pricing approach reflects the view that
although displayed orders are generally
preferred to non-displayed orders
because they assist in price discovery,
the use of midpoint orders should also
be encouraged through pricing
incentives because they provide price
improvement.
2. Statutory Basis
BX believes that the proposed rule
change is consistent with the provisions
of Section 6 of the Act,4 in general, and
with Sections 6(b)(4) and (5) of the Act,5
in particular, in that it provides for the
equitable allocation of reasonable dues,
fees and other charges among members
and issuers and other persons using any
facility or system which BX operates or
3 A Qualified Liquidity Provider is required to
meet certain standards with regard to volumes of
liquidity accessed and provided. A Qualified MPID
is an MPID through which a Qualified Liquidity
Provider achieves certain requirements with respect
to quoting at the NBBO. See Rule 7018(a)(1) and (2).
4 15 U.S.C. 78f.
5 15 U.S.C. 78f(b)(4) and (5).
E:\FR\FM\20FEN1.SGM
20FEN1
srobinson on DSK4SPTVN1PROD with NOTICES
11936
Federal Register / Vol. 78, No. 34 / Wednesday, February 20, 2013 / Notices
controls, and is not designed to permit
unfair discrimination between
customers, issuers, brokers or dealers.
BX believes that the modifications to
pricing for members providing
significant liquidity (i.e., the creation of
a new $0.0010 per share executed credit
tier and the increase in the requirements
for participation in the $0.0014 per
share executed tier) are reasonable
because the resulting decrease in credits
for a member that provides an average
daily volume of at least 25,000, but less
than 1 million, shares of liquidity will
be a modest $0.0004 per share executed,
and a member affected by the change
may still qualify for the $0.0014 per
share executed credit through other
means. BX believes that the change is
consistent with an equitable allocation
of fees because the change is consistent
with a goal of encouraging liquidity
provision through pricing incentives,
because it provides a credit that is more
than twice as high as the base credit for
members that provide a relatively
modest level of liquidity (an average
daily volume of at least 25,000 shares)
and a credit more than three times
higher than the base credit for members
that provide a significant level of
liquidity (an average daily volume of at
least 1 million shares). Finally, BX
believes that the change is not
unreasonably discriminatory, because
liquidity provision benefits all market
participants by dampening price
volatility and because alternative means
of earning a $0.0014 per share credit
remain available.
BX believes that the decrease in the
credit for orders not qualifying for any
pricing tier is reasonable because it is a
decrease of only $0.0001 per share
executed. BX further believes that it is
consistent with an equitable allocation
of fees and is not unreasonably
discriminatory, because it is consistent
with the practice of all national
securities exchanges of providing
financial incentives to members to
provide liquidity or make significant
use of an exchange’s facilities, while
charging higher fees and/or providing
lower credits to less committed users.
BX believes that the proposed fee
decrease for midpoint pegged orders
and price increase for other forms of
non-displayed orders is reasonable
because in the first instance, fees are
being reduced, and in the second
instance, the increase is only $0.0007
per share executed. Moreover, the
increase is reasonable because members
may readily avoid it by using displayed
orders or midpoint pegged orders. BX
believes that the changes are consistent
with an equitable allocation of fees, and
are not unreasonably discriminatory,
VerDate Mar<15>2010
16:13 Feb 19, 2013
Jkt 229001
because the fees reflect a policy of using
fees to encourage greater use of
displayed orders, which benefit all
market participants by promoting
greater price discovery, as well as the
use of midpoint pegged orders, which
benefit other market participants by
providing price improvement.
Accordingly, BX believes that it is
equitable to charge the highest fees to
non-displayed, non-midpoint orders,
which provide the least benefits to other
market participants, while charging
lower fees to displayed orders, which
benefit the entire market by revealing
the price and size of trading interest,
and midpoint orders, which benefit
other participants by offering price
improvement. This approach is not
unfairly discriminatory because the
variation in fees is reasonably related to
valid market structure goals.
Finally, BX notes that it operates in a
highly competitive market in which
market participants can readily favor
competing venues if they deem fee
levels at a particular venue to be
excessive. In such an environment, BX
must continually adjust its fees to
remain competitive with other
exchanges and with alternative trading
systems that have been exempted from
compliance with the statutory standards
applicable to exchanges. The changes
reflect this environment because
although they reflect price increases, the
price increases are minor and are
designed to incentivize changes in
market participant behavior (i.e.,
encouraging greater use of BX’s router,
increased liquidity provision, and more
use of displayed and/or midpoint
pegged orders) rather than to impose
significantly higher costs on market
participants.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
BX does not believe that the proposed
rule change will result in any burden on
competition that is not necessary or
appropriate in furtherance of the
purposes of the Act, as amended.
Because the market for order execution
is extremely competitive, members may
readily opt to disfavor BX’s execution
and routing services if they believe that
alternatives offer them better value.
Although the proposed changes increase
fees or decrease credits in certain
respects, BX believes that these changes
do not impose any burden on
competition, since members may readily
favor other trading venues if they wish
to avoid these pricing changes.
Moreover, within the context of BX
pricing schedule, members may also
readily avoid the effect of the changes
by modifying the order types that they
PO 00000
Frm 00123
Fmt 4703
Sfmt 4703
use. Accordingly, the impact on the fees
actually paid by members is expected to
be minimal, and the change will not
impair the ability of members or
competing order execution venues to
maintain their competitive standing in
the financial markets.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 6 and paragraph (f) of Rule
19b-4 thereunder.7 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 email to rulecomments@sec.gov. Please include File
Number SR–BX–2013–011 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–BX–2013–011. 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
6 15
7 17
E:\FR\FM\20FEN1.SGM
U.S.C. 78s(b)(3)(a).
CFR 240.19b–4(f).
20FEN1
Federal Register / Vol. 78, No. 34 / Wednesday, February 20, 2013 / Notices
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 on official business
days between the hours of 10:00 a.m.
and 3:00 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–BX–
2013–011, and should be submitted on
or before March 13, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–03752 Filed 2–19–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68915; File No. SR–Phlx–
2013–14]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Extend the
Pilot Period of the Trading Pause for
Certain NMS Stocks
srobinson on DSK4SPTVN1PROD with NOTICES
February 13, 2013.
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
1, 2013, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
8 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Mar<15>2010
16:13 Feb 19, 2013
Jkt 229001
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to extend the
trading pause pilot in certain individual
NMS stocks when the price moves ten
percent or more in the preceding five
minute period, so that the pilot will
now expire on the earlier of the initial
date of operations of the Regulation
NMS Plan to Address Extraordinary
Market Volatility or February 4, 2014.
The text of the proposed rule change
is below. Proposed new language is
italicized; proposed deletions are in
brackets.
*
*
*
*
*
Rule 3100. Trading Halts on PSX
(a) Authority to Initiate Trading Halts
or Pauses
In circumstances in which the
Exchange deems it necessary to protect
investors and the public interest, and
pursuant to the procedures set forth in
paragraph (c):
(1)–(3) No change.
(4) If a primary listing market issues
an individual stock trading pause in any
of the Circuit Breaker Securities, as
defined herein, the Exchange will pause
trading in that security until trading has
resumed on the primary listing market.
If, however, trading has not resumed on
the primary listing market and ten
minutes have passed since the
individual stock trading pause message
has been received from the responsible
single plan processor, the Exchange may
resume trading in such stock. The
provisions of this paragraph (a)(4) shall
be in effect during a pilot set to end on
the earlier of the initial date of
operations of the Regulation NMS Plan
to Address Extraordinary Market
Volatility or February 4, 2014[3]. During
the pilot, the term ‘‘Circuit Breaker
Securities’’ shall mean any NMS stock
except rights and warrants.
(b)–(c) No change.
*
*
*
*
*
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 aspects of such
statements.
PO 00000
Frm 00124
Fmt 4703
Sfmt 4703
11937
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
On June 10, 2010, the Commission
granted accelerated approval for a pilot
period to end December 10, 2010 of
proposed rule changes submitted by the
BATS Exchange, Inc., NASDAQ OMX
BX, Inc., Chicago Board Options
Exchange, Incorporated, Chicago Stock
Exchange, Inc., EDGA Exchange, Inc.,
EDGX Exchange, Inc., International
Securities Exchange LLC, The NASDAQ
Stock Market LLC (‘‘NASDAQ’’), New
York Stock Exchange LLC (‘‘NYSE’’),
NYSE MKT LLC (‘‘NYSE MKT’’)
(formerly, NYSE Amex LLC), NYSE
Arca, Inc. (‘‘NYSE Arca’’), and National
Stock Exchange, Inc. (collectively, the
‘‘Exchanges’’), to pause trading during
periods of extraordinary market
volatility in S&P 500 stocks.3 The rules
require the Listing Markets 4 to issue
five-minute trading pauses for
individual securities for which they are
the primary Listing Market if the
transaction price of the security moves
ten percent or more from a price in the
preceding five-minute period. The
Listing Markets are required to notify
the other Exchanges and market
participants of the imposition of a
trading pause by immediately
disseminating a special indicator over
the consolidated tape. Under the rules,
once the Listing Market issues a trading
pause, the other Exchanges are required
to pause trading in the security on their
markets. On September 10, 2010, the
Commission approved the respective
rule filings of the Exchanges to expand
application of the pilot to securities
comprising the Russell 1000® Index and
specified Exchange Traded Products.5
In connection with its resumption of
trading of NMS Stocks through the
NASDAQ OMX PSX system, the
Exchange adopted Rule 3100(a)(4) so
that it could participate in the pilot
program.6 On September 29, 2010, the
Exchange amended Rule 3100(a)(4) to
include stocks comprising the Russell
1000® Index and specified Exchange
3 Securities Exchange Act Release No. 62252
(June 10, 2010), 75 FR 34186 (June 16, 2010).
4 The term ‘‘Listing Markets’’ refers collectively to
NYSE, NYSE MKT, NYSE Arca, and NASDAQ.
5 Securities Exchange Act Release No. 62884
(September 10, 2010), 75 FR 56618 (September 16,
2010).
6 Securities Exchange Act Release No. 62877
(September 9, 2010), 75 FR 56633 (September 16,
2010) (SR–Phlx–2010–79).
E:\FR\FM\20FEN1.SGM
20FEN1
Agencies
[Federal Register Volume 78, Number 34 (Wednesday, February 20, 2013)]
[Notices]
[Pages 11935-11937]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-03752]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68909; File No. SR-BX-2013-011]
Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change to Modify
BX's Fee Schedule Governing Order Execution
February 12, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(ldquo;Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on January 31, 2013, NASDAQ OMX BX, Inc. (``BX'' or the
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') a 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.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
BX proposes to modify BX's fee schedule governing order execution.
BX will implement the proposed change on February 1, 2013. The text of
the proposed rule change is available at https://nasdaqomxbx.cchwallstreet.com/, at BX's principal office, 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 III [sic] 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
BX is amending its fee schedule governing order execution. All of
the changes pertain to securities priced at $1 or more per share.
Currently, BX pays no credit with respect to orders that execute
against a midpoint pegged order; a credit of $0.0014 per share executed
for routable orders that access liquidity in BX (other than orders that
execute against a midpoint pegged order); a credit of $0.0014 per share
executed for orders that access liquidity if entered through a BX MPID
through which the member (i) accesses an average daily volume of 3.5
million or more shares of liquidity during the month, or (ii) provides
an average daily volume of 25,000 or more shares of liquidity during
the month (other than orders that execute against a midpoint pegged
order); and a credit of $0.0005 per share executed for all other orders
that access liquidity in BX. BX is making the following changes to
these fees:
Modifying the pricing tier that currently requires
providing an average daily volume of 25,000 or more shares of
liquidity, such that providing an average daily volume of 1 million or
more shares of liquidity would be required;
Instituting a new pricing tier under which a member would
receive a credit of $0.0010 per share executed for an order (other than
an order that executes against a midpoint pegged order) entered through
an MPID through which the member provides an average daily volume of at
least 25,000, but less than 1 million, shares of liquidity during the
month;
Decreasing the credit applicable to orders to which no
special credit applies from $0.0005 to $0.0004 per share executed.
As a result of the changes, the requirements for one of the means
by which a member may receive a credit of $0.0014 per share executed
will be increased. However, the remaining means of receiving this
credit, including use of routable orders, will remain unchanged.
Moreover, a new pricing tier is being created so that members that have
received this credit due to their levels of liquidity provision but
that do not qualify for the higher requirements will still receive a
credit of $0.0010 per share executed, a credit that is more than twice
as high as the base credit of $0.0004 per share executed.
Second, with respect to orders that provide liquidity, BX currently
charges $0.0015 per share executed for a displayed order entered by a
Qualified Liquidity Provider through a Qualified MPID; \3\ and $0.0018
per share executed for all other orders. BX is making the following
changes to these fees:
---------------------------------------------------------------------------
\3\ A Qualified Liquidity Provider is required to meet certain
standards with regard to volumes of liquidity accessed and provided.
A Qualified MPID is an MPID through which a Qualified Liquidity
Provider achieves certain requirements with respect to quoting at
the NBBO. See Rule 7018(a)(1) and (2).
---------------------------------------------------------------------------
For a midpoint pegged order that provides liquidity, BX
will charge $0.0015 per share executed. Midpoint pegged orders are non-
displayed orders that execute at the midpoint between the national best
bid and offer (``NBBO''), thereby providing price improvement to orders
that execute against them.
For other types of non-displayed orders, BX will charge
$0.0025 per share executed.
This change is similar in structure to pricing on The NASDAQ Stock
Market, where members that provide liquidity using midpoint pegged
orders receive a higher credit than with respect to other forms of non-
displayed orders. This pricing approach reflects the view that although
displayed orders are generally preferred to non-displayed orders
because they assist in price discovery, the use of midpoint orders
should also be encouraged through pricing incentives because they
provide price improvement.
2. Statutory Basis
BX believes that the proposed rule change is consistent with the
provisions of Section 6 of the Act,\4\ in general, and with Sections
6(b)(4) and (5) of the Act,\5\ in particular, in that it provides for
the equitable allocation of reasonable dues, fees and other charges
among members and issuers and other persons using any facility or
system which BX operates or
[[Page 11936]]
controls, and is not designed to permit unfair discrimination between
customers, issuers, brokers or dealers.
---------------------------------------------------------------------------
\4\ 15 U.S.C. 78f.
\5\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
BX believes that the modifications to pricing for members providing
significant liquidity (i.e., the creation of a new $0.0010 per share
executed credit tier and the increase in the requirements for
participation in the $0.0014 per share executed tier) are reasonable
because the resulting decrease in credits for a member that provides an
average daily volume of at least 25,000, but less than 1 million,
shares of liquidity will be a modest $0.0004 per share executed, and a
member affected by the change may still qualify for the $0.0014 per
share executed credit through other means. BX believes that the change
is consistent with an equitable allocation of fees because the change
is consistent with a goal of encouraging liquidity provision through
pricing incentives, because it provides a credit that is more than
twice as high as the base credit for members that provide a relatively
modest level of liquidity (an average daily volume of at least 25,000
shares) and a credit more than three times higher than the base credit
for members that provide a significant level of liquidity (an average
daily volume of at least 1 million shares). Finally, BX believes that
the change is not unreasonably discriminatory, because liquidity
provision benefits all market participants by dampening price
volatility and because alternative means of earning a $0.0014 per share
credit remain available.
BX believes that the decrease in the credit for orders not
qualifying for any pricing tier is reasonable because it is a decrease
of only $0.0001 per share executed. BX further believes that it is
consistent with an equitable allocation of fees and is not unreasonably
discriminatory, because it is consistent with the practice of all
national securities exchanges of providing financial incentives to
members to provide liquidity or make significant use of an exchange's
facilities, while charging higher fees and/or providing lower credits
to less committed users.
BX believes that the proposed fee decrease for midpoint pegged
orders and price increase for other forms of non-displayed orders is
reasonable because in the first instance, fees are being reduced, and
in the second instance, the increase is only $0.0007 per share
executed. Moreover, the increase is reasonable because members may
readily avoid it by using displayed orders or midpoint pegged orders.
BX believes that the changes are consistent with an equitable
allocation of fees, and are not unreasonably discriminatory, because
the fees reflect a policy of using fees to encourage greater use of
displayed orders, which benefit all market participants by promoting
greater price discovery, as well as the use of midpoint pegged orders,
which benefit other market participants by providing price improvement.
Accordingly, BX believes that it is equitable to charge the highest
fees to non-displayed, non-midpoint orders, which provide the least
benefits to other market participants, while charging lower fees to
displayed orders, which benefit the entire market by revealing the
price and size of trading interest, and midpoint orders, which benefit
other participants by offering price improvement. This approach is not
unfairly discriminatory because the variation in fees is reasonably
related to valid market structure goals.
Finally, BX notes that it operates in a highly competitive market
in which market participants can readily favor competing venues if they
deem fee levels at a particular venue to be excessive. In such an
environment, BX must continually adjust its fees to remain competitive
with other exchanges and with alternative trading systems that have
been exempted from compliance with the statutory standards applicable
to exchanges. The changes reflect this environment because although
they reflect price increases, the price increases are minor and are
designed to incentivize changes in market participant behavior (i.e.,
encouraging greater use of BX's router, increased liquidity provision,
and more use of displayed and/or midpoint pegged orders) rather than to
impose significantly higher costs on market participants.
B. Self-Regulatory Organization's Statement on Burden on Competition
BX does not believe that the proposed rule change will result in
any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act, as amended. Because the market
for order execution is extremely competitive, members may readily opt
to disfavor BX's execution and routing services if they believe that
alternatives offer them better value. Although the proposed changes
increase fees or decrease credits in certain respects, BX believes that
these changes do not impose any burden on competition, since members
may readily favor other trading venues if they wish to avoid these
pricing changes. Moreover, within the context of BX pricing schedule,
members may also readily avoid the effect of the changes by modifying
the order types that they use. Accordingly, the impact on the fees
actually paid by members is expected to be minimal, and the change will
not impair the ability of members or competing order execution venues
to maintain their competitive standing in the financial markets.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \6\ and paragraph (f) of Rule 19b-4
thereunder.\7\ 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.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78s(b)(3)(a).
\7\ 17 CFR 240.19b-4(f).
---------------------------------------------------------------------------
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-BX-2013-011 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-BX-2013-011. 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
[[Page 11937]]
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 on official business days between the hours of 10:00
a.m. and 3:00 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-BX-2013-011, and should be
submitted on or before March 13, 2013.
---------------------------------------------------------------------------
\8\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\8\
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-03752 Filed 2-19-13; 8:45 am]
BILLING CODE 8011-01-P