Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend the Fees Schedule, 16021-16023 [2013-05740]
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16021
Federal Register / Vol. 78, No. 49 / Wednesday, March 13, 2013 / Notices
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69064; File No. SR–CBOE–
2013–028]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend the Fees
Schedule
March 7, 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 March 1,
2013, Chicago Board Options Exchange,
Incorporated (the ‘‘Exchange’’ or
‘‘CBOE’’) filed with the Securities and
Exchange Commission (the
‘‘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.
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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
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
Volume Incentive Program (‘‘VIP’’).
First, the Exchange proposes to add a
column listing tier numbers for each
percentage threshold 3 in the VIP. The
lowest percentage threshold will be tier
1, the next will be tier 2, the next tier
3, and the highest percentage threshold
will be tier 4. Neither the percentage
threshold amounts nor the fee amounts
will change.4 The purpose of this
change is to make it easier to refer to the
different percentage thresholds.
Second, the Exchange proposes to
adopt a separate credit structure in its
VIP for complex orders. Specifically, all
complex orders in tiers 2–4 of the VIP
will accrue a per-contract credit of
$0.17. As such, the tiers, thresholds and
per-contract credits will be as follows:
Per contract
credit
(simple orders)
Percentage thresholds of national customer volume in multiply-listed options classes
(monthly)
Tier
1
2
3
4
The Exchange proposes to amend its
Fees Schedule. The text of the proposed
rule change is available on the
Exchange’s Web site (https://
www.cboe.com/AboutCBOE/CBOELegal
RegulatoryHome.aspx), at the
Exchange’s Office of the Secretary, and
at the Commission’s Public Reference
Room.
the most significant aspects of such
statements.
0%–0.75 ......................................................................................................................................................
Above 0.75%–2.00 .....................................................................................................................................
Above 2.00%–2.75 .....................................................................................................................................
Above 2.75 ..................................................................................................................................................
The purpose of this proposed change is
to incentivize the sending of complex
orders to the Exchange.
The Exchange also proposes to amend
the description of its SPX Tier
Appointment fee. Currently, the SPX
Tier Appointment fee is assessed to any
Market-Maker Trading Permit Holder
(‘‘MMTPH’’) that either (a) has an SPX
Tier Appointment at any time during a
calendar month; or (b) conducts any
open outcry transactions in SPX or SPX
Weeklys at any time during a calendar
month.5 However, recently, CBOE
Market-Maker firms have, in the process
of switching around the Market-Makers
to whom tier appointments are assigned,
briefly picked up SPX Tier
Appointments without the intention of
acting as a Market-Maker in SPX.
Nonetheless, even though such MarketMakers never engaged in SPX trading
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 The ‘‘percentage thresholds’’ refer to the column
of the VIP table in the Exchange Fees Schedule
entitled ‘‘Percentage Thresholds of National
Customer Volume in Multiply-Listed Options
Classes (Monthly)’’.
2 17
VerDate Mar<15>2010
17:11 Mar 12, 2013
Jkt 229001
during the month, because they had an
SPX Tier Appointment at any time
during the calendar month, they were
assessed the SPX Tier Appointment fee.
Since the SPX Tier Appointment fee is
intended to be assessed to MMTPHs
who actually act as Market-Makers in
SPX and engage in trading in SPX (as
opposed to those who briefly pick up an
SPX Tier Appointment), the Exchange
proposes to add the stipulation that, in
order for the SPX Tier Appointment to
be assessed, an MMTPH must have an
SPX Tier Appointment at any time
during a calendar month and trade at
least 100 SPX contracts while that
appointment is active (or conduct any
open outcry transactions in SPX or SPX
Weeklys at any time during a calendar
month; that stipulation is not being
amended). The 100-contract threshold
allows for the possibility of a very small,
4 The Commission notes that it understands the
Exchange to mean that the credit amounts in the
Exchange’s VIP for simple orders will not change
as a result of the new tier numbers.
5 See CBOE Fees Schedule, SPX Tier
Appointment fee description in the Trading Permit
and Tier Appointment Fees table.
PO 00000
Frm 00094
Fmt 4703
Sfmt 4703
$0.00
0.10
0.11
0.14
Per contract
credit
(complex
orders)
$0.00
0.17
0.17
0.17
unintentional SPX trade without
incurring the SPX Tier Appointment fee
(and is the same threshold used by the
Exchange for the VIX Tier Appointment
fee).6
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the Act
and the rules and regulations
thereunder applicable to the Exchange
and, in particular, the requirements of
Section 6(b) of the Act.7 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 8 requirements that the rules of
an exchange be designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in regulating, clearing, settling,
6 See CBOE Fees Schedule, VIX Tier
Appointment fee description in the Trading Permit
and Tier Appointment Fees table.
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(5).
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Federal Register / Vol. 78, No. 49 / Wednesday, March 13, 2013 / Notices
processing information with respect to,
and facilitation transactions in
securities, to remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest.
Adding a column listing tier numbers
for each percentage threshold is
intended to make it easier to refer to the
different percentage thresholds. This
should prevent any potential confusion,
thereby removing impediments to and
perfecting the mechanism of a free and
open market and a national market
system.
The Exchange also believes the
proposed rule change is consistent with
Section 6(b)(4) of the Act,9 which
requires that Exchange rules provide for
the equitable allocation of reasonable
dues, fees, and other charges among its
Trading Permit Holders and other
persons using its facilities. The
proposed adoption of a separate set of
VIP credits for complex orders is
reasonable because it provides for a
higher VIP credit for such orders than
previously existed. Providing a higher
credit for complex orders than for
simple orders, and providing a credit for
tiers 2–4 (and not tier 1), is equitable
and not unfairly discriminatory because
this is intended to incentivize the
sending of more complex orders to the
Exchange. This should provide greater
liquidity and trading opportunities, both
for market participants who send simple
orders to the Exchange (as simple orders
can trade with the legs of complex
orders) and for those who only reach
tier 1 of the VIP (indeed, this increased
volume may allow for such market
participants to reach the higher tiers in
the VIP). As such, the greater liquidity
and trading opportunities should benefit
not just public customers (whose orders
are the only ones that qualify for the
VIP) but all market participants.
The Exchange believes that
establishing the stipulation that a TPH
that does not conduct any open outcry
transactions in SPX or SPX Weeklys at
any time during a calendar month but
does have an SPX Tier Appointment at
any time during the calendar month will
only be assessed the SPX Tier
Appointment fee if such TPX also trades
at least 100 SPX contracts while that
appointment is active is reasonable
because it will prevent MMTPHs who
do not trade SPX or intend to trade SPX
from being assessed the SPX Tier
Appointment fee. This proposed change
is equitable and not unfairly
discriminatory for the same reason; the
SPX Tier Appointment fee is intended
9 15
U.S.C. 78f(b)(4).
VerDate Mar<15>2010
17:11 Mar 12, 2013
Jkt 229001
to be assessed to MMTPHs who act as
Market-Makers in SPX, not those who
accidentally pick up an SPX Tier
Appointment, and the proposed change
will prevent such MMTPHs from being
assessed the SPX Tier Appointment fee.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CBOE 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. The
Exchange does not believe that the
adoption of higher VIP credits for
complex orders will impose an
unnecessary burden on intramarket
competition because such credits will
apply to the same market participants as
the VIP previously applied (public
customers). Moreover, these higher
credits for complex orders are intended
to incentivize the sending of more
complex orders to the Exchange. This
should provide greater liquidity and
trading opportunities, both for market
participants who send simple orders to
the Exchange (as simple orders can
trade with the legs of complex orders)
and for those who only reach tier 1 of
the VIP (indeed, this increased volume
may allow for such market participants
to reach the higher tiers in the VIP). As
such, the greater liquidity and trading
opportunities should benefit not just
public customers, but all market
participants.
The Exchange does not believe that
the proposed change to adopt different,
higher VIP credits for complex orders
will impose an unnecessary burden on
intermarket competition. Indeed, the
proposed change should place the
Exchange on a better competitive
footing to attract complex orders, which
benefits market participants at other
exchanges by providing them with
another, more attractive exchange to
which to send complex orders. To the
extent that the proposed change is
attractive to such market participants on
other exchanges, they may always elect
to become CBOE market participants
and execute orders (complex and
simple) on CBOE. The Exchange does
not believe that the proposed change to
the SPX Tier Appointment fee
description will impose an unnecessary
burden on intramarket competition
because it will only apply to MMTPHs,
as they are the only market participants
to whom the SPX Tier Appointment fee
applies. The Exchange does not believe
that the proposed change to the SPX
Tier Appointment fee description will
impose an unnecessary burden on
intermarket competition because SPX is
PO 00000
Frm 00095
Fmt 4703
Sfmt 4703
only traded on CBOE, and the proposed
change only applies to CBOE MMTPHs.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange neither solicited nor
received comments on the proposed
rule change.
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 10 and paragraph (f) of Rule
19b–4 11 thereunder. At any time within
60 days of the filing of the proposed rule
change, the Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission will institute proceedings
to determine whether the proposed rule
change should be approved or
disapproved.
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–CBOE–2013–028 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–CBOE–2013–028. 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
10 15
11 17
E:\FR\FM\13MRN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
13MRN1
Federal Register / Vol. 78, No. 49 / Wednesday, March 13, 2013 / Notices
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 such
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–CBOE–
2013–028, and should be submitted on
or before April 3, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–05740 Filed 3–12–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69066; File No. SR–EDGA–
2013–10]
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
mstockstill on DSK4VPTVN1PROD with NOTICES
March 7, 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 March 1,
2013, EDGA Exchange, Inc. (the
‘‘Exchange’’ or ‘‘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
12 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
17:11 Mar 12, 2013
Jkt 229001
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
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
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 currently offers
Members a rebate of $0.0014 per share
for Members’ orders that route to
Nasdaq OMX BX, Inc. (‘‘BX’’) and
remove liquidity, yielding Flag C, in
securities priced at or above $1.00. The
Exchange proposes to decrease the
rebate from $0.0014 per share to $0.0010
per share in response to BX’s fee filing
that was effective February 1, 2013.4
Direct Edge ECN LLC (d/b/a DE Route)
(‘‘DE Route’’), the Exchange’s affiliated
routing broker-dealer, qualifies for BX’s
volume tiered rebate of $0.0010 per
share by adding an average of 25,000
shares but less than 1 million shares per
day.5 DE Route passes through the
rebate to the Exchange and the
Exchange, in turn, passes through the
rebate to its Members. The Exchange
notes that its proposal does not modify
the current rate of 0.10% of the dollar
3 As
defined in Exchange Rule 1.5(n).
Securities Exchange Act Release No. 68909
(February 12, 2013), 78 FR 11935 (February 20,
2013) (SR–BX–2013–011).
5 The Exchange notes that to the extent DE Route
does or does not achieve any volume tiered rebate
on BX, its rate for Flag C will not change.
4 See
PO 00000
Frm 00096
Fmt 4703
Sfmt 4703
16023
value of the transaction that it charges
Members for Flag C in securities priced
below $1.00 that route to BX and
remove liquidity.
The Exchange proposes to add a stepup tier to Footnote 4 of its fee schedule.
A Member, at a Market Participant
Identifier (‘‘MPID’’) level, will qualify
for the ‘‘Single MPID Step-up Add Tier’’
by posting more than .10% of the Total
Consolidated Volume (‘‘TCV’’), on a
daily basis, measured monthly, on
EDGA more than that MPID’s December
2012 added TCV (the ‘‘December
Baseline’’). The volume generated from
non-displayed flags that add liquidity
will count towards the Single MPID
Step-up Add Tier. If the MPID meets
this criterion, then the Exchange will
assess that MPID a reduced charge of
$0.0005 per share for Flags B, V, Y, 3
and 4 instead of its default rate of
$0.0006 per share.6 The Exchange notes
that where a MPID’s December Baseline
is zero, the Exchange will apply a
default baseline of 10 million shares.
The Exchange believes that the Single
MPID Step-up Add Tier will encourage
market participants to grow their
volume over an established baseline in
order to achieve the volume tiered
pricing. The Exchange notes that
Footnote 4 is already appended to Flags
B, V, Y, 3, and 4.
The Exchange proposes to implement
these amendments to its fee schedule on
March 1, 2013.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,7
in general, and furthers the objectives of
Section 6(b)(4),8 in particular, as it is
designed to provide for the equitable
allocation of reasonable dues, fees and
other charges among its Members and
other persons using its facilities.
The Exchange believes that its
proposal to pass through BX’s rebate of
$0.0010 per share for orders that route
6 Where ‘‘default’’ refers to the standard rate that
the Exchange charges its Members for orders that
add, remove, or route liquidity from the Exchange
absent Members qualifying for additional volume
tiered pricing. The Exchange maintains default rates
for securities at or above $1.00 and securities priced
below $1.00 for orders that add, remove, and route
liquidity. The Exchange notes that a Member may
qualify for a higher rebate if the Member satisfies
the volume tier requirements outlined in Footnotes
1, 2, 4, 6, 16 and 17 of the fee schedule for securities
priced at or above $1.00. The Exchange notes that
the volume from securities priced below $1.00
contributes toward volume tiered requirements for
securities priced at or above $1.00 as outlined in
Footnotes 1, 2, 4, 6, 16 and 17 of the fee schedule.
Unless otherwise stated in Footnotes 1 and 2 of the
fee schedule, the Exchange does not offer volume
tiered pricing for securities priced below $1.00.
7 15 U.S.C. 78f.
8 15 U.S.C. 78f(b)(4).
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Agencies
[Federal Register Volume 78, Number 49 (Wednesday, March 13, 2013)]
[Notices]
[Pages 16021-16023]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-05740]
[[Page 16021]]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69064; File No. SR-CBOE-2013-028]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Amend the Fees Schedule
March 7, 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 March 1, 2013, Chicago Board Options Exchange, Incorporated
(the ``Exchange'' or ``CBOE'') filed with the Securities and Exchange
Commission (the ``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.
---------------------------------------------------------------------------
\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
The Exchange proposes to amend its Fees Schedule. The text of the
proposed rule change is available on the Exchange's Web site (https://www.cboe.com/AboutCBOE/CBOELegalRegulatoryHome.aspx), at the Exchange's
Office of the Secretary, 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 aspects 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 amend its Volume Incentive Program
(``VIP''). First, the Exchange proposes to add a column listing tier
numbers for each percentage threshold \3\ in the VIP. The lowest
percentage threshold will be tier 1, the next will be tier 2, the next
tier 3, and the highest percentage threshold will be tier 4. Neither
the percentage threshold amounts nor the fee amounts will change.\4\
The purpose of this change is to make it easier to refer to the
different percentage thresholds.
---------------------------------------------------------------------------
\3\ The ``percentage thresholds'' refer to the column of the VIP
table in the Exchange Fees Schedule entitled ``Percentage Thresholds
of National Customer Volume in Multiply-Listed Options Classes
(Monthly)''.
\4\ The Commission notes that it understands the Exchange to
mean that the credit amounts in the Exchange's VIP for simple orders
will not change as a result of the new tier numbers.
---------------------------------------------------------------------------
Second, the Exchange proposes to adopt a separate credit structure
in its VIP for complex orders. Specifically, all complex orders in
tiers 2-4 of the VIP will accrue a per-contract credit of $0.17. As
such, the tiers, thresholds and per-contract credits will be as
follows:
------------------------------------------------------------------------
Percentage thresholds of Per contract Per contract
national customer volume credit credit
Tier in multiply-listed options (simple (complex
classes (monthly) orders) orders)
------------------------------------------------------------------------
1........... 0%-0.75................... $0.00 $0.00
2........... Above 0.75%-2.00.......... 0.10 0.17
3........... Above 2.00%-2.75.......... 0.11 0.17
4........... Above 2.75................ 0.14 0.17
------------------------------------------------------------------------
The purpose of this proposed change is to incentivize the sending of
complex orders to the Exchange.
The Exchange also proposes to amend the description of its SPX Tier
Appointment fee. Currently, the SPX Tier Appointment fee is assessed to
any Market-Maker Trading Permit Holder (``MMTPH'') that either (a) has
an SPX Tier Appointment at any time during a calendar month; or (b)
conducts any open outcry transactions in SPX or SPX Weeklys at any time
during a calendar month.\5\ However, recently, CBOE Market-Maker firms
have, in the process of switching around the Market-Makers to whom tier
appointments are assigned, briefly picked up SPX Tier Appointments
without the intention of acting as a Market-Maker in SPX. Nonetheless,
even though such Market-Makers never engaged in SPX trading during the
month, because they had an SPX Tier Appointment at any time during the
calendar month, they were assessed the SPX Tier Appointment fee. Since
the SPX Tier Appointment fee is intended to be assessed to MMTPHs who
actually act as Market-Makers in SPX and engage in trading in SPX (as
opposed to those who briefly pick up an SPX Tier Appointment), the
Exchange proposes to add the stipulation that, in order for the SPX
Tier Appointment to be assessed, an MMTPH must have an SPX Tier
Appointment at any time during a calendar month and trade at least 100
SPX contracts while that appointment is active (or conduct any open
outcry transactions in SPX or SPX Weeklys at any time during a calendar
month; that stipulation is not being amended). The 100-contract
threshold allows for the possibility of a very small, unintentional SPX
trade without incurring the SPX Tier Appointment fee (and is the same
threshold used by the Exchange for the VIX Tier Appointment fee).\6\
---------------------------------------------------------------------------
\5\ See CBOE Fees Schedule, SPX Tier Appointment fee description
in the Trading Permit and Tier Appointment Fees table.
\6\ See CBOE Fees Schedule, VIX Tier Appointment fee description
in the Trading Permit and Tier Appointment Fees table.
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Act and the rules and regulations thereunder applicable to the
Exchange and, in particular, the requirements of Section 6(b) of the
Act.\7\ Specifically, the Exchange believes the proposed rule change is
consistent with the Section 6(b)(5) \8\ requirements that the rules of
an exchange be designed to prevent fraudulent and manipulative acts and
practices, to promote just and equitable principles of trade, to foster
cooperation and coordination with persons engaged in regulating,
clearing, settling,
[[Page 16022]]
processing information with respect to, and facilitation transactions
in securities, to remove impediments to and perfect the mechanism of a
free and open market and a national market system, and, in general, to
protect investors and the public interest. Adding a column listing tier
numbers for each percentage threshold is intended to make it easier to
refer to the different percentage thresholds. This should prevent any
potential confusion, thereby removing impediments to and perfecting the
mechanism of a free and open market and a national market system.
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(5).
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The Exchange also believes the proposed rule change is consistent
with Section 6(b)(4) of the Act,\9\ which requires that Exchange rules
provide for the equitable allocation of reasonable dues, fees, and
other charges among its Trading Permit Holders and other persons using
its facilities. The proposed adoption of a separate set of VIP credits
for complex orders is reasonable because it provides for a higher VIP
credit for such orders than previously existed. Providing a higher
credit for complex orders than for simple orders, and providing a
credit for tiers 2-4 (and not tier 1), is equitable and not unfairly
discriminatory because this is intended to incentivize the sending of
more complex orders to the Exchange. This should provide greater
liquidity and trading opportunities, both for market participants who
send simple orders to the Exchange (as simple orders can trade with the
legs of complex orders) and for those who only reach tier 1 of the VIP
(indeed, this increased volume may allow for such market participants
to reach the higher tiers in the VIP). As such, the greater liquidity
and trading opportunities should benefit not just public customers
(whose orders are the only ones that qualify for the VIP) but all
market participants.
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\9\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that establishing the stipulation that a TPH
that does not conduct any open outcry transactions in SPX or SPX
Weeklys at any time during a calendar month but does have an SPX Tier
Appointment at any time during the calendar month will only be assessed
the SPX Tier Appointment fee if such TPX also trades at least 100 SPX
contracts while that appointment is active is reasonable because it
will prevent MMTPHs who do not trade SPX or intend to trade SPX from
being assessed the SPX Tier Appointment fee. This proposed change is
equitable and not unfairly discriminatory for the same reason; the SPX
Tier Appointment fee is intended to be assessed to MMTPHs who act as
Market-Makers in SPX, not those who accidentally pick up an SPX Tier
Appointment, and the proposed change will prevent such MMTPHs from
being assessed the SPX Tier Appointment fee.
B. Self-Regulatory Organization's Statement on Burden on Competition
CBOE 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. The Exchange does not believe
that the adoption of higher VIP credits for complex orders will impose
an unnecessary burden on intramarket competition because such credits
will apply to the same market participants as the VIP previously
applied (public customers). Moreover, these higher credits for complex
orders are intended to incentivize the sending of more complex orders
to the Exchange. This should provide greater liquidity and trading
opportunities, both for market participants who send simple orders to
the Exchange (as simple orders can trade with the legs of complex
orders) and for those who only reach tier 1 of the VIP (indeed, this
increased volume may allow for such market participants to reach the
higher tiers in the VIP). As such, the greater liquidity and trading
opportunities should benefit not just public customers, but all market
participants.
The Exchange does not believe that the proposed change to adopt
different, higher VIP credits for complex orders will impose an
unnecessary burden on intermarket competition. Indeed, the proposed
change should place the Exchange on a better competitive footing to
attract complex orders, which benefits market participants at other
exchanges by providing them with another, more attractive exchange to
which to send complex orders. To the extent that the proposed change is
attractive to such market participants on other exchanges, they may
always elect to become CBOE market participants and execute orders
(complex and simple) on CBOE. The Exchange does not believe that the
proposed change to the SPX Tier Appointment fee description will impose
an unnecessary burden on intramarket competition because it will only
apply to MMTPHs, as they are the only market participants to whom the
SPX Tier Appointment fee applies. The Exchange does not believe that
the proposed change to the SPX Tier Appointment fee description will
impose an unnecessary burden on intermarket competition because SPX is
only traded on CBOE, and the proposed change only applies to CBOE
MMTPHs.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange neither solicited nor received comments on the
proposed rule change.
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 \10\ and paragraph (f) of Rule 19b-4 \11\
thereunder. At any time within 60 days of the filing of the proposed
rule change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission will institute proceedings to
determine whether the proposed rule change should be approved or
disapproved.
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\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 17 CFR 240.19b-4(f).
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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-CBOE-2013-028 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-CBOE-2013-028. 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
[[Page 16023]]
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 such 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-CBOE-2013-028, and should be
submitted on or before April 3, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
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\12\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-05740 Filed 3-12-13; 8:45 am]
BILLING CODE 8011-01-P