Self-Regulatory Organizations; Miami International Securities Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Establish an Administrative Information Subscriber (AIS) and AIS Port Fees, 21661-21663 [2013-08487]
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Federal Register / Vol. 78, No. 70 / Thursday, April 11, 2013 / Notices
This will allow the Commission, the
Exchange, and other interested parties
to evaluate the quality of the options
markets during Limit States and
Straddle States and to assess whether
the additional protections noted by the
Exchange are sufficient safeguards
against the submission of erroneous
trades, and whether the Exchange’s
proposal appropriately balances the
protection afforded to an erroneous
order sender against the potential
hazards associated with providing
market participants additional time to
review trades submitted during a Limit
State or Straddle State.
In addition, the Commission finds
good cause, pursuant to Section 19(b)(2)
of the Act 25 for approving the proposed
rule change on an accelerated basis.
This proposal is related to the Plan,
which will become operative on April 8,
2013. Without accelerated approval, the
proposed rule change would take effect
after the Plan’s implementation date.
Accordingly, the Commission finds that
good cause exists for approving the
proposed rule change, as modified by
Amendments Nos. 1 and 2, on an
accelerated basis.
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act 26 that the
proposed rule change (SR–ISE–2013–
22), as modified by Amendments Nos. 1
and 2, is approved on an accelerated
basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.27
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–08471 Filed 4–10–13; 8:45 am]
TKELLEY on DSK3SPTVN1PROD with NOTICES
BILLING CODE 8011–01–P
variable for whether those options outlined above
have a price change exceeding 30% during the
underlying stock’s Limit State or Straddle State
compared to the last available option price as
reported by OPRA before the start of the Limit or
Straddle state (1 if observe 30% and 0 otherwise),
and another indicator variable for whether the
option price within five minutes of the underlying
stock leaving the Limit State or Straddle State (or
halt if applicable) is 30% away from the price
before the start of the Limit State or Straddle State.
See ISE Letter, supra note 7.
25 15 U.S.C. 78s(b)(2).
26 15 U.S.C. 78f(b)(2).
27 17 CFR 200.30–3(a)(12).
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69320; File No. SR–MIAX–
2013–13]
Self-Regulatory Organizations; Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Establish an Administrative
Information Subscriber (AIS) and AIS
Port Fees
April 5, 2013.
Pursuant to the provisions of Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 notice is hereby given that
on March 25, 2013, Miami International
Securities Exchange LLC (‘‘MIAX’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) a 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 is filing a proposal to
amend the MIAX Options Fee Schedule
(the ‘‘Fee Schedule’’) to add a new
category of MIAX participant, an
Administrative Information Subscriber,
as defined below, and to establish
testing and AIS Port Fees for such new
participants who wish to receive
administrative information (described
more fully below) via connectivity with
the MIAX System. The Exchange also
proposes technical amendments to the
Fee Schedule as described below.
While changes to the Fee Schedule
pursuant to this proposal are effective
upon filing, the Exchange has
designated these changes to be operative
on April 1, 2013.
The text of the proposed rule change
is provided in Exhibit 5. The text of the
proposed rule change is also available
on the Exchange’s Web site at https://
www.miaxoptions.com/filter/wotitle/
rule_filing, at MIAX’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
Exchange included statements
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00072
Fmt 4703
21661
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 purpose of the proposed rule
change is to amend the MIAX Options
Fee Schedule (the ‘‘Fee Schedule’’) to
add a new category of MIAX participant,
an Administrative Information
Subscriber (‘‘AIS’’), as defined below,
and to establish testing and AIS Port
Fees for such new participants who
wish to receive administrative
information (described more fully
below) via connectivity with the MIAX
System.
Concurrently with the instant
proposal, the Exchange filed a proposed
rule change to establish fees for
distributors of the MIAX Top of Market
data product (‘‘ToM’’).3 ToM provides
distributors with a direct data feed that
includes the Exchange’s best bid and
offer, with aggregate size, and last sale
information, based on displayable order
and quoting interest on the Exchange.
In addition to MIAX’s best bid and
offer, with aggregate size and last sale
information, distributors that subscribe
to ToM also receive: opening imbalance
condition information; opening routing
information; Expanded Quote Range 4
information, as provided in MIAX Rule
503(f)(5); Post-Halt Notification,5 as
provided in MIAX Rule 504(d); and
Liquidity Refresh 6 condition
3 See
SR–MIAX–2013–14.
there is an imbalance at the price at
which the maximum number of contracts can trade
that is also at or within the highest valid width
quote bid and lowest valid width quote offer, the
System will calculate an Expanded Quote Range
(‘‘EQR’’). The EQR will be recalculated any time a
Route Timer or Imbalance Timer expires if material
conditions of the market (imbalance size, ABBO
price or size, liquidity price or size, etc.) have
changed during the timer. Once calculated, the EQR
will represent the limits of the range in which
transactions may occur during the opening process.
See Exchange Rule 503(f)(5).
5 After the Exchange has determined to end a
trading system halt, the System will broadcast to
subscribers of the Exchange’s data feeds, a Post-Halt
Notification. See Exchange Rule 504(d).
6 If a Market Maker quote was all or part of the
MIAX Best Bid or Offer (‘‘MBBO’’) and the Market
Maker’s quote was exhausted by the partial
execution of the initiating order, the System will
4 Where
Continued
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Federal Register / Vol. 78, No. 70 / Thursday, April 11, 2013 / Notices
information, as provided in MIAX Rule
515(c)(1)(iii)(A). This additional
information (the ‘‘administrative
information’’) is included in the ToM
feed and is not top of market
information. The administrative
information is also currently available to
MIAX Market Makers via connectivity
with the MIAX Express Interface
(‘‘MEI’’),7 for which they are assessed
connectivity fees.
In order to accommodate those who
wish to receive the administrative
information but who do not wish to
subscribe to the ToM product or register
as a MIAX Market Maker, the Exchange
will make the administrative
information available to any participant
via connectivity with an AIS Port, as
described below.
AIS
An AIS is a market participant that
connects with the MIAX System for
purposes of receiving the administrative
information described above. Thus, an
AIS that elects not to receive the top of
market data through a subscription to
ToM or act as a MIAX Market Maker
will be able receive [sic] the
administrative information via
connectivity to the MIAX System
through an AIS Port.8
TKELLEY on DSK3SPTVN1PROD with NOTICES
API Testing and Certification Fee
An AIS, whether a MIAX Member or
non-Member, will be assessed a onetime Application Programming Interface
(‘‘API’’) Testing and Certification fee of
$1,000.00. An API makes it possible for
Member or non-Member software to
communicate with Exchange software
applications, and is subject to Member
testing with, and certification by, the
Exchange. The fee represents costs
incurred by the Exchange as it works
with each Member while testing and
certifying that the Member’s software
systems communicate properly with
MIAX.
The Exchange proposes a lower API
Testing and Certification Fee for an AIS
than that which is already in place for
other participants such as Third Party
Vendors and Market Makers who are
subscribers of MIAX’s market and other
data feeds. The higher fee charged to
such participants reflects the greater
amount of time spent by MIAX
pause the market for a time period not to exceed
one second to allow additional orders or quotes
refreshing the liquidity at the MBBO to be received
(‘‘liquidity refresh pause’’). See Exchange Rule
515(c)(1)(iii)(A).
7 An MEI Port provides a Market Maker with the
connectivity necessary to submit electronic quotes
to the MIAX System.
8 An AIS Port provides an AIS with the
connectivity necessary to receive the administrative
information from the MIAX System.
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employees testing and certifying them
due to the additional testing complexity
of those feeds or configurations. Also,
because third party vendors are
redistributing data and reselling services
to other market participants, the number
and types of scenarios that need to be
tested are more numerous and complex
than those tested and certified for an
AIS. Therefore, the Exchange believes
that the proposed $1,000 API Testing
and Certification Fee for an AIS is
reasonable and not unfairly
discriminatory.
Monthly System Connectivity Fees
MIAX will assess a monthly Network
Connectivity Fee of $1,000.00 for a one
Gigabit connection, and $5,000.00 for a
ten Gigabit connection to an AIS,
whether such AIS is a MIAX Member or
non-Member. Respecting Members, the
Exchange charges the same monthly
Network Connectivity Fee to all
individual firms, which would include
an AIS. Respecting non-Members, the
Exchange charges Service Bureaus 9 and
Extranet Providers a higher fee of
$2,000.00 for a one Gigabit connection,
and $10,000.00 for a ten Gigabit
connection.
MIAX proposes to assess a lower fee
to an AIS than to non-Member Service
Bureaus and Extranet Providers to
reflect the fact that Service Bureaus and
Extranet Providers serve as conduits to
MIAX Members that do not have their
own proprietary systems or do not
directly connect to MIAX. The Service
Bureaus and Extranet Providers recover
the cost of the MIAX Network
Connectivity fee from their customers,
resulting in a lower overall fee to an
AIS.
The Member Network Connectivity
fee will be pro-rated for a new AIS
Member or non-Member connecting to
the MIAX System based on the number
of trading days on which the AIS
received administrative information by
way of connectivity with MIAX, divided
by the total number of trading days in
such month, multiplied by the monthly
rate.
Port Fees
The Exchange will assess monthly
AIS Port Fees for the use of AIS Ports,
which provide an AIS with the
connectivity necessary to receive the
administrative information from the
MIAX System.
The Exchange will assess monthly
AIS Port fees based upon the number of
9 A Service Bureau is a technology provider that
offers and supplies technology and technology
services to a trading firm that does not have its own
proprietary system.
PO 00000
Frm 00073
Fmt 4703
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Exchange matching engines 10 to which
an AIS connects. An AIS will be
allocated two AIS ports for each
matching engine they use. For example,
an AIS that wishes to receive
administrative information in just one
symbol would require the two AIS ports
in a single matching engine; an AIS
wishing to receive the administrative
information in all symbols traded on the
Exchange would require the two AIS
Ports in each of the Exchange’s
matching engines.
The Exchange will assess a monthly
AIS Port fee of $1,000.00 to an AIS for
the first matching engine on which an
AIS has the two ports, $250.00 each for
the second through fifth matching
engines on which the AIS has the two
ports, and $125.00 each for the sixth
matching engine and any additional
matching engines on which the AIS has
the two ports.
The Exchange proposes to assess
lower AIS Port Fees than it assesses for
Market Maker MEI Port Fees because
Market Makers will use the MEI
connectivity to submit quotes, whereas
an AIS will not. The higher charge for
MEI Port Fees reflects the greater
amount of Exchange infrastructure that
will be used by Market Makers in
submitting quotes as compared to the
infrastructure needed by an AIS (who
will not submit quotes), and the greater
amount of time spent by MIAX
employees engaged in support,
maintenance, quality control and other
services on behalf of Market Makers.
Technical Amendments to the Fee
Schedule
The Exchange also proposes a
technical amendment to the Fee
Schedule by deleting obsolete
provisions stating that monthly FIX,
MEI, fees and MIAX Member Participant
Identifier (‘‘MPID’’) fees will be in effect
beginning January 1, 2013, and stating
that Clearing Trade Drop Port Fees will
be Effective February 1, 2013. The
Exchange also proposes to delete
language from the Fee Schedule that
states that MEI Port fees will be capped
at $1,000 per month per Market Maker
until the first full calendar month
during which the Exchange lists and
trades options overlying at least 100
10 A ‘‘matching engine’’ is a part of the MIAX
electronic system that processes options quotes and
trades on a symbol-by-symbol basis. Some matching
engines process option classes with multiple root
symbols, and other matching engines are dedicated
to one single option root symbol (for example,
options on SPY are processed by one single
matching engine that is dedicated only to SPY
options). A particular root symbol may only be
assigned to a single designated matching engine. A
particular root symbol may not be assigned to
multiple matching engines.
E:\FR\FM\11APN1.SGM
11APN1
Federal Register / Vol. 78, No. 70 / Thursday, April 11, 2013 / Notices
underlying securities. The January 1,
2013 and February 1, 2013 effective
dates are no longer relevant, and the
Exchange currently lists and trades
options overlying more than 100
underlying securities, thus obviating the
need for this provision.
2. Statutory Basis
The Exchange believes that its
proposal to amend its Fee Schedule is
consistent with Section 6(b) of the Act 11
in general, and furthers the objectives of
Section 6(b)(4) and 6(b)(5) of the Act 12
in particular, in that it is an equitable
allocation of reasonable fees and other
charges.
An AIS may access the same
administrative information as any other
participant that connects with the MIAX
System. Currently, MIAX assesses
monthly MEI Port Fees on Market
Makers as set forth in the Fee Schedule.
An MEI Port provides a Marker Maker
with necessary connectivity to submit
quotes. The Exchange believes that the
proposed testing, connectivity and AIS
Port fees to AIS’ is reasonable and not
unfairly discriminatory because an AIS
will still require connectivity in order to
receive the administrative information,
necessitating Exchange expense for
servers, configuration, testing, power,
maintenance, and quality control,
among other things, that is incurred for
anyone connecting to the MIAX System.
The Exchange further believes that the
proposed lower monthly AIS Port Fees
are equitable and not unfairly
discriminatory because of the reduced
Exchange expense for servers,
configuration, testing, power,
maintenance, and quality control that is
required for an AIS connecting to an
`
AIS Port vis-a-vis Market Makers
connecting with the MIAX System
through the MEI Port.
TKELLEY on DSK3SPTVN1PROD with NOTICES
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 not
necessary or appropriate in furtherance
of the purposes of the Act. On the
contrary, because an AIS will only
receive administrative information via
the AIS Port, and will not submit
competing quotes with MIAX Market
Makers or other market participants, the
Exchange believes that the proposed
rule change will have no effect on
competition in the markets.
U.S.C. 78f(b).
12 15 U.S.C. 78f(b)(4) and (5).
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)(ii) of the Act.13 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 shall
institute proceedings to determine
whether the proposed rule 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–MIAX–2013–13 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–MIAX–2013–13. 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
11 15
VerDate Mar<15>2010
17:37 Apr 10, 2013
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–MIAX–
2013–13 and should be submitted on or
before May 2, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–08487 Filed 4–10–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69308; File No. SR–
NASDAQ–2013–057]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change To Amend
Rule 7018 To Establish Fees and
Rebates in Connection With
NASDAQ’s Retail Price Improvement
(‘‘RPI’’) Program
April 4, 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 27,
2013, The NASDAQ Stock Market LLC
(‘‘Exchange’’ or ‘‘NASDAQ’’) 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.
14 17
CFR 200.30–3(a)(12).
U.S.C.78s(b)(1).
2 17 CFR 240.19b–4.
1 15
13 15
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U.S.C. 78s(b)(3)(A)(ii).
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E:\FR\FM\11APN1.SGM
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Agencies
[Federal Register Volume 78, Number 70 (Thursday, April 11, 2013)]
[Notices]
[Pages 21661-21663]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-08487]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69320; File No. SR-MIAX-2013-13]
Self-Regulatory Organizations; Miami International Securities
Exchange LLC; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Establish an Administrative Information
Subscriber (AIS) and AIS Port Fees
April 5, 2013.
Pursuant to the provisions of Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice
is hereby given that on March 25, 2013, Miami International Securities
Exchange LLC (``MIAX'' or ``Exchange'') filed with the Securities and
Exchange Commission (``Commission'') a 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 Substance
of the Proposed Rule Change
The Exchange is filing a proposal to amend the MIAX Options Fee
Schedule (the ``Fee Schedule'') to add a new category of MIAX
participant, an Administrative Information Subscriber, as defined
below, and to establish testing and AIS Port Fees for such new
participants who wish to receive administrative information (described
more fully below) via connectivity with the MIAX System. The Exchange
also proposes technical amendments to the Fee Schedule as described
below.
While changes to the Fee Schedule pursuant to this proposal are
effective upon filing, the Exchange has designated these changes to be
operative on April 1, 2013.
The text of the proposed rule change is provided in Exhibit 5. The
text of the proposed rule change is also available on the Exchange's
Web site at https://www.miaxoptions.com/filter/wotitle/rule_filing, at
MIAX'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 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 purpose of the proposed rule change is to amend the MIAX
Options Fee Schedule (the ``Fee Schedule'') to add a new category of
MIAX participant, an Administrative Information Subscriber (``AIS''),
as defined below, and to establish testing and AIS Port Fees for such
new participants who wish to receive administrative information
(described more fully below) via connectivity with the MIAX System.
Concurrently with the instant proposal, the Exchange filed a
proposed rule change to establish fees for distributors of the MIAX Top
of Market data product (``ToM'').\3\ ToM provides distributors with a
direct data feed that includes the Exchange's best bid and offer, with
aggregate size, and last sale information, based on displayable order
and quoting interest on the Exchange.
---------------------------------------------------------------------------
\3\ See SR-MIAX-2013-14.
---------------------------------------------------------------------------
In addition to MIAX's best bid and offer, with aggregate size and
last sale information, distributors that subscribe to ToM also receive:
opening imbalance condition information; opening routing information;
Expanded Quote Range \4\ information, as provided in MIAX Rule
503(f)(5); Post-Halt Notification,\5\ as provided in MIAX Rule 504(d);
and Liquidity Refresh \6\ condition
[[Page 21662]]
information, as provided in MIAX Rule 515(c)(1)(iii)(A). This
additional information (the ``administrative information'') is included
in the ToM feed and is not top of market information. The
administrative information is also currently available to MIAX Market
Makers via connectivity with the MIAX Express Interface (``MEI''),\7\
for which they are assessed connectivity fees.
---------------------------------------------------------------------------
\4\ Where there is an imbalance at the price at which the
maximum number of contracts can trade that is also at or within the
highest valid width quote bid and lowest valid width quote offer,
the System will calculate an Expanded Quote Range (``EQR''). The EQR
will be recalculated any time a Route Timer or Imbalance Timer
expires if material conditions of the market (imbalance size, ABBO
price or size, liquidity price or size, etc.) have changed during
the timer. Once calculated, the EQR will represent the limits of the
range in which transactions may occur during the opening process.
See Exchange Rule 503(f)(5).
\5\ After the Exchange has determined to end a trading system
halt, the System will broadcast to subscribers of the Exchange's
data feeds, a Post-Halt Notification. See Exchange Rule 504(d).
\6\ If a Market Maker quote was all or part of the MIAX Best Bid
or Offer (``MBBO'') and the Market Maker's quote was exhausted by
the partial execution of the initiating order, the System will pause
the market for a time period not to exceed one second to allow
additional orders or quotes refreshing the liquidity at the MBBO to
be received (``liquidity refresh pause''). See Exchange Rule
515(c)(1)(iii)(A).
\7\ An MEI Port provides a Market Maker with the connectivity
necessary to submit electronic quotes to the MIAX System.
---------------------------------------------------------------------------
In order to accommodate those who wish to receive the
administrative information but who do not wish to subscribe to the ToM
product or register as a MIAX Market Maker, the Exchange will make the
administrative information available to any participant via
connectivity with an AIS Port, as described below.
AIS
An AIS is a market participant that connects with the MIAX System
for purposes of receiving the administrative information described
above. Thus, an AIS that elects not to receive the top of market data
through a subscription to ToM or act as a MIAX Market Maker will be
able receive [sic] the administrative information via connectivity to
the MIAX System through an AIS Port.\8\
---------------------------------------------------------------------------
\8\ An AIS Port provides an AIS with the connectivity necessary
to receive the administrative information from the MIAX System.
---------------------------------------------------------------------------
API Testing and Certification Fee
An AIS, whether a MIAX Member or non-Member, will be assessed a
one-time Application Programming Interface (``API'') Testing and
Certification fee of $1,000.00. An API makes it possible for Member or
non-Member software to communicate with Exchange software applications,
and is subject to Member testing with, and certification by, the
Exchange. The fee represents costs incurred by the Exchange as it works
with each Member while testing and certifying that the Member's
software systems communicate properly with MIAX.
The Exchange proposes a lower API Testing and Certification Fee for
an AIS than that which is already in place for other participants such
as Third Party Vendors and Market Makers who are subscribers of MIAX's
market and other data feeds. The higher fee charged to such
participants reflects the greater amount of time spent by MIAX
employees testing and certifying them due to the additional testing
complexity of those feeds or configurations. Also, because third party
vendors are redistributing data and reselling services to other market
participants, the number and types of scenarios that need to be tested
are more numerous and complex than those tested and certified for an
AIS. Therefore, the Exchange believes that the proposed $1,000 API
Testing and Certification Fee for an AIS is reasonable and not unfairly
discriminatory.
Monthly System Connectivity Fees
MIAX will assess a monthly Network Connectivity Fee of $1,000.00
for a one Gigabit connection, and $5,000.00 for a ten Gigabit
connection to an AIS, whether such AIS is a MIAX Member or non-Member.
Respecting Members, the Exchange charges the same monthly Network
Connectivity Fee to all individual firms, which would include an AIS.
Respecting non-Members, the Exchange charges Service Bureaus \9\ and
Extranet Providers a higher fee of $2,000.00 for a one Gigabit
connection, and $10,000.00 for a ten Gigabit connection.
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\9\ A Service Bureau is a technology provider that offers and
supplies technology and technology services to a trading firm that
does not have its own proprietary system.
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MIAX proposes to assess a lower fee to an AIS than to non-Member
Service Bureaus and Extranet Providers to reflect the fact that Service
Bureaus and Extranet Providers serve as conduits to MIAX Members that
do not have their own proprietary systems or do not directly connect to
MIAX. The Service Bureaus and Extranet Providers recover the cost of
the MIAX Network Connectivity fee from their customers, resulting in a
lower overall fee to an AIS.
The Member Network Connectivity fee will be pro-rated for a new AIS
Member or non-Member connecting to the MIAX System based on the number
of trading days on which the AIS received administrative information by
way of connectivity with MIAX, divided by the total number of trading
days in such month, multiplied by the monthly rate.
Port Fees
The Exchange will assess monthly AIS Port Fees for the use of AIS
Ports, which provide an AIS with the connectivity necessary to receive
the administrative information from the MIAX System.
The Exchange will assess monthly AIS Port fees based upon the
number of Exchange matching engines \10\ to which an AIS connects. An
AIS will be allocated two AIS ports for each matching engine they use.
For example, an AIS that wishes to receive administrative information
in just one symbol would require the two AIS ports in a single matching
engine; an AIS wishing to receive the administrative information in all
symbols traded on the Exchange would require the two AIS Ports in each
of the Exchange's matching engines.
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\10\ A ``matching engine'' is a part of the MIAX electronic
system that processes options quotes and trades on a symbol-by-
symbol basis. Some matching engines process option classes with
multiple root symbols, and other matching engines are dedicated to
one single option root symbol (for example, options on SPY are
processed by one single matching engine that is dedicated only to
SPY options). A particular root symbol may only be assigned to a
single designated matching engine. A particular root symbol may not
be assigned to multiple matching engines.
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The Exchange will assess a monthly AIS Port fee of $1,000.00 to an
AIS for the first matching engine on which an AIS has the two ports,
$250.00 each for the second through fifth matching engines on which the
AIS has the two ports, and $125.00 each for the sixth matching engine
and any additional matching engines on which the AIS has the two ports.
The Exchange proposes to assess lower AIS Port Fees than it
assesses for Market Maker MEI Port Fees because Market Makers will use
the MEI connectivity to submit quotes, whereas an AIS will not. The
higher charge for MEI Port Fees reflects the greater amount of Exchange
infrastructure that will be used by Market Makers in submitting quotes
as compared to the infrastructure needed by an AIS (who will not submit
quotes), and the greater amount of time spent by MIAX employees engaged
in support, maintenance, quality control and other services on behalf
of Market Makers.
Technical Amendments to the Fee Schedule
The Exchange also proposes a technical amendment to the Fee
Schedule by deleting obsolete provisions stating that monthly FIX, MEI,
fees and MIAX Member Participant Identifier (``MPID'') fees will be in
effect beginning January 1, 2013, and stating that Clearing Trade Drop
Port Fees will be Effective February 1, 2013. The Exchange also
proposes to delete language from the Fee Schedule that states that MEI
Port fees will be capped at $1,000 per month per Market Maker until the
first full calendar month during which the Exchange lists and trades
options overlying at least 100
[[Page 21663]]
underlying securities. The January 1, 2013 and February 1, 2013
effective dates are no longer relevant, and the Exchange currently
lists and trades options overlying more than 100 underlying securities,
thus obviating the need for this provision.
2. Statutory Basis
The Exchange believes that its proposal to amend its Fee Schedule
is consistent with Section 6(b) of the Act \11\ in general, and
furthers the objectives of Section 6(b)(4) and 6(b)(5) of the Act \12\
in particular, in that it is an equitable allocation of reasonable fees
and other charges.
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\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(4) and (5).
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An AIS may access the same administrative information as any other
participant that connects with the MIAX System. Currently, MIAX
assesses monthly MEI Port Fees on Market Makers as set forth in the Fee
Schedule. An MEI Port provides a Marker Maker with necessary
connectivity to submit quotes. The Exchange believes that the proposed
testing, connectivity and AIS Port fees to AIS' is reasonable and not
unfairly discriminatory because an AIS will still require connectivity
in order to receive the administrative information, necessitating
Exchange expense for servers, configuration, testing, power,
maintenance, and quality control, among other things, that is incurred
for anyone connecting to the MIAX System.
The Exchange further believes that the proposed lower monthly AIS
Port Fees are equitable and not unfairly discriminatory because of the
reduced Exchange expense for servers, configuration, testing, power,
maintenance, and quality control that is required for an AIS connecting
to an AIS Port vis-[agrave]-vis Market Makers connecting with the MIAX
System through the MEI Port.
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 not necessary or appropriate in
furtherance of the purposes of the Act. On the contrary, because an AIS
will only receive administrative information via the AIS Port, and will
not submit competing quotes with MIAX Market Makers or other market
participants, the Exchange believes that the proposed rule change will
have no effect on competition in the 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)(ii) of the Act.\13\ 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 shall institute proceedings to determine whether the
proposed rule should be approved or disapproved.
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\13\ 15 U.S.C. 78s(b)(3)(A)(ii).
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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-MIAX-2013-13 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-MIAX-2013-13. 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-MIAX-2013-13 and should be
submitted on or before May 2, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-08487 Filed 4-10-13; 8:45 am]
BILLING CODE 8011-01-P