Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing of Proposed Rule Change to Its Schedule of Fees and Rebates for Execution of Quotes and Orders on NASDAQ OMX PSX, 29801-29803 [2013-12049]
Download as PDF
Federal Register / Vol. 78, No. 98 / Tuesday, May 21, 2013 / Notices
the public interest; (ii) for the protection
of investors; or (iii) 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. The
Exchange has provided the Commission
written notice of its intent to file the
proposed rule change, along with a brief
description and text of the proposed
rule change, at least five business days
prior to the date of filing of the
proposed rule change.
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:
TKELLEY on DSK3SPTVN1PROD with NOTICES
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–Phlx–2013–50 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-Phlx-2013–50. 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 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
VerDate Mar<15>2010
17:07 May 20, 2013
Jkt 229001
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–Phlx–
2013–50, and should be submitted on or
before June 11, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.32
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–12040 Filed 5–20–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69588; File No. SR–Phlx–
2013–51]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing of Proposed Rule Change to Its
Schedule of Fees and Rebates for
Execution of Quotes and Orders on
NASDAQ OMX PSX
May 15, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that, on May 3,
2013, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III, below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes changes to its
schedule of fees and rebates for
execution of quotes and orders on
NASDAQ OMX PSX (‘‘PSX’’). Phlx
proposes to implement the proposed
rule change on May 3, 2013. The text of
the proposed rule change is available on
the Exchange’s Web site at https://
nasdaqomxphlx.cchwallstreet.com, at
the principal office of the Exchange, and
at the Commission’s Public Reference
Room.
32 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00105
Fmt 4703
Sfmt 4703
29801
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 Commission recently approved
modifications to the rules governing the
operation of Phlx’s PSX trading platform
in order to replace its price/size/pro rata
allocation model with a price/time
model, and to permit member
organizations to register as market
makers in securities traded on PSX.3
Phlx is now proposing to modify its
schedule of fees and rebates for
transactions occurring on PSX.
Currently, the Exchange charges the
following fees for execution of orders
that access liquidity on PSX: A volumebased discounted fee of $0.0028 per
share executed for an order entered
through a market participant identifier
(‘‘MPID’’) through which a member
organization provides shares of liquidity
that represent more than 0.10% of
Consolidated Volume 4 during the
month; $0.0028 per share executed for
an order that is designated as eligible for
routing, and $0.0030 per share executed
for other orders. The Exchange is
proposing to reduce significantly the
criterion for the volume-based
discounted fee, from 0.10% of
Consolidated Volume to an average
daily volume of 10,000 or more shares
of liquidity provided. Moreover, for
securities listed on the NASDAQ Stock
Market (‘‘NASDAQ’’) or the New York
Stock Exchange (‘‘NYSE’’), Phlx
proposes to lower the volume-based
discounted fee to $0.00275 per share
executed. For securities listed on
exchanges other than NASDAQ or
NYSE, the Exchange proposes to make
3 Securities Exchange Act Release No. 69452
(April 25, 2013), 78 FR 25512 (May 1, 2013) (SR–
Phlx–2013–24).
4 ‘‘Consolidated Volume’’ is defined as the total
consolidated volume reported to all consolidated
transaction reporting plans by all exchanges and
trade reporting facilities.
E:\FR\FM\21MYN1.SGM
21MYN1
TKELLEY on DSK3SPTVN1PROD with NOTICES
29802
Federal Register / Vol. 78, No. 98 / Tuesday, May 21, 2013 / Notices
the discounted fee applicable to routed
orders and orders entered through an
MPID qualifying for the volume-based
discount $0.0025 per share executed
rather than $0.0028 per share executed.
With respect to orders that provide
liquidity, the Exchange currently
provides a rebate of $0.0010 per share
executed for non-displayed orders. The
Exchange proposes to modify this rebate
such that $0.0010 per share executed
would be paid with respect to midpoint
pegged or midpoint peg post-only orders
(‘‘midpoint orders’’), while $0.0005 per
share executed would be paid with
respect to other forms of non-displayed
orders. For displayed orders that
provide liquidity, the Exchange
currently provides a rebate of $0.0028
per share executed for orders entered
through an MPID through which a
member organization provides shares of
liquidity that represent more than
0.10% of Consolidated Volume; $0.0028
per share executed for orders entered
through a PSX MPID through which the
member organization provides shares of
liquidity that represent more than
0.05% of Consolidated Volume,
provided that the member organization
and any affiliated member organizations
also have an average daily volume
during the month of 1,000 or more
electronically delivered and executed
customer contracts that add liquidity on
the Exchange’s Options Market; and
$0.0026 per share executed for other
orders.
The Exchange proposes to lower the
basic rebate for orders to which no other
pricing applies from $0.0026 to $0.0020
per share executed. In addition, the
Exchange proposes to reduce the
requirement for an enhanced rebate
based on volume of liquidity provision
from 0.10% of Consolidated Volume to
an average daily volume of 100,000 or
more shares of liquidity provided, while
also reducing the associated rebate from
$0.0028 per share executed to $0.0026
per share executed. The Exchange is
also proposing to eliminate the rebate
tier that requires participation in the
Exchange’s Options Market. Finally, the
Exchange proposes a rebate tier of
$0.0028 per share executed for quotes/
orders entered by a member
organization that provides an average
daily volume of 2 million or more
shares of liquidity during the month.
In addition to the foregoing changes,
Phlx is also replacing the term ‘‘order’’
with the term ‘‘quote/order’’ where
appropriate in the PSX fee schedule to
reflect the introduction of quoting on
PSX. Phlx is also adding new headings
to the fee schedule to delineate sections
for fees applicable to quotes/orders in
securities listed on NASDAQ, NYSE,
VerDate Mar<15>2010
17:07 May 20, 2013
Jkt 229001
and other exchanges, respectively, and
for fees applicable to routing. Finally,
Phlx is deleting a footnote describing
conditions under which member
organizations may be deemed affiliates,
since it relates solely to the pricing tier
relating to trading on the Phlx Options
Market, which Phlx is eliminating.
2. Statutory Basis
Phlx believes that the proposed rule
change is consistent with the provisions
of Section 6 of the Act,5 in general, and
with Sections 6(b)(4) and 6(b)(5) of the
Act,6 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 Phlx
operates or controls, and is not designed
to permit unfair discrimination between
customers, issuers, brokers, or dealers.
The proposed new rebate tier of
$0.0028 per share executed for members
that provide an average daily volume of
liquidity of 2 million shares or more is
reasonable because it will reduce fees
for member organizations that make
significant contributions to PSX and its
market quality by providing high
volumes of liquidity. Moreover, the
proposed rebate is consistent with an
equitable allocation of fees because the
rebate is provided to member
organizations that benefit the market
through high levels of liquidity
provision. As such, the proposal is
consistent with volume-based pricing
tiers in effect at many other national
securities exchanges. Finally, the
proposal is not unreasonably
discriminatory because the rebate is
consistent with the benefits provided by
market participants receiving it, and
because the Exchange offers alternative
means to receive a rebate that is only
slightly lower and that has very modest
liquidity requirements associated with
it.
The proposed changes with respect to
the existing volume-based tiers for
accessing and providing liquidity are
reasonable because the reduction in the
liquidity-provision criterion for
achieving the tier—from 0.10% of
Consolidated Volume to an average
daily volume of 10,000 or more shares
for the take fee discount, or 100,000 or
more shares for the higher rebate 7—will
make it easier for a broader range of
market participants to achieve the tier,
thereby resulting in price reductions for
PSX participants who may not qualify
5 15
U.S.C. 78f.
U.S.C. 78f(b)(4) and (5).
7 By contrast, on a trading day with a
Consolidated Volume of 6 billion shares, the
current tier would require a member to provide 6
million shares of liquidity.
6 15
PO 00000
Frm 00106
Fmt 4703
Sfmt 4703
for the tier at present. In addition, the
applicable fee for accessing liquidity in
securities listed on NASDAQ or NYSE
will be reduced from $0.0028 to
$0.00275 per share executed, and to
$0.0025 per share executed for other
securities.8 The cost of enhancing the
tiers in this manner will be offset by
reducing the rebate for liquidity
provision from $0.0028 to $0.0026 per
share executed, but the Exchange
believes that this change is reasonable
in light of the significant broadening of
the tiers. The Exchange further believes
that these changes reflect an equitable
allocation of fees and are not
unreasonably discriminatory, because
they are consistent with pricing at many
other national securities exchanges
under which discounts are provided to
members that achieve specified volumes
of liquidity provision. In addition, the
changes should make the applicable fees
and rebates available to a wider range of
market participants, and the Exchange
offers other means by which a member
organization may achieve comparable or
better rates.
The proposed change with respect to
the basic rebate to which no other
pricing applies from $0.0026 to $0.0020
per share executed is reasonable
because the rate is comparable to the
base rebate payable on several other
national securities exchanges, including
NASDAQ ($0.0020), NYSEArca
($0.0021), and the EDGX Exchange
($0.0021). The change is consistent with
an equitable allocation of fees and not
unreasonably discriminatory because it
is consistent with providing a rebate to
all liquidity providers, regardless of
volume or other factors, while paying
higher rebates to member organizations
that do more to support the Exchange
through higher volumes and/or
contributions to market quality.
The elimination of the rebate tier that
requires participation in both PSX and
the Exchange’s Options Market is
reasonable, consistent with an equitable
allocation of fees, and not unreasonably
8 The rate reductions, as well as the rate reduction
for routable orders in securities listed on exchanges
other than NASDAQ and NYSE, are reasonable
because they will reduce costs to market
participants. The changes are consistent with an
equitable allocation of fees and not unfairly
discriminatory because they are assessed against
members that either achieve specified volume tiers
or that assist the development of PSX’s routing
services by making use of its router. To the extent
that fees differ depending on the listing venue of
the security, the change is not unfairly
discriminatory because it is consistent with
established practices on other national securities
exchanges of using security-specific discounts as a
means to promote the exchange as a venue for
trading certain types of securities. See e.g., https://
usequities.nyx.com/markets/nyse-arca-equities/
trading-fees.
E:\FR\FM\21MYN1.SGM
21MYN1
Federal Register / Vol. 78, No. 98 / Tuesday, May 21, 2013 / Notices
TKELLEY on DSK3SPTVN1PROD with NOTICES
discriminatory because any PSX
Participant that qualifies for the tier at
present would be required to have a
volume of liquidity provision of at least
0.05% of Consolidated Volume.
Following the implementation of the
proposed change, any such market
participant would also likely qualify for
the proposed new rebate tier requiring
an average daily volume of liquidity
provision of at least 2 million shares,
and receive the same rebate of $0.0028
per share executed. Accordingly, the
change will not alter the rebate for
which such participants qualify.
The changes with respect to rebates
payable for non-displayed orders is
reasonable because the rebate will
remain unchanged for midpoint orders
that provide liquidity, and therefore will
be reduced only for other forms of nondisplayed orders, which are expected to
constitute only a small percentage of
liquidity-providing orders. The fees
reflect an equitable allocation of fees
and are not unreasonably discriminatory
because they reflect the Exchange’s
belief that all market participants
benefit from pricing that encourages the
use of displayed orders, which promote
active price discovery. Accordingly, as
is the case with other national securities
exchanges, such as NASDAQ, the
Exchange pays a lower rebate with
respect to non-displayed orders than
displayed orders. However, the change
adopts a distinction between midpoint
orders, which provide price
improvement by executing at the
midpoint between the national best bid
and national best offer, and other forms
of non-displayed orders, which do not
provide such a benefit.
readily adjust their order routing
practices, Phlx believes that the degree
to which fee changes in this market may
impose any burden on competition is
extremely limited. In this instance, Phlx
is introducing new pricing to
accompany changes to PSX’s market
structure. These changes were
necessitated by the failure of PSX’s
former price/size execution algorithm to
garner significant market share, and
therefore reflect an effort to increase
PSX’s competitiveness. If the changes
are unattractive to market participants,
it is likely that PSX will fail to increase
its share of executions. Conversely, to
the extent that the proposed changes
broaden the availability of favorable
pricing, if they are successful in
attracting additional order flow, they
will reduce costs to market participants
and possibly encouraging [sic]
competitive responses from other
trading venues. Accordingly, Phlx
believes that the proposed changes will
promote greater competition, but will
not impair the ability of members or
competing order execution venues to
maintain their competitive standing in
the financial markets.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
Phlx 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.9
Phlx 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, or
rebate opportunities available at other
venues to be more favorable. In such an
environment, Phlx 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. Because competitors are free
to modify their own fees in response,
and because market participants may
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 thereunder.11 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.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
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–Phlx–2013–51 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–Phlx–2013–51. 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–Phlx–2013–51 and
should be submitted on or before June
11, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–12049 Filed 5–20–13; 8:45 am]
BILLING CODE 8011–01–P
10 15
9 15
U.S.C. 78s(b)(3)(A).
11 17 CFR 240.19b–4(f).
U.S.C. 78f(b)(8).
VerDate Mar<15>2010
17:07 May 20, 2013
Jkt 229001
PO 00000
Frm 00107
Fmt 4703
12 17
Sfmt 9990
29803
E:\FR\FM\21MYN1.SGM
CFR 200.30–3(a)(12).
21MYN1
Agencies
[Federal Register Volume 78, Number 98 (Tuesday, May 21, 2013)]
[Notices]
[Pages 29801-29803]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-12049]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69588; File No. SR-Phlx-2013-51]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing of Proposed Rule Change to Its Schedule of Fees and Rebates for
Execution of Quotes and Orders on NASDAQ OMX PSX
May 15, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that, on May 3, 2013, NASDAQ OMX PHLX LLC (``Phlx'' or ``Exchange'')
filed with the Securities and Exchange Commission (``SEC'' or
``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 Substance
of the Proposed Rule Change
The Exchange proposes changes to its schedule of fees and rebates
for execution of quotes and orders on NASDAQ OMX PSX (``PSX''). Phlx
proposes to implement the proposed rule change on May 3, 2013. The text
of the proposed rule change is available on the Exchange's Web site at
https://nasdaqomxphlx.cchwallstreet.com, at the principal office of the
Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant 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 Commission recently approved modifications to the rules
governing the operation of Phlx's PSX trading platform in order to
replace its price/size/pro rata allocation model with a price/time
model, and to permit member organizations to register as market makers
in securities traded on PSX.\3\ Phlx is now proposing to modify its
schedule of fees and rebates for transactions occurring on PSX.
---------------------------------------------------------------------------
\3\ Securities Exchange Act Release No. 69452 (April 25, 2013),
78 FR 25512 (May 1, 2013) (SR-Phlx-2013-24).
---------------------------------------------------------------------------
Currently, the Exchange charges the following fees for execution of
orders that access liquidity on PSX: A volume-based discounted fee of
$0.0028 per share executed for an order entered through a market
participant identifier (``MPID'') through which a member organization
provides shares of liquidity that represent more than 0.10% of
Consolidated Volume \4\ during the month; $0.0028 per share executed
for an order that is designated as eligible for routing, and $0.0030
per share executed for other orders. The Exchange is proposing to
reduce significantly the criterion for the volume-based discounted fee,
from 0.10% of Consolidated Volume to an average daily volume of 10,000
or more shares of liquidity provided. Moreover, for securities listed
on the NASDAQ Stock Market (``NASDAQ'') or the New York Stock Exchange
(``NYSE''), Phlx proposes to lower the volume-based discounted fee to
$0.00275 per share executed. For securities listed on exchanges other
than NASDAQ or NYSE, the Exchange proposes to make
[[Page 29802]]
the discounted fee applicable to routed orders and orders entered
through an MPID qualifying for the volume-based discount $0.0025 per
share executed rather than $0.0028 per share executed.
---------------------------------------------------------------------------
\4\ ``Consolidated Volume'' is defined as the total consolidated
volume reported to all consolidated transaction reporting plans by
all exchanges and trade reporting facilities.
---------------------------------------------------------------------------
With respect to orders that provide liquidity, the Exchange
currently provides a rebate of $0.0010 per share executed for non-
displayed orders. The Exchange proposes to modify this rebate such that
$0.0010 per share executed would be paid with respect to midpoint
pegged or midpoint peg post-only orders (``midpoint orders''), while
$0.0005 per share executed would be paid with respect to other forms of
non-displayed orders. For displayed orders that provide liquidity, the
Exchange currently provides a rebate of $0.0028 per share executed for
orders entered through an MPID through which a member organization
provides shares of liquidity that represent more than 0.10% of
Consolidated Volume; $0.0028 per share executed for orders entered
through a PSX MPID through which the member organization provides
shares of liquidity that represent more than 0.05% of Consolidated
Volume, provided that the member organization and any affiliated member
organizations also have an average daily volume during the month of
1,000 or more electronically delivered and executed customer contracts
that add liquidity on the Exchange's Options Market; and $0.0026 per
share executed for other orders.
The Exchange proposes to lower the basic rebate for orders to which
no other pricing applies from $0.0026 to $0.0020 per share executed. In
addition, the Exchange proposes to reduce the requirement for an
enhanced rebate based on volume of liquidity provision from 0.10% of
Consolidated Volume to an average daily volume of 100,000 or more
shares of liquidity provided, while also reducing the associated rebate
from $0.0028 per share executed to $0.0026 per share executed. The
Exchange is also proposing to eliminate the rebate tier that requires
participation in the Exchange's Options Market. Finally, the Exchange
proposes a rebate tier of $0.0028 per share executed for quotes/orders
entered by a member organization that provides an average daily volume
of 2 million or more shares of liquidity during the month.
In addition to the foregoing changes, Phlx is also replacing the
term ``order'' with the term ``quote/order'' where appropriate in the
PSX fee schedule to reflect the introduction of quoting on PSX. Phlx is
also adding new headings to the fee schedule to delineate sections for
fees applicable to quotes/orders in securities listed on NASDAQ, NYSE,
and other exchanges, respectively, and for fees applicable to routing.
Finally, Phlx is deleting a footnote describing conditions under which
member organizations may be deemed affiliates, since it relates solely
to the pricing tier relating to trading on the Phlx Options Market,
which Phlx is eliminating.
2. Statutory Basis
Phlx believes that the proposed rule change is consistent with the
provisions of Section 6 of the Act,\5\ in general, and with Sections
6(b)(4) and 6(b)(5) of the Act,\6\ 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 Phlx operates or controls, and is not designed to permit
unfair discrimination between customers, issuers, brokers, or dealers.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78f.
\6\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
The proposed new rebate tier of $0.0028 per share executed for
members that provide an average daily volume of liquidity of 2 million
shares or more is reasonable because it will reduce fees for member
organizations that make significant contributions to PSX and its market
quality by providing high volumes of liquidity. Moreover, the proposed
rebate is consistent with an equitable allocation of fees because the
rebate is provided to member organizations that benefit the market
through high levels of liquidity provision. As such, the proposal is
consistent with volume-based pricing tiers in effect at many other
national securities exchanges. Finally, the proposal is not
unreasonably discriminatory because the rebate is consistent with the
benefits provided by market participants receiving it, and because the
Exchange offers alternative means to receive a rebate that is only
slightly lower and that has very modest liquidity requirements
associated with it.
The proposed changes with respect to the existing volume-based
tiers for accessing and providing liquidity are reasonable because the
reduction in the liquidity-provision criterion for achieving the tier--
from 0.10% of Consolidated Volume to an average daily volume of 10,000
or more shares for the take fee discount, or 100,000 or more shares for
the higher rebate \7\--will make it easier for a broader range of
market participants to achieve the tier, thereby resulting in price
reductions for PSX participants who may not qualify for the tier at
present. In addition, the applicable fee for accessing liquidity in
securities listed on NASDAQ or NYSE will be reduced from $0.0028 to
$0.00275 per share executed, and to $0.0025 per share executed for
other securities.\8\ The cost of enhancing the tiers in this manner
will be offset by reducing the rebate for liquidity provision from
$0.0028 to $0.0026 per share executed, but the Exchange believes that
this change is reasonable in light of the significant broadening of the
tiers. The Exchange further believes that these changes reflect an
equitable allocation of fees and are not unreasonably discriminatory,
because they are consistent with pricing at many other national
securities exchanges under which discounts are provided to members that
achieve specified volumes of liquidity provision. In addition, the
changes should make the applicable fees and rebates available to a
wider range of market participants, and the Exchange offers other means
by which a member organization may achieve comparable or better rates.
---------------------------------------------------------------------------
\7\ By contrast, on a trading day with a Consolidated Volume of
6 billion shares, the current tier would require a member to provide
6 million shares of liquidity.
\8\ The rate reductions, as well as the rate reduction for
routable orders in securities listed on exchanges other than NASDAQ
and NYSE, are reasonable because they will reduce costs to market
participants. The changes are consistent with an equitable
allocation of fees and not unfairly discriminatory because they are
assessed against members that either achieve specified volume tiers
or that assist the development of PSX's routing services by making
use of its router. To the extent that fees differ depending on the
listing venue of the security, the change is not unfairly
discriminatory because it is consistent with established practices
on other national securities exchanges of using security-specific
discounts as a means to promote the exchange as a venue for trading
certain types of securities. See e.g., https://usequities.nyx.com/markets/nyse-arca-equities/trading-fees.
---------------------------------------------------------------------------
The proposed change with respect to the basic rebate to which no
other pricing applies from $0.0026 to $0.0020 per share executed is
reasonable because the rate is comparable to the base rebate payable on
several other national securities exchanges, including NASDAQ
($0.0020), NYSEArca ($0.0021), and the EDGX Exchange ($0.0021). The
change is consistent with an equitable allocation of fees and not
unreasonably discriminatory because it is consistent with providing a
rebate to all liquidity providers, regardless of volume or other
factors, while paying higher rebates to member organizations that do
more to support the Exchange through higher volumes and/or
contributions to market quality.
The elimination of the rebate tier that requires participation in
both PSX and the Exchange's Options Market is reasonable, consistent
with an equitable allocation of fees, and not unreasonably
[[Page 29803]]
discriminatory because any PSX Participant that qualifies for the tier
at present would be required to have a volume of liquidity provision of
at least 0.05% of Consolidated Volume. Following the implementation of
the proposed change, any such market participant would also likely
qualify for the proposed new rebate tier requiring an average daily
volume of liquidity provision of at least 2 million shares, and receive
the same rebate of $0.0028 per share executed. Accordingly, the change
will not alter the rebate for which such participants qualify.
The changes with respect to rebates payable for non-displayed
orders is reasonable because the rebate will remain unchanged for
midpoint orders that provide liquidity, and therefore will be reduced
only for other forms of non-displayed orders, which are expected to
constitute only a small percentage of liquidity-providing orders. The
fees reflect an equitable allocation of fees and are not unreasonably
discriminatory because they reflect the Exchange's belief that all
market participants benefit from pricing that encourages the use of
displayed orders, which promote active price discovery. Accordingly, as
is the case with other national securities exchanges, such as NASDAQ,
the Exchange pays a lower rebate with respect to non-displayed orders
than displayed orders. However, the change adopts a distinction between
midpoint orders, which provide price improvement by executing at the
midpoint between the national best bid and national best offer, and
other forms of non-displayed orders, which do not provide such a
benefit.
B. Self-Regulatory Organization's Statement on Burden on Competition
Phlx 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.\9\ Phlx 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, or rebate opportunities available at
other venues to be more favorable. In such an environment, Phlx 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.
Because competitors are free to modify their own fees in response, and
because market participants may readily adjust their order routing
practices, Phlx believes that the degree to which fee changes in this
market may impose any burden on competition is extremely limited. In
this instance, Phlx is introducing new pricing to accompany changes to
PSX's market structure. These changes were necessitated by the failure
of PSX's former price/size execution algorithm to garner significant
market share, and therefore reflect an effort to increase PSX's
competitiveness. If the changes are unattractive to market
participants, it is likely that PSX will fail to increase its share of
executions. Conversely, to the extent that the proposed changes broaden
the availability of favorable pricing, if they are successful in
attracting additional order flow, they will reduce costs to market
participants and possibly encouraging [sic] competitive responses from
other trading venues. Accordingly, Phlx believes that the proposed
changes will promote greater competition, but will not impair the
ability of members or competing order execution venues to maintain
their competitive standing in the financial markets.
---------------------------------------------------------------------------
\9\ 15 U.S.C. 78f(b)(8).
---------------------------------------------------------------------------
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or 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 \10\ and paragraph (f) of Rule 19b-4
thereunder.\11\ 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.
---------------------------------------------------------------------------
\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 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-Phlx-2013-51 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-Phlx-2013-51. 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-Phlx-2013-51 and should be
submitted on or before June 11, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
---------------------------------------------------------------------------
\12\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-12049 Filed 5-20-13; 8:45 am]
BILLING CODE 8011-01-P