Self-Regulatory Organizations; BATS Y-Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Related to Fees for Use of BATS Y-Exchange, Inc., 37636-37638 [2013-14792]
Download as PDF
37636
Federal Register / Vol. 78, No. 120 / Friday, June 21, 2013 / Notices
(B) institute proceedings to determine
whether the proposed rule change
should be 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 rulecomment@sec.gov. Please include File
Number SR–FICC–2013–06 on the
subject line.
TKELLEY on DSK3SPTVN1PROD with NOTICES
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–FICC–2013–06. 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 of submission. 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 such
filing also will be available for
inspection and copying at the principal
office of FICC and on FICC’s Web site
at https://www.dtcc.com/downloads/
legal/rule_filings/2013/ficc/SR-FICC2013-06.pdf. 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 the File Number SR–
VerDate Mar<15>2010
18:32 Jun 20, 2013
Jkt 229001
FICC–2013–06 and should be submitted
on or before July 12, 2013.
the Commission’s Public Reference
Room.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.26
Kevin M. O’Neill,
Deputy Secretary .
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[FR Doc. 2013–14795 Filed 6–20–13; 8:45 am]
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 parts of such
statements.
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69773; File No. SR–BYX–
2013–020]
Self-Regulatory Organizations; BATS
Y-Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Related to Fees for Use
of BATS Y-Exchange, Inc.
June 17, 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 June 7,
2013, BATS Y-Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BYX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which Items have been prepared
by the Exchange. The Exchange has
designated the proposed rule change as
one establishing or changing a member
due, fee, or other charge imposed by the
Exchange under Section 19(b)(3)(A)(ii)
of the Act 3 and Rule 19b–4(f)(2)
thereunder,4 which renders the
proposed rule change effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange proposes to amend the
fee schedule applicable to Members 5
and non-members of the Exchange
pursuant to BYX Rules 15.1(a) and (c).
Changes to the fee schedule pursuant to
this proposal will be effective upon
filing.
The text of the proposed rule change
is available at the Exchange’s Web site
at https://www.batstrading.com, at the
principal office of the Exchange, and at
26 17
CFR 200.30–3(a)(12)
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
5 A Member is any registered broker or dealer that
has been admitted to membership in the Exchange.
1 15
PO 00000
Frm 00133
Fmt 4703
Sfmt 4703
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to modify its
fee schedule effective June 7, 2013, in
order to amend the fee structure related
to its Retail Price Improvement (‘‘RPI’’)
program. Specifically, the Exchange is
proposing to: (i) Apply standard pricing
to all securities participating in the RPI
program; (ii) eliminate the language
related to groups of securities; and (iii)
eliminate RPI-specific fees for nondisplayed liquidity. In summary, the
Exchange is proposing a simplification
of the fees and rebates applied to the
RPI program, such that the Exchange
will: Provide a $0.0025 rebate per share
for a Retail Order 6 that removes
liquidity from the BYX order book,
except for a Retail Order that removes
displayed liquidity, which will be
subject to standard rebates and fees; and
charge a $0.0025 fee per share for any
Retail Price Improving Order 7 that adds
liquidity to the Exchange order book
and is removed by a Retail Order.
Under the RPI program as currently
constituted, the Exchange generally
provides a rebate of $0.0025 per share
for Retail Orders that remove liquidity
from the Exchange order book in Group
6 As defined in BYX Rule 11.24(a)(2), a ‘‘Retail
Order’’ is an agency order that originates from a
natural person and is submitted to the Exchange by
a Retail Member Organization, provided that no
change is made to the terms of the order with
respect to price or side of market and the order does
not originate from a trading algorithm or any other
computerized methodology.
7 As defined in BYX Rule 11.24(a)(3), a ‘‘Retail
Price Improvement Order’’ consists of nondisplayed interest on the Exchange that is priced
better than the Protected NBB or Protected NBO by
at least $0.001 and that is identified as such.
E:\FR\FM\21JNN1.SGM
21JNN1
Federal Register / Vol. 78, No. 120 / Friday, June 21, 2013 / Notices
1 Securities 8 and provides a rebate of
$0.0010 per share for a Retail Order that
removes liquidity from the Exchange
order book in Group 2 Securities.9 For
executions of Retail Orders that remove
displayed liquidity, however, the
Exchange’s fee schedule states that it
applies standard removal pricing (i.e.,
either a $0.0005, $0.0006, or $0.0007 per
share liquidity removal rebate or an
execution free of charge) rather than
pricing that is specific to the RPI
program. Additionally, the Exchange
currently charges any Retail Price
Improving Order or non-displayed order
that is added to the Exchange a fee of
$0.0025 per share for Group 1 Securities
and $0.0010 per share for Group 2
Securities.
As described above, the Exchange
intends to simplify pricing for the RPI
program by making the following
changes:
TKELLEY on DSK3SPTVN1PROD with NOTICES
Standard Pricing for All Securities
The Exchange is proposing to apply
flat pricing for all securities in the RPI
program (‘‘RPI Securities’’), without
regard to securities groups. Specifically,
the Exchange is proposing to provide a
$0.0025 rebate per share for a Retail
Order that removes liquidity from the
BYX order book, except for a Retail
Order that removes displayed liquidity,
in all securities participating in the RPI
program. The Exchange is also
proposing to charge a $0.0025 per share
fee for any Retail Price Improving Order
that adds liquidity to the BYX order
book that is removed by a Retail Order.
As described above, the Exchange
currently has different pricing for
executions in RPI Securities depending
on whether the security is included in
Group 1 Securities or Group 2
Securities. Under this proposal, the
Exchange would eliminate the $0.0010
per share rebate and fee applicable to
Group 2 Securities and then apply
existing Group 1 Securities pricing to all
RPI Securities: A $0.0025 per share
rebate for removing liquidity or a
$0.0025 per share fee for adding
liquidity.
Eliminating Securities Groups
In conjunction with the proposed
change to apply standard pricing for all
RPI Securities, the Exchange is
proposing to eliminate from its fee
schedule references to Group 1
Securities and Group 2 Securities. As
described above, the Exchange currently
8 As provided in the fee schedule, Group 1
Securities include: AAPL, SPY, FB, FAS, FAZ,
IWM, C, GE, GOOG, and GLD.
9 As provided in the fee schedule, Group 2
Securities include: SIRI, BAC, NOK, S, MU, F,
AMD, JPM, HPQ, and XLF.
VerDate Mar<15>2010
18:32 Jun 20, 2013
Jkt 229001
offers different rebates and fees as part
of the RPI program for executions based
on the group in which the security falls.
As proposed, the Exchange will offer a
flat fee or rebate without regard to any
grouping, which renders the distinction
in the fee schedule unnecessary. As
such, the Exchange is proposing to
eliminate any references to Group 1
Securities and Group 2 Securities in the
fee schedule, including the securities
included in these groups.
RPI Fees for Non-Displayed Liquidity
Also in conjunction with the
proposed change to standard pricing for
the RPI program, the Exchange is
proposing to eliminate pricing specific
to the RPI program related to nondisplayed orders. As described above,
the Exchange currently charges nondisplayed orders that are added to the
BYX order book $0.0025 per share in
Group 1 Securities and $0.0010 per
share for Group 2 Securities. The
Exchange is proposing to eliminate this
RPI program pricing for non-displayed
orders and instead to charge a flat fee of
$0.0010 per share for non-displayed
liquidity that is removed by a Retail
Order, which is intentionally the same
as the standard fee for executions of
non-displayed liquidity. Based on this
change, the Exchange is also proposing
to eliminate from the fee schedule the
cross-reference to the Retail Order
section in the fees for non-displayed
liquidity for securities priced $1.00 or
above.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder that
are applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6 of the Act.10
Specifically, the Exchange believes that
the proposed rule change is consistent
with Section 6(b)(4) of the Act 11 in that
it provides for the equitable allocation
of reasonable dues, fees and other
charges among members and other
persons using any facility or system
which the Exchange operates or
controls. The Exchange notes that it
operates in a highly competitive market
in which market participants can
readily direct order flow to competing
venues if they deem fee levels at a
particular venue to be excessive.
The Exchange believes that its
proposal to modify the fee schedule
related to the RPI program is reasonable
because eliminating the distinction
10 15
11 15
PO 00000
U.S.C. 78f.
U.S.C. 78f(b)(4).
Frm 00134
Fmt 4703
Sfmt 4703
37637
between groups of securities and
offering a single rebate and fee for
participating executions creates a more
easily understandable pricing structure
for the RPI program. The Exchange
believes that a simple pricing structure
will help to garner increased
participation in the RPI program, which
will help improve execution quality
generally, and for retail customers in
particular.
The Exchange also believes that this
proposal is equitably allocated and not
unfairly discriminatory because it will
be applied equally to all participants in
all RPI Securities. While the Exchange
acknowledges that certain executions
for Retail Price Improvement Orders
will be charged more under the
proposal, specifically Retail Price
Improving Orders that add liquidity to
the BYX book and are removed by a
Retail Order (which are charged $0.0010
per share under the current fee
schedule, and would be charged
$0.0025 per share as proposed), the
Exchange believes that such costs are
offset by the benefits of the standard
pricing model and the ability to interact
with a Retail Order. Additionally, all
other executions under the current RPI
program will realize increased rebates,
reduced fees, or their rebates and fees
for the execution will remain the same
under the proposal. Further, the
Exchange believes that charging Retail
Price Improving Orders that are
removed by a Retail Order more than
non-displayed orders that are removed
by a Retail Order is not unfairly
discriminatory because non-displayed
orders can interact with any order (a
Retail Order or otherwise) and may not
have any preference to interact with a
Retail Order, while Retail Price
Improvement Orders will only interact
with Retail Orders. As such, the
Exchange believes that it is not unfairly
discriminatory to charge a higher fee for
orders that will only interact with Retail
Orders. Additionally, such pricing
provides certainty in execution costs for
non-displayed orders, regardless of the
order that removes the non-displayed
order. The Exchange again notes that it
operates in a highly competitive market
in which market participants can
readily direct order flow to competing
venues if they deem fee levels at a
particular venue to be excessive.
Accordingly, the Exchange believes
that it is reasonable, equitable, and not
unfairly discriminatory to apply
standard pricing to all orders that are
executed as part of the RPI program.
E:\FR\FM\21JNN1.SGM
21JNN1
37638
Federal Register / Vol. 78, No. 120 / Friday, June 21, 2013 / Notices
B. Self-Regulatory Organization’s
Statement on Burden on Competition
Because the market for order
execution is extremely competitive,
Members may choose to preference
other market centers ahead of the
Exchange if they believe that they can
receive better fees or rebates elsewhere.
The Exchange 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.
The Exchange believes that its pricing
for the RPI program is appropriately
`
competitive vis-a-vis the Exchange’s
competitors. Further, the Exchange
believes that providing a more straightforward pricing structure will encourage
increased participation in the RPI
program and will continue to
incentivize the entry of aggressively
priced, displayed liquidity, which
fosters intra-market competition to the
benefit of all market participants that
enter orders on the Exchange, including
Retail Orders.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were 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 12 and paragraph (f) of Rule
19b–4 thereunder.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.
TKELLEY on DSK3SPTVN1PROD with NOTICES
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:
Number SR–BYX–2013–020 on the
subject line.
SECURITIES AND EXCHANGE
COMMISSION
Paper Comments
[Release No. 34–69776; File No. SR–BYX–
2013–019]
• 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–BYX–2013–020. 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 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–BYX–
2013–020, and should be submitted on
or before July 12, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–14792 Filed 6–20–13; 8:45 am]
BILLING CODE 8011–01–P
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
12 15
13 17
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f).
VerDate Mar<15>2010
18:32 Jun 20, 2013
June 17, 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 June 4,
2013, BATS Y-Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BYX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which Items have been prepared
by the Exchange. The Exchange has
designated the proposed rule change as
one establishing or changing a member
due, fee, or other charge imposed by the
Exchange under Section 19(b)(3)(A)(ii)
of the Act 3 and Rule 19b–4(f)(2)
thereunder,4 which renders the
proposed rule change effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange proposes to amend the
fee schedule applicable to Members 5
and non-members of the Exchange
pursuant to BYX Rules 15.1(a) and (c).
Changes to the fee schedule pursuant to
this proposal will be effective upon
filing.
The text of the proposed rule change
is available at the Exchange’s Web site
at https://www.batstrading.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
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
5 A Member is any registered broker or dealer that
has been admitted to membership in the Exchange.
2 17
14 17
Jkt 229001
Self-Regulatory Organizations; BATS
Y-Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Related to Fees for Use
of BATS Y-Exchange, Inc.
PO 00000
CFR 200.30–3(a)(12).
Frm 00135
Fmt 4703
Sfmt 4703
E:\FR\FM\21JNN1.SGM
21JNN1
Agencies
[Federal Register Volume 78, Number 120 (Friday, June 21, 2013)]
[Notices]
[Pages 37636-37638]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-14792]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69773; File No. SR-BYX-2013-020]
Self-Regulatory Organizations; BATS Y-Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Related to
Fees for Use of BATS Y-Exchange, Inc.
June 17, 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 June 7, 2013, BATS Y-Exchange, Inc. (the ``Exchange'' or
``BYX'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II
and III below, which Items have been prepared by the Exchange. The
Exchange has designated the proposed rule change as one establishing or
changing a member due, fee, or other charge imposed by the Exchange
under Section 19(b)(3)(A)(ii) of the Act \3\ and Rule 19b-4(f)(2)
thereunder,\4\ which renders the proposed rule change effective upon
filing with the Commission. 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.
\3\ 15 U.S.C. 78s(b)(3)(A)(ii).
\4\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange proposes to amend the fee schedule applicable to
Members \5\ and non-members of the Exchange pursuant to BYX Rules
15.1(a) and (c). Changes to the fee schedule pursuant to this proposal
will be effective upon filing.
---------------------------------------------------------------------------
\5\ A Member is any registered broker or dealer that has been
admitted to membership in the Exchange.
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at https://www.batstrading.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 parts 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 modify its fee schedule effective June 7,
2013, in order to amend the fee structure related to its Retail Price
Improvement (``RPI'') program. Specifically, the Exchange is proposing
to: (i) Apply standard pricing to all securities participating in the
RPI program; (ii) eliminate the language related to groups of
securities; and (iii) eliminate RPI-specific fees for non-displayed
liquidity. In summary, the Exchange is proposing a simplification of
the fees and rebates applied to the RPI program, such that the Exchange
will: Provide a $0.0025 rebate per share for a Retail Order \6\ that
removes liquidity from the BYX order book, except for a Retail Order
that removes displayed liquidity, which will be subject to standard
rebates and fees; and charge a $0.0025 fee per share for any Retail
Price Improving Order \7\ that adds liquidity to the Exchange order
book and is removed by a Retail Order.
---------------------------------------------------------------------------
\6\ As defined in BYX Rule 11.24(a)(2), a ``Retail Order'' is an
agency order that originates from a natural person and is submitted
to the Exchange by a Retail Member Organization, provided that no
change is made to the terms of the order with respect to price or
side of market and the order does not originate from a trading
algorithm or any other computerized methodology.
\7\ As defined in BYX Rule 11.24(a)(3), a ``Retail Price
Improvement Order'' consists of non-displayed interest on the
Exchange that is priced better than the Protected NBB or Protected
NBO by at least $0.001 and that is identified as such.
---------------------------------------------------------------------------
Under the RPI program as currently constituted, the Exchange
generally provides a rebate of $0.0025 per share for Retail Orders that
remove liquidity from the Exchange order book in Group
[[Page 37637]]
1 Securities \8\ and provides a rebate of $0.0010 per share for a
Retail Order that removes liquidity from the Exchange order book in
Group 2 Securities.\9\ For executions of Retail Orders that remove
displayed liquidity, however, the Exchange's fee schedule states that
it applies standard removal pricing (i.e., either a $0.0005, $0.0006,
or $0.0007 per share liquidity removal rebate or an execution free of
charge) rather than pricing that is specific to the RPI program.
Additionally, the Exchange currently charges any Retail Price Improving
Order or non-displayed order that is added to the Exchange a fee of
$0.0025 per share for Group 1 Securities and $0.0010 per share for
Group 2 Securities.
---------------------------------------------------------------------------
\8\ As provided in the fee schedule, Group 1 Securities include:
AAPL, SPY, FB, FAS, FAZ, IWM, C, GE, GOOG, and GLD.
\9\ As provided in the fee schedule, Group 2 Securities include:
SIRI, BAC, NOK, S, MU, F, AMD, JPM, HPQ, and XLF.
---------------------------------------------------------------------------
As described above, the Exchange intends to simplify pricing for
the RPI program by making the following changes:
Standard Pricing for All Securities
The Exchange is proposing to apply flat pricing for all securities
in the RPI program (``RPI Securities''), without regard to securities
groups. Specifically, the Exchange is proposing to provide a $0.0025
rebate per share for a Retail Order that removes liquidity from the BYX
order book, except for a Retail Order that removes displayed liquidity,
in all securities participating in the RPI program. The Exchange is
also proposing to charge a $0.0025 per share fee for any Retail Price
Improving Order that adds liquidity to the BYX order book that is
removed by a Retail Order. As described above, the Exchange currently
has different pricing for executions in RPI Securities depending on
whether the security is included in Group 1 Securities or Group 2
Securities. Under this proposal, the Exchange would eliminate the
$0.0010 per share rebate and fee applicable to Group 2 Securities and
then apply existing Group 1 Securities pricing to all RPI Securities: A
$0.0025 per share rebate for removing liquidity or a $0.0025 per share
fee for adding liquidity.
Eliminating Securities Groups
In conjunction with the proposed change to apply standard pricing
for all RPI Securities, the Exchange is proposing to eliminate from its
fee schedule references to Group 1 Securities and Group 2 Securities.
As described above, the Exchange currently offers different rebates and
fees as part of the RPI program for executions based on the group in
which the security falls. As proposed, the Exchange will offer a flat
fee or rebate without regard to any grouping, which renders the
distinction in the fee schedule unnecessary. As such, the Exchange is
proposing to eliminate any references to Group 1 Securities and Group 2
Securities in the fee schedule, including the securities included in
these groups.
RPI Fees for Non-Displayed Liquidity
Also in conjunction with the proposed change to standard pricing
for the RPI program, the Exchange is proposing to eliminate pricing
specific to the RPI program related to non-displayed orders. As
described above, the Exchange currently charges non-displayed orders
that are added to the BYX order book $0.0025 per share in Group 1
Securities and $0.0010 per share for Group 2 Securities. The Exchange
is proposing to eliminate this RPI program pricing for non-displayed
orders and instead to charge a flat fee of $0.0010 per share for non-
displayed liquidity that is removed by a Retail Order, which is
intentionally the same as the standard fee for executions of non-
displayed liquidity. Based on this change, the Exchange is also
proposing to eliminate from the fee schedule the cross-reference to the
Retail Order section in the fees for non-displayed liquidity for
securities priced $1.00 or above.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder that are applicable to a national securities exchange, and,
in particular, with the requirements of Section 6 of the Act.\10\
Specifically, the Exchange believes that the proposed rule change is
consistent with Section 6(b)(4) of the Act \11\ in that it provides for
the equitable allocation of reasonable dues, fees and other charges
among members and other persons using any facility or system which the
Exchange operates or controls. The Exchange notes that it operates in a
highly competitive market in which market participants can readily
direct order flow to competing venues if they deem fee levels at a
particular venue to be excessive.
---------------------------------------------------------------------------
\10\ 15 U.S.C. 78f.
\11\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
The Exchange believes that its proposal to modify the fee schedule
related to the RPI program is reasonable because eliminating the
distinction between groups of securities and offering a single rebate
and fee for participating executions creates a more easily
understandable pricing structure for the RPI program. The Exchange
believes that a simple pricing structure will help to garner increased
participation in the RPI program, which will help improve execution
quality generally, and for retail customers in particular.
The Exchange also believes that this proposal is equitably
allocated and not unfairly discriminatory because it will be applied
equally to all participants in all RPI Securities. While the Exchange
acknowledges that certain executions for Retail Price Improvement
Orders will be charged more under the proposal, specifically Retail
Price Improving Orders that add liquidity to the BYX book and are
removed by a Retail Order (which are charged $0.0010 per share under
the current fee schedule, and would be charged $0.0025 per share as
proposed), the Exchange believes that such costs are offset by the
benefits of the standard pricing model and the ability to interact with
a Retail Order. Additionally, all other executions under the current
RPI program will realize increased rebates, reduced fees, or their
rebates and fees for the execution will remain the same under the
proposal. Further, the Exchange believes that charging Retail Price
Improving Orders that are removed by a Retail Order more than non-
displayed orders that are removed by a Retail Order is not unfairly
discriminatory because non-displayed orders can interact with any order
(a Retail Order or otherwise) and may not have any preference to
interact with a Retail Order, while Retail Price Improvement Orders
will only interact with Retail Orders. As such, the Exchange believes
that it is not unfairly discriminatory to charge a higher fee for
orders that will only interact with Retail Orders. Additionally, such
pricing provides certainty in execution costs for non-displayed orders,
regardless of the order that removes the non-displayed order. The
Exchange again notes that it operates in a highly competitive market in
which market participants can readily direct order flow to competing
venues if they deem fee levels at a particular venue to be excessive.
Accordingly, the Exchange believes that it is reasonable,
equitable, and not unfairly discriminatory to apply standard pricing to
all orders that are executed as part of the RPI program.
[[Page 37638]]
B. Self-Regulatory Organization's Statement on Burden on Competition
Because the market for order execution is extremely competitive,
Members may choose to preference other market centers ahead of the
Exchange if they believe that they can receive better fees or rebates
elsewhere. The Exchange 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. The
Exchange believes that its pricing for the RPI program is appropriately
competitive vis-[agrave]-vis the Exchange's competitors. Further, the
Exchange believes that providing a more straight-forward pricing
structure will encourage increased participation in the RPI program and
will continue to incentivize the entry of aggressively priced,
displayed liquidity, which fosters intra-market competition to the
benefit of all market participants that enter orders on the Exchange,
including Retail Orders.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were 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 \12\ and paragraph (f) of Rule 19b-4
thereunder.\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.
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78s(b)(3)(A)(ii).
\13\ 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-BYX-2013-020 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-BYX-2013-020. 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 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-BYX-2013-020, and should be
submitted on or before July 12, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
---------------------------------------------------------------------------
\14\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-14792 Filed 6-20-13; 8:45 am]
BILLING CODE 8011-01-P