Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Establish a Managed Data Access Service, on a Pilot Basis, for the Sale of a Number of Market Data Products Currently Offered by the Exchange, 38424-38429 [2013-15226]
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(including electronic) communications
that are distributed or made available
only to institutional investors.
Second, the Exchange proposed to
amend Rule 9.21(b), ‘‘Approval by
Registered Options Principal’’, to
replace the phrase ‘‘advertisements,
sales literature, and independently
prepared reprints’’ in Rule 9.21(b)(i)
with the new proposed term, ‘‘retail
communications.’’
Under proposed rule 9.21(b)(ii),
correspondence would ‘‘need not be
approved by a Registered Options
Principal prior to use’’ but would be
subject to the supervision and review
requirements of Exchange Rule 9.8. The
Exchange proposed to delete the
requirement for principal approval of
correspondence that is distributed
to 25 or more existing retail customers
within a 30 calendar-day period that
makes any financial or investment
recommendation or otherwise promotes
the product or service of a TPH. Under
the proposed Rule 9.21(b), such
communications would be considered
retail communications and therefore
would be subject to the principal
approval requirement. As such, the
proposed change would not
substantively change the scope of
options communications that would
require principal approval.
Third, the Exchange proposed to
modify the required approvals of
‘‘Institutional communications’’ by
adding that a TPH shall ‘‘establish
written procedures that are appropriate
to its business, size, structure, and
customers for review by a Registered
Options Principal of institutional
communications used by the Trading
Permit Holder or TPH organization.’’
Fourth, the Exchange proposed to
amend Rule 9.21(c) to replace the
phrase ‘‘advertisements, sales literature,
and independently prepared reprints’’
with the new proposed term ‘‘retail
communications.’’ The Exchange also
proposed to further exempt options
disclosure documents and prospectuses
from Exchange review as other
requirements apply to these documents
under the Securities Act of 1933.
Fifth, the Exchange proposed to
specify in Rule 9.21(d) that TPHs may
not use any options communications
that ‘‘constitute a prospectus’’ unless
the communications meet the
requirements of the Securities Act of
1933. Finally, the Exchange proposed to
move and slightly modify Rule 9.21(d)
to state that any statement made
referring to ‘‘potential opportunities or
advantages presented by options’’ must
also be accompanied by a statement
identifying the potential risks posed.
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III. Discussion
As noted above, the Commission
received no comments on the proposed
rule change. The Commission has
carefully reviewed the proposed rule
change and finds that it is generally
consistent with the Act and the rules
and regulations thereunder applicable to
the Exchange 5 and, in particular, the
requirements of Section 6(b) of the Act.6
Specifically, the Commission finds the
proposed rule change is consistent with
Section 6(b)(5) of the Act,7 which
requires that the rules of a national
securities exchange, among other things,
be designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
regulating, clearing, settling, processing
information with respect to, and
facilitating transactions in securities, to
remove impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest. Additionally, the
Commission believes the proposed rule
change is consistent with Section 6(b)(5)
of the Act,8 which requires that the rules
of an exchange not be designed to
permit unfair discrimination between
customers, issuers, brokers, or dealers.
In particular, the Commission
believes that the proposed rule change
will help TPHs that are also members of
FINRA to comply with their obligations
regarding options communications by
better aligning the Exchange’s
requirements with those of FINRA. In
addition, the Commission believes that
the proposed rule change will help
protect investors from potentially false
or misleading communications with the
public distributed by Exchange TPHs.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act 9 that the
proposed rule change (SR–69535) be,
and hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–15224 Filed 6–25–13; 8:45 am]
BILLING CODE 8011–01–P
5 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition and capital
formation. See 15 U.S.C. 78c(f).
6 15 U.S.C. 78f(b).
7 15 U.S.C. 78f(b)(5).
8 Id.
9 15 U.S.C. 78s(b)(2).
10 17 CFR 200.30–3(a)(12).
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69806; File No. SR–ISE–
2013–39]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Establish a Managed Data
Access Service, on a Pilot Basis, for
the Sale of a Number of Market Data
Products Currently Offered by the
Exchange
June 20, 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 June 6,
2013, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) 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 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 ISE proposes to amend its
Schedule of Fees to establish a pricing
structure, on a pilot basis, called
Managed Data Access Service for the
sale of a number of real-time market
data products currently offered by the
Exchange. The text of the proposed rule
change is available on the Exchange’s
Web site (https://www.ise.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
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B, and C below, of the most
significant aspects of such statements.
1 15
2 17
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A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
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ISE proposes to amend its Schedule of
Fees to establish a pricing structure for
a new data distribution model called
Managed Data Access Service for the
sale of a number of real-time market
data products currently offered by the
Exchange. With this proposed rule
change, the Exchange proposes to
establish Managed Data Access Service
for the following real-time market data
feeds, each of which is currently offered
by the Exchange on a subscription basis:
The ISE Real-time Depth of Market Raw
Data Feed,3 the ISE Order Feed,4 the ISE
Top Quote Feed and the ISE Spread
Feed 5 (the ‘‘ISE Data Feeds’’).
With this proposed rule change, the
Exchange seeks to further the
distribution of the ISE Data Feeds.6 The
proposed new pricing and
administrative option is in response to
industry demand, as well as due to
improvements in the contractual
administration and the technology used
to distribute market data. The Exchange
already offers the ISE Data Feeds on a
subscription basis and has determined
to implement Managed Data Access
Service for the ISE Data Feeds on a pilot
basis, until November 30, 2013, to gauge
the level of interest in this new pricing
and distribution model. The Exchange
will submit a proposed rule change at
the end of the pilot period to either
continue this new offering or to
terminate it.
Managed Data Access Service
provides an alternative delivery option
for the ISE Data Feeds. Managed Data
Access Service is any retransmission of
the ISE Data Feeds by a Managed Data
3 See Securities Exchange Act Release Nos. 59949
(May 20, 2009), 74 FR 25593 (May 28, 2009) (SR–
ISE–2007–97); and 63324 (November 17, 2010), 75
FR 71475 (November 23, 2010) (SR–ISE–2010–103).
4 See Securities Exchange Act Release No. 62399
(June 28, 2010), 75 FR 38587 (July 2, 2010) (SR–
ISE–2010–34).
5 See Securities Exchange Act Release No. 65002
(August 1, 2011), 76 FR 47630 (August 5, 2011)
(SR–ISE–2011–50).
6 The Exchange notes that a managed data
solution is not a novel distribution model. ISE
currently offers Managed Data Access Service for
the ISE Implied Volatility and Greeks Feed, a realtime market data offering. See Securities Exchange
Act Release No. 65678 (November 3, 2011), 76 FR
70178 (November 10, 2011) (SR–ISE–2011–67). A
number of other exchanges have adopted Managed
Data Access Service to distribute their proprietary
market data. See e.g. Securities Exchange Act
Release Nos. 63276 (November 8, 2010), 75 FR
69717 (November 15, 2010) (SR–NASDAQ–2010–
138); and 69182 (March 19, 2013), 78 FR 18378
(March 26, 2013) (SR–PHLX–2013–28).
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Access Distributor 7 where the Managed
Data Access Distributor manages and
monitors, but does not necessarily
control, the information. Managed Data
Access Service is a pricing and
administrative option that will assess
fees to Managed Data Access
Distributors. Under this distribution
model, Managed Data Access
Distributors are required to monitor the
delivery of the data in the Managed Data
Access Service to their clients, the
Managed Data Access Recipients.8 The
Managed Data Access Distributor must
also agree to reformat, redisplay and/or
alter the ISE Data Feeds prior to
retransmission without affecting the
integrity of the ISE Data Feeds and
without rendering any of the feeds
inaccurate, unfair, uninformative,
fictitious, misleading, or discriminatory.
In the past, retransmissions were
considered to be an uncontrolled data
product if the Managed Data Access
Distributor did not control both the
entitlements and the display of the
information. Over the last several years,
Managed Data Access Distributors have
improved the technical delivery and
monitoring capabilities of data therefore
Managed Data Access Service is a
response to an industry need to
administer new types of technical
deliveries and pricing options.
ISE notes that some Managed Data
Access Distributors believe that
Managed Data Access Service is a better
controlled data feed product and as
such should not be subject to the same
rates as a data feed. However, Managed
Data Access Distributors may only have
contractual control over the data and
may not be able to verify how Managed
Data Access Recipients are actually
using the data, at least without
involvement of the Managed Data
Access Recipient. The Exchange’s
proposal to offer Managed Data Access
Service to Managed Data Access
Distributors would assist in the
management of the uncontrolled data
product on behalf of their Managed Data
Recipients by contractually restricting
the data flow and monitoring the
delivery. The Exchange will maintain
contracts with Managed Data Access
7 A Managed Data Access Distributor redistributes
the ISE Data Feeds that permits [sic] access to the
information in the ISE Data Feeds through a
controlled device. A Managed Data Access
Distributor can also redistribute a data feed solution
to specific IP addresses, including an Application
Programming Interface (API) or similar automated
delivery solutions, with only limited entitlement
controls (e.g., usernames and/or passwords) to a
recipient of the information.
8 A Managed Data Access Recipient is a
subscriber to the Managed Data Access Distributor
who receives a reformatted data feed in a controlled
device or at a specific IP address.
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38425
Recipients, who may be liable for any
unauthorized use under the Managed
Data Access Service. The proposed
Managed Data Access Service for the
ISE Data Feeds would allow Managed
Data Access Distributors to deliver
Managed Data Access Service to their
clients and would allow Professional
and Non-Professional 9 users to use the
ISE Data Feeds for their own use.
The Exchange proposes to charge for
Managed Data Access Service for the
ISE Data Feeds, as follows:
• For the ISE Real-time Depth of
Market Raw Data Feed:
Æ $2,500 per month per Managed
Data Access Distributor.
Æ $750 per month per IP address for
redistribution by a Managed Data
Access Distributor to a Managed Data
Access Recipient, who may be a
Professional or Non-Professional user.
This fee is charged per IP address,
which covers both primary and back-up
IP addresses, at a Managed Data Access
Recipient.
Æ $50 per month per controlled
device for redistribution by a Managed
Data Access Distributor to a Managed
Data Access Recipient who is a
Professional user.
Æ $5 per month per controlled device
for redistribution by a Managed Data
Access Distributor to a Managed Data
Access Recipient who is a NonProfessional use [sic].
A Managed Data Access Distributor
for the ISE Real-time Depth of Market
Raw Data Feed is subject to a minimum
fee of $5,000 per month.
• For the ISE Top Quote Feed:
Æ $1,500 per month per Managed
Data Access Distributor.
Æ $500 per month per IP address for
redistribution by a Managed Data
Access Distributor to a Managed Data
9 In differentiating between Professional and NonProfessional subscribers, the Exchange proposes to
apply the same criteria for qualification as a NonProfessional subscriber as the Consolidated Tape
Association (‘‘CTA’’) Plan and Consolidated
Quotation System Plan Participants use.
Accordingly, a ‘‘Non-Professional Subscriber’’ is an
authorized end-user of the ISE Data Feeds who is
a natural person and who is neither: (a) Registered
or qualified with the Securities and Exchange
Commission, the Commodities Futures Trading
Commission, any state securities agency, any
securities exchange or association, or any
commodities or futures contract market or
association; (b) engaged as an ‘‘investment advisor’’
as that term is defined Section 202(a)(11) of the
Investment Advisers Act of 1940 (whether or not
registered or qualified under that act); nor (c)
employed by a bank or other organization exempt
from registration under Federal and/or state
securities laws to perform functions that would
require him/her to be so registered or qualified if
he/she were to perform such functions for an
organization not so exempt. A ‘‘Professional
Subscriber’’ is an authorized end-user of the ISE
Data Feeds that has not qualified as a NonProfessional Subscriber.
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Access Recipient, who may be a
Professional or Non-Professional user.
This fee is charged per IP address,
which covers both primary and back-up
IP addresses, at a Managed Data Access
Recipient.
Æ $20 per month per controlled
device for redistribution by a Managed
Data Access Distributor to a Managed
Data Access Recipient who is a
Professional user. There is no controlled
device fee for Non-Professional users.
A Managed Data Access Distributor
for the ISE Top Quote Feed is subject to
a minimum fee of $3,000 per month.
• For the ISE Spread Feed:
Æ $1,500 per month per Managed
Data Access Distributor.
Æ $500 per month per IP address for
redistribution by a Managed Data
Access Distributor to a Managed Data
Access Recipient, who may be a
Professional or Non-Professional user.
This fee is charged per IP address,
which covers both primary and back-up
IP addresses, at a Managed Data Access
Recipient.
Æ $25 per month per controlled
device for redistribution by a Managed
Data Access Distributor to a Managed
Data Access Recipient who is a
Professional user. There is no controlled
device fee for Non-Professional users.
A Managed Data Access Distributor
for the ISE Spread Feed is subject to a
minimum fee of $3,000 per month.
• For the ISE Order Feed:
Æ $1,000 per month per Managed
Data Access Distributor.
Æ $350 per month per IP address for
redistribution by a Managed Data
Access Distributor to a Managed Data
Access Recipient, who may be a
Professional or Non-Professional user.
This fee is charged per IP address,
which covers both primary and back-up
IP addresses, at a Managed Data Access
Recipient.
Æ $10 per month per controlled
device for redistribution by a Managed
Data Access Distributor to a Managed
Data Access Recipient who is a
Professional user. There is no controlled
device fee for Non-Professional users.
A Managed Data Access Distributor
for the ISE Order Feed is subject to a
minimum fee of $2,000 per month.
The Exchange also proposes to adopt
a multi-product discount for
subscriptions to more than one data
feed, much like what the Exchange
currently offers to subscribers of the ISE
Data Feeds. Specifically, subscription
fees will be discounted by 10% for
customers who subscribe to two data
feeds and by 20% for customers who
subscribe to three data feeds. Customers
who subscribe to the ISE Real-time
Depth of Market Raw Data Feed and ISE
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Top Quote Feed only pay for the ISE
Real-time Depth of Market Raw Data
Feed (because the ISE Top Quote Feed
is embedded in the ISE Real-time Depth
of Market Raw Data Feed) and such
subscription thus counts as one feed for
the purpose of the discount.
The Exchange notes that while the
proposed Managed Data Access Service
will produce inherent latency for
customers, this proposed rule change
will also lower the fee for current and
potential future recipients of the ISE
Data Feeds. Accordingly, the Exchange
believes that the proposed rule change
establishes a program that allows all
Exchange members and Managed Data
Access Distributors a practicable
methodology to assess and receive
Managed Data Access Service for the
ISE Data Feeds, similar to services
offered by other exchanges.
The Exchange has designated this
proposed rule change to be operative on
June 6, 2013.10
2. Statutory Basis
The basis under the Securities
Exchange Act of 1934 (the ‘‘Act’’) for
this proposed rule change is the
requirement under Section 6(b)(4) that
an exchange have an equitable
allocation of reasonable dues, fees and
other charges among its members and
other persons using its facilities. The
Exchange believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,11 in
general, and with Sections 6(b)(4) of the
Act,12 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 ISE
operates or controls.
The Exchange believes that the
proposed rule change is also consistent
with Section 6(b)(8) of the Act 13 in that
it does not impose any burden on
competition not necessary or
appropriate in furtherance of the
purposes of the Act. The fees charged
would be the same for all similarlysituated market participants, and
therefore do not unreasonably
discriminate among market participants.
In adopting Regulation NMS, the
Commission granted self-regulatory
organizations and broker-dealers
increased authority and flexibility of
offer new and unique market data to the
public. It was believed that this
10 The same fees were operative on June 1, 2013
under SR–ISE–2013–35 which the Exchange
withdrew and replaced with SR–ISE–2013–39 on
June 6, 2013.
11 15 U.S.C. 78f.
12 15 U.S.C. 78f(b)(4).
13 15 U.S.C. 78f(b)(8).
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authority would expand the amount of
data available to consumers, and also
spur innovation and competition for the
provision of market data.
The Commission concluded that
Regulation NMS—by deregulating the
market in proprietary data—would itself
further the Act’s goals of facilitating
efficiency and competition:
[E]fficiency is promoted when brokerdealers who do not need the data beyond the
prices, sizes, market center identifications of
the NBBO and consolidated last sale
information are not required to receive (and
pay for) such data. The Commission also
believes that efficiency is promoted when
broker-dealers may choose to receive (and
pay for) additional market data based on their
own internal analysis of the need for such
data.14
By removing ‘‘unnecessary regulatory
restrictions’’ on the ability of exchanges
to sell their own data, Regulation NMS
advanced the goals of the Act and the
principles reflected in its legislative
history. If the free market should
determine whether proprietary data is
sold to broker-dealers at all, it follows
that the price at which such data is sold
should be set by the market as well.
On July 21, 2010, President Barak
Obama signed into law H.R. 4173, the
Dodd-Frank Wall Street Reform and
Consumer Protection Act of 2010
(‘‘Dodd-Frank Act’’), which amended
Section 19 of the Act. Among other
things, Section 916 of the Dodd-Frank
Act amended paragraph (A) of Section
19(b)(3) of the Act by inserting the
phrase ‘‘on any person, whether or not
the person is a member of the selfregulatory organization’’ after ‘‘due, fee
or other charge imposed by the selfregulatory organization.’’ As a result, all
SRO rule proposals establishing or
changing dues, fees, or other charges are
immediately effective upon filing
regardless of whether such dues, fees, or
other charges are imposed on members
of the SRO, non-members, or both.
Section 916 further amended paragraph
(C) of Section 19(b)(3) of the Act to read,
in pertinent part, ‘‘At any time within
the 60-day period beginning on the date
of filing of such a proposed rule change
in accordance with the provisions of
paragraph (1) [of Section 19(b)], the
Commission summarily may
temporarily suspend the change in the
rules of the self-regulatory organization
made thereby, 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 this title. If the Commission
14 See Securities Exchange Act Release No. 51808
(June 9, 2005), 70 FR 37496 (June 29, 2005).
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takes such action, the Commission shall
institute proceedings under paragraph
(2)(B) [of Section 19(b)] to determine
whether the proposed rule should be
approved or disapproved.’’
The decision of the United States
Court of Appeals for the District of
Columbia Circuit in NetCoalition v.
SEC, 615 F.3d 525 (D.C. Cir. 2010),
although reviewing a Commission
decision made prior to the effective date
of the Dodd-Frank Act, upheld the
Commission’s reliance upon
competitive markets to set reasonable
and equitably allocated fees for market
data. ‘‘In fact, the legislative history
indicates that the Congress intended
that the market system ‘evolve through
the interplay of competitive forces as
unnecessary regulatory restrictions are
removed’ and that the SEC wield its
regulatory power ‘in those situations
where competition may not be
sufficient,’ such as in the creation of a
‘consolidated transactional reporting
system.’ ’’ 15
ISE believes that the proposed fees are
fair and equitable, and not unreasonably
discriminatory. The proposed fees are
based on pricing conventions and
distinctions that currently exist at ISE.
These distinctions (e.g. Professional
versus Non-Professional, internal versus
external distribution, controlled versus
uncontrolled datafeed) are each based
on principles of fairness and equity that
have helped for many years to maintain
fair, equitable, and not unreasonably
discriminatory fees, and that apply with
equal or greater force to the current
proposal. ISE believes that the Managed
Data Access Service promotes broader
distribution of controlled data, although
with some potential added latency
while offering a fee reduction in the
form of a pricing option which should
result in lower fees for Subscribers. The
Managed Data Access Service proposal
is reasonable in that it offers a
methodology to get Managed Data
Access Service for the ISE Data Feeds
for less. It is equitable in that it provides
an opportunity for all distributors and
subscribers, Professional and NonProfessional, to get Managed Data
Access Service for the ISE Data Feeds
without unfairly discriminating against
any. ISE is constrained in pricing the
Managed Data Access Service for the
ISE Data Feeds by the availability to
market participants of alternatives to
purchasing ISE products. ISE must
consider the extent to which market
participants would choose one or more
alternatives instead of purchasing the
15 NetCoalition, at 535 (quoting H.R. Rep. No. 94–
229, at 92 (1975), as reprinted in 1975 U.S.C.C.A.N.
321, 323).
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Exchange’s data. Thus, if ISE has
calculated improperly and the market
deems the proposed fees to be unfair,
inequitable, or unreasonably
discriminatory, firms can diminish or
discontinue the use of their data
because the proposed fees are entirely
optional to all parties. Firms are not
required to choose to purchase Managed
Data Access Service for the ISE Data
Feeds or to utilize any specific pricing
alternative. ISE is not required to make
Managed Data Access Service for the
ISE Data Feeds available or to offer
specific pricing alternatives for potential
purchases. ISE continues to establish
and revise pricing policies aimed at
increasing fairness and equitable
allocation of fees among Subscribers.
Finally, as noted above, the Exchange
proposes to adopt this new offering on
a pilot basis, until November 30, 2013,
at which time the Exchange will
determine whether or not to continue
this offering.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
ISE 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.
Notwithstanding its determination that
the Commission may rely upon
competition to establish fair and
equitably allocated fees for market data,
the NetCoaltion [sic] court found that
the Commission had not, in that case,
compiled a record that adequately
supported its conclusion that the market
for the data at issue in the case was
competitive. ISE believes that a record
may readily be established to
demonstrate the competitive nature of
the market in question.
The proposed rule change is, as
described below, pro-competitive. The
proposed rule change offers an overall
fee reduction, which is, by its nature,
pro-competitive. Moreover, there is
intense competition between trading
platforms that provide transaction
execution and routing services and
proprietary data products. Transaction
execution and proprietary data products
are complementary in that market data
is both an input and a byproduct of the
execution service. In fact, market data
and trade execution are a paradigmatic
example [sic] of joint products with
joint costs. The decision whether and on
which platform to post an order will
depend on the attributes of the platform
where the order can be posted,
including the execution fees, data
quality and price and distribution of its
data products. Without the prospect of
a taking order seeing and reacting to a
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38427
posted order on a particular platform,
the posting of the order would
accomplish little. Without orders
entered and trades executed, exchange
data products cannot exist. Data
products are valuable to many end users
only insofar as they provide information
that end users expect will assist them or
their customers in making trading
decisions.
The costs of producing market data
include not only the costs of the data
distribution infrastructure, but also the
costs of designing, maintaining, and
operating the exchange’s transaction
execution platform and the cost of
regulating the exchange to ensure its fair
operation and maintain investor
confidence. The total return that a
trading platform earns reflects the
revenues it receives from both products
and the joint costs it incurs. Moreover,
an exchange’s customers view the costs
of transaction executions and of data as
a unified cost of doing business with the
exchange. A broker-dealer will direct
orders to a particular exchange only if
the expected revenues from executing
trades on the exchange exceed net
transaction execution costs and the cost
of data that the broker-dealer chooses to
buy to support its trading decisions (or
those of its customers). The choice of
data products is, in turn, a product of
the value of the products in making
profitable trading decisions. If the cost
of the product exceeds its expected
value, the broker-dealer will choose not
to buy it.
Moreover, as a broker-dealer chooses
to direct fewer orders to a particular
exchange, the value of the product to
that broker-dealer decrease [sic], for two
reasons. First, the product will contain
less information, because executions of
the broker-dealer’s orders will not be
reflected in it. Second, and perhaps
more important, the product will be less
valuable to that broker-dealer because it
does not provide information about the
venue to which it is directing its orders.
Data from the competing venue to
which the broker-dealer is directing
orders will become correspondingly
more valuable. Thus, a supercompetitive increase in the fees charged
for either transactions or data has the
potential to impair revenues from both
products.
‘‘No one disputes that competition for
order flow is ‘fierce’.’’ 16 However, the
existence of fierce competition for order
flow implies a high degree of price
sensitivity on the part of broker-dealers
with order flow, since they may readily
reduce costs by directing orders toward
the lowest-cost trading venues. A
16 NetCoalition,
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26JNN1
at 24 [sic].
mstockstill on DSK4VPTVN1PROD with NOTICES
38428
Federal Register / Vol. 78, No. 123 / Wednesday, June 26, 2013 / Notices
broker-dealer that shifted its order flow
from one platform to another in
response to order execution price
differentials would both reduce the
value of that platform’s market data and
reduce its own need to consume data
from the disfavored platform. Similarly,
if a platform increases its market data
fees, the change will affect the overall
cost of doing business with the
platform, and affected broker-dealers
will assess whether they can lower their
trading costs by directing orders
elsewhere and thereby lessening the
need for the more expensive data.
Analyzing the cost of market data
distribution in isolation from the cost of
all of the inputs supporting the creation
of market data will inevitably
underestimate the cost of the data. Thus,
because it is impossible to create data
without a fast, technologically robust,
and well-regulated execution system,
system costs and regulatory costs affect
the price of market data. It would be
equally misleading, however, to
attribute all of the exchange’s costs to
the market data portion of an exchange’s
joint product. Rather, all of the
exchange’s costs are incurred for the
unified purposes of attracting order
flow, executing and/or routing orders,
and generating and selling data about
market activity. The total return that an
exchange earns reflects the revenues it
receives from the joint products and the
total costs of the joint products.
Competition among trading platforms
can be expected to constrain the
aggregate return each platform earns
from the sale of its joint products, but
different platforms may choose from a
range of possible, and equally
reasonable, pricing strategies as the
means of recovering total costs. For
example, some platform may choose to
pay rebates to attract orders, charge
relatively low prices for market
information (or provide information free
of charge) and charge relatively high
prices for accessing posted liquidity.
Other platforms may choose a strategy
of paying lower rebates (or no rebates)
to attract orders, setting relatively high
prices for market information, and
setting relatively low prices for
accessing posted liquidity. In this
environment, there is no economic basis
for regulating maximum prices for one
of the joint products in an industry in
which suppliers face competitive
constraints with regard to the joint
offering.
The market for market data products
is competitive and inherently
contestable because there is fierce
competition for the inputs necessary to
the creation of proprietary data and
strict pricing discipline for the
VerDate Mar<15>2010
20:26 Jun 25, 2013
Jkt 229001
proprietary products themselves.
Numerous exchanges compete with
each other for listings, trades, and
market data itself, providing virtually
limitless opportunities for entrepreneurs
who wish to produce and distribute
their own market data. This proprietary
data is produced by each individual
exchange, as well as other entities, in a
vigorously competitive market.
Broker-dealers currently have
numerous alternative venues for their
order flow, including numerous selfregulatory organization (‘‘SRO’’)
markets, as well as internalizing brokerdealers (‘‘BDs’’) and various forms of
alternative trading systems (‘‘ATSs’’),
including dark pools and electronic
communication networks (‘‘ECNs’’).
Each SRO market competes to produce
transaction reports via trade executions,
and two FINRA-regulated Trade
Reporting Facilities (‘‘TRFs’’) compete
to attract internalized transaction
reports. Competitive markets for order
flow, executions, and transaction
reports provide pricing discipline for
the inputs of proprietary data products.
The large number of SROs, TRFs, BDs,
and ATSs that currently produce
proprietary data or are currently capable
of producing it provides further pricing
discipline for proprietary data products.
Each SRO, TRF, ATS, and BD is
currently permitted to produce
proprietary data products, and many
currently do or have announced plans to
do so, including NASDAQ, NYSE,
NYSE Amex (now NYSE MKT),
NYSEArca, DirectEdge and BATS.
Any ATS or BD can combine with any
other ATS, BD, or multiple ATSs or BDs
to produce joint proprietary data
products. Additionally, order routers
and market data vendors can facilitate
single or multiple broker-dealers’
production of proprietary data products.
The potential sources of proprietary
products are virtually limitless. The fact
that proprietary data from ATSs, BDs,
and vendors can by-pass SROs is
significant in two respects. First, nonSROs can compete directly with SROs
for the production and sale of
proprietary data products, as BATS and
Arca did before registering as exchanges
by publishing proprietary book data on
the Internet. Second, because a single
order or transaction report can appear in
an SRO proprietary product, a non-SRO
proprietary product, or both, the data
available in proprietary products is
exponentially greater than the actual
number of orders and transaction
reports that exist in the marketplace.
Market data vendors provide another
form of price discipline for proprietary
data products because they control the
primary means of access to end users.
PO 00000
Frm 00144
Fmt 4703
Sfmt 4703
Vendors impose price restraints based
upon their business models. For
example, vendors such as Bloomberg
and Reuters that assess a surcharge on
data they sell may refuse to offer
proprietary products that end users will
not purchase in sufficient numbers.
Internet portals, such as Google, impose
a discipline by providing only data that
will enable them to attract ‘‘eyeballs’’
that contribute to their advertising
revenue. Retail broker-dealers, such as
Schwab and Fidelity, offer their
customers proprietary data only if it
promotes trading and generates
sufficient commission revenue.
Although the business models may
differ, these vendors’ pricing discipline
is the same: they can simply refuse to
purchase any proprietary data product
that fails to provide sufficient value. ISE
and other producers of proprietary data
products must understand and respond
to these varying business models and
pricing disciplines in order to market
proprietary data products successfully.
In addition to the competition and
price discipline described above, the
market for proprietary data products is
also highly contestable because market
entry is rapid, inexpensive, and
profitable. The history of electronic
trading is replete with examples of
entrants that swiftly grew into some of
the largest electronic trading platforms
and proprietary data producers:
Archipelago, Bloomberg Tradebook,
Island, RediBook, Attain, TracECN,
BATS Trading and Direct Edge. A
proliferation of dark pools and other
ATSs operate profitably with
fragmentary shares of consolidated
market volume.
Regulation NMS, by deregulating the
market for proprietary data, has
increased the contestability of that
market. While broker-dealers have
previously published their proprietary
data individually, Regulation NMS
encourages market data vendors and
broker-dealers to produce proprietary
products cooperatively in a manner
never before possible. Multiple market
data vendors already have the capability
to aggregate data and disseminate it on
a profitable scale, including Bloomberg,
and Thomson Reuters.
Competition among platforms has
driven ISE continually to improve its
market data offerings and to cater to
customers’ data needs. For example, ISE
has developed and maintained multiple
delivery mechanisms that enable
customers to receive data in the form
and manner they prefer and at the
lowest cost to them. ISE offers front end
applications such as its PrecISE Trade
application which helps customers
utilize data. ISE offers data via multiple
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Federal Register / Vol. 78, No. 123 / Wednesday, June 26, 2013 / Notices
extranet providers, thereby helping to
reduce network and total cost for its
data products. Despite these
enhancements and a dramatic increase
in message traffic, ISE’s fees for market
data have, for the most part, remained
flat. Moreover, platform competition has
intensified as new entrants have
emerged, constraining prices for both
executions and for data.
The vigor of competition for market
data is significant and the Exchange
believes that this proposal clearly
evidences such competition. ISE is
offering a new pricing model in order to
keep pace with changes in the industry
and evolving customer needs. This
pricing option is entirely optional and is
geared towards attracting new
customers, as well as retaining existing
customers.
The Exchange has witnessed
competitors creating new products and
innovative pricing in this space over the
course of the past year. ISE continues to
see firms challenge its pricing on the
basis of the Exchange’s explicit fees
being higher than the zero-priced fees
from other competitors such as BATS.
In all cases, firms make decisions on
how much and what types of data to
consume on the basis of the total cost of
interacting with ISE or other exchanges.
Of course, the explicit data fees are but
one factor in a total platform analysis.
Some competitors have lower
transactions fees and higher data fees,
and others are vice versa. The market for
the proposed data is highly competitive
and continually evolves as products
develop and change.
mstockstill on DSK4VPTVN1PROD with NOTICES
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
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 17 and Rule
19b–4(f)(2) thereunder,18 because it
establishes a due, fee, or other charge
imposed by ISE.
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
17 15
18 17
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
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20:26 Jun 25, 2013
Jkt 229001
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–ISE–2013–39 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–ISE–2013–39. 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 ISE. 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
PO 00000
Frm 00145
Fmt 4703
Sfmt 4703
38429
available publicly. All submissions
should refer to File Number SR–ISE–
2013–39 and should be submitted on or
before July 17, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–15226 Filed 6–25–13; 8:45 am]
BILLING CODE 8011–01–P
DEPARTMENT OF STATE
[Public Notice: 8360]
60-Day Notice of Proposed Information
Collection: Recording, Reporting, and
Data Collection Requirements—
Student and Exchange Visitor
Information System (SEVIS)
Notice of request for public
comment.
ACTION:
The Department of State is
seeking Office of Management and
Budget (OMB) approval for the
information collection described below.
In accordance with the Paperwork
Reduction Act of 1995, we are
requesting comments on this collection
from all interested individuals and
organizations. The purpose of this
notice is to allow 60 days for public
comment preceding submission of the
collection to OMB.
DATE(S): The Department will accept
comments from the public up to August
26, 2013.
ADDRESSES: You may submit comments
by any of the following methods:
• Web: Persons with access to the
Internet may use the Federal Docket
Management System (FDMS) to
comment on this notice by going to
www.Regulations.gov. You can search
for the document by entering ‘‘Public
Notice 8360’’ in the Search bar. If
necessary, use the Narrow by Agency
filter option on the Results page.
• Email: JExchanges@State.gov.
• Mail (paper, disk, or CD–ROM
submissions): U.S. Department of State,
ECA/EC, SA–5, Floor 5, 2200 C Street
NW., Washington, DC 20522–0505,
ATTN: Federal Register Notice
Response.
You must include the DS form number
(if applicable), information collection
title, and the OMB control number in
any correspondence.
FOR FURTHER INFORMATION CONTACT:
Direct requests for additional
information regarding the collection
SUMMARY:
19 17
E:\FR\FM\26JNN1.SGM
CFR 200.30–3(a)(12).
26JNN1
Agencies
[Federal Register Volume 78, Number 123 (Wednesday, June 26, 2013)]
[Notices]
[Pages 38424-38429]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-15226]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69806; File No. SR-ISE-2013-39]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule
Change To Establish a Managed Data Access Service, on a Pilot Basis,
for the Sale of a Number of Market Data Products Currently Offered by
the Exchange
June 20, 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 June 6, 2013, the International Securities Exchange, LLC (the
``Exchange'' or the ``ISE'') 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 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 ISE proposes to amend its Schedule of Fees to establish a
pricing structure, on a pilot basis, called Managed Data Access Service
for the sale of a number of real-time market data products currently
offered by the Exchange. The text of the proposed rule change is
available on the Exchange's Web site (https://www.ise.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 self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
has prepared summaries, set forth in sections A, B, and C below, of the
most significant aspects of such statements.
[[Page 38425]]
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
ISE proposes to amend its Schedule of Fees to establish a pricing
structure for a new data distribution model called Managed Data Access
Service for the sale of a number of real-time market data products
currently offered by the Exchange. With this proposed rule change, the
Exchange proposes to establish Managed Data Access Service for the
following real-time market data feeds, each of which is currently
offered by the Exchange on a subscription basis: The ISE Real-time
Depth of Market Raw Data Feed,\3\ the ISE Order Feed,\4\ the ISE Top
Quote Feed and the ISE Spread Feed \5\ (the ``ISE Data Feeds'').
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release Nos. 59949 (May 20,
2009), 74 FR 25593 (May 28, 2009) (SR-ISE-2007-97); and 63324
(November 17, 2010), 75 FR 71475 (November 23, 2010) (SR-ISE-2010-
103).
\4\ See Securities Exchange Act Release No. 62399 (June 28,
2010), 75 FR 38587 (July 2, 2010) (SR-ISE-2010-34).
\5\ See Securities Exchange Act Release No. 65002 (August 1,
2011), 76 FR 47630 (August 5, 2011) (SR-ISE-2011-50).
---------------------------------------------------------------------------
With this proposed rule change, the Exchange seeks to further the
distribution of the ISE Data Feeds.\6\ The proposed new pricing and
administrative option is in response to industry demand, as well as due
to improvements in the contractual administration and the technology
used to distribute market data. The Exchange already offers the ISE
Data Feeds on a subscription basis and has determined to implement
Managed Data Access Service for the ISE Data Feeds on a pilot basis,
until November 30, 2013, to gauge the level of interest in this new
pricing and distribution model. The Exchange will submit a proposed
rule change at the end of the pilot period to either continue this new
offering or to terminate it.
---------------------------------------------------------------------------
\6\ The Exchange notes that a managed data solution is not a
novel distribution model. ISE currently offers Managed Data Access
Service for the ISE Implied Volatility and Greeks Feed, a real-time
market data offering. See Securities Exchange Act Release No. 65678
(November 3, 2011), 76 FR 70178 (November 10, 2011) (SR-ISE-2011-
67). A number of other exchanges have adopted Managed Data Access
Service to distribute their proprietary market data. See e.g.
Securities Exchange Act Release Nos. 63276 (November 8, 2010), 75 FR
69717 (November 15, 2010) (SR-NASDAQ-2010-138); and 69182 (March 19,
2013), 78 FR 18378 (March 26, 2013) (SR-PHLX-2013-28).
---------------------------------------------------------------------------
Managed Data Access Service provides an alternative delivery option
for the ISE Data Feeds. Managed Data Access Service is any
retransmission of the ISE Data Feeds by a Managed Data Access
Distributor \7\ where the Managed Data Access Distributor manages and
monitors, but does not necessarily control, the information. Managed
Data Access Service is a pricing and administrative option that will
assess fees to Managed Data Access Distributors. Under this
distribution model, Managed Data Access Distributors are required to
monitor the delivery of the data in the Managed Data Access Service to
their clients, the Managed Data Access Recipients.\8\ The Managed Data
Access Distributor must also agree to reformat, redisplay and/or alter
the ISE Data Feeds prior to retransmission without affecting the
integrity of the ISE Data Feeds and without rendering any of the feeds
inaccurate, unfair, uninformative, fictitious, misleading, or
discriminatory.
---------------------------------------------------------------------------
\7\ A Managed Data Access Distributor redistributes the ISE Data
Feeds that permits [sic] access to the information in the ISE Data
Feeds through a controlled device. A Managed Data Access Distributor
can also redistribute a data feed solution to specific IP addresses,
including an Application Programming Interface (API) or similar
automated delivery solutions, with only limited entitlement controls
(e.g., usernames and/or passwords) to a recipient of the
information.
\8\ A Managed Data Access Recipient is a subscriber to the
Managed Data Access Distributor who receives a reformatted data feed
in a controlled device or at a specific IP address.
---------------------------------------------------------------------------
In the past, retransmissions were considered to be an uncontrolled
data product if the Managed Data Access Distributor did not control
both the entitlements and the display of the information. Over the last
several years, Managed Data Access Distributors have improved the
technical delivery and monitoring capabilities of data therefore
Managed Data Access Service is a response to an industry need to
administer new types of technical deliveries and pricing options.
ISE notes that some Managed Data Access Distributors believe that
Managed Data Access Service is a better controlled data feed product
and as such should not be subject to the same rates as a data feed.
However, Managed Data Access Distributors may only have contractual
control over the data and may not be able to verify how Managed Data
Access Recipients are actually using the data, at least without
involvement of the Managed Data Access Recipient. The Exchange's
proposal to offer Managed Data Access Service to Managed Data Access
Distributors would assist in the management of the uncontrolled data
product on behalf of their Managed Data Recipients by contractually
restricting the data flow and monitoring the delivery. The Exchange
will maintain contracts with Managed Data Access Recipients, who may be
liable for any unauthorized use under the Managed Data Access Service.
The proposed Managed Data Access Service for the ISE Data Feeds would
allow Managed Data Access Distributors to deliver Managed Data Access
Service to their clients and would allow Professional and Non-
Professional \9\ users to use the ISE Data Feeds for their own use.
---------------------------------------------------------------------------
\9\ In differentiating between Professional and Non-Professional
subscribers, the Exchange proposes to apply the same criteria for
qualification as a Non-Professional subscriber as the Consolidated
Tape Association (``CTA'') Plan and Consolidated Quotation System
Plan Participants use. Accordingly, a ``Non-Professional
Subscriber'' is an authorized end-user of the ISE Data Feeds who is
a natural person and who is neither: (a) Registered or qualified
with the Securities and Exchange Commission, the Commodities Futures
Trading Commission, any state securities agency, any securities
exchange or association, or any commodities or futures contract
market or association; (b) engaged as an ``investment advisor'' as
that term is defined Section 202(a)(11) of the Investment Advisers
Act of 1940 (whether or not registered or qualified under that act);
nor (c) employed by a bank or other organization exempt from
registration under Federal and/or state securities laws to perform
functions that would require him/her to be so registered or
qualified if he/she were to perform such functions for an
organization not so exempt. A ``Professional Subscriber'' is an
authorized end-user of the ISE Data Feeds that has not qualified as
a Non- Professional Subscriber.
---------------------------------------------------------------------------
The Exchange proposes to charge for Managed Data Access Service for
the ISE Data Feeds, as follows:
For the ISE Real-time Depth of Market Raw Data Feed:
[cir] $2,500 per month per Managed Data Access Distributor.
[cir] $750 per month per IP address for redistribution by a Managed
Data Access Distributor to a Managed Data Access Recipient, who may be
a Professional or Non-Professional user. This fee is charged per IP
address, which covers both primary and back-up IP addresses, at a
Managed Data Access Recipient.
[cir] $50 per month per controlled device for redistribution by a
Managed Data Access Distributor to a Managed Data Access Recipient who
is a Professional user.
[cir] $5 per month per controlled device for redistribution by a
Managed Data Access Distributor to a Managed Data Access Recipient who
is a Non-Professional use [sic].
A Managed Data Access Distributor for the ISE Real-time Depth of
Market Raw Data Feed is subject to a minimum fee of $5,000 per month.
For the ISE Top Quote Feed:
[cir] $1,500 per month per Managed Data Access Distributor.
[cir] $500 per month per IP address for redistribution by a Managed
Data Access Distributor to a Managed Data
[[Page 38426]]
Access Recipient, who may be a Professional or Non-Professional user.
This fee is charged per IP address, which covers both primary and back-
up IP addresses, at a Managed Data Access Recipient.
[cir] $20 per month per controlled device for redistribution by a
Managed Data Access Distributor to a Managed Data Access Recipient who
is a Professional user. There is no controlled device fee for Non-
Professional users.
A Managed Data Access Distributor for the ISE Top Quote Feed is
subject to a minimum fee of $3,000 per month.
For the ISE Spread Feed:
[cir] $1,500 per month per Managed Data Access Distributor.
[cir] $500 per month per IP address for redistribution by a Managed
Data Access Distributor to a Managed Data Access Recipient, who may be
a Professional or Non-Professional user. This fee is charged per IP
address, which covers both primary and back-up IP addresses, at a
Managed Data Access Recipient.
[cir] $25 per month per controlled device for redistribution by a
Managed Data Access Distributor to a Managed Data Access Recipient who
is a Professional user. There is no controlled device fee for Non-
Professional users.
A Managed Data Access Distributor for the ISE Spread Feed is
subject to a minimum fee of $3,000 per month.
For the ISE Order Feed:
[cir] $1,000 per month per Managed Data Access Distributor.
[cir] $350 per month per IP address for redistribution by a Managed
Data Access Distributor to a Managed Data Access Recipient, who may be
a Professional or Non-Professional user. This fee is charged per IP
address, which covers both primary and back-up IP addresses, at a
Managed Data Access Recipient.
[cir] $10 per month per controlled device for redistribution by a
Managed Data Access Distributor to a Managed Data Access Recipient who
is a Professional user. There is no controlled device fee for Non-
Professional users.
A Managed Data Access Distributor for the ISE Order Feed is subject
to a minimum fee of $2,000 per month.
The Exchange also proposes to adopt a multi-product discount for
subscriptions to more than one data feed, much like what the Exchange
currently offers to subscribers of the ISE Data Feeds. Specifically,
subscription fees will be discounted by 10% for customers who subscribe
to two data feeds and by 20% for customers who subscribe to three data
feeds. Customers who subscribe to the ISE Real-time Depth of Market Raw
Data Feed and ISE Top Quote Feed only pay for the ISE Real-time Depth
of Market Raw Data Feed (because the ISE Top Quote Feed is embedded in
the ISE Real-time Depth of Market Raw Data Feed) and such subscription
thus counts as one feed for the purpose of the discount.
The Exchange notes that while the proposed Managed Data Access
Service will produce inherent latency for customers, this proposed rule
change will also lower the fee for current and potential future
recipients of the ISE Data Feeds. Accordingly, the Exchange believes
that the proposed rule change establishes a program that allows all
Exchange members and Managed Data Access Distributors a practicable
methodology to assess and receive Managed Data Access Service for the
ISE Data Feeds, similar to services offered by other exchanges.
The Exchange has designated this proposed rule change to be
operative on June 6, 2013.\10\
---------------------------------------------------------------------------
\10\ The same fees were operative on June 1, 2013 under SR-ISE-
2013-35 which the Exchange withdrew and replaced with SR-ISE-2013-39
on June 6, 2013.
---------------------------------------------------------------------------
2. Statutory Basis
The basis under the Securities Exchange Act of 1934 (the ``Act'')
for this proposed rule change is the requirement under Section 6(b)(4)
that an exchange have an equitable allocation of reasonable dues, fees
and other charges among its members and other persons using its
facilities. The Exchange believes that the proposed rule change is
consistent with the provisions of Section 6 of the Act,\11\ in general,
and with Sections 6(b)(4) of the Act,\12\ 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 ISE operates or controls.
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\11\ 15 U.S.C. 78f.
\12\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that the proposed rule change is also
consistent with Section 6(b)(8) of the Act \13\ in that it does not
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. The fees charged would be the
same for all similarly-situated market participants, and therefore do
not unreasonably discriminate among market participants.
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\13\ 15 U.S.C. 78f(b)(8).
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In adopting Regulation NMS, the Commission granted self-regulatory
organizations and broker-dealers increased authority and flexibility of
offer new and unique market data to the public. It was believed that
this authority would expand the amount of data available to consumers,
and also spur innovation and competition for the provision of market
data.
The Commission concluded that Regulation NMS--by deregulating the
market in proprietary data--would itself further the Act's goals of
facilitating efficiency and competition:
[E]fficiency is promoted when broker-dealers who do not need the
data beyond the prices, sizes, market center identifications of the
NBBO and consolidated last sale information are not required to
receive (and pay for) such data. The Commission also believes that
efficiency is promoted when broker-dealers may choose to receive
(and pay for) additional market data based on their own internal
analysis of the need for such data.\14\
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\14\ See Securities Exchange Act Release No. 51808 (June 9,
2005), 70 FR 37496 (June 29, 2005).
By removing ``unnecessary regulatory restrictions'' on the ability
of exchanges to sell their own data, Regulation NMS advanced the goals
of the Act and the principles reflected in its legislative history. If
the free market should determine whether proprietary data is sold to
broker-dealers at all, it follows that the price at which such data is
sold should be set by the market as well.
On July 21, 2010, President Barak Obama signed into law H.R. 4173,
the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010
(``Dodd-Frank Act''), which amended Section 19 of the Act. Among other
things, Section 916 of the Dodd-Frank Act amended paragraph (A) of
Section 19(b)(3) of the Act by inserting the phrase ``on any person,
whether or not the person is a member of the self-regulatory
organization'' after ``due, fee or other charge imposed by the self-
regulatory organization.'' As a result, all SRO rule proposals
establishing or changing dues, fees, or other charges are immediately
effective upon filing regardless of whether such dues, fees, or other
charges are imposed on members of the SRO, non-members, or both.
Section 916 further amended paragraph (C) of Section 19(b)(3) of the
Act to read, in pertinent part, ``At any time within the 60-day period
beginning on the date of filing of such a proposed rule change in
accordance with the provisions of paragraph (1) [of Section 19(b)], the
Commission summarily may temporarily suspend the change in the rules of
the self-regulatory organization made thereby, 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 this title. If the Commission
[[Page 38427]]
takes such action, the Commission shall institute proceedings under
paragraph (2)(B) [of Section 19(b)] to determine whether the proposed
rule should be approved or disapproved.''
The decision of the United States Court of Appeals for the District
of Columbia Circuit in NetCoalition v. SEC, 615 F.3d 525 (D.C. Cir.
2010), although reviewing a Commission decision made prior to the
effective date of the Dodd-Frank Act, upheld the Commission's reliance
upon competitive markets to set reasonable and equitably allocated fees
for market data. ``In fact, the legislative history indicates that the
Congress intended that the market system `evolve through the interplay
of competitive forces as unnecessary regulatory restrictions are
removed' and that the SEC wield its regulatory power `in those
situations where competition may not be sufficient,' such as in the
creation of a `consolidated transactional reporting system.' '' \15\
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\15\ NetCoalition, at 535 (quoting H.R. Rep. No. 94-229, at 92
(1975), as reprinted in 1975 U.S.C.C.A.N. 321, 323).
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ISE believes that the proposed fees are fair and equitable, and not
unreasonably discriminatory. The proposed fees are based on pricing
conventions and distinctions that currently exist at ISE. These
distinctions (e.g. Professional versus Non-Professional, internal
versus external distribution, controlled versus uncontrolled datafeed)
are each based on principles of fairness and equity that have helped
for many years to maintain fair, equitable, and not unreasonably
discriminatory fees, and that apply with equal or greater force to the
current proposal. ISE believes that the Managed Data Access Service
promotes broader distribution of controlled data, although with some
potential added latency while offering a fee reduction in the form of a
pricing option which should result in lower fees for Subscribers. The
Managed Data Access Service proposal is reasonable in that it offers a
methodology to get Managed Data Access Service for the ISE Data Feeds
for less. It is equitable in that it provides an opportunity for all
distributors and subscribers, Professional and Non-Professional, to get
Managed Data Access Service for the ISE Data Feeds without unfairly
discriminating against any. ISE is constrained in pricing the Managed
Data Access Service for the ISE Data Feeds by the availability to
market participants of alternatives to purchasing ISE products. ISE
must consider the extent to which market participants would choose one
or more alternatives instead of purchasing the Exchange's data. Thus,
if ISE has calculated improperly and the market deems the proposed fees
to be unfair, inequitable, or unreasonably discriminatory, firms can
diminish or discontinue the use of their data because the proposed fees
are entirely optional to all parties. Firms are not required to choose
to purchase Managed Data Access Service for the ISE Data Feeds or to
utilize any specific pricing alternative. ISE is not required to make
Managed Data Access Service for the ISE Data Feeds available or to
offer specific pricing alternatives for potential purchases. ISE
continues to establish and revise pricing policies aimed at increasing
fairness and equitable allocation of fees among Subscribers. Finally,
as noted above, the Exchange proposes to adopt this new offering on a
pilot basis, until November 30, 2013, at which time the Exchange will
determine whether or not to continue this offering.
B. Self-Regulatory Organization's Statement on Burden on Competition
ISE 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. Notwithstanding its
determination that the Commission may rely upon competition to
establish fair and equitably allocated fees for market data, the
NetCoaltion [sic] court found that the Commission had not, in that
case, compiled a record that adequately supported its conclusion that
the market for the data at issue in the case was competitive. ISE
believes that a record may readily be established to demonstrate the
competitive nature of the market in question.
The proposed rule change is, as described below, pro-competitive.
The proposed rule change offers an overall fee reduction, which is, by
its nature, pro-competitive. Moreover, there is intense competition
between trading platforms that provide transaction execution and
routing services and proprietary data products. Transaction execution
and proprietary data products are complementary in that market data is
both an input and a byproduct of the execution service. In fact, market
data and trade execution are a paradigmatic example [sic] of joint
products with joint costs. The decision whether and on which platform
to post an order will depend on the attributes of the platform where
the order can be posted, including the execution fees, data quality and
price and distribution of its data products. Without the prospect of a
taking order seeing and reacting to a posted order on a particular
platform, the posting of the order would accomplish little. Without
orders entered and trades executed, exchange data products cannot
exist. Data products are valuable to many end users only insofar as
they provide information that end users expect will assist them or
their customers in making trading decisions.
The costs of producing market data include not only the costs of
the data distribution infrastructure, but also the costs of designing,
maintaining, and operating the exchange's transaction execution
platform and the cost of regulating the exchange to ensure its fair
operation and maintain investor confidence. The total return that a
trading platform earns reflects the revenues it receives from both
products and the joint costs it incurs. Moreover, an exchange's
customers view the costs of transaction executions and of data as a
unified cost of doing business with the exchange. A broker-dealer will
direct orders to a particular exchange only if the expected revenues
from executing trades on the exchange exceed net transaction execution
costs and the cost of data that the broker-dealer chooses to buy to
support its trading decisions (or those of its customers). The choice
of data products is, in turn, a product of the value of the products in
making profitable trading decisions. If the cost of the product exceeds
its expected value, the broker-dealer will choose not to buy it.
Moreover, as a broker-dealer chooses to direct fewer orders to a
particular exchange, the value of the product to that broker-dealer
decrease [sic], for two reasons. First, the product will contain less
information, because executions of the broker-dealer's orders will not
be reflected in it. Second, and perhaps more important, the product
will be less valuable to that broker-dealer because it does not provide
information about the venue to which it is directing its orders. Data
from the competing venue to which the broker-dealer is directing orders
will become correspondingly more valuable. Thus, a super-competitive
increase in the fees charged for either transactions or data has the
potential to impair revenues from both products.
``No one disputes that competition for order flow is `fierce'.''
\16\ However, the existence of fierce competition for order flow
implies a high degree of price sensitivity on the part of broker-
dealers with order flow, since they may readily reduce costs by
directing orders toward the lowest-cost trading venues. A
[[Page 38428]]
broker-dealer that shifted its order flow from one platform to another
in response to order execution price differentials would both reduce
the value of that platform's market data and reduce its own need to
consume data from the disfavored platform. Similarly, if a platform
increases its market data fees, the change will affect the overall cost
of doing business with the platform, and affected broker-dealers will
assess whether they can lower their trading costs by directing orders
elsewhere and thereby lessening the need for the more expensive data.
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\16\ NetCoalition, at 24 [sic].
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Analyzing the cost of market data distribution in isolation from
the cost of all of the inputs supporting the creation of market data
will inevitably underestimate the cost of the data. Thus, because it is
impossible to create data without a fast, technologically robust, and
well-regulated execution system, system costs and regulatory costs
affect the price of market data. It would be equally misleading,
however, to attribute all of the exchange's costs to the market data
portion of an exchange's joint product. Rather, all of the exchange's
costs are incurred for the unified purposes of attracting order flow,
executing and/or routing orders, and generating and selling data about
market activity. The total return that an exchange earns reflects the
revenues it receives from the joint products and the total costs of the
joint products.
Competition among trading platforms can be expected to constrain
the aggregate return each platform earns from the sale of its joint
products, but different platforms may choose from a range of possible,
and equally reasonable, pricing strategies as the means of recovering
total costs. For example, some platform may choose to pay rebates to
attract orders, charge relatively low prices for market information (or
provide information free of charge) and charge relatively high prices
for accessing posted liquidity. Other platforms may choose a strategy
of paying lower rebates (or no rebates) to attract orders, setting
relatively high prices for market information, and setting relatively
low prices for accessing posted liquidity. In this environment, there
is no economic basis for regulating maximum prices for one of the joint
products in an industry in which suppliers face competitive constraints
with regard to the joint offering.
The market for market data products is competitive and inherently
contestable because there is fierce competition for the inputs
necessary to the creation of proprietary data and strict pricing
discipline for the proprietary products themselves. Numerous exchanges
compete with each other for listings, trades, and market data itself,
providing virtually limitless opportunities for entrepreneurs who wish
to produce and distribute their own market data. This proprietary data
is produced by each individual exchange, as well as other entities, in
a vigorously competitive market.
Broker-dealers currently have numerous alternative venues for their
order flow, including numerous self-regulatory organization (``SRO'')
markets, as well as internalizing broker-dealers (``BDs'') and various
forms of alternative trading systems (``ATSs''), including dark pools
and electronic communication networks (``ECNs''). Each SRO market
competes to produce transaction reports via trade executions, and two
FINRA-regulated Trade Reporting Facilities (``TRFs'') compete to
attract internalized transaction reports. Competitive markets for order
flow, executions, and transaction reports provide pricing discipline
for the inputs of proprietary data products. The large number of SROs,
TRFs, BDs, and ATSs that currently produce proprietary data or are
currently capable of producing it provides further pricing discipline
for proprietary data products. Each SRO, TRF, ATS, and BD is currently
permitted to produce proprietary data products, and many currently do
or have announced plans to do so, including NASDAQ, NYSE, NYSE Amex
(now NYSE MKT), NYSEArca, DirectEdge and BATS.
Any ATS or BD can combine with any other ATS, BD, or multiple ATSs
or BDs to produce joint proprietary data products. Additionally, order
routers and market data vendors can facilitate single or multiple
broker-dealers' production of proprietary data products. The potential
sources of proprietary products are virtually limitless. The fact that
proprietary data from ATSs, BDs, and vendors can by-pass SROs is
significant in two respects. First, non-SROs can compete directly with
SROs for the production and sale of proprietary data products, as BATS
and Arca did before registering as exchanges by publishing proprietary
book data on the Internet. Second, because a single order or
transaction report can appear in an SRO proprietary product, a non-SRO
proprietary product, or both, the data available in proprietary
products is exponentially greater than the actual number of orders and
transaction reports that exist in the marketplace.
Market data vendors provide another form of price discipline for
proprietary data products because they control the primary means of
access to end users. Vendors impose price restraints based upon their
business models. For example, vendors such as Bloomberg and Reuters
that assess a surcharge on data they sell may refuse to offer
proprietary products that end users will not purchase in sufficient
numbers. Internet portals, such as Google, impose a discipline by
providing only data that will enable them to attract ``eyeballs'' that
contribute to their advertising revenue. Retail broker-dealers, such as
Schwab and Fidelity, offer their customers proprietary data only if it
promotes trading and generates sufficient commission revenue. Although
the business models may differ, these vendors' pricing discipline is
the same: they can simply refuse to purchase any proprietary data
product that fails to provide sufficient value. ISE and other producers
of proprietary data products must understand and respond to these
varying business models and pricing disciplines in order to market
proprietary data products successfully.
In addition to the competition and price discipline described
above, the market for proprietary data products is also highly
contestable because market entry is rapid, inexpensive, and profitable.
The history of electronic trading is replete with examples of entrants
that swiftly grew into some of the largest electronic trading platforms
and proprietary data producers: Archipelago, Bloomberg Tradebook,
Island, RediBook, Attain, TracECN, BATS Trading and Direct Edge. A
proliferation of dark pools and other ATSs operate profitably with
fragmentary shares of consolidated market volume.
Regulation NMS, by deregulating the market for proprietary data,
has increased the contestability of that market. While broker-dealers
have previously published their proprietary data individually,
Regulation NMS encourages market data vendors and broker-dealers to
produce proprietary products cooperatively in a manner never before
possible. Multiple market data vendors already have the capability to
aggregate data and disseminate it on a profitable scale, including
Bloomberg, and Thomson Reuters.
Competition among platforms has driven ISE continually to improve
its market data offerings and to cater to customers' data needs. For
example, ISE has developed and maintained multiple delivery mechanisms
that enable customers to receive data in the form and manner they
prefer and at the lowest cost to them. ISE offers front end
applications such as its PrecISE Trade application which helps
customers utilize data. ISE offers data via multiple
[[Page 38429]]
extranet providers, thereby helping to reduce network and total cost
for its data products. Despite these enhancements and a dramatic
increase in message traffic, ISE's fees for market data have, for the
most part, remained flat. Moreover, platform competition has
intensified as new entrants have emerged, constraining prices for both
executions and for data.
The vigor of competition for market data is significant and the
Exchange believes that this proposal clearly evidences such
competition. ISE is offering a new pricing model in order to keep pace
with changes in the industry and evolving customer needs. This pricing
option is entirely optional and is geared towards attracting new
customers, as well as retaining existing customers.
The Exchange has witnessed competitors creating new products and
innovative pricing in this space over the course of the past year. ISE
continues to see firms challenge its pricing on the basis of the
Exchange's explicit fees being higher than the zero-priced fees from
other competitors such as BATS. In all cases, firms make decisions on
how much and what types of data to consume on the basis of the total
cost of interacting with ISE or other exchanges. Of course, the
explicit data fees are but one factor in a total platform analysis.
Some competitors have lower transactions fees and higher data fees, and
others are vice versa. The market for the proposed data is highly
competitive and continually evolves as products develop and change.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from members or other interested
parties.
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 \17\ and Rule 19b-4(f)(2) thereunder,\18\
because it establishes a due, fee, or other charge imposed by ISE.
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\17\ 15 U.S.C. 78s(b)(3)(A)(ii).
\18\ 17 CFR 240.19b-4(f)(2).
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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 rule-comments@sec.gov. Please include
File Number SR-ISE-2013-39 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-ISE-2013-39. 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 ISE. 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-ISE-2013-39 and should be
submitted on or before July 17, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
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\19\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-15226 Filed 6-25-13; 8:45 am]
BILLING CODE 8011-01-P