Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Fees Assessed for Connectivity to the Exchange Under Rule 7015 and Amend the Fees Assessed and Credits Paid Under Exchange Rule 7018(a), 56249-56251 [2013-22165]
Download as PDF
Federal Register / Vol. 78, No. 177 / Thursday, September 12, 2013 / Notices
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–70339; File No. SR–BX–
2013–051]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
and Immediate Effectiveness of
Proposed Rule Change To Amend
Fees Assessed for Connectivity to the
Exchange Under Rule 7015 and Amend
the Fees Assessed and Credits Paid
Under Exchange Rule 7018(a)
September 6, 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 August
28, 2013, NASDAQ OMX BX, Inc. (‘‘BX’’
or ‘‘Exchange’’) filed with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III, below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
tkelley on DSK3SPTVN1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes a rule change
to amend fees assessed for connectivity
to the Exchange under Rule 7015. The
Exchange is also amending the fees
assessed and credits paid under
Exchange Rule 7018(a) for executing
certain trades that either add liquidity to
or remove liquidity from the Exchange’s
order book in securities priced at $1 per
share or greater. The text of the
proposed rule change is also available
on the Exchange’s Web site at https://
nasdaqomxbx.cchwallstreet.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
1 15
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
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1. Purpose
The Exchange is proposing to modify
two sets of fees: (1) Connectivity fees
assessed under Exchange Rule 7015,
and (2) execution fees and credits
assessed or granted under Exchange
Rule 7018(a) with respect to securities
priced at $1 per share or greater.
Connectivity Fees. The Exchange is
proposing to increase the fee assessed
for use of TCP ITCH data feed pairs to
connect to the BX System. TCP ITCH
data feed pairs are a type of port pair 3
that firms may subscribe to receive
market data through a private (i.e., not
shared) connection to BX. By contrast,
a firm may subscribe to a Multicast
ITCH data feed pair,4 which provides
access to a shared distribution of market
data that is distributed to all subscribers
simultaneously. BX assesses a fee of
$400 per month for each port pair used
to connect to BX using protocols other
than Multicast ITCH. Currently,
subscription to a TCP ITCH data feed
pair is covered by this fee. Unlike
Multicast ITCH data, TCP ITCH data
requires substantially greater hardware
infrastructure to support subscribers
because BX must support each
individual TCP ITCH connection,
including the transmission of the large
volume of market data through each
port. By contrast, BX transmits market
data for Multicast ITCH through a single
point, which is accessed by all
subscribers. In light of increased costs
resulting from a need to support the
hardware and support demands of the
service, the Exchange is proposing to
increase the fees for subscription to a
TCP ITCH data port from $400 per
month, per port pair to $750 per month,
per port pair.
BX is also proposing to increase the
$400 monthly fee assessed under Rule
7015 for port pairs used to enter orders
in Exchange trading systems to $500 per
month. The change does not affect ports
used to receive market data, to enter
quotes, or to enter trade reports into the
FINRA/NASDAQ Trade Reporting
Facility. The change applies both to
members that obtain ports for direct
access, and non-member service bureaus
that act as a conduit for orders entered
by BX members that are their customers.
3 BX uses the term ‘‘data feed pair’’ herein and in
the rule as a more precise description of the
intended use and functionality of the port pair.
4 For a fee of $1,000 per month for software-based
TotalView-ITCH or $2,500 per month for combined
software- and hardware-based TotalView-ITCH.
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56249
BX notes that it has not increased the
$400 fee since its adoption in January
2009.5 When the Exchange initially
adopted its fees, it set its fee levels
appropriate to the start-up nature of the
Exchange’s new equities trading
platform and in manner designed to
attract order flow to the Exchange. Since
that time, the BX has matured as a
market, resulting in higher volumes. As
a consequence, the Exchange has
experienced greater hardware demands
and costs associated with offering
connectivity options. Accordingly, BX
believes that an increase in access
services fees is now warranted to help
ensure that its market data technology
continues to perform at a high level of
responsiveness and efficiency.
Execution Fees and Credits. The
Exchange proposes to amend four fees
and credits governed by Rule 7018(a),
which applies to securities priced at $1
per share or greater. The first three
adjustments apply to credits the
Exchange offers members for entering
order that accesses liquidity in the
NASDAQ OMX BX Equities System.
The first applies to order entered by a
member through a BX Equities System
Market Participant Identifier (‘‘MPID’’)
through which the member (i) accesses
an average daily volume of 3.5 million
or more shares of liquidity, or (ii)
provides an average daily volume of 1
million or more shares of liquidity
during the month (excluding an order
that executes against a midpoint pegged
order). Currently, the credit pays
$0.0014 per share executed. BX is
lowering that credit to $0.0013 per share
executed.
The second adjustment applies to
order entered by a member through a BX
Equities System MPID through which
the member provides an average daily
volume of at least 25,000, but less than
1 million, shares of liquidity during the
month (excluding an order that executes
against a midpoint pegged order).
Currently, the credit offered is $0.0010
per share executed, and BX proposes to
increase that credit to $0.0011 per share
executed.
The third adjustment is an increase
from $0.0004 to $0.0007 in credit per
share executed for all orders entered in
securities priced at $1 per share or
greater that accesses liquidity in the
NASDAQ OMX BX Equities System.
This increase is a ‘‘catch-all’’ that
applies to all other orders that access
liquidity in securities priced $1 per
share or greater that are not specified
elsewhere in Rule 7018(a) (i.e., not in
5 Securities Exchange Act Release No. 61595 (Feb.
2, 2009), 74 FR 6441 (Feb. 9, 2009) (SR–BX–2009–
004).
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Federal Register / Vol. 78, No. 177 / Thursday, September 12, 2013 / Notices
tkelley on DSK3SPTVN1PROD with NOTICES
the liquidity program described in the
preceding two paragraphs, not midpoint
peg orders, and not any of the multiple
order types otherwise specified).
The fourth adjustment to the fee
schedule for the BX Equities Market is
an decrease from $0.0015 to $0.0014 per
share executed in the charge for
providing liquidity through the
NASDAQ OMX BX Equities System for
Displayed order entered by a Qualified
Liquidity Provider through a Qualified
MPID. The Exchange charges a reduced
fee for members providing liquidity if
they meet the criteria of a ‘‘Qualified
Liquidity Provider.’’ These criteria
(which BX is not modifying) include
requirements that the member access
and provide volumes of liquidity in
excess of certain levels, expressed as a
percentage of Consolidated Volume.6
BX is now proposing to further reduce
the fee changed under that program
from $0.0015 to $0.0014 per share
executed.
2. Statutory Basis
BX believes that the proposed rule
change is consistent with the provisions
of Section 6 of the Act,7 in general, and
Section 6(b)(4) of the Act,8 in particular,
because 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 that the Exchange
operates or controls, and it does not
unfairly discriminate between
customers, issuers, brokers or dealers.
The proposed connectivity fee
increases are reasonable because they
reflect the increased costs associated
with offering connectivity options on
BX. The proposed fees are equitable and
not unfairly discriminatory because the
Exchange is assessing the fees equally
among subscribers to the service.
Moreover, the proposed fees are not
unfairly discriminatory as it enables the
Exchange to allocate the increased costs
of connectivity to the Exchange to those
who subscribe to the service. The
Exchange believes that the increased
fees will enable it to cover its costs and
earn an appropriate return on its
investment in market technology and
services.
With respect to execution fees under
Exchange Rule 7018(a), the Exchange
believes that the minor fee
modifications provide for the equitable
allocation of reasonable dues, fees and
other charges among members and
6 ‘‘Consolidated Volume’’ is the consolidated
volume of shares reported to all consolidated
transaction reporting plans by all exchanges and
trade reporting facilities during a month.
7 15 U.S.C. 78f.
8 15 U.S.C. 78f(b)(4).
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19:54 Sep 11, 2013
Jkt 229001
issuers and other persons using any
facility or system which BX operates or
controls, and are not designed to permit
unfair discrimination between
customers, issuers, brokers, or dealers.
In particular, with respect to the credits
offered for orders executed that access
liquidity on BX in securities priced at
$1 or greater, the Exchange notes that
decreasing the credit paid to members
qualifying for the highest volume tier
and increasing the credit for members
qualifying for the lower tier or for no
tier (as is the case with the ‘‘catch-all’’
rate), will encourage more members to
access liquidity from BX. BX expects
that small and medium-sized member
firms will benefit most from the
proposed changes. Additionally, by
increasing the overall quantities of
executed orders that access liquidity, as
BX believes will occur, BX expects to
also increase total liquidity available on
its market, increase total order
interaction on its order book, and
improve overall execution quality for all
members.
With respect to the decrease from
$0.0015 to $0.0014 per share executed
in the charge for providing liquidity
through the NASDAQ OMX BX Equities
System for Displayed order entered by
a Qualified Liquidity Provider through a
Qualified MPID, the Exchange believes
that the proposed modification 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 BX
operates or controls, and are not
designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers. In
particular, the Exchange first notes the
proposed changes do not modify the
requirements with respect to the current
$0.0015 per share executed rate for
Displayed orders that provide liquidity.
The current Liquidity Provider program
has itself been accepted as consistent
with the Exchange Act.
Additionally, the decrease in the
applicable rate for such Displayed
orders is reasonable because it will
further encourage members to qualify
for the program, and increase the total
volume of orders displayed on the
Exchange. Increased display of liquidity
on the Exchange will benefit all
members, as described above. Moreover,
the Exchange continues to offer an even
more favorable charge to members using
midpoint pegged orders, which may be
used by all members, regardless of
volume.
The proposed fee reduction is
consistent with an equitable allocation
of fees because it is consistent with the
established practice at a number of
PO 00000
Frm 00049
Fmt 4703
Sfmt 4703
national securities exchanges of
providing more favorable fee economics
to members that contribute to market
quality and the Exchange’s market share
by achieving certain volume
requirements. A member that provides
and displays a comparatively large
volume of liquidity is demonstrating its
commitment to the viability of BX’s
market model by posting orders at
prices that attract members seeking
liquidity. Accordingly, BX believes that
it is equitable for the fees charged to
such a member to be more favorable
than the fees charged to members
providing lower volumes of liquidity.
The Exchange further believes that the
change is not unfairly discriminatory
because the associated volume
requirements are not very high and
because the Exchange provides an
alternative means of paying a lower fee
for orders that provide liquidity.
The Exchange notes that it operates in
a highly competitive market, in which
market participants can readily favor
competing venues if they deem fee
levels at a particular venue to be
excessive. Accordingly, if the
Exchange’s proposed fee is deemed
excessive, a market participant currently
subscribed to the data service may elect
to cancel its subscription and either
subscribe to another connectivity option
or route its order flow to another
competitor exchange with lower fees.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
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.
BX notes that it operates in a highly
competitive market in which market
participants can readily favor competing
venues if they deem fee levels at a
particular venue to be excessive, or
rebate opportunities available at other
venues to be more favorable. In such an
environment, BX must continually
adjust its fees to remain competitive
with other exchanges and with
alternative trading systems that have
been exempted from compliance with
the statutory standards applicable to
exchanges. Because competitors are free
to modify their own fees in response,
and because market participants may
readily adjust their order routing
practices, BX believes that the degree to
which fee changes in this market may
impose any burden on competition is
extremely limited.
In this instance, the increased
subscription fee is reflective of the
increased costs associated with offering
the associated connectivity options. As
E:\FR\FM\12SEN1.SGM
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Federal Register / Vol. 78, No. 177 / Thursday, September 12, 2013 / Notices
such, the fees are targeted to apply to
only those that subscribe to, and derive
benefit from, subscription to the
connectivity options. In terms of TCP
ITCH data feed fee, the Exchange will
continue to offer other data connectivity
options and firms may seek out third
party providers of such data as well,
should the firms determine that the cost
of subscribing to the TCP ITCH data
feed is excessive.
With respect to the execution fees and
credits, the minor modifications
described herein are a direct response to
competition, which should be viewed as
a positive signal that a competitive
market exists. If the changes are
unattractive to market participants, it is
likely that BX will lose market share as
a result. Accordingly, BX does not
believe that the proposed changes will
impair the ability of members or
competing order execution venues to
maintain their competitive standing in
the financial markets.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.9 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: (i)
Necessary or appropriate in the public
interest; (ii) for the protection of
investors; or (iii) otherwise in
furtherance of the purposes of the Act.
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:
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–BX–2013–051. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml).
Copies of the submission, all
subsequent amendments, all written
statements with respect to the proposed
rule change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly.
All submissions should refer to File
Number SR–BX–2013–051 and should
be submitted on or before October 3,
2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Kevin M O’Neill,
Deputy Secretary.
[FR Doc. 2013–22165 Filed 9–11–13; 8:45 am]
BILLING CODE 8011–01–P
tkelley on DSK3SPTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
BX–2013–051 on the subject line.
9 15
U.S.C. 78s(b)(3)(A)(ii).
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19:54 Sep 11, 2013
10 17
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PO 00000
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–70345; File No. SR–FINRA–
2013–029]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Order Granting
Approval of Proposed Rule Change
Relating to the Dissemination of
Transactions in TRACE-Eligible
Securities That Are Effected Pursuant
to Securities Act Rule 144A
September 6, 2013.
I. Introduction
On July 17, 2013, the Financial
Industry Regulatory Authority, Inc.
(‘‘FINRA’’) filed with the Securities and
Exchange Commission (‘‘Commission’’),
pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2 a
proposed rule change relating to
dissemination of transactions in
TRACE-Eligible Securities 3 that are
effected pursuant to Rule 144A 4 under
the Securities Act of 1933 (‘‘Securities
Act’’).5 The proposed rule change was
published for comment in the Federal
Register on July 25, 2013.6 The
Commission received two comments on
the proposal.7 This order approves the
proposed rule change.
II. Description of the Proposal
Historically, FINRA has utilized the
Trade Reporting and Compliance Engine
(‘‘TRACE’’) to collect from its members
and publicly disseminate information
on secondary over-the-counter
transactions in corporate debt securities
and Agency Debt Securities 8 and
certain primary market transactions. For
certain other asset types, FINRA has
utilized TRACE to collect transaction
information but has not reported such
information publicly.9 Information
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 The term ‘‘TRACE-Eligible Security’’ is defined
in FINRA Rule 6710(a).
4 17 CFR 230.144A.
5 15 U.S.C. 77a et seq.
6 See Securities Exchange Act Release No. 70009
(July 19, 2013), 78 FR 44997 (‘‘Notice’’).
7 See letters to Elizabeth M. Murphy, Secretary,
Commission, from: Dorothy Donohue, Deputy
General Counsel—Securities Regulation, Investment
Company Institute, dated August 15, 2013 (‘‘ICI
Letter’’); and Ari Gabinet, Executive Vice President
and General Counsel, OFI Global Asset
Management, dated August 15, 2013 (‘‘OFI Letter’’).
8 The term ‘‘Agency Debt Security’’ is defined in
FINRA Rule 6710(l).
9 Recently, however, FINRA has expanded
TRACE’s functionality to include public
dissemination of transaction information for certain
Asset-Backed Securities, which information FINRA
2 17
CFR 200.30–3(a)(12).
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56251
Continued
E:\FR\FM\12SEN1.SGM
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Agencies
[Federal Register Volume 78, Number 177 (Thursday, September 12, 2013)]
[Notices]
[Pages 56249-56251]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-22165]
[[Page 56249]]
=======================================================================
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-70339; File No. SR-BX-2013-051]
Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change To Amend
Fees Assessed for Connectivity to the Exchange Under Rule 7015 and
Amend the Fees Assessed and Credits Paid Under Exchange Rule 7018(a)
September 6, 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 August 28, 2013, NASDAQ OMX BX, Inc. (``BX'' or ``Exchange'')
filed with the Securities and Exchange Commission (``SEC'' or
``Commission'') the proposed rule change as described in Items I, II,
and III, below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes a rule change to amend fees assessed for
connectivity to the Exchange under Rule 7015. The Exchange is also
amending the fees assessed and credits paid under Exchange Rule 7018(a)
for executing certain trades that either add liquidity to or remove
liquidity from the Exchange's order book in securities priced at $1 per
share or greater. The text of the proposed rule change is also
available on the Exchange's Web site at https://nasdaqomxbx.cchwallstreet.com, at the principal office of the Exchange,
and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange is proposing to modify two sets of fees: (1)
Connectivity fees assessed under Exchange Rule 7015, and (2) execution
fees and credits assessed or granted under Exchange Rule 7018(a) with
respect to securities priced at $1 per share or greater.
Connectivity Fees. The Exchange is proposing to increase the fee
assessed for use of TCP ITCH data feed pairs to connect to the BX
System. TCP ITCH data feed pairs are a type of port pair \3\ that firms
may subscribe to receive market data through a private (i.e., not
shared) connection to BX. By contrast, a firm may subscribe to a
Multicast ITCH data feed pair,\4\ which provides access to a shared
distribution of market data that is distributed to all subscribers
simultaneously. BX assesses a fee of $400 per month for each port pair
used to connect to BX using protocols other than Multicast ITCH.
Currently, subscription to a TCP ITCH data feed pair is covered by this
fee. Unlike Multicast ITCH data, TCP ITCH data requires substantially
greater hardware infrastructure to support subscribers because BX must
support each individual TCP ITCH connection, including the transmission
of the large volume of market data through each port. By contrast, BX
transmits market data for Multicast ITCH through a single point, which
is accessed by all subscribers. In light of increased costs resulting
from a need to support the hardware and support demands of the service,
the Exchange is proposing to increase the fees for subscription to a
TCP ITCH data port from $400 per month, per port pair to $750 per
month, per port pair.
---------------------------------------------------------------------------
\3\ BX uses the term ``data feed pair'' herein and in the rule
as a more precise description of the intended use and functionality
of the port pair.
\4\ For a fee of $1,000 per month for software-based TotalView-
ITCH or $2,500 per month for combined software- and hardware-based
TotalView-ITCH.
---------------------------------------------------------------------------
BX is also proposing to increase the $400 monthly fee assessed
under Rule 7015 for port pairs used to enter orders in Exchange trading
systems to $500 per month. The change does not affect ports used to
receive market data, to enter quotes, or to enter trade reports into
the FINRA/NASDAQ Trade Reporting Facility. The change applies both to
members that obtain ports for direct access, and non-member service
bureaus that act as a conduit for orders entered by BX members that are
their customers.
BX notes that it has not increased the $400 fee since its adoption
in January 2009.\5\ When the Exchange initially adopted its fees, it
set its fee levels appropriate to the start-up nature of the Exchange's
new equities trading platform and in manner designed to attract order
flow to the Exchange. Since that time, the BX has matured as a market,
resulting in higher volumes. As a consequence, the Exchange has
experienced greater hardware demands and costs associated with offering
connectivity options. Accordingly, BX believes that an increase in
access services fees is now warranted to help ensure that its market
data technology continues to perform at a high level of responsiveness
and efficiency.
---------------------------------------------------------------------------
\5\ Securities Exchange Act Release No. 61595 (Feb. 2, 2009), 74
FR 6441 (Feb. 9, 2009) (SR-BX-2009-004).
---------------------------------------------------------------------------
Execution Fees and Credits. The Exchange proposes to amend four
fees and credits governed by Rule 7018(a), which applies to securities
priced at $1 per share or greater. The first three adjustments apply to
credits the Exchange offers members for entering order that accesses
liquidity in the NASDAQ OMX BX Equities System. The first applies to
order entered by a member through a BX Equities System Market
Participant Identifier (``MPID'') through which the member (i) accesses
an average daily volume of 3.5 million or more shares of liquidity, or
(ii) provides an average daily volume of 1 million or more shares of
liquidity during the month (excluding an order that executes against a
midpoint pegged order). Currently, the credit pays $0.0014 per share
executed. BX is lowering that credit to $0.0013 per share executed.
The second adjustment applies to order entered by a member through
a BX Equities System MPID through which the member provides an average
daily volume of at least 25,000, but less than 1 million, shares of
liquidity during the month (excluding an order that executes against a
midpoint pegged order). Currently, the credit offered is $0.0010 per
share executed, and BX proposes to increase that credit to $0.0011 per
share executed.
The third adjustment is an increase from $0.0004 to $0.0007 in
credit per share executed for all orders entered in securities priced
at $1 per share or greater that accesses liquidity in the NASDAQ OMX BX
Equities System. This increase is a ``catch-all'' that applies to all
other orders that access liquidity in securities priced $1 per share or
greater that are not specified elsewhere in Rule 7018(a) (i.e., not in
[[Page 56250]]
the liquidity program described in the preceding two paragraphs, not
midpoint peg orders, and not any of the multiple order types otherwise
specified).
The fourth adjustment to the fee schedule for the BX Equities
Market is an decrease from $0.0015 to $0.0014 per share executed in the
charge for providing liquidity through the NASDAQ OMX BX Equities
System for Displayed order entered by a Qualified Liquidity Provider
through a Qualified MPID. The Exchange charges a reduced fee for
members providing liquidity if they meet the criteria of a ``Qualified
Liquidity Provider.'' These criteria (which BX is not modifying)
include requirements that the member access and provide volumes of
liquidity in excess of certain levels, expressed as a percentage of
Consolidated Volume.\6\ BX is now proposing to further reduce the fee
changed under that program from $0.0015 to $0.0014 per share executed.
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\6\ ``Consolidated Volume'' is the consolidated volume of shares
reported to all consolidated transaction reporting plans by all
exchanges and trade reporting facilities during a month.
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2. Statutory Basis
BX believes that the proposed rule change is consistent with the
provisions of Section 6 of the Act,\7\ in general, and Section 6(b)(4)
of the Act,\8\ in particular, because 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 that the
Exchange operates or controls, and it does not unfairly discriminate
between customers, issuers, brokers or dealers.
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\7\ 15 U.S.C. 78f.
\8\ 15 U.S.C. 78f(b)(4).
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The proposed connectivity fee increases are reasonable because they
reflect the increased costs associated with offering connectivity
options on BX. The proposed fees are equitable and not unfairly
discriminatory because the Exchange is assessing the fees equally among
subscribers to the service. Moreover, the proposed fees are not
unfairly discriminatory as it enables the Exchange to allocate the
increased costs of connectivity to the Exchange to those who subscribe
to the service. The Exchange believes that the increased fees will
enable it to cover its costs and earn an appropriate return on its
investment in market technology and services.
With respect to execution fees under Exchange Rule 7018(a), the
Exchange believes that the minor fee modifications provide for the
equitable allocation of reasonable dues, fees and other charges among
members and issuers and other persons using any facility or system
which BX operates or controls, and are not designed to permit unfair
discrimination between customers, issuers, brokers, or dealers. In
particular, with respect to the credits offered for orders executed
that access liquidity on BX in securities priced at $1 or greater, the
Exchange notes that decreasing the credit paid to members qualifying
for the highest volume tier and increasing the credit for members
qualifying for the lower tier or for no tier (as is the case with the
``catch-all'' rate), will encourage more members to access liquidity
from BX. BX expects that small and medium-sized member firms will
benefit most from the proposed changes. Additionally, by increasing the
overall quantities of executed orders that access liquidity, as BX
believes will occur, BX expects to also increase total liquidity
available on its market, increase total order interaction on its order
book, and improve overall execution quality for all members.
With respect to the decrease from $0.0015 to $0.0014 per share
executed in the charge for providing liquidity through the NASDAQ OMX
BX Equities System for Displayed order entered by a Qualified Liquidity
Provider through a Qualified MPID, the Exchange believes that the
proposed modification 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 BX operates or
controls, and are not designed to permit unfair discrimination between
customers, issuers, brokers, or dealers. In particular, the Exchange
first notes the proposed changes do not modify the requirements with
respect to the current $0.0015 per share executed rate for Displayed
orders that provide liquidity. The current Liquidity Provider program
has itself been accepted as consistent with the Exchange Act.
Additionally, the decrease in the applicable rate for such
Displayed orders is reasonable because it will further encourage
members to qualify for the program, and increase the total volume of
orders displayed on the Exchange. Increased display of liquidity on the
Exchange will benefit all members, as described above. Moreover, the
Exchange continues to offer an even more favorable charge to members
using midpoint pegged orders, which may be used by all members,
regardless of volume.
The proposed fee reduction is consistent with an equitable
allocation of fees because it is consistent with the established
practice at a number of national securities exchanges of providing more
favorable fee economics to members that contribute to market quality
and the Exchange's market share by achieving certain volume
requirements. A member that provides and displays a comparatively large
volume of liquidity is demonstrating its commitment to the viability of
BX's market model by posting orders at prices that attract members
seeking liquidity. Accordingly, BX believes that it is equitable for
the fees charged to such a member to be more favorable than the fees
charged to members providing lower volumes of liquidity. The Exchange
further believes that the change is not unfairly discriminatory because
the associated volume requirements are not very high and because the
Exchange provides an alternative means of paying a lower fee for orders
that provide liquidity.
The Exchange notes that it operates in a highly competitive market,
in which market participants can readily favor competing venues if they
deem fee levels at a particular venue to be excessive. Accordingly, if
the Exchange's proposed fee is deemed excessive, a market participant
currently subscribed to the data service may elect to cancel its
subscription and either subscribe to another connectivity option or
route its order flow to another competitor exchange with lower fees.
B. Self-Regulatory Organization's Statement on Burden on Competition
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. BX
notes that it operates in a highly competitive market in which market
participants can readily favor competing venues if they deem fee levels
at a particular venue to be excessive, or rebate opportunities
available at other venues to be more favorable. In such an environment,
BX must continually adjust its fees to remain competitive with other
exchanges and with alternative trading systems that have been exempted
from compliance with the statutory standards applicable to exchanges.
Because competitors are free to modify their own fees in response, and
because market participants may readily adjust their order routing
practices, BX believes that the degree to which fee changes in this
market may impose any burden on competition is extremely limited.
In this instance, the increased subscription fee is reflective of
the increased costs associated with offering the associated
connectivity options. As
[[Page 56251]]
such, the fees are targeted to apply to only those that subscribe to,
and derive benefit from, subscription to the connectivity options. In
terms of TCP ITCH data feed fee, the Exchange will continue to offer
other data connectivity options and firms may seek out third party
providers of such data as well, should the firms determine that the
cost of subscribing to the TCP ITCH data feed is excessive.
With respect to the execution fees and credits, the minor
modifications described herein are a direct response to competition,
which should be viewed as a positive signal that a competitive market
exists. If the changes are unattractive to market participants, it is
likely that BX will lose market share as a result. Accordingly, BX does
not believe that the proposed changes will impair the ability of
members or competing order execution venues to maintain their
competitive standing in the financial markets.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act.\9\ 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: (i) Necessary or appropriate in the public interest; (ii)
for the protection of investors; or (iii) otherwise in furtherance of
the purposes of the Act.
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\9\ 15 U.S.C. 78s(b)(3)(A)(ii).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-BX-2013-051 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-BX-2013-051. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml).
Copies of the submission, all subsequent amendments, all written
statements with respect to the proposed rule change that are filed with
the Commission, and all written communications relating to the proposed
rule change between the Commission and any person, other than those
that may be withheld from the public in accordance with the provisions
of 5 U.S.C. 552, will be available for Web site viewing and printing in
the Commission's Public Reference Room, 100 F Street NE., Washington,
DC 20549, on official business days between the hours of 10:00 a.m. and
3:00 p.m. Copies of the filing also will be available for inspection
and copying at the principal office of the Exchange. All comments
received will be posted without change; the Commission does not edit
personal identifying information from submissions. You should submit
only information that you wish to make available publicly.
All submissions should refer to File Number SR-BX-2013-051 and
should be submitted on or before October 3, 2013.
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\10\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
Kevin M O'Neill,
Deputy Secretary.
[FR Doc. 2013-22165 Filed 9-11-13; 8:45 am]
BILLING CODE 8011-01-P