Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Amendments to the EDGX Exchange, Inc. Fee Schedule, 76337-76339 [2013-29902]
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Federal Register / Vol. 78, No. 242 / Tuesday, December 17, 2013 / Notices
Commissioners, Counsel to the
Commissioners, the Secretary to the
Commission, and recording secretaries
will attend the Closed Meeting. Certain
staff members who have an interest in
the matters also may be present.
The General Counsel of the
Commission, or her designee, has
certified that, in her opinion, one or
more of the exemptions set forth in 5
U.S.C. 552b(c)(3), (5), (7), 9(B) and (10)
and 17 CFR 200.402(a)(3), (5), (7), 9(ii)
and (10), permit consideration of the
scheduled matter at the Closed Meeting.
Commissioner Stein, as duty officer,
voted to consider the item listed for the
Closed Meeting in a closed session, and
determined that no earlier notice was
practicable.
The subject matter of the Closed
Meeting will be:
Post argument discussion
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items.
For further information and to
ascertain what, if any, matters have been
added, deleted or postponed, please
contact the Office of the Secretary at
(202) 551–5400.
Dated: December 12, 2013.
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2013–30052 Filed 12–13–13; 11:15 am]
SECURITIES AND EXCHANGE
COMMISSION
wreier-aviles on DSK5TPTVN1PROD with NOTICES
Sunshine Act Meeting
Notice is hereby given, pursuant to
the provisions of the Government in the
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
Commission will hold a Closed Meeting
on Thursday, December 19, 2013 at 2:00
p.m.
Commissioners, Counsel to the
Commissioners, the Secretary to the
Commission, and recording secretaries
will attend the Closed Meeting. Certain
staff members who have an interest in
the matters also may be present.
The General Counsel of the
Commission, or her designee, has
certified that, in her opinion, one or
more of the exemptions set forth in 5
U.S.C. 552b(c)(3), (5), (7), 9(B) and (10)
and 17 CFR 200.402(a)(3), (5), (7), 9(ii)
and (10), permit consideration of the
scheduled matter at the Closed Meeting.
Commissioner Stein, as duty officer,
voted to consider the items listed for the
Closed Meeting in a closed session.
The subject matter of the Closed
Meeting will be:
14:45 Dec 16, 2013
Dated: December 12, 2013.
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2013–30053 Filed 12–13–13; 11:15 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71048; File No. SR–EDGX–
2013–44]
Self-Regulatory Organizations; EDGX
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to Amendments
to the EDGX Exchange, Inc. Fee
Schedule
December 11, 2013.
BILLING CODE 8011–01–P
VerDate Mar<15>2010
Institution and settlement of
injunctive actions;
institution and settlement of
administrative proceedings;
consideration of amicus participation;
and
other matters relating to enforcement
proceedings.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items.
For further information and to
ascertain what, if any, matters have been
added, deleted or postponed, please
contact the Office of the Secretary at
(202) 551–5400.
Jkt 232001
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on November
29, 2013, EDGX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGX’’) 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 self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
fees and rebates applicable to Members 3
of the Exchange pursuant to EDGX Rule
15.1(a) and (c) (‘‘Fee Schedule’’) to(i)
remove Flag RS, which routes to PSX
and adds liquidity; and (ii) increase the
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer, or any person associated
with a registered broker or dealer, that has been
admitted to membership in the Exchange. A
Member will have the status of a ‘‘member’’ of the
Exchange as that term is defined in Section 3(a)(3)
of the Act.’’ See Exchange Rule 1.5(n).
2 17
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76337
rebate to add liquidity under the Market
Depth Tier 1 from $0.0032 per share to
$0.00325 per share and amend the
criteria necessary to achieve the tier.
The text of the proposed rule change is
available on the Exchange’s Internet
Web site at www.directedge.com, at the
Exchange’s principal office, and at the
Public Reference Room of the
Commission.
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.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
Fee Schedule to: (i) remove Flag RS,
which routes to PSX and adds liquidity;
and (ii) increase the rebate to add
liquidity under the Market Depth Tier 1
from $0.0032 per share to $0.00325 per
share and amend the criteria necessary
to achieve the tier.
Flag RS
The Exchange proposes to amend its
Fee Schedule to remove Flag RS, which
routes to PSX and adds liquidity. The
Exchange currently rebates orders that
yield Flag RS $0.0020 per share for
securities priced at or above $1.00 and
charges no fee for securities priced
below $1.00. These fees represent a pass
through of the rate that Direct Edge ECN
LLC (d/b/a DE Route) (‘‘DE Route’’), the
Exchange’s affiliated routing brokerdealer, is rebated for routing orders to
PSX when it does not qualify for a
volume tiered rate. The Exchange
recently began to incur increased
excessive messaging fees from PSX.4 To
mitigate the increased messaging fees,
the Exchange intends to delete Flag RS
from its Fee Schedule and no longer
permit Members to route orders via DE
4 See the Excessive Messaging Policy under the
Nasdaq Stock Market LLC fee schedule available at
https://www.nasdaqtrader.com/
Trader.aspx?id=PriceListTrading2 (last visited
November 20, 2013).
E:\FR\FM\17DEN1.SGM
17DEN1
76338
Federal Register / Vol. 78, No. 242 / Tuesday, December 17, 2013 / Notices
Route to post on the PSX. Members
would continue to be able to route
orders to PSX and remove liquidity via
DE Route.
Amendments to the Market Depth
Tier 1
The Exchange proposes to amend its
Fee Schedule to increase the rebate to
add liquidity under the Market Depth
Tier 1 and amend the criteria necessary
to achieve the tier. Footnote 1 of the Fee
Schedule currently provides that
Members may qualify for the Market
Depth Tier 1 and receive a rebate of
$0.0032 per share for displayed
liquidity added on EDGX if they post
greater than or equal to 0.50% of the
TCV in average daily trading volume
(‘‘ADV’’) on EDGX in total, where at
least 1,800,000 shares are NonDisplayed Orders that yield Flag HA.
First, the Exchange proposes to increase
the rebate to add liquidity under the
Market Depth Tier 1 from $0.0032 per
share to $0.00325 per share. Second, the
Exchange proposes to amend Footnote 1
of its Fee Schedule to increase the ADV
requirement of the Market Depth Tier
from 1,800,000 shares of ADV to
4,000,000 shares of ADV of NonDisplayed Orders that yield Flag HA.
Lastly, the Exchange also proposes to
increase the requirement to post greater
than or equal to 0.50% of the TCV in
ADV on EDGX in total to 0.85% of the
TCV on EDGX. The remainder of the
footnote as it pertains to the Market
Depth Tier 1 would remain unchanged.
Implementation Date
The Exchange proposes to implement
these amendments to its Fee Schedule
on December 2, 2013.
wreier-aviles on DSK5TPTVN1PROD with NOTICES
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,5
in general, and furthers the objectives of
Section 6(b)(4),6 in particular, as it is
designed to provide for the equitable
allocation of reasonable dues, fees and
other charges among its Members and
other persons using its facilities.
Flag RS
The Exchange believes that its
proposal to delete Flag RS from its Fee
Schedule represents an equitable
allocation of reasonable dues, fees, and
other charges among Members and other
persons using its facilities because it
will no longer offer routing to the PSX
via its System routing table. The
Exchange recently began to incur
5 15
6 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
VerDate Mar<15>2010
14:45 Dec 16, 2013
Jkt 232001
increased excessive messaging fees from
PSX.7 To mitigate the increased
messaging fees, the Exchange intends to
delete Flag RS and no longer allow
Members to route orders DE Route to
post on the PSX. The Exchange notes
that it will continue to comply with its
obligations under Regulation NMS and
will route to PSX to remove liquidity;
however, it will not continue to offer
Flag RS as a routing option to post
liquidity to the PSX. Members seeking
to post orders on the PSX may select
alternative routing methods or to access
the PSX directly. The Exchange believes
that the proposed amendment is nondiscriminatory because it applies
uniformly to all Members.
Market Depth Tier 1
The Exchange believes that increasing
the TCV and ADV requirements for the
Market Depth Tier 1 represents an
equitable allocation of reasonable dues,
fees, and other charges because
increasing the thresholds to achieve the
tier encourages Members to add
displayed liquidity to the EDGX Book 8
each month, as only the displayed
liquidity in this tier is awarded the
rebate of $0.00325 per share. This tier
also recognizes the contribution that
non-displayed liquidity provides to the
marketplace, including: (i) adding
needed depth to the EDGX market; (ii)
providing price support/depth of
liquidity; and (iii) increasing diversity
of liquidity to EDGX. The increased
liquidity benefits all investors by
deepening EDGX’s liquidity pool,
offering additional flexibility for all
investors to enjoy cost savings,
supporting the quality of price
discovery, promoting market
transparency and improving investor
protection. In addition, the Exchange
also believes that the proposed
amendment to the Market Depth Tier is
non-discriminatory because it is
available to all Members equally.
The Exchange also believes that the
increased rebate for the Market Depth
Tier 1 represents an equitable allocation
of reasonable dues, fees, and other
charges because the higher rebate is
directly correlated with this tier’s
amended criteria. The Exchange
believes that the increased volume
requirements necessary to achieve the
Market Depth Tier 1 justifies its
increased rebate. For example, for a
Member to qualify for the tier most
7 See the Excessive Messaging Policy under the
Nasdaq Stock Market LLC fee schedule available at
https://www.nasdaqtrader.com/
Trader.aspx?id=PriceListTrading2 (last visited
November 20, 2013).
8 The ‘‘EDGX Book’’ is defined as ‘‘the System’s
electronic file of orders.’’ See Exchange Rule 1.5(d).
PO 00000
Frm 00070
Fmt 4703
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similar to the Market Depth Tier 1, the
Market Depth Tier 2 and receive a rebate
of $0.0029 per share, a Member needs to
add 10,000,000 shares or more of ADV
on a daily basis, measured monthly, and
add at least 1,000,000 shares as nondisplayed orders that yield Flag HA. For
a Member to qualify for the Market
Depth Tier 1, a Member must post at
least 0.85% of the TCV in ADV on
EDGX in total, where at least 4 million
shares are non-displayed orders that add
liquidity to EDGX yielding Flag HA.
Based on a TCV of six (6) billion shares,
this would amount to 51,000,000 shares
for the Market Depth Tier 1 while the
Market Depth Tier 2 would require an
ADV of 10,000,000 shares. Members
seeking to achieve the Market Depth
Tier 1 would also be required to post at
least 4 million shares of non-displayed
orders that add liquidity to EDGX
yielding Flag HA, whereas the Market
Depth Tier 2 would require that
Members post 1,000,000 shares of nondisplayed orders that add liquidity to
EDGX yielding Flag HA.
Lastly, the Exchange believes that its
proposal to increase the rebate offered
by the Market Depth Tier 1 is nondiscriminatory because the proposed
rate would continue to be available to
all Members equally.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange believes its proposal
amendments its Fee Schedule would
not impose any burden on competition
that is not necessary or appropriate in
furtherance of the purposes of the Act.
The Exchange does not believe that any
of these changes represent a significant
departure from previous pricing offered
by the Exchange or pricing offered by
the Exchange’s competitors.
Additionally, Members may opt to
disfavor EDGX’s pricing if they believe
that alternatives offer them better value.
Accordingly, the Exchange does not
believe that the proposed changes will
impair the ability of Members or
competing venues to maintain their
competitive standing in the financial
markets.
Flag RS
The Exchange believes that its
proposal to delete Flag RS from its Fee
Schedule would not impact intermarket
competition because Members seeking
to access the PSX to add liquidity may
select alternative routing methods or
access the PSX directly. The Exchange
believes that its proposal would not
burden intramarket competition because
the proposed repeal of Flag RS would be
available to all Members equally.
E:\FR\FM\17DEN1.SGM
17DEN1
Federal Register / Vol. 78, No. 242 / Tuesday, December 17, 2013 / Notices
Market Depth Tier 1
The Exchange believes that its
proposal amendments to the Market
Depth Tier would increase intermarket
competition because the increased
volume requirements would incentivize
Members to send higher volume to the
Exchange. The Exchange believes that
its proposal would neither increase nor
decrease intramarket competition
because the rate for the Market Depth
Tier would continue to be available all
Members equally and the ability of
Members to meet the tier would benefit
other Members by contributing to
increased price discovery and better
market quality at the Exchange.
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)
of the Act 9 and Rule 19b–4(f)(2) 10
thereunder. At any time within 60 days
of the filing of such 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.
wreier-aviles on DSK5TPTVN1PROD with NOTICES
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
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–
EDGX–2013–44 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
9 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
14:45 Dec 16, 2013
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–29902 Filed 12–16–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71053; File No. SR–ISE–
2013–63]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Amend the Schedule of
Fees
December 12, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that, on
November 27, 2013, the International
Securities Exchange, LLC (the
‘‘Exchange’’ or the ‘‘ISE’’) filed with the
Securities and Exchange Commission
the proposed rule change, as described
in Items I, II, and III below, which items
have been prepared by the selfregulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The ISE proposes to exclude from its
ADV calculations any trading day on
which the Exchange is closed early for
holiday observance. 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.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to exclude
from its average daily volume (‘‘ADV’’)
calculations any trading day on which
the Exchange is closed early for holiday
observance. The Exchange provides
volume-based tiered rebates for Priority
Customer complex orders when these
orders trade with non-Priority Customer
orders in the complex order book, or
trade with quotes and orders on the
regular order book. These complex order
rebates are provided to members in six
tiers in both Standard and Mini Options
based on the member’s ADV in Priority
Customer complex contracts. On
September 30, 2013 the Exchange filed
with the Commission an immediately
1 15
10 17
VerDate Mar<15>2010
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–EDGX–2013–44. 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–EDGX–
2013–44 and should be submitted on or
before January 7, 2014.
11 17
Jkt 232001
PO 00000
CFR 200.30–3(a)(12).
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76339
2 17
E:\FR\FM\17DEN1.SGM
U.S.C. 78s(b)(1).
CFR 240.19b–4.
17DEN1
Agencies
[Federal Register Volume 78, Number 242 (Tuesday, December 17, 2013)]
[Notices]
[Pages 76337-76339]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-29902]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71048; File No. SR-EDGX-2013-44]
Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Amendments to the EDGX Exchange, Inc. Fee Schedule
December 11, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on November 29, 2013, EDGX Exchange, Inc. (the ``Exchange'' or
``EDGX'') 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 self-regulatory
organization. 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 to amend its fees and rebates applicable to
Members \3\ of the Exchange pursuant to EDGX Rule 15.1(a) and (c)
(``Fee Schedule'') to(i) remove Flag RS, which routes to PSX and adds
liquidity; and (ii) increase the rebate to add liquidity under the
Market Depth Tier 1 from $0.0032 per share to $0.00325 per share and
amend the criteria necessary to achieve the tier. The text of the
proposed rule change is available on the Exchange's Internet Web site
at www.directedge.com, at the Exchange's principal office, and at the
Public Reference Room of the Commission.
---------------------------------------------------------------------------
\3\ The term ``Member'' is defined as ``any registered broker or
dealer, or any person associated with a registered broker or dealer,
that has been admitted to membership in the Exchange. A Member will
have the status of a ``member'' of the Exchange as that term is
defined in Section 3(a)(3) of the Act.'' See Exchange Rule 1.5(n).
---------------------------------------------------------------------------
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.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend its Fee Schedule to: (i) remove Flag
RS, which routes to PSX and adds liquidity; and (ii) increase the
rebate to add liquidity under the Market Depth Tier 1 from $0.0032 per
share to $0.00325 per share and amend the criteria necessary to achieve
the tier.
Flag RS
The Exchange proposes to amend its Fee Schedule to remove Flag RS,
which routes to PSX and adds liquidity. The Exchange currently rebates
orders that yield Flag RS $0.0020 per share for securities priced at or
above $1.00 and charges no fee for securities priced below $1.00. These
fees represent a pass through of the rate that Direct Edge ECN LLC (d/
b/a DE Route) (``DE Route''), the Exchange's affiliated routing broker-
dealer, is rebated for routing orders to PSX when it does not qualify
for a volume tiered rate. The Exchange recently began to incur
increased excessive messaging fees from PSX.\4\ To mitigate the
increased messaging fees, the Exchange intends to delete Flag RS from
its Fee Schedule and no longer permit Members to route orders via DE
[[Page 76338]]
Route to post on the PSX. Members would continue to be able to route
orders to PSX and remove liquidity via DE Route.
---------------------------------------------------------------------------
\4\ See the Excessive Messaging Policy under the Nasdaq Stock
Market LLC fee schedule available at https://www.nasdaqtrader.com/Trader.aspx?id=PriceListTrading2 (last visited November 20, 2013).
---------------------------------------------------------------------------
Amendments to the Market Depth Tier 1
The Exchange proposes to amend its Fee Schedule to increase the
rebate to add liquidity under the Market Depth Tier 1 and amend the
criteria necessary to achieve the tier. Footnote 1 of the Fee Schedule
currently provides that Members may qualify for the Market Depth Tier 1
and receive a rebate of $0.0032 per share for displayed liquidity added
on EDGX if they post greater than or equal to 0.50% of the TCV in
average daily trading volume (``ADV'') on EDGX in total, where at least
1,800,000 shares are Non-Displayed Orders that yield Flag HA. First,
the Exchange proposes to increase the rebate to add liquidity under the
Market Depth Tier 1 from $0.0032 per share to $0.00325 per share.
Second, the Exchange proposes to amend Footnote 1 of its Fee Schedule
to increase the ADV requirement of the Market Depth Tier from 1,800,000
shares of ADV to 4,000,000 shares of ADV of Non-Displayed Orders that
yield Flag HA. Lastly, the Exchange also proposes to increase the
requirement to post greater than or equal to 0.50% of the TCV in ADV on
EDGX in total to 0.85% of the TCV on EDGX. The remainder of the
footnote as it pertains to the Market Depth Tier 1 would remain
unchanged.
Implementation Date
The Exchange proposes to implement these amendments to its Fee
Schedule on December 2, 2013.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of Section 6 of the Act,\5\ in general, and
furthers the objectives of Section 6(b)(4),\6\ in particular, as it is
designed to provide for the equitable allocation of reasonable dues,
fees and other charges among its Members and other persons using its
facilities.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78f.
\6\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
Flag RS
The Exchange believes that its proposal to delete Flag RS from its
Fee Schedule represents an equitable allocation of reasonable dues,
fees, and other charges among Members and other persons using its
facilities because it will no longer offer routing to the PSX via its
System routing table. The Exchange recently began to incur increased
excessive messaging fees from PSX.\7\ To mitigate the increased
messaging fees, the Exchange intends to delete Flag RS and no longer
allow Members to route orders DE Route to post on the PSX. The Exchange
notes that it will continue to comply with its obligations under
Regulation NMS and will route to PSX to remove liquidity; however, it
will not continue to offer Flag RS as a routing option to post
liquidity to the PSX. Members seeking to post orders on the PSX may
select alternative routing methods or to access the PSX directly. The
Exchange believes that the proposed amendment is non-discriminatory
because it applies uniformly to all Members.
---------------------------------------------------------------------------
\7\ See the Excessive Messaging Policy under the Nasdaq Stock
Market LLC fee schedule available at https://www.nasdaqtrader.com/Trader.aspx?id=PriceListTrading2 (last visited November 20, 2013).
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Market Depth Tier 1
The Exchange believes that increasing the TCV and ADV requirements
for the Market Depth Tier 1 represents an equitable allocation of
reasonable dues, fees, and other charges because increasing the
thresholds to achieve the tier encourages Members to add displayed
liquidity to the EDGX Book \8\ each month, as only the displayed
liquidity in this tier is awarded the rebate of $0.00325 per share.
This tier also recognizes the contribution that non-displayed liquidity
provides to the marketplace, including: (i) adding needed depth to the
EDGX market; (ii) providing price support/depth of liquidity; and (iii)
increasing diversity of liquidity to EDGX. The increased liquidity
benefits all investors by deepening EDGX's liquidity pool, offering
additional flexibility for all investors to enjoy cost savings,
supporting the quality of price discovery, promoting market
transparency and improving investor protection. In addition, the
Exchange also believes that the proposed amendment to the Market Depth
Tier is non-discriminatory because it is available to all Members
equally.
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\8\ The ``EDGX Book'' is defined as ``the System's electronic
file of orders.'' See Exchange Rule 1.5(d).
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The Exchange also believes that the increased rebate for the Market
Depth Tier 1 represents an equitable allocation of reasonable dues,
fees, and other charges because the higher rebate is directly
correlated with this tier's amended criteria. The Exchange believes
that the increased volume requirements necessary to achieve the Market
Depth Tier 1 justifies its increased rebate. For example, for a Member
to qualify for the tier most similar to the Market Depth Tier 1, the
Market Depth Tier 2 and receive a rebate of $0.0029 per share, a Member
needs to add 10,000,000 shares or more of ADV on a daily basis,
measured monthly, and add at least 1,000,000 shares as non-displayed
orders that yield Flag HA. For a Member to qualify for the Market Depth
Tier 1, a Member must post at least 0.85% of the TCV in ADV on EDGX in
total, where at least 4 million shares are non-displayed orders that
add liquidity to EDGX yielding Flag HA. Based on a TCV of six (6)
billion shares, this would amount to 51,000,000 shares for the Market
Depth Tier 1 while the Market Depth Tier 2 would require an ADV of
10,000,000 shares. Members seeking to achieve the Market Depth Tier 1
would also be required to post at least 4 million shares of non-
displayed orders that add liquidity to EDGX yielding Flag HA, whereas
the Market Depth Tier 2 would require that Members post 1,000,000
shares of non-displayed orders that add liquidity to EDGX yielding Flag
HA.
Lastly, the Exchange believes that its proposal to increase the
rebate offered by the Market Depth Tier 1 is non-discriminatory because
the proposed rate would continue to be available to all Members
equally.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange believes its proposal amendments its Fee Schedule
would not impose any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act. The Exchange
does not believe that any of these changes represent a significant
departure from previous pricing offered by the Exchange or pricing
offered by the Exchange's competitors. Additionally, Members may opt to
disfavor EDGX's pricing if they believe that alternatives offer them
better value. Accordingly, the Exchange does not believe that the
proposed changes will impair the ability of Members or competing venues
to maintain their competitive standing in the financial markets.
Flag RS
The Exchange believes that its proposal to delete Flag RS from its
Fee Schedule would not impact intermarket competition because Members
seeking to access the PSX to add liquidity may select alternative
routing methods or access the PSX directly. The Exchange believes that
its proposal would not burden intramarket competition because the
proposed repeal of Flag RS would be available to all Members equally.
[[Page 76339]]
Market Depth Tier 1
The Exchange believes that its proposal amendments to the Market
Depth Tier would increase intermarket competition because the increased
volume requirements would incentivize Members to send higher volume to
the Exchange. The Exchange believes that its proposal would neither
increase nor decrease intramarket competition because the rate for the
Market Depth Tier would continue to be available all Members equally
and the ability of Members to meet the tier would benefit other Members
by contributing to increased price discovery and better market quality
at the Exchange.
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) of the Act \9\ and Rule 19b-4(f)(2) \10\ thereunder. At any
time within 60 days of the filing of such 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.
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\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 17 CFR 240.19b-4(f)(2).
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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-EDGX-2013-44 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-EDGX-2013-44. 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-EDGX-2013-44 and should be
submitted on or before January 7, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\11\
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\11\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-29902 Filed 12-16-13; 8:45 am]
BILLING CODE 8011-01-P