Self-Regulatory Organizations; BATS Y-Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Related to Fees for Use of BATS Y-Exchange, Inc., 78445-78447 [2013-30759]
Download as PDF
Federal Register / Vol. 78, No. 248 / Thursday, December 26, 2013 / Notices
emcdonald on DSK67QTVN1PROD with NOTICES
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
publicly available. All submissions
should refer to File Number SR–BOX–
2013–43 and should be submitted on or
before January 16, 2014.
Book interacts with COPIPs on the
different Complex Order Strategies. As
to the third item, Amendment No. 1
adds one specific example of conduct
that would be prohibited in the COPIP
and otherwise provides an analysis of
the original proposal’s compliance with
the requirements of Section 11(a) of the
Act.100 COPIPs will function in a
manner substantially similar to that
described in the Notice and Amendment
No. 1 provides additional clarity on the
proposal. Amendment No. 2 corrects
one sentence to conform it to discussion
elsewhere in Amendment No. 1
concerning the analysis of the original
proposal’s compliance with the
requirements of Section 11(a) of the Act.
Accordingly, the Commission finds
good cause for approving the proposed
rule change, as amended, on an
accelerated basis, pursuant to Section
19(b)(2) of the Act.101
VI. Accelerated Approval of Proposed
Rule Change, as Modified by
Amendment Nos. 1 and 2
The Commission finds good cause for
approving the proposed rule change, as
amended by Amendment Nos. 1 and 2,
prior to the 30th day after the date of
publication of notice in the Federal
Register. Amendment No. 1 revises the
proposal to provide greater detail with
respect to: (1) The ability of Participants
to respond adequately within the 100
millisecond COPIP period; (2) the effect
of unrelated orders received during
overlapping PIP and COPIP auctions;
and (3) the Exchange’s analysis
regarding whether the proposed COPIP
rules are consistent with Section 11(a)
of the Act and the rules thereunder.99
As to the first item, Amendment No. 1
merely provides additional support
regarding the adequacy of the 100
millisecond response time interval for
Options Participants. As to the second
item, the Commission notes that the
original filing proposed that PIP and
COPIP auctions could run
simultaneously and that Unrelated
Orders could interact with PIP and
COPIP auctions. Amendment No. 1
provides details and examples
illustrating how those interactions
would occur under the original
proposal. Amendment No. 1 also
provides details and an example
explaining what happens if single
option instrument that is a component
of more than one different Complex
Order Strategy an order on the BOX
VII. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,102 that the
proposed rule change (SR–BOX–2013–
43), as modified by Amendment Nos. 1
and 2, is approved on an accelerated
basis.
99 In addition, Amendment No. 1 made a nonsubstantive change in order to update the proposal
to also reflect change made to BOX Rule 7130(a) in
Securities Exchange Act Release No. 70395
(September 15, 2013), 78 FR 57911 (September 20,
2013).
VerDate Mar<15>2010
18:06 Dec 24, 2013
Jkt 232001
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.103
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–30769 Filed 12–24–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71138; File No. SR–BYX–
2013–041]
Self-Regulatory Organizations; BATS
Y-Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Related to Fees for Use
of BATS Y-Exchange, Inc.
December 19, 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 December
9, 2013, BATS Y-Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BYX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
100 15
U.S.C. 78k.
U.S.C. 78s(b)(2).
102 15 U.S.C. 78s(b)(2).
103 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
78445
prepared by the Exchange. The
Exchange has designated the proposed
rule change as one establishing or
changing a member due, fee, or other
charge imposed by the Exchange under
Section 19(b)(3)(A)(ii) of the Act 3 and
Rule 19b–4(f)(2) thereunder,4 which
renders the proposed rule change
effective upon filing with the
Commission. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange filed a proposal to
amend the fee schedule applicable to
Members 5 and non-members of the
Exchange pursuant to BYX Rules 15.1(a)
and (c). Changes to the fee schedule
pursuant to this proposal are effective
upon filing.
The text of the proposed rule change
is available at the Exchange’s Web site
at https://www.batstrading.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to modify its
fee schedule applicable to the use of the
Exchange effective December 9, 2013, in
order to temporarily amend the way that
the Exchange calculates rebates for
accessing liquidity and fees for adding
liquidity to the Exchange. Specifically,
the Exchange is proposing to exclude
odd lot executions from the calculation
of average daily TCV, as defined below,
until February 1, 2014.
101 15
PO 00000
Frm 00121
Fmt 4703
Sfmt 4703
3 15
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
5 A Member is any registered broker or dealer that
has been admitted to membership in the Exchange.
4 17
E:\FR\FM\26DEN1.SGM
26DEN1
78446
Federal Register / Vol. 78, No. 248 / Thursday, December 26, 2013 / Notices
emcdonald on DSK67QTVN1PROD with NOTICES
The Exchange currently offers a tiered
structure for determining the fees and
rebates that Members receive or pay for
executions on the Exchange. Under the
tiered pricing structure, the Exchange
charges different fees and provides
different rebates to Members based on a
Member’s ADV 6 as a percentage of
average daily TCV,7 as well as a
reduction in fees where a Member’s
order sets the NBBO and that Member
meets or exceeds a certain threshold of
ADV as a percentage of average daily
TCV. The Exchange notes that it is not
proposing to modify any of the existing
fees or rebates or the percentage
thresholds at which a Member may
qualify for certain fees or rebates.
Rather, as mentioned above, the
Exchange is proposing to modify its fee
schedule in order to temporarily
exclude odd lot executions from the
calculation of average daily TCV.
The Exchange is proposing to exclude
odd lot executions from the calculation
of average daily TCV through January
31, 2014 because recent amendments to
the Consolidated Tape Association and
NASDAQ UTP Plans 8 require that odd
lots be reported to the consolidated
tape. Beginning on December 9, 2013,
exchanges and trade reporting facilities
are required to report odd lot executions
to the consolidated transaction reporting
plan and, as currently defined, odd lots
would be included in the calculation of
TCV. As such, the Exchange is
proposing to amend the definition of
TCV in order to exclude odd lots from
the calculation of TCV until January 31,
2014. When calculating ADV as a
percentage of TCV, the Exchange has
historically included odd lots in the
Member’s ADV, but excluded them from
6 As provided in the ‘‘Equities Pricing’’ section of
the fee schedule, ‘‘ADV’’ average daily volume
calculated as the number of shares added or
removed, combined, per day on a monthly basis,
excluding shares added or removed on any day that
trading is not available on the Exchange for more
than 60 minutes during regular trading hours but
continues on other markets during such time
(‘‘Exchange Outage’’) and on the last Friday in June
(the ‘‘Russell Reconstitution Day’’); routed shares
are not included in ADV calculation; with prior
notice to the Exchange, a Member may aggregate
ADV with other Members that control, are
controlled by, or are under common control with
such Member (as evidenced on such Member’s
Form BD).
7 As provided in the fee schedule, ‘‘TCV’’ means
total consolidated volume calculated as the volume
reported by all exchanges and trade reporting
facilities to a consolidated transaction reporting
plan for the month for which the fees apply,
excluding any day that the Exchange experiences an
Exchange Outage and the Russell Reconstitution
Day.
8 Securities Exchange Act Release No. 70794
(October 31, 2013), 78 FR 66789 (November 6, 2013)
(SR–CTA–2013–05); Securities Exchange Act
Release No. 70793 (October 31, 2013), 78 FR 66788
(November 6, 2013) (File No. S7–24–89).
VerDate Mar<15>2010
18:06 Dec 24, 2013
Jkt 232001
TCV since they have not been included
in the trades reported to consolidated
transaction reporting plans.
Accordingly, the proposal intends to
exclude odd lots from TCV for the first
two billing cycles in which odd lots are
reported to the consolidated transaction
reporting plans in order to create a
period during which odd lot reporting
behavior can be observed without
affecting the fees and rebates for which
a Member will qualify. The Exchange
believes that excluding such odd lots
will help to eliminate uncertainty faced
by Members as to their monthly ADV as
a percentage of average daily TCV
because of the additional reported
volume and the fees and rebates that
this percentage will qualify for,
providing Members with an increased
certainty as to their monthly cost for
trades executed on the Exchange.
Further, excluding such odd lots
through January 31, 2014 will allow the
Exchange to evaluate the impact that
odd lot orders would have on Member
fees and rebates.
incentive to Members to increase their
participation on the Exchange in order
to meet the next tier. In addition, the
Exchange believes that the proposed
changes to fees are equitably allocated
among Exchange constituents as the
methodology for calculating ADV and
TCV will apply equally to all Members.
Volume-based tiers such as those
maintained by the Exchange have been
widely adopted in the equities markets,
and are equitable and not unfairly
discriminatory because they are open to
all members on an equal basis and
provide fees and rebates that are
reasonably related to the value to an
exchange’s market quality associated
with higher levels of market activity,
such as higher levels of liquidity
provision and introduction of higher
volumes of orders into the price and
volume discovery process. Accordingly,
the Exchange believes that the proposal
is equitably allocated and not unfairly
discriminatory because it is consistent
with the overall goals of enhancing
market quality.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder that
are applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6 of the Act.
Specifically, the Exchange believes that
the proposed rule change is consistent
with Section 6(b)(4) of the Act, in that
it provides for the equitable allocation
of reasonable dues, fees and other
charges among members and other
persons using any facility or system
which the Exchange operates or
controls. The Exchange notes that it
operates in a highly competitive market
in which market participants can
readily direct order flow to competing
venues if they deem fee structures at a
particular venue to be unreasonable
and/or excessive.
With respect to the proposed changes
to the tiered pricing structure for adding
and removing liquidity, the Exchange
believes that its proposal is reasonable
because, as explained above, it will help
provide Members with a greater level of
certainty as to their level of fees and
rebates for December and January. The
Exchange also believes that its proposal
is reasonable because it is not changing
the thresholds to become eligible or the
dollar value associated with the fees and
rebates and, moreover, by continuing to
exclude odd lots from the calculation of
average daily TCV, Members will be
more likely to meet the minimum or
higher tier thresholds for December and
January, which will provide additional
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed changes will help the
Exchange to continue to incentivize
higher levels of liquidity at a tighter
spread while providing more stable and
predictable costs to its Members. As
stated above, the Exchange notes that it
operates in a highly competitive market
in which market participants can
readily direct order flow to competing
venues if they deem fee structures to be
unreasonable or excessive.
PO 00000
Frm 00122
Fmt 4703
Sfmt 4703
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received from
Members, Participants, or Others
No written comments were solicited
or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 9 and paragraph (f) of Rule
19b–4 thereunder.10 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
9 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
10 17
E:\FR\FM\26DEN1.SGM
26DEN1
Federal Register / Vol. 78, No. 248 / Thursday, December 26, 2013 / Notices
public interest, for the protection of
investors, or 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:
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–BYX–2013–041 on the
subject line.
Paper Comments
emcdonald on DSK67QTVN1PROD with NOTICES
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–BYX–2013–041. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–BYX–
2013–041 and should be submitted on
or before January 16, 2014.
VerDate Mar<15>2010
18:06 Dec 24, 2013
Jkt 232001
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–30759 Filed 12–24–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71149; File No. SR–Topaz–
2013–16]
Self-Regulatory Organizations; Topaz
Exchange, LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the Schedule
of Fees
December 19, 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 December
16, 2013, the Topaz Exchange, LLC (d/
b/a ISE Gemini) (the ‘‘Exchange’’ or
‘‘Topaz’’) 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 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 the Substance
of the Proposed Rule Change
Topaz is proposing to amend its
Schedule of Fees to adopt various
membership and other non-transaction
fees, and to add clarifying language
related to fees charged for Priority
Customer orders executed during the
opening rotation. The text of the
proposed rule change is available on the
Exchange’s Internet Web site at 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 the
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
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00123
Fmt 4703
Sfmt 4703
78447
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 purpose of the proposed rule
filing is to amend the Schedule of Fees
to adopt various membership and other
non-transaction fees, and to add
clarifying language related to fees
charged for Priority Customer orders
executed during the opening rotation.
The proposed non-transaction fees
include membership application fees,
access and CMM trading right fees,
network and gateway fees, session fees,
and regulatory fees. Each of the nontransaction fees is being waived until
January 1, 2014. The Exchange is filing
these fees now to give advance notice to
its Members.
Membership Application Fees
The Exchange is proposing to assess
a one-time application fee based upon
the applicant’s status as a Primary
Market Makers (‘‘PMM’’), Competitive
Market Maker (‘‘CMM’’), or Electronic
Access Member (‘‘EAM’’). Applicants
for Topaz membership will be assessed
a one-time application fee of $3,000 per
firm for PMMs, $2,000 per firm for
CMMs, or $1,500 per firm for EAMs.
The higher fee charged for PMMs and
CMMs, compared to the fee for EAMs,
reflects the additional review and
processing effort needed for market
maker applications, and particularly
PMM applications, which require the
most Exchange resources of the three
types of membership applications. As
this fee is being waived until January 1,
2014, applicants for Topaz membership
that have already applied for
membership, and those that apply for
membership before January 1, 2014, will
not be assessed a fee for their
applications.
Access & CMM Trading Right Fees
Under the proposed fee change,
Members will also be required to pay a
monthly access fee starting January
2014. In particular, the Exchange is
proposing to charge EAMs and PMMs a
monthly access fee [sic] $200 for each
membership, while CMMs will pay
$100 per month for each membership.3
3 In the case where a single member firm has
multiple Topaz memberships, the monthly access
fee is charged for each membership. For example,
if a single member firm is both an EAM and a CMM,
Continued
E:\FR\FM\26DEN1.SGM
26DEN1
Agencies
[Federal Register Volume 78, Number 248 (Thursday, December 26, 2013)]
[Notices]
[Pages 78445-78447]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-30759]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71138; File No. SR-BYX-2013-041]
Self-Regulatory Organizations; BATS Y-Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Related to
Fees for Use of BATS Y-Exchange, Inc.
December 19, 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 December 9, 2013, BATS Y-Exchange, Inc. (the ``Exchange'' or
``BYX'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared by the Exchange. The
Exchange has designated the proposed rule change as one establishing or
changing a member due, fee, or other charge imposed by the Exchange
under Section 19(b)(3)(A)(ii) of the Act \3\ and Rule 19b-4(f)(2)
thereunder,\4\ which renders the proposed rule change effective upon
filing with the Commission. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A)(ii).
\4\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange filed a proposal to amend the fee schedule applicable
to Members \5\ and non-members of the Exchange pursuant to BYX Rules
15.1(a) and (c). Changes to the fee schedule pursuant to this proposal
are effective upon filing.
---------------------------------------------------------------------------
\5\ A Member is any registered broker or dealer that has been
admitted to membership in the Exchange.
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at https://www.batstrading.com, at the principal office of the
Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to modify its fee schedule applicable to the
use of the Exchange effective December 9, 2013, in order to temporarily
amend the way that the Exchange calculates rebates for accessing
liquidity and fees for adding liquidity to the Exchange. Specifically,
the Exchange is proposing to exclude odd lot executions from the
calculation of average daily TCV, as defined below, until February 1,
2014.
[[Page 78446]]
The Exchange currently offers a tiered structure for determining
the fees and rebates that Members receive or pay for executions on the
Exchange. Under the tiered pricing structure, the Exchange charges
different fees and provides different rebates to Members based on a
Member's ADV \6\ as a percentage of average daily TCV,\7\ as well as a
reduction in fees where a Member's order sets the NBBO and that Member
meets or exceeds a certain threshold of ADV as a percentage of average
daily TCV. The Exchange notes that it is not proposing to modify any of
the existing fees or rebates or the percentage thresholds at which a
Member may qualify for certain fees or rebates. Rather, as mentioned
above, the Exchange is proposing to modify its fee schedule in order to
temporarily exclude odd lot executions from the calculation of average
daily TCV.
---------------------------------------------------------------------------
\6\ As provided in the ``Equities Pricing'' section of the fee
schedule, ``ADV'' average daily volume calculated as the number of
shares added or removed, combined, per day on a monthly basis,
excluding shares added or removed on any day that trading is not
available on the Exchange for more than 60 minutes during regular
trading hours but continues on other markets during such time
(``Exchange Outage'') and on the last Friday in June (the ``Russell
Reconstitution Day''); routed shares are not included in ADV
calculation; with prior notice to the Exchange, a Member may
aggregate ADV with other Members that control, are controlled by, or
are under common control with such Member (as evidenced on such
Member's Form BD).
\7\ As provided in the fee schedule, ``TCV'' means total
consolidated volume calculated as the volume reported by all
exchanges and trade reporting facilities to a consolidated
transaction reporting plan for the month for which the fees apply,
excluding any day that the Exchange experiences an Exchange Outage
and the Russell Reconstitution Day.
---------------------------------------------------------------------------
The Exchange is proposing to exclude odd lot executions from the
calculation of average daily TCV through January 31, 2014 because
recent amendments to the Consolidated Tape Association and NASDAQ UTP
Plans \8\ require that odd lots be reported to the consolidated tape.
Beginning on December 9, 2013, exchanges and trade reporting facilities
are required to report odd lot executions to the consolidated
transaction reporting plan and, as currently defined, odd lots would be
included in the calculation of TCV. As such, the Exchange is proposing
to amend the definition of TCV in order to exclude odd lots from the
calculation of TCV until January 31, 2014. When calculating ADV as a
percentage of TCV, the Exchange has historically included odd lots in
the Member's ADV, but excluded them from TCV since they have not been
included in the trades reported to consolidated transaction reporting
plans. Accordingly, the proposal intends to exclude odd lots from TCV
for the first two billing cycles in which odd lots are reported to the
consolidated transaction reporting plans in order to create a period
during which odd lot reporting behavior can be observed without
affecting the fees and rebates for which a Member will qualify. The
Exchange believes that excluding such odd lots will help to eliminate
uncertainty faced by Members as to their monthly ADV as a percentage of
average daily TCV because of the additional reported volume and the
fees and rebates that this percentage will qualify for, providing
Members with an increased certainty as to their monthly cost for trades
executed on the Exchange. Further, excluding such odd lots through
January 31, 2014 will allow the Exchange to evaluate the impact that
odd lot orders would have on Member fees and rebates.
---------------------------------------------------------------------------
\8\ Securities Exchange Act Release No. 70794 (October 31,
2013), 78 FR 66789 (November 6, 2013) (SR-CTA-2013-05); Securities
Exchange Act Release No. 70793 (October 31, 2013), 78 FR 66788
(November 6, 2013) (File No. S7-24-89).
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder that are applicable to a national securities exchange, and,
in particular, with the requirements of Section 6 of the Act.
Specifically, the Exchange believes that the proposed rule change is
consistent with Section 6(b)(4) of the Act, in that it provides for the
equitable allocation of reasonable dues, fees and other charges among
members and other persons using any facility or system which the
Exchange operates or controls. The Exchange notes that it operates in a
highly competitive market in which market participants can readily
direct order flow to competing venues if they deem fee structures at a
particular venue to be unreasonable and/or excessive.
With respect to the proposed changes to the tiered pricing
structure for adding and removing liquidity, the Exchange believes that
its proposal is reasonable because, as explained above, it will help
provide Members with a greater level of certainty as to their level of
fees and rebates for December and January. The Exchange also believes
that its proposal is reasonable because it is not changing the
thresholds to become eligible or the dollar value associated with the
fees and rebates and, moreover, by continuing to exclude odd lots from
the calculation of average daily TCV, Members will be more likely to
meet the minimum or higher tier thresholds for December and January,
which will provide additional incentive to Members to increase their
participation on the Exchange in order to meet the next tier. In
addition, the Exchange believes that the proposed changes to fees are
equitably allocated among Exchange constituents as the methodology for
calculating ADV and TCV will apply equally to all Members.
Volume-based tiers such as those maintained by the Exchange have
been widely adopted in the equities markets, and are equitable and not
unfairly discriminatory because they are open to all members on an
equal basis and provide fees and rebates that are reasonably related to
the value to an exchange's market quality associated with higher levels
of market activity, such as higher levels of liquidity provision and
introduction of higher volumes of orders into the price and volume
discovery process. Accordingly, the Exchange believes that the proposal
is equitably allocated and not unfairly discriminatory because it is
consistent with the overall goals of enhancing market quality.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. The proposed changes will help
the Exchange to continue to incentivize higher levels of liquidity at a
tighter spread while providing more stable and predictable costs to its
Members. As stated above, the Exchange notes that it operates in a
highly competitive market in which market participants can readily
direct order flow to competing venues if they deem fee structures to be
unreasonable or excessive.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received from Members, Participants, or Others
No written comments were solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \9\ and paragraph (f) of Rule 19b-4
thereunder.\10\ 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
[[Page 78447]]
public interest, for the protection of investors, or otherwise in
furtherance of the purposes of the Act.
---------------------------------------------------------------------------
\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 17 CFR 240.19b-4(f).
---------------------------------------------------------------------------
IV. Solicitation of Comments
Interested persons are invited to submit written data, views and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-BYX-2013-041 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-BYX-2013-041. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-BYX-2013-041 and should be
submitted on or before January 16, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\11\
---------------------------------------------------------------------------
\11\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-30759 Filed 12-24-13; 8:45 am]
BILLING CODE 8011-01-P