Self-Regulatory Organizations; Miami International Securities Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend the MIAX Fee Schedule, 15183-15185 [2014-05874]
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15183
Federal Register / Vol. 79, No. 52 / Tuesday, March 18, 2014 / Notices
investors, or would otherwise further
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Kevin M. O’Neill,
Deputy Secretary.
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:
BILLING CODE 8011–01–P
emcdonald on DSK67QTVN1PROD with NOTICES
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–BOX–2014–11 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–BOX–2014–11. 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–BOX–
2014–11 and should be submitted on or
before April 8, 2014.
VerDate Mar<15>2010
18:34 Mar 17, 2014
Jkt 232001
[FR Doc. 2014–05860 Filed 3–17–14; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71704; File No. SR–MIAX–
2014–11]
Self-Regulatory Organizations; Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend the MIAX Fee
Schedule
March 12, 2014.
Pursuant to the provisions of 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 February 28, 2014, Miami
International Securities Exchange LLC
(‘‘MIAX’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) a proposed rule change
as described in Items I, II, and III below,
which Items have been prepared by the
Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange is filing a proposal to
adopt a MIAX Market Maker sliding
scale for transaction fees.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.miaxoptions.com/filter/
wotitle/rule_filing, at MIAX’s principal
office, 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
17 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00089
Fmt 4703
Sfmt 4703
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 amend its
Fee Schedule to adopt (i) a MIAX
Market Maker 3 sliding scale for
transaction fees; and (ii) a $0.02 fee for
Mini Option transactions by a MIAX
Market Maker. Consistent with this
change, the Exchange will delete the
existing transaction fees that apply to
MIAX Market Markers.
The new sliding scale for MIAX
Market Maker transaction fees is based
on the substantially similar fees of the
Chicago Board Options Exchange,
Incorporated (‘‘CBOE’’).4 Specifically,
the Exchange proposes to adopt a
program to reduce a MIAX Market
Maker’s per contract transaction fee
based on the number of contracts the
MIAX Market Maker trades in a month,
based on the following scale:
Tier
Contracts per month
1
2
3
4
1–750,000 .................
750,001–1,500,000 ...
1,500,001–3,000,000
3,000,001+ ................
...
...
...
...
Transaction
fee per
contract
$0.15
$0.10
$0.05
$0.03
The sliding scale would apply to all
MIAX Market Makers for transactions in
all products except Mini Options. A
MIAX Market Maker’s initial $0.15 per
contract rate will be reduced if the
MIAX Market Maker reaches the volume
thresholds set forth in the sliding scale
in a month. As a MIAX Market Maker’s
monthly volume increases, its per
contract transaction fee would decrease.
Under the sliding scale, the first 750,000
contracts traded in a month would be
assessed at $0.15 per contract. The next
750,000 contracts traded (up to
1,500,000 total contracts traded) would
be assessed at $0.10 per contract. The
next 1,500,000 contracts traded (up to
3,000,000 total contracts traded) would
be assessed at $0.05 per contract. All
contracts above 3,000,000 contracts
traded in a month would be assessed at
$0.03 per contract. The Exchange will
3 ‘‘MIAX Market Maker’’ for purposes of the
proposed sliding scale means any MIAX Market
Maker including RMM, LMM, PLMM, DLMM, and
DPLMM.
4 See Securities Exchange Act Release Nos. 55193
(January 30, 2007), 72 FR 5476 (February 6, 2007)
(SR–CBOE–2006–111); 57191 (January 24, 2008), 73
FR 5611 (January 30, 2008); 58321 (August 6, 2008),
73 FR 46955 (SR–CBOE–2008–78). See also CBOE
Fees Schedule, p. 3.
E:\FR\FM\18MRN1.SGM
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15184
Federal Register / Vol. 79, No. 52 / Tuesday, March 18, 2014 / Notices
emcdonald on DSK67QTVN1PROD with NOTICES
aggregate the trading activity of separate
MIAX Market Maker firms for the
purposes of the sliding scale if there is
at least 75% common ownership
between the firms as reflected on each
firm’s Form BD, Schedule A.5
The Exchange believes the proposed
sliding scale is objective in that the fee
reductions are based solely on reaching
stated volume thresholds. The Exchange
believes that the implementation of a
tiered fee schedule may incent firms to
display their orders on the Exchange
and increase the volume of contracts
traded here.
As mentioned above, the Exchange
notes that the proposed sliding fee scale
for MIAX Market Makers structured on
contract volume thresholds is based on
the substantially similar fees of the
CBOE.6 The Exchange also notes that a
number of other exchanges have tiered
fee schedules which offer different
transaction fee rates depending on the
monthly ADV of liquidity providing
executions on their facilities.7
In addition, the Exchange proposes to
assess MIAX Market Makers a $0.02 fee
for Mini Option transactions. The new
transaction fee for Mini Options is
identical to that charged by CBOE.8 The
Exchange notes that it is difficult to
compare the proposed $0.02 amount to
the amount assessed to MIAX Market
Makers for standard options
transactions, as that amount can differ
depending on which tier each MIAX
Market-Maker reaches in the MIAX
Market Maker sliding scale (though it is
less than 1/10th [sic] the fee assessed at
the first tier of the MIAX Market Maker
sliding scale for standard options
transactions). The Exchange wishes to
assess a $0.02 fee to MIAX Market
Makers in order to encourage them to
5 A MIAX Market Maker’s monthly contract
volume would be determined at the firm affiliated
level. E.g., if five MIAX Market Maker individuals
are affiliated with member firm ABC as reflected by
Exchange records for the entire month, all the
volume from those five individual MIAX Market
Makers will count towards firm ABC’s sliding scale
transaction fees for that month. CBOE also
aggregates volume of market maker firms with at
least 75% common ownership between the firms.
See Securities Exchange Act Release No. 55193
(January 30, 2007), 72 FR 5476 (February 6, 2007)
(SR–CBOE–2006–111). See also CBOE Fees
Schedule, p. 3.
6 See Securities Exchange Act Release Nos. 55193
(January 30, 2007), 72 FR 5476 (February 6, 2007)
(SR–CBOE–2006–111); 58321 (August 6, 2008), 73
FR 46955 (SR–CBOE–2008–78); 71295 (January 14,
2014), 79 FR 3443 (January 21, 2014) (SR–CBOE–
2013–129).
7 See, e.g., International Securities Exchange,
LLC, Schedule of Fees, Section VI, C; NASDAQ
Options Market, Chapter XV, Section 2.
8 See Securities Exchange Act Release No. 69258
(March 29, 2013), 78 FR 69258 (April 4, 2013) (SR–
CBOE–2013–038). See also CBOE Fees Schedule, p.
2.
VerDate Mar<15>2010
18:34 Mar 17, 2014
Jkt 232001
quote often and aggressively in Mini
Options.
The Exchange notes that Mini Options
have a smaller exercise and assignment
value due to the reduced number of
shares they deliver as compared to
standard option contracts. Despite the
smaller exercise and assignment value
of a Mini Option, the cost to the
Exchange to process quotes and orders
in Mini Options, perform regulatory
surveillance and retain quotes and
orders for archival purposes is the same
as for a standard contract. This leaves
the Exchange in a position of trying to
strike the right balance of fees
applicable to Mini Options—too low
and the costs of processing Mini Option
quotes and orders will necessarily cause
the Exchange to either raise fees for
everyone or only for participants trading
Mini Options; too high and participants
may be deterred from trading Mini
Options, leaving the Exchange less able
to recoup costs associated with
development of the product, which is
designed to offer investors a way to take
less risk in high-dollar securities. The
Exchange, therefore, believes that
adopting fees for Mini Options that are
in some cases lower than fees for
standard contracts, is appropriate, not
unreasonable, not unfairly
discriminatory and not burdensome on
competition between participants, or
between the Exchange and other
exchanges in the listed options
marketplace.
Consistent with the adoption of the
new sliding fee scale and the $0.02 fee
for transactions in Mini Options for
MIAX Market Makers, the Exchange
proposes to delete the existing
transaction fees that currently apply to
MIAX Market Markers. Specifically, the
Exchange will no longer charge: (i)
RMMs $0.08 per contract for standard
options or $.008 for Mini Options; (ii)
LMMs $0.08 per contract for standard
options or $0.008 for Mini Options; (iii)
DLMMs and PLMMs $0.08 per contract
for standard options or $0.008 for Mini
Options; and (iv) DPLMMs $0.08 per
contract for standard options or $0.008
for Mini Options. The Exchange notes
that the new sliding scale for MIAX
Market Makers will increase transaction
fees for all Market Markers for the first
1,500,000 contracts traded per month in
standard option contracts. The
Exchange also notes that the new Mini
Option fee for MIAX Market Makers will
increase transaction fees for all Market
Makers in Mini Options.
The proposed changes will become
operative on March 1, 2014.
PO 00000
Frm 00090
Fmt 4703
Sfmt 4703
2. Statutory Basis
The Exchange believes that its
proposal to amend its fee schedule is
consistent with Section 6(b) of the Act9
in general, and furthers the objectives of
Section 6(b)(4) of the Act 10 in
particular, in that it is an equitable
allocation of reasonable fees and other
charges among Exchange members.
The proposed volume based discount
fee structure is not discriminatory in
that all MIAX Market Makers are
eligible to submit (or not submit)
liquidity, and may do so at their
discretion in the daily volumes they
choose during the course of the billing
period. All similarly situated MIAX
Market Makers are subject to the same
fee structure, and access to the
Exchange is offered on terms that are
not unfairly discriminatory. Volume
based discounts have been widely
adopted by options and equities
markets, and are equitable because they
are open to all MIAX Market Makers on
an equal basis and provide discounts
that are reasonably related to the value
of an exchange’s market quality
associated with higher volumes. The
proposed fee levels and volume
thresholds are reasonably designed to be
comparable to those of other options
exchanges and to attract additional
liquidity and order flow to the
Exchange.
The Exchange believes that the
proposal to assess MIAX Market Makers
a $0.02 fee for Mini Option transactions
is reasonable. It is difficult to compare
the proposed $0.02 amount to the
amount assessed to MIAX Market
Makers for standard options
transactions, as that amount can differ
depending on which tier each MIAX
Market Maker reaches in the MIAX
Market Maker sliding scale. However,
$0.02 is less than 1/10th [sic] the fee
assessed at the first tier of the MIAX
Market Maker sliding scale for standard
options transactions. The Exchange
believes that these MIAX Market Maker
Mini Option fees are equitable and not
unfairly discriminatory for a number of
reasons. First, they will apply equally to
all MIAX Market Makers. Second, the
Exchange believes that it is equitable
and not unfairly discriminatory to
assess lower fee amounts to MIAX
Market Makers than to some other
market participants because MIAX
Market Makers have obligations, such as
quoting obligations, that other market
participants do not possess. Further,
these lower fees are intended to
encourage Market Makers to quote
9 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
10 15
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18MRN1
Federal Register / Vol. 79, No. 52 / Tuesday, March 18, 2014 / Notices
aggressively and more often, which
provides more trading opportunities for
all market participants.
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
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. In such an environment, the
Exchange must continually adjust its
fees to remain competitive with other
exchanges and to attract order flow. The
Exchange believes that the proposed
rule change reflects this competitive
environment because it modifies the
Exchange’s fees in a manner that
encourages market participants to
provide liquidity and to send order flow
to the Exchange.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor 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.11 At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act. If the Commission
takes such action, the Commission shall
institute proceedings to determine
whether the proposed rule should be
approved or disapproved.
emcdonald on DSK67QTVN1PROD 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:
11 15
U.S.C. 78s(b)(3)(A)(ii).
VerDate Mar<15>2010
18:34 Mar 17, 2014
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–
MIAX–2014–11 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–MIAX–2014–11. 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–MIAX–
2014–11, and should be submitted on or
before April 8, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–05874 Filed 3–17–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71655; File No. SR–
NYSEMKT–2014–17]
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing of Proposed
Rule Change Adopting Rule 971.1NY
for an Electronic Price Improvement
Auction for Single-Leg Orders
March 5, 2014.
Correction
In notice document 2014–05179,
appearing on pages 13711–13726, in the
issue of Tuesday, March 11, 2014, make
the following correction:
On page 13711, in the second column,
the document heading is corrected to
read as set forth above.
[FR Doc. C1–2014–05179 Filed 3–17–14; 8:45 am]
BILLING CODE 1505–01–D
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71623; File No. SR–FINRA–
2013–050]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing of
Amendment No. 1 and Order Granting
Accelerated Approval of a Proposed
Rule Change, as Modified by
Amendment No. 1, Relating to Overthe-Counter Equity Trade Reporting
and OATS Reporting
February 27, 2014.
Correction
In notice document 2014–04792,
appearing on pages 12558–12562 in the
issue of Wednesday, March 5, 2014,
make the following correction:
On page 12562, in the third column,
on the tenth and eleventh lines, the
entry ‘‘[insert date 21 days from
publication in the Federal Register].’’ is
corrected to read ‘‘March 26, 2014.’’
[FR Doc. C1–2014–04792 Filed 3–17–14; 8:45 am]
BILLING CODE 1505–01–D
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71698; File No. SR–MIAX–
2014–12]
Self-Regulatory Organizations; Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend Its Fee Schedule
March 12, 2014.
12 17
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15185
PO 00000
CFR 200.30–3(a)(12).
Frm 00091
Fmt 4703
Sfmt 4703
Pursuant to the provisions of Section
19(b)(1) of the Securities Exchange Act
E:\FR\FM\18MRN1.SGM
18MRN1
Agencies
[Federal Register Volume 79, Number 52 (Tuesday, March 18, 2014)]
[Notices]
[Pages 15183-15185]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-05874]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71704; File No. SR-MIAX-2014-11]
Self-Regulatory Organizations; Miami International Securities
Exchange LLC; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Amend the MIAX Fee Schedule
March 12, 2014.
Pursuant to the provisions of 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 February 28, 2014, Miami International
Securities Exchange LLC (``MIAX'' or ``Exchange'') filed with the
Securities and Exchange Commission (``Commission'') a 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 the
Substance of the Proposed Rule Change
The Exchange is filing a proposal to adopt a MIAX Market Maker
sliding scale for transaction fees.
The text of the proposed rule change is available on the Exchange's
Web site at https://www.miaxoptions.com/filter/wotitle/rule_filing, at
MIAX's principal office, 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 proposes to amend its Fee Schedule to adopt (i) a MIAX
Market Maker \3\ sliding scale for transaction fees; and (ii) a $0.02
fee for Mini Option transactions by a MIAX Market Maker. Consistent
with this change, the Exchange will delete the existing transaction
fees that apply to MIAX Market Markers.
---------------------------------------------------------------------------
\3\ ``MIAX Market Maker'' for purposes of the proposed sliding
scale means any MIAX Market Maker including RMM, LMM, PLMM, DLMM,
and DPLMM.
---------------------------------------------------------------------------
The new sliding scale for MIAX Market Maker transaction fees is
based on the substantially similar fees of the Chicago Board Options
Exchange, Incorporated (``CBOE'').\4\ Specifically, the Exchange
proposes to adopt a program to reduce a MIAX Market Maker's per
contract transaction fee based on the number of contracts the MIAX
Market Maker trades in a month, based on the following scale:
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release Nos. 55193 (January 30,
2007), 72 FR 5476 (February 6, 2007) (SR-CBOE-2006-111); 57191
(January 24, 2008), 73 FR 5611 (January 30, 2008); 58321 (August 6,
2008), 73 FR 46955 (SR-CBOE-2008-78). See also CBOE Fees Schedule,
p. 3.
------------------------------------------------------------------------
Transaction fee per
Tier Contracts per month contract
------------------------------------------------------------------------
1............... 1-750,000................. $0.15
2............... 750,001-1,500,000......... $0.10
3............... 1,500,001-3,000,000....... $0.05
4............... 3,000,001+................ $0.03
------------------------------------------------------------------------
The sliding scale would apply to all MIAX Market Makers for
transactions in all products except Mini Options. A MIAX Market Maker's
initial $0.15 per contract rate will be reduced if the MIAX Market
Maker reaches the volume thresholds set forth in the sliding scale in a
month. As a MIAX Market Maker's monthly volume increases, its per
contract transaction fee would decrease. Under the sliding scale, the
first 750,000 contracts traded in a month would be assessed at $0.15
per contract. The next 750,000 contracts traded (up to 1,500,000 total
contracts traded) would be assessed at $0.10 per contract. The next
1,500,000 contracts traded (up to 3,000,000 total contracts traded)
would be assessed at $0.05 per contract. All contracts above 3,000,000
contracts traded in a month would be assessed at $0.03 per contract.
The Exchange will
[[Page 15184]]
aggregate the trading activity of separate MIAX Market Maker firms for
the purposes of the sliding scale if there is at least 75% common
ownership between the firms as reflected on each firm's Form BD,
Schedule A.\5\
---------------------------------------------------------------------------
\5\ A MIAX Market Maker's monthly contract volume would be
determined at the firm affiliated level. E.g., if five MIAX Market
Maker individuals are affiliated with member firm ABC as reflected
by Exchange records for the entire month, all the volume from those
five individual MIAX Market Makers will count towards firm ABC's
sliding scale transaction fees for that month. CBOE also aggregates
volume of market maker firms with at least 75% common ownership
between the firms. See Securities Exchange Act Release No. 55193
(January 30, 2007), 72 FR 5476 (February 6, 2007) (SR-CBOE-2006-
111). See also CBOE Fees Schedule, p. 3.
---------------------------------------------------------------------------
The Exchange believes the proposed sliding scale is objective in
that the fee reductions are based solely on reaching stated volume
thresholds. The Exchange believes that the implementation of a tiered
fee schedule may incent firms to display their orders on the Exchange
and increase the volume of contracts traded here.
As mentioned above, the Exchange notes that the proposed sliding
fee scale for MIAX Market Makers structured on contract volume
thresholds is based on the substantially similar fees of the CBOE.\6\
The Exchange also notes that a number of other exchanges have tiered
fee schedules which offer different transaction fee rates depending on
the monthly ADV of liquidity providing executions on their
facilities.\7\
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release Nos. 55193 (January 30,
2007), 72 FR 5476 (February 6, 2007) (SR-CBOE-2006-111); 58321
(August 6, 2008), 73 FR 46955 (SR-CBOE-2008-78); 71295 (January 14,
2014), 79 FR 3443 (January 21, 2014) (SR-CBOE-2013-129).
\7\ See, e.g., International Securities Exchange, LLC, Schedule
of Fees, Section VI, C; NASDAQ Options Market, Chapter XV, Section
2.
---------------------------------------------------------------------------
In addition, the Exchange proposes to assess MIAX Market Makers a
$0.02 fee for Mini Option transactions. The new transaction fee for
Mini Options is identical to that charged by CBOE.\8\ The Exchange
notes that it is difficult to compare the proposed $0.02 amount to the
amount assessed to MIAX Market Makers for standard options
transactions, as that amount can differ depending on which tier each
MIAX Market-Maker reaches in the MIAX Market Maker sliding scale
(though it is less than 1/10th [sic] the fee assessed at the first tier
of the MIAX Market Maker sliding scale for standard options
transactions). The Exchange wishes to assess a $0.02 fee to MIAX Market
Makers in order to encourage them to quote often and aggressively in
Mini Options.
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\8\ See Securities Exchange Act Release No. 69258 (March 29,
2013), 78 FR 69258 (April 4, 2013) (SR-CBOE-2013-038). See also CBOE
Fees Schedule, p. 2.
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The Exchange notes that Mini Options have a smaller exercise and
assignment value due to the reduced number of shares they deliver as
compared to standard option contracts. Despite the smaller exercise and
assignment value of a Mini Option, the cost to the Exchange to process
quotes and orders in Mini Options, perform regulatory surveillance and
retain quotes and orders for archival purposes is the same as for a
standard contract. This leaves the Exchange in a position of trying to
strike the right balance of fees applicable to Mini Options--too low
and the costs of processing Mini Option quotes and orders will
necessarily cause the Exchange to either raise fees for everyone or
only for participants trading Mini Options; too high and participants
may be deterred from trading Mini Options, leaving the Exchange less
able to recoup costs associated with development of the product, which
is designed to offer investors a way to take less risk in high-dollar
securities. The Exchange, therefore, believes that adopting fees for
Mini Options that are in some cases lower than fees for standard
contracts, is appropriate, not unreasonable, not unfairly
discriminatory and not burdensome on competition between participants,
or between the Exchange and other exchanges in the listed options
marketplace.
Consistent with the adoption of the new sliding fee scale and the
$0.02 fee for transactions in Mini Options for MIAX Market Makers, the
Exchange proposes to delete the existing transaction fees that
currently apply to MIAX Market Markers. Specifically, the Exchange will
no longer charge: (i) RMMs $0.08 per contract for standard options or
$.008 for Mini Options; (ii) LMMs $0.08 per contract for standard
options or $0.008 for Mini Options; (iii) DLMMs and PLMMs $0.08 per
contract for standard options or $0.008 for Mini Options; and (iv)
DPLMMs $0.08 per contract for standard options or $0.008 for Mini
Options. The Exchange notes that the new sliding scale for MIAX Market
Makers will increase transaction fees for all Market Markers for the
first 1,500,000 contracts traded per month in standard option
contracts. The Exchange also notes that the new Mini Option fee for
MIAX Market Makers will increase transaction fees for all Market Makers
in Mini Options.
The proposed changes will become operative on March 1, 2014.
2. Statutory Basis
The Exchange believes that its proposal to amend its fee schedule
is consistent with Section 6(b) of the Act\9\ in general, and furthers
the objectives of Section 6(b)(4) of the Act \10\ in particular, in
that it is an equitable allocation of reasonable fees and other charges
among Exchange members.
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\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(4).
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The proposed volume based discount fee structure is not
discriminatory in that all MIAX Market Makers are eligible to submit
(or not submit) liquidity, and may do so at their discretion in the
daily volumes they choose during the course of the billing period. All
similarly situated MIAX Market Makers are subject to the same fee
structure, and access to the Exchange is offered on terms that are not
unfairly discriminatory. Volume based discounts have been widely
adopted by options and equities markets, and are equitable because they
are open to all MIAX Market Makers on an equal basis and provide
discounts that are reasonably related to the value of an exchange's
market quality associated with higher volumes. The proposed fee levels
and volume thresholds are reasonably designed to be comparable to those
of other options exchanges and to attract additional liquidity and
order flow to the Exchange.
The Exchange believes that the proposal to assess MIAX Market
Makers a $0.02 fee for Mini Option transactions is reasonable. It is
difficult to compare the proposed $0.02 amount to the amount assessed
to MIAX Market Makers for standard options transactions, as that amount
can differ depending on which tier each MIAX Market Maker reaches in
the MIAX Market Maker sliding scale. However, $0.02 is less than 1/10th
[sic] the fee assessed at the first tier of the MIAX Market Maker
sliding scale for standard options transactions. The Exchange believes
that these MIAX Market Maker Mini Option fees are equitable and not
unfairly discriminatory for a number of reasons. First, they will apply
equally to all MIAX Market Makers. Second, the Exchange believes that
it is equitable and not unfairly discriminatory to assess lower fee
amounts to MIAX Market Makers than to some other market participants
because MIAX Market Makers have obligations, such as quoting
obligations, that other market participants do not possess. Further,
these lower fees are intended to encourage Market Makers to quote
[[Page 15185]]
aggressively and more often, which provides more trading opportunities
for all market participants.
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 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. In such an environment, the Exchange
must continually adjust its fees to remain competitive with other
exchanges and to attract order flow. The Exchange believes that the
proposed rule change reflects this competitive environment because it
modifies the Exchange's fees in a manner that encourages market
participants to provide liquidity and to send order flow to the
Exchange.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor 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.\11\ At any time within 60 days of the
filing of the proposed rule change, the Commission summarily may
temporarily suspend such rule change if it appears to the Commission
that such action is necessary or appropriate in the public interest,
for the protection of investors, or otherwise in furtherance of the
purposes of the Act. If the Commission takes such action, the
Commission shall institute proceedings to determine whether the
proposed rule should be approved or disapproved.
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\11\ 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-MIAX-2014-11 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-MIAX-2014-11. 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-MIAX-2014-11, and should be
submitted on or before April 8, 2014.
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\12\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-05874 Filed 3-17-14; 8:45 am]
BILLING CODE 8011-01-P