Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend the Schedule of Fees, 21321-21324 [2014-08417]
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Federal Register / Vol. 79, No. 72 / Tuesday, April 15, 2014 / Notices
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automated STANS system. STANS
provides more expeditious and accurate
margin calculations than a manual
process. As such, investors and the
public will be more confident that OCC
will be able to meet its daily settlement
obligations because the possibility that
clearing member margin deposits would
be insufficient should OCC need to use
them to complete a settlement will be
reduced since margin in the form of
preferred stock and corporate bonds
valued through a manual process will
no longer be permitted. Additionally,
OCC will be better able to determine the
sufficiency of its margin deposits at any
given time since manually valued
margin forms of assets, consisting of
preferred stock and corporate bonds,
will be eliminated. The proposed rule
change is not inconsistent with any
rules of OCC, including any other rules
proposed to be amended.
(B) Clearing Agency’s Statement on
Burden on Competition
OCC does not believe that the
proposed rule change would impact, or
impose a burden on competition that is
not necessary or appropriate in
furtherance of the purposes of the Act.11
Changes to the rules of a clearing agency
may have an impact on the participants
in a clearing agency, their customers,
and the markets that the clearing agency
serves. This proposed rule change
affects certain clearing members and
their customers inasmuch as it
eliminates two forms of assets eligible
for deposit as margin. However, as
stated above, corporate bonds have not
been deposited as margin since March
2012 and preferred stock comprises
.13% of OCC’s total margin deposits and
less than five percent of the margin
deposits of any individual clearing
member.
OCC believes it would be inefficient
and ineffective from a cost perspective
to expend significant time, resources
and expense needed to complete the
required systems work to automate
monitoring and assessment processes
for these asset types in light of their
limited usage over time. Moreover, OCC
will continue to accept multiple forms
of assets from clearing members to meet
margin requirements and, based on the
quantitative measures concerning
clearing member usage of preferred
stocks and corporate bonds set forth
above, OCC does not believe that the
proposed rule change will materially
impact users of its services.
For the foregoing reasons, OCC
believes that the proposed rule change
is in the public interest, would be
11 15
U.S.C. 78q–1(b)(3)(I).
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consistent with the requirements of the
Act applicable to clearing agencies, and
does not impose any burden on
competition that is not necessary or
appropriate in furtherance of the
purposes of the Act.
(C) Clearing Agency’s Statement on
Comments on the Proposed Rule
Change Received From Members,
Participants, or Others
Written comments on the proposed
rule change were not and are not
intended to be solicited with respect to
the proposed rule change and none have
been received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period
up to 90 days (i) as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or (ii) as to which
the self-regulatory organization
consents, the Commission will:
(A) By order approve or disapprove
such proposed rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
OCC–2014–07 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–OCC–2014–07. 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
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21321
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 20549–1090 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 OCC and on OCC’s Web site:
https://www.theocc.com/components/
docs/legal/rules_and_bylaws/sr_occ_14_
07.pdf.
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–OCC–2014–07 and should
be submitted on or before May 6, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–08413 Filed 4–14–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71914; File No. SR–ISE–
2014–20]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Amend the Schedule of
Fees
April 9, 2014.
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 April 1,
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 self-regulatory
organization. The Commission is
publishing this notice to solicit
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Federal Register / Vol. 79, No. 72 / Tuesday, April 15, 2014 / Notices
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The ISE proposes to amend the
Schedule of Fees. The text of the
proposed rule change is available on the
Exchange’s Web site (https://
www.ise.com), at the principal office of
the Exchange, and at the Commission’s
Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to amend the Schedule of Fees
as described in more detail below. The
fee changes discussed apply to both
Standard Options and Mini Options
traded on Exchange. The Exchange’s
Schedule of Fees has separate tables for
fees applicable to Standard Options and
Mini Options. The Exchange notes that
while the discussion below relates to
fees for Standard Options, the fees for
Mini Options, which are not discussed
below, are and shall continue to be
1/10th of the fees for Standard Options.
1. Market Maker Plus
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In order to promote and encourage
liquidity in symbols that are in the
penny pilot program (‘‘Select
Symbols’’), the Exchange currently
offers Market Makers 3 that meet the
quoting requirements for Market Maker
Plus 4 a rebate of $0.20 per contract for
3 The term ‘‘Market Makers’’ refers to
‘‘Competitive Market Makers’’ and ‘‘Primary Market
Makers’’ collectively. See ISE Rule 100(a)(25).
4 A Market Maker Plus is a Market Maker who is
on the National Best Bid or National Best Offer at
least 80% of the time for series trading between
$0.03 and $3.00 (for options whose underlying
stock’s previous trading day’s last sale price was
less than or equal to $100) and between $0.10 and
$3.00 (for options whose underlying stock’s
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adding liquidity in those symbols. In
addition, the Exchange pays a higher
rebate of $0.22 per contract to Market
Makers that meet the quoting
requirements for Market Maker Plus and
are affiliated with an Electronic Access
Member (‘‘EAM’’) that executes a total
affiliated Priority Customer 5 average
daily volume (‘‘ADV’’) of 200,000
contracts or more in a calendar month.6
The Exchange proposes to modify the
criteria used to determine which days
may be excluded from the Market Maker
Plus calculation. Currently, in
determining whether a Market Maker
qualifies for Market Maker Plus, the
Exchange excludes the member’s single
best and single worst overall quoting
days each month, on a per symbol basis,
if doing so will qualify a member for the
rebate. When the Exchange modified the
qualification requirements for Market
Maker Plus to look solely to the front
two months,7 however, it did not
change the method used to determine a
Market Maker’s best and worst quoting
days. As such, this calculation is still
based on members’ overall quotation
statistics, including expiration months
other than the front two months used to
determine if a Market Maker qualifies
for Market Maker Plus. The Exchange
believes that this could unintentionally
make it more difficult for Market Makers
to achieve the Market Maker Plus
rebates,8 and therefore proposes to base
the calculation for excluding a Market
Maker’s best and worst days on the front
two expiration months only, consistent
with the criteria used to qualify Market
Makers for Market Maker Plus rebates.9
previous trading day’s last sale price was greater
than $100) in premium in each of the front two
expiration months.
5 A Priority Customer is defined in ISE Rule
100(a)(37A) as a person or entity that is not a
broker/dealer in securities, and does not place more
than 390 orders in listed options per day on average
during a calendar month for its own beneficial
account(s).
6 See Securities Exchange Act Release No. 70872
(November 14, 2013), 78 FR 69718 (November 20,
2013) (SR–ISE–2013–57).
7 See Securities Exchange Act Release No. 71765
(March 21, 2014), 79 FR 17216 (March 27, 2014)
(SR–ISE–2014–17).
8 For example, if a day is excluded where a
Market Maker exceeds the Market Maker Plus
quoting threshold based on the front two expiration
months, but has a lower performance in other
expirations.
9 The Exchange currently determines whether a
Market Maker qualifies as a Market Maker Plus at
the end of each month by looking back at each
Market Maker’s quoting statistics per symbol during
that month. The Exchange will continue to monitor
each Market Maker’s quoting statistics to determine
whether a Market Maker qualifies for a rebate under
the standards proposed herein. The Exchange also
currently provides Market Makers a report on a
daily basis with quoting statistics so that Market
Makers can determine whether or not they are
meeting the Exchange’s current stated criteria.
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The Exchange also notes that when it
increased the Market Maker Plus rebate
to $0.22 per contract for members that
meet the total affiliated Priority
Customer ADV threshold described
above,10 it did not update its fee
schedule to reflect the equivalent rebate
for Mini Options. As explained in that
filing, the fees and rebates for Mini
Options are and shall continue to be
1/10th of the fees for Standard Options.
The Exchange therefore proposes to
clarify that this rebate is $0.022 per
contract in Mini Options, consistent
with the rebate provided for Standard
Options.
2. Crossing Order Fees: Clean-Up
Changes
On March 3, 2013 the Exchange filed
an immediately effective rule change
that introduced a new fee for orders of
one hundred or fewer contracts
submitted to the Price Improvement
Mechanism (‘‘PIM’’).11 The Exchange
now proposes to clarify that all Firm
Proprietary and Non-ISE Market Maker
contracts traded in the PIM are subject
to the Firm Fee Cap, and that the new
fee for PIM orders of 100 or fewer
contracts applies to both the originating
and contra order. In connection with
this change, the Exchange also proposes
to clarify that the fee for Crossing Orders
applies to both the originating and
contra order for both regular and
complex orders.
Finally, the Exchange proposes to
update a footnote for Mini Options that
states that the fee for Crossing Orders is
applied to any contracts for which a
PIM break-up rebate is provided. As
already reflected in the fee schedule
with respect to Standard Options, PIM
orders of one hundred or fewer
contracts are now subject to a separate
fee, and this fee, not the fee for Crossing
Orders, is applied to those orders when
a break-up rebate is provided.12
3. Broker Dealer Definition
A ‘‘Broker-Dealer’’ order is presently
defined as an order submitted by a
member for a non-member broker-dealer
account. In some instances, however, a
Again, the Exchange will continue to provide
Market Makers a daily report so that Market Makers
can track their quoting activity to determine
whether or not they qualify for the Market Maker
Plus rebate.
10 See supra note 5.
11 See supra note 5.
12 The Exchange also proposes to modify another
footnote with respect to Mini Options to state that
the fee for Crossing Orders, rather than the
‘‘applicable fee’’ is applied to contracts for which
the Facilitation and Solicitation break-up rebate is
provided. While the current wording is correct, this
language will now mirror language adopted for
Standard Options.
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Federal Register / Vol. 79, No. 72 / Tuesday, April 15, 2014 / Notices
member may submit orders for the
account of another broker-dealer that is
also an ISE member. Currently these
orders would not fall into any of the
market participant categories on the fee
schedule. The Exchange believes that
these orders should also be marked as
Broker-Dealer orders, and therefore
proposes to amend the definition of a
Broker-Dealer order to include all orders
submitted by a member for a brokerdealer account that is not its own
proprietary account.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,13
in general, and Section 6(b)(4) of the
Act,14 in particular, in that 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.
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1. Market Maker Plus
The Exchange believes that it is
reasonable, equitable, and not unfairly
discriminatory to base the calculation
for excluding a Market Maker’s best and
worst days on the front two expiration
months only as the proposed change is
consistent with the criteria now used to
qualify Market Makers for the rebate,
and may help additional Market Makers
achieve Market Maker Plus. The Market
Maker Plus rebate is competitive with
incentives provided by other exchanges,
and has proven to be an effective
incentive for Market Makers to provide
liquidity in Select Symbols to the
benefit of all market participants that
trade on the ISE. With this proposed
change, the Exchange hopes to
encourage participation in Market
Maker Plus by making the Market Maker
Plus calculation internally consistent
and more transparent to members, as
well as easier attain.
In addition, the Exchange believes
that it is reasonable, equitable, and not
unfairly discriminatory to clarify the
Market Maker Plus rebate in Mini
Options for members that meet the total
affiliated Priority Customer ADV
threshold. As has always been the case,
the fees and rebates for Mini Options are
and shall continue to be 1/10th of the
fees for Standard Options.
2. Crossing Order Fees: Clean-Up
Changes
The Exchange believes that the
proposed clarification regarding the fees
for Crossing Orders is reasonable,
equitable, and not unfairly
13 15
14 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
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18:06 Apr 14, 2014
discriminatory. The Schedule of Fees
currently contains footnotes that explain
which fees are applicable to orders
executed in the ISE’s crossing
mechanisms. The proposed change
inserts these footnotes where applicable
throughout the Schedule of Fees, and
makes additional changes to ensure
consistency between footnotes
applicable to Standard and Mini
Options. The Exchange believes that
these changes will further increase
transparency for both members and
investors.
3. Broker Dealer Definition
The Exchange believes that the
proposed amendment to the definition
of a Broker-Dealer order is reasonable,
equitable, and not unfairly
discriminatory as this is a technical
change intended to clarify how
members should mark their orders. With
this clarification, orders from a member
broker-dealer executed through another
member will be properly marked as
Broker-Dealer orders, while orders
submitted by a member for its own
proprietary account will continue to be
marked Firm Proprietary. This change is
necessary to reduce member confusion,
as the current definitions of market
participant types do not account for the
scenario described above.
The Exchange notes that it has
determined to charge fees and provide
rebates in Mini Options at a rate that is
1/10th the rate of fees and rebates the
Exchange provides for trading in
Standard Options. The Exchange
believes it is reasonable and equitable
and not unfairly discriminatory to
assess lower fees and rebates to provide
market participants an incentive to trade
Mini Options on the Exchange. The
Exchange believes the proposed fees
and rebates are reasonable and equitable
in light of the fact that Mini Options
have a smaller exercise and assignment
value, specifically 1/10th that of a
standard option contract, and, as such,
is providing fees and rebates for Mini
Options that are 1/10th of those
applicable to Standard Options.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,15 the Exchange does not believe
that the proposed rule change will
impose any burden on intermarket or
intramarket competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. To the
contrary, the Exchange believes that the
proposed rule change is pro-competitive
as it is designed to attract additional
order flow to the ISE. The Exchange
operates in a highly competitive market
in which market participants can
readily direct their order flow to
competing venues. In such an
environment, the Exchange must
continually review, and consider
adjusting, its fees to remain competitive
with other exchanges. For the reasons
described above, the Exchange believes
that the proposed fee changes reflect
this competitive environment.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act 16 and
subparagraph (f)(2) of Rule 19b–4
thereunder,17 because it establishes a
due, fee, or other charge imposed by
ISE.
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. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an Email to rule-comments@
sec.gov. Please include File No. SR–ISE–
2014–20 on the subject line.
16 15
15 15
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U.S.C. 78f(b)(8).
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17 17
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21323
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U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
15APN1
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Federal Register / Vol. 79, No. 72 / Tuesday, April 15, 2014 / Notices
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–ISE–2014–20. 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 ISE. All comments received
will be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–ISE–
2014–20 and should be submitted by
May 6, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Kevin M. O’Neill,
Deputy Secretary.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71919; File No. SR–FINRA–
2014–018]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing of a
Proposed Rule Change To Establish a
Fee Schedule for Alternative Trading
System Volume Information
April 9, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on April 4,
2014, Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III below, which Items have been
prepared by FINRA. 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
FINRA is proposing to adopt FINRA
Rule 4553 (Fees for ATS Data) to
establish a fee schedule for optional
professional access to alternative trading
system (‘‘ATS’’) volume information
published by FINRA on its Web site.
Below is the text of the proposed rule
change. Proposed new language is in
italics; proposed deletions are in
brackets.
*
*
*
*
*
4000. FINANCIAL AND
OPERATIONAL RULES
*
*
*
*
*
4500. BOOKS, RECORDS AND
REPORTS
*
*
*
*
*
4550. ATS Reporting
*
*
*
*
*
4553. Fees for ATS Data
BILLING CODE 8011–01–P
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[FR Doc. 2014–08417 Filed 4–14–14; 8:45 am]
(a) General
Fees are charged for ATS Data as set
forth in this Rule. Professionals and
Vendors must pay the subscription fee
to receive ATS Data in accordance with
this Rule and execute appropriate
agreements with FINRA.
(b) Professionals
(1) Professionals may subscribe for the
most currently published ATS Data and
up to five years of historical ATS Data
1 15
18 17
CFR 200.30–3(a)(12).
VerDate Mar<15>2010
18:06 Apr 14, 2014
2 17
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U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00122
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in a downloadable, pipe delimited
format for a twelve-month subscription
fee of $12,000. Such fee is not
refundable or transferable.
(2) Payment of the Professional
subscription fee described in this
paragraph (b) provides the Professional
with use of such ATS Data to generate
Derived Data.
(3) Professionals may distribute ATS
Data or Derived Data to their employees,
affiliates, or employees of affiliates but
are prohibited from providing ATS Data
or Derived Data to any third party.
(c) Vendors
(1) Vendors may subscribe for access
to the most currently published ATS
Data and up to five years of historical
ATS Data in a downloadable, pipe
delimited format for a twelve-month
subscription fee of $18,000. Such fee is
not refundable or transferable.
(2) Payment of the Vendor
subscription fee described in this
paragraph (c) provides the Vendor with
use of such ATS Data to generate
Derived Data.
(3) Vendors are prohibited from
providing ATS Data to any third party
unless a Professional subscription has
been purchased for each such third
party in accordance with paragraph (b)
above.
(d) Non-Professionals
(1) There shall be no charge paid by
a Non-Professional for access to the
most recently published four weeks of
ATS Data; however, such ATS Data will
not be available in a downloadable
format.
(2) A Non-Professional must agree to
terms of use before accessing the ATS
Data, including that he or she receives
and uses the ATS Data solely for his or
her personal, non-commercial use and
will not otherwise distribute the ATS
Data or Derived Data to other parties.
The terms of use for Non-Professionals
will be clearly posted on the FINRA.org
Web site, and access to the non-fee
liable ATS Data content will require a
user to acknowledge the terms of use.
(e) Definitions
For purposes of this rule, the
following terms have the meaning set
forth:
(1) ‘‘ATS Data’’ means Trading
Information published by FINRA on its
Web site.
(2) ‘‘Derived Data’’ means data that is
derived from ATS Data and that is not
able to be (A) reverse engineered by a
reasonably skilled user into ATS Data or
(B) used as a surrogate for ATS Data.
(3) ‘‘Non-Professional’’ means a
natural person who uses the ATS Data
solely for his or her personal, noncommercial use. A ‘‘Non-Professional’’
is not:
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Agencies
[Federal Register Volume 79, Number 72 (Tuesday, April 15, 2014)]
[Notices]
[Pages 21321-21324]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-08417]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71914; File No. SR-ISE-2014-20]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule
Change To Amend the Schedule of Fees
April 9, 2014.
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 April 1, 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 self-regulatory
organization. The Commission is publishing this notice to solicit
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comments on the proposed rule change from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The ISE proposes to amend the Schedule of Fees. The text of the
proposed rule change is available on the Exchange's Web site (https://www.ise.com), at the principal office of the Exchange, and at the
Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
has prepared summaries, set forth in sections A, B and C below, of the
most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to amend the Schedule of
Fees as described in more detail below. The fee changes discussed apply
to both Standard Options and Mini Options traded on Exchange. The
Exchange's Schedule of Fees has separate tables for fees applicable to
Standard Options and Mini Options. The Exchange notes that while the
discussion below relates to fees for Standard Options, the fees for
Mini Options, which are not discussed below, are and shall continue to
be 1/10th of the fees for Standard Options.
1. Market Maker Plus
In order to promote and encourage liquidity in symbols that are in
the penny pilot program (``Select Symbols''), the Exchange currently
offers Market Makers \3\ that meet the quoting requirements for Market
Maker Plus \4\ a rebate of $0.20 per contract for adding liquidity in
those symbols. In addition, the Exchange pays a higher rebate of $0.22
per contract to Market Makers that meet the quoting requirements for
Market Maker Plus and are affiliated with an Electronic Access Member
(``EAM'') that executes a total affiliated Priority Customer \5\
average daily volume (``ADV'') of 200,000 contracts or more in a
calendar month.\6\
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\3\ The term ``Market Makers'' refers to ``Competitive Market
Makers'' and ``Primary Market Makers'' collectively. See ISE Rule
100(a)(25).
\4\ A Market Maker Plus is a Market Maker who is on the National
Best Bid or National Best Offer at least 80% of the time for series
trading between $0.03 and $3.00 (for options whose underlying
stock's previous trading day's last sale price was less than or
equal to $100) and between $0.10 and $3.00 (for options whose
underlying stock's previous trading day's last sale price was
greater than $100) in premium in each of the front two expiration
months.
\5\ A Priority Customer is defined in ISE Rule 100(a)(37A) as a
person or entity that is not a broker/dealer in securities, and does
not place more than 390 orders in listed options per day on average
during a calendar month for its own beneficial account(s).
\6\ See Securities Exchange Act Release No. 70872 (November 14,
2013), 78 FR 69718 (November 20, 2013) (SR-ISE-2013-57).
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The Exchange proposes to modify the criteria used to determine
which days may be excluded from the Market Maker Plus calculation.
Currently, in determining whether a Market Maker qualifies for Market
Maker Plus, the Exchange excludes the member's single best and single
worst overall quoting days each month, on a per symbol basis, if doing
so will qualify a member for the rebate. When the Exchange modified the
qualification requirements for Market Maker Plus to look solely to the
front two months,\7\ however, it did not change the method used to
determine a Market Maker's best and worst quoting days. As such, this
calculation is still based on members' overall quotation statistics,
including expiration months other than the front two months used to
determine if a Market Maker qualifies for Market Maker Plus. The
Exchange believes that this could unintentionally make it more
difficult for Market Makers to achieve the Market Maker Plus
rebates,\8\ and therefore proposes to base the calculation for
excluding a Market Maker's best and worst days on the front two
expiration months only, consistent with the criteria used to qualify
Market Makers for Market Maker Plus rebates.\9\
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\7\ See Securities Exchange Act Release No. 71765 (March 21,
2014), 79 FR 17216 (March 27, 2014) (SR-ISE-2014-17).
\8\ For example, if a day is excluded where a Market Maker
exceeds the Market Maker Plus quoting threshold based on the front
two expiration months, but has a lower performance in other
expirations.
\9\ The Exchange currently determines whether a Market Maker
qualifies as a Market Maker Plus at the end of each month by looking
back at each Market Maker's quoting statistics per symbol during
that month. The Exchange will continue to monitor each Market
Maker's quoting statistics to determine whether a Market Maker
qualifies for a rebate under the standards proposed herein. The
Exchange also currently provides Market Makers a report on a daily
basis with quoting statistics so that Market Makers can determine
whether or not they are meeting the Exchange's current stated
criteria. Again, the Exchange will continue to provide Market Makers
a daily report so that Market Makers can track their quoting
activity to determine whether or not they qualify for the Market
Maker Plus rebate.
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The Exchange also notes that when it increased the Market Maker
Plus rebate to $0.22 per contract for members that meet the total
affiliated Priority Customer ADV threshold described above,\10\ it did
not update its fee schedule to reflect the equivalent rebate for Mini
Options. As explained in that filing, the fees and rebates for Mini
Options are and shall continue to be 1/10th of the fees for Standard
Options. The Exchange therefore proposes to clarify that this rebate is
$0.022 per contract in Mini Options, consistent with the rebate
provided for Standard Options.
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\10\ See supra note 5.
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2. Crossing Order Fees: Clean-Up Changes
On March 3, 2013 the Exchange filed an immediately effective rule
change that introduced a new fee for orders of one hundred or fewer
contracts submitted to the Price Improvement Mechanism (``PIM'').\11\
The Exchange now proposes to clarify that all Firm Proprietary and Non-
ISE Market Maker contracts traded in the PIM are subject to the Firm
Fee Cap, and that the new fee for PIM orders of 100 or fewer contracts
applies to both the originating and contra order. In connection with
this change, the Exchange also proposes to clarify that the fee for
Crossing Orders applies to both the originating and contra order for
both regular and complex orders.
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\11\ See supra note 5.
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Finally, the Exchange proposes to update a footnote for Mini
Options that states that the fee for Crossing Orders is applied to any
contracts for which a PIM break-up rebate is provided. As already
reflected in the fee schedule with respect to Standard Options, PIM
orders of one hundred or fewer contracts are now subject to a separate
fee, and this fee, not the fee for Crossing Orders, is applied to those
orders when a break-up rebate is provided.\12\
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\12\ The Exchange also proposes to modify another footnote with
respect to Mini Options to state that the fee for Crossing Orders,
rather than the ``applicable fee'' is applied to contracts for which
the Facilitation and Solicitation break-up rebate is provided. While
the current wording is correct, this language will now mirror
language adopted for Standard Options.
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3. Broker Dealer Definition
A ``Broker-Dealer'' order is presently defined as an order
submitted by a member for a non-member broker-dealer account. In some
instances, however, a
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member may submit orders for the account of another broker-dealer that
is also an ISE member. Currently these orders would not fall into any
of the market participant categories on the fee schedule. The Exchange
believes that these orders should also be marked as Broker-Dealer
orders, and therefore proposes to amend the definition of a Broker-
Dealer order to include all orders submitted by a member for a broker-
dealer account that is not its own proprietary account.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the provisions of Section 6 of the Act,\13\ in general, and
Section 6(b)(4) of the Act,\14\ in particular, in that 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.
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\13\ 15 U.S.C. 78f.
\14\ 15 U.S.C. 78f(b)(4).
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1. Market Maker Plus
The Exchange believes that it is reasonable, equitable, and not
unfairly discriminatory to base the calculation for excluding a Market
Maker's best and worst days on the front two expiration months only as
the proposed change is consistent with the criteria now used to qualify
Market Makers for the rebate, and may help additional Market Makers
achieve Market Maker Plus. The Market Maker Plus rebate is competitive
with incentives provided by other exchanges, and has proven to be an
effective incentive for Market Makers to provide liquidity in Select
Symbols to the benefit of all market participants that trade on the
ISE. With this proposed change, the Exchange hopes to encourage
participation in Market Maker Plus by making the Market Maker Plus
calculation internally consistent and more transparent to members, as
well as easier attain.
In addition, the Exchange believes that it is reasonable,
equitable, and not unfairly discriminatory to clarify the Market Maker
Plus rebate in Mini Options for members that meet the total affiliated
Priority Customer ADV threshold. As has always been the case, the fees
and rebates for Mini Options are and shall continue to be 1/10th of the
fees for Standard Options.
2. Crossing Order Fees: Clean-Up Changes
The Exchange believes that the proposed clarification regarding the
fees for Crossing Orders is reasonable, equitable, and not unfairly
discriminatory. The Schedule of Fees currently contains footnotes that
explain which fees are applicable to orders executed in the ISE's
crossing mechanisms. The proposed change inserts these footnotes where
applicable throughout the Schedule of Fees, and makes additional
changes to ensure consistency between footnotes applicable to Standard
and Mini Options. The Exchange believes that these changes will further
increase transparency for both members and investors.
3. Broker Dealer Definition
The Exchange believes that the proposed amendment to the definition
of a Broker-Dealer order is reasonable, equitable, and not unfairly
discriminatory as this is a technical change intended to clarify how
members should mark their orders. With this clarification, orders from
a member broker-dealer executed through another member will be properly
marked as Broker-Dealer orders, while orders submitted by a member for
its own proprietary account will continue to be marked Firm
Proprietary. This change is necessary to reduce member confusion, as
the current definitions of market participant types do not account for
the scenario described above.
The Exchange notes that it has determined to charge fees and
provide rebates in Mini Options at a rate that is 1/10th the rate of
fees and rebates the Exchange provides for trading in Standard Options.
The Exchange believes it is reasonable and equitable and not unfairly
discriminatory to assess lower fees and rebates to provide market
participants an incentive to trade Mini Options on the Exchange. The
Exchange believes the proposed fees and rebates are reasonable and
equitable in light of the fact that Mini Options have a smaller
exercise and assignment value, specifically 1/10th that of a standard
option contract, and, as such, is providing fees and rebates for Mini
Options that are 1/10th of those applicable to Standard Options.
B. Self-Regulatory Organization's Statement on Burden on Competition
In accordance with Section 6(b)(8) of the Act,\15\ the Exchange
does not believe that the proposed rule change will impose any burden
on intermarket or intramarket competition that is not necessary or
appropriate in furtherance of the purposes of the Act. To the contrary,
the Exchange believes that the proposed rule change is pro-competitive
as it is designed to attract additional order flow to the ISE. The
Exchange operates in a highly competitive market in which market
participants can readily direct their order flow to competing venues.
In such an environment, the Exchange must continually review, and
consider adjusting, its fees to remain competitive with other
exchanges. For the reasons described above, the Exchange believes that
the proposed fee changes reflect this competitive environment.
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\15\ 15 U.S.C. 78f(b)(8).
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C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from members or other interested
parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act \16\ and subparagraph (f)(2) of Rule 19b-4
thereunder,\17\ because it establishes a due, fee, or other charge
imposed by ISE.
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\16\ 15 U.S.C. 78s(b)(3)(A)(ii).
\17\ 17 CFR 240.19b-4(f)(2).
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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. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an Email to rule-comments@sec.gov. Please include
File No. SR-ISE-2014-20 on the subject line.
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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-ISE-2014-20. 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 ISE. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-ISE-2014-20 and should be
submitted by May 6, 2014.
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\18\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-08417 Filed 4-14-14; 8:45 am]
BILLING CODE 8011-01-P