Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Institute an Incentive Program for Market Makers for BATS Exchange, Inc., 24807-24809 [2014-09920]
Download as PDF
Federal Register / Vol. 79, No. 84 / Thursday, May 1, 2014 / Notices
impose any significant burden on
competition; and (iii) become operative
prior to 30 days from the date on which
it was filed, or such shorter time as the
Commission may designate, if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act and Rule 19b–4(f)(6)(iii)
thereunder.
The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing, noting that a waiver of the
operative delay will allow the Exchange
to promptly adopt and implement new
procedures aimed at market integrity
and investor protection. For this reason,
the Commission believes that waiving
the 30-day operative delay is consistent
with the protection of investors and the
public interest. As such, the
Commission waives the operative delay
and designates the proposed rule change
to be operative upon filing.16
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
under Section 19(b)(2)(B) 17 of the Act to
determine whether the proposed rule
change 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 Number SR–
NYSEArca–2014–40 on the subject line.
tkelley on DSK3SPTVN1PROD with 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–NYSEArca–2014–40. 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 at 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 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–
NYSEArca–2014–40, and should be
submitted on or before May 22, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–09918 Filed 4–30–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72020; File No. SR–BATS–
2014–015]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Institute an Incentive
Program for Market Makers for BATS
Exchange, Inc.
April 25, 2014.
16 For
purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
17 15 U.S.C. 78s(b)(2)(B).
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Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
18 17
PO 00000
CFR 200.30–3(a)(12).
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24807
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on April 17,
2014, BATS Exchange, Inc. (‘‘Exchange’’
or ‘‘BATS’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
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 Substance of
the Proposed Rule Change
The Exchange filed a proposal to
institute an incentive program for
market makers registered with the
Exchange (‘‘Market Makers’’) 3 in ETPs 4
listed on the Exchange (the ‘‘LMM
Program’’). The Exchange has
designated this proposal as noncontroversial and provided the
Commission with the notice required by
Rule 19b–4(f)(6)(iii) under the Act.5 The
Exchange will implement the proposed
rule change on a date that will be
circulated in a notice from the BATS
Trade Desk.6 The Exchange also intends
to file a proposal to adopt the financial
incentives related to the LMM Program
through a separate 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.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See BATS Rule 11.5.
4 As defined in proposed Rule 11.8(e)(1)(A), ETP
means any security listed pursuant to Exchange
Rule 14.11.
5 17 CFR 240.19b–4(f)(6)(iii).
6 The Exchange will file a separate proposal prior
to implementation of the proposed rule change in
which it will add the relevant pricing to its fee
schedule.
2 17
E:\FR\FM\01MYN1.SGM
01MYN1
24808
Federal Register / Vol. 79, No. 84 / Thursday, May 1, 2014 / Notices
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
tkelley on DSK3SPTVN1PROD with NOTICES
On August 30, 2011, the Exchange
received approval of rules applicable to
the qualification, listing and delisting of
companies on the Exchange.7 Shortly
thereafter, the Exchange also received
approval to operate a program in which
all BATS-listed securities participate
that is designed to incentivize certain
Market Makers as Competitive Liquidity
Providers (‘‘CLPs’’) to enhance liquidity
on the Exchange in such BATS-listed
securities (the ‘‘CLP Program’’) by
offering daily financial rebates to CLPs
based on the size of their quotes at the
NBBO 8 throughout the day.9 In order to
provide issuers with an additional
option for enhancing liquidity in BATSlisted ETPs and as a competitive
response to liquidity enhancement
programs at other listing exchanges, the
Exchange is proposing to implement an
additional program designed to
incentivize certain Market Makers that
are willing to meet designated
performance standards to enhance
liquidity on the Exchange in ETPs by
providing enhanced rebates to such
Market Makers, the LMM Program, for
executions in BATS-listed ETPs, as
further described below. As proposed,
the LMM Program is designed to
incentivize select Market Makers to
enter more aggressive orders in BATSlisted ETPs by providing enhanced
rebates for executions in the BATSlisted ETP in which the Market Maker
is registered as a lead market maker (a
‘‘LMM’’) where the LMM meets certain
performance measurements designated
by the Exchange. As proposed, a BATSlisted ETP that is participating in the
CLP Program would not be eligible for
participation in the LMM Program until
and unless such ETP is no longer
participating in the CLP Program.
Further, any ETP that is listed on the
Exchange after the implementation of
the LMM Program will not be eligible
for participation in the CLP Program.
Prior to the implementation of the LMM
Program, the Exchange intends to file a
proposal detailing changes to the
current CLP Program along with a new
supplemental quoting incentive
7 See Exchange Act Release No. 65225 (August 30,
2011), 76 FR 55148 (September 6, 2011) (SR–BATS–
2011–018).
8 As defined in Rule 1.5(o), NBBO means the
national best bid or offer.
9 See Exchange Act Release No. 66307 (February
2, 2012), 77 FR 6608 (February 8, 2012) (SR–BATS–
2011–051).
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17:30 Apr 30, 2014
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program in which ETPs participating in
the LMM program may also participate.
The Exchange is proposing to adopt
rules that are similar to those regarding
the SEC approved NYSE Arca, Inc.
(‘‘Arca’’) program for Lead Market
Makers 10 (‘‘Arca LMMs’’) and The
NASDAQ Stock Market LLC (‘‘Nasdaq’’)
program for Designated Liquidity
Providers (‘‘DLPs’’).11 Under both
programs, an Arca LMM for a security
listed on Arca or a DLP for a security
listed on Nasdaq is required to maintain
minimum performance standards with
regard to (i) percent of time at NBBO;
(ii) percent of executions better than the
NBBO; (iii) average displayed size; (iv)
average quoted spread; and (v) in the
case of derivative securities listed on
Arca, the ability of the Arca LMM to
transact in underlying markets. This list,
however, is not exhaustive, so Nasdaq
(and BATS, as proposed and further
discussed below) could apply any
additional minimum performance
standards, including the ability of a DLP
to transact in underlying markets.
Additionally, because Arca LMMs and
DLPs are required to be registered
market makers, they must also meet
each respective exchange’s requirements
for being a market maker. In return, an
Arca LMM receives both enhanced
rebates for adding liquidity and reduced
fees for removing liquidity and a DLP on
Nasdaq receives enhanced rebates for
adding liquidity in their respective Arca
LMM or DLP security or securities.
Under the Exchange’s proposed
program, a Market Maker in an ETP may
become an LMM in an ETP. The
Exchange anticipates providing
enhanced rebates and/or reduced fees
for LMM executions in the LMM
Security,12 subject to a separate fee
filing. Under the LMM Program, an
LMM is a Market Maker in an ETP that
has committed to maintain Minimum
Performance Standards.13 As is true
under the Arca and Nasdaq programs,
such Minimum Performance Standards
will vary between LMM Securities
depending on the price, liquidity, and
volatility of the LMM Security in which
the LMM is registered and the relevant
measurement metrics will include, but
are not necessarily limited to: (i) Percent
of time at the NBBO; (ii) percent of
10 See Arca Rule 7.24 and NYSE Arca Schedule
of Fees and Charges for Exchange Services at
https://usequities.nyx.com/sites/
usequities.nyx.com/files/nyse_arca_marketplace_
fees__for_2-1-14.pdf.
11 See Nasdaq Rule 7018(i).
12 As defined in proposed Rule 11.8(e)(1)(C),
LMM Security means an ETP that has an LMM.
13 As defined in proposed Rule 11.8(e)(1)(D),
Minimum Performance Standards means a set of
standards applicable to an LMM that may be
determined from time to time by the Exchange.
PO 00000
Frm 00142
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executions better than the NBBO; (iii)
average displayed size; and (iv) average
quoted spread. If an LMM does not meet
the Minimum Performance Standards
for a given month, fees and credits will
revert to standard equities pricing, as
provided in the Exchange’s fee
schedule. If an LMM does not meet the
Minimum Performance Standards for
three out of the past four months, the
LMM is subject to forfeiture of LMM
status for that LMM Security, at the
Exchange’s discretion. An LMM must
provide 30 days written notice if it
wishes to withdraw its registration as an
LMM in an LMM Security, unless it is
also withdrawing as a market maker in
the LMM Security.
As is true under the Arca and Nasdaq
programs, after indicating interest in
being an LMM for an ETP, a Market
Maker will be selected by the Exchange
to be an LMM based on factors
including, but not limited to, experience
with making markets in ETPs, adequacy
of capital, willingness to promote the
Exchange as a marketplace, issuer
preference, operational capacity,
support personnel, and history of
adherence to Exchange rules and
securities laws. As is true under the
Nasdaq program, the Exchange may
limit the number of LMMs in a
particular security, or modify a
previously established limit, upon prior
written notice to Members. Specifically,
the Exchange may modify a limit either
to increase or decrease the number of
LMMs for a security upon providing
such prior written notice.
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(b) of the
Act.14 Specifically, the Exchange
believes that the proposed rule change
is consistent with Section 6(b)(5) of the
Act,15 in that it is designed to promote
just and equitable principles of trade, to
remove impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest. At the outset, the
Exchange notes that registration as an
Exchange Market Maker is equally
available to all Members that satisfy the
requirements of Rule 11.8 and that
LMMs will be chosen based on the predetermined factors described in the
proposed rule. The Exchange believes
14 15
15 15
E:\FR\FM\01MYN1.SGM
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
01MYN1
Federal Register / Vol. 79, No. 84 / Thursday, May 1, 2014 / Notices
tkelley on DSK3SPTVN1PROD with NOTICES
that by allocating pricing benefits to
Market Makers that make tangible
commitments to enhancing market
quality for BATS-listed ETPs, the
proposal will encourage the
development of new financial products,
provide a better trading environment for
investors in ETPs, and encourage greater
competition between listing venues for
ETPs. The Exchange also believes that
the proposal will promote tighter
spreads and deeper liquidity for all
market participants by requiring LMMs
to meet Minimum Performance
Standards for an LMM Security based
on percent of time at the NBBO, percent
of executions better than the NBBO,
average displayed size, and average
quoted spread, plus any other metric
that the Exchange deems appropriate for
measuring performance in a particular
LMM Security.
As proposed, the LMM Program is
designed to enhance the Exchange’s
competitiveness as a listing venue and
to strengthen its market quality for
BATS-listed ETPs. The Exchange
believes that the proposed change
would increase competition with Arca
and Nasdaq by incenting Exchange
Market Makers to apply to become
LMMs, which will enhance the quality
of quoting in BATS-listed ETPs. The
Exchange also believes that the LMM
Program will further assist the Exchange
to develop an alternative to Nasdaq and
the Arca for an issuer seeking to list its
ETPs. Accordingly, the Exchange
believes that the proposal will
complement the Exchange’s program for
listing ETPs on the Exchange, which
will, in turn, provide issuers with
another option for listing an ETP on the
public markets, thereby promoting the
principles discussed in Section 6(b)(5)
of the Act.16
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will result in
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
In this regard and as indicated above,
the Exchange notes that the rule change
is being proposed as a competitive
offering to the Arca LMM program
currently in place at Arca and the DLP
program in place at Nasdaq. The
Exchange believes that this proposed
rule change is necessary to permit fair
competition among the listing
exchanges. Further, the Exchange
believes that the proposed changes as a
whole will contribute to tighter spreads
and additional liquidity on the
16 Id.
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Jkt 232001
Exchange in BATS-listed ETPs, which
will, in turn, benefit competition due to
the improvements to the overall market
quality of the Exchange.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 17 and Rule 19b–4(f)(6)
thereunder.18
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.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposal is
consistent with the Act. Comments may
be submitted by any of the following
methods:
24809
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File No.
SR–BATS–2014–015. 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 will also 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 No. SR–BATS–
2014–015 and should be submitted on
or before May 22, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–09920 Filed 4–30–14; 8:45 am]
BILLING CODE 8011–01–P
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–
BATS–2014–015 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
17 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
18 17
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DEPARTMENT OF STATE
[Delegation of Authority: 373]
Delegation by the Secretary of State to
the Assistant Secretary for
International Security and
Nonproliferation of Authority With
Respect to Authority Under Section
1204 of the Fiscal Year 2014 National
Defense Authorization Act
By virtue of the authority vested in
me as Secretary of State, including
Section 1 of the State Department Basic
Authorities Act, as amended (22 U.S.C.
2651a), and by the Fiscal Year 2014
19 17
E:\FR\FM\01MYN1.SGM
CFR 200.30–3(a)(12).
01MYN1
Agencies
[Federal Register Volume 79, Number 84 (Thursday, May 1, 2014)]
[Notices]
[Pages 24807-24809]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-09920]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72020; File No. SR-BATS-2014-015]
Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change To
Institute an Incentive Program for Market Makers for BATS Exchange,
Inc.
April 25, 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 17, 2014, BATS Exchange, Inc. (``Exchange'' or ``BATS'') filed
with the Securities and Exchange Commission (``Commission'') the
proposed rule change as described in Items I and II below, which Items
have been prepared by the Exchange. The Commission is publishing this
notice to solicit comments on the proposed rule change from interested
persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange filed a proposal to institute an incentive program for
market makers registered with the Exchange (``Market Makers'') \3\ in
ETPs \4\ listed on the Exchange (the ``LMM Program''). The Exchange has
designated this proposal as non-controversial and provided the
Commission with the notice required by Rule 19b-4(f)(6)(iii) under the
Act.\5\ The Exchange will implement the proposed rule change on a date
that will be circulated in a notice from the BATS Trade Desk.\6\ The
Exchange also intends to file a proposal to adopt the financial
incentives related to the LMM Program through a separate filing.
---------------------------------------------------------------------------
\3\ See BATS Rule 11.5.
\4\ As defined in proposed Rule 11.8(e)(1)(A), ETP means any
security listed pursuant to Exchange Rule 14.11.
\5\ 17 CFR 240.19b-4(f)(6)(iii).
\6\ The Exchange will file a separate proposal prior to
implementation of the proposed rule change in which it will add the
relevant pricing to its fee schedule.
---------------------------------------------------------------------------
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.
[[Page 24808]]
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
On August 30, 2011, the Exchange received approval of rules
applicable to the qualification, listing and delisting of companies on
the Exchange.\7\ Shortly thereafter, the Exchange also received
approval to operate a program in which all BATS-listed securities
participate that is designed to incentivize certain Market Makers as
Competitive Liquidity Providers (``CLPs'') to enhance liquidity on the
Exchange in such BATS-listed securities (the ``CLP Program'') by
offering daily financial rebates to CLPs based on the size of their
quotes at the NBBO \8\ throughout the day.\9\ In order to provide
issuers with an additional option for enhancing liquidity in BATS-
listed ETPs and as a competitive response to liquidity enhancement
programs at other listing exchanges, the Exchange is proposing to
implement an additional program designed to incentivize certain Market
Makers that are willing to meet designated performance standards to
enhance liquidity on the Exchange in ETPs by providing enhanced rebates
to such Market Makers, the LMM Program, for executions in BATS-listed
ETPs, as further described below. As proposed, the LMM Program is
designed to incentivize select Market Makers to enter more aggressive
orders in BATS-listed ETPs by providing enhanced rebates for executions
in the BATS-listed ETP in which the Market Maker is registered as a
lead market maker (a ``LMM'') where the LMM meets certain performance
measurements designated by the Exchange. As proposed, a BATS-listed ETP
that is participating in the CLP Program would not be eligible for
participation in the LMM Program until and unless such ETP is no longer
participating in the CLP Program. Further, any ETP that is listed on
the Exchange after the implementation of the LMM Program will not be
eligible for participation in the CLP Program. Prior to the
implementation of the LMM Program, the Exchange intends to file a
proposal detailing changes to the current CLP Program along with a new
supplemental quoting incentive program in which ETPs participating in
the LMM program may also participate.
---------------------------------------------------------------------------
\7\ See Exchange Act Release No. 65225 (August 30, 2011), 76 FR
55148 (September 6, 2011) (SR-BATS-2011-018).
\8\ As defined in Rule 1.5(o), NBBO means the national best bid
or offer.
\9\ See Exchange Act Release No. 66307 (February 2, 2012), 77 FR
6608 (February 8, 2012) (SR-BATS-2011-051).
---------------------------------------------------------------------------
The Exchange is proposing to adopt rules that are similar to those
regarding the SEC approved NYSE Arca, Inc. (``Arca'') program for Lead
Market Makers \10\ (``Arca LMMs'') and The NASDAQ Stock Market LLC
(``Nasdaq'') program for Designated Liquidity Providers (``DLPs'').\11\
Under both programs, an Arca LMM for a security listed on Arca or a DLP
for a security listed on Nasdaq is required to maintain minimum
performance standards with regard to (i) percent of time at NBBO; (ii)
percent of executions better than the NBBO; (iii) average displayed
size; (iv) average quoted spread; and (v) in the case of derivative
securities listed on Arca, the ability of the Arca LMM to transact in
underlying markets. This list, however, is not exhaustive, so Nasdaq
(and BATS, as proposed and further discussed below) could apply any
additional minimum performance standards, including the ability of a
DLP to transact in underlying markets. Additionally, because Arca LMMs
and DLPs are required to be registered market makers, they must also
meet each respective exchange's requirements for being a market maker.
In return, an Arca LMM receives both enhanced rebates for adding
liquidity and reduced fees for removing liquidity and a DLP on Nasdaq
receives enhanced rebates for adding liquidity in their respective Arca
LMM or DLP security or securities.
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\10\ See Arca Rule 7.24 and NYSE Arca Schedule of Fees and
Charges for Exchange Services at https://usequities.nyx.com/sites/usequities.nyx.com/files/nyse_arca_marketplace_fees__for_2-1-14.pdf.
\11\ See Nasdaq Rule 7018(i).
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Under the Exchange's proposed program, a Market Maker in an ETP may
become an LMM in an ETP. The Exchange anticipates providing enhanced
rebates and/or reduced fees for LMM executions in the LMM Security,\12\
subject to a separate fee filing. Under the LMM Program, an LMM is a
Market Maker in an ETP that has committed to maintain Minimum
Performance Standards.\13\ As is true under the Arca and Nasdaq
programs, such Minimum Performance Standards will vary between LMM
Securities depending on the price, liquidity, and volatility of the LMM
Security in which the LMM is registered and the relevant measurement
metrics will include, but are not necessarily limited to: (i) Percent
of time at the NBBO; (ii) percent of executions better than the NBBO;
(iii) average displayed size; and (iv) average quoted spread. If an LMM
does not meet the Minimum Performance Standards for a given month, fees
and credits will revert to standard equities pricing, as provided in
the Exchange's fee schedule. If an LMM does not meet the Minimum
Performance Standards for three out of the past four months, the LMM is
subject to forfeiture of LMM status for that LMM Security, at the
Exchange's discretion. An LMM must provide 30 days written notice if it
wishes to withdraw its registration as an LMM in an LMM Security,
unless it is also withdrawing as a market maker in the LMM Security.
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\12\ As defined in proposed Rule 11.8(e)(1)(C), LMM Security
means an ETP that has an LMM.
\13\ As defined in proposed Rule 11.8(e)(1)(D), Minimum
Performance Standards means a set of standards applicable to an LMM
that may be determined from time to time by the Exchange.
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As is true under the Arca and Nasdaq programs, after indicating
interest in being an LMM for an ETP, a Market Maker will be selected by
the Exchange to be an LMM based on factors including, but not limited
to, experience with making markets in ETPs, adequacy of capital,
willingness to promote the Exchange as a marketplace, issuer
preference, operational capacity, support personnel, and history of
adherence to Exchange rules and securities laws. As is true under the
Nasdaq program, the Exchange may limit the number of LMMs in a
particular security, or modify a previously established limit, upon
prior written notice to Members. Specifically, the Exchange may modify
a limit either to increase or decrease the number of LMMs for a
security upon providing such prior written notice.
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(b) of the Act.\14\
Specifically, the Exchange believes that the proposed rule change is
consistent with Section 6(b)(5) of the Act,\15\ in that it is designed
to promote just and equitable principles of trade, to remove
impediments to and perfect the mechanism of a free and open market and
a national market system, and, in general, to protect investors and the
public interest. At the outset, the Exchange notes that registration as
an Exchange Market Maker is equally available to all Members that
satisfy the requirements of Rule 11.8 and that LMMs will be chosen
based on the pre-determined factors described in the proposed rule. The
Exchange believes
[[Page 24809]]
that by allocating pricing benefits to Market Makers that make tangible
commitments to enhancing market quality for BATS-listed ETPs, the
proposal will encourage the development of new financial products,
provide a better trading environment for investors in ETPs, and
encourage greater competition between listing venues for ETPs. The
Exchange also believes that the proposal will promote tighter spreads
and deeper liquidity for all market participants by requiring LMMs to
meet Minimum Performance Standards for an LMM Security based on percent
of time at the NBBO, percent of executions better than the NBBO,
average displayed size, and average quoted spread, plus any other
metric that the Exchange deems appropriate for measuring performance in
a particular LMM Security.
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\14\ 15 U.S.C. 78f(b).
\15\ 15 U.S.C. 78f(b)(5).
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As proposed, the LMM Program is designed to enhance the Exchange's
competitiveness as a listing venue and to strengthen its market quality
for BATS-listed ETPs. The Exchange believes that the proposed change
would increase competition with Arca and Nasdaq by incenting Exchange
Market Makers to apply to become LMMs, which will enhance the quality
of quoting in BATS-listed ETPs. The Exchange also believes that the LMM
Program will further assist the Exchange to develop an alternative to
Nasdaq and the Arca for an issuer seeking to list its ETPs.
Accordingly, the Exchange believes that the proposal will complement
the Exchange's program for listing ETPs on the Exchange, which will, in
turn, provide issuers with another option for listing an ETP on the
public markets, thereby promoting the principles discussed in Section
6(b)(5) of the Act.\16\
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\16\ Id.
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act, as amended. In
this regard and as indicated above, the Exchange notes that the rule
change is being proposed as a competitive offering to the Arca LMM
program currently in place at Arca and the DLP program in place at
Nasdaq. The Exchange believes that this proposed rule change is
necessary to permit fair competition among the listing exchanges.
Further, the Exchange believes that the proposed changes as a whole
will contribute to tighter spreads and additional liquidity on the
Exchange in BATS-listed ETPs, which will, in turn, benefit competition
due to the improvements to the overall market quality of the Exchange.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has neither solicited nor received written comments on
the proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, if consistent with
the protection of investors and the public interest, the proposed rule
change has become effective pursuant to Section 19(b)(3)(A) of the Act
\17\ and Rule 19b-4(f)(6) thereunder.\18\
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\17\ 15 U.S.C. 78s(b)(3)(A).
\18\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
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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.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views and
arguments concerning the foregoing, including whether the proposal 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-BATS-2014-015 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 No. SR-BATS-2014-015. 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 will also 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 No. SR-BATS-2014-015 and should be
submitted on or before May 22, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
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\19\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-09920 Filed 4-30-14; 8:45 am]
BILLING CODE 8011-01-P