Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Amendments to the EDGX Exchange, Inc. Fee Schedule, 34803-34805 [2014-14197]
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emcdonald on DSK67QTVN1PROD with NOTICES
Federal Register / Vol. 79, No. 117 / Wednesday, June 18, 2014 / Notices
that the Company considered but
declined to participate in, so that the
Independent Directors may determine
whether all investments made during
the preceding quarter, including those
investments which the Company
considered but declined to participate
in, comply with the conditions of the
Order. In addition, the Independent
Directors will consider at least annually
the continued appropriateness for the
Company of participating in new and
existing Co-Investment Transactions.
10. The Company will maintain the
records required by section 57(f)(3) of
the Act as if each of the investments
permitted under these conditions were
approved by the Required Majority
under section 57(f) of the Act.
11. No Independent Directors will
also be a director, general partner,
managing member or principal, or
otherwise an ‘‘affiliated person’’ (as
defined in the Act) of any Private Fund.
12. The expenses, if any, associated
with acquiring, holding or disposing of
any securities acquired in a CoInvestment Transaction (including,
without limitation, the expenses of the
distribution of any such securities
registered for sale under the 1933 Act)
will, to the extent not payable by an
Adviser under any agreement with the
Company or the Private Funds, be
shared by the Company and the Private
Funds in proportion to the relative
amounts of the securities held or being
acquired or disposed of, as the case may
be.
13. Any transaction fee (including
break-up or commitment fees but
excluding broker’s fees contemplated by
section 17(e) or 57(k) of the Act or
received in connection with a CoInvestment Transaction will be
distributed to the Company and the
Private Funds on a pro rata basis, based
on the amounts they invested or
committed, as the case may be, in such
Co-Investment Transaction. If any
transaction fee is to be held by an
Adviser to a Private Fund pending
consummation of the Co-Investment
Transaction, the fee will be deposited
into an account maintained by such
Adviser at a bank or banks having the
qualifications prescribed in section
26(a)(I) of the Act, and such account
will earn a competitive rate of interest
that will also be divided pro rata among
the Company and the participating
Private Funds based on the amounts
they invest in such Co-Investment
Transaction. None of the Private Funds,
Advisers of the Private Funds nor any
affiliated person of the Company will
receive additional compensation or
remuneration of any kind as a result of,
or in connection with, a Co-Investment
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Transaction (other than (i) in the case of
the Company and the participating
Private Funds, the pro rata transaction
fees described above and fees or other
compensation described in condition
2(c)(iii)(C) and (ii) in the case of the
Advisers, investment advisory fees paid
in accordance with the Advisory
Agreements).
For the Commission, by the Division of
Investment Management, under delegated
authority.
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–14204 Filed 6–17–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72374; File No. SR–EDGX–
2014–16]
Self-Regulatory Organizations; EDGX
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to Amendments
to the EDGX Exchange, Inc. Fee
Schedule
June 12, 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 June 2,
2014, EDGX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
fees and rebates applicable to Members 3
of the Exchange pursuant to EDGX Rule
15.1(a) and (c) (‘‘Fee Schedule’’) to: (i)
Delete Flag RC, which routes to the
National Stock Exchange, Inc. (‘‘NSX’’)
and adds liquidity; and (ii) make a
corrective change to the definition of
Average Daily Trading Volume (‘‘ADV’’)
to state that ADV includes shares routed
by the Exchange. The text of the
1 15
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer, or any person associated
with a registered broker or dealer, that has been
admitted to membership in the Exchange. A
Member will have the status of a ‘‘member’’ of the
Exchange as that term is defined in Section 3(a)(3)
of the Act.’’ See Exchange Rule 1.5(n).
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34803
proposed rule change is available on the
Exchange’s Internet Web site at
www.directedge.com, at the Exchange’s
principal office, and at the Public
Reference Room of the Commission.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
Fee Schedule to: (i) Delete Flag RC,
which routes to the NSX and adds
liquidity; and (ii) make a corrective
change to the definition of ADV to state
that ADV includes shared routed by the
Exchange.
Flag RC
The Exchange proposes to amend its
Fee Schedule to delete Flag RC, which
routes to the NSX and adds liquidity, in
response to the NSX’s announcement
that it will cease market operations and
its last day of trading will be Friday,
May 30, 2014.4 The Exchange currently
charges a fee of $0.0001 per share in
securities priced at or above $1.00 and
no fee in securities priced below $1.00
for Members’ orders that yield Flag RC.
The fee for orders that yield Flag RC
represents a pass through of the rate that
DE Route, the Exchange’s affiliated
routing broker-dealer, is charged for
routing orders that add liquidity to NSX.
As of June 1, 2014, the Exchange, via DE
Route, will no longer be able to route
orders to NSX because it ceased
operations, and, therefore, proposes to
remove Flag RC from its Fee Schedule.
ADV
The Exchange proposes to make a
corrective change to the definition of
ADV to state that a Member’s ADV does
4 See Securities Exchange Act Release No. 72107
(May 6, 2014), 79 FR 27017 (May 12, 2014) (SR–
NSX–2014–14) (Notice of Filing and Immediate
Effectiveness of Proposed Rule Change to Cease
Trading on Its Trading System).
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34804
Federal Register / Vol. 79, No. 117 / Wednesday, June 18, 2014 / Notices
include shares that are routed to other
trading centers. The Exchange
determines the liquidity adding rebate
that it will provide to Members based on
the Exchange’s tiered pricing structure
based on the calculation of ADV, and/
or average daily Total Consolidated
Volume.5 On May 1, 2014, the Exchange
harmonized its definition of ADV with
that contained in the BATS Exchange,
Inc. (‘‘BATS’’) and BATS–Y Exchange,
Inc. (‘‘BYX’’) fee schedules by amending
the definitions of ADV to state that
routed shares are not included in ADV
calculation.6
The Exchange’s Fee Schedule
currently states that Flag 7, which is
yielded on orders routed during the pre
and post market sessions, is considered
when determining the liquidity adding
rebate that the Exchange will provide to
Members based on its tiered pricing
structure. In harmonizing its definition
of ADV with BATS and BYX, the
Exchange mistakenly included a
provision that excluded routed shares
from the definition of ADV, thereby
creating a conflict with the above
provision in the Fee Schedule stating
that Flag 7 is considered when
determining the liquidity adding rebate
under its tiered pricing structure. The
Exchange now seeks to make a
corrective change to the definition of
ADV to state that routed orders are
included in a Member’s ADV
calculation. The proposed rule change is
designed to resolve a conflict in the Fee
Schedule between the definition of ADV
and the inclusion of orders that yield
Flag 7 when determining the liquidity
adding rebate under its tiered pricing
structure. The Exchange notes that its
proposal conforms to an existing
practice and does not modify the fees or
rebate that the Exchange has been
providing its Members for achieving
tier-based pricing.
Implementation Date
emcdonald on DSK67QTVN1PROD with NOTICES
The Exchange proposes to implement
these amendments to its Fee Schedule
on June 2, 2014.
5 As provided in the Fee Schedule, ‘‘TCV’’ is
currently defined as the volume reported by all
exchanges and trade reporting facilities to the
consolidated transaction reporting plans for Tapes
A, B and C securities for the month in which the
fees are calculated, excluding volume on any day
that the Exchange experiences an Exchange System
Disruption or the Russell Reconstitution Day.
6 See Securities Exchange Act Release No. 72002
(April 23, 2014), 79 FR 24028 (April 29, 2014) (SR–
EDGX–2014–10). The Exchange also amended the
definition of ADV to exclude shares on: (i) Any day
that the Exchange’s system experiences a disruption
that lasts for more than 60 minutes during Regular
Trading Hours (‘‘Exchange System Disruption’’);
and (ii) the last Friday in June (the ‘‘Russell
Reconstitution Day’’). Id.
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2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,7
in general, and furthers the objectives of
Section 6(b)(4),8 in particular, as it is
designed to provide for the equitable
allocation of reasonable dues, fees and
other charges among its Members and
other persons using its facilities.
Flag RC
The Exchange believes that its
proposal to delete Flag RC in its Fee
Schedule represents an equitable
allocation of reasonable dues, fees, and
other charges among Members and other
persons using its facilities. The
proposed change is in response to NSX’s
announcement that it will cease market
operations and its last day of trading
will Friday, May 30, 2014.9 As of June
1, 2014, the Exchange, via DE Route,
will no longer be able to route orders to
NSX and, therefore, proposes to remove
Flag RC from its Fee Schedule. The
Exchange believes that the proposed
amendment is intended to make the Fee
Schedule clearer and less confusing for
investors and eliminate potential
investor confusion, thereby removing
impediments to and perfecting the
mechanism of a free and open market
and a national market system, and, in
general, protecting investors and the
public interest.
ADV
The Exchange believes that correcting
an inadvertent error in the definition of
ADV with regard to routed orders is
reasonable because it will increase the
level of transparency on the Exchange’s
Fee Schedule and improve the
Exchange’s ability to effectively convey
the criteria necessary to achieve tierbased pricing and resolve a conflict in
the Fee Schedule between the definition
of ADV and the inclusion of orders that
yield Flag 7 when determining the
liquidity adding rebate under its tiered
pricing structure. The Exchange notes
that its proposal conforms to an existing
practice and does not modify the rebates
or fees that the Exchange provides its
Members for achieving tier-based
pricing. The Exchange has historically
in practice and will continue to include
routed shares when calculating a
Member’s ADV by including orders that
yield Flag 7 when determining the
liquidity adding rebate under its tiered
7 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
9 See Securities Exchange Act Release No. 72107
(May 6, 2014), 79 FR 27017 (May 12, 2014) (SR–
NSX–2014–14) (Notice of Filing and Immediate
Effectiveness of Proposed Rule Change to Cease
Trading on Its Trading System).
pricing structure. Other than this
correction, which resolves a conflict in
the Fee Schedule, the remainder of the
definition of ADV would remain
unchanged. Lastly, the Exchange also
believes that these proposed
amendments are non-discriminatory
because they apply uniformly to all
Members.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange believes its proposed
amendments to its Fee Schedule would
not impose any burden on competition
that is not necessary or appropriate in
furtherance of the purposes of the Act.
The Exchange does not believe that the
proposed change represents a significant
departure from previous pricing offered
by the Exchange or pricing offered by
the Exchange’s competitors.
Additionally, Members may opt to
disfavor EDGX’s pricing if they believe
that alternatives offer them better value.
Accordingly, the Exchange does not
believe that the proposed change will
impair the ability of Members or
competing venues to maintain their
competitive standing in the financial
markets.
Flag RC
The Exchange believes that its
proposal to delete Flag RC in its Fee
Schedule would not affect intermarket
nor intramarket competition because
this change is not designed to amend
any fee or rebate or alter the manner in
which the Exchange assesses fees or
calculates rebates. It is simply proposed
in response to NSX announcement that
it will cease market operations and its
last day of trading will be Friday, May
30, 2014.10
ADV
The Exchange believes that correcting
an inadvertent error in the definition of
ADV would not impose a burden on
intermarket or intramarket competition
because it simply conforms to an
existing practice by resolving a conflict
in the Fee Schedule and does not
modify the rebates or fees that the
Exchange provides its Members for
achieving tier-based pricing. The
Exchange has historically in practice
and will continue to include routed
shares when calculating a Member’s
ADV by including orders that yield Flag
7 when determining the liquidity
adding rebate under its tiered pricing
structure. Other than this correction, the
8 15
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10 See Securities Exchange Act Release No. 72107
(May 6, 2014), 79 FR 27017 (May 12, 2014) (SR–
NSX–2014–14) (Notice of Filing and Immediate
Effectiveness of Proposed Rule Change to Cease
Trading on Its Trading System).
E:\FR\FM\18JNN1.SGM
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Federal Register / Vol. 79, No. 117 / Wednesday, June 18, 2014 / Notices
remainder of the definition of ADV
would remain unchanged.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
Members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 11 and Rule 19b–4(f)(2) 12
thereunder. At any time within 60 days
of the filing of such proposed rule
change, the Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
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:
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 rule-comments@
sec.gov. Please include File Number SR–
EDGX–2014–16 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–EDGX–2014–16. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–EDGX–
2014–16, and should be submitted on or
before July 9, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–14197 Filed 6–17–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72382; File No. SR–
NASDAQ–2014–041]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Order
Approving a Proposed Rule Change,
as Modified by Amendment No. 1
Thereto, To List and Trade of Shares
of the First Trust Enhanced Short
Maturity ETF of First Trust ExchangeTraded Fund IV
June 12, 2014.
I. Introduction
On April 11, 2014, The NASDAQ
Stock Market LLC (‘‘Exchange’’ or
‘‘Nasdaq’’) filed with the Securities and
Exchange Commission (‘‘Commission’’),
pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2 a
proposed rule change relating to the
listing and trading of shares (‘‘Shares’’)
of the First Trust Enhanced Short
Maturity ETF (‘‘Fund’’) of First Trust
Exchange-Traded Fund IV (‘‘Trust’’). On
April 24, 2014, the Exchange filed
Amendment No. 1 to the proposed rule
13 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
11 15
U.S.C. 78s(b)(3)(A).
12 17 CFR 240.19b–4(f)(2).
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34805
change.3 The Commission published for
comment in the Federal Register notice
of the proposed rule change, as
modified by Amendment No. 1 thereto,
on May 1, 2014.4 The Commission
received no comments on the proposed
rule change. This order approves the
proposed rule change, as modified by
Amendment No. 1 thereto.
II. Description of the Proposed Rule
Change
The Exchange proposes to list and
trade Shares pursuant to Nasdaq Rule
5735, which governs the listing and
trading of Managed Fund Shares.5 The
Exchange deems the Shares to be equity
securities, rendering trading in the
Shares subject to the Exchange’s
existing rules governing the trading of
equity securities.6
The Shares will be offered by the
Trust, which is organized as a
Massachusetts business trust and is
registered with the Commission as an
investment company.7 First Trust
Advisors L.P. is the investment adviser
(‘‘Adviser’’) to the Fund. First Trust
Portfolios L.P. is the principal
underwriter and distributor of the
Shares (‘‘Distributor’’). The Bank of New
York Mellon Corporation will act as the
administrator, accounting agent,
custodian, and transfer agent to the
Fund. The Adviser is affiliated with the
3 In Amendment No. 1, the Exchange: (1) Clarified
that the Fund (defined below) will limit its
investments in asset-backed securities and nonagency mortgage-backed securities (in the aggregate)
to 20% of its net assets; (2) modified its description
of how asset-backed or mortgage-backed securities
will be priced in certain circumstances; and (3)
made certain grammatical corrections.
4 See Securities Exchange Act Release No. 72030
(April 25, 2014), 79 FR 24765 (‘‘Notice’’).
5 Under Nasdaq’s Rules, a Managed Fund Share
is a security that (a) represents an interest in a
registered investment company (‘‘Investment
Company’’) organized as an open-end management
investment company or similar entity, that invests
in a portfolio of securities selected by the
Investment Company’s investment adviser
consistent with the Investment Company’s
investment objectives and policies; (b) is issued in
a specified aggregate minimum number in return for
a deposit of a specified portfolio of securities and/
or a cash amount with a value equal to the next
determined net asset value; and (c) when aggregated
in the same specified minimum number, may be
redeemed at a holder’s request, which holder will
be paid a specified portfolio of securities and/or
cash with a value equal to the next determined net
asset value. See Nasdaq Rule 5735(c)(1).
6 See Notice, supra note 4, 79 FR at 24770.
7 The Trust is registered under the Investment
Company Act of 1940 (‘‘1940 Act’’). See PostEffective Amendment No. 66 to Registration
Statement on Form N–1A for the Trust, dated April
10, 2014 (File Nos. 333–174332 and 811–22559)
(‘‘Registration Statement’’). The Exchange
represents that the Trust has obtained certain
exemptive relief under the 1940 Act. See
Investment Company Act Release No. 30029 (April
10, 2012) (File No. 812–13795) (‘‘Exemptive
Order’’).
E:\FR\FM\18JNN1.SGM
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Agencies
[Federal Register Volume 79, Number 117 (Wednesday, June 18, 2014)]
[Notices]
[Pages 34803-34805]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-14197]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72374; File No. SR-EDGX-2014-16]
Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Amendments to the EDGX Exchange, Inc. Fee Schedule
June 12, 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 June 2, 2014, EDGX Exchange, Inc. (the ``Exchange'' or
``EDGX'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II
and III below, which items have been prepared by the self-regulatory
organization. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend its fees and rebates applicable to
Members \3\ of the Exchange pursuant to EDGX Rule 15.1(a) and (c)
(``Fee Schedule'') to: (i) Delete Flag RC, which routes to the National
Stock Exchange, Inc. (``NSX'') and adds liquidity; and (ii) make a
corrective change to the definition of Average Daily Trading Volume
(``ADV'') to state that ADV includes shares routed by the Exchange. The
text of the proposed rule change is available on the Exchange's
Internet Web site at www.directedge.com, at the Exchange's principal
office, and at the Public Reference Room of the Commission.
---------------------------------------------------------------------------
\3\ The term ``Member'' is defined as ``any registered broker or
dealer, or any person associated with a registered broker or dealer,
that has been admitted to membership in the Exchange. A Member will
have the status of a ``member'' of the Exchange as that term is
defined in Section 3(a)(3) of the Act.'' See Exchange Rule 1.5(n).
---------------------------------------------------------------------------
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
has prepared summaries, set forth in sections A, B and C below, of the
most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend its Fee Schedule to: (i) Delete Flag
RC, which routes to the NSX and adds liquidity; and (ii) make a
corrective change to the definition of ADV to state that ADV includes
shared routed by the Exchange.
Flag RC
The Exchange proposes to amend its Fee Schedule to delete Flag RC,
which routes to the NSX and adds liquidity, in response to the NSX's
announcement that it will cease market operations and its last day of
trading will be Friday, May 30, 2014.\4\ The Exchange currently charges
a fee of $0.0001 per share in securities priced at or above $1.00 and
no fee in securities priced below $1.00 for Members' orders that yield
Flag RC. The fee for orders that yield Flag RC represents a pass
through of the rate that DE Route, the Exchange's affiliated routing
broker-dealer, is charged for routing orders that add liquidity to NSX.
As of June 1, 2014, the Exchange, via DE Route, will no longer be able
to route orders to NSX because it ceased operations, and, therefore,
proposes to remove Flag RC from its Fee Schedule.
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 72107 (May 6, 2014),
79 FR 27017 (May 12, 2014) (SR-NSX-2014-14) (Notice of Filing and
Immediate Effectiveness of Proposed Rule Change to Cease Trading on
Its Trading System).
---------------------------------------------------------------------------
ADV
The Exchange proposes to make a corrective change to the definition
of ADV to state that a Member's ADV does
[[Page 34804]]
include shares that are routed to other trading centers. The Exchange
determines the liquidity adding rebate that it will provide to Members
based on the Exchange's tiered pricing structure based on the
calculation of ADV, and/or average daily Total Consolidated Volume.\5\
On May 1, 2014, the Exchange harmonized its definition of ADV with that
contained in the BATS Exchange, Inc. (``BATS'') and BATS-Y Exchange,
Inc. (``BYX'') fee schedules by amending the definitions of ADV to
state that routed shares are not included in ADV calculation.\6\
---------------------------------------------------------------------------
\5\ As provided in the Fee Schedule, ``TCV'' is currently
defined as the volume reported by all exchanges and trade reporting
facilities to the consolidated transaction reporting plans for Tapes
A, B and C securities for the month in which the fees are
calculated, excluding volume on any day that the Exchange
experiences an Exchange System Disruption or the Russell
Reconstitution Day.
\6\ See Securities Exchange Act Release No. 72002 (April 23,
2014), 79 FR 24028 (April 29, 2014) (SR-EDGX-2014-10). The Exchange
also amended the definition of ADV to exclude shares on: (i) Any day
that the Exchange's system experiences a disruption that lasts for
more than 60 minutes during Regular Trading Hours (``Exchange System
Disruption''); and (ii) the last Friday in June (the ``Russell
Reconstitution Day''). Id.
---------------------------------------------------------------------------
The Exchange's Fee Schedule currently states that Flag 7, which is
yielded on orders routed during the pre and post market sessions, is
considered when determining the liquidity adding rebate that the
Exchange will provide to Members based on its tiered pricing structure.
In harmonizing its definition of ADV with BATS and BYX, the Exchange
mistakenly included a provision that excluded routed shares from the
definition of ADV, thereby creating a conflict with the above provision
in the Fee Schedule stating that Flag 7 is considered when determining
the liquidity adding rebate under its tiered pricing structure. The
Exchange now seeks to make a corrective change to the definition of ADV
to state that routed orders are included in a Member's ADV calculation.
The proposed rule change is designed to resolve a conflict in the Fee
Schedule between the definition of ADV and the inclusion of orders that
yield Flag 7 when determining the liquidity adding rebate under its
tiered pricing structure. The Exchange notes that its proposal conforms
to an existing practice and does not modify the fees or rebate that the
Exchange has been providing its Members for achieving tier-based
pricing.
Implementation Date
The Exchange proposes to implement these amendments to its Fee
Schedule on June 2, 2014.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of Section 6 of the Act,\7\ in general, and
furthers the objectives of Section 6(b)(4),\8\ in particular, as it is
designed to provide for the equitable allocation of reasonable dues,
fees and other charges among its Members and other persons using its
facilities.
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\7\ 15 U.S.C. 78f.
\8\ 15 U.S.C. 78f(b)(4).
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Flag RC
The Exchange believes that its proposal to delete Flag RC in its
Fee Schedule represents an equitable allocation of reasonable dues,
fees, and other charges among Members and other persons using its
facilities. The proposed change is in response to NSX's announcement
that it will cease market operations and its last day of trading will
Friday, May 30, 2014.\9\ As of June 1, 2014, the Exchange, via DE
Route, will no longer be able to route orders to NSX and, therefore,
proposes to remove Flag RC from its Fee Schedule. The Exchange believes
that the proposed amendment is intended to make the Fee Schedule
clearer and less confusing for investors and eliminate potential
investor confusion, thereby removing impediments to and perfecting the
mechanism of a free and open market and a national market system, and,
in general, protecting investors and the public interest.
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\9\ See Securities Exchange Act Release No. 72107 (May 6, 2014),
79 FR 27017 (May 12, 2014) (SR-NSX-2014-14) (Notice of Filing and
Immediate Effectiveness of Proposed Rule Change to Cease Trading on
Its Trading System).
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ADV
The Exchange believes that correcting an inadvertent error in the
definition of ADV with regard to routed orders is reasonable because it
will increase the level of transparency on the Exchange's Fee Schedule
and improve the Exchange's ability to effectively convey the criteria
necessary to achieve tier-based pricing and resolve a conflict in the
Fee Schedule between the definition of ADV and the inclusion of orders
that yield Flag 7 when determining the liquidity adding rebate under
its tiered pricing structure. The Exchange notes that its proposal
conforms to an existing practice and does not modify the rebates or
fees that the Exchange provides its Members for achieving tier-based
pricing. The Exchange has historically in practice and will continue to
include routed shares when calculating a Member's ADV by including
orders that yield Flag 7 when determining the liquidity adding rebate
under its tiered pricing structure. Other than this correction, which
resolves a conflict in the Fee Schedule, the remainder of the
definition of ADV would remain unchanged. Lastly, the Exchange also
believes that these proposed amendments are non-discriminatory because
they apply uniformly to all Members.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange believes its proposed amendments to its Fee Schedule
would not impose any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act. The Exchange
does not believe that the proposed change represents a significant
departure from previous pricing offered by the Exchange or pricing
offered by the Exchange's competitors. Additionally, Members may opt to
disfavor EDGX's pricing if they believe that alternatives offer them
better value. Accordingly, the Exchange does not believe that the
proposed change will impair the ability of Members or competing venues
to maintain their competitive standing in the financial markets.
Flag RC
The Exchange believes that its proposal to delete Flag RC in its
Fee Schedule would not affect intermarket nor intramarket competition
because this change is not designed to amend any fee or rebate or alter
the manner in which the Exchange assesses fees or calculates rebates.
It is simply proposed in response to NSX announcement that it will
cease market operations and its last day of trading will be Friday, May
30, 2014.\10\
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\10\ See Securities Exchange Act Release No. 72107 (May 6,
2014), 79 FR 27017 (May 12, 2014) (SR-NSX-2014-14) (Notice of Filing
and Immediate Effectiveness of Proposed Rule Change to Cease Trading
on Its Trading System).
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ADV
The Exchange believes that correcting an inadvertent error in the
definition of ADV would not impose a burden on intermarket or
intramarket competition because it simply conforms to an existing
practice by resolving a conflict in the Fee Schedule and does not
modify the rebates or fees that the Exchange provides its Members for
achieving tier-based pricing. The Exchange has historically in practice
and will continue to include routed shares when calculating a Member's
ADV by including orders that yield Flag 7 when determining the
liquidity adding rebate under its tiered pricing structure. Other than
this correction, the
[[Page 34805]]
remainder of the definition of ADV would remain unchanged.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from Members or other interested
parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \11\ and Rule 19b-4(f)(2) \12\ thereunder. At
any time within 60 days of the filing of such proposed rule change, the
Commission summarily may temporarily suspend such rule change if it
appears to the Commission that such action is necessary or appropriate
in the public interest, for the protection of investors, or otherwise
in furtherance of the purposes of the Act.
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\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 17 CFR 240.19b-4(f)(2).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-EDGX-2014-16 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-EDGX-2014-16. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-EDGX-2014-16, and should be
submitted on or before July 9, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
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\13\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-14197 Filed 6-17-14; 8:45 am]
BILLING CODE 8011-01-P