Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend the Schedule of Fees, 34812-34814 [2014-14200]
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34812
Federal Register / Vol. 79, No. 117 / Wednesday, June 18, 2014 / Notices
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–BATS–2014–023. 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–BATS–
2014–023 and should be submitted on
or before July 9, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–14196 Filed 6–17–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
emcdonald on DSK67QTVN1PROD with NOTICES
[Release No. 34–72379; File No. SR–ISE–
2014–30]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Amend the Schedule of
Fees
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
CFR 200.30–3(a)(12).
VerDate Mar<15>2010
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The ISE proposes to amend the
Schedule of Fees to increase (1) the
route-out fee applicable to Priority
Customer orders, and (2) the Priority
Customer taker fee in Select Symbols for
members that do not meet a new total
affiliated Priority Customer ADV
threshold. 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
to increase (1) the route-out fee
applicable to Priority Customer 3 orders,
and (2) the Priority Customer taker fee
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 A ‘‘Priority Customer’’ is 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), as defined in ISE Rule
100(a)(37A).
2 17
June 12, 2014.
15 17
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 2,
2014, 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
comments on the proposed rule change
from interested persons.
16:35 Jun 17, 2014
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in Select Symbols 4 for members that do
not meet a new total affiliated Priority
Customer average daily volume
(‘‘ADV’’) threshold, each as described in
more detail below. The fee changes
discussed apply to both Standard
Options and Mini Options traded on the
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. Priority Customer Route-Out Fee
The Exchange charges a fee of $0.40
per contract and $0.55 per contract for
executions of Priority Customer and
Professional Customer 5 orders,
respectively, for orders that are routed
to one or more exchanges in connection
with the Options Order Protection and
Locked/Crossed Market Plan. This fee is
charged in lieu of the regular taker fee.
The Exchange now proposes to increase
the Priority Customer route-out fee for
orders subject to linkage handling to
$0.45 per contract. The route-out fee for
Professional Customer orders will
remain at its current rate. The route-out
fee offsets costs incurred by the
Exchange in connection with using
unaffiliated broker-dealers to access
other exchanges for linkage executions.
The proposed fee better reflects the
costs to the Exchange associated with
routing orders to away markets.
2. Priority Customer Taker Fee in Select
Symbols
The Exchange currently assesses per
contract transaction fees and provides
rebates to market participants that add
liquidity to or remove liquidity from the
Exchange (‘‘maker/taker fees and
rebates’’) in Select Symbols. The taker
fee for removing liquidity in Select
Symbols is $0.42 per contract for Market
Maker 6 and Market Maker Plus 7 orders,
4 ‘‘Select Symbols’’ are options overlying all
symbols listed on the ISE that are in the Penny Pilot
Program.
5 A ‘‘Professional Customer’’ is a person or entity
that is not a broker/dealer and is not a Priority
Customer.
6 The term ‘‘Market Makers’’ refers to
‘‘Competitive Market Makers’’ and ‘‘Primary Market
Makers’’ collectively. See ISE Rule 100(a)(25).
7 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. A Market Maker’s single best
E:\FR\FM\18JNN1.SGM
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Federal Register / Vol. 79, No. 117 / Wednesday, June 18, 2014 / Notices
emcdonald on DSK67QTVN1PROD with NOTICES
$0.45 per contract for Non-ISE Market
Maker,8 Firm Proprietary 9/BrokerDealer,10 and Professional Customer
orders, and $0.25 per contract for
Priority Customer orders. The Exchange
now proposes to increase the Priority
Customer taker fee to $0.30 per contract
for members that do not meet a new
Priority Customer ADV threshold. In
particular, members that do not execute
a total affiliated Priority Customer ADV
of at least 200,000 contracts in a given
month will pay a Priority Customer
taker fee of $0.30 per contract. Members
that execute a total affiliated Priority
Customer ADV of 200,000 or more
contracts will continue to pay the
current taker fee of $0.25 per contract.
The Exchange is not proposing to
modify the taker fees for any other
market participants, which will remain
at their current respective rates.
In connection with the above change,
the Exchange further proposes to
include the definition of total affiliated
Priority Customer ADV in a separate
footnote.11 Currently, this definition is
contained in footnote 11, which
provides a higher Market Maker Plus
maker rebate for Market Makers that
achieve Market Maker Plus with a total
affiliated Priority Customer ADV that
equals or exceeds 200,000 contracts in
a given month. As this definition is also
applicable to the new discounted
Priority Customer taker fee, the
Exchange believes that it is appropriate
to include it in a separate footnote. The
Exchange is not proposing any
substantive change to the definition of
total affiliated Priority Customer ADV,
which will continue to be calculated in
the way that it is today for the Market
Maker Plus tier calculation.12
and single worst quoting days each month based on
the front two expiration months, on a per symbol
basis, will be excluded in calculating whether a
Market Maker qualifies for this rebate, if doing so
will qualify a Market Maker for the rebate.
8 A ‘‘Non-ISE Market Maker’’ is a market maker
as defined in Section 3(a)(38) of the Securities
Exchange Act of 1934, as amended, registered in the
same options class on another options exchange.
9 A ‘‘Firm Proprietary’’ order is an order
submitted by a member for its own proprietary
account.
10 A ‘‘Broker-Dealer’’ order is an order submitted
by a member for a broker-dealer account that is not
its own proprietary account.
11 The Exchange also notes that certain reserved
footnotes from a previous filing are still referenced
in the body of Schedule of Fees. See Securities
Exchange Act Release No. 71554 (February 14,
2014), 79 FR 9783 (February 20, 2014) (SR–ISE–
2014–08). The Exchange proposes to remove these
old references, which point to reserved footnotes
that are now being replaced with new text in this
filing.
12 As currently calculated, Priority Customer ADV
includes all volume in all symbols and order types.
All eligible volume from affiliated Members will be
aggregated in determining total affiliated Priority
Customer ADV, provided there is at least 75%
VerDate Mar<15>2010
16:35 Jun 17, 2014
Jkt 232001
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.
1. Priority Customer Route-Out Fee
The Exchange believes the proposed
Priority Customer route-out fee is
reasonable and equitable as it provides
the Exchange the ability to recover costs
associated with using unaffiliated
broker-dealers to route Priority
Customer orders to other exchanges for
linkage executions. The Exchange notes
that a number of other exchanges
currently charge a variety of routing
related fees associated with orders that
are subject to linkage handling. The
Exchange also believes that the
proposed fees are not unfairly
discriminatory because these fees would
be uniformly applied to all Priority
Customer orders. In addition, the fees
charged for Priority Customer linkage
executions will continue to be lower
than the fees charged to Professional
Customer orders.
2. Priority Customer Taker Fee in Select
Symbols
The Exchange is proposing to adopt a
volume-based taker fee structure for
Priority Customer orders in Select
Symbols. Under the proposed structure,
members that execute a Priority
Customer ADV of 200,000 contracts or
more in a calendar month will be
eligible for a discounted taker fee. The
Exchange currently provides a similar
incentive as part of its Market Maker
Plus program for members whose
affiliates execute a total affiliated
Priority Customer ADV of at least
200,000 contracts in a given month. The
Exchange believes that charging lower
fees to Priority Customer orders from
members that execute more Priority
Customer volume on the ISE is
reasonable and equitable as this will
attract additional Priority Customer
order flow to the Exchange, which will
common ownership between the Members as
reflected on each Member’s Form BD, Schedule A.
For purposes of determining total affiliated Priority
Customer ADV, any day that the market is not open
for the entire trading day may be excluded from
such calculation. Volume in Standard Options and
Mini Options will be combined to calculate Priority
Customer ADV but Members will be charged or
rebated for all Standard Options traded at the
Standard Option rate and for all Mini Options
traded at the Mini Option rate.
13 15 U.S.C. 78f.
14 15 U.S.C. 78f(b)(4).
PO 00000
Frm 00099
Fmt 4703
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34813
ultimately benefit all market
participants that trade on the ISE. The
Exchange also believes that the new
tiered taker fee is not unfairly
discriminatory because all members can
achieve the lower fee for their Priority
Customer orders by executing the
required Priority Customer volume on
the ISE. Furthermore, while the
Exchange is increasing the taker fee in
Select Symbols for Priority Customer
orders executed by members that do not
meet the new volume threshold, these
members will continue to pay taker fees
for their Priority Customer orders that
are lower than the fees charged to other
market participants on the ISE, and that
are within the range of fees assessed by
other options exchanges.
Finally, as noted above, the Exchange
is proposing to move the definition of
total affiliated Priority Customer ADV to
a separate footnote. The Exchange
believes that this non-substantive
change is appropriate to eliminate
investor confusion since this definition
will now apply to Priority Customer
taker fees as discussed here.
The Exchange notes that it has
determined to charge fees 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 to provide market participants an
incentive to trade Mini Options on the
Exchange. The Exchange believes the
proposed fees 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 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. 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
15 15
E:\FR\FM\18JNN1.SGM
U.S.C. 78f(b)(8).
18JNN1
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Federal Register / Vol. 79, No. 117 / Wednesday, June 18, 2014 / Notices
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:
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–
ISE–2014–30 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–ISE–2014–30. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–ISE–
2014–30, and should be submitted on or
before July 9, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–14200 Filed 6–17–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72378; File No. SR–
NASDAQ–2014–062]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
NASDAQ Options Market Fees and
Rebates
June 12, 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 June 2,
2014, The NASDAQ Stock Market LLC
(‘‘NASDAQ’’ or ‘‘Exchange’’) 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
18 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
16 15
U.S.C. 78s(b)(3)(A)(ii).
17 17 CFR 240.19b–4(f)(2).
VerDate Mar<15>2010
16:35 Jun 17, 2014
1 15
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have been prepared by NASDAQ. 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
NASDAQ proposes to modify Chapter
XV, entitled ‘‘Options Pricing,’’ at
Section 2 governing pricing for
NASDAQ members using the NASDAQ
Options Market (‘‘NOM’’), NASDAQ’s
facility for executing and routing
standardized equity and index options.
Specifically, NOM proposes amending
the NOM Market Maker 3 Rebates to
Add Liquidity in Penny Pilot 4 Options.
While the Exchange has designated
the proposal as effective upon filing, the
Exchange has designated that the
change is operative on June 2, 2014.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaq.cchwallstreet.com, at
the principal office of the Exchange, and
3 The term ‘‘NOM Market Maker’’ means a
Participant that has registered as a Market Maker on
NOM pursuant to Chapter VII, Section 2, and must
also remain in good standing pursuant to Chapter
VII, Section 4. In order to receive NOM Market
Maker pricing in all securities, the Participant must
be registered as a NOM Market Maker in at least one
security. See Chapter XV. ‘‘Participant’’ means a
firm, or organization that is registered with the
Exchange pursuant to Chapter II of these Rules for
purposes of participating in options trading on
NOM as a ‘‘Nasdaq Options Order Entry Firm’’ or
‘‘Nasdaq Options Market Maker’’. See Chapter I,
Section (a)(40).
4 The Penny Pilot was established in March 2008
and was extended through December 31, 2014. See
Securities Exchange Act Release Nos. 57579 (March
28, 2008), 73 FR 18587 (April 4, 2008) (SR–
NASDAQ–2008–026) (notice of filing and
immediate effectiveness establishing Penny Pilot);
60874 (October 23, 2009), 74 FR 56682 (November
2, 2009)(SR–NASDAQ–2009–091) (notice of filing
and immediate effectiveness expanding and
extending Penny Pilot); 60965 (November 9, 2009),
74 FR 59292 (November 17, 2009)(SR–NASDAQ–
2009–097) (notice of filing and immediate
effectiveness adding seventy-five classes to Penny
Pilot); 61455 (February 1, 2010), 75 FR 6239
(February 8, 2010) (SR–NASDAQ–2010–013)
(notice of filing and immediate effectiveness adding
seventy-five classes to Penny Pilot); 62029 (May 4,
2010), 75 FR 25895 (May 10, 2010) (SR–NASDAQ–
2010–053) (notice of filing and immediate
effectiveness adding seventy-five classes to Penny
Pilot); 65969 (December 15, 2011), 76 FR 79268
(December 21, 2011) (SR–NASDAQ–2011–169)
(notice of filing and immediate effectiveness
extension and replacement of Penny Pilot); 67325
(June 29, 2012), 77 FR 40127 (July 6, 2012) (SR–
NASDAQ–2012–075) (notice of filing and
immediate effectiveness and extension and
replacement of Penny Pilot through December 31,
2012); 68519 (December 21, 2012), 78 FR 136
(January 2, 2013) (SR–NASDAQ–2012–143) (notice
of filing and immediate effectiveness and extension
and replacement of Penny Pilot through June 30,
2013); 69787 (June 18, 2013), 78 FR 37858 (June 24,
2013) (SR–NASDAQ–2013–082); and 72244 (May
23, 2014), 79 FR 31151 (May 30, 2014) (SR–
NASDAQ–2014–056) (notice of filing and
immediate effectiveness). See also NOM Rules,
Chapter VI, Section 5.
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Agencies
[Federal Register Volume 79, Number 117 (Wednesday, June 18, 2014)]
[Notices]
[Pages 34812-34814]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-14200]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72379; File No. SR-ISE-2014-30]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule
Change To Amend the Schedule of Fees
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, 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
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The ISE proposes to amend the Schedule of Fees to increase (1) the
route-out fee applicable to Priority Customer orders, and (2) the
Priority Customer taker fee in Select Symbols for members that do not
meet a new total affiliated Priority Customer ADV threshold. 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 to increase (1) the route-out fee applicable to Priority Customer
\3\ orders, and (2) the Priority Customer taker fee in Select Symbols
\4\ for members that do not meet a new total affiliated Priority
Customer average daily volume (``ADV'') threshold, each as described in
more detail below. The fee changes discussed apply to both Standard
Options and Mini Options traded on the 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.
---------------------------------------------------------------------------
\3\ A ``Priority Customer'' is 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), as defined in ISE Rule 100(a)(37A).
\4\ ``Select Symbols'' are options overlying all symbols listed
on the ISE that are in the Penny Pilot Program.
---------------------------------------------------------------------------
1. Priority Customer Route-Out Fee
The Exchange charges a fee of $0.40 per contract and $0.55 per
contract for executions of Priority Customer and Professional Customer
\5\ orders, respectively, for orders that are routed to one or more
exchanges in connection with the Options Order Protection and Locked/
Crossed Market Plan. This fee is charged in lieu of the regular taker
fee. The Exchange now proposes to increase the Priority Customer route-
out fee for orders subject to linkage handling to $0.45 per contract.
The route-out fee for Professional Customer orders will remain at its
current rate. The route-out fee offsets costs incurred by the Exchange
in connection with using unaffiliated broker-dealers to access other
exchanges for linkage executions. The proposed fee better reflects the
costs to the Exchange associated with routing orders to away markets.
---------------------------------------------------------------------------
\5\ A ``Professional Customer'' is a person or entity that is
not a broker/dealer and is not a Priority Customer.
---------------------------------------------------------------------------
2. Priority Customer Taker Fee in Select Symbols
The Exchange currently assesses per contract transaction fees and
provides rebates to market participants that add liquidity to or remove
liquidity from the Exchange (``maker/taker fees and rebates'') in
Select Symbols. The taker fee for removing liquidity in Select Symbols
is $0.42 per contract for Market Maker \6\ and Market Maker Plus \7\
orders,
[[Page 34813]]
$0.45 per contract for Non-ISE Market Maker,\8\ Firm Proprietary \9\/
Broker-Dealer,\10\ and Professional Customer orders, and $0.25 per
contract for Priority Customer orders. The Exchange now proposes to
increase the Priority Customer taker fee to $0.30 per contract for
members that do not meet a new Priority Customer ADV threshold. In
particular, members that do not execute a total affiliated Priority
Customer ADV of at least 200,000 contracts in a given month will pay a
Priority Customer taker fee of $0.30 per contract. Members that execute
a total affiliated Priority Customer ADV of 200,000 or more contracts
will continue to pay the current taker fee of $0.25 per contract. The
Exchange is not proposing to modify the taker fees for any other market
participants, which will remain at their current respective rates.
---------------------------------------------------------------------------
\6\ The term ``Market Makers'' refers to ``Competitive Market
Makers'' and ``Primary Market Makers'' collectively. See ISE Rule
100(a)(25).
\7\ 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. A Market Maker's single best and single worst quoting days
each month based on the front two expiration months, on a per symbol
basis, will be excluded in calculating whether a Market Maker
qualifies for this rebate, if doing so will qualify a Market Maker
for the rebate.
\8\ A ``Non-ISE Market Maker'' is a market maker as defined in
Section 3(a)(38) of the Securities Exchange Act of 1934, as amended,
registered in the same options class on another options exchange.
\9\ A ``Firm Proprietary'' order is an order submitted by a
member for its own proprietary account.
\10\ A ``Broker-Dealer'' order is an order submitted by a member
for a broker-dealer account that is not its own proprietary account.
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In connection with the above change, the Exchange further proposes
to include the definition of total affiliated Priority Customer ADV in
a separate footnote.\11\ Currently, this definition is contained in
footnote 11, which provides a higher Market Maker Plus maker rebate for
Market Makers that achieve Market Maker Plus with a total affiliated
Priority Customer ADV that equals or exceeds 200,000 contracts in a
given month. As this definition is also applicable to the new
discounted Priority Customer taker fee, the Exchange believes that it
is appropriate to include it in a separate footnote. The Exchange is
not proposing any substantive change to the definition of total
affiliated Priority Customer ADV, which will continue to be calculated
in the way that it is today for the Market Maker Plus tier
calculation.\12\
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\11\ The Exchange also notes that certain reserved footnotes
from a previous filing are still referenced in the body of Schedule
of Fees. See Securities Exchange Act Release No. 71554 (February 14,
2014), 79 FR 9783 (February 20, 2014) (SR-ISE-2014-08). The Exchange
proposes to remove these old references, which point to reserved
footnotes that are now being replaced with new text in this filing.
\12\ As currently calculated, Priority Customer ADV includes all
volume in all symbols and order types. All eligible volume from
affiliated Members will be aggregated in determining total
affiliated Priority Customer ADV, provided there is at least 75%
common ownership between the Members as reflected on each Member's
Form BD, Schedule A. For purposes of determining total affiliated
Priority Customer ADV, any day that the market is not open for the
entire trading day may be excluded from such calculation. Volume in
Standard Options and Mini Options will be combined to calculate
Priority Customer ADV but Members will be charged or rebated for all
Standard Options traded at the Standard Option rate and for all Mini
Options traded at the Mini Option rate.
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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. Priority Customer Route-Out Fee
The Exchange believes the proposed Priority Customer route-out fee
is reasonable and equitable as it provides the Exchange the ability to
recover costs associated with using unaffiliated broker-dealers to
route Priority Customer orders to other exchanges for linkage
executions. The Exchange notes that a number of other exchanges
currently charge a variety of routing related fees associated with
orders that are subject to linkage handling. The Exchange also believes
that the proposed fees are not unfairly discriminatory because these
fees would be uniformly applied to all Priority Customer orders. In
addition, the fees charged for Priority Customer linkage executions
will continue to be lower than the fees charged to Professional
Customer orders.
2. Priority Customer Taker Fee in Select Symbols
The Exchange is proposing to adopt a volume-based taker fee
structure for Priority Customer orders in Select Symbols. Under the
proposed structure, members that execute a Priority Customer ADV of
200,000 contracts or more in a calendar month will be eligible for a
discounted taker fee. The Exchange currently provides a similar
incentive as part of its Market Maker Plus program for members whose
affiliates execute a total affiliated Priority Customer ADV of at least
200,000 contracts in a given month. The Exchange believes that charging
lower fees to Priority Customer orders from members that execute more
Priority Customer volume on the ISE is reasonable and equitable as this
will attract additional Priority Customer order flow to the Exchange,
which will ultimately benefit all market participants that trade on the
ISE. The Exchange also believes that the new tiered taker fee is not
unfairly discriminatory because all members can achieve the lower fee
for their Priority Customer orders by executing the required Priority
Customer volume on the ISE. Furthermore, while the Exchange is
increasing the taker fee in Select Symbols for Priority Customer orders
executed by members that do not meet the new volume threshold, these
members will continue to pay taker fees for their Priority Customer
orders that are lower than the fees charged to other market
participants on the ISE, and that are within the range of fees assessed
by other options exchanges.
Finally, as noted above, the Exchange is proposing to move the
definition of total affiliated Priority Customer ADV to a separate
footnote. The Exchange believes that this non-substantive change is
appropriate to eliminate investor confusion since this definition will
now apply to Priority Customer taker fees as discussed here.
The Exchange notes that it has determined to charge fees 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 to provide market participants an incentive to
trade Mini Options on the Exchange. The Exchange believes the proposed
fees 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 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. 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
[[Page 34814]]
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 Number SR-ISE-2014-30 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-ISE-2014-30. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549 on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-ISE-2014-30, and should be
submitted on or before July 9, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
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\18\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-14200 Filed 6-17-14; 8:45 am]
BILLING CODE 8011-01-P