Self-Regulatory Organizations; EDGA Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Amendments to the EDGA Exchange, Inc. Fee Schedule, 34808-34810 [2014-14231]
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emcdonald on DSK67QTVN1PROD with NOTICES
34808
Federal Register / Vol. 79, No. 117 / Wednesday, June 18, 2014 / Notices
(3) The Exchange represents that
trading in the Shares will be subject to
the existing trading surveillances,
administered by FINRA on behalf of the
Exchange, which are designed to detect
violations of Exchange rules and
applicable federal securities laws and
that these procedures are adequate to
properly monitor Exchange trading of
the Shares in all trading sessions and to
deter and detect violations of Exchange
rules and applicable federal securities
laws.
(4) Prior to the commencement of
trading, the Exchange will inform its
members in an Information Circular of
the special characteristics and risks
associated with trading the Shares.
Specifically, the Information Circular
will discuss the following: (a) The
procedures for purchases and
redemptions of Shares in Creation Units
(and that Shares are not individually
redeemable); (b) Nasdaq Rule 2310,
which imposes suitability obligations on
Nasdaq members with respect to
recommending transactions in the
Shares to customers; (c) how
information regarding the Intraday
Indicative Value is disseminated; (d) the
risks involved in trading the Shares
during the Pre-Market and Post-Market
Sessions when an updated Intraday
Indicative Value will not be calculated
or publicly disseminated; (e) the
requirement that members deliver a
prospectus to investors purchasing
newly issued Shares prior to or
concurrently with the confirmation of a
transaction; and (f) trading
information.37
(5) For initial and continued listing,
the Fund will be in compliance with
Rule 10A–3 under the Act.38
(6) While the Fund is permitted to
invest without restriction in corporate
bonds, the Adviser expects that, under
normal market conditions, generally,
with respect to at least 75% of the
Fund’s portfolio, a corporate bond will
have, at the time of original issuance,
$100 million or more par amount
outstanding to be considered as an
eligible investment.
(7) The Fund may hold up to an
aggregate amount of 15% of its net
assets in illiquid assets (calculated at
the time of investment), including Rule
144A securities deemed illiquid by the
Adviser.
(8) The Fund will limit its
investments in asset-backed securities
and non-agency mortgage-backed
securities (in the aggregate) to 20% of its
net assets.
37 See
38 17
id. at 24771.
CFR 240.10A–3.
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(9) The Fund will not invest in nonU.S. equity securities.
(10) A minimum of 100,000 Shares
will be outstanding at the
commencement of trading.
This approval order is based on all of
the Exchange’s representations,
including those set forth in the Notice.
IV. Conclusion
For the foregoing reasons, the
Commission finds that the proposed
rule change is consistent with Section
6(b)(5) of the Act 39 and the rules and
regulations thereunder applicable to a
national securities exchange.
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,40 that the
proposed rule change (SR–NASDAQ–
2014–041), as modified by Amendment
No. 1, be, and it hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.41
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–14202 Filed 6–17–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72375; File No. SR–EDGA–
2014–14]
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to Amendments
to the EDGA 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, EDGA Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGA’’) 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.
39 15
U.S.C. 78f(b)(5).
U.S.C. 78s(b)(2).
41 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
40 15
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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 EDGA 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 shared 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.
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
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).
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
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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.
emcdonald on DSK67QTVN1PROD with NOTICES
ADV
The Exchange proposes to make a
corrective change to the definition of
ADV to state that a Member’s ADV does
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 certain routed flags
are considered when determining the
liquidity adding rebate that the
Exchange will provide to Members
based on its tiered pricing structure.7 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
Effectiveness of Proposed Rule Change to Cease
Trading on Its Trading System).
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.
7 The Exchange’s Fee Schedule states that the
following routed flags are counted towards tiers: A,
C, D, F, G, I, J, K, L, M, O, P, Q, R, S, T, U, X, Z,
2, 7, 8, 9, 10, BY, CL, PX, RA, RB, RC, RM, RR, RS,
RT, RW, RX, RY, RZ and SW. See the Exchange’s
Fee Schedule available at https://
www.directedge.com/Trading/
EDGAFeeSchedule.aspx (dated May 1, 2014).
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Fee Schedule stating that certain routed
flags are 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 certain
routed flags 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,8
in general, and furthers the objectives of
Section 6(b)(4),9 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, 2014.10 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
8 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
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).
9 15
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34809
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
certain routed flags 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 tierbased 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 certain
routed flags 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 EDGA’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
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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, 2014.11
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
certain routed flags when determining
the liquidity adding rebate under its
tiered pricing structure. Other than this
correction, the 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 12 and Rule 19b–4(f)(2) 13
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.
emcdonald on DSK67QTVN1PROD with NOTICES
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
11 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).
12 15 U.S.C. 78s(b)(3)(A).
13 17 CFR 240.19b–4(f)(2).
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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–
EDGA–2014–14 on the subject line.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72371; File No. SR–BATS–
2014–023]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Extend the Penny
Pilot Program
Paper Comments
June 12, 2014.
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
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 4,
2014, BATS Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BATS’’) filed with the
Securities and Exchange Commission
(the ‘‘SEC’’ or ‘‘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. The
Exchange has designated this proposal
as a ‘‘non-controversial’’ proposed rule
change pursuant to Section 19(b)(3)(A)
of the Act 3 and Rule 19b–4(f)(6)(iii)
thereunder,4 which renders it effective
upon filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
All submissions should refer to File
Number SR–EDGA–2014–14. 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–EDGA–
2014–14, and should be submitted on or
before July 9, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–14231 Filed 6–17–14; 8:45 am]
BILLING CODE 8011–01–P
14 17
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CFR 200.30–3(a)(12).
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I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange filed a proposal for the
BATS Options Market (‘‘BATS
Options’’) to extend through December
31, 2014, the Penny Pilot Program
(‘‘Penny Pilot’’) in options classes in
certain issues (‘‘Pilot Program’’)
previously approved by the
Commission.5
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.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6)(iii).
5 The rules of BATS Options, including rules
applicable to BATS Options’ participation in the
Penny Pilot, were approved on January 26, 2010.
See Securities Exchange Act Release No. 61419
(January 26, 2010), 75 FR 5157 (February 1, 2010)
(SR–BATS–2009–031). BATS Options commenced
operations on February 26, 2010. The Penny Pilot
was extended for BATS Options through June 30,
2014. See Securities Exchange Act Release No.
71082 (December 16, 2013), 78 FR 77177 (December
20, 2013) (SR–BATS–2013–064).
2 17
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Agencies
[Federal Register Volume 79, Number 117 (Wednesday, June 18, 2014)]
[Notices]
[Pages 34808-34810]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-14231]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72375; File No. SR-EDGA-2014-14]
Self-Regulatory Organizations; EDGA Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Amendments to the EDGA 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, EDGA Exchange, Inc. (the ``Exchange'' or
``EDGA'') 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 EDGA 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 shared 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
[[Page 34809]]
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 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 certain routed
flags are considered when determining the liquidity adding rebate that
the Exchange will provide to Members based on its tiered pricing
structure.\7\ 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 certain routed flags
are 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 certain routed
flags 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.
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\7\ The Exchange's Fee Schedule states that the following routed
flags are counted towards tiers: A, C, D, F, G, I, J, K, L, M, O, P,
Q, R, S, T, U, X, Z, 2, 7, 8, 9, 10, BY, CL, PX, RA, RB, RC, RM, RR,
RS, RT, RW, RX, RY, RZ and SW. See the Exchange's Fee Schedule
available at https://www.directedge.com/Trading/EDGAFeeSchedule.aspx
(dated May 1, 2014).
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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,\8\ in general, and
furthers the objectives of Section 6(b)(4),\9\ 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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\8\ 15 U.S.C. 78f.
\9\ 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.\10\ 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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\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 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 certain routed flags 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 certain routed flags 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 EDGA'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
[[Page 34810]]
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.\11\
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\11\ 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 certain routed flags when
determining the liquidity adding rebate under its tiered pricing
structure. Other than this correction, the 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 \12\ and Rule 19b-4(f)(2) \13\ 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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\12\ 15 U.S.C. 78s(b)(3)(A).
\13\ 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-EDGA-2014-14 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-EDGA-2014-14. 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-EDGA-2014-14, and should be
submitted on or before July 9, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-14231 Filed 6-17-14; 8:45 am]
BILLING CODE 8011-01-P