Self-Regulatory Organizations: Miami International Securities Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend Its Fee Schedule, 40809-40813 [2014-16367]
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Federal Register / Vol. 79, No. 134 / Monday, July 14, 2014 / Notices
Exchange believes that the proposed
rule change reflects this competitive
environment because it modifies the
Exchange’s fees in a manner that
encourages market participants to
provide liquidity and to send order flow
to the Exchange.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
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.11 At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act. 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:
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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–
MIAX–2014–31 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–MIAX–2014–31. 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–MIAX–
2014–31 and should be submitted on or
before August 4, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
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I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing a proposal to
amend its Fee Schedule. The text of the
proposed rule change is available on the
Exchange’s Web site at https://
www.miaxoptions.com/filter/wotitle/
rule_filing, at MIAX’s principal office,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
[FR Doc. 2014–16371 Filed 7–11–14; 8:45 am]
BILLING CODE 8011–01–P
1. Purpose
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72559; File No. SR–MIAX–
2014–36]
Self-Regulatory Organizations: Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend Its Fee Schedule
July 8, 2014.
Pursuant to the provisions of 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 25, 2014, Miami International
Securities Exchange LLC (‘‘MIAX’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) a proposed rule change
as described in Items I, II, and III below,
which Items have been prepared by the
Exchange. The Commission is
publishing this notice to solicit
U.S.C. 78s(b)(3)(A)(ii).
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comments on the proposed rule change
from interested persons.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
11 15
40809
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The Exchange proposes to amend the
MIAX Top of Market (‘‘ToM’’) fee that
is applicable to External Distributors.
Specifically, the Exchange proposes to
reduce the fee charged to External
Distributors of ToM from $5,000 to
$1,500 per month.
The Exchange charges monthly fees to
Distributors of the ToM market data
product that receive a feed of ToM data
either directly from MIAX or indirectly
through another entity and then
distributes it either internally (within
that entity) or externally (outside that
entity). The monthly Distributor Fee
charged depends on whether the
Distributor is an ‘‘Internal Distributor’’ 3
or an ‘‘External Distributor.’’ 4 The
Exchange notes that all Distributors are
required to execute a MIAX Distributor
Agreement. ToM provides Distributors
3 An Internal Distributor is an organization that
subscribes to the Exchange for the use of ToM, and
is permitted by agreement with the Exchange to
provide ToM data to internal users (i.e., users
within their own organization).
4 An External Distributor is an organization that
subscribes to the Exchange for the use of ToM, and
is permitted by agreement with the Exchange to
provide ToM data to both internal users and to
external users (i.e., users outside of their own
organization).
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with a direct data feed that includes the
Exchange’s best bid and offer, with
aggregate size, and last sale information,
based on displayable order and quoting
interest on the Exchange. The ToM data
feed includes data that is identical to
the data sent to the processor for the
Options Price Regulatory Authority
(‘‘OPRA’’). The ToM and OPRA data
leave the MIAX system at the same time,
as required under Section 5.2(c)(iii)(B)
of the Limited Liability Company
Agreement of the Options Price
Reporting Authority LLC (the ‘‘OPRA
Plan’’), which prohibits the
dissemination of proprietary
information on any more timely basis
than the same information is furnished
to the OPRA System for inclusion in
OPRA’s consolidated dissemination of
options information.5 In addition to
MIAX’s best bid and offer, with
aggregate size and last sale information,
Distributors that subscribe to ToM will
also receive: opening imbalance
condition information; opening routing
information; Expanded Quote Range 6
information, as provided in MIAX Rule
503(f)(5); Post-Halt Notification,7 as
provided in MIAX Rule 504(d), and
Liquidity Refresh,8 condition
information, as provided in MIAX Rule
515(c)(2). This additional information
(the ‘‘administrative information’’) is
included in the ToM feed as secondary
information. The administrative
information is also currently available to
non-Market Makers through
Administrative Information Subscriber
(‘‘AIS’’) data feed and MIAX Market
Makers via connectivity with the MIAX
5 The Exchange previously filed to adopt the ToM
market data product, including a detailed
description of ToM. See Securities Exchange Act
Release No. 69007 (February 28, 2013), 78 FR 14617
(March 6, 2013) (SR–MIAX–2013–05).
6 Where there is an imbalance at the price at
which the maximum number of contracts can trade
that is also at or within the highest valid width
quote bid and lowest valid width quote offer, the
System will calculate an Expanded Quote Range
(‘‘EQR’’). The EQR will be recalculated any time a
Route Timer or Imbalance Timer expires if material
conditions of the market (imbalance size, ABBO
price or size, liquidity price or size, etc.) have
changed during the timer. Once calculated, the EQR
will represent the limits of the range in which
transactions may occur during the opening process.
See Exchange Rule 503(f)(5).
7 After the Exchange has determined to end a
trading system halt, the System will broadcast to
subscribers of the Exchange’s data feeds, a Post-Halt
Notification. See Exchange Rule 504(d).
8 If a Market Maker quote was all or part of the
MIAX Best Bid or Offer (‘‘MBBO’’) and the Market
Maker’s quote was exhausted by the partial
execution of the initiating order, the System will
pause the market for a time period not to exceed
one second to allow additional orders or quotes
refreshing the liquidity at the MBBO to be received
(‘‘liquidity refresh pause’’). See Exchange Rule
515(c)(2).
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Express Interface (‘‘MEI’’),9 for which
they are assessed connectivity fees.
The Exchange proposes to reduce the
fee charged to External Distributors of
ToM from $5,000 to $1,500 per month
in order to incentivize additional
External Distributors to sign up for the
data service. The proposed fee is in the
range of similar fees found on another
exchange; however the fee is slightly
lower in order to increase the
intermarket competition for this type of
data service.10
2. Statutory Basis
The Exchange believes that its
proposal to amend its fee schedule is
consistent with Section 6(b) of the Act 11
in general, and furthers the objectives of
Section 6(b)(4) of the Act 12 in
particular, in that it is an equitable
allocation of reasonable fees and other
charges among Exchange members.
The Exchange believes the proposed
fees are a reasonable allocation of its
costs and expenses among its Members
and other persons using its facilities
since it is recovering not only the costs
of the data distribution infrastructure,
but also the costs of designing,
maintaining, and operating the
exchange’s transaction execution
platform and the cost of regulating the
exchange to ensure its fair operation and
maintain investor confidence. Access to
the Exchange is provided on fair and
non-discriminatory terms. The proposed
fee is reasonable since they are in the
range of similar fees charged by another
exchange; however, the proposed fee is
slightly lower in order to increase the
intermarket competition for this type of
data service. The Exchange believes the
proposed fee is equitable and not
unfairly discriminatory because the new
fee level results in a more reasonable
and equitable allocation of fees amongst
External Distributors and Internal
Distributors for similar services.
Moreover, the decision as to whether or
not to subscribe to ToM is entirely
optional to all parties. Potential
subscribers are not required to purchase
the ToM market data feed, and the
Exchange is not required to make the
ToM market data feed available.
Subscribers can discontinue their use at
any time and for any reason, including
due to their assessment of the
reasonableness of fees charged. The
allocation of fees among subscribers is
fair and reasonable because, if the
9 MIAX Express Interface is a connection to MIAX
systems that enables Market Makers to submit
electronic quotes to MIAX.
10 See NASDAQ OMX PHLX LLC Pricing
Schedule, Section IX.
11 15 U.S.C. 78f(b).
12 15 U.S.C. 78f(b)(4).
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market deems the proposed fees to be
unfair or inequitable, firms can
diminish or discontinue their use of this
data.
In adopting Regulation NMS, the
Commission granted self-regulatory
organizations and broker-dealers
increased authority and flexibility to
offer new and unique market data to the
public. It was believed that this
authority would expand the amount of
data available to consumers, and also
spur innovation and competition for the
provision of market data:
[E]fficiency is promoted when brokerdealers who do not need the data beyond the
prices, sizes, market center identifications of
the NBBO and consolidated last sale
information are not required to receive (and
pay for) such data when broker-dealers may
choose to receive (and pay for) additional
market data based on their own internal
analysis of the need for such data. 13
By removing ‘‘unnecessary regulatory
restrictions’’ on the ability of exchanges
to sell their own data, Regulation NMS
advanced the goals of the Act and the
principles reflected in its legislative
history. If the free market should
determine whether proprietary data is
sold to broker-dealers at all, it follows
that the price at which such data is sold
should be set by the market as well.
In July, 2010, Congress adopted H.R.
4173, the Dodd-Frank Wall Street
Reform and Consumer Protection Act of
2010 (‘‘Dodd-Frank Act’’), which
amended Section 19 of the Act. Among
other things, Section 916 of the DoddFrank Act amended paragraph (A) of
Section 19(b)(3) of the Act by inserting
the phrase ‘‘on any person, whether or
not the person is a member of the selfregulatory organization’’ after ‘‘due, fee
or other charge imposed by the selfregulatory organization.’’ As a result, all
SRO rule proposals establishing or
changing dues, fees or other charges are
immediately effective upon filing
regardless of whether such dues, fees or
other charges are imposed on members
of the SRO, non-members, or both.
Section 916 further amended paragraph
(C) of Section 19(b)(3) of the Act to read,
in pertinent part, ‘‘At any time within
the 60-day period beginning on the date
of filing of such a proposed rule change
in accordance with the provisions of
paragraph (1) [of Section 19(b)], the
Commission summarily may
temporarily suspend the change in the
rules of the self-regulatory organization
made thereby, if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
13 Securities Exchange Act Release No. 51808
(June 9, 2005), 70 FR 37496 (June 29, 2005).
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or otherwise in furtherance of the
purposes of this title. If the Commission
takes such action, the Commission shall
institute proceedings under paragraph
(2)(B) [of Section 19(b)] to determine
whether the proposed rule should be
approved or disapproved.’’
The Exchange believes that these
amendments to Section 19 of the Act
reflect Congress’s intent to allow the
Commission to rely upon the forces of
competition to ensure that fees for
market data are reasonable and
equitably allocated. Although Section
19(b) had formerly authorized
immediate effectiveness for a ‘‘due, fee
or other charge imposed by the selfregulatory organization,’’ the
Commission adopted a policy and
subsequently a rule stating that fees for
data and other products available to
persons that are not members of the selfregulatory organization must be
approved by the Commission after first
being published for comment. At the
time, the Commission supported the
adoption of the policy and the rule by
pointing out that unlike members,
whose representation in self-regulatory
organization governance was mandated
by the Act, non-members should be
given the opportunity to comment on
fees before being required to pay them,
and that the Commission should
specifically approve all such fees. The
Exchange believes that the amendment
to Section 19 reflects Congress’s
conclusion that the evolution of selfregulatory organization governance and
competitive market structure have
rendered the Commission’s prior policy
on non-member fees obsolete.
Specifically, many exchanges have
evolved from member-owned, not-forprofit corporations into for-profit,
investor-owned corporations (or
subsidiaries of investor-owned
corporations). Accordingly, exchanges
no longer have narrow incentives to
manage their affairs for the exclusive
benefit of their members, but rather
have incentives to maximize the appeal
of their products to all customers,
whether members or non-members, so
as to broaden distribution and grow
revenues. Moreover, the Exchange
believes that the change also reflects an
endorsement of the Commission’s
determinations that reliance on
competitive markets is an appropriate
means to ensure equitable and
reasonable prices. Simply put, the
change reflects a presumption that all
fee changes should be permitted to take
effect immediately, since the level of all
fees are constrained by competitive
forces. The Exchange therefore believes
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that the fees for ToM are properly
assessed on non-member Distributors.
The decision of the United States
Court of Appeals for the District of
Columbia Circuit in NetCoaliton v. SEC,
No. 09–1042 (D.C. Cir. 2010), although
reviewing a Commission decision made
prior to the effective date of the DoddFrank Act, upheld the Commission’s
reliance upon competitive markets to set
reasonable and equitably allocated fees
for market data:
In fact, the legislative history indicates that
the Congress intended that the market system
‘evolve through the interplay of competitive
forces as unnecessary regulatory restrictions
are removed’ and that the SEC wield its
regulatory power ‘in those situations where
competition may not be sufficient,’ such as
in the creation of a ‘consolidated
transactional reporting system.’ 14
The court’s conclusions about
Congressional intent are therefore
reinforced by the Dodd-Frank Act
amendments, which create a
presumption that exchange fees,
including market data fees, may take
effect immediately, without prior
Commission approval, and that the
Commission should take action to
suspend a fee change and institute a
proceeding to determine whether the fee
change should be approved or
disapproved only where the
Commission has concerns that the
change may not be consistent with the
Act.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act.
Notwithstanding its determination that
the Commission may rely upon
competition to establish fair and
equitably allocated fees for market data,
the NetCoalition Court found that the
Commission had not, in that case,
compiled a record that adequately
supported its conclusion that the market
for the data at issue in the case was
competitive. The Exchange believes that
a record may readily be established to
demonstrate the competitive nature of
the market in question.
There is intense competition between
trading platforms that provide
transaction execution and routing
services and proprietary data products.
Transaction execution and proprietary
data products are complementary in that
market data is both an input and a
14 NetCoaltion, at 15 (quoting H.R. Rep. No. 94–
229, at 92 (1975), as reprinted in 1975 U.S.C.C.A.N.
321, 323).
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byproduct of the execution service. In
fact, market data and trade execution are
a representative example of joint
products with joint costs. The decision
whether and on which platform to post
an order will depend on the attributes
of the platform where the order can be
posted, including the execution fees,
data quality and price and distribution
of its data products. Without the
prospect of an order that takes liquidity,
seeing and reacting to a posted order on
a particular platform, the act of posting
an order would accomplish little.
Without trade executions, exchange
data products cannot exist. Data
products are valuable to many end
subscribers only insofar as they provide
information that end subscribers expect
will assist them or their customers in
making trading decisions. The costs of
producing market data include not only
the costs of the data distribution
infrastructure, but also the costs of
designing, maintaining, and operating
the exchange’s transaction execution
platform and the cost of regulating the
exchange to ensure its fair operation and
maintain investor confidence. The total
return that a trading platform earns
reflects the revenues it receives from
both products and the joint costs it
incurs. Moreover, an exchange’s
customers view the costs of transaction
executions and of data as a unified cost
of doing business with the exchange. A
broker-dealer will direct orders to a
particular exchange only if the expected
revenues from executing trades on the
exchange exceed net transaction
execution costs and the cost of data that
the broker-dealer chooses to buy to
support its trading decisions (or those of
its customers). The choice of data
products is, in turn, a product of the
value of the products in making
profitable trading decisions. If the cost
of the product exceeds its expected
value, the broker-dealer will choose not
to buy it.
Moreover, as a broker-dealer chooses
to direct fewer orders to a particular
exchange, the value of the product to
the broker-dealer decreases, for two
reasons. First, the product will contain
less information, because executions of
the broker-dealer’s orders will not be
reflected in it. Second, and perhaps
more important, the product will be less
valuable to that broker-dealer because it
does not provide information about the
venue to which it is directing its orders.
Data from the competing venue to
which the broker-dealer is directing
orders will become correspondingly
more valuable.
Thus, a super-competitive increase in
the fees charged for either transactions
or data has the potential to impair
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revenues from both products. ‘‘No one
disputes that competition for order flow
is ‘fierce’.’’15 However, the existence of
fierce competition for order flow
implies a high degree of price sensitivity
on the part of broker-dealers with order
flow, since they may readily reduce
costs by directing orders toward the
lowest-cost trading venues. A brokerdealer that shifted its order flow from
one platform to another in response to
order execution price differentials
would both reduce the value of that
platform’s market data and reduce its
own need to consume data from the
disfavored platform. Similarly, if a
platform increases its market data fees,
the change will affect the overall cost of
doing business with the platform, and
affected broker-dealers will assess
whether they can lower their trading
costs by directing orders elsewhere and
thereby lessening the need for the more
expensive data.
Analyzing the cost of market data
distribution in isolation from the cost of
all of the inputs supporting the creation
of market data will inevitably
underestimate the cost of the data. Thus,
because it is impossible to create data
without a fast, technologically robust,
and well-regulated execution system,
system costs and regulatory costs affect
the price of market data. It would be
equally misleading, however, to
attribute all of the exchange’s costs to
the market data portion of an exchange’s
joint product. Rather, all of the
exchange’s costs are incurred for the
unified purposes of attracting order
flow, executing and/or routing orders,
and generating and selling data about
market activity. The total return that an
exchange earns reflects the revenues it
receives from the joint products and the
total costs of the joint products.
Competition among trading platforms
can be expected to constrain the
aggregate return each platform earns
from the sale of its joint products, but
different platforms may choose from a
range of possible, and equally
reasonable, pricing strategies as the
means of recovering total costs. For
example, some platforms may choose to
pay rebates to attract orders, charge
relatively low prices for market
information (or provide information free
of charge) and charge relatively high
prices for accessing posted liquidity.
Other platforms may choose a strategy
of paying lower rebates (or no rebates)
to attract orders, setting relatively high
prices for market information, and
setting relatively low prices for
accessing posted liquidity. In this
environment, there is no economic basis
15 NetCoalition
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at 24.
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for regulating maximum prices for one
of the joint products in an industry in
which suppliers face competitive
constraints with regard to the joint
offering. This would be akin to strictly
regulating the price that an automobile
manufacturer can charge for car sound
systems despite the existence of a highly
competitive market for cars and the
availability of aftermarket alternatives to
the manufacturer-supplied system.
The market for market data products
is competitive and inherently
contestable because there is fierce
competition for the inputs necessary to
the creation of proprietary data and
strict pricing discipline for the
proprietary products themselves.
Numerous exchanges compete with
each other for listings, trades, and
market data itself, providing virtually
limitless opportunities for entrepreneurs
who wish to produce and distribute
their own market data. This proprietary
data is produced by each individual
exchange, as well as other entities, in a
vigorously competitive market.
Broker-dealers currently have
numerous alternative venues for their
order flow, including eleven existing
options markets. Each SRO market
competes to produce transaction reports
via trade executions. Competitive
markets for order flow, executions, and
transaction reports provide pricing
discipline for the inputs of proprietary
data products. The large number of
SROs that currently produce proprietary
data or are currently capable of
producing it provides further pricing
discipline for proprietary data products.
Each SRO is currently permitted to
produce proprietary data products, and
many in addition to MIAX currently do,
including NASDAQ, CBOE, ISE, NYSE
Amex, and NYSEArca. Additionally,
order routers and market data vendors
can facilitate single or multiple brokerdealers’ production of proprietary data
products. The potential sources of
proprietary products are virtually
limitless.
Market data vendors provide another
form of price discipline for proprietary
data products because they control the
primary means of access to end
subscribers. Vendors impose price
restraints based upon their business
models. For example, vendors such as
Bloomberg and Thomson Reuters that
assess a surcharge on data they sell may
refuse to offer proprietary products that
end subscribers will not purchase in
sufficient numbers. Internet portals,
such as Google, impose a discipline by
providing only data that will enable
them to attract ‘‘eyeballs’’ that
contribute to their advertising revenue.
Retail broker-dealers, such as Schwab
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and Fidelity, offer their customers
proprietary data only if it promotes
trading and generates sufficient
commission revenue. Although the
business models may differ, these
vendors’ pricing discipline is the same:
They can simply refuse to purchase any
proprietary data product that fails to
provide sufficient value. The Exchange
and other producers of proprietary data
products must understand and respond
to these varying business models and
pricing disciplines in order to market
proprietary data products successfully.
In addition to the competition and
price discipline described above, the
market for proprietary data products is
also highly contestable because market
entry is rapid, inexpensive, and
profitable. The history of electronic
trading is replete with examples of
entrants that swiftly grew into some of
the largest electronic trading platforms
and proprietary data producers:
Archipelago, BATS Trading and Direct
Edge. Regulation NMS, by deregulating
the market for proprietary data, has
increased the contestability of that
market. While broker-dealers have
previously published their proprietary
data individually, Regulation NMS
encourages market data vendors and
broker-dealers to produce proprietary
products cooperatively in a manner
never before possible. Multiple market
data vendors already have the capability
to aggregate data and disseminate it on
a profitable scale, including Bloomberg,
and Thomson Reuters.
The Court in NetCoalition concluded
that the Commission had failed to
demonstrate that the market for market
data was competitive based on the
reasoning of the Commission’s
NetCoalition order because, in the
Court’s view, the Commission had not
adequately demonstrated that the
proprietary data at issue in the case is
used to attract order flow. The Exchange
believes, however, that evidence not
then before the court clearly
demonstrates that availability of data
attracts order flow. Due to competition
among platforms, the Exchange intends
to improve its platform data offerings on
a continuing basis, and to respond
promptly to customers’ data needs.
The intensity of competition for
proprietary information is significant
and the Exchange believes that this
proposal itself clearly evidences such
competition. The Exchange is offering
ToM in order to keep pace with changes
in the industry and evolving customer
needs. It is entirely optional and is
geared towards attracting new Member
Applicants and customers. MIAX
competitors continue to create new
market data products and innovative
E:\FR\FM\14JYN1.SGM
14JYN1
Federal Register / Vol. 79, No. 134 / Monday, July 14, 2014 / Notices
pricing in this space. The Exchange
expects to see firms challenge its pricing
on the basis of the Exchange’s explicit
fees being higher than the zero-priced
fees from other competitors such as
BATS. In all cases, the Exchange
expects firms to make decisions on how
much and what types of data to
consume on the basis of the total cost of
interacting with MIAX or other
exchanges. Of course, the explicit data
fees are only one factor in a total
platform analysis. Some competitors
have lower transactions fees and higher
data fees, and others are vice versa. The
market for this proprietary information
is highly competitive and continually
evolves as products develop and
change.
The Exchange notes that the ToM
market data and fees compete with
similar products offered by other
markets such as NASDAQ OMX PHLX,
LLC (‘‘PHLX’’) and the International
Stock Exchange LLC (‘‘ISE’’). For
example, PHLX and ISE offer market
data products that are similar to ToM:
data feeds that show the top of the
market entitled Top of PHLX Options
(‘‘TOPO’’) and the ISE TOP Quote Feed.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
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 At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act. If the Commission
takes such action, the Commission shall
institute proceedings to determine
whether the proposed rule should be
approved or disapproved.
mstockstill on DSK4VPTVN1PROD 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.
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–
MIAX–2014–36 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–MIAX–2014–36. 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–MIAX–
2014–36 and should be submitted on or
before August 4, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–16367 Filed 7–11–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72553; File No. SR–
ISEGemini–2014–19]
Self-Regulatory Organizations; ISE
Gemini, LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Related to the Price
Improvement Mechanism
July 8, 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 26,
2014, ISE Gemini, LLC (‘‘Exchange’’ or
‘‘ISE Gemini’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
rules regarding the Price Improvement
Mechanism (‘‘PIM’’).
The text of the proposed rule change
is available on the Exchange’s Internet
Web site at 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
Exchange included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
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 this proposed rule
change is to amend the Exchange’s rules
regarding the PIM functionality. The
Exchange proposes to make two changes
1 15
16 15
U.S.C. 78s(b)(3)(A)(ii).
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19:25 Jul 11, 2014
17 17
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PO 00000
CFR 200.30–3(a)(12).
Frm 00109
Fmt 4703
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E:\FR\FM\14JYN1.SGM
U.S.C. 78s(b)(1).
CFR 240.19b–4.
14JYN1
Agencies
[Federal Register Volume 79, Number 134 (Monday, July 14, 2014)]
[Notices]
[Pages 40809-40813]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-16367]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72559; File No. SR-MIAX-2014-36]
Self-Regulatory Organizations: Miami International Securities
Exchange LLC; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Amend Its Fee Schedule
July 8, 2014.
Pursuant to the provisions of 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 25, 2014, Miami International Securities
Exchange LLC (``MIAX'' or ``Exchange'') filed with the Securities and
Exchange Commission (``Commission'') a proposed rule change as
described in Items I, II, and III below, which Items have been prepared
by the Exchange. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is filing a proposal to amend its Fee Schedule. The
text of the proposed rule change is available on the Exchange's Web
site at https://www.miaxoptions.com/filter/wotitle/rule_filing, at
MIAX's principal office, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant 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 Exchange proposes to amend the MIAX Top of Market (``ToM'') fee
that is applicable to External Distributors. Specifically, the Exchange
proposes to reduce the fee charged to External Distributors of ToM from
$5,000 to $1,500 per month.
The Exchange charges monthly fees to Distributors of the ToM market
data product that receive a feed of ToM data either directly from MIAX
or indirectly through another entity and then distributes it either
internally (within that entity) or externally (outside that entity).
The monthly Distributor Fee charged depends on whether the Distributor
is an ``Internal Distributor'' \3\ or an ``External Distributor.'' \4\
The Exchange notes that all Distributors are required to execute a MIAX
Distributor Agreement. ToM provides Distributors
[[Page 40810]]
with a direct data feed that includes the Exchange's best bid and
offer, with aggregate size, and last sale information, based on
displayable order and quoting interest on the Exchange. The ToM data
feed includes data that is identical to the data sent to the processor
for the Options Price Regulatory Authority (``OPRA''). The ToM and OPRA
data leave the MIAX system at the same time, as required under Section
5.2(c)(iii)(B) of the Limited Liability Company Agreement of the
Options Price Reporting Authority LLC (the ``OPRA Plan''), which
prohibits the dissemination of proprietary information on any more
timely basis than the same information is furnished to the OPRA System
for inclusion in OPRA's consolidated dissemination of options
information.\5\ In addition to MIAX's best bid and offer, with
aggregate size and last sale information, Distributors that subscribe
to ToM will also receive: opening imbalance condition information;
opening routing information; Expanded Quote Range \6\ information, as
provided in MIAX Rule 503(f)(5); Post-Halt Notification,\7\ as provided
in MIAX Rule 504(d), and Liquidity Refresh,\8\ condition information,
as provided in MIAX Rule 515(c)(2). This additional information (the
``administrative information'') is included in the ToM feed as
secondary information. The administrative information is also currently
available to non-Market Makers through Administrative Information
Subscriber (``AIS'') data feed and MIAX Market Makers via connectivity
with the MIAX Express Interface (``MEI''),\9\ for which they are
assessed connectivity fees.
---------------------------------------------------------------------------
\3\ An Internal Distributor is an organization that subscribes
to the Exchange for the use of ToM, and is permitted by agreement
with the Exchange to provide ToM data to internal users (i.e., users
within their own organization).
\4\ An External Distributor is an organization that subscribes
to the Exchange for the use of ToM, and is permitted by agreement
with the Exchange to provide ToM data to both internal users and to
external users (i.e., users outside of their own organization).
\5\ The Exchange previously filed to adopt the ToM market data
product, including a detailed description of ToM. See Securities
Exchange Act Release No. 69007 (February 28, 2013), 78 FR 14617
(March 6, 2013) (SR-MIAX-2013-05).
\6\ Where there is an imbalance at the price at which the
maximum number of contracts can trade that is also at or within the
highest valid width quote bid and lowest valid width quote offer,
the System will calculate an Expanded Quote Range (``EQR''). The EQR
will be recalculated any time a Route Timer or Imbalance Timer
expires if material conditions of the market (imbalance size, ABBO
price or size, liquidity price or size, etc.) have changed during
the timer. Once calculated, the EQR will represent the limits of the
range in which transactions may occur during the opening process.
See Exchange Rule 503(f)(5).
\7\ After the Exchange has determined to end a trading system
halt, the System will broadcast to subscribers of the Exchange's
data feeds, a Post-Halt Notification. See Exchange Rule 504(d).
\8\ If a Market Maker quote was all or part of the MIAX Best Bid
or Offer (``MBBO'') and the Market Maker's quote was exhausted by
the partial execution of the initiating order, the System will pause
the market for a time period not to exceed one second to allow
additional orders or quotes refreshing the liquidity at the MBBO to
be received (``liquidity refresh pause''). See Exchange Rule
515(c)(2).
\9\ MIAX Express Interface is a connection to MIAX systems that
enables Market Makers to submit electronic quotes to MIAX.
---------------------------------------------------------------------------
The Exchange proposes to reduce the fee charged to External
Distributors of ToM from $5,000 to $1,500 per month in order to
incentivize additional External Distributors to sign up for the data
service. The proposed fee is in the range of similar fees found on
another exchange; however the fee is slightly lower in order to
increase the intermarket competition for this type of data service.\10\
---------------------------------------------------------------------------
\10\ See NASDAQ OMX PHLX LLC Pricing Schedule, Section IX.
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that its proposal to amend its fee schedule
is consistent with Section 6(b) of the Act \11\ in general, and
furthers the objectives of Section 6(b)(4) of the Act \12\ in
particular, in that it is an equitable allocation of reasonable fees
and other charges among Exchange members.
---------------------------------------------------------------------------
\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
The Exchange believes the proposed fees are a reasonable allocation
of its costs and expenses among its Members and other persons using its
facilities since it is recovering not only the costs of the data
distribution infrastructure, but also the costs of designing,
maintaining, and operating the exchange's transaction execution
platform and the cost of regulating the exchange to ensure its fair
operation and maintain investor confidence. Access to the Exchange is
provided on fair and non-discriminatory terms. The proposed fee is
reasonable since they are in the range of similar fees charged by
another exchange; however, the proposed fee is slightly lower in order
to increase the intermarket competition for this type of data service.
The Exchange believes the proposed fee is equitable and not unfairly
discriminatory because the new fee level results in a more reasonable
and equitable allocation of fees amongst External Distributors and
Internal Distributors for similar services. Moreover, the decision as
to whether or not to subscribe to ToM is entirely optional to all
parties. Potential subscribers are not required to purchase the ToM
market data feed, and the Exchange is not required to make the ToM
market data feed available. Subscribers can discontinue their use at
any time and for any reason, including due to their assessment of the
reasonableness of fees charged. The allocation of fees among
subscribers is fair and reasonable because, if the market deems the
proposed fees to be unfair or inequitable, firms can diminish or
discontinue their use of this data.
In adopting Regulation NMS, the Commission granted self-regulatory
organizations and broker-dealers increased authority and flexibility to
offer new and unique market data to the public. It was believed that
this authority would expand the amount of data available to consumers,
and also spur innovation and competition for the provision of market
data:
[E]fficiency is promoted when broker-dealers who do not need the
data beyond the prices, sizes, market center identifications of the
NBBO and consolidated last sale information are not required to
receive (and pay for) such data when broker-dealers may choose to
receive (and pay for) additional market data based on their own
internal analysis of the need for such data. \13\
---------------------------------------------------------------------------
\13\ Securities Exchange Act Release No. 51808 (June 9, 2005),
70 FR 37496 (June 29, 2005).
By removing ``unnecessary regulatory restrictions'' on the ability
of exchanges to sell their own data, Regulation NMS advanced the goals
of the Act and the principles reflected in its legislative history. If
the free market should determine whether proprietary data is sold to
broker-dealers at all, it follows that the price at which such data is
sold should be set by the market as well.
In July, 2010, Congress adopted H.R. 4173, the Dodd-Frank Wall
Street Reform and Consumer Protection Act of 2010 (``Dodd-Frank Act''),
which amended Section 19 of the Act. Among other things, Section 916 of
the Dodd-Frank Act amended paragraph (A) of Section 19(b)(3) of the Act
by inserting the phrase ``on any person, whether or not the person is a
member of the self-regulatory organization'' after ``due, fee or other
charge imposed by the self-regulatory organization.'' As a result, all
SRO rule proposals establishing or changing dues, fees or other charges
are immediately effective upon filing regardless of whether such dues,
fees or other charges are imposed on members of the SRO, non-members,
or both. Section 916 further amended paragraph (C) of Section 19(b)(3)
of the Act to read, in pertinent part, ``At any time within the 60-day
period beginning on the date of filing of such a proposed rule change
in accordance with the provisions of paragraph (1) [of Section 19(b)],
the Commission summarily may temporarily suspend the change in the
rules of the self-regulatory organization made thereby, if it appears
to the Commission that such action is necessary or appropriate in the
public interest, for the protection of investors,
[[Page 40811]]
or otherwise in furtherance of the purposes of this title. If the
Commission takes such action, the Commission shall institute
proceedings under paragraph (2)(B) [of Section 19(b)] to determine
whether the proposed rule should be approved or disapproved.''
The Exchange believes that these amendments to Section 19 of the
Act reflect Congress's intent to allow the Commission to rely upon the
forces of competition to ensure that fees for market data are
reasonable and equitably allocated. Although Section 19(b) had formerly
authorized immediate effectiveness for a ``due, fee or other charge
imposed by the self-regulatory organization,'' the Commission adopted a
policy and subsequently a rule stating that fees for data and other
products available to persons that are not members of the self-
regulatory organization must be approved by the Commission after first
being published for comment. At the time, the Commission supported the
adoption of the policy and the rule by pointing out that unlike
members, whose representation in self-regulatory organization
governance was mandated by the Act, non-members should be given the
opportunity to comment on fees before being required to pay them, and
that the Commission should specifically approve all such fees. The
Exchange believes that the amendment to Section 19 reflects Congress's
conclusion that the evolution of self-regulatory organization
governance and competitive market structure have rendered the
Commission's prior policy on non-member fees obsolete. Specifically,
many exchanges have evolved from member-owned, not-for-profit
corporations into for-profit, investor-owned corporations (or
subsidiaries of investor-owned corporations). Accordingly, exchanges no
longer have narrow incentives to manage their affairs for the exclusive
benefit of their members, but rather have incentives to maximize the
appeal of their products to all customers, whether members or non-
members, so as to broaden distribution and grow revenues. Moreover, the
Exchange believes that the change also reflects an endorsement of the
Commission's determinations that reliance on competitive markets is an
appropriate means to ensure equitable and reasonable prices. Simply
put, the change reflects a presumption that all fee changes should be
permitted to take effect immediately, since the level of all fees are
constrained by competitive forces. The Exchange therefore believes that
the fees for ToM are properly assessed on non-member Distributors.
The decision of the United States Court of Appeals for the District
of Columbia Circuit in NetCoaliton v. SEC, No. 09-1042 (D.C. Cir.
2010), although reviewing a Commission decision made prior to the
effective date of the Dodd-Frank Act, upheld the Commission's reliance
upon competitive markets to set reasonable and equitably allocated fees
for market data:
In fact, the legislative history indicates that the Congress
intended that the market system `evolve through the interplay of
competitive forces as unnecessary regulatory restrictions are
removed' and that the SEC wield its regulatory power `in those
situations where competition may not be sufficient,' such as in the
creation of a `consolidated transactional reporting system.' \14\
---------------------------------------------------------------------------
\14\ NetCoaltion, at 15 (quoting H.R. Rep. No. 94-229, at 92
(1975), as reprinted in 1975 U.S.C.C.A.N. 321, 323).
The court's conclusions about Congressional intent are therefore
reinforced by the Dodd-Frank Act amendments, which create a presumption
that exchange fees, including market data fees, may take effect
immediately, without prior Commission approval, and that the Commission
should take action to suspend a fee change and institute a proceeding
to determine whether the fee change should be approved or disapproved
only where the Commission has concerns that the change may not be
consistent with the Act.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. Notwithstanding its
determination that the Commission may rely upon competition to
establish fair and equitably allocated fees for market data, the
NetCoalition Court found that the Commission had not, in that case,
compiled a record that adequately supported its conclusion that the
market for the data at issue in the case was competitive. The Exchange
believes that a record may readily be established to demonstrate the
competitive nature of the market in question.
There is intense competition between trading platforms that provide
transaction execution and routing services and proprietary data
products. Transaction execution and proprietary data products are
complementary in that market data is both an input and a byproduct of
the execution service. In fact, market data and trade execution are a
representative example of joint products with joint costs. The decision
whether and on which platform to post an order will depend on the
attributes of the platform where the order can be posted, including the
execution fees, data quality and price and distribution of its data
products. Without the prospect of an order that takes liquidity, seeing
and reacting to a posted order on a particular platform, the act of
posting an order would accomplish little.
Without trade executions, exchange data products cannot exist. Data
products are valuable to many end subscribers only insofar as they
provide information that end subscribers expect will assist them or
their customers in making trading decisions. The costs of producing
market data include not only the costs of the data distribution
infrastructure, but also the costs of designing, maintaining, and
operating the exchange's transaction execution platform and the cost of
regulating the exchange to ensure its fair operation and maintain
investor confidence. The total return that a trading platform earns
reflects the revenues it receives from both products and the joint
costs it incurs. Moreover, an exchange's customers view the costs of
transaction executions and of data as a unified cost of doing business
with the exchange. A broker-dealer will direct orders to a particular
exchange only if the expected revenues from executing trades on the
exchange exceed net transaction execution costs and the cost of data
that the broker-dealer chooses to buy to support its trading decisions
(or those of its customers). The choice of data products is, in turn, a
product of the value of the products in making profitable trading
decisions. If the cost of the product exceeds its expected value, the
broker-dealer will choose not to buy it.
Moreover, as a broker-dealer chooses to direct fewer orders to a
particular exchange, the value of the product to the broker-dealer
decreases, for two reasons. First, the product will contain less
information, because executions of the broker-dealer's orders will not
be reflected in it. Second, and perhaps more important, the product
will be less valuable to that broker-dealer because it does not provide
information about the venue to which it is directing its orders. Data
from the competing venue to which the broker-dealer is directing orders
will become correspondingly more valuable.
Thus, a super-competitive increase in the fees charged for either
transactions or data has the potential to impair
[[Page 40812]]
revenues from both products. ``No one disputes that competition for
order flow is `fierce'.''\15\ However, the existence of fierce
competition for order flow implies a high degree of price sensitivity
on the part of broker-dealers with order flow, since they may readily
reduce costs by directing orders toward the lowest-cost trading venues.
A broker-dealer that shifted its order flow from one platform to
another in response to order execution price differentials would both
reduce the value of that platform's market data and reduce its own need
to consume data from the disfavored platform. Similarly, if a platform
increases its market data fees, the change will affect the overall cost
of doing business with the platform, and affected broker-dealers will
assess whether they can lower their trading costs by directing orders
elsewhere and thereby lessening the need for the more expensive data.
---------------------------------------------------------------------------
\15\ NetCoalition at 24.
---------------------------------------------------------------------------
Analyzing the cost of market data distribution in isolation from
the cost of all of the inputs supporting the creation of market data
will inevitably underestimate the cost of the data. Thus, because it is
impossible to create data without a fast, technologically robust, and
well-regulated execution system, system costs and regulatory costs
affect the price of market data. It would be equally misleading,
however, to attribute all of the exchange's costs to the market data
portion of an exchange's joint product. Rather, all of the exchange's
costs are incurred for the unified purposes of attracting order flow,
executing and/or routing orders, and generating and selling data about
market activity. The total return that an exchange earns reflects the
revenues it receives from the joint products and the total costs of the
joint products.
Competition among trading platforms can be expected to constrain
the aggregate return each platform earns from the sale of its joint
products, but different platforms may choose from a range of possible,
and equally reasonable, pricing strategies as the means of recovering
total costs. For example, some platforms may choose to pay rebates to
attract orders, charge relatively low prices for market information (or
provide information free of charge) and charge relatively high prices
for accessing posted liquidity. Other platforms may choose a strategy
of paying lower rebates (or no rebates) to attract orders, setting
relatively high prices for market information, and setting relatively
low prices for accessing posted liquidity. In this environment, there
is no economic basis for regulating maximum prices for one of the joint
products in an industry in which suppliers face competitive constraints
with regard to the joint offering. This would be akin to strictly
regulating the price that an automobile manufacturer can charge for car
sound systems despite the existence of a highly competitive market for
cars and the availability of aftermarket alternatives to the
manufacturer-supplied system.
The market for market data products is competitive and inherently
contestable because there is fierce competition for the inputs
necessary to the creation of proprietary data and strict pricing
discipline for the proprietary products themselves. Numerous exchanges
compete with each other for listings, trades, and market data itself,
providing virtually limitless opportunities for entrepreneurs who wish
to produce and distribute their own market data. This proprietary data
is produced by each individual exchange, as well as other entities, in
a vigorously competitive market.
Broker-dealers currently have numerous alternative venues for their
order flow, including eleven existing options markets. Each SRO market
competes to produce transaction reports via trade executions.
Competitive markets for order flow, executions, and transaction reports
provide pricing discipline for the inputs of proprietary data products.
The large number of SROs that currently produce proprietary data or are
currently capable of producing it provides further pricing discipline
for proprietary data products. Each SRO is currently permitted to
produce proprietary data products, and many in addition to MIAX
currently do, including NASDAQ, CBOE, ISE, NYSE Amex, and NYSEArca.
Additionally, order routers and market data vendors can facilitate
single or multiple broker-dealers' production of proprietary data
products. The potential sources of proprietary products are virtually
limitless.
Market data vendors provide another form of price discipline for
proprietary data products because they control the primary means of
access to end subscribers. Vendors impose price restraints based upon
their business models. For example, vendors such as Bloomberg and
Thomson Reuters that assess a surcharge on data they sell may refuse to
offer proprietary products that end subscribers will not purchase in
sufficient numbers. Internet portals, such as Google, impose a
discipline by providing only data that will enable them to attract
``eyeballs'' that contribute to their advertising revenue. Retail
broker-dealers, such as Schwab and Fidelity, offer their customers
proprietary data only if it promotes trading and generates sufficient
commission revenue. Although the business models may differ, these
vendors' pricing discipline is the same: They can simply refuse to
purchase any proprietary data product that fails to provide sufficient
value. The Exchange and other producers of proprietary data products
must understand and respond to these varying business models and
pricing disciplines in order to market proprietary data products
successfully.
In addition to the competition and price discipline described
above, the market for proprietary data products is also highly
contestable because market entry is rapid, inexpensive, and profitable.
The history of electronic trading is replete with examples of entrants
that swiftly grew into some of the largest electronic trading platforms
and proprietary data producers: Archipelago, BATS Trading and Direct
Edge. Regulation NMS, by deregulating the market for proprietary data,
has increased the contestability of that market. While broker-dealers
have previously published their proprietary data individually,
Regulation NMS encourages market data vendors and broker-dealers to
produce proprietary products cooperatively in a manner never before
possible. Multiple market data vendors already have the capability to
aggregate data and disseminate it on a profitable scale, including
Bloomberg, and Thomson Reuters.
The Court in NetCoalition concluded that the Commission had failed
to demonstrate that the market for market data was competitive based on
the reasoning of the Commission's NetCoalition order because, in the
Court's view, the Commission had not adequately demonstrated that the
proprietary data at issue in the case is used to attract order flow.
The Exchange believes, however, that evidence not then before the court
clearly demonstrates that availability of data attracts order flow. Due
to competition among platforms, the Exchange intends to improve its
platform data offerings on a continuing basis, and to respond promptly
to customers' data needs.
The intensity of competition for proprietary information is
significant and the Exchange believes that this proposal itself clearly
evidences such competition. The Exchange is offering ToM in order to
keep pace with changes in the industry and evolving customer needs. It
is entirely optional and is geared towards attracting new Member
Applicants and customers. MIAX competitors continue to create new
market data products and innovative
[[Page 40813]]
pricing in this space. The Exchange expects to see firms challenge its
pricing on the basis of the Exchange's explicit fees being higher than
the zero-priced fees from other competitors such as BATS. In all cases,
the Exchange expects firms to make decisions on how much and what types
of data to consume on the basis of the total cost of interacting with
MIAX or other exchanges. Of course, the explicit data fees are only one
factor in a total platform analysis. Some competitors have lower
transactions fees and higher data fees, and others are vice versa. The
market for this proprietary information is highly competitive and
continually evolves as products develop and change.
The Exchange notes that the ToM market data and fees compete with
similar products offered by other markets such as NASDAQ OMX PHLX, LLC
(``PHLX'') and the International Stock Exchange LLC (``ISE''). For
example, PHLX and ISE offer market data products that are similar to
ToM: data feeds that show the top of the market entitled Top of PHLX
Options (``TOPO'') and the ISE TOP Quote Feed.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
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\ At any time within 60 days of the
filing of the proposed rule change, the Commission summarily may
temporarily suspend such rule change if it appears to the Commission
that such action is necessary or appropriate in the public interest,
for the protection of investors, or otherwise in furtherance of the
purposes of the Act. If the Commission takes such action, the
Commission shall institute proceedings to determine whether the
proposed rule should be approved or disapproved.
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\16\ 15 U.S.C. 78s(b)(3)(A)(ii).
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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-MIAX-2014-36 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-MIAX-2014-36. 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-MIAX-2014-36 and should be
submitted on or before August 4, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
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\17\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-16367 Filed 7-11-14; 8:45 am]
BILLING CODE 8011-01-P