Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change to Amend Its Fees Schedule, 42384-42386 [2014-17013]
Download as PDF
42384
Federal Register / Vol. 79, No. 139 / Monday, July 21, 2014 / Notices
administrative proceedings; a litigation
matter; and other matters relating to
enforcement proceedings.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items.
For further information and to
ascertain what, if any, matters have been
added, deleted or postponed, please
contact the Office of the Secretary at
(202) 551–5400.
SECURITIES AND EXCHANGE
COMMISSION
Dated: July 16, 2014.
Kevin M. O’Neill,
Deputy Secretary.
July 15, 2014.
[FR Doc. 2014–17142 Filed 7–17–14; 11:15 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
emcdonald on DSK67QTVN1PROD with NOTICES
Sunshine Act Meeting
Notice is hereby given, pursuant to
the provisions of the Government in the
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
Commission will hold an Open Meeting
on July 25, 2014, at 10 a.m., in the
Auditorium (L–002) at the
Commission’s headquarters building, to
hear oral argument in an appeal by the
Division of Enforcement from an initial
decision of an administrative law judge.
On October 28, 2011, the law judge
dismissed proceedings brought by the
Division against Respondents John P.
Flannery and James D. Hopkins, former
employees of State Street Bank and
Trust Company. The law judge held that
Respondents did not violate the
antifraud provisions of Section 17(a) of
the Securities Act of 1933, Section 10(b)
of the Securities Exchange Act of 1934,
and Exchange Act Rule 10b–5 because
she found that, among other things, they
did not make misleading statements
regarding the portfolio holdings of an
unregistered collective trust fund, the
Limited Duration Bond Fund (‘‘LDBF’’),
in communications with LDBF
investors.
The issues likely to be considered at
oral argument include whether
Respondents violated the antifraud
provisions as alleged and, if so, the
extent to which they should be
sanctioned for those violations.
For further information, please
contact the Office of the Secretary at
(202) 551–5400.
Dated: July 17, 2014.
Kevin M. O’Neill,
Deputy Secretary.
[Release No. 34–72608; File No. SR–CBOE–
2014–055]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change to Amend Its Fees
Schedule
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 July 1,
2014, Chicago Board Options Exchange,
Incorporated (the ‘‘Exchange’’ or
‘‘CBOE’’) filed with the Securities and
Exchange Commission (the
‘‘Commission’’) the 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
Fees Schedule. The text of the proposed
rule change is available on the
Exchange’s Web site (https://
www.cboe.com/AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
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 its
Fees Schedule, to be effective July 1,
[FR Doc. 2014–17188 Filed 7–17–14; 11:15 am]
1 15
BILLING CODE 8011–01–P
2 17
VerDate Mar<15>2010
17:14 Jul 18, 2014
Jkt 232001
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00101
Fmt 4703
Sfmt 4703
2014. First, the Exchange proposes to
increase the fees for electronic
Professional/Voluntary Professional (W)
(‘‘Professional’’) and Joint Back Office (J)
(‘‘JBO’’) executions in equity, ETF, ETN
and index options classes (except, SPX,
SPXW, SPXpm, SRO, OEX, XEO, VIX,
VXST and VOLATILITY INDEXES (the
‘‘Special Classes’’)) from $0.30 to $0.45
for Penny Pilot Classes and $0.60 for
Non-Penny Pilot Classes. The Exchange
notes that the proposed fees are the
same amount that are currently assessed
to Broker-Dealers and non-Trading
Permit Holder Market Makers. The
Exchange also notes that this change is
being proposed due to competitive
reasons and that the increased amount
is within the range of fees assessed for
similar transactions on other
exchanges.3
The Exchange also proposes to amend
its Fees Schedule to adopt a fee of $200
per report per FBW group 4 per month
for daily reports provided to requesting
users of the Exchange’s aggregation
Floor Broker Workstation (which are
used on the Exchange trading floor to
enter orders) (‘‘FBW’’). The Exchange
licenses the FBW software from a thirdparty vendor, which vendor operates
FBW on behalf of the Exchange. This
vendor also provides upon request by
TPHs on an ad hoc basis reports related
to their use of FBW. For example, some
TPHs request reports related to the
orders they enter on FBWs. Other TPHs
request reports related to their market
access control settings.5 Currently, TPHs
receive these ad hoc reports at no
charge. Recently, however, FBW users
have requested that they automatically
receive reports on a daily basis. The
3 See PHLX Pricing, Section II, Multiply Listed
Options Fees.
4 For business purposes, a Trading Permit Holder
(‘‘TPH’’) firm may group FBW users within that
firm into an FBW aggregation group (for example,
a TPH may have an index group and an equity
group). If a TPH has FBW aggregation groups, the
proposed fee will be applied to each group. For
example, if a TPH has an FBW index group and an
FBW equity group, and the TPH requests that it
receive daily market access control reports for both
groups, the Exchange will charge the TPH $400/
month under the proposed fee.
5 FBW includes a market access control window
in which TPHs can input parameters and settings
(which are displayed for each FBW aggregation
group) with respect to their orders to help them
manage their trading risk. These risk controls
include pre-order controls (such as quantity of
contracts per order, premium amount per order,
number of identical orders and frequency of order
entry) and aggregate controls (such as actual and
predictive values for premium amount per day,
quantity of contracts per day, and the number of
orders with a status of working). Use of the market
access control window is voluntary. Pursuant to the
CBOE Fees Schedule, the Exchange charges TPHs
$100/month per login ID (capped at $2,000 per
month for a TPH) for use of the market access
controls window costs.
E:\FR\FM\21JYN1.SGM
21JYN1
Federal Register / Vol. 79, No. 139 / Monday, July 21, 2014 / Notices
FBW vendor has determined that the
cost to provide a daily report for a TPH
(or a TPH’s FBW aggregation group, if
applicable) is $200 per month and will
assess to the Exchange a fee in this
amount for the provision of each daily
report (for each FBW aggregation group)
to a TPH.6 As such, the Exchange
proposes to charge a fee in the same
amount ($200 per report per month) 7 to
each TPH that requests to receive a daily
report(s) (for each FBW aggregation
group, if applicable). The proposed fee
essentially passes through to each
requesting TPH the cost charged to the
Exchange for daily reports for that TPH
so that the Exchange can recoup this
cost. Receipt of the daily reports, and
thus the proposed fee, will be optional
for TPHs.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the
Securities Exchange Act of 1934 (the
‘‘Act’’) and the rules and regulations
thereunder applicable to the Exchange
and, in particular, the requirements of
Section 6(b) of the Act.8 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 9 requirements that the rules of
an exchange be designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in regulating, clearing, settling,
processing information with respect to,
and facilitation transactions in
securities, to remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest. The
Exchange also believes the proposed
rule change is consistent with Section
6(b)(4) of the Act,10 which provides that
Exchange rules may provide for the
equitable allocation of reasonable dues,
fees, and other charges among its
Trading Permit Holders.
In particular, the Exchange’s proposal
to increase the electronic Professional
and JBO options transaction fee in
Penny Pilot Options to $0.45 per
contract and in Non-Penny Pilot
Options to $0.60 is reasonable because
emcdonald on DSK67QTVN1PROD with NOTICES
6 TPHs
that want to receive daily reports should
request them from the Exchange (as they currently
do with respect to the ad hoc reports).
7 For example, if a TPH requests that it receive a
daily report for its orders and a daily report for its
market access control settings, the Exchange will
charge the TPH $400 per month ($200 for the order
report and $200 for the market access control
report).
8 15 U.S.C. 78f(b).
9 15 U.S.C. 78f(b)(5).
10 15 U.S.C. 78f(b)(4).
VerDate Mar<15>2010
17:14 Jul 18, 2014
Jkt 232001
the Exchange’s fees will remain
competitive with fees at other options
markets.11 The Exchange believes that
this proposed change is equitable and
not unfairly discriminatory because the
Exchange will assess Professionals,
JBOs, Broker-Dealers and non-Trading
Permit Holder Market Makers the same
electronic options transaction fees in
Penny Pilot options and Non-Penny
options. The Exchange notes that it does
not assess Customers the electronic
options transaction fees in Penny Pilot
and Non-Penny Pilot options because
Customer order flow enhances liquidity
on the Exchange for the benefit of all
market participants. Specifically,
Customer liquidity benefits all market
participants by providing more trading
opportunities, which attracts Market
Makers. An increase in the activity of
these market participants in turn
facilitates tighter spreads, which may
cause an additional corresponding
increase in order flow from other market
participants. The Exchange notes that
Market Makers are assessed lower
electronic options transaction fees in
Penny Pilot and Non-Penny Pilot
options as compared to Professionals,
JBOs, Broker Dealers and non-Trading
Permit Holder Market Makers because
they have obligations to the market and
regulatory requirements, which
normally do not apply to other market
participants (e.g., obligations to make
continuous markets). Accordingly, the
differentiation between electronic
transaction fees for Customers, Market
Makers and other market participants
recognizes the differing contributions
made to the liquidity and trading
environment on the Exchange by these
market participants.
The Exchange believes that the
proposed fee of $200 per file per month
(for each FBW aggregation group, if
applicable) for the receipt of daily
reports is reasonable because this is the
cost imposed on the Exchange by the
third-party vendor for the provision of
these reports. The proposed fee merely
allows the Exchange to recoup this cost
by passing it through to the requesting
TPH. The Exchange will not keep any of
the fees assessed on TPHs. The
Exchange believes that the proposed fee
is equitable and not unfairly
discriminatory because this fee is
optional and will be assessed uniformly
to all TPHs that request the daily market
access control.
11 See PHLX Pricing, Section II, Multiply Listed
Options Fees.
PO 00000
Frm 00102
Fmt 4703
Sfmt 4703
42385
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CBOE does not believe that the
proposed rule change will impose any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act because,
while different electronic transaction
fees are assessed to different market
participants, these different market
participants have different obligations
and different circumstances (as
described in the ‘‘Statutory Basis’’
section above). For example, Market
Makers have quoting obligations that
other market participants do not have
and Customer order flow enhances
liquidity on the Exchange for the benefit
of all market participants as described
in above. The Exchange believes that the
proposal to increase the fee amount
assessed to electronic Professional and
JBO executions in Penny Pilot and NonPenny Pilot options will not cause an
unnecessary burden on intermarket
competition because the fee and fee
amount is similar to fees assessed at
other exchanges.12 To the extent that the
proposed changes make CBOE a more
attractive marketplace for market
participants at other exchanges, such
market participants are welcome to
become CBOE market participants.
Finally, CBOE does not believe that
the proposed rule change to adopt a
FBW Report Fee will impose any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed fee will be assessed uniformly
to all TPHs that use FBW and request
the daily reports. Receipt of the daily
reports (and thus the proposed fee) will
be optional for TPHs. In addition, the
proposed fee applies only to users of
FBWs located at the Exchange and is not
intended for competitive reasons. The
proposed fee merely allows the
Exchange to recoup the cost imposed on
it by the third-party vendor for the
provision of these daily reports by
passing it through to each requesting
TPH.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received from
Members, Participants, or Others
The Exchange neither solicited nor
received comments on the proposed
rule change.
12 See PHLX Pricing, Section II, Multiply Listed
Options Fees.
E:\FR\FM\21JYN1.SGM
21JYN1
42386
Federal Register / Vol. 79, No. 139 / Monday, July 21, 2014 / Notices
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 13 and paragraph (f) of Rule
19b–4 14 thereunder. 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 will institute proceedings
to determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
emcdonald on DSK67QTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
CBOE–2014–055 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–CBOE–2014–055. 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
13 15
14 17
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
VerDate Mar<15>2010
17:14 Jul 18, 2014
Jkt 232001
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–CBOE–
2014–055 and should be submitted on
or before August 11, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–17013 Filed 7–18–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72607; File No. SR–
NASDAQ–2014–057]
Self-Regulatory Organizations; the
NASDAQ Stock Market LLC; Order
Granting Approval of Proposed Rule
Change Relating to the Listing and
Trading of the Shares of the First Trust
Low Duration Mortgage Opportunities
ETF of First Trust Exchange-Traded
Fund IV
July 15, 2014.
I. Introduction
On May 20, 2014, The NASDAQ
Stock Market LLC (‘‘Nasdaq’’ or the
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
list and trade shares (‘‘Shares’’) of the
First Trust Low Duration Mortgage
Opportunities ETF (‘‘Fund’’) of First
Trust Exchange-Traded Fund IV
(‘‘Trust’’) under Nasdaq Rule 5735,
which governs the listing and trading of
Managed Fund Shares on the Exchange.
The proposed rule change was
published for comment in the Federal
Register on June 5, 2014.3 The
Commission received no comments on
the proposed rule change. This order
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 72281
(May 30, 2014), 79 FR 32586 (‘‘Notice’’).
PO 00000
15 17
1 15
Frm 00103
Fmt 4703
Sfmt 4703
grants approval of the proposed rule
change.
II. Description of Proposed Rule Change
The Exchange has made the following
representations and statements in
describing the Fund and its investment
strategies, including other portfolio
holdings and investment restrictions.4
General
The Fund will be an actively-managed
exchange-traded fund (‘‘ETF’’). The
Shares will be offered by the Trust,
which was established as a
Massachusetts business trust on
September 15, 2010. The Trust is
registered with the Commission as an
investment company and has filed a
registration statement on Form N–1A
(‘‘Registration Statement’’) with the
Commission.5 The Fund will be a series
of the Trust. First Trust Advisors L.P.
will be the investment adviser
(‘‘Adviser’’) to the Fund.6 First Trust
4 The Commission notes that additional
information regarding the Trust, the Fund, and the
Shares, including investment strategies, risks, net
asset value (‘‘NAV’’) calculation, creation and
redemption procedures, fees, Fund holdings
disclosure policies, distributions, and taxes, among
other information, is included in the Notice and the
Registration Statement, as applicable. See Notice
and Registration Statement, supra note 3 and infra
note 5, respectively.
5 See Post-Effective Amendment No. 69 to
Registration Statement on Form N–1A for the Trust,
dated May 16, 2014 (File Nos. 333–174332 and
811–22559). The Exchange states that the
Commission has issued an order granting certain
exemptive relief under the Investment Company
Act of 1940 (‘‘1940 Act’’). See Investment Company
Act Release No. 30029 (April 10, 2012) (File No.
812–13795) (‘‘Exemptive Relief’’). In addition, the
Exchange states that on December 6, 2012, the staff
of the Commission’s Division of Investment
Management (‘‘Division’’) issued a no-action letter
(‘‘No-Action Letter’’) relating to the use of
derivatives by actively-managed ETFs. See NoAction Letter dated December 6, 2012 from
Elizabeth G. Osterman, Associate Director, Office of
Exemptive Applications, Division. The Exchange
states that the No-Action Letter stated that the
Division would not recommend enforcement action
to the Commission under applicable provisions of
and rules under the 1940 Act if actively-managed
ETFs operating in reliance on specified orders
(which include the Exemptive Relief) invest in
options contracts, futures contracts, or swap
agreements, provided that they comply with certain
representations stated in the No-Action Letter.
6 The Exchange states that the Adviser is not a
broker-dealer, but it is affiliated with the
Distributor, a broker-dealer. The Exchange states
that the Adviser has implemented a fire wall with
respect to its broker-dealer affiliate regarding access
to information concerning the composition of or
changes to the portfolio, and that personnel who
make decisions on the Fund’s portfolio composition
will be subject to procedures designed to prevent
the use and dissemination of material non-public
information regarding the Fund’s portfolio. The
Exchange further states that, in the event (a) the
Adviser or any sub-adviser becomes, or becomes
newly affiliated with, a broker-dealer, or (b) any
new adviser or sub-adviser is a registered brokerdealer or becomes affiliated with a broker-dealer,
the adviser or sub-adviser, as applicable, will
E:\FR\FM\21JYN1.SGM
21JYN1
Agencies
[Federal Register Volume 79, Number 139 (Monday, July 21, 2014)]
[Notices]
[Pages 42384-42386]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-17013]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72608; File No. SR-CBOE-2014-055]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change to Amend Its Fees Schedule
July 15, 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 July 1, 2014, Chicago Board Options Exchange, Incorporated (the
``Exchange'' or ``CBOE'') filed with the Securities and Exchange
Commission (the ``Commission'') the 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 proposes to amend its Fees Schedule. The text of the
proposed rule change is available on the Exchange's Web site (https://www.cboe.com/AboutCBOE/CBOELegalRegulatoryHome.aspx), at the Exchange's
Office of the Secretary, 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 its Fees Schedule, to be effective
July 1, 2014. First, the Exchange proposes to increase the fees for
electronic Professional/Voluntary Professional (W) (``Professional'')
and Joint Back Office (J) (``JBO'') executions in equity, ETF, ETN and
index options classes (except, SPX, SPXW, SPXpm, SRO, OEX, XEO, VIX,
VXST and VOLATILITY INDEXES (the ``Special Classes'')) from $0.30 to
$0.45 for Penny Pilot Classes and $0.60 for Non-Penny Pilot Classes.
The Exchange notes that the proposed fees are the same amount that are
currently assessed to Broker-Dealers and non-Trading Permit Holder
Market Makers. The Exchange also notes that this change is being
proposed due to competitive reasons and that the increased amount is
within the range of fees assessed for similar transactions on other
exchanges.\3\
---------------------------------------------------------------------------
\3\ See PHLX Pricing, Section II, Multiply Listed Options Fees.
---------------------------------------------------------------------------
The Exchange also proposes to amend its Fees Schedule to adopt a
fee of $200 per report per FBW group \4\ per month for daily reports
provided to requesting users of the Exchange's aggregation Floor Broker
Workstation (which are used on the Exchange trading floor to enter
orders) (``FBW''). The Exchange licenses the FBW software from a third-
party vendor, which vendor operates FBW on behalf of the Exchange. This
vendor also provides upon request by TPHs on an ad hoc basis reports
related to their use of FBW. For example, some TPHs request reports
related to the orders they enter on FBWs. Other TPHs request reports
related to their market access control settings.\5\ Currently, TPHs
receive these ad hoc reports at no charge. Recently, however, FBW users
have requested that they automatically receive reports on a daily
basis. The
[[Page 42385]]
FBW vendor has determined that the cost to provide a daily report for a
TPH (or a TPH's FBW aggregation group, if applicable) is $200 per month
and will assess to the Exchange a fee in this amount for the provision
of each daily report (for each FBW aggregation group) to a TPH.\6\ As
such, the Exchange proposes to charge a fee in the same amount ($200
per report per month) \7\ to each TPH that requests to receive a daily
report(s) (for each FBW aggregation group, if applicable). The proposed
fee essentially passes through to each requesting TPH the cost charged
to the Exchange for daily reports for that TPH so that the Exchange can
recoup this cost. Receipt of the daily reports, and thus the proposed
fee, will be optional for TPHs.
---------------------------------------------------------------------------
\4\ For business purposes, a Trading Permit Holder (``TPH'')
firm may group FBW users within that firm into an FBW aggregation
group (for example, a TPH may have an index group and an equity
group). If a TPH has FBW aggregation groups, the proposed fee will
be applied to each group. For example, if a TPH has an FBW index
group and an FBW equity group, and the TPH requests that it receive
daily market access control reports for both groups, the Exchange
will charge the TPH $400/month under the proposed fee.
\5\ FBW includes a market access control window in which TPHs
can input parameters and settings (which are displayed for each FBW
aggregation group) with respect to their orders to help them manage
their trading risk. These risk controls include pre-order controls
(such as quantity of contracts per order, premium amount per order,
number of identical orders and frequency of order entry) and
aggregate controls (such as actual and predictive values for premium
amount per day, quantity of contracts per day, and the number of
orders with a status of working). Use of the market access control
window is voluntary. Pursuant to the CBOE Fees Schedule, the
Exchange charges TPHs $100/month per login ID (capped at $2,000 per
month for a TPH) for use of the market access controls window costs.
\6\ TPHs that want to receive daily reports should request them
from the Exchange (as they currently do with respect to the ad hoc
reports).
\7\ For example, if a TPH requests that it receive a daily
report for its orders and a daily report for its market access
control settings, the Exchange will charge the TPH $400 per month
($200 for the order report and $200 for the market access control
report).
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Securities Exchange Act of 1934 (the ``Act'') and the rules and
regulations thereunder applicable to the Exchange and, in particular,
the requirements of Section 6(b) of the Act.\8\ Specifically, the
Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \9\ requirements that the rules of an exchange be
designed to prevent fraudulent and manipulative acts and practices, to
promote just and equitable principles of trade, to foster cooperation
and coordination with persons engaged in regulating, clearing,
settling, processing information with respect to, and facilitation
transactions in securities, to remove impediments to and perfect the
mechanism of a free and open market and a national market system, and,
in general, to protect investors and the public interest. The Exchange
also believes the proposed rule change is consistent with Section
6(b)(4) of the Act,\10\ which provides that Exchange rules may provide
for the equitable allocation of reasonable dues, fees, and other
charges among its Trading Permit Holders.
---------------------------------------------------------------------------
\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(5).
\10\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
In particular, the Exchange's proposal to increase the electronic
Professional and JBO options transaction fee in Penny Pilot Options to
$0.45 per contract and in Non-Penny Pilot Options to $0.60 is
reasonable because the Exchange's fees will remain competitive with
fees at other options markets.\11\ The Exchange believes that this
proposed change is equitable and not unfairly discriminatory because
the Exchange will assess Professionals, JBOs, Broker-Dealers and non-
Trading Permit Holder Market Makers the same electronic options
transaction fees in Penny Pilot options and Non-Penny options. The
Exchange notes that it does not assess Customers the electronic options
transaction fees in Penny Pilot and Non-Penny Pilot options because
Customer order flow enhances liquidity on the Exchange for the benefit
of all market participants. Specifically, Customer liquidity benefits
all market participants by providing more trading opportunities, which
attracts Market Makers. An increase in the activity of these market
participants in turn facilitates tighter spreads, which may cause an
additional corresponding increase in order flow from other market
participants. The Exchange notes that Market Makers are assessed lower
electronic options transaction fees in Penny Pilot and Non-Penny Pilot
options as compared to Professionals, JBOs, Broker Dealers and non-
Trading Permit Holder Market Makers because they have obligations to
the market and regulatory requirements, which normally do not apply to
other market participants (e.g., obligations to make continuous
markets). Accordingly, the differentiation between electronic
transaction fees for Customers, Market Makers and other market
participants recognizes the differing contributions made to the
liquidity and trading environment on the Exchange by these market
participants.
---------------------------------------------------------------------------
\11\ See PHLX Pricing, Section II, Multiply Listed Options Fees.
---------------------------------------------------------------------------
The Exchange believes that the proposed fee of $200 per file per
month (for each FBW aggregation group, if applicable) for the receipt
of daily reports is reasonable because this is the cost imposed on the
Exchange by the third-party vendor for the provision of these reports.
The proposed fee merely allows the Exchange to recoup this cost by
passing it through to the requesting TPH. The Exchange will not keep
any of the fees assessed on TPHs. The Exchange believes that the
proposed fee is equitable and not unfairly discriminatory because this
fee is optional and will be assessed uniformly to all TPHs that request
the daily market access control.
B. Self-Regulatory Organization's Statement on Burden on Competition
CBOE does not believe that the proposed rule change will impose any
burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act because, while different
electronic transaction fees are assessed to different market
participants, these different market participants have different
obligations and different circumstances (as described in the
``Statutory Basis'' section above). For example, Market Makers have
quoting obligations that other market participants do not have and
Customer order flow enhances liquidity on the Exchange for the benefit
of all market participants as described in above. The Exchange believes
that the proposal to increase the fee amount assessed to electronic
Professional and JBO executions in Penny Pilot and Non-Penny Pilot
options will not cause an unnecessary burden on intermarket competition
because the fee and fee amount is similar to fees assessed at other
exchanges.\12\ To the extent that the proposed changes make CBOE a more
attractive marketplace for market participants at other exchanges, such
market participants are welcome to become CBOE market participants.
---------------------------------------------------------------------------
\12\ See PHLX Pricing, Section II, Multiply Listed Options Fees.
---------------------------------------------------------------------------
Finally, CBOE does not believe that the proposed rule change to
adopt a FBW Report Fee will impose any burden on competition that is
not necessary or appropriate in furtherance of the purposes of the Act.
The proposed fee will be assessed uniformly to all TPHs that use FBW
and request the daily reports. Receipt of the daily reports (and thus
the proposed fee) will be optional for TPHs. In addition, the proposed
fee applies only to users of FBWs located at the Exchange and is not
intended for competitive reasons. The proposed fee merely allows the
Exchange to recoup the cost imposed on it by the third-party vendor for
the provision of these daily reports by passing it through to each
requesting TPH.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received from Members, Participants, or Others
The Exchange neither solicited nor received comments on the
proposed rule change.
[[Page 42386]]
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 \13\ and paragraph (f) of Rule 19b-4 \14\
thereunder. 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 will institute proceedings to
determine whether the proposed rule change should be approved or
disapproved.
---------------------------------------------------------------------------
\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 17 CFR 240.19b-4(f).
---------------------------------------------------------------------------
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-CBOE-2014-055 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-CBOE-2014-055. 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-CBOE-2014-055 and should be
submitted on or before August 11, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
---------------------------------------------------------------------------
\15\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-17013 Filed 7-18-14; 8:45 am]
BILLING CODE 8011-01-P