Self-Regulatory Organizations; Miami International Securities Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend the MIAX Options Fee Schedule, 62233-62237 [2014-24540]
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Federal Register / Vol. 79, No. 200 / Thursday, October 16, 2014 / 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:
[FR Doc. 2014–24542 Filed 10–15–14; 8:45 am]
BILLING CODE 8011–01–P
• 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–2014–50 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–2014–50. 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–
2014–50 and should be submitted on or
before November 6, 2014.
[Release No. 34–73326; File No. SR–MIAX–
2014–51]
Self-Regulatory Organizations; Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend the MIAX Options
Fee Schedule
October 9, 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 September 29, 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing a proposal to
amend the MIAX Options 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
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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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
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
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For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
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The Exchange proposes to amend the
Fee Schedule to reduce several testing
and certification fees, and System
connectivity fees for non-Members.
Specifically, the Exchange proposes to:
(i) Eliminate the Member and nonMember API testing and certification fee
for AIS; 3 (ii) eliminate the non-Member
networking connectivity fee for AIS; (iii)
eliminate the AIS Port fees; (iv) add a
monthly fee for Internal Distributors and
External Distributors of AIS; and (v)
clarify that non-Member fees that apply
to Third Party Vendors and Service
Bureaus also apply to other nonMembers.
API Testing and Certification
The Exchange assesses a one-time
Application Programming Interface
(‘‘API’’) testing and certification fee on
Members and non-Members for AIS.
Specifically, the Exchange assesses a
one-time API Testing and Certification
fee of $1,000.00 Members and $1,000.00
on third party vendors 4 and Service
Bureaus 5 whose software interfaces
with MIAX software in order to receive
the AIS market data feed. The API
makes it possible for third party
vendors’ and Service Bureaus’ software
to communicate with MIAX software
applications, and is subject to testing
with, and certification by, the Exchange.
The Exchange plans on migrating the
AIS data feed to a multicast data format
and thus will no longer need to assess
3 AIS market data feed includes: Opening
imbalance condition information; opening routing
information; Expanded Quote Range information, as
provided in MIAX Rule 503(f)(5); Post-Halt
Notification, as provided in MIAX Rule 504(d); and
Liquidity Refresh condition information, as
provided in MIAX Rule 515(c)(2). This additional
information (the ‘‘administrative information’’) is
included in the ToM feed and is not top of market
information. The administrative information is also
currently available to MIAX Market Makers via
connectivity with the MIAX Express Interface
(‘‘MEI’’), for which they are assessed connectivity
fees.
4 Third party vendors are subscribers of MIAX’s
market and other data feeds, which they in turn use
for redistribution purposes. Third party vendors do
not provide connectivity and therefore are not
subject to Network testing and certification.
5 A Service Bureau is a technology provider that
offers and supplies technology and technology
services to a trading firm that does not have its own
proprietary system. The technology and technology
services supplied by Service Bureaus includes both
software applications and connectivity, thus
Service Bureaus are subject to both API testing and
certification and Network testing and certification.
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API Testing and Certification fees to
market participants that receive AIS.
Therefore, the Exchange proposes to
eliminate the API testing and
certification fee for both Members and
non-Members because the Exchange
will no longer offer the AIS data feed in
a format that necessitates API testing
and certification.
AIS Port Fees
The Exchange assesses monthly AIS
Port fees for the use of AIS Ports, which
provide the connectivity necessary to
receive the AIS from the MIAX System.
The Exchange assesses monthly AIS
Port fees based on the number of
Exchange matching engines to which a
subscriber connects. Specifically, the
Exchange assesses a monthly AIS Port
fee of $1,000.00 for the first matching
engine on which an AIS has two ports,
$250.00 each for the second through
fifth matching engines on which an AIS
has two ports, and $125.00 each for the
sixth matching engine and any
additional engines on which the AIS has
the two ports. As mentioned above, the
Exchange plans on migrating the AIS
data feed to a multicast data format and
thus will no longer needs to assess API
Port fees to market participants that
receive AIS. Therefore, the Exchange
proposes to eliminate the AIS Port fees
because the Exchange will no longer
offer the AIS data feed in a format that
necessitates the use of AIS Ports.
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Internal Distributors and External
Distributors
The Exchange proposes to charge
monthly fees to Distributors of the AIS
market data product that receive a feed
of AIS 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’’ 6 or an ‘‘External
Distributor’’.7 The Exchange will assess
Internal Distributor’s a monthly fee of
$1,000.00 and External Distributor’s a
monthly fee of $1,500.00 for the AIS
market data product. The Exchange
notes that all Distributors are required to
execute a MIAX Distributor Agreement.
The fees for AIS will be reduced for new
6 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).
7 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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Distributors for the first month during
which they subscribe to AIS, based on
the number of trading days that have
been held during the month prior to the
date on which they subscribe. Such new
Distributors will be assessed a pro-rata
percentage of the fees described above,
which is the percentage of the number
of trading days remaining in the affected
calendar month as of the date on which
they begin to receive the AIS feed,
divided by the total number of trading
days in the affected calendar month.
The monthly fee for Internal
Distributors and External Distributors of
AIS will be waived if they also
subscribe to the ToM market data
product. The Exchange believes that
waiving the fees for Internal Distributors
and External Distributors of AIS will
encourage additional market
participants that currently subscribe to
ToM to use the service to receive
administrative information.8
Finally, the Exchange proposes to
amend the Fee Schedule in several
places to clarify that non-Member fees
that apply to Third Party Vendors and
Service Bureaus also apply to other nonMembers. The Exchange believes that
this change may reduce the potential for
confusion by market participants as to
which type of non-Members the nonMember fees apply to. The Exchange
also believes that clarification may
encourage more non-Members, other
than Third Party Vendors and Service
Bureaus, to use the Exchange’s market
data products.
2. Statutory Basis
The Exchange believes that its
proposal to amend its fee schedule is
consistent with Section 6(b) of the Act 9
in general, and furthers the objectives of
Section 6(b)(4) of the Act 10 in
particular, in that it is an equitable
allocation of reasonable fees and other
charges among Exchange members.
The Exchange believes the proposed
changes to eliminate several fees are
reasonable in that they are designed to
correspond with the migration of the
data feed to a new format that no longer
necessitates the fees being assessed. The
Exchange anticipates the changes will
8 The Exchange notes that in a companion filing
that the Exchange proposes to eventually to remove
messages related to administrative information and
Liquidity Seeking Events (‘‘LSE’’) from ToM and
MEI and add them to the AIS data feed to the extent
that they are not already included in AIS. See SR–
MIAX–2014–53. Thus, waiving the fees for Internal
Distributors and External Distributors of AIS will
allow market participants that subscribe to ToM to
continue to receive administrative information and
LSE related messages at no additional cost than
what is currently being assessed today.
9 15 U.S.C. 78f(b).
10 15 U.S.C. 78f(b)(4).
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result in a reasonable allocation of its
costs and expenses among its Members
and other persons using its facilities
because the proposed fees would enable
the Exchange to recover the costs
associated with providing such
infrastructure, and with offering access
through the network connections and
access and services, responding to
customer requests, configuring MIAX
systems, and administering the various
services [sic] connectivity services. The
Exchange believes the proposed fees are
equitable and not unfairly
discriminatory because the new fee
levels result in a more reasonable and
equitable allocation of fees amongst
non-Members and Members for similar
services. Access to the Exchange is
provided on fair and non-discriminatory
terms. Moreover, the decision as to
whether or not to subscribe to AIS is
entirely optional to all parties. Potential
subscribers are not required to purchase
the AIS market data feed. 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 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.11
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
11 Securities Exchange Act Release No. 51808
(June 9, 2005), 70 FR 37496 (June 29, 2005).
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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,
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 self-
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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-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
that the fees for AIS 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.’ 12
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
12 NetCoalition, 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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change may not be consistent with the
Act.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
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 a taking order seeing and
reacting to a posted order on a particular
platform, the posting of the 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
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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
revenues from both products. ‘‘No one
disputes that competition for order flow
is ‘fierce’.’’ 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
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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,
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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
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
E:\FR\FM\16OCN1.SGM
16OCN1
Federal Register / Vol. 79, No. 200 / Thursday, October 16, 2014 / Notices
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
AIS 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
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.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
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.13 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
13 15
U.S.C. 78s(b)(3)(A)(ii).
VerDate Sep<11>2014
17:19 Oct 15, 2014
Jkt 235001
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:
62237
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–24540 Filed 10–15–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
[Release No. 34–73327; File No. SR–CBOE–
2014–072]
• 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–2014–51 on the subject line.
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend the Fees
Schedule
Paper Comments
October 9, 2014.
• 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–2014–51. 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–
2014–51 and should be submitted on or
before November 6, 2014.
PO 00000
Frm 00146
Fmt 4703
Sfmt 4703
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 October
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
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
E:\FR\FM\16OCN1.SGM
16OCN1
Agencies
[Federal Register Volume 79, Number 200 (Thursday, October 16, 2014)]
[Notices]
[Pages 62233-62237]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-24540]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-73326; File No. SR-MIAX-2014-51]
Self-Regulatory Organizations; Miami International Securities
Exchange LLC; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Amend the MIAX Options Fee Schedule
October 9, 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 September 29, 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 the MIAX Options 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 Fee Schedule to reduce several
testing and certification fees, and System connectivity fees for non-
Members. Specifically, the Exchange proposes to: (i) Eliminate the
Member and non-Member API testing and certification fee for AIS; \3\
(ii) eliminate the non-Member networking connectivity fee for AIS;
(iii) eliminate the AIS Port fees; (iv) add a monthly fee for Internal
Distributors and External Distributors of AIS; and (v) clarify that
non-Member fees that apply to Third Party Vendors and Service Bureaus
also apply to other non-Members.
---------------------------------------------------------------------------
\3\ AIS market data feed includes: Opening imbalance condition
information; opening routing information; Expanded Quote Range
information, as provided in MIAX Rule 503(f)(5); Post-Halt
Notification, as provided in MIAX Rule 504(d); and Liquidity Refresh
condition information, as provided in MIAX Rule 515(c)(2). This
additional information (the ``administrative information'') is
included in the ToM feed and is not top of market information. The
administrative information is also currently available to MIAX
Market Makers via connectivity with the MIAX Express Interface
(``MEI''), for which they are assessed connectivity fees.
---------------------------------------------------------------------------
API Testing and Certification
The Exchange assesses a one-time Application Programming Interface
(``API'') testing and certification fee on Members and non-Members for
AIS. Specifically, the Exchange assesses a one-time API Testing and
Certification fee of $1,000.00 Members and $1,000.00 on third party
vendors \4\ and Service Bureaus \5\ whose software interfaces with MIAX
software in order to receive the AIS market data feed. The API makes it
possible for third party vendors' and Service Bureaus' software to
communicate with MIAX software applications, and is subject to testing
with, and certification by, the Exchange. The Exchange plans on
migrating the AIS data feed to a multicast data format and thus will no
longer need to assess
[[Page 62234]]
API Testing and Certification fees to market participants that receive
AIS. Therefore, the Exchange proposes to eliminate the API testing and
certification fee for both Members and non-Members because the Exchange
will no longer offer the AIS data feed in a format that necessitates
API testing and certification.
---------------------------------------------------------------------------
\4\ Third party vendors are subscribers of MIAX's market and
other data feeds, which they in turn use for redistribution
purposes. Third party vendors do not provide connectivity and
therefore are not subject to Network testing and certification.
\5\ A Service Bureau is a technology provider that offers and
supplies technology and technology services to a trading firm that
does not have its own proprietary system. The technology and
technology services supplied by Service Bureaus includes both
software applications and connectivity, thus Service Bureaus are
subject to both API testing and certification and Network testing
and certification.
---------------------------------------------------------------------------
AIS Port Fees
The Exchange assesses monthly AIS Port fees for the use of AIS
Ports, which provide the connectivity necessary to receive the AIS from
the MIAX System. The Exchange assesses monthly AIS Port fees based on
the number of Exchange matching engines to which a subscriber connects.
Specifically, the Exchange assesses a monthly AIS Port fee of $1,000.00
for the first matching engine on which an AIS has two ports, $250.00
each for the second through fifth matching engines on which an AIS has
two ports, and $125.00 each for the sixth matching engine and any
additional engines on which the AIS has the two ports. As mentioned
above, the Exchange plans on migrating the AIS data feed to a multicast
data format and thus will no longer needs to assess API Port fees to
market participants that receive AIS. Therefore, the Exchange proposes
to eliminate the AIS Port fees because the Exchange will no longer
offer the AIS data feed in a format that necessitates the use of AIS
Ports.
Internal Distributors and External Distributors
The Exchange proposes to charge monthly fees to Distributors of the
AIS market data product that receive a feed of AIS 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'' \6\ or an ``External
Distributor''.\7\ The Exchange will assess Internal Distributor's a
monthly fee of $1,000.00 and External Distributor's a monthly fee of
$1,500.00 for the AIS market data product. The Exchange notes that all
Distributors are required to execute a MIAX Distributor Agreement. The
fees for AIS will be reduced for new Distributors for the first month
during which they subscribe to AIS, based on the number of trading days
that have been held during the month prior to the date on which they
subscribe. Such new Distributors will be assessed a pro-rata percentage
of the fees described above, which is the percentage of the number of
trading days remaining in the affected calendar month as of the date on
which they begin to receive the AIS feed, divided by the total number
of trading days in the affected calendar month. The monthly fee for
Internal Distributors and External Distributors of AIS will be waived
if they also subscribe to the ToM market data product. The Exchange
believes that waiving the fees for Internal Distributors and External
Distributors of AIS will encourage additional market participants that
currently subscribe to ToM to use the service to receive administrative
information.\8\
---------------------------------------------------------------------------
\6\ 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).
\7\ 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).
\8\ The Exchange notes that in a companion filing that the
Exchange proposes to eventually to remove messages related to
administrative information and Liquidity Seeking Events (``LSE'')
from ToM and MEI and add them to the AIS data feed to the extent
that they are not already included in AIS. See SR-MIAX-2014-53.
Thus, waiving the fees for Internal Distributors and External
Distributors of AIS will allow market participants that subscribe to
ToM to continue to receive administrative information and LSE
related messages at no additional cost than what is currently being
assessed today.
---------------------------------------------------------------------------
Finally, the Exchange proposes to amend the Fee Schedule in several
places to clarify that non-Member fees that apply to Third Party
Vendors and Service Bureaus also apply to other non-Members. The
Exchange believes that this change may reduce the potential for
confusion by market participants as to which type of non-Members the
non-Member fees apply to. The Exchange also believes that clarification
may encourage more non-Members, other than Third Party Vendors and
Service Bureaus, to use the Exchange's market data products.
2. Statutory Basis
The Exchange believes that its proposal to amend its fee schedule
is consistent with Section 6(b) of the Act \9\ in general, and furthers
the objectives of Section 6(b)(4) of the Act \10\ in particular, in
that it is an equitable allocation of reasonable fees and other charges
among Exchange members.
---------------------------------------------------------------------------
\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
The Exchange believes the proposed changes to eliminate several
fees are reasonable in that they are designed to correspond with the
migration of the data feed to a new format that no longer necessitates
the fees being assessed. The Exchange anticipates the changes will
result in a reasonable allocation of its costs and expenses among its
Members and other persons using its facilities because the proposed
fees would enable the Exchange to recover the costs associated with
providing such infrastructure, and with offering access through the
network connections and access and services, responding to customer
requests, configuring MIAX systems, and administering the various
services [sic] connectivity services. The Exchange believes the
proposed fees are equitable and not unfairly discriminatory because the
new fee levels result in a more reasonable and equitable allocation of
fees amongst non-Members and Members for similar services. Access to
the Exchange is provided on fair and non-discriminatory terms.
Moreover, the decision as to whether or not to subscribe to AIS is
entirely optional to all parties. Potential subscribers are not
required to purchase the AIS market data feed. 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.\11\
---------------------------------------------------------------------------
\11\ 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
[[Page 62235]]
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, 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 AIS 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.' \12\
---------------------------------------------------------------------------
\12\ NetCoalition, 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
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 a taking order seeing and reacting to
a posted order on a particular platform, the posting of the 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
[[Page 62236]]
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 revenues from both
products. ``No one disputes that competition for order flow is
`fierce'.'' 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.
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
[[Page 62237]]
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 AIS 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 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.
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.\13\ 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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\13\ 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-2014-51 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-2014-51. 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-2014-51 and should be
submitted on or before November 6, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-24540 Filed 10-15-14; 8:45 am]
BILLING CODE 8011-01-P