Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change to Related to Fees for Use of BATS Exchange, Inc., 64445-64447 [2014-25667]
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Federal Register / Vol. 79, No. 209 / Wednesday, October 29, 2014 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73413; File No. SR–BATS–
2014–051]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change to Related to Fees for
Use of BATS Exchange, Inc.
October 23, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on October
16, 2014, BATS Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BATS ’’) 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 filed a proposal to
amend the fee schedule applicable to
Members 3 and non-members of the
Exchange pursuant to BATS Rules
15.1(a) and (c). Changes to the fee
schedule pursuant to this proposal are
effective upon filing.
The text of the proposed rule change
is available at the Exchange’s Web site
at https://www.batstrading.com/, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
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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 parts of such
statements.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 A Member is defined as ‘‘any registered broker
or dealer that has been admitted to membership in
the Exchange.’’ See Exchange Rule 1.5(n).
2 17
VerDate Sep<11>2014
16:21 Oct 28, 2014
Jkt 235001
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
On April 17, 2014, the Exchange filed
a proposal to adopt rules to create a
Lead Market Maker Program (the
‘‘Program’’) on an immediately effective
basis.4 The Exchange then filed a
proposal to adopt pricing related to the
Program on May 28, 2014.5 The Program
was implemented on June 2, 2014.
The Program provides enhanced
rebates to market makers registered with
the Exchange (‘‘Market Makers’’) 6 that
are also registered as a lead market
maker (‘‘LMM’’) in an LMM Security 7
and meet certain minimum quoting
standards (‘‘Minimum Performance
Standards’’) 8 in BATS-listed ETPs 9
based on the consolidated average daily
volume (‘‘CADV’’) of the security. The
annual listing fee for an ETP is also
based on the CADV of the security and
was designed to offset the enhanced
rebates paid to LMMs in the security.
The Program was intended to strengthen
market quality for BATS-listed ETPs.
The Program, however, has not been
adopted by issuers and market
participants as readily as the Exchange
had originally anticipated and there are
currently no BATS-listed ETPs
participating in the Program. The
purpose of this filing is to eliminate
such enhanced rebates and to make
corresponding clarifying changes to the
fee schedule. In coordination with this
filing to eliminate the enhanced rebates
for LMMs in LMM Securities, the
Exchange has filed a separate filing to
eliminate all annual listing fees for
BATS-listed ETPs.10
The Exchange proposes to modify its
pricing for orders that add displayed
liquidity in LMM Securities entered by
LMMs that meet the Minimum
Performance Standards (a ‘‘Qualified
LMM’’). The Exchange is proposing to
eliminate its existing tiered rebate
structure that is based on the CADV of
4 See Securities Exchange Act Release No. 72020
(April 25, 2014) 79 FR 24807 (May 1, 2014) (SR–
BATS–2014–015).
5 See Securities Exchange Act Release No. 72333
(June 5, 2014) 79 FR 33630 (June 11, 2014) (SR–
BATS–2014–019).
6 See BATS Rule 11.5.
7 As defined in Rule 11.8(e)(1)(C), LMM Security
means an ETP that has an LMM.
8 As defined in Rule 11.8(e)(1)(D), Minimum
Performance Standards means a set of standards
applicable to an LMM that may be determined from
time to time by the Exchange.
9 As defined in Rule 11.8(e)(1)(A), ETP means any
security listed pursuant to Exchange Rule 14.11.
10 See SR–BATS–2014–050, filed October 16,
2014, available at: https://www.batstrading.com/
regulation/rule_filings/bzx/.
PO 00000
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Fmt 4703
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64445
the LMM Security.11 Currently, unless
an LMM otherwise qualifies for a higher
rebate, a Qualified LMM shall receive
the following rebates for each share of
added displayed liquidity: where the
CADV is 10,000 or less, $0.0070; where
the CADV is between 10,001 and
40,000, $0.0050; where the CADV is
between 40,001 and 80,000, $0.0045;
where the CADV is between 80,001 and
150,000, $0.0040; and where the CADV
is greater than 150,000, $0.0035. While
not possible under the current pricing
structure, in the event that a Qualified
LMM is ever eligible to receive a higher
per share rebate under non-LMM
pricing, the Qualified LMM will receive
such higher non-LMM rebate. As
currently implemented, LMM rebates
are not eligible for additional rebates
like the NBBO Setter or NBBO Joiner
rebates currently offered by the
Exchange. The Exchange is proposing to
eliminate enhanced rebates for
Qualifying LMMs that add liquidity in
LMM securities and instead apply the
standard fees and rebates to all Members
in all securities, including BATS-listed
securities.
The Exchange is not proposing to
make any other changes to its existing
price structure. The Exchange is also not
proposing to terminate operation of the
Program. Thus, while LMMs will not
receive enhanced rebates in BATS-listed
ETPs, Market Makers may continue to
register as LMMs in such BATS-listed
ETPs in accordance with BATS Rule
11.8(e).
Corresponding Changes
Finally, the Exchange proposes to
make several non-substantive changes to
the fee schedule, including removal of
the text of footnote 3, which defines the
term CADV, and reserving the footnote
in order to maintain the current
numbering of footnotes in the fee
schedule.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder that
are applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6 of the Act.12
Specifically, the Exchange believes that
the proposed rule change is consistent
with Section 6(b)(4) and 6(b)(5) of the
11 As defined in the proposed fee schedule,
‘‘CADV’’ means consolidated average daily volume
calculated as the average daily volume reported for
a security by all exchanges and trade reporting
facilities to a consolidated transaction reporting
plan for the three calendar months preceding the
month for which the fees apply.
12 15 U.S.C. 78f.
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mstockstill on DSK4VPTVN1PROD with NOTICES
64446
Federal Register / Vol. 79, No. 209 / Wednesday, October 29, 2014 / Notices
Act,13 in that it provides for the
equitable allocation of reasonable dues,
fees and other charges among members
and other persons using any facility or
system which the Exchange operates or
controls and it does not unfairly
discriminate between customers,
issuers, brokers or dealers. The
Exchange notes that it operates in a
highly competitive market in which
market participants can readily direct
order flow to competing venues if they
deem fee levels at a particular venue to
be excessive.
The Exchange believes that the
proposal to eliminate LMM rebates is
reasonable, equitable, and not unfairly
discriminatory because it will result in
standard fees and rebates being applied
equally to all Members of the Exchange.
Further, the potential decrease in
rebates to LMMs in LMM Securities is
reasonable, equitable, and not unfairly
discriminatory because there are not
currently any LMM Securities listed on
the Exchange.
The Exchange further believes that the
proposal, especially when considered in
conjunction with a separate proposal
filed today that will eliminate annual
listing fees for ETPs listed on the
Exchange,14 will encourage the
development of new financial products,
provide a better trading environment for
investors in ETPs, and generally
encourage greater competition between
listing venues by allowing the Exchange
to provide issuers with a venue on
which they are able to list ETPs without
having to pay annual fees.
Based on the foregoing, the Exchange
believes that the proposed amendments
to the fee schedule provides for the
equitable allocation of reasonable dues,
fees and other charges among members
and other persons using any facility or
system which the Exchange operates or
controls and it does not unfairly
discriminate between customers,
issuers, brokers or dealers. Further, the
Exchange believes that, combined with
the amendment to eliminate annual
listing fees, [sic] will enhance the
Exchange’s ability to compete as a
listing venue in ETPs by allowing the
Exchange to provide listing services
without annual fees that it would
otherwise not be able to provide if it
continued to offer enhanced rebates.
Accordingly, by allowing the Exchange
to better compete as a listing venue, the
Exchange believes that the proposal is
designed to remove impediments to and
perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
13 15
U.S.C. 78f(b)(4) and (5).
supra note 10.
16:21 Oct 28, 2014
Corresponding Changes
Finally, the Exchange believes that
the clarifying change that deletes the
text of footnote 3 and designates it as
being reserved is reasonable as it will
help to avoid confusion for those that
review the Exchange’s fee schedule. The
Exchange notes that this proposed
change is not designed to amend any fee
or rebate, nor alter the manner in which
it assesses fees or calculates rebates. The
Exchange believes that the proposed
amendment is intended to make the fee
schedule clearer and less confusing for
investors and eliminate potential
investor confusion, thereby removing
impediments to and perfecting the
mechanism of a free and open market
and a national market system, and, in
general, protecting investors and the
public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will result in
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
The Exchange does not believe that the
changes burden competition, but
instead, enhance competition, as they
are made in conjunction with the
elimination of annual fees for ETPs
listed on the Exchange,16 as described
above, which the Exchange believes will
increase the competitiveness of the
Exchange’s listings program. As stated
above, the Exchange notes that it
operates in a highly competitive market
in which market participants can
readily direct order flow to competing
venues if the [sic] deem fee structures to
be unreasonable or excessive. As such,
the proposal is a competitive proposal
that is intended to enhance the
Exchange’s ability to compete as a
listing venue for ETPs, which will, in
turn, benefit the Exchange, ETP issuers,
and all Exchange participants. In
addition, the Exchange believes that the
proposed non-substantive changes to
the footnotes on the fee schedule would
not affect intermarket nor intramarket
competition because the changes do not
15 15
14 See
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investors and the public interest.
Further, the Exchange believes that the
proposal will enhance the Exchange’s
program for listing securities on the
Exchange, which will, in turn, provide
issuers with another option for raising
capital in the public markets, thereby
promoting the principles discussed in
Section 6(b)(5) of the Act.15
U.S.C. 78f(b)(5).
supra note 10.
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Fmt 4703
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any written
comments from members or other
interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 17 and paragraph (f) of Rule
19b–4 thereunder.18 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.
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 rulecomments@sec.gov. Please include File
Number SR–BATS–2014–051 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–BATS–2014–051. 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
17 15
16 See
Jkt 235001
alter any fees or rebates on the Exchange
or the criteria associated therewith.
18 17
Sfmt 4703
E:\FR\FM\29OCN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
29OCN1
Federal Register / Vol. 79, No. 209 / Wednesday, October 29, 2014 / Notices
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
offices of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–BATS–
2014–051, and should be submitted on
or before November 19, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Kevin M. O’ Neill,
Deputy Secretary.
[FR Doc. 2014–25667 Filed 10–28–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73410; File No. SR–BX–
2014–048]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
of a Proposed Rule Change To
Establish the Retail Price Improvement
Program on a Pilot Basis Expiring
Twelve Months From the Date of
Implementation
mstockstill on DSK4VPTVN1PROD with NOTICES
October 23, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on October
17, 2014, NASDAQ OMX BX, Inc. (‘‘BX’’
or the ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I and
II below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
19 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Sep<11>2014
16:21 Oct 28, 2014
Jkt 235001
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) a proposed
rule change that would adopt new BX
Rule 4780 to establish a Retail Price
Improvement (‘‘RPI’’) Program (the
‘‘Program’’ or ‘‘proposed rule change’’)
to attract additional retail order flow to
the Exchange while also providing the
potential for price improvement to such
order flow.
The Exchange has designated
December 1, 2014 as the date the
proposed rule change becomes effective.
The text of the proposed rule change
is available from the Exchange’s Web
site at https://
nasdaqomxbx.cchwallstreet.com/
Filings/, at the Exchange’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
Background
The Exchange is proposing a one-year
pilot program that would add new BX
Rule 4780 to establish an RPI Program
to attract additional retail order flow to
the Exchange while also providing the
potential for price improvement to such
order flow.3 Under the proposed rule
change, the Exchange would create a
new class of market participant called a
Retail Member Organization (‘‘RMO’’),
which would be eligible to submit
certain retail order flow (‘‘Retail
3 This filing is substantially the same to the one
establishing the RPI pilot by The NASDAQ Stock
Market LLC (‘‘NASDAQ’’). The NASDAQ pilot
program expires on December 31, 2014. See
Securities Exchange Act Release No. 68937
(February 15, 2013), 78 FR 12397 (February 22,
2013) (‘‘RPI Approval Order’’) (SR–NASDAQ–2012–
129).
PO 00000
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Sfmt 4703
64447
Orders’’) to the Exchange. As proposed,
BX members (‘‘Members’’) will be
permitted to provide potential price
improvement for Retail Orders in the
form of non-displayed interest that is
priced more aggressively than the
Protected National Best Bid or Offer
(‘‘Protected NBBO’’).4
Definitions
The Exchange proposes to adopt the
following definitions under proposed
BX Rule 4780. First, the term ‘‘Retail
Member Organization’’ (or ‘‘RMO’’)
would be defined as a Member (or a
division thereof) that has been approved
by the Exchange to submit Retail
Orders.
Second, the term ‘‘Retail Order’’
would be defined as an agency order, or
riskless principal order that satisfies the
criteria of FINRA Rule 5320.03, that
originates from a natural person and is
submitted to the Exchange by an RMO,
provided that no change is made to the
terms of the order with respect to price
(except in the case of a market order
being changed to a marketable limit
order) or side of market and the order
does not originate from a trading
algorithm or any other computerized
methodology. The criteria set forth in
FINRA Rule 5320.03 adds additional
precision to the definition of ‘‘Retail
Order’’ by clarifying that an RMO may
enter Retail Orders on a riskless
principal basis, provided that (i) the
entry of such riskless principal orders
meet the requirements of FINRA Rule
5320.03, including that the RMO
maintains supervisory systems to
reconstruct, in a time-sequenced
manner, all Retail Orders that are
entered on a riskless principal basis;
and (ii) the RMO submits a report,
contemporaneously with the execution
of the facilitated order, that identifies
the trade as riskless principal.
The term ‘‘Retail Price Improvement
Order’’ or ‘‘RPI Order’’ or collectively
‘‘RPI interest’’ would be defined as nondisplayed liquidity on the Exchange that
is priced more aggressively than the
Protected NBBO by at least $0.001 and
that is identified as an RPI Order in a
4 The term Protected Quotation is defined in
Chapter XII, Sec. 1(19) and has the same meaning
as is set forth in Regulation NMS Rule 600(b)(58).
The Protected NBBO is the best-priced protected
bid and offer. Generally, the Protected NBBO and
the national best bid and offer (‘‘NBBO’’) will be the
same. However, a market center is not required to
route to the NBBO if that market center is subject
to an exception under Regulation NMS Rule
611(b)(1) or if such NBBO is otherwise not available
for an automatic execution. In such case, the
Protected NBBO would be the best-priced protected
bid or offer to which a market center must route
interest pursuant to Regulation NMS Rule 611.
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Agencies
[Federal Register Volume 79, Number 209 (Wednesday, October 29, 2014)]
[Notices]
[Pages 64445-64447]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-25667]
[[Page 64445]]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-73413; File No. SR-BATS-2014-051]
Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change to Related
to Fees for Use of BATS Exchange, Inc.
October 23, 2014.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on October 16, 2014, BATS Exchange, Inc. (the ``Exchange'' or ``BATS
'') 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 filed a proposal to amend the fee schedule applicable
to Members \3\ and non-members of the Exchange pursuant to BATS Rules
15.1(a) and (c). Changes to the fee schedule pursuant to this proposal
are effective upon filing.
---------------------------------------------------------------------------
\3\ A Member is defined as ``any registered broker or dealer
that has been admitted to membership in the Exchange.'' See Exchange
Rule 1.5(n).
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at https://www.batstrading.com/, at the principal office of the
Exchange, and at the Commission's Public Reference Room.
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 parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
On April 17, 2014, the Exchange filed a proposal to adopt rules to
create a Lead Market Maker Program (the ``Program'') on an immediately
effective basis.\4\ The Exchange then filed a proposal to adopt pricing
related to the Program on May 28, 2014.\5\ The Program was implemented
on June 2, 2014.
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 72020 (April 25,
2014) 79 FR 24807 (May 1, 2014) (SR-BATS-2014-015).
\5\ See Securities Exchange Act Release No. 72333 (June 5, 2014)
79 FR 33630 (June 11, 2014) (SR-BATS-2014-019).
---------------------------------------------------------------------------
The Program provides enhanced rebates to market makers registered
with the Exchange (``Market Makers'') \6\ that are also registered as a
lead market maker (``LMM'') in an LMM Security \7\ and meet certain
minimum quoting standards (``Minimum Performance Standards'') \8\ in
BATS-listed ETPs \9\ based on the consolidated average daily volume
(``CADV'') of the security. The annual listing fee for an ETP is also
based on the CADV of the security and was designed to offset the
enhanced rebates paid to LMMs in the security. The Program was intended
to strengthen market quality for BATS-listed ETPs. The Program,
however, has not been adopted by issuers and market participants as
readily as the Exchange had originally anticipated and there are
currently no BATS-listed ETPs participating in the Program. The purpose
of this filing is to eliminate such enhanced rebates and to make
corresponding clarifying changes to the fee schedule. In coordination
with this filing to eliminate the enhanced rebates for LMMs in LMM
Securities, the Exchange has filed a separate filing to eliminate all
annual listing fees for BATS-listed ETPs.\10\
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\6\ See BATS Rule 11.5.
\7\ As defined in Rule 11.8(e)(1)(C), LMM Security means an ETP
that has an LMM.
\8\ As defined in Rule 11.8(e)(1)(D), Minimum Performance
Standards means a set of standards applicable to an LMM that may be
determined from time to time by the Exchange.
\9\ As defined in Rule 11.8(e)(1)(A), ETP means any security
listed pursuant to Exchange Rule 14.11.
\10\ See SR-BATS-2014-050, filed October 16, 2014, available at:
https://www.batstrading.com/regulation/rule_filings/bzx/.
---------------------------------------------------------------------------
The Exchange proposes to modify its pricing for orders that add
displayed liquidity in LMM Securities entered by LMMs that meet the
Minimum Performance Standards (a ``Qualified LMM''). The Exchange is
proposing to eliminate its existing tiered rebate structure that is
based on the CADV of the LMM Security.\11\ Currently, unless an LMM
otherwise qualifies for a higher rebate, a Qualified LMM shall receive
the following rebates for each share of added displayed liquidity:
where the CADV is 10,000 or less, $0.0070; where the CADV is between
10,001 and 40,000, $0.0050; where the CADV is between 40,001 and
80,000, $0.0045; where the CADV is between 80,001 and 150,000, $0.0040;
and where the CADV is greater than 150,000, $0.0035. While not possible
under the current pricing structure, in the event that a Qualified LMM
is ever eligible to receive a higher per share rebate under non-LMM
pricing, the Qualified LMM will receive such higher non-LMM rebate. As
currently implemented, LMM rebates are not eligible for additional
rebates like the NBBO Setter or NBBO Joiner rebates currently offered
by the Exchange. The Exchange is proposing to eliminate enhanced
rebates for Qualifying LMMs that add liquidity in LMM securities and
instead apply the standard fees and rebates to all Members in all
securities, including BATS-listed securities.
---------------------------------------------------------------------------
\11\ As defined in the proposed fee schedule, ``CADV'' means
consolidated average daily volume calculated as the average daily
volume reported for a security by all exchanges and trade reporting
facilities to a consolidated transaction reporting plan for the
three calendar months preceding the month for which the fees apply.
---------------------------------------------------------------------------
The Exchange is not proposing to make any other changes to its
existing price structure. The Exchange is also not proposing to
terminate operation of the Program. Thus, while LMMs will not receive
enhanced rebates in BATS-listed ETPs, Market Makers may continue to
register as LMMs in such BATS-listed ETPs in accordance with BATS Rule
11.8(e).
Corresponding Changes
Finally, the Exchange proposes to make several non-substantive
changes to the fee schedule, including removal of the text of footnote
3, which defines the term CADV, and reserving the footnote in order to
maintain the current numbering of footnotes in the fee schedule.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder that are applicable to a national securities exchange, and,
in particular, with the requirements of Section 6 of the Act.\12\
Specifically, the Exchange believes that the proposed rule change is
consistent with Section 6(b)(4) and 6(b)(5) of the
[[Page 64446]]
Act,\13\ in that it provides for the equitable allocation of reasonable
dues, fees and other charges among members and other persons using any
facility or system which the Exchange operates or controls and it does
not unfairly discriminate between customers, issuers, brokers or
dealers. The Exchange notes that it operates in a highly competitive
market in which market participants can readily direct order flow to
competing venues if they deem fee levels at a particular venue to be
excessive.
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\12\ 15 U.S.C. 78f.
\13\ 15 U.S.C. 78f(b)(4) and (5).
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The Exchange believes that the proposal to eliminate LMM rebates is
reasonable, equitable, and not unfairly discriminatory because it will
result in standard fees and rebates being applied equally to all
Members of the Exchange. Further, the potential decrease in rebates to
LMMs in LMM Securities is reasonable, equitable, and not unfairly
discriminatory because there are not currently any LMM Securities
listed on the Exchange.
The Exchange further believes that the proposal, especially when
considered in conjunction with a separate proposal filed today that
will eliminate annual listing fees for ETPs listed on the Exchange,\14\
will encourage the development of new financial products, provide a
better trading environment for investors in ETPs, and generally
encourage greater competition between listing venues by allowing the
Exchange to provide issuers with a venue on which they are able to list
ETPs without having to pay annual fees.
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\14\ See supra note 10.
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Based on the foregoing, the Exchange believes that the proposed
amendments to the fee schedule provides for the equitable allocation of
reasonable dues, fees and other charges among members and other persons
using any facility or system which the Exchange operates or controls
and it does not unfairly discriminate between customers, issuers,
brokers or dealers. Further, the Exchange believes that, combined with
the amendment to eliminate annual listing fees, [sic] will enhance the
Exchange's ability to compete as a listing venue in ETPs by allowing
the Exchange to provide listing services without annual fees that it
would otherwise not be able to provide if it continued to offer
enhanced rebates. Accordingly, by allowing the Exchange to better
compete as a listing venue, the Exchange believes that the proposal is
designed 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. Further, the Exchange
believes that the proposal will enhance the Exchange's program for
listing securities on the Exchange, which will, in turn, provide
issuers with another option for raising capital in the public markets,
thereby promoting the principles discussed in Section 6(b)(5) of the
Act.\15\
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\15\ 15 U.S.C. 78f(b)(5).
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Corresponding Changes
Finally, the Exchange believes that the clarifying change that
deletes the text of footnote 3 and designates it as being reserved is
reasonable as it will help to avoid confusion for those that review the
Exchange's fee schedule. The Exchange notes that this proposed change
is not designed to amend any fee or rebate, nor alter the manner in
which it assesses fees or calculates rebates. The Exchange believes
that the proposed amendment is intended to make the fee schedule
clearer and less confusing for investors and eliminate potential
investor confusion, thereby removing impediments to and perfecting the
mechanism of a free and open market and a national market system, and,
in general, protecting investors and the public interest.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act, as amended. The
Exchange does not believe that the changes burden competition, but
instead, enhance competition, as they are made in conjunction with the
elimination of annual fees for ETPs listed on the Exchange,\16\ as
described above, which the Exchange believes will increase the
competitiveness of the Exchange's listings program. As stated above,
the Exchange notes that it operates in a highly competitive market in
which market participants can readily direct order flow to competing
venues if the [sic] deem fee structures to be unreasonable or
excessive. As such, the proposal is a competitive proposal that is
intended to enhance the Exchange's ability to compete as a listing
venue for ETPs, which will, in turn, benefit the Exchange, ETP issuers,
and all Exchange participants. In addition, the Exchange believes that
the proposed non-substantive changes to the footnotes on the fee
schedule would not affect intermarket nor intramarket competition
because the changes do not alter any fees or rebates on the Exchange or
the criteria associated therewith.
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\16\ See supra note 10.
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C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any written comments from members or other interested parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \17\ and paragraph (f) of Rule 19b-4
thereunder.\18\ 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.
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\17\ 15 U.S.C. 78s(b)(3)(A).
\18\ 17 CFR 240.19b-4(f).
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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-BATS-2014-051 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-BATS-2014-051. 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
[[Page 64447]]
change that are filed with the Commission, and all written
communications relating to the proposed rule change between the
Commission and any person, other than those that may be withheld from
the public in accordance with the provisions of 5 U.S.C. 552, will be
available for Web site viewing and printing in the Commission's Public
Reference Room, 100 F Street NE., Washington, DC 20549 on official
business days between the hours of 10:00 a.m. and 3:00 p.m. Copies of
such filing also will be available for inspection and copying at the
principal offices of the Exchange. All comments received will be posted
without change; the Commission does not edit personal identifying
information from submissions. You should submit only information that
you wish to make available publicly. All submissions should refer to
File Number SR-BATS-2014-051, and should be submitted on or before
November 19, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
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\19\ 17 CFR 200.30-3(a)(12).
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Kevin M. O' Neill,
Deputy Secretary.
[FR Doc. 2014-25667 Filed 10-28-14; 8:45 am]
BILLING CODE 8011-01-P