Self-Regulatory Organizations; NASDAQ OMX BX; Notice of Filing and Immediate Effectiveness of a Proposed Rule Changes To Amend Rule 7018 To Amend Fees and Rebates in Connection With BX's Retail Price Improvement Program, 4325-4327 [2015-01375]
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Federal Register / Vol. 80, No. 17 / Tuesday, January 27, 2015 / Notices
31, 2016.5 In its request to extend the
exemption, the Exchange notes that the
Program was implemented gradually
over time. Accordingly, the Exchange
has asked for additional time to allow
itself and the Commission to analyze
data concerning the Program, which the
Exchange committed to provide to the
Commission.6 For this reason and the
reasons stated in the Order originally
granting the limited exemption, the
Commission finds that extending the
exemption, pursuant to its authority
under Rule 612(c) of Regulation NMS, is
appropriate in the public interest and
consistent with the protection of
investors.
Therefore, it is hereby ordered, that,
pursuant to Rule 612(c) of Regulation
NMS, the Exchange is granted a limited
exemption from Rule 612(c) of
Regulation NMS that allows it to accept
and rank orders priced equal to or
greater than $1.00 per share in
increments of $0.001, in connection
with the operation of its RPI Program,
until January 31, 2016.
The limited and temporary exemption
extended by this Order is subject to
modification or revocation if at any time
the Commission determines that such
action is necessary or appropriate in
furtherance of the purposes of the
Securities Exchange Act of 1934.
Responsibility for compliance with any
applicable provisions of the federal
securities laws must rest with the
persons relying on the exemption that is
the subject of this Order.
For the Commission, by the Division
of Trading and Markets, pursuant to
delegated authority.7
Brent J. Fields,
Secretary.
[FR Doc. 2015–01425 Filed 1–26–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
asabaliauskas on DSK5VPTVN1PROD with NOTICES
[Release No. 34–74107; File No. SR–BX–
2015–005]
Self-Regulatory Organizations;
NASDAQ OMX BX; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Changes To Amend Rule 7018 To
Amend Fees and Rebates in
Connection With BX’s Retail Price
Improvement Program
January 21, 2015.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
5 See
SR–BYX–2015–05.
RPI Approval Order, supra note 2, at 77 FR
at 71657.
7 17 CFR 200.30–3(a)(83).
6 See
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18:01 Jan 26, 2015
Jkt 235001
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on January
12, 2015, 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, 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 proposing changes to
amend BX Rule 7018 to amend fees and
rebates in connection with BX’s Retail
Price Improvement Program.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaqomxbx.cchwall
street.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. 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 purpose of this proposal is to
amend BX Rule 7018 to amend fees and
rebates for execution of orders under
BX’s Retail Price Improvement (‘‘RPI’’)
program. BX recently adopted the RPI
program,3 which provides incentives to
member firms (or a division thereof)
approved by the Exchange to participate
in the program (a ‘‘Retail Member
Organization’’ or ‘‘RMO’’) to submit
designated ‘‘Retail Orders’’ 4 for the
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 Securities Exchange Act Release No. 73410
(October 23, 2014), 79 FR 64447 (October 29, 2014)
(SR–BX–2014–048) (proposing RPI program and
exemption from SEC Rule 612 under Regulation
NMS, 17 CFR 242.612, in connection therewith);
see also Securities Exchange Act Release No. 73836
(December 15, 2014), 79 FR 75852 (December 19,
2014) (SR–BX–2014–059).
4 A Retail Order is defined in BX Rule 4780(a)(2),
in part, as ‘‘an agency or riskless principal order
2 17
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Fmt 4703
Sfmt 4703
4325
purpose of seeking price improvement.
All BX members may enter retail price
improvement orders (‘‘RPI Orders’’),5 a
form of non-displayed orders that are
priced more aggressively than the
Protected National Best Bid or Offer
(‘‘NBBO’’) by at least $0.001 per share,
for the purpose of offering such price
improvement. RMOs may use two types
of Retail Orders. A Type 1 Retail Order
is eligible to execute only against RPI
Orders and other orders (such as
midpoint pegged orders) that will
provide price improvement. Type 2
Retail Orders interact first with
available RPI Orders and other price
improving orders, and then are eligible
to access non-price improving liquidity
on the BX book and to route to other
trading venues if so designated.
BX currently offers a rebate of $0.0025
per share executed to RMOs with
respect to Retail Orders that execute
against RPI Orders. RMO Retail Orders
that execute against other orders
providing price improvement with
respect to the NBBO will receive a
rebate otherwise applicable to
executions of orders that access
liquidity. For Type 2 Retail Orders that
execute against non-price improving
orders on the BX book, BX offers a
rebate otherwise applicable to execution
of orders that access liquidity. Similarly,
when Type 2 Retail Orders are routed
and execute at another trading venue,
BX charges the fee otherwise applicable
to execution of routed orders. For RPI
Orders that provide liquidity, BX
charges a fee of $0.0025 per share
executed. Other orders that provide
liquidity to Retail Orders will receive
the credit or pay the fee otherwise
applicable to orders that provide
liquidity.
BX is proposing to provide greater
incentives to RMOs to participate in the
program by providing two new tiers of
credits provided under the program.
Specifically, BX proposes to provide
RMOs a credit of $0.0005 per share
executed for a Retail Order that accesses
non-Retail Price Improvement midpoint
liquidity. This is the same credit all
orders that execute against midpoint
pegged orders currently receive under
that satisfies the criteria of FINRA Rule 5320.03,
that originates from a natural person and is
submitted to the Exchange by a Retail Member
Organization, provided that no change is made to
the terms of the order with respect to price (except
in the case that a market order is 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.’’
5 A Retail Price Improvement Order is defined in
BX Rule 4780(a)(3), in part, as consisting of ‘‘nondisplayed liquidity on the Exchange that is priced
better than the Protected NBBO by at least $0.001
and that is identified as such.’’
E:\FR\FM\27JAN1.SGM
27JAN1
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Federal Register / Vol. 80, No. 17 / Tuesday, January 27, 2015 / Notices
Rule 7018(a). BX is now including the
credit as a stand-alone credit
incorporated into the program. BX is
also providing RMOs with a new credit
of $0.0017 per share executed for a
Retail Order that accesses other
liquidity on the Exchange book.
Currently, such an order would receive
a credit ranging from $0.0004 to $0.0015
per share executed under Rule 7018(a),
depending on a member firm’s removing
and adding activity during the month.
BX is adding the new increased credit
for a Retail Order that accesses other
liquidity on the Exchange book, which
will not be tied to the member firm’s
average daily volume during the month.
As a consequence of adding the two
new credit tiers to the RPI Program, BX
is eliminating language under the rule
that encompasses such orders, noting
that the fees under Rule 7018(a) and (b)
apply. Specifically, BX is deleting
language concerning Retail Orders that
access other liquidity at a price better
than the national best bid or best offer.
Such Retail Orders may be either Type
1 or Type 2. Likewise, BX is deleting
language concerning Type 2 Retail
Orders that access other liquidity from
the Exchange book. The orders covered
by these two sections are now included
in the two new credit tiers of the rule.
For example, an order that would
qualify under the proposed new tier
applicable to Retail Orders that accesses
non-Retail Price Improvement midpoint
liquidity currently falls under the
section concerning a Retail Order that
accesses other liquidity at a price better
than the national best bid and offer.
Similarly, an order that would qualify
under the proposed new tier applicable
to a Retail Order that accesses other
liquidity on the Exchange book
currently falls under one of the deleted
sections, as such orders must be either
a Retail Order that accesses other
liquidity at a price better than the
national best bid or best offer, or is a
Type 2 Retail Order that accesses other
liquidity from the Exchange book.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
2. Statutory Basis
BX believes that the proposed rule
change is consistent with the provisions
of Section 6 of the Act,6 in general, and
with Sections 6(b)(4) and 6(b)(5) of the
Act,7 in particular, in that it provides for
the equitable allocation of reasonable
dues, fees and other charges among
members and issuers and other persons
using any facility or system which BX
operates or controls, and is not designed
6 15
7 15
U.S.C. 78f.
U.S.C. 78f(b)(4) and (5).
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18:01 Jan 26, 2015
Jkt 235001
to permit unfair discrimination between
customers, issuers, brokers, or dealers.
The proposed new credits provided to
RMOs under the RPI program are
reflective of BX’s ongoing efforts to use
pricing incentive programs to attract
orders of retail customers to BX and
improve market quality. The goal of this
program and similar pricing incentives
is to provide meaningful incentives for
members that represent the orders of
retail customers to increase their
participation on BX. The proposed
credit of $0.0005 per share executed
with respect to Retail Orders that access
non-Retail Price Improvement Order
midpoint liquidity is reasonable because
it merely incorporates the current credit
provided for such orders under Rule
7018(a) into the RPI program. The
change is consistent with an equitable
allocation of fees because it will allow
BX to disassociate the credit from the
credit provided under Rule 7018(a) so
that the RPI program credit will not be
affected by changes to the credit under
Rule 7018(a). Moreover, all member
firms that qualify for the new tier will
receive the credit. BX further believes
that the proposed credit tier is not
unreasonably discriminatory because it
is designed to separate order activity
under the program from the normal
credit provided under Rule 7018(a). As
such, BX may increase the proposed
credit, or reduce the related credit under
Rule 7018(a), resulting in a more
meaningful economic benefit to member
firms that participate in the RPI
program. Such incentive pricing in
consistent with the goal of increasing
participation in this beneficial program.
Similarly, BX believes that the
proposed credit of $0.0017 per share
executed with respect to Retail Orders
that access other liquidity on the
Exchange book is reasonable because it
provides greater incentive to member
firms to participate in this beneficial
program. The proposed credit is greater
than the highest credit tier currently
available for such orders under Rule
7018(a). Moreover, as opposed to the
other tiers under Rule 7018(a) the new
credit is not tied to any other measure,
which provides further incentive to
member firms to participate in the
program. The proposed change is
consistent with an equitable allocation
of fees because it provides incentive
pricing to all member firms that qualify
under the program. BX further believes
that the proposed credit tier is not
unreasonably discriminatory because it
is designed to provide further
meaningful incentives for members that
represent the orders of retail customers
to increase their participation on BX.
Because retail orders are likely to reflect
PO 00000
Frm 00084
Fmt 4703
Sfmt 4703
long-term investment intentions, they
promote price discovery. Accordingly,
their presence in the BX market has the
potential to benefit all market
participants. For this reason, BX
believes that it is equitable and not
unfairly discriminatory to provide
significant financial incentives to
encourage greater retail participation in
the market.
Elimination of the existing sections of
the RPI Program that note that certain
orders will be subject to the current fees
and credits under Rule 7018(a) and (b)
is reasonable because they are replaced
by the new credit tiers, as discussed
above. The Exchange believes that
elimination of these sections is an
equitable allocation and not unfairly
discriminatory because they allow the
Exchange to offer incentive pricing to a
wider range of beneficial order activity,
which will be provided to all member
firms that meet the requirements for the
credits.
Finally, BX notes that it operates in a
highly competitive market in which
market participants can readily favor
competing venues if they deem fee
levels at a particular venue to be
excessive. In such an environment, BX
must continually adjust its fees to
remain competitive with other
exchanges and with alternative trading
systems that have been exempted from
compliance with the statutory standards
applicable to exchanges. BX believes
that the proposed rule change reflects
this competitive environment because it
is designed to allow BX to compete with
other exchanges that offer similar price
improvement programs for retail orders.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
BX 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. In this
instance, the RPI program is designed to
allow BX to compete more effectively
with the New York Stock Exchange,
NYSE MKT LLC, NYSE Arca, Inc. and
the BATS–Y Exchange, all of which
offer similar programs designed to
attract retail order flow. BX believes that
the proposed higher credit with respect
to Retail Orders will enhance
competition by drawing additional retail
order flow to BX and, as a consequence,
possibly encouraging other trading
venues to make competitive pricing
changes.
For these reasons and the reasons
discussed in connection with the
statutory basis for the proposed rule
change, BX does not believe that the
proposed changes will impose any
E:\FR\FM\27JAN1.SGM
27JAN1
Federal Register / Vol. 80, No. 17 / Tuesday, January 27, 2015 / Notices
burden on competition, but rather may
promote competition among order
execution venues for orders of retail
customers.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or 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)
of the Act 8 and paragraph (f) of Rule
19b–4 thereunder.9 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:
asabaliauskas on DSK5VPTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
BX–2015–005 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–BX–2015–005. 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
8 15
9 17
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
VerDate Sep<11>2014
18:01 Jan 26, 2015
Jkt 235001
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–BX–
2015–005, and should be submitted on
or before February 17, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Brent J. Fields,
Secretary.
[FR Doc. 2015–01375 Filed 1–26–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74109; File No. SR–NYSE–
Arca–2014–134]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Order Approving a
Proposed Rule Change To List and
Trade Shares of the IQ Wilshire
Alternative Strategies ETF Under NYSE
Arca Equities Rule 8.600
January 21, 2015.
I. Introduction
On November 18, 2014, NYSE Arca,
Inc. (the ‘‘Exchange’’ or ‘‘NYSE Arca’’)
filed with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) 1 of the Securities
Exchange Act of 1934 (‘‘Act’’ or
‘‘Exchange Act’’) 2 and Rule 19b–4
thereunder,3 a proposed rule change to
list and trade shares (‘‘Shares’’) of the IQ
Wilshire Alternative Strategies ETF (the
‘‘Fund’’) under NYSE Arca Equities
Rule 8.600. The proposed rule change
was published for comment in the
Federal Register on December 8, 2014.4
The Commission received no comments
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
4 See Securities Exchange Act Release No. 73716
(December 2, 2014), 79 FR 72723 (‘‘Notice’’).
1 15
PO 00000
Frm 00085
Fmt 4703
Sfmt 4703
4327
on the proposed rule change. This order
approves the proposed rule change.
II. Description of the Proposal
The Exchange proposes to list and
trade the Shares under NYSE Arca
Equities Rule 8.600, which governs the
listing and trading of Managed Fund
Shares on the Exchange. The Fund is a
series of the IndexIQ Active ETF Trust
(the ‘‘Trust’’).5 The Fund is an activelymanaged exchange-traded fund (‘‘ETF’’)
and does not seek to replicate the
performance of a specified index.
IndexIQ Advisors LLC (the ‘‘Adviser’’)
is the investment adviser for the Fund.6
The Exchange states that the Adviser is
a not a registered broker-dealer and is
not affiliated with a broker-dealer.7 The
Exchange represents that in the event (a)
any of the Adviser, Wilshire or the
Underlying Managers is or becomes a
broker-dealer or newly affiliated with a
broker-dealer, or (b) any new adviser or
sub-adviser is a registered broker-dealer
or becomes affiliated with a brokerdealer, then, to the extent the brokerdealer or affiliated broker-dealer is not
a limited purpose broker-dealer used for
marketing and not trading purposes, it
will implement a firewall with respect
to its relevant personnel or its brokerdealer affiliate regarding access to
information concerning the composition
and/or changes to a portfolio, and will
be subject to procedures designed to
prevent the use and dissemination of
material non-public information
regarding such portfolio.8
The Bank of New York Mellon
(‘‘Administrator’’) is the administrator,
custodian, transfer agent and securities
lending agent for the Fund. ALPS
5 The Trust is registered under the 1940 Act. On
April 25, 2014, the Trust filed with the Commission
an amendment to its registration statement on Form
N–1A relating to the Fund (File Nos. 333–193560
and 811–22739) (the ‘‘Registration Statement’’). In
addition, the Commission has issued an order
granting certain exemptive relief to the Trust under
the 1940 Act. See Investment Company Act Release
No. 30198 (September 10, 2012) (File No. 812–
13956).
6 An investment adviser to an open-end fund is
required to be registered under the Investment
Advisers Act of 1940 (the ‘‘Advisers Act’’). The
Adviser, Wilshire Associates Incorporated
(‘‘Wilshire’’) and the underlying managers that are
sub-advisers to the Fund (the ‘‘Underlying
Managers’’) are each registered as an investment
adviser under the Advisers Act. Wilshire will be a
sub-adviser to the Fund and, in that role, will
evaluate and recommend strategies and Underlying
Managers to the Adviser for use by the Fund.
Additionally, according to the Exchange, Wilshire
will provide recommendations to the Adviser for
allocating and reallocating Fund assets among the
Underlying Managers. Wilshire will not directly
manage any assets of the Fund, although it may
provide the Adviser or an Underlying Manager with
non-discretionary advice on investment decisions
and underlying positions.
7 See Notice, supra note 4, 79 FR at 72729.
8 See Notice, supra note 4, 79 FR at 72724.
E:\FR\FM\27JAN1.SGM
27JAN1
Agencies
[Federal Register Volume 80, Number 17 (Tuesday, January 27, 2015)]
[Notices]
[Pages 4325-4327]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-01375]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74107; File No. SR-BX-2015-005]
Self-Regulatory Organizations; NASDAQ OMX BX; Notice of Filing
and Immediate Effectiveness of a Proposed Rule Changes To Amend Rule
7018 To Amend Fees and Rebates in Connection With BX's Retail Price
Improvement Program
January 21, 2015.
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 January 12, 2015, 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, 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 proposing changes to amend BX Rule 7018 to amend
fees and rebates in connection with BX's Retail Price Improvement
Program.
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqomxbx.cchwallstreet.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. 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 purpose of this proposal is to amend BX Rule 7018 to amend fees
and rebates for execution of orders under BX's Retail Price Improvement
(``RPI'') program. BX recently adopted the RPI program,\3\ which
provides incentives to member firms (or a division thereof) approved by
the Exchange to participate in the program (a ``Retail Member
Organization'' or ``RMO'') to submit designated ``Retail Orders'' \4\
for the purpose of seeking price improvement. All BX members may enter
retail price improvement orders (``RPI Orders''),\5\ a form of non-
displayed orders that are priced more aggressively than the Protected
National Best Bid or Offer (``NBBO'') by at least $0.001 per share, for
the purpose of offering such price improvement. RMOs may use two types
of Retail Orders. A Type 1 Retail Order is eligible to execute only
against RPI Orders and other orders (such as midpoint pegged orders)
that will provide price improvement. Type 2 Retail Orders interact
first with available RPI Orders and other price improving orders, and
then are eligible to access non-price improving liquidity on the BX
book and to route to other trading venues if so designated.
---------------------------------------------------------------------------
\3\ Securities Exchange Act Release No. 73410 (October 23,
2014), 79 FR 64447 (October 29, 2014) (SR-BX-2014-048) (proposing
RPI program and exemption from SEC Rule 612 under Regulation NMS, 17
CFR 242.612, in connection therewith); see also Securities Exchange
Act Release No. 73836 (December 15, 2014), 79 FR 75852 (December 19,
2014) (SR-BX-2014-059).
\4\ A Retail Order is defined in BX Rule 4780(a)(2), in part, as
``an agency 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 a Retail Member Organization, provided
that no change is made to the terms of the order with respect to
price (except in the case that a market order is 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.''
\5\ A Retail Price Improvement Order is defined in BX Rule
4780(a)(3), in part, as consisting of ``non-displayed liquidity on
the Exchange that is priced better than the Protected NBBO by at
least $0.001 and that is identified as such.''
---------------------------------------------------------------------------
BX currently offers a rebate of $0.0025 per share executed to RMOs
with respect to Retail Orders that execute against RPI Orders. RMO
Retail Orders that execute against other orders providing price
improvement with respect to the NBBO will receive a rebate otherwise
applicable to executions of orders that access liquidity. For Type 2
Retail Orders that execute against non-price improving orders on the BX
book, BX offers a rebate otherwise applicable to execution of orders
that access liquidity. Similarly, when Type 2 Retail Orders are routed
and execute at another trading venue, BX charges the fee otherwise
applicable to execution of routed orders. For RPI Orders that provide
liquidity, BX charges a fee of $0.0025 per share executed. Other orders
that provide liquidity to Retail Orders will receive the credit or pay
the fee otherwise applicable to orders that provide liquidity.
BX is proposing to provide greater incentives to RMOs to
participate in the program by providing two new tiers of credits
provided under the program. Specifically, BX proposes to provide RMOs a
credit of $0.0005 per share executed for a Retail Order that accesses
non-Retail Price Improvement midpoint liquidity. This is the same
credit all orders that execute against midpoint pegged orders currently
receive under
[[Page 4326]]
Rule 7018(a). BX is now including the credit as a stand-alone credit
incorporated into the program. BX is also providing RMOs with a new
credit of $0.0017 per share executed for a Retail Order that accesses
other liquidity on the Exchange book. Currently, such an order would
receive a credit ranging from $0.0004 to $0.0015 per share executed
under Rule 7018(a), depending on a member firm's removing and adding
activity during the month. BX is adding the new increased credit for a
Retail Order that accesses other liquidity on the Exchange book, which
will not be tied to the member firm's average daily volume during the
month.
As a consequence of adding the two new credit tiers to the RPI
Program, BX is eliminating language under the rule that encompasses
such orders, noting that the fees under Rule 7018(a) and (b) apply.
Specifically, BX is deleting language concerning Retail Orders that
access other liquidity at a price better than the national best bid or
best offer. Such Retail Orders may be either Type 1 or Type 2.
Likewise, BX is deleting language concerning Type 2 Retail Orders that
access other liquidity from the Exchange book. The orders covered by
these two sections are now included in the two new credit tiers of the
rule. For example, an order that would qualify under the proposed new
tier applicable to Retail Orders that accesses non-Retail Price
Improvement midpoint liquidity currently falls under the section
concerning a Retail Order that accesses other liquidity at a price
better than the national best bid and offer. Similarly, an order that
would qualify under the proposed new tier applicable to a Retail Order
that accesses other liquidity on the Exchange book currently falls
under one of the deleted sections, as such orders must be either a
Retail Order that accesses other liquidity at a price better than the
national best bid or best offer, or is a Type 2 Retail Order that
accesses other liquidity from the Exchange book.
2. Statutory Basis
BX believes that the proposed rule change is consistent with the
provisions of Section 6 of the Act,\6\ in general, and with Sections
6(b)(4) and 6(b)(5) of the Act,\7\ in particular, in that it provides
for the equitable allocation of reasonable dues, fees and other charges
among members and issuers and other persons using any facility or
system which BX operates or controls, and is not designed to permit
unfair discrimination between customers, issuers, brokers, or dealers.
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\6\ 15 U.S.C. 78f.
\7\ 15 U.S.C. 78f(b)(4) and (5).
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The proposed new credits provided to RMOs under the RPI program are
reflective of BX's ongoing efforts to use pricing incentive programs to
attract orders of retail customers to BX and improve market quality.
The goal of this program and similar pricing incentives is to provide
meaningful incentives for members that represent the orders of retail
customers to increase their participation on BX. The proposed credit of
$0.0005 per share executed with respect to Retail Orders that access
non-Retail Price Improvement Order midpoint liquidity is reasonable
because it merely incorporates the current credit provided for such
orders under Rule 7018(a) into the RPI program. The change is
consistent with an equitable allocation of fees because it will allow
BX to disassociate the credit from the credit provided under Rule
7018(a) so that the RPI program credit will not be affected by changes
to the credit under Rule 7018(a). Moreover, all member firms that
qualify for the new tier will receive the credit. BX further believes
that the proposed credit tier is not unreasonably discriminatory
because it is designed to separate order activity under the program
from the normal credit provided under Rule 7018(a). As such, BX may
increase the proposed credit, or reduce the related credit under Rule
7018(a), resulting in a more meaningful economic benefit to member
firms that participate in the RPI program. Such incentive pricing in
consistent with the goal of increasing participation in this beneficial
program.
Similarly, BX believes that the proposed credit of $0.0017 per
share executed with respect to Retail Orders that access other
liquidity on the Exchange book is reasonable because it provides
greater incentive to member firms to participate in this beneficial
program. The proposed credit is greater than the highest credit tier
currently available for such orders under Rule 7018(a). Moreover, as
opposed to the other tiers under Rule 7018(a) the new credit is not
tied to any other measure, which provides further incentive to member
firms to participate in the program. The proposed change is consistent
with an equitable allocation of fees because it provides incentive
pricing to all member firms that qualify under the program. BX further
believes that the proposed credit tier is not unreasonably
discriminatory because it is designed to provide further meaningful
incentives for members that represent the orders of retail customers to
increase their participation on BX. Because retail orders are likely to
reflect long-term investment intentions, they promote price discovery.
Accordingly, their presence in the BX market has the potential to
benefit all market participants. For this reason, BX believes that it
is equitable and not unfairly discriminatory to provide significant
financial incentives to encourage greater retail participation in the
market.
Elimination of the existing sections of the RPI Program that note
that certain orders will be subject to the current fees and credits
under Rule 7018(a) and (b) is reasonable because they are replaced by
the new credit tiers, as discussed above. The Exchange believes that
elimination of these sections is an equitable allocation and not
unfairly discriminatory because they allow the Exchange to offer
incentive pricing to a wider range of beneficial order activity, which
will be provided to all member firms that meet the requirements for the
credits.
Finally, BX notes that it operates in a highly competitive market
in which market participants can readily favor competing venues if they
deem fee levels at a particular venue to be excessive. In such an
environment, BX must continually adjust its fees to remain competitive
with other exchanges and with alternative trading systems that have
been exempted from compliance with the statutory standards applicable
to exchanges. BX believes that the proposed rule change reflects this
competitive environment because it is designed to allow BX to compete
with other exchanges that offer similar price improvement programs for
retail orders.
B. Self-Regulatory Organization's Statement on Burden on Competition
BX 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. In this instance,
the RPI program is designed to allow BX to compete more effectively
with the New York Stock Exchange, NYSE MKT LLC, NYSE Arca, Inc. and the
BATS-Y Exchange, all of which offer similar programs designed to
attract retail order flow. BX believes that the proposed higher credit
with respect to Retail Orders will enhance competition by drawing
additional retail order flow to BX and, as a consequence, possibly
encouraging other trading venues to make competitive pricing changes.
For these reasons and the reasons discussed in connection with the
statutory basis for the proposed rule change, BX does not believe that
the proposed changes will impose any
[[Page 4327]]
burden on competition, but rather may promote competition among order
execution venues for orders of retail customers.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or 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) of the Act \8\ and paragraph (f) of Rule 19b-4
thereunder.\9\ 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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\8\ 15 U.S.C. 78s(b)(3)(A).
\9\ 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-BX-2015-005 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-BX-2015-005. 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 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-BX-2015-005,
and should be submitted on or before February 17, 2015.
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\10\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
Brent J. Fields,
Secretary.
[FR Doc. 2015-01375 Filed 1-26-15; 8:45 am]
BILLING CODE 8011-01-P