Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend the Schedule of Fees, 15646-15650 [2015-06621]
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15646
Federal Register / Vol. 80, No. 56 / Tuesday, March 24, 2015 / Notices
will ensure that such costs are covered
by each subscriber, with no subscriber
being assessed less than the cost of
providing the service.
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B. Self-Regulatory Organization’s
Statement on Burden on Competition
NASDAQ does not believe that the
proposed rule changes will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.7
NASDAQ 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, or rebate opportunities
available at other venues to be more
favorable. In such an environment,
NASDAQ 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. Because
competitors are free to modify their own
fees in response, and because market
participants may readily adjust their
order routing practices, NASDAQ
believes that the degree to which fee
changes in general, and changes to fees
for non-mandatory services particularly,
in this market may impose any burden
on competition is extremely limited. In
this instance, the increases to the fees
assessed for subscription to NASDAQ’s
Risk Management Service arise from a
need to cover the increase of costs in
offering the service since 2006, and the
loss of a significant number trades
covered by the service and a reduction
in subscribers due to recent changes to
the ORF. Because of the reduced
number of trades and subscribers, the
costs of the service must be supported
by those subscribers that remain. To the
extent that the fee increases are too
high, subscribers may cancel their
subscriptions and develop their own
risk management tools that replicate the
Risk Management Service or use third
party risk management tools. As such,
NASDAQ does not believe that any of
the proposed changes will impair the
ability of members or competing order
execution venues to maintain their
competitive standing in the financial
markets, and to the extent the fees are
deemed too high, the changes may
represent an opportunity for other
market venues or third parties to
provide competitive services.
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 change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.8 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.
available for Web site viewing and
printing in the Commission’s Public
Reference Room on official business
days between the hours of 10 a.m. and
3 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–NASDAQ–2015–021, and
should be submitted on or before April
14, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Jill M. Peterson,
Assistant Secretary.
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. 2015–06620 Filed 3–23–15; 8:45 am]
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–NASDAQ–2015–021 on the
subject line.
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Amend the Schedule of
Fees
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NASDAQ–2015–021. 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
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74525; File No. SR–ISE–
2015–09]
March 18, 2015.
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 March 12,
2015, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) 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 self-regulatory
organization. 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 ISE proposes to amend the
Schedule of Fees as described in more
detail below. The text of the proposed
rule change is available on the
Exchange’s Web site (https://
www.ise.com), at the principal office of
9 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
7 15
U.S.C. 78f(b)(8).
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Federal Register / Vol. 80, No. 56 / Tuesday, March 24, 2015 / Notices
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
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
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The Exchange proposes to amend the
Schedule of Fees to (1) provide more
favorable Priority Customer 3 complex
order rebates, (2) charge all legs for
complex Crossing Orders,4 (3) apply
Foreign Exchange (‘‘FX’’) Option fees
and rebates to complex orders in FX
Option Symbols,5 including Early
Adopter FX Option Symbols,6 and (4)
eliminate the Market Maker Plus 7 large
size rebate for BAC, SPY, and IWM.
Each of the proposed changes is
described in more detail below.
3 A ‘‘Priority Customer’’ is a person or entity that
is not a broker/dealer in securities, and does not
place more than 390 orders in listed options per day
on average during a calendar month for its own
beneficial account(s), as defined in Rule
100(a)(37A).
4 A ‘‘Crossing Order’’ is an order executed in the
Exchange’s Facilitation Mechanism, Solicited Order
Mechanism, Price Improvement Mechanism
(‘‘PIM’’) or submitted as a Qualified Contingent
Cross (‘‘QCC’’) order. For purposes of the fee
schedule, orders executed in the Block Order
Mechanism are also considered Crossing Orders.
5 ‘‘FX Option Symbols’’ are options overlying
AUM, GBP, EUU and NDO.
6 ‘‘Early Adopter FX Option Symbols’’ are options
overlying NZD, PZO, SKA, BRB, AUX, BPX, CDD,
EUI, YUK and SFC.
7 A Market Maker Plus is a Market Maker who is
on the National Best Bid or National Best Offer at
least 80% of the time for series trading between
$0.03 and $3.00 (for options whose underlying
stock’s previous trading day’s last sale price was
less than or equal to $100) and between $0.10 and
$3.00 (for options whose underlying stock’s
previous trading day’s last sale price was greater
than $100) in premium in each of the front two
expiration months. A Market Maker’s single best
and single worst quoting days each month based on
the front two expiration months, on a per symbol
basis, will be excluded in calculating whether a
Market Maker qualifies for the Market Maker Plus
rebate, if doing so will qualify a Market Maker for
the rebate.
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1. Priority Customer Complex Order
Rebates
The Exchange currently provides
volume-based tiered rebates for Priority
Customer complex orders when these
orders trade with non-Priority Customer
orders in the complex order book, or
trade with quotes and orders on the
regular order book. These complex order
rebates are provided to members based
on the member’s average daily volume
(‘‘ADV’’) in Priority Customer complex
orders in six volume tiers as follows: 0
to 29,999 contracts (Tier 1), 30,000 to
74,999 contracts (Tier 2), 75,000 to
124,999 contracts (Tier 3), 125,000 to
224,999 contracts (Tier 4), 225,000 to
299,999 contracts (Tier 5), and 300,000
or more contracts (Tier 6).8 The
Exchange now proposes to decrease the
volume requirements necessary for
achieving higher Priority Customer
complex order rebates. The proposed
ADV thresholds are as follows: 0 to
29,999 contracts (Tier 1), 30,000 to
59,999 contracts (Tier 2), 60,000 to
99,999 contracts (Tier 3), 100,000 to
149,999 contracts (Tier 4), 150,000 to
199,999 contracts (Tier 5), and 200,000
or more contracts (Tier 6).
In addition, the Exchange proposes to
increase the rebates provided for
Priority Customer complex orders.
Currently, Priority Customer complex
orders receive a rebate of $0.30 per
contract in Select Symbols 9 and $0.63
per contract in Non-Select Symbols 10
for Tier 1, $0.35 per contract in Select
Symbols and $0.71 per contract in NonSelect Symbols for Tier 2, $0.39 per
contract in Select Symbols and $0.75
per contract in Non-Select Symbols for
Tier 3, $0.41 per contract in Select
Symbols and $0.80 per contract in NonSelect Symbols for Tier 4, $0.43 per
contract in Select Symbols and $0.82
per contract in Non-Select Symbols for
Tier 5, and $0.45 per contract in Select
Symbols and $0.83 per contract in NonSelect Symbols for Tier 6.11 The
Exchange now proposes to increase the
rebate in Select Symbols to $0.40 per
8 The rebate for the highest tier volume achieved
is applied retroactively to all Priority Customer
Complex volume once the threshold has been
reached. For purposes of determining Priority
Customer Complex ADV, any day that the complex
order book is not open for the entire trading day
may be excluded from such calculation; provided
that the Exchange will only remove the day for
members that would have a lower ADV with the
day included.
9 ‘‘Select Symbols’’ are options overlying all
symbols listed on the ISE that are in the Penny Pilot
Program.
10 ‘‘Non-Select Symbols’’ are options overlying all
symbols excluding Select Symbols.
11 These rebates are provided per contract per leg
if the order trades with non-Priority Customer
orders in the complex order book, or trades with
quotes and orders on the regular order book.
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contract for Tier 3, $0.43 per contract for
Tier 4, $0.45 per contract for Tier 5, and
$0.46 per contact for Tier 6. For NonSelect Symbols the rebate will be
increased to $0.78 per contract for Tier
3. Other rebate amounts will remain
unchanged from their current levels.
2. Fee for Complex Crossing Orders
The Exchange charges Market
Maker,12 Non-ISE Market Maker,13 Firm
Proprietary 14/Broker-Dealer,15 and
Professional Customer 16 orders a fee for
complex Crossing Orders of $0.20 per
contract. This fee applies to complex
Crossing Orders except for PIM orders of
100 or fewer contracts (which are
subject to a separate fee) and is charged
for all legs for PIM orders and for the
largest leg only for all other Crossing
Orders. The Exchange now proposes to
charge for all legs for all Crossing
Orders, including QCC orders and
orders entered into the PIM,
Facilitation, Block and Solicited Order
Mechanisms. Firm Proprietary and NonISE Market Maker contracts traded will
remain subject to the Crossing Fee Cap,
as provided in Section IV.H.17
3. Complex FX Option Fees and Rebates
ISE charges fees and provides rebates
for orders in FX Option Symbols,
including Early Adopter FX Option
Symbols, executed on the Exchange.
While the Schedule of Fees has separate
fees and rebates in Section III applicable
to simple orders in FX option classes,
the complex order fees and rebates for
Non-Select Symbols in Section II
currently apply to complex orders in
these symbols. The Exchange now
proposes to apply the FX option fees
and rebates in Section III to all trades
executed in FX option classes, including
both simple and complex orders. The
12 The term ‘‘Market Makers’’ refers to
‘‘Competitive Market Makers’’ and ‘‘Primary Market
Makers’’ collectively. See Rule 100(a)(25).
13 A ‘‘Non-ISE Market Maker’’ is a market maker
as defined in Section 3(a)(38) of the Securities
Exchange Act of 1934, as amended, registered in the
same options class on another options exchange.
14 A ‘‘Firm Proprietary’’ order is an order
submitted by a member for its own proprietary
account.
15 A ‘‘Broker-Dealer’’ order is an order submitted
by a member for a broker-dealer account that is not
its own proprietary account.
16 A ‘‘Professional Customer’’ is a person or entity
that is not a broker/dealer and is not a Priority
Customer.
17 The Exchange notes that the relevant citation
to the Crossing Fee Cap currently refers mistakenly
to Section VI, which was renumbered Section IV in
connection with the delisting of Mini Options on
ISE, and also uses a previous name ‘‘Firm Fee Cap’’.
The Exchange proposes to update this section and
make corresponding changes to other outdated
references to the Crossing Fee Cap, as well as to
Market Maker Discount Tiers, which are both now
located in Section IV.
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proposed fees, which already apply to
simple orders in FX option classes, are
briefly described below.
Maker/Taker Fees and Rebates:
Currently, non-Priority Customer
complex orders in FX option classes are
charged a fee for removing liquidity that
ranges from $0.85 per contract for
Market Maker orders to $0.87 per
contract for Non-ISE Market Maker,
Firm Proprietary/Broker-Dealer and
Professional Customer orders. The same
rates similarly apply when these market
participants provide liquidity to Priority
Customer orders. Otherwise, the
applicable maker fee is $0.10 per
contract for Market Maker, Firm
Proprietary/Broker-Dealer, and
Professional Customer orders and $0.20
per contract for Non-ISE Market Maker
orders. Priority Customer complex
orders are not currently charged a fee for
adding or removing liquidity in FX
option classes. Instead, these orders are
eligible for a tiered volume based rebate
of $0.63 per contract to $0.83 per
contract when trading with non-Priority
Customer orders in the complex order
book, or trading with quotes and orders
on the regular order book. With the
proposed change, members will pay a
fee, regardless of adding or removing
liquidity, of $0.22 per contract for
Market Maker orders (subject to tier
discounts),18 $0.20 for Market Maker
orders sent by an Electronic Access
Member (‘‘EAM’’), $0.45 per contract for
Non-ISE Market Maker orders, $0.30 per
contract for Firm Proprietary/BrokerDealer and Professional Customer
orders, and $0.40 per contract for
Priority Customer orders. Early Adopter
Market Makers participate in a revenue
sharing arrangement as described in
footnote 2 to Section III, and will not be
liable for FX option fees.
Fee for Crossing Orders: Currently,
non-Priority Customer complex orders
in FX option classes are charged a fee
for Crossing Orders of $0.20 per
contract, or $0.03 to $0.05 per contract
for PIM orders of 100 or fewer contracts.
With the proposed change, the fee for
Crossing Orders in FX option classes
will be $0.22 per contract for Market
Maker orders (subject to tier
discounts),19 $0.20 per contract for
Market Maker orders sent by an EAM,
Non-ISE Market Maker orders, Firm
Proprietary/Broker-Dealer orders, and
Professional Customer orders, and,
finally, $0.40 per contract for Priority
Customer orders. For PIM orders of 100
18 The
Exchange proposes to clarify in Section
IV.C., which describes the relevant market maker
discount tiers, that both simple and complex orders
in FX options classes are now subject to these tiers
pursuant to footnote 3 of Section III.
19 See id.
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or fewer contracts, the proposed fee
would be $0.03 to $0.05 per contract for
non-Priority Customer orders and $0.40
per contract for Priority Customer
orders. Again, Early Adopter Market
Makers will not be charged a fee.
Response Fees and Break-Up Rebates:
Currently, the fee for responses to
complex Crossing Orders in FX option
classes is $0.90 per contract for Market
Maker orders and $0.95 per contract for
all other market participants. NonMarket Maker orders also receive a PIM
break-up rebate of $0.80 per contract.
With the proposed change, all market
participants, except for Early Adopter
Market Makers, will pay a fee for
responses to complex Crossing Orders
in FX option classes of $0.45 per
contract. In addition, non-Market Maker
complex orders in these symbols will be
eligible for a PIM break-up rebate of
$0.15 per contract.
4. Market Maker Plus Large Size Rebate
for BAC, SPY, and IWM
In order to promote and encourage
liquidity in Select Symbols, the
Exchange currently offers Market
Makers who meet the quoting
requirements for Market Maker Plus
enhanced rebates for adding liquidity in
those symbols. In May 2014, the
Exchange introduced a new Market
Maker Plus rebate for members that
meet specified quotation size
requirements on a trade by trade basis
in three actively traded Select Symbols:
BAC, SPY, and IWM.20 In particular,
Market Makers who qualify as Market
Maker Plus in BAC, SPY, and IWM
currently earn a rebate of $0.25 per
contract if at the time of the trade their
displayed quantity, in the traded series,
is at least 1,000 contracts. The Exchange
now proposes to eliminate this Market
Maker Plus large size rebate.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,21
in general, and Section 6(b)(4) of the
Act,22 in particular, in that it is designed
to provide for the equitable allocation of
reasonable dues, fees, and other charges
among its members and other persons
using its facilities.
1. Priority Customer Complex Order
Rebates
The Exchange believes that it is
reasonable and equitable to decrease the
volume requirements necessary to
20 See Securities Exchange Act Release No. 72163
(May 14, 2014), 79 FR 28985 (May 20, 2014) (SR–
ISE–2014–27).
21 15 U.S.C. 78f.
22 15 U.S.C. 78f(b)(4).
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achieve the Priority Customer complex
order rebates, and increase the rebate
amounts, as these proposed changes are
designed to attract additional Priority
Customer complex order volume to the
Exchange. The Exchange already
provides volume-based tiered rebates for
Priority Customer complex orders, and
believes that increasing the rebates and
lowering the associated volume
thresholds will incentivize members to
send additional order flow to the ISE in
order to achieve these rebates for their
Priority Customer complex order
volume, creating additional liquidity to
the benefit of all members that trade
complex orders on the Exchange.
The Exchange further believes that it
is equitable and not unfairly
discriminatory to continue to provide a
rebate only for Priority Customer
complex orders. A Priority Customer is
by definition not a broker or dealer in
securities, and does not place more than
390 orders in listed options per day on
average during a calendar month for its
own beneficial account(s). This
limitation does not apply to participants
whose behavior is substantially similar
to that of market professionals,
including Professional Customers, who
will generally submit a higher number
of orders (many of which do not result
in executions) than Priority Customers.
2. Fee for Complex Crossing Orders
The Exchange believes that it is
reasonable and equitable to charge for
all legs for all Crossing Orders,
including QCC orders and orders
entered into the PIM, Facilitation, Block
and Solicited Order Mechanisms. While
this is a fee increase for members that
execute complex Crossing Orders (other
than PIM orders), the Exchange believes
that this change is warranted as the
current practice effectively discounts
the fee charged for complex Crossing
Orders to zero after the largest leg,
effectively subsidizing complex
Crossing Orders with numerous legs.
The Exchange no longer believes that
this subsidy is appropriate, and has
therefore chosen to discontinue it for all
complex Crossing Orders as it has
already done for PIM orders. The
Exchange does not believe that this
proposed change is unfairly
discriminatory as it would apply
equally to all market participants that
trade complex Crossing Orders on the
Exchange.
3. Complex FX Option Fees
The Exchange believes that it is
reasonable and equitable to charge the
same fees for complex orders in FX
Option Symbols and Early Adopter FX
Option Symbols as the Exchange
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currently charges for simple orders in
these symbols. The Exchange believes
that the current table of FX option fees
and rebates in Section III of the
Schedule of Fees is appropriate for both
simple and complex orders.23 Charging
the same fees across the board in these
proprietary products will simplify the
Schedule of Fees to the benefit of
members and investors. The Exchange
does not believe that this proposed
change is unfairly discriminatory as
members are already assessed fees and
rebates for simple orders in FX option
classes based on Section III of the
Schedule of Fees. The proposed change
will merely ensure that these members
pay the same fees for complex orders in
these symbols as well. For the majority
of market participants this means that
fees will be lower, and in some cases
significantly lower. Certain fees,
including, for example, fees charged for
Priority Customer orders, however, will
be increased with the proposed change.
While Priority Customer orders
generally receive several benefits for
trading on ISE, the Exchange does not
believe that it is unfairly discriminatory
to reduce some of those benefits here. In
this regard, the Exchange notes that the
proposed fee for Priority Customer
complex FX option orders is within the
range of fees currently charged by some
of the Exchange’s competitors,
including NASDAQ OMX PHLX, LLC
(‘‘Phlx’’).24 Similarly, the Exchange
notes that PIM break-up rebates would
be reduced with the proposed rule
change. The Exchange believes that this
is reasonable, equitable, and not
unfairly discriminatory as the proposed
break-up rebates are set at a level that
the Exchange believes will continue to
provide an appropriate incentive for
members.
size rebate has been an effective
incentive for Market Makers. The
Exchange therefore believes that it is
appropriate to discontinue the large size
rebate at this time.
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.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,25 the Exchange does not believe
that the proposed rule change will
impose any burden on intermarket or
intramarket competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
transaction fee changes amend various
fees and rebates and are designed to
attract additional order flow to the
Exchange. The Exchange believes that
the proposed fees and rebates are
competitive with fees and rebates
offered to orders executed on other
options exchanges. The Exchange
operates in a highly competitive market
in which market participants can
readily direct their order flow to
competing venues. In such an
environment, the Exchange must
continually review, and consider
adjusting, its fees and rebates to remain
competitive with other exchanges. For
the reasons described above, the
Exchange believes that the proposed fee
changes reflect this competitive
environment.
IV. Solicitation of Comments
4. Market Maker Plus Large Size Rebate
for BAC, SPY, and IWM
The Exchange believes that it is
reasonable, equitable, and not unfairly
discriminatory to eliminate the Market
Maker Plus large size rebate as the
Exchange does not believe that this
program has satisfied its intended goals.
When ISE introduced this program, the
Exchange was hopeful that the higher
rebate would encourage Market Makers
to post deeper size in these actively
traded symbols. After running this
program for several months, the
Exchange does not believe that the large
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 26 and
subparagraph (f)(2) of Rule 19b–4
thereunder,27 because it establishes a
due, fee, or other charge imposed by
ISE.
At any time within 60 days of the
filing of such 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
23 The Exchange notes that the proposed change
to Section IV.C. is intended solely to clarify that
market maker discount tiers will be extended to
complex orders in FX option classes consistent with
the meaning of footnote 3 to Section III.
24 See Phlx Pricing Schedule, Section III, Singly
Listed Options.
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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
unsolicited written comments from
members or other interested parties.
25 15
U.S.C. 78f(b)(8).
U.S.C. 78s(b)(3)(A)(ii).
27 17 CFR 240.19b–4(f)(2).
26 15
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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–ISE–2015–09 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–ISE–2015–09. 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
a.m. and 3 p.m. Copies of such filing
also will be available for inspection and
copying at the principal office of the
ISE. 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–ISE–2015–09 and should be
submitted by April 14, 2015.
E:\FR\FM\24MRN1.SGM
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15650
Federal Register / Vol. 80, No. 56 / Tuesday, March 24, 2015 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.28
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015–06621 Filed 3–23–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74529; File No. SR–
ISEGemini–2015–07]
Self-Regulatory Organizations; ISE
Gemini, LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the Schedule
of Fees
March 18, 2015.
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 March 13,
2015 ISE Gemini, LLC (the ‘‘Exchange’’
or ‘‘ISE Gemini’’) filed with the
Securities and Exchange Commission
the proposed rule change, as described
in Items I, II, and III below, which items
have been prepared by the selfregulatory organization. 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 the Substance
of the Proposed Rule Change
ISE Gemini proposes to amend the
Schedule of Fees to expand low latency
Ethernet fees to non-members. The text
of the proposed rule change is available
on the Exchange’s Internet Web site at
https://www.ise.com, at the principal
office of the Exchange, and at the
Commission’s Public Reference Room.
mstockstill on DSK4VPTVN1PROD with NOTICES
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
self-regulatory organization has
prepared summaries, set forth in
Sections A, B and C below, of the most
significant aspects of such statements.
28 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
01:09 Mar 24, 2015
Jkt 235001
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange charges an Ethernet fee
for its four different Ethernet connection
options, which is $1,000 per month for
a 1 Gigabit (‘‘Gb’’) connection, $4,500
per month for a 10 Gb connection,
$8,000 per month for a 10 Gb low
latency connection, and $15,000 per
month for a 40 Gb low latency
connection. These Ethernet connectivity
options provide access to both ISE
Gemini and ISE Gemini’s sister
exchange, International Securities
Exchange, LLC (‘‘ISE’’).3 While the 1 Gb
and 10 Gb Ethernet fees apply to both
members and non-members, the 10 Gb
low latency and 40 Gb low latency fees
apply only to members. The Exchange
now proposes to amend the Schedule of
Fees to apply the low latency Ethernet
fee to non-members as well. The
Exchange designates this filing to
become effective on March 16, 2015.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,4
in general, and Section 6(b)(4) of the
Act,5 in particular, in that it is designed
to provide for the equitable allocation of
reasonable dues, fees, and other charges
among its members and other persons
using its facilities. The Exchange
believes that it is reasonable, equitable,
and not unfairly discriminatory to
extend the low latency Ethernet fees to
non-members. Market participants that
establish connectivity to the Exchange
will continue to pay the same fee based
on the Ethernet options that they
choose, and there will be no
discrimination between the fees charged
for members and non-members. While
these low latency connections will
likely continue to be of primary interest
to Exchange members, the Exchange
believes that these options should be
available to interested non-members as
well. Furthermore, the Exchange notes
that the proposed rule change does not
modify the fees applicable to these
premium low latency Ethernet options,
which will remain at their current
levels. The low latency Ethernet fees
described in this filing remain
consistent with the Exchange’s
connectivity costs, including costs for
software and hardware enhancements,
3 Market participants pay the same fees regardless
of whether they choose to connect to both
exchanges or solely to ISE Gemini.
4 15 U.S.C. 78f.
5 15 U.S.C. 78f(b)(4).
PO 00000
Frm 00103
Fmt 4703
Sfmt 4703
and resources dedicated to
development, quality assurance, and
support.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,6 the Exchange does not believe
that the proposed rule change will
impose any burden on intermarket or
intramarket competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed rule change amends the
Schedule of Fees to apply low latency
Ethernet fees to non-members in
addition to members, and is not
intended to have any competitive effect.
The Exchange operates in a highly
competitive market in which market
participants can readily direct their
order flow to competing venues. In such
an environment, the Exchange must
continually review, and consider
adjusting, its fees to remain competitive
with other exchanges. For the reasons
described above, the Exchange believes
that the proposed fee changes reflect
this competitive environment.
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
unsolicited 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)(ii) of the Act,7 and
subparagraph (f)(2) of Rule 19b–4
thereunder,8 because it establishes a
due, fee, or other charge imposed by ISE
Gemini.
At any time within 60 days of the
filing of such 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.
6 15
U.S.C. 78f(b)(8).
U.S.C. 78s(b)(3)(A)(ii).
8 17 CFR 240.19b–4(f)(2).
7 15
E:\FR\FM\24MRN1.SGM
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Agencies
[Federal Register Volume 80, Number 56 (Tuesday, March 24, 2015)]
[Notices]
[Pages 15646-15650]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-06621]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74525; File No. SR-ISE-2015-09]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule
Change To Amend the Schedule of Fees
March 18, 2015.
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 March 12, 2015, the International Securities Exchange, LLC (the
``Exchange'' or the ``ISE'') 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
self-regulatory organization. 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 ISE proposes to amend the Schedule of Fees as described in more
detail below. The text of the proposed rule change is available on the
Exchange's Web site (https://www.ise.com), at the principal office of
[[Page 15647]]
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 self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
has prepared summaries, set forth in sections A, B and C below, of the
most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend the Schedule of Fees to (1) provide
more favorable Priority Customer \3\ complex order rebates, (2) charge
all legs for complex Crossing Orders,\4\ (3) apply Foreign Exchange
(``FX'') Option fees and rebates to complex orders in FX Option
Symbols,\5\ including Early Adopter FX Option Symbols,\6\ and (4)
eliminate the Market Maker Plus \7\ large size rebate for BAC, SPY, and
IWM. Each of the proposed changes is described in more detail below.
---------------------------------------------------------------------------
\3\ A ``Priority Customer'' is a person or entity that is not a
broker/dealer in securities, and does not place more than 390 orders
in listed options per day on average during a calendar month for its
own beneficial account(s), as defined in Rule 100(a)(37A).
\4\ A ``Crossing Order'' is an order executed in the Exchange's
Facilitation Mechanism, Solicited Order Mechanism, Price Improvement
Mechanism (``PIM'') or submitted as a Qualified Contingent Cross
(``QCC'') order. For purposes of the fee schedule, orders executed
in the Block Order Mechanism are also considered Crossing Orders.
\5\ ``FX Option Symbols'' are options overlying AUM, GBP, EUU
and NDO.
\6\ ``Early Adopter FX Option Symbols'' are options overlying
NZD, PZO, SKA, BRB, AUX, BPX, CDD, EUI, YUK and SFC.
\7\ A Market Maker Plus is a Market Maker who is on the National
Best Bid or National Best Offer at least 80% of the time for series
trading between $0.03 and $3.00 (for options whose underlying
stock's previous trading day's last sale price was less than or
equal to $100) and between $0.10 and $3.00 (for options whose
underlying stock's previous trading day's last sale price was
greater than $100) in premium in each of the front two expiration
months. A Market Maker's single best and single worst quoting days
each month based on the front two expiration months, on a per symbol
basis, will be excluded in calculating whether a Market Maker
qualifies for the Market Maker Plus rebate, if doing so will qualify
a Market Maker for the rebate.
---------------------------------------------------------------------------
1. Priority Customer Complex Order Rebates
The Exchange currently provides volume-based tiered rebates for
Priority Customer complex orders when these orders trade with non-
Priority Customer orders in the complex order book, or trade with
quotes and orders on the regular order book. These complex order
rebates are provided to members based on the member's average daily
volume (``ADV'') in Priority Customer complex orders in six volume
tiers as follows: 0 to 29,999 contracts (Tier 1), 30,000 to 74,999
contracts (Tier 2), 75,000 to 124,999 contracts (Tier 3), 125,000 to
224,999 contracts (Tier 4), 225,000 to 299,999 contracts (Tier 5), and
300,000 or more contracts (Tier 6).\8\ The Exchange now proposes to
decrease the volume requirements necessary for achieving higher
Priority Customer complex order rebates. The proposed ADV thresholds
are as follows: 0 to 29,999 contracts (Tier 1), 30,000 to 59,999
contracts (Tier 2), 60,000 to 99,999 contracts (Tier 3), 100,000 to
149,999 contracts (Tier 4), 150,000 to 199,999 contracts (Tier 5), and
200,000 or more contracts (Tier 6).
---------------------------------------------------------------------------
\8\ The rebate for the highest tier volume achieved is applied
retroactively to all Priority Customer Complex volume once the
threshold has been reached. For purposes of determining Priority
Customer Complex ADV, any day that the complex order book is not
open for the entire trading day may be excluded from such
calculation; provided that the Exchange will only remove the day for
members that would have a lower ADV with the day included.
---------------------------------------------------------------------------
In addition, the Exchange proposes to increase the rebates provided
for Priority Customer complex orders. Currently, Priority Customer
complex orders receive a rebate of $0.30 per contract in Select Symbols
\9\ and $0.63 per contract in Non-Select Symbols \10\ for Tier 1, $0.35
per contract in Select Symbols and $0.71 per contract in Non-Select
Symbols for Tier 2, $0.39 per contract in Select Symbols and $0.75 per
contract in Non-Select Symbols for Tier 3, $0.41 per contract in Select
Symbols and $0.80 per contract in Non-Select Symbols for Tier 4, $0.43
per contract in Select Symbols and $0.82 per contract in Non-Select
Symbols for Tier 5, and $0.45 per contract in Select Symbols and $0.83
per contract in Non-Select Symbols for Tier 6.\11\ The Exchange now
proposes to increase the rebate in Select Symbols to $0.40 per contract
for Tier 3, $0.43 per contract for Tier 4, $0.45 per contract for Tier
5, and $0.46 per contact for Tier 6. For Non-Select Symbols the rebate
will be increased to $0.78 per contract for Tier 3. Other rebate
amounts will remain unchanged from their current levels.
---------------------------------------------------------------------------
\9\ ``Select Symbols'' are options overlying all symbols listed
on the ISE that are in the Penny Pilot Program.
\10\ ``Non-Select Symbols'' are options overlying all symbols
excluding Select Symbols.
\11\ These rebates are provided per contract per leg if the
order trades with non-Priority Customer orders in the complex order
book, or trades with quotes and orders on the regular order book.
---------------------------------------------------------------------------
2. Fee for Complex Crossing Orders
The Exchange charges Market Maker,\12\ Non-ISE Market Maker,\13\
Firm Proprietary \14\/Broker-Dealer,\15\ and Professional Customer \16\
orders a fee for complex Crossing Orders of $0.20 per contract. This
fee applies to complex Crossing Orders except for PIM orders of 100 or
fewer contracts (which are subject to a separate fee) and is charged
for all legs for PIM orders and for the largest leg only for all other
Crossing Orders. The Exchange now proposes to charge for all legs for
all Crossing Orders, including QCC orders and orders entered into the
PIM, Facilitation, Block and Solicited Order Mechanisms. Firm
Proprietary and Non-ISE Market Maker contracts traded will remain
subject to the Crossing Fee Cap, as provided in Section IV.H.\17\
---------------------------------------------------------------------------
\12\ The term ``Market Makers'' refers to ``Competitive Market
Makers'' and ``Primary Market Makers'' collectively. See Rule
100(a)(25).
\13\ A ``Non-ISE Market Maker'' is a market maker as defined in
Section 3(a)(38) of the Securities Exchange Act of 1934, as amended,
registered in the same options class on another options exchange.
\14\ A ``Firm Proprietary'' order is an order submitted by a
member for its own proprietary account.
\15\ A ``Broker-Dealer'' order is an order submitted by a member
for a broker-dealer account that is not its own proprietary account.
\16\ A ``Professional Customer'' is a person or entity that is
not a broker/dealer and is not a Priority Customer.
\17\ The Exchange notes that the relevant citation to the
Crossing Fee Cap currently refers mistakenly to Section VI, which
was renumbered Section IV in connection with the delisting of Mini
Options on ISE, and also uses a previous name ``Firm Fee Cap''. The
Exchange proposes to update this section and make corresponding
changes to other outdated references to the Crossing Fee Cap, as
well as to Market Maker Discount Tiers, which are both now located
in Section IV.
---------------------------------------------------------------------------
3. Complex FX Option Fees and Rebates
ISE charges fees and provides rebates for orders in FX Option
Symbols, including Early Adopter FX Option Symbols, executed on the
Exchange. While the Schedule of Fees has separate fees and rebates in
Section III applicable to simple orders in FX option classes, the
complex order fees and rebates for Non-Select Symbols in Section II
currently apply to complex orders in these symbols. The Exchange now
proposes to apply the FX option fees and rebates in Section III to all
trades executed in FX option classes, including both simple and complex
orders. The
[[Page 15648]]
proposed fees, which already apply to simple orders in FX option
classes, are briefly described below.
Maker/Taker Fees and Rebates: Currently, non-Priority Customer
complex orders in FX option classes are charged a fee for removing
liquidity that ranges from $0.85 per contract for Market Maker orders
to $0.87 per contract for Non-ISE Market Maker, Firm Proprietary/
Broker-Dealer and Professional Customer orders. The same rates
similarly apply when these market participants provide liquidity to
Priority Customer orders. Otherwise, the applicable maker fee is $0.10
per contract for Market Maker, Firm Proprietary/Broker-Dealer, and
Professional Customer orders and $0.20 per contract for Non-ISE Market
Maker orders. Priority Customer complex orders are not currently
charged a fee for adding or removing liquidity in FX option classes.
Instead, these orders are eligible for a tiered volume based rebate of
$0.63 per contract to $0.83 per contract when trading with non-Priority
Customer orders in the complex order book, or trading with quotes and
orders on the regular order book. With the proposed change, members
will pay a fee, regardless of adding or removing liquidity, of $0.22
per contract for Market Maker orders (subject to tier discounts),\18\
$0.20 for Market Maker orders sent by an Electronic Access Member
(``EAM''), $0.45 per contract for Non-ISE Market Maker orders, $0.30
per contract for Firm Proprietary/Broker-Dealer and Professional
Customer orders, and $0.40 per contract for Priority Customer orders.
Early Adopter Market Makers participate in a revenue sharing
arrangement as described in footnote 2 to Section III, and will not be
liable for FX option fees.
---------------------------------------------------------------------------
\18\ The Exchange proposes to clarify in Section IV.C., which
describes the relevant market maker discount tiers, that both simple
and complex orders in FX options classes are now subject to these
tiers pursuant to footnote 3 of Section III.
---------------------------------------------------------------------------
Fee for Crossing Orders: Currently, non-Priority Customer complex
orders in FX option classes are charged a fee for Crossing Orders of
$0.20 per contract, or $0.03 to $0.05 per contract for PIM orders of
100 or fewer contracts. With the proposed change, the fee for Crossing
Orders in FX option classes will be $0.22 per contract for Market Maker
orders (subject to tier discounts),\19\ $0.20 per contract for Market
Maker orders sent by an EAM, Non-ISE Market Maker orders, Firm
Proprietary/Broker-Dealer orders, and Professional Customer orders,
and, finally, $0.40 per contract for Priority Customer orders. For PIM
orders of 100 or fewer contracts, the proposed fee would be $0.03 to
$0.05 per contract for non-Priority Customer orders and $0.40 per
contract for Priority Customer orders. Again, Early Adopter Market
Makers will not be charged a fee.
---------------------------------------------------------------------------
\19\ See id.
---------------------------------------------------------------------------
Response Fees and Break-Up Rebates: Currently, the fee for
responses to complex Crossing Orders in FX option classes is $0.90 per
contract for Market Maker orders and $0.95 per contract for all other
market participants. Non-Market Maker orders also receive a PIM break-
up rebate of $0.80 per contract. With the proposed change, all market
participants, except for Early Adopter Market Makers, will pay a fee
for responses to complex Crossing Orders in FX option classes of $0.45
per contract. In addition, non-Market Maker complex orders in these
symbols will be eligible for a PIM break-up rebate of $0.15 per
contract.
4. Market Maker Plus Large Size Rebate for BAC, SPY, and IWM
In order to promote and encourage liquidity in Select Symbols, the
Exchange currently offers Market Makers who meet the quoting
requirements for Market Maker Plus enhanced rebates for adding
liquidity in those symbols. In May 2014, the Exchange introduced a new
Market Maker Plus rebate for members that meet specified quotation size
requirements on a trade by trade basis in three actively traded Select
Symbols: BAC, SPY, and IWM.\20\ In particular, Market Makers who
qualify as Market Maker Plus in BAC, SPY, and IWM currently earn a
rebate of $0.25 per contract if at the time of the trade their
displayed quantity, in the traded series, is at least 1,000 contracts.
The Exchange now proposes to eliminate this Market Maker Plus large
size rebate.
---------------------------------------------------------------------------
\20\ See Securities Exchange Act Release No. 72163 (May 14,
2014), 79 FR 28985 (May 20, 2014) (SR-ISE-2014-27).
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the provisions of Section 6 of the Act,\21\ in general, and
Section 6(b)(4) of the Act,\22\ in particular, in that it is designed
to provide for the equitable allocation of reasonable dues, fees, and
other charges among its members and other persons using its facilities.
---------------------------------------------------------------------------
\21\ 15 U.S.C. 78f.
\22\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
1. Priority Customer Complex Order Rebates
The Exchange believes that it is reasonable and equitable to
decrease the volume requirements necessary to achieve the Priority
Customer complex order rebates, and increase the rebate amounts, as
these proposed changes are designed to attract additional Priority
Customer complex order volume to the Exchange. The Exchange already
provides volume-based tiered rebates for Priority Customer complex
orders, and believes that increasing the rebates and lowering the
associated volume thresholds will incentivize members to send
additional order flow to the ISE in order to achieve these rebates for
their Priority Customer complex order volume, creating additional
liquidity to the benefit of all members that trade complex orders on
the Exchange.
The Exchange further believes that it is equitable and not unfairly
discriminatory to continue to provide a rebate only for Priority
Customer complex orders. A Priority Customer is by definition not a
broker or dealer in securities, and does not place more than 390 orders
in listed options per day on average during a calendar month for its
own beneficial account(s). This limitation does not apply to
participants whose behavior is substantially similar to that of market
professionals, including Professional Customers, who will generally
submit a higher number of orders (many of which do not result in
executions) than Priority Customers.
2. Fee for Complex Crossing Orders
The Exchange believes that it is reasonable and equitable to charge
for all legs for all Crossing Orders, including QCC orders and orders
entered into the PIM, Facilitation, Block and Solicited Order
Mechanisms. While this is a fee increase for members that execute
complex Crossing Orders (other than PIM orders), the Exchange believes
that this change is warranted as the current practice effectively
discounts the fee charged for complex Crossing Orders to zero after the
largest leg, effectively subsidizing complex Crossing Orders with
numerous legs. The Exchange no longer believes that this subsidy is
appropriate, and has therefore chosen to discontinue it for all complex
Crossing Orders as it has already done for PIM orders. The Exchange
does not believe that this proposed change is unfairly discriminatory
as it would apply equally to all market participants that trade complex
Crossing Orders on the Exchange.
3. Complex FX Option Fees
The Exchange believes that it is reasonable and equitable to charge
the same fees for complex orders in FX Option Symbols and Early Adopter
FX Option Symbols as the Exchange
[[Page 15649]]
currently charges for simple orders in these symbols. The Exchange
believes that the current table of FX option fees and rebates in
Section III of the Schedule of Fees is appropriate for both simple and
complex orders.\23\ Charging the same fees across the board in these
proprietary products will simplify the Schedule of Fees to the benefit
of members and investors. The Exchange does not believe that this
proposed change is unfairly discriminatory as members are already
assessed fees and rebates for simple orders in FX option classes based
on Section III of the Schedule of Fees. The proposed change will merely
ensure that these members pay the same fees for complex orders in these
symbols as well. For the majority of market participants this means
that fees will be lower, and in some cases significantly lower. Certain
fees, including, for example, fees charged for Priority Customer
orders, however, will be increased with the proposed change. While
Priority Customer orders generally receive several benefits for trading
on ISE, the Exchange does not believe that it is unfairly
discriminatory to reduce some of those benefits here. In this regard,
the Exchange notes that the proposed fee for Priority Customer complex
FX option orders is within the range of fees currently charged by some
of the Exchange's competitors, including NASDAQ OMX PHLX, LLC
(``Phlx'').\24\ Similarly, the Exchange notes that PIM break-up rebates
would be reduced with the proposed rule change. The Exchange believes
that this is reasonable, equitable, and not unfairly discriminatory as
the proposed break-up rebates are set at a level that the Exchange
believes will continue to provide an appropriate incentive for members.
---------------------------------------------------------------------------
\23\ The Exchange notes that the proposed change to Section
IV.C. is intended solely to clarify that market maker discount tiers
will be extended to complex orders in FX option classes consistent
with the meaning of footnote 3 to Section III.
\24\ See Phlx Pricing Schedule, Section III, Singly Listed
Options.
---------------------------------------------------------------------------
4. Market Maker Plus Large Size Rebate for BAC, SPY, and IWM
The Exchange believes that it is reasonable, equitable, and not
unfairly discriminatory to eliminate the Market Maker Plus large size
rebate as the Exchange does not believe that this program has satisfied
its intended goals. When ISE introduced this program, the Exchange was
hopeful that the higher rebate would encourage Market Makers to post
deeper size in these actively traded symbols. After running this
program for several months, the Exchange does not believe that the
large size rebate has been an effective incentive for Market Makers.
The Exchange therefore believes that it is appropriate to discontinue
the large size rebate at this time.
B. Self-Regulatory Organization's Statement on Burden on Competition
In accordance with Section 6(b)(8) of the Act,\25\ the Exchange
does not believe that the proposed rule change will impose any burden
on intermarket or intramarket competition that is not necessary or
appropriate in furtherance of the purposes of the Act. The transaction
fee changes amend various fees and rebates and are designed to attract
additional order flow to the Exchange. The Exchange believes that the
proposed fees and rebates are competitive with fees and rebates offered
to orders executed on other options exchanges. The Exchange operates in
a highly competitive market in which market participants can readily
direct their order flow to competing venues. In such an environment,
the Exchange must continually review, and consider adjusting, its fees
and rebates to remain competitive with other exchanges. For the reasons
described above, the Exchange believes that the proposed fee changes
reflect this competitive environment.
---------------------------------------------------------------------------
\25\ 15 U.S.C. 78f(b)(8).
---------------------------------------------------------------------------
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 unsolicited 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)(ii) of the Act \26\ and subparagraph (f)(2) of Rule 19b-4
thereunder,\27\ because it establishes a due, fee, or other charge
imposed by ISE.
---------------------------------------------------------------------------
\26\ 15 U.S.C. 78s(b)(3)(A)(ii).
\27\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
At any time within 60 days of the filing of such proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
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-ISE-2015-09 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-ISE-2015-09. 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
a.m. and 3 p.m. Copies of such filing also will be available for
inspection and copying at the principal office of the ISE. 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-ISE-2015-09 and should be
submitted by April 14, 2015.
[[Page 15650]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\28\
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\28\ 17 CFR 200.30-3(a)(12).
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Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015-06621 Filed 3-23-15; 8:45 am]
BILLING CODE 8011-01-P