Self-Regulatory Organizations; Miami International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend Its Fee Schedule, 16044-16046 [2015-06889]
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16044
Federal Register / Vol. 80, No. 58 / Thursday, March 26, 2015 / Notices
reports since the period ending
September 30, 2008, or any reports since
June 2011.
The Commission is of the opinion that
the public interest and the protection of
investors require a suspension of trading
in the securities of Winsonic.
Therefore, it is ordered, pursuant to
Section 12(k) of the Securities Exchange
Act of 1934, that trading in the
securities of Winsonic is suspended for
the period from 9:30 a.m. EDT on March
24, 2015, through 11:59 p.m. EDT on
April 7, 2015.
By the Commission.
Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2015–07040 Filed 3–24–15; 4:15 pm]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
mstockstill on DSK4VPTVN1PROD with NOTICES
Sunshine Act Meeting
Notice is hereby given, pursuant to
the provisions of the Government in the
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
Commission will hold an Open Meeting
on March 30, 2015, at 10:30 a.m., in
Room 10800 at the Commission’s
headquarters building, to hear oral
argument in cross-appeals by Francis V.
Lorenzo and the Division of
Enforcement from an initial decision of
an administrative law judge.
On December 31, 2013, the law judge
found that Lorenzo violated the
antifraud provisions of Section 17(a) of
the Securities Act of 1933, Section 10(b)
of the Securities Exchange Act of 1934,
and Exchange Act Rule 10b–5 when he
sent two potential investors emails
containing false and misleading
information about his firm’s client. The
law judge ordered Lorenzo to cease and
desist from violations of the antifraud
provisions, barred him from the
securities industry, and ordered him to
pay a civil money penalty of $15,000.
The issues likely to be considered at
oral argument include whether Lorenzo
violated the antifraud provisions as
alleged and, if so, the extent to which
he should be sanctioned for those
violations.
The duty officer determined that no
earlier notice thereof was possible. For
further information, please contact the
Office of the Secretary at (202) 551–
5400.
Dated: March 24, 2015.
Brent J. Fields.
Secretary.
BILLING CODE 8011–01–P
18:55 Mar 25, 2015
[Release No. 34–74555; File No. SR–MIAX–
2015–20]
Self-Regulatory Organizations; Miami
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend Its Fee Schedule
March 20, 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 March 11,
2015, Miami International Securities
Exchange LLC (‘‘MIAX’’ or ‘‘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 filing a proposal to
amend the MIAX Options Fee Schedule.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.miaxoptions.com/filter/
wotitle/rule_filing, at MIAX’s principal
office, and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
current MIAX Market Maker 3 sliding
1 15
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U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 ‘‘MIAX Market Maker’’ for purposes of the
proposed sliding scale means any MIAX Market
2 17
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scale for transaction fees to: (i) Adopt
transaction fees for non-Penny Pilot
options classes; and (ii) provide for
additional incentives for achieving
certain Priority Customer Rebate
Program volume tiers.
The sliding scale for MIAX Market
Maker transaction fees is based on the
substantially similar fees of the Chicago
Board Options Exchange, Incorporated
(‘‘CBOE’’).4 Currently, the program
reduces a MIAX Market Maker’s per
contract transaction fee based on
percentages of total national Market
Maker volume of any options classes
that trade on the exchange during the
calendar month, based on the following
scale:
Tier
1
2
3
4
5
........
........
........
........
........
Percentage of
national Market
Maker volume
0.00%–0.05% ............
Above 0.05%–0.50%
Above 0.50%–0.80%
Above 0.80%–1.50%
Above 1.50% .............
Transaction
fee per
contract
$0.25
0.17
0.12
0.07
0.05
The Exchange proposes to amend its
current MIAX Market Maker sliding
scale for transactions to adopt
transaction fees for non-Penny Pilot
options classes. Specifically, the
Exchange proposes to reduce a MIAX
Market Maker’s per contract transaction
fee based on percentages of total
national Market Maker volume of any
options classes that trade on the
exchange during the calendar month,
based on the following scale:
Tier
1
2
3
4
5
........
........
........
........
........
Percentage of
national Market
Maker volume
0.00%–0.05% ............
Above 0.05%–0.50%
Above 0.50%–0.80%
Above 0.80%–1.50%
Above 1.50% .............
Non-Penny
Pilot classes
transaction
fee per
contract
$0.29
0.21
0.16
0.11
0.09
The proposed sliding scale would
apply to all MIAX Market Makers for
transactions in all non-Penny Pilot
options classes except mini-options. A
MIAX Market Maker’s initial $0.29 per
contract rate will be reduced if the
MIAX Market Maker reaches the volume
thresholds set forth in the sliding scale
Maker including RMM, LMM, PLMM, DLMM, and
DPLMM.
4 See Securities Exchange Act Release Nos. 55193
(January 30, 2007), 72 FR 5476 (February 6, 2007)
(SR–CBOE–2006–111); 57191 (January 24, 2008), 73
FR 5611 (January 30, 2008); 58321 (August 6, 2008),
73 FR 46955 (SR–CBOE–2008–78). See also CBOE
Fees Schedule, p. 3. The Exchange notes that CBOE
does not charge market makers a differentiated
transaction fee for non-Penny Pilot option classes.
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in a month. As a MIAX Market Maker’s
monthly volume increases, its per
contract transaction fee would decrease.
The Market Maker sliding scale will
continue to apply to MIAX Market
Maker (RMM, LMM, DLMM, PLMM,
DPLMM) transaction fees in all nonPenny Pilot options classes except minioptions. MIAX Market Makers will
continue to be assessed a $0.02 per
executed contract fee for transactions in
mini-options. The Exchange notes that
MIAX Market Makers will continue to
be assessed transactions fees for Penny
Pilot options classes pursuant to the
current Market Maker sliding scale.5
The Exchange believes the proposed
sliding scale for non-Penny Pilot
options classes is objective in that the
fee reductions are based solely on
reaching stated volume thresholds. The
specific volume thresholds of the tiers
were set based upon business
determinations and an analysis of
current volume levels. The specific
volume thresholds and rates were set in
order to encourage MIAX Market
Makers to reach for higher tiers. The
Exchange believes that the proposed
changes to the tiered fee schedule may
incent firms to display their orders on
the Exchange and increase the volume
of contracts traded here in order to
qualify for lower fee rates in the higher
tiers.
As mentioned above, the Exchange
notes that the proposed sliding fee scale
for MIAX Market Makers structured on
contract volume thresholds is based on
the substantially similar fees of the
CBOE.6 The Exchange also notes that a
number of other exchanges have tiered
fee schedules which offer different
transaction fee rates depending on the
monthly ADV of liquidity providing
executions on their facilities.7
The Exchange proposes to offer MIAX
Market Makers the opportunity to
reduce transaction fees by $0.02 per
contract in standard options in nonPenny Pilot options classes in the same
manner as Penny Pilot options classes.
5 See MIAX Options Fee Schedule, Section 1(a)(i).
Specifically, MIAX Market Makers will be assessed
$0.25 per contract for tier 1, $0.17 per contract for
tier 2, $0.12 per contract for tier 3, $0.07 per
contract for tier 4, and $0.05 per contract for tier
5 for transactions in standard options in Penny Pilot
options classes as currently provided in the Market
Maker sliding scale.
6 See Securities Exchange Act Release Nos. 55193
(January 30, 2007), 72 FR 5476 (February 6, 2007)
(SR–CBOE–2006–111); 58321 (August 6, 2008), 73
FR 46955 (SR–CBOE–2008–78); 71295 (January 14,
2014), 79 FR 3443 (January 21, 2014) (SR–CBOE–
2013–129). The Exchange notes that CBOE does not
charge market makers a differentiated transaction
fee for non-Penny Pilot option classes.
7 See, e.g., International Securities Exchange,
LLC, Schedule of Fees, Section IV, C; NASDAQ
Options Market, Chapter XV, Section 2.
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As proposed, any Member or its
affiliates of at least 75% common
ownership between the firms as
reflected on each firm’s Form BD,
Schedule A, that qualifies for Priority
Customer Rebate Program volume tiers
3, 4, or 5 and is a MIAX Market Maker
will be assessed $0.27 per contract for
tier 1, $0.19 per contract for tier 2, $0.14
per contract for tier 3, $0.09 per contract
for tier 4, and $0.07 per contract for tier
5 for transactions in standard options in
non-Penny Pilot options classes in lieu
of the applicable transaction fees in the
Market Maker sliding scale.
The Exchange believes that these
incentives will encourage MIAX Market
Makers to transact a greater number of
orders on the Exchange.
2. Statutory Basis
The Exchange believes that its
proposal to amend its fee schedule is
consistent with Section 6(b) of the Act 8
in general, and furthers the objectives of
Section 6(b)(4) of the Act 9 in particular,
in that it is an equitable allocation of
reasonable fees and other charges among
Exchange members.
The Exchange believes that its
proposal to assess transaction fees in
non-Penny Pilot options classes, which
differs from Penny Pilot options classes,
is consistent with other options markets
that also assess different transaction fees
for non-Penny Pilot options classes as
compared to Penny Pilot options
classes. The Exchange believes that
establishing different pricing for nonPenny Pilot options and Penny Pilot
options is reasonable, equitable, and not
unfairly discriminatory because Penny
Pilot options are more liquid options as
compared to non-Penny Pilot options.
Additionally, other competing options
exchanges differentiate pricing in a
similar manner today in other types of
transaction fees.10
The proposed volume based discount
fee structure is not discriminatory in
that all MIAX Market Makers are
eligible to submit (or not submit)
liquidity, and may do so at their
8 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
10 See NASDAQ OMX PHLX LLC Pricing
Schedule, Section II (assessing differentiated
transaction fees for Penny Pilot and non-Penny
Pilot options classes); NYSE Amex Options Fee
Schedule, p. 6 (assessing differentiated transaction
fees for Penny Pilot and non-Penny Pilot options
classes); Chicago Board Options Exchange,
Incorporated, Fee Schedule, p. 1 (assessing
differentiated transaction fees for Penny Pilot and
non-Penny Pilot options classes). See also
Securities Exchange Act Release No. 68556 (January
2, 2013), 78 FR 1293 (January 8, 2013) (SR–BX–
2012–074). Please note that neither of these
exchanges currently has differentiated pricing for
non-Penny Pilot options classes in a tiered volume
scale for market makers.
9 15
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16045
discretion in the daily volumes they
choose during the course of the billing
period. All similarly situated MIAX
Market Makers are subject to the same
fee structure, and access to the
Exchange is offered on terms that are
not unfairly discriminatory. Volume
based discounts have been widely
adopted by options and equities
markets, and are equitable because they
are open to all MIAX Market Makers on
an equal basis and provide discounts
that are reasonably related to the value
of an exchange’s market quality
associated with higher volumes. The
proposed fee levels and volume
thresholds are reasonably designed to be
comparable to those of other options
exchanges employing similar fee
programs, and also to attract additional
liquidity and order flow to the
Exchange.
The Exchange’s proposal to provide
MIAX Market Makers the opportunity to
reduce transaction fees by $0.02 per
contract in standard options in nonPenny Pilot option classes, provided
certain criteria are met, is reasonable
because the Exchange desires to offer all
such market participants an opportunity
to lower their transaction fees. The
Exchange’s proposal to offer MIAX
Market Makers the opportunity to
reduce transaction fees by $0.02 per
contract in standard options in nonPenny Pilot option classes, provided
certain criteria are met, is equitable and
not unfairly discriminatory because the
Exchange offers all market participants,
excluding Priority Customers, a means
to reduce transaction fees by qualifying
for volume tiers in the Priority Customer
Rebate Program. The Exchange believes
that offering all such market
participants the opportunity to lower
transaction fees by incentivizing them to
transact Priority Customer order flow in
turn benefits all market participants.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange 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, the
Exchange must continually adjust its
fees to remain competitive with other
exchanges and to attract order flow. The
Exchange believes that the proposed
rule change reflects this competitive
environment because it modifies the
Exchange’s fees in a manner that
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Federal Register / Vol. 80, No. 58 / Thursday, March 26, 2015 / Notices
encourages market participants to
provide liquidity and to send order flow
to the Exchange.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.11 At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act. If the Commission
takes such action, the Commission shall
institute proceedings to determine
whether the proposed rule should be
approved or disapproved.
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–MIAX–
2015–20, and should be submitted on or
before April 16, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Brent J. Fields,
Secretary.
[FR Doc. 2015–06889 Filed 3–25–15; 8:45 am]
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
MIAX–2015–20 on the subject line.
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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:
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Order Approving a
Proposed Rule Change To Amend
Rules 6.41 and 24.8
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–MIAX–2015–20. 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
11 15
U.S.C. 78s(b)(3)(A)(ii).
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BILLING CODE 8011–01–P
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COMMISSION
[Release No. 34–74551; File No. SR–CBOE–
2015–010]
March 20, 2015.
On January 22, 2015, the Chicago
Board Options Exchange, Incorporated
(the ‘‘Exchange’’ or ‘‘CBOE’’) filed with
the Securities and Exchange
Commission (the ‘‘Commission’’),
pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
proposed rules to describe the process
of establishing final leg execution prices
when a broker receives from a customer
a complex order for open-outcry
handling at a total cash price for the
order. The proposal was published for
comment in the Federal Register on
February 10, 2015.3 The Commission
received no comments regarding the
12 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 74200
(February 4, 2015), 80 FR 7515 (‘‘Notice’’).
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proposal. This order approves the
proposed rule change.
Currently Exchange Rules 6.41 (with
respect to equities) and 24.8 (with
respect to indexes), provide that bids
and offers must be expressed in terms of
dollars per unit of the underlying
security or index, as applicable.
However, the Exchange explains that
sometimes a customer will request an
execution in a complex order at a total
cash price for the order (rather than at
a price per contract for each leg) and the
total number of contracts of each leg.4 In
this situation, a broker may represent
the order to the trading crowd at the
total order price, and Trading Permit
Holders may respond to trade with the
order at that total order price.5 The
Exchange notes that in some instances,
due to the complexity of the order and
the price and number of contracts
involved, the complex order may not
break down into a per-unit price for
each leg based on the existing market for
the leg that corresponds to the total
order price.6
Accordingly, the Exchange proposes
to adopt Interpretation and Policy .01 to
each of Exchange Rules 6.41 and 24.8.
The Interpretations will impose
requirements requiring how brokers
must determine final leg execution
prices when a broker receives from a
customer a complex order for openoutcry handling at a total cash price,
and the complex order does not break
down into a per-unit price for each leg
based on the existing market for the leg
that corresponds to the total price.7
Specifically, the Interpretations will
provide that when the complex order
does not break down into a per-unit
price for each leg, the broker must
resolve any difference in a manner that
provides price improvement to the
customer (i.e. the broker must determine
leg prices that correspond to a total
purchase (sale) price that is less (greater)
than the total order price).8
After careful review, the Commission
finds that the proposed rule change is
consistent with the requirements of the
Act and the rules and regulations
thereunder applicable to a national
securities exchange.9 In particular, the
Commission finds that the proposed
rule change is consistent with Section
4 Id.
at 7516.
5 Id.
6 Id.
7 Id.
8 See Notice, supra note 3, at 7516. In the notice,
the Exchange provided examples of how this
occurs. Id. at 7516–7.
9 In approving this proposal, the Commission has
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
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Agencies
[Federal Register Volume 80, Number 58 (Thursday, March 26, 2015)]
[Notices]
[Pages 16044-16046]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-06889]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74555; File No. SR-MIAX-2015-20]
Self-Regulatory Organizations; Miami International Securities
Exchange, LLC; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Amend Its Fee Schedule
March 20, 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 March 11, 2015, Miami International Securities Exchange LLC
(``MIAX'' or ``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 filing a proposal to amend the MIAX Options Fee
Schedule.
The text of the proposed rule change is available on the Exchange's
Web site at https://www.miaxoptions.com/filter/wotitle/rule_filing, at
MIAX's principal office, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend its current MIAX Market Maker \3\
sliding scale for transaction fees to: (i) Adopt transaction fees for
non-Penny Pilot options classes; and (ii) provide for additional
incentives for achieving certain Priority Customer Rebate Program
volume tiers.
---------------------------------------------------------------------------
\3\ ``MIAX Market Maker'' for purposes of the proposed sliding
scale means any MIAX Market Maker including RMM, LMM, PLMM, DLMM,
and DPLMM.
---------------------------------------------------------------------------
The sliding scale for MIAX Market Maker transaction fees is based
on the substantially similar fees of the Chicago Board Options
Exchange, Incorporated (``CBOE'').\4\ Currently, the program reduces a
MIAX Market Maker's per contract transaction fee based on percentages
of total national Market Maker volume of any options classes that trade
on the exchange during the calendar month, based on the following
scale:
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release Nos. 55193 (January 30,
2007), 72 FR 5476 (February 6, 2007) (SR-CBOE-2006-111); 57191
(January 24, 2008), 73 FR 5611 (January 30, 2008); 58321 (August 6,
2008), 73 FR 46955 (SR-CBOE-2008-78). See also CBOE Fees Schedule,
p. 3. The Exchange notes that CBOE does not charge market makers a
differentiated transaction fee for non-Penny Pilot option classes.
------------------------------------------------------------------------
Transaction
Tier Percentage of national fee per
Market Maker volume contract
------------------------------------------------------------------------
1............................. 0.00%-0.05%................ $0.25
2............................. Above 0.05%-0.50%.......... 0.17
3............................. Above 0.50%-0.80%.......... 0.12
4............................. Above 0.80%-1.50%.......... 0.07
5............................. Above 1.50%................ 0.05
------------------------------------------------------------------------
The Exchange proposes to amend its current MIAX Market Maker
sliding scale for transactions to adopt transaction fees for non-Penny
Pilot options classes. Specifically, the Exchange proposes to reduce a
MIAX Market Maker's per contract transaction fee based on percentages
of total national Market Maker volume of any options classes that trade
on the exchange during the calendar month, based on the following
scale:
------------------------------------------------------------------------
Non-Penny
Pilot
Percentage of national classes
Tier Market Maker volume transaction
fee per
contract
------------------------------------------------------------------------
1............................. 0.00%-0.05%................ $0.29
2............................. Above 0.05%-0.50%.......... 0.21
3............................. Above 0.50%-0.80%.......... 0.16
4............................. Above 0.80%-1.50%.......... 0.11
5............................. Above 1.50%................ 0.09
------------------------------------------------------------------------
The proposed sliding scale would apply to all MIAX Market Makers
for transactions in all non-Penny Pilot options classes except mini-
options. A MIAX Market Maker's initial $0.29 per contract rate will be
reduced if the MIAX Market Maker reaches the volume thresholds set
forth in the sliding scale
[[Page 16045]]
in a month. As a MIAX Market Maker's monthly volume increases, its per
contract transaction fee would decrease. The Market Maker sliding scale
will continue to apply to MIAX Market Maker (RMM, LMM, DLMM, PLMM,
DPLMM) transaction fees in all non-Penny Pilot options classes except
mini-options. MIAX Market Makers will continue to be assessed a $0.02
per executed contract fee for transactions in mini-options. The
Exchange notes that MIAX Market Makers will continue to be assessed
transactions fees for Penny Pilot options classes pursuant to the
current Market Maker sliding scale.\5\
---------------------------------------------------------------------------
\5\ See MIAX Options Fee Schedule, Section 1(a)(i).
Specifically, MIAX Market Makers will be assessed $0.25 per contract
for tier 1, $0.17 per contract for tier 2, $0.12 per contract for
tier 3, $0.07 per contract for tier 4, and $0.05 per contract for
tier 5 for transactions in standard options in Penny Pilot options
classes as currently provided in the Market Maker sliding scale.
---------------------------------------------------------------------------
The Exchange believes the proposed sliding scale for non-Penny
Pilot options classes is objective in that the fee reductions are based
solely on reaching stated volume thresholds. The specific volume
thresholds of the tiers were set based upon business determinations and
an analysis of current volume levels. The specific volume thresholds
and rates were set in order to encourage MIAX Market Makers to reach
for higher tiers. The Exchange believes that the proposed changes to
the tiered fee schedule may incent firms to display their orders on the
Exchange and increase the volume of contracts traded here in order to
qualify for lower fee rates in the higher tiers.
As mentioned above, the Exchange notes that the proposed sliding
fee scale for MIAX Market Makers structured on contract volume
thresholds is based on the substantially similar fees of the CBOE.\6\
The Exchange also notes that a number of other exchanges have tiered
fee schedules which offer different transaction fee rates depending on
the monthly ADV of liquidity providing executions on their
facilities.\7\
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\6\ See Securities Exchange Act Release Nos. 55193 (January 30,
2007), 72 FR 5476 (February 6, 2007) (SR-CBOE-2006-111); 58321
(August 6, 2008), 73 FR 46955 (SR-CBOE-2008-78); 71295 (January 14,
2014), 79 FR 3443 (January 21, 2014) (SR-CBOE-2013-129). The
Exchange notes that CBOE does not charge market makers a
differentiated transaction fee for non-Penny Pilot option classes.
\7\ See, e.g., International Securities Exchange, LLC, Schedule
of Fees, Section IV, C; NASDAQ Options Market, Chapter XV, Section
2.
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The Exchange proposes to offer MIAX Market Makers the opportunity
to reduce transaction fees by $0.02 per contract in standard options in
non-Penny Pilot options classes in the same manner as Penny Pilot
options classes. As proposed, any Member or its affiliates of at least
75% common ownership between the firms as reflected on each firm's Form
BD, Schedule A, that qualifies for Priority Customer Rebate Program
volume tiers 3, 4, or 5 and is a MIAX Market Maker will be assessed
$0.27 per contract for tier 1, $0.19 per contract for tier 2, $0.14 per
contract for tier 3, $0.09 per contract for tier 4, and $0.07 per
contract for tier 5 for transactions in standard options in non-Penny
Pilot options classes in lieu of the applicable transaction fees in the
Market Maker sliding scale.
The Exchange believes that these incentives will encourage MIAX
Market Makers to transact a greater number of orders on the Exchange.
2. Statutory Basis
The Exchange believes that its proposal to amend its fee schedule
is consistent with Section 6(b) of the Act \8\ in general, and furthers
the objectives of Section 6(b)(4) of the Act \9\ in particular, in that
it is an equitable allocation of reasonable fees and other charges
among Exchange members.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that its proposal to assess transaction fees
in non-Penny Pilot options classes, which differs from Penny Pilot
options classes, is consistent with other options markets that also
assess different transaction fees for non-Penny Pilot options classes
as compared to Penny Pilot options classes. The Exchange believes that
establishing different pricing for non-Penny Pilot options and Penny
Pilot options is reasonable, equitable, and not unfairly discriminatory
because Penny Pilot options are more liquid options as compared to non-
Penny Pilot options. Additionally, other competing options exchanges
differentiate pricing in a similar manner today in other types of
transaction fees.\10\
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\10\ See NASDAQ OMX PHLX LLC Pricing Schedule, Section II
(assessing differentiated transaction fees for Penny Pilot and non-
Penny Pilot options classes); NYSE Amex Options Fee Schedule, p. 6
(assessing differentiated transaction fees for Penny Pilot and non-
Penny Pilot options classes); Chicago Board Options Exchange,
Incorporated, Fee Schedule, p. 1 (assessing differentiated
transaction fees for Penny Pilot and non-Penny Pilot options
classes). See also Securities Exchange Act Release No. 68556
(January 2, 2013), 78 FR 1293 (January 8, 2013) (SR-BX-2012-074).
Please note that neither of these exchanges currently has
differentiated pricing for non-Penny Pilot options classes in a
tiered volume scale for market makers.
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The proposed volume based discount fee structure is not
discriminatory in that all MIAX Market Makers are eligible to submit
(or not submit) liquidity, and may do so at their discretion in the
daily volumes they choose during the course of the billing period. All
similarly situated MIAX Market Makers are subject to the same fee
structure, and access to the Exchange is offered on terms that are not
unfairly discriminatory. Volume based discounts have been widely
adopted by options and equities markets, and are equitable because they
are open to all MIAX Market Makers on an equal basis and provide
discounts that are reasonably related to the value of an exchange's
market quality associated with higher volumes. The proposed fee levels
and volume thresholds are reasonably designed to be comparable to those
of other options exchanges employing similar fee programs, and also to
attract additional liquidity and order flow to the Exchange.
The Exchange's proposal to provide MIAX Market Makers the
opportunity to reduce transaction fees by $0.02 per contract in
standard options in non-Penny Pilot option classes, provided certain
criteria are met, is reasonable because the Exchange desires to offer
all such market participants an opportunity to lower their transaction
fees. The Exchange's proposal to offer MIAX Market Makers the
opportunity to reduce transaction fees by $0.02 per contract in
standard options in non-Penny Pilot option classes, provided certain
criteria are met, is equitable and not unfairly discriminatory because
the Exchange offers all market participants, excluding Priority
Customers, a means to reduce transaction fees by qualifying for volume
tiers in the Priority Customer Rebate Program. The Exchange believes
that offering all such market participants the opportunity to lower
transaction fees by incentivizing them to transact Priority Customer
order flow in turn benefits all market participants.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. The Exchange 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, the Exchange
must continually adjust its fees to remain competitive with other
exchanges and to attract order flow. The Exchange believes that the
proposed rule change reflects this competitive environment because it
modifies the Exchange's fees in a manner that
[[Page 16046]]
encourages market participants to provide liquidity and to send order
flow to the Exchange.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act.\11\ At any time within 60 days of the
filing of the proposed rule change, the Commission summarily may
temporarily suspend such rule change if it appears to the Commission
that such action is necessary or appropriate in the public interest,
for the protection of investors, or otherwise in furtherance of the
purposes of the Act. If the Commission takes such action, the
Commission shall institute proceedings to determine whether the
proposed rule should be approved or disapproved.
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\11\ 15 U.S.C. 78s(b)(3)(A)(ii).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-MIAX-2015-20 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-MIAX-2015-20. 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-MIAX-2015-20,
and should be submitted on or before April 16, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
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\12\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2015-06889 Filed 3-25-15; 8:45 am]
BILLING CODE 8011-01-P