Self-Regulatory Organizations; BATS Y-Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Related to Fees for Use of BATS Y-Exchange, Inc., 17522-17525 [2015-07368]
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17522
Federal Register / Vol. 80, No. 62 / Wednesday, April 1, 2015 / Notices
investors, or otherwise in furtherance of
the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Brent J. Fields,
Secretary.
[FR Doc. 2015–07363 Filed 3–31–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
[Release No. 34–74594; File No. SR–BYX–
2015–18]
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
BATS–2015–23 on the subject line.
Self-Regulatory Organizations; BATS
Y-Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Related to Fees for Use
of BATS Y-Exchange, Inc.
March 26, 2015.
Paper Comments
mstockstill on DSK4VPTVN1PROD with NOTICES
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–BATS–2015–23. 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–BATS–
2015–23, and should be submitted on or
before April 22, 2015.
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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 17,
2015, BATS Y-Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BYX’’) 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
Exchange has designated the proposed
rule change as one establishing or
changing a member due, fee, or other
charge imposed by the Exchange under
Section 19(b)(3)(A)(ii) of the Act 3 and
Rule 19b–4(f)(2) thereunder,4 which
renders the proposed rule change
effective upon filing with the
Commission. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange filed a proposal to
amend the fee schedule applicable to
Members 5 and non-members of the
Exchange pursuant to BYX Rules 15.1(a)
and (c). Changes to the fee schedule
pursuant to this proposal are effective
upon filing.
The text of the proposed rule change
is available at the Exchange’s Web site
at www.batstrading.com, at the
principal office of the Exchange, and at
17 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
5 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer that has been admitted
to membership in the Exchange.’’ See Exchange
Rule 1.5(n).
1 15
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the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
fee schedule in order to: (i) Adjust
rebates for orders that yield fee code A;
(ii) add new fee code RN; and (iii) add
a clarifying statement regarding fee
codes applicable to certain orders
routed to NYSE Arca, Inc. (‘‘NYSE
Arca’’).
Fee Code A
In securities priced at or above $1.00,
the Exchange currently provides a
rebate of $0.0015 per share for Members’
orders that yield fee code A, which
routes to Nasdaq Stock Market LLC
(‘‘Nasdaq’’) and adds liquidity. The
Exchange proposes to amend its Fee
Schedule to decrease this rebate to
$0.0004 per share for Members’ orders
that yield fee code A. The proposed
change represents a pass through of the
lowest possible rebate that BATS
Trading, Inc. (‘‘BATS Trading’’), the
Exchange’s affiliated routing brokerdealer, receives for adding liquidity on
Nasdaq. When BATS Trading routes and
adds liquidity to Nasdaq, it is rebated a
standard rate of $0.0004 per share for
orders in select symbols (‘‘Nasdaq’s
Select Symbol Program’’). When BATS
Trading routes to Nasdaq in other
symbols, it is rebated a standard rate of
$0.0015 per share. Further, BATS
Trading might qualify for tiered pricing
that would increase the amount of the
rebate received. However, due to billing
system limitations that do not allow for
separate rates on a security by security
basis and in order to maintain a simple
to understand fee schedule, the
Exchange will provide a rebate of
$0.0004 per share for executions in all
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Tapes A, B & C securities routed to
Nasdaq that yield fee code A.
The Exchange notes that the proposed
change is in response to Nasdaq’s
January 2015 fee change where Nasdaq
decreased the rebate it provides its
customers, such as BATS Trading, for
orders in symbols included in Nasdaq’s
Select Symbol Program from a rebate of
$0.0015 per share to a rebate of $0.0004
per share.6
Fee Code RN
The Exchange proposes to adopt new
fee code RN, which would be applied to
orders routed to Nasdaq using the ROOC
routing strategy that add liquidity.
Orders that yield fee code RN will
receive a rebate of $0.0015 per share.
The ROOC Routing strategy routes
orders to participate in the opening, reopening (following a halt, suspension,
or pause), or closing process of a
primary listing market if received before
the opening/re-opening/closing time of
such market. In turn, an order that has
been sent to participate in an opening or
closing process may add liquidity prior
to the commencement of such process.
Proposed fee code RN represents a pass
through of the standard rebate that
BATS Trading, the Exchange’s affiliated
routing broker-dealer, is rebated for
added liquidity on Nasdaq in securities
not included in Nasdaq’s Select Symbol
Program (presuming it does not qualify
for a volume tiered rebate). When BATS
Trading routes to Nasdaq using the
ROOC routing strategy and an order
adds liquidity, BATS Trading receives a
standard rebate of $0.0015 per share for
securities that are not included in
Nasdaq’s Select Symbol Program. As
noted above, due to billing system
limitations that do not allow for
separate rates on a security by security
basis and in order to maintain a simple
to understand fee schedule, the
Exchange will pass through the rebate of
$0.0015 per share for executions in all
Tapes A, B & C securities routed to
Nasdaq that yield fee code RN. The
Exchange notes that fee code A above
will continue to be applied to all orders
routed to Nasdaq not utilizing the ROOC
routing strategy that add liquidity.
Orders routed via ROOC that add
liquidity at Nasdaq have previously
yielded fee code A, and thus, have
received a rebate of $0.0015 per share.
The Exchange has proposed to add fee
code RN to maintain the applicable
pricing (i.e., a rebate of $0.0015 per
share) for orders that are routed via
ROOC and add liquidity at Nasdaq. The
6 See Securities Exchange Act Release No. 73967
(December 30, 2014), 80 FR 594 (January 6, 2015)
(SR–Nasdaq–2014–128).
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Exchange notes that it has proposed to
pass on the standard rebate for
executions that yield fee code RN even
though the Exchange will receive a
lower rebate per share, $.0004 per share,
for executions of securities that are
included in Nasdaq’s Select Symbol
Program.
NYSE and NYSE MKT Rule 49
The Exchange proposes to add a
bullet under the General Notes section
of the Fee Schedule to describe the rates
that would apply where the New York
Stock Exchange, Inc. (‘‘NYSE’’) or NYSE
MKT LLC (‘‘NYSE MKT’’) declare an
emergency condition under their Rule
49. Under NYSE and NYSE MKT Rule
49, the NYSE or NYSE MKT may invoke
their emergency powers during an
emergency condition and designate
NYSE Arca as their backup facility to
receive and process bids and offers and
to execute orders on behalf of the NYSE
or NYSE MKT. In such case, the
Exchange will route any order that was
intended to be routed to the NYSE or
NYSE MKT to NYSE Arca and the
Exchange’s System will identify such
trades as being executed on NYSE Arca,
not the NYSE or NYSE MKT. Because
the executions occurred on NYSE Arca,
NYSE Arca will charge BATS Trading
their applicable fee or rebate, and BATS
Trading will pass through that fee or
rebate to the Exchange who would, in
turn, pass that rate along to its Members.
Therefore, the Exchange proposes to add
a bullet to its Fee Schedule stating that
fee codes applicable to orders routed to
NYSE Arca will be applied to orders
routed to the NYSE or NYSE MKT
where, pursuant to NYSE and NYSE
MKT Rule 49, the NYSE or NYSE MKT
have designated NYSE Arca as their
backup facility to receive and process
bids and offers and to execute orders on
behalf of the NYSE or NYSE MKT.
Implementation Date
The Exchange proposes to implement
the amendments to its fee schedule
effective immediately.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder that
are applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6 of the Act.7
Specifically, the Exchange believes that
the proposed rule change is consistent
with Sections 6(b)(4) of the Act and
6(b)(5) of the Act,8 in that it provides for
7 15
8 15
PO 00000
U.S.C. 78f.
U.S.C. 78f(b)(4) and (5).
Frm 00138
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17523
the equitable allocation of reasonable
dues, fees and other charges among
members and other persons using any
facility or system which the Exchange
operates or controls. The Exchange
notes that it operates in a highly
competitive market in which market
participants can readily direct order
flow to competing venues if they deem
fee levels at a particular venue to be
excessive. The Exchange believes that
the proposed rates are equitable and
non-discriminatory in that they apply
uniformly to all Members. The
Exchange believes the fees and credits
remain competitive with those charged
by other venues and therefore continue
to be reasonable and equitably allocated
to Members.
Fee Code A
The Exchange believes that its
proposal to decrease the pass through
rebate for Members’ orders that yield fee
code A from $0.0015 to $0.0004 per
share represents an equitable allocation
of reasonable dues, fees, and other
charges among Members and other
persons using its facilities. Prior to the
changes related to the Nasdaq Select
Symbol Program, Nasdaq provided
BATS Trading a rebate of $0.0015 per
share for orders that added liquidity,
which BATS Trading passed through to
the Exchange and the Exchange passed
through to its Members pursuant to fee
code A. In January 2015, Nasdaq
decreased the standard rebate it
provides its customers, such as BATS
Trading, from a rebate of $0.0015 per
share to a rebate of $0.0004 per share for
orders that add liquidity on Nasdaq in
symbols included in its Select Symbol
Program.9 Therefore, the Exchange
believes that the proposed change in fee
code A from a rebate of $0.0015 per
share to a rebate of $0.0004 per share is
equitable and reasonable because it
accounts for the pricing changes on
Nasdaq and is necessary due to billing
system limitations and to maintain a
simple to understand fee schedule. The
Exchange notes that routing through
BATS Trading is voluntary. Lastly, the
Exchange also believes that the
proposed amendment is nondiscriminatory because it applies
uniformly to all Members.
Fee Code RN
The Exchange believes its proposal to
adopt new fee code RN, which would be
applied to orders routed to Nasdaq
using the ROOC routing strategy that
add liquidity, represents an equitable
allocation of reasonable dues, fees, and
other charges among Members and other
9 See
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supra note 6.
01APN1
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mstockstill on DSK4VPTVN1PROD with NOTICES
persons using its facilities because the
Exchange does not levy additional fees
or offer additional rebates for orders that
it routes to Nasdaq through BATS
Trading using the ROOC routing
strategy. Proposed fee code RN
represents a pass through of the
standard rebate that BATS Trading, the
Exchange’s affiliated routing brokerdealer, receives for adding liquidity to
Nasdaq in securities not included in
Nasdaq’s Select Symbol Program
(presuming BATS Trading does not
qualify for a volume tiered rebate). The
Exchange believes the proposal to
provide proposed fee code RN a rebate
of $0.0015 per share is equitable and
reasonable because it accounts for
pricing on Nasdaq in securities not
subject to the Select Symbol Program
and it allows the Exchange to continue
to provide its Members a pass-through
rebate of $0.0015 per share for orders
that are routed to Nasdaq using the
ROOC routing strategy. The Exchange
notes that it has proposed to pass on the
standard rebate of $0.0015 for
executions that yield fee code RN even
though the Exchange will receive a
lower rebate per share, $0.0004 per
share, for executions of securities that
are included in Nasdaq’s Select Symbol
Program. The Exchange believes that the
proposed fee structure is equitable and
reasonable because it does not represent
a change from the current pricing
applicable to orders sent through such
strategy that add liquidity at Nasdaq and
because orders that use the ROOC
routing strategy could only add liquidity
at Nasdaq immediately prior to the
opening or closing processes rather than
throughout the day. The Exchange notes
that routing through BATS Trading is
voluntary. Lastly, the Exchange also
believes that the proposed amendment
is non-discriminatory because it applies
uniformly to all Members.
NYSE and NYSE MKT Rule 49
The Exchange believes that adding a
bullet under the General Notes section
of the Fee Schedule to describe the rates
that would apply where the NYSE or
NYSE MKT declare an emergency
condition under their Rule 49 is
reasonable because it is designed to
provide greater transparency to
Members by describing which rates
would apply in such circumstances. In
the case when NYSE or NYSE MKT
invoke their Rule 49, the Exchange will
route any order that was intended for
the NYSE or NYSE MKT to NYSE Arca
and the Exchange’s System will identify
such trades as being executed on NYSE
Arca, not the NYSE or NYSE MKT.
Because the executions occurred on
NYSE Arca, NYSE Arca will charge
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their applicable fee or rebate. The
proposed bullet is intended to make
clear within the Fee Schedule which
rate would apply where the NYSE or
NYSE MKT invoke their emergency
powers under their Rule 49, thereby
eliminating potential investor
confusion, removing impediments to
and perfecting the mechanism of a free
and open market and a national market
system, and, in general, protecting
investors and the public interest. The
Exchange notes that routing through
BATS Trading is voluntary. Lastly, the
Exchange also believes that the
proposed amendment is nondiscriminatory because it applies
uniformly to all Members.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
As further described below, the
Exchange does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
The Exchange does not believe that the
proposed changes represent a significant
departure from previous pricing offered
by the Exchange or pricing offered by
the Exchange’s competitors.
Additionally, Members may opt to
disfavor the Exchange’s pricing if they
believe that alternatives offer them
better value. Accordingly, the Exchange
does not believe that the proposed
changes will impair the ability of
Members or competing venues to
maintain their competitive standing in
the financial markets.
Fee Code A
The Exchange also believes that its
proposal to amend the pricing for orders
routed to Nasdaq would enhance the
Exchange’s ability to compete because
the change is designed to insure that it
is not providing a greater rebate than is
being provided to BATS Trading by
Nasdaq for an execution. The Exchange
believes that its proposal would not
burden intramarket competition because
the proposed rate would apply
uniformly to all Members.
Fee Code RN
The Exchange believes that its
proposal to add fee code RN for orders
that route to Nasdaq using the ROOC
routing strategy and pass through a
rebate of $0.0015 per share to Members
would increase intermarket competition
because it offers customers an
alternative means to route orders to
Nasdaq to participate in their opening,
re-opening or closing process for a
similar rate as entering orders in certain
symbols on Nasdaq directly. The
PO 00000
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Exchange believes that its proposal
would not burden intramarket
competition because the proposed rate
would apply uniformly to all Members.
NYSE and NYSE MKT Rule 49
The Exchange believes that adding a
bullet under the General Notes section
of the Fee Schedule to describe which
rates that would apply where the NYSE
or NYSE MKT declare an emergency
condition under their Rule 49 would not
affect intermarket nor intramarket
competition because none of these
changes are designed to amend any
rebate or alter the manner in which the
Exchange calculates rebates. This
change is not designed to have a
competitive impact. Rather, it is
intended to make clear to Members and
investors within the Fee Schedule
which rate would apply where the
NYSE or NYSE MKT invoke their
emergency powers under their Rule 49,
thereby eliminating potential investor
confusion.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any written
comments from members or other
interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 10 and paragraph (f) of Rule
19b–4 thereunder.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.
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:
10 15
11 17
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U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
01APN1
Federal Register / Vol. 80, No. 62 / Wednesday, April 1, 2015 / Notices
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
BYX–2015–18 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.
mstockstill on DSK4VPTVN1PROD with NOTICES
All submissions should refer to File
Number SR–BYX–2015–18. 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 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–BYX–
2015–18, and should be submitted on or
before April 22, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Brent J. Fields,
Secretary.
[FR Doc. 2015–07368 Filed 3–31–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74591; File No. SR–CME–
2015–010]
Self-Regulatory Organizations;
Chicago Mercantile Exchange Inc.;
Notice of Filing and Immediate
Effectiveness of Proposed Rules
Change To Amend Listing Rules for
New CDX Indexes Available for
Clearing
March 26, 2015.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (‘‘Act’’
or ‘‘Exchange Act’’),1 and Rule 19b–4
thereunder,2 notice is hereby given that
on March 23, 2015, Chicago Mercantile
Exchange Inc. (‘‘CME’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III,
below, which Items have been prepared
primarily by CME. CME filed the
proposal pursuant to Section
19(b)(3)(A)(ii) 3 of the Act, and Rule
19b–4(f)(2) 4 thereunder, so that the
proposal was effective upon filing with
the Commission. 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
CME is filing a proposed rule change
that is limited to its business as a
derivatives clearing organization. More
specifically, the proposed rule change
would make amendments to its rules
regarding the listing of new CDS
indexes available for clearing.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
CME included statements concerning
the purpose 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. CME has prepared
summaries, set forth in sections A, B,
and C below, of the most significant
aspects of such statements.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
2 17
12 17
CFR 200.30–3(a)(12).
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17525
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
CME is registered as a derivatives
clearing organization with the
Commodity Futures Trading
Commission (‘‘CFTC’’) and currently
offers clearing services for many
different futures and swaps products.
With this filing, CME proposes to make
rulebook changes that are limited to its
business clearing futures and swaps
under the exclusive jurisdiction of the
CFTC. More specifically, the proposed
changes would make amendments to its
rules regarding the listing of new CDS
indexes available for clearing.
CME offers clearing for CDX North
American Investment Grade (Series 8–
24) and CDX North American High
Yield (14–24) Index Contracts. Further,
CME plans to clear all future on-the-run
series of the respective indices on a
going forward basis. The proposed
amendments would permit CME to
maintain a list on its Web site of each
index that a cleared CDX Index
Untranched CDS Contract may
reference, in lieu of maintaining such
list in Appendix 1 to Rule 802, as it
currently does. CME currently
maintains on its Web site a similar list
for iTraxx Europe Index Untranched
CDS Contracts; the amendments
proposed hereby would simply conform
CME’s practice for maintaining the list
of indices for CDX Index Untranched
CDS Contracts to CME’s existing
practice for maintaining the list of
indices for iTraxx Europe Index
Untranched CDS Contracts. The
proposed amendments would affect
CME Rules 80202.A.B. and 80202.B. and
Appendix 1 of Rule 802.
The proposed rule change that is
described in this filing is limited to its
business as a derivatives clearing
organization clearing products under
the exclusive jurisdiction of the
Commodity Futures Trading
Commission (‘‘CFTC’’). CME has not
cleared security based swaps and does
not plan to and therefore the proposed
rule change does not impact CME’s
security-based swap clearing business in
any way. The proposed rule change
would become effective immediately.
CME notes that it has also submitted the
proposed rule change that is the subject
of this filing to its primary regulator, the
CFTC, in CME Submission 14–095.
CME believes the proposed rule
change is consistent with the
requirements of the Exchange Act
including Section 17A of the Exchange
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Agencies
[Federal Register Volume 80, Number 62 (Wednesday, April 1, 2015)]
[Notices]
[Pages 17522-17525]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-07368]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74594; File No. SR-BYX-2015-18]
Self-Regulatory Organizations; BATS Y-Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Related to
Fees for Use of BATS Y-Exchange, Inc.
March 26, 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 17, 2015, BATS Y-Exchange, Inc. (the ``Exchange'' or ``BYX'')
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
Exchange has designated the proposed rule change as one establishing or
changing a member due, fee, or other charge imposed by the Exchange
under Section 19(b)(3)(A)(ii) of the Act \3\ and Rule 19b-4(f)(2)
thereunder,\4\ which renders the proposed rule change effective upon
filing with the Commission. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A)(ii).
\4\ 17 CFR 240.19b-4(f)(2).
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange filed a proposal to amend the fee schedule applicable
to Members \5\ and non-members of the Exchange pursuant to BYX Rules
15.1(a) and (c). Changes to the fee schedule pursuant to this proposal
are effective upon filing.
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\5\ The term ``Member'' is defined as ``any registered broker or
dealer that has been admitted to membership in the Exchange.'' See
Exchange Rule 1.5(n).
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The text of the proposed rule change is available at the Exchange's
Web site at www.batstrading.com, at the principal office of the
Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend its fee schedule in order to: (i)
Adjust rebates for orders that yield fee code A; (ii) add new fee code
RN; and (iii) add a clarifying statement regarding fee codes applicable
to certain orders routed to NYSE Arca, Inc. (``NYSE Arca'').
Fee Code A
In securities priced at or above $1.00, the Exchange currently
provides a rebate of $0.0015 per share for Members' orders that yield
fee code A, which routes to Nasdaq Stock Market LLC (``Nasdaq'') and
adds liquidity. The Exchange proposes to amend its Fee Schedule to
decrease this rebate to $0.0004 per share for Members' orders that
yield fee code A. The proposed change represents a pass through of the
lowest possible rebate that BATS Trading, Inc. (``BATS Trading''), the
Exchange's affiliated routing broker-dealer, receives for adding
liquidity on Nasdaq. When BATS Trading routes and adds liquidity to
Nasdaq, it is rebated a standard rate of $0.0004 per share for orders
in select symbols (``Nasdaq's Select Symbol Program''). When BATS
Trading routes to Nasdaq in other symbols, it is rebated a standard
rate of $0.0015 per share. Further, BATS Trading might qualify for
tiered pricing that would increase the amount of the rebate received.
However, due to billing system limitations that do not allow for
separate rates on a security by security basis and in order to maintain
a simple to understand fee schedule, the Exchange will provide a rebate
of $0.0004 per share for executions in all
[[Page 17523]]
Tapes A, B & C securities routed to Nasdaq that yield fee code A.
The Exchange notes that the proposed change is in response to
Nasdaq's January 2015 fee change where Nasdaq decreased the rebate it
provides its customers, such as BATS Trading, for orders in symbols
included in Nasdaq's Select Symbol Program from a rebate of $0.0015 per
share to a rebate of $0.0004 per share.\6\
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\6\ See Securities Exchange Act Release No. 73967 (December 30,
2014), 80 FR 594 (January 6, 2015) (SR-Nasdaq-2014-128).
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Fee Code RN
The Exchange proposes to adopt new fee code RN, which would be
applied to orders routed to Nasdaq using the ROOC routing strategy that
add liquidity. Orders that yield fee code RN will receive a rebate of
$0.0015 per share. The ROOC Routing strategy routes orders to
participate in the opening, re-opening (following a halt, suspension,
or pause), or closing process of a primary listing market if received
before the opening/re-opening/closing time of such market. In turn, an
order that has been sent to participate in an opening or closing
process may add liquidity prior to the commencement of such process.
Proposed fee code RN represents a pass through of the standard rebate
that BATS Trading, the Exchange's affiliated routing broker-dealer, is
rebated for added liquidity on Nasdaq in securities not included in
Nasdaq's Select Symbol Program (presuming it does not qualify for a
volume tiered rebate). When BATS Trading routes to Nasdaq using the
ROOC routing strategy and an order adds liquidity, BATS Trading
receives a standard rebate of $0.0015 per share for securities that are
not included in Nasdaq's Select Symbol Program. As noted above, due to
billing system limitations that do not allow for separate rates on a
security by security basis and in order to maintain a simple to
understand fee schedule, the Exchange will pass through the rebate of
$0.0015 per share for executions in all Tapes A, B & C securities
routed to Nasdaq that yield fee code RN. The Exchange notes that fee
code A above will continue to be applied to all orders routed to Nasdaq
not utilizing the ROOC routing strategy that add liquidity.
Orders routed via ROOC that add liquidity at Nasdaq have previously
yielded fee code A, and thus, have received a rebate of $0.0015 per
share. The Exchange has proposed to add fee code RN to maintain the
applicable pricing (i.e., a rebate of $0.0015 per share) for orders
that are routed via ROOC and add liquidity at Nasdaq. The Exchange
notes that it has proposed to pass on the standard rebate for
executions that yield fee code RN even though the Exchange will receive
a lower rebate per share, $.0004 per share, for executions of
securities that are included in Nasdaq's Select Symbol Program.
NYSE and NYSE MKT Rule 49
The Exchange proposes to add a bullet under the General Notes
section of the Fee Schedule to describe the rates that would apply
where the New York Stock Exchange, Inc. (``NYSE'') or NYSE MKT LLC
(``NYSE MKT'') declare an emergency condition under their Rule 49.
Under NYSE and NYSE MKT Rule 49, the NYSE or NYSE MKT may invoke their
emergency powers during an emergency condition and designate NYSE Arca
as their backup facility to receive and process bids and offers and to
execute orders on behalf of the NYSE or NYSE MKT. In such case, the
Exchange will route any order that was intended to be routed to the
NYSE or NYSE MKT to NYSE Arca and the Exchange's System will identify
such trades as being executed on NYSE Arca, not the NYSE or NYSE MKT.
Because the executions occurred on NYSE Arca, NYSE Arca will charge
BATS Trading their applicable fee or rebate, and BATS Trading will pass
through that fee or rebate to the Exchange who would, in turn, pass
that rate along to its Members. Therefore, the Exchange proposes to add
a bullet to its Fee Schedule stating that fee codes applicable to
orders routed to NYSE Arca will be applied to orders routed to the NYSE
or NYSE MKT where, pursuant to NYSE and NYSE MKT Rule 49, the NYSE or
NYSE MKT have designated NYSE Arca as their backup facility to receive
and process bids and offers and to execute orders on behalf of the NYSE
or NYSE MKT.
Implementation Date
The Exchange proposes to implement the amendments to its fee
schedule effective immediately.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder that are applicable to a national securities exchange, and,
in particular, with the requirements of Section 6 of the Act.\7\
Specifically, the Exchange believes that the proposed rule change is
consistent with Sections 6(b)(4) of the Act and 6(b)(5) of the Act,\8\
in that it provides for the equitable allocation of reasonable dues,
fees and other charges among members and other persons using any
facility or system which the Exchange operates or controls. The
Exchange notes that it operates in a highly competitive market in which
market participants can readily direct order flow to competing venues
if they deem fee levels at a particular venue to be excessive. The
Exchange believes that the proposed rates are equitable and non-
discriminatory in that they apply uniformly to all Members. The
Exchange believes the fees and credits remain competitive with those
charged by other venues and therefore continue to be reasonable and
equitably allocated to Members.
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\7\ 15 U.S.C. 78f.
\8\ 15 U.S.C. 78f(b)(4) and (5).
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Fee Code A
The Exchange believes that its proposal to decrease the pass
through rebate for Members' orders that yield fee code A from $0.0015
to $0.0004 per share represents an equitable allocation of reasonable
dues, fees, and other charges among Members and other persons using its
facilities. Prior to the changes related to the Nasdaq Select Symbol
Program, Nasdaq provided BATS Trading a rebate of $0.0015 per share for
orders that added liquidity, which BATS Trading passed through to the
Exchange and the Exchange passed through to its Members pursuant to fee
code A. In January 2015, Nasdaq decreased the standard rebate it
provides its customers, such as BATS Trading, from a rebate of $0.0015
per share to a rebate of $0.0004 per share for orders that add
liquidity on Nasdaq in symbols included in its Select Symbol
Program.\9\ Therefore, the Exchange believes that the proposed change
in fee code A from a rebate of $0.0015 per share to a rebate of $0.0004
per share is equitable and reasonable because it accounts for the
pricing changes on Nasdaq and is necessary due to billing system
limitations and to maintain a simple to understand fee schedule. The
Exchange notes that routing through BATS Trading is voluntary. Lastly,
the Exchange also believes that the proposed amendment is non-
discriminatory because it applies uniformly to all Members.
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\9\ See supra note 6.
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Fee Code RN
The Exchange believes its proposal to adopt new fee code RN, which
would be applied to orders routed to Nasdaq using the ROOC routing
strategy that add liquidity, represents an equitable allocation of
reasonable dues, fees, and other charges among Members and other
[[Page 17524]]
persons using its facilities because the Exchange does not levy
additional fees or offer additional rebates for orders that it routes
to Nasdaq through BATS Trading using the ROOC routing strategy.
Proposed fee code RN represents a pass through of the standard rebate
that BATS Trading, the Exchange's affiliated routing broker-dealer,
receives for adding liquidity to Nasdaq in securities not included in
Nasdaq's Select Symbol Program (presuming BATS Trading does not qualify
for a volume tiered rebate). The Exchange believes the proposal to
provide proposed fee code RN a rebate of $0.0015 per share is equitable
and reasonable because it accounts for pricing on Nasdaq in securities
not subject to the Select Symbol Program and it allows the Exchange to
continue to provide its Members a pass-through rebate of $0.0015 per
share for orders that are routed to Nasdaq using the ROOC routing
strategy. The Exchange notes that it has proposed to pass on the
standard rebate of $0.0015 for executions that yield fee code RN even
though the Exchange will receive a lower rebate per share, $0.0004 per
share, for executions of securities that are included in Nasdaq's
Select Symbol Program. The Exchange believes that the proposed fee
structure is equitable and reasonable because it does not represent a
change from the current pricing applicable to orders sent through such
strategy that add liquidity at Nasdaq and because orders that use the
ROOC routing strategy could only add liquidity at Nasdaq immediately
prior to the opening or closing processes rather than throughout the
day. The Exchange notes that routing through BATS Trading is voluntary.
Lastly, the Exchange also believes that the proposed amendment is non-
discriminatory because it applies uniformly to all Members.
NYSE and NYSE MKT Rule 49
The Exchange believes that adding a bullet under the General Notes
section of the Fee Schedule to describe the rates that would apply
where the NYSE or NYSE MKT declare an emergency condition under their
Rule 49 is reasonable because it is designed to provide greater
transparency to Members by describing which rates would apply in such
circumstances. In the case when NYSE or NYSE MKT invoke their Rule 49,
the Exchange will route any order that was intended for the NYSE or
NYSE MKT to NYSE Arca and the Exchange's System will identify such
trades as being executed on NYSE Arca, not the NYSE or NYSE MKT.
Because the executions occurred on NYSE Arca, NYSE Arca will charge
their applicable fee or rebate. The proposed bullet is intended to make
clear within the Fee Schedule which rate would apply where the NYSE or
NYSE MKT invoke their emergency powers under their Rule 49, thereby
eliminating potential investor confusion, removing impediments to and
perfecting the mechanism of a free and open market and a national
market system, and, in general, protecting investors and the public
interest. The Exchange notes that routing through BATS Trading is
voluntary. Lastly, the Exchange also believes that the proposed
amendment is non-discriminatory because it applies uniformly to all
Members.
B. Self-Regulatory Organization's Statement on Burden on Competition
As further described below, the Exchange does not believe that the
proposed rule change will result in any burden on competition that is
not necessary or appropriate in furtherance of the purposes of the Act,
as amended. The Exchange does not believe that the proposed changes
represent a significant departure from previous pricing offered by the
Exchange or pricing offered by the Exchange's competitors.
Additionally, Members may opt to disfavor the Exchange's pricing if
they believe that alternatives offer them better value. Accordingly,
the Exchange does not believe that the proposed changes will impair the
ability of Members or competing venues to maintain their competitive
standing in the financial markets.
Fee Code A
The Exchange also believes that its proposal to amend the pricing
for orders routed to Nasdaq would enhance the Exchange's ability to
compete because the change is designed to insure that it is not
providing a greater rebate than is being provided to BATS Trading by
Nasdaq for an execution. The Exchange believes that its proposal would
not burden intramarket competition because the proposed rate would
apply uniformly to all Members.
Fee Code RN
The Exchange believes that its proposal to add fee code RN for
orders that route to Nasdaq using the ROOC routing strategy and pass
through a rebate of $0.0015 per share to Members would increase
intermarket competition because it offers customers an alternative
means to route orders to Nasdaq to participate in their opening, re-
opening or closing process for a similar rate as entering orders in
certain symbols on Nasdaq directly. The Exchange believes that its
proposal would not burden intramarket competition because the proposed
rate would apply uniformly to all Members.
NYSE and NYSE MKT Rule 49
The Exchange believes that adding a bullet under the General Notes
section of the Fee Schedule to describe which rates that would apply
where the NYSE or NYSE MKT declare an emergency condition under their
Rule 49 would not affect intermarket nor intramarket competition
because none of these changes are designed to amend any rebate or alter
the manner in which the Exchange calculates rebates. This change is not
designed to have a competitive impact. Rather, it is intended to make
clear to Members and investors within the Fee Schedule which rate would
apply where the NYSE or NYSE MKT invoke their emergency powers under
their Rule 49, thereby eliminating potential investor confusion.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any written comments from members or other interested parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \10\ and paragraph (f) of Rule 19b-4
thereunder.\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.
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\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 17 CFR 240.19b-4(f).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
[[Page 17525]]
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-BYX-2015-18 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-BYX-2015-18. 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 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-BYX-2015-18, and should be
submitted on or before April 22, 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. 2015-07368 Filed 3-31-15; 8:45 am]
BILLING CODE 8011-01-P