Self-Regulatory Organizations; EDGA Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend the Fees for the BATS One Market Data Product, 17797-17801 [2015-07521]
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Federal Register / Vol. 80, No. 63 / Thursday, April 2, 2015 / Notices
The Exchange deems the Shares to be
equity securities, thus rendering trading
in the Shares subject to the Exchange’s
existing rules governing the trading of
equity securities. Additionally, in
support of its proposal, the Exchange
has made the following representations:
(1) The Shares will conform to the
initial and continued listing criteria
under NYSE Arca Equities Rule 8.600.
(2) The Exchange has appropriate
rules to facilitate transactions in the
Shares during all trading sessions.
(3) The Exchange has in place
surveillance procedures that are
adequate to properly monitor trading in
the Shares in all trading sessions and to
deter and detect violations of Exchange
rules and applicable federal securities
laws.
(4) Financial Industry Regulatory
Authority (‘‘FINRA’’), on behalf of the
Exchange, will communicate as needed
regarding trading in the Shares and
underlying exchange-traded equity
securities with other markets and other
entities that are members of the ISG, and
FINRA, on behalf of the Exchange, may
obtain trading information regarding
trading in the Shares, underlying
exchange-traded equity securities, from
such markets and other entities.
(5) Prior to the commencement of
trading, the Exchange will inform its
Equity Trading Permit Holders in an
Information Bulletin (‘‘Bulletin’’) of the
special characteristics and risks
associated with trading the Shares.
Specifically, the Bulletin will discuss
the following: (1) The procedures for
purchases and redemptions of Shares in
Creation Unit aggregations (and that
Shares are not individually redeemable);
(2) NYSE Arca Equities Rule 9.2(a),
which imposes a duty of due diligence
on its Equity Trading Permit Holders to
learn the essential facts relating to every
customer prior to trading the Shares; (3)
the risks involved in trading the Shares
during the Opening and Late Trading
Sessions when an updated Portfolio
Indicative Value will not be calculated
or publicly disseminated; (4) how
information regarding the Portfolio
Indicative Value is disseminated; (5) the
requirement that Equity Trading Permit
Holders deliver a prospectus to
investors purchasing newly issued
Shares prior to or concurrently with the
confirmation of a transaction; and (6)
trading information.
(6) The Exchange represents that, for
initial and continued listing, the Fund
will be in compliance with Rule 10A–
to procedures designed to prevent the use and
dissemination of material non-public information
regarding such portfolio. See Notice, supra note 3,
80 FR at 9300.
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3 23 under the Act, as provided by NYSE
Arca Equities Rule 5.3.
(7) The Fund may hold up to an
aggregate amount of 15% of its net
assets (calculated at the time of
investment) in assets deemed illiquid by
the Adviser, consistent with
Commission guidance.
(8) A minimum of 100,000 Shares of
each Fund will be outstanding at the
commencement of trading on the
Exchange.
(9) Not more than 10% of the net
assets of the Fund in the aggregate
invested in exchange-traded equity
securities shall consist of equity
securities whose principal market is not
a member of the ISG or is a market with
which the Exchange does not have a
comprehensive surveillance sharing
agreement.
(10) The Fund will not invest in
options, futures contracts or swaps
agreements.
(11) The Fund will not invest in
leveraged or inverse leveraged (e.g., 2X,
¥2X, 3X or ¥3X) ETFs.
This approval order is based on all of
the Exchange’s representations and
description of the Funds.
For the foregoing reasons, the
Commission finds that the proposed
rule change, as modified by Amendment
No. 1, is consistent with Section 6(b)(5)
of the Act and the rules and regulations
thereunder applicable to a national
securities exchange.
III. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that the
proposed rule change (SR–NYSEArca–
2015–04), as modified by Amendment
No. 1, be, and it hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.24
Brent J. Fields,
Secretary.
[FR Doc. 2015–07517 Filed 4–1–15; 8:45 am]
BILLING CODE CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74600; File No. SR–EDGA–
2015–14]
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend the Fees for
the BATS One Market Data Product
March 27, 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 17,
2015, EDGA Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGA’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
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 market data section of its fee
schedule to: (i) Establish a Digital Media
Enterprise Fee for the BATS One Feed;
and (ii) make a non-substantive change
to the description of the BATS One Feed
Enterprise fee.
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
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
23 17
24 17
PO 00000
CFR 240.10A–3.
CFR 200.30–3(a)(57).
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Federal Register / Vol. 80, No. 63 / Thursday, April 2, 2015 / Notices
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
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1. Purpose
The Exchange proposes to amend the
market data section of its fee schedule
to: (i) Establish a Digital Media
Enterprise Fee for the BATS One Feed;
and (ii) make a non-substantive change
to the description of the BATS One Feed
Enterprise fee.
The Commission recently approved a
proposed rule change by the Exchange
to establish a new market data product
called the BATS One Feed 5 as well as
published proposed rule changes to
establish related fees.6 The BATS One
Feed is a data feed that disseminates, on
a real-time basis, the aggregate best bid
and offer (‘‘BBO’’) of all displayed
orders for securities traded on EDGA
and its affiliated exchanges 7 and for
which the BATS Exchanges report
quotes under the Consolidated Tape
Association (‘‘CTA’’) Plan or the
Nasdaq/UTP Plan.8 The BATS One Feed
also contains the individual last sale
information for the BATS Exchanges
(collectively with the aggregate BBO, the
5 See Securities Exchange Act Release No. 73918
(December 23, 2014), 79 FR 78920 (December 31,
2014) (File Nos. SR–EDGX–2014–25; SR–EDGA–
2014–25; SR–BATS–2014–055; SR–BYX–2014–030)
(Notice of Amendments No. 2 and Order Granting
Accelerated Approval to Proposed Rule Changes, as
Modified by Amendments Nos. 1 and 2, to Establish
a New Market Data Product called the BATS One
Feed) (‘‘BATS One Approval Order’’).
6 See Securities Exchange Act Release Nos. 74282
(February 17, 2015), 80 FR 9487 (February 23, 2015)
(SR–EDGX–2015–09); 74283 (February 18, 2015), 80
FR 9809 (February 24, 2015) (SR–EDGA–2015–09);
74284 (February 18, 2015), 80 FR 9792 (February
24, 2015) (SR–BYX–2015–09); and 74285 (February
18, 2015), 80 FR 9828 (February 24, 2015) (SR–
BATS–2015–11) (‘‘BATS One Fee Proposals’’).
7 EDGA’s affiliated exchanges are BATS
Exchange, Inc. (‘‘BZX’’), BATS Y-Exchange, Inc.
(‘‘BYX’’), and EDGX Exchange, Inc. (‘‘EDGX’’,
together with EDGA, BZX, and BYX, the ‘‘BATS
Exchanges’’). On January 31, 2014, Direct Edge
Holdings LLC (‘‘DE Holdings’’), the former parent
company of the Exchange and EDGX, completed its
business combination with BATS Global Markets,
Inc., the parent company of BZX and BYX. See
Securities Exchange Act Release No. 71449 (January
30, 2014), 79 FR 6961 (February 5, 2014) (SR–
EDGX–2013–43, SR–EDGA–2014–34). Upon
completion of the business combination, DE
Holdings and BATS Global Markets, Inc. each
became intermediate holding companies, held
under a single new holding company. The new
holding company, formerly named ‘‘BATS Global
Markets Holdings, Inc.,’’ changed its name to
‘‘BATS Global Markets, Inc.’’
8 The Exchange understands that each of the
BATS Exchanges will separately file substantially
similar proposed rule changes with the Commission
to implement fees for the BATS One Feed.
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‘‘BATS One Summary Feed’’). In
addition, the BATS One Feed contains
optional functionality which enables
recipients to receive aggregated twosided quotations from the BATS
Exchanges for up to five (5) price levels
(‘‘BATS One Premium Feed’’).
BATS One Digital Media Enterprise Fee
The Exchange proposes to amend its
fee schedule to establish a Digital Media
Enterprise Fee of $15,000 per month for
the BATS One Summary Feed and
$25,000 per month for the BATS One
Premium Feed. As an alternative to User
fees,9 a recipient firm may purchase a
monthly Digital Media Enterprise
license to receive the BATS One Feed
from an External Distributor 10 to
distribute to an unlimited number of
Professional and Non-Professional
Users 11 for viewing via television, Web
sites, and mobile devices for
informational and non-trading purposes
only without having to account for the
extent of access to the data or the report
the number of Users to the Exchange.
The Digital Media Enterprise Fee would
be in addition to the Data Consolidation
Fee.12
9 The Exchange assesses a monthly fee for
Professional Users of $10.00 per User for receipt of
the BATS One Summary Feed or $15.00 per User
who elects to also receive the BATS One Premium
Feed. Non-Professional Users are assessed a
monthly fee of $0.25 per user for the BATS One
Summary Feed or $0.50 per user for the BATS One
Premium Feed. External Distributors must count
every Professional User and Non-Professional User
to which they provide BATS One Feed data. See
BATS One Fee Proposals, supra note 6.
10 As defined in the Exchange’s fee schedule, an
External Distributor of an Exchange Market Data
product is a Distributor that receives the Exchange
Market Data product and then distributes that data
to a third party or one or more Users outside the
Distributor’s own entity.
11 As defined in the Exchange’s fee schedule, a
User of an Exchange Market Data product is a
natural person, a proprietorship, corporation,
partnership, or entity, or device (computer or other
automated service), that is entitled to receive
Exchange data. A Non-Professional User of an
Exchange Market Data product is a natural person
who is not: (i) Registered or qualified in any
capacity with the Commission, the Commodity
Futures Trading Commission, any state securities
agency, any securities exchange or association, or
any commodities or futures contract market or
association; (ii) engaged as an ‘‘investment adviser’’
as that term is defined in Section 201(11) of the
Investment Advisers Act of 1940 (whether or not
registered or qualified under that Act); or (iii)
employed by a bank or other organization exempt
from registration under federal or state securities
laws to perform functions that would require
registration or qualification if such functions were
performed for an organization not so exempt. A
Professional User of an Exchange Market Data
product is any User other than a Non-Professional
User.
12 The Data Consolidation Fee is $1,000 per
month and is designed to reflect the value of the
aggregation and consolidation function the
Exchange performs in creating the BATS One Feed.
See BATS One Fee Proposals, supra note 6.
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Non-Substantive Change to the
Description of the BATS One Enterprise
Fee
The Exchange proposes a nonsubstantive change to the description of
the BATS One Enterprise fee. The fee
schedule currently states that, ‘‘[a]s an
alternative to User fees, a recipient firm
may purchase a monthly Enterprise Fee
to receive the BATS One Feed from an
External Distributor for an unlimited
number of Professional and NonProfessional Users.’’ The Exchange
proposes to amend this sentence in two
ways. The first amendment is to state
that a recipient firm may purchase a
monthly Enterprise license, rather than
Enterprise fee, as the term ‘‘license’’ is
a more accurate description. The second
is to specify that the recipient firm
purchasing a monthly enterprise license
does so to distribute the BATS One Feed
to an unlimited number of Professional
and Non-Professional Users.
2. Statutory Basis
BATS One Digital Media Enterprise Fee
The Exchange believes that the
proposed Digital Media Enterprise Fee
for the BATS One Feed is consistent
with Section 6(b) of the Act,13 in
general, and Section 6(b)(4) of the Act,14
in particular, in that it provides for an
equitable allocation of reasonable fees
among recipients of the data and is not
designed to permit unfair
discrimination among customers,
brokers, or dealers. The Exchange also
believes that the proposed rule change
is consistent with Section 11(A) of the
Act 15 in that it supports (i) fair
competition among brokers and dealers,
among exchange markets, and between
exchange markets and markets other
than exchange markets and (ii) the
availability to brokers, dealers, and
investors of information with respect to
quotations for and transactions in
securities. Furthermore, the proposed
rule change is consistent with Rule 603
of Regulation NMS,16 which provides
that any national securities exchange
that distributes information with respect
to quotations for or transactions in an
NMS stock do so on terms that are not
unreasonably discriminatory. In
adopting Regulation NMS, the
Commission granted self-regulatory
organizations and broker-dealers
increased authority and flexibility to
offer new and unique market data
products to the public. It was believed
that this authority would expand the
13 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
15 15 U.S.C. 78k–1.
16 See 17 CFR 242.603.
14 15
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amount of data available to consumers,
and also spur innovation and
competition for the provision of market
data.
In addition, the proposed fee is
equitable and not unfairly
discriminatory because it will apply
uniformly to market data vendors,
television broadcasters, Web site and
mobile service providers. The Exchange
believes it is reasonable to establish a
lower cost fee structure that is designed
to facilitate broader media distribution
of the BATS One Data Feed for
informational purposes because it will
benefit investors generally.
In establishing the Digital Media
Enterprise Fee, the Exchange recognizes
that there is demand for a more
seamless and easier–to-administer data
distribution mode that takes into
account the expanded variety of media
and communication devices that
investors utilize today. The Exchange
believes the Digital Media Enterprise
Fee will be easy to administer because
data recipients that purchase it would
not be required to differentiate between
Professional and Non-Professional
Users, account for the extent of access
to the data, or report the number of
Users. This is a significant reduction on
a recipient firm’s administrative
burdens and is a significant value to
investors. For example, a television
broadcaster could display the BATS
One Feed data during market-related
programming and on its Web site or
allow viewers to view the data via their
mobile devices, creating a more
seamless distribution model that will
allow investors more choice in how they
receive and view market data, all
without having to account for and/or
measure who accesses the data and how
often they do so.
The proposed Digital Media
Enterprise Fee is equitable and
reasonable because it will also enable
recipient firms to more widely
distribute data from the BATS One Feed
to investors for informational purposes
at a lower cost than is available today.
For example, a recipient firm may
purchase an Enterprise license in the
amount of $50,000 per month for the
BATS One Summary Feed and $100,000
per month for the BATS One Premium
Feed to receive the BATS One Feed
from an External Distributor for an
unlimited number of Professional and
Non-Professional Users, which is greater
than the Digital Media Enterprise fee
proposed herein. The Exchange also
believes the amount of the Digital
Enterprise [sic] is reasonable as
compared to the existing Enterprise fees
discussed above because the
distribution of BATS One Feed data is
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limited to television, Web sites, and
mobile devices for informational
purposes only, while distribution of the
BATS One Feed data pursuant to an
Enterprise license contains no such
limitation. The Exchange also believes
that the proposed Digital Media
Enterprise fee is equitable and
reasonable because it is less than similar
fees charged by other exchanges.17
The Exchange has taken into
consideration its affiliated relationship
with EDGX, BYX, and BZX in proposing
the Digital Media Enterprise fee to
assure that vendors would be able to
offer a similar product on the same
terms as the Exchange from a cost
perspective. While the BATS Exchanges
are the exclusive distributors of the
individual data feeds from which
certain data elements may be taken to
create the BATS One Feed, they are not
the exclusive distributors of the
aggregated and consolidated
information that comprises the BATS
One Feed. As discussed in in [sic] the
BATS One Fee Proposal,18 any entity
may separately purchase the individual
underlying products, and if they so
choose, perform a similar aggregation
and consolidation function that the
Exchange performs in creating the BATS
One Feed, and offer a data feed with the
same information included in the BATS
One Feed to sell and distribute it to its
clients with no greater cost than the
Exchange.
To enable such competition, the
Exchange is offering the Digital Media
Enterprise license for the BATS One
Feed on terms that a subscriber of the
underlying feeds could offer a
competing product if it so chooses. The
BATS One Feed is comprised of data
included in EDGX Depth, EDGA Depth,
BYX Depth, and BZX Depth.19
Currently, an External Distributor could
create a competing product to the BATS
One Premium Feed 20 by purchasing
each of these depth of book products
17 The Nasdaq Stock Market offers proprietary
data products for distribution over the internet and
television under alternative fee schedules that are
subject to maximum fee of $50,000 per month. See
Nasdaq Rule 7039(b). The NYSE charges a Digit
Media Enterprise fee of $40,000 per month for the
NYSE Trade Digital Media product. See Securities
Exchange Act Release No. 69272 (April 2, 2013), 78
FR 20983 (April 8, 2013) (SR–NYSE–2013–23).
18 See BATS One Fee Proposals, supra note 6.
19 See EDGA Rule 13.8, EDGX Rule 13.8, BZX
Rule 11.22(a) and (c), and BYX Rule 11.22 (a) and
(c) for a description of the depth of book feeds
offered by each of the BATS Exchanges.
20 Like the Exchange, an External Distributor
would also be able to create a competing product
to the BATS One Summary Feed from the data
received via EDGX Depth, EDGA Depth, BYX
Depth, and BZX Depth, without having to
separately purchase the top and last sale feeds from
each of the BATS Exchanges.
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from the individual BATS Exchanges
and then performing its own aggregation
and consolidation functions. The
combined External Distributor fees for
these individual data feeds of the BATS
Exchanges is $12,500 per month.21 An
External Distributor that seeks to create
a competing product to the BATS One
Summary Feed could instead subscribe
to the following data feeds: EDGX Top,
EDGX Last Sale, EDGA Top, EDGA Last
Sale, BZX Top, BZX Last Sale, BYX
Top, and BYX Last Sale,22 and then
perform their own aggregation and
consolidation function. The combined
External Distributor fees for these
individual data feeds of the BATS
Exchanges is $5,000 per month.23 The
Exchange proposes to charge a Digital
Media Enterprise Fee ($15,000 per
month for the BATS One Summary Feed
and $25,000 per month for the BATS
One Premium Feed, plus the $1,000 per
month Data Consolidation fee) that
exceeds the combined External
Distributor fees for each of the
individual feeds listed above to ensure
that vendors could compete with the
Exchange by creating the same product
as the BATS One Feed to sell to their
clients at no greater cost than the
Exchange.
The decision of the United States
Court of Appeals for the District of
Columbia Circuit in NetCoalition v.
SEC, 615 F.3d 525 (D.C. Cir. 2010),
upheld the Commission’s reliance upon
the existence of competitive market
mechanisms to set reasonable and
equitably allocated fees for proprietary
market data.
In fact, the legislative history
indicates that the Congress intended
that the market system ‘evolve through
the interplay of competitive forces as
unnecessary regulatory restrictions are
removed’ and that the SEC wield its
regulatory power ‘in those situations
where competition may not be
sufficient,’ such as in the creation of a
‘consolidated transactional reporting
system.’
Id. at 535 (quoting H.R. Rep. No. 94–
229 at 92 (1975), as reprinted in 1975
U.S.C.C.A.N. 323). The court agreed
with the Commission’s conclusion that
‘‘Congress intended that ‘competitive
forces should dictate the services and
21 The monthly External Distributor fee is $2,500
per month for EDGX Depth, $2,500 per month for
EDGA Depth, $2,500 for BYX Depth, and $5,000 for
BZX Depth.
22 See supra note 5. See also BATS Rule 11.22(d)
and (g).
23 The monthly External Distributor fee is $1,250
per month for EDGX Top and EDGX Last Sale (as
proposed herein), free for EDGA Top and EDGA
Last Sale, $1,250 for BYX Top and BYX Last Sale,
and $2,500 for BZX Top and BZX Last Sale. See
BATS One Fee Proposals, supra note 7.
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practices that constitute the U.S.
national market system for trading
equity securities.’ ’’ 24
As explained below in the Exchange’s
Statement on Burden on Competition,
the Exchange believes that there is
substantial evidence of competition in
the marketplace for data and that the
Commission can rely upon such
evidence in concluding that the fees
established in this filing are the product
of competition and therefore satisfy the
relevant statutory standards.25 In
addition, the existence of alternatives to
the BATS One Feed, including real-time
consolidated data, free delayed
consolidated data, and proprietary last
sale data from other sources, as
described below, further ensures that
the Exchange cannot set unreasonable
fees, or fees that are unreasonably
discriminatory, when vendors and users
can elect such alternatives.
As the NetCoalition decision noted,
the Commission is not required to
undertake a cost-of-service or
ratemaking approach, and the Exchange
incorporates by reference into this
proposed rule change its affiliate’s [sic]
analysis of this topic in another rule
filing.26
For these reasons, the Exchange
believes that the proposed fees are
reasonable, equitable, and not unfairly
discriminatory.
Non-Substantive Change to the
Description of the BATS One Enterprise
Fee
The Exchange believes that the
proposed change to the BATS One
Enterprise Fee is consistent with
Section 6(b) of the Act,27 in general, and
Section 6(b)(4) of the Act,28 in
particular, in that it provides for an
equitable allocation of reasonable fees
among recipients of the data and is not
designed to permit unfair
discrimination among customers,
brokers, or dealers. The proposal to
amend the description of the Enterprise
fee within the fee schedule is equitable
and reasonable because the changes are
designed to clarify the fee schedule and
avoid potential investor confusion. The
proposed changes do not amend the
amount or application of the BATS One
24 NetCoalition,
615 F.3d at 535.
916 of the Dodd-Frank Wall Street
Reform and Consumer Protection Act of 2010 (the
‘‘Dodd-Frank Act’’) amended paragraph (A) of
Section 19(b)(3) of the Act, 15 U.S.C. 78s(b)(3), to
make clear that all exchange fees for market data
may be filed by exchanges on an immediately
effective basis.
26 See Securities Exchange Act Release No. 63291
(Nov. 9, 2010), 75 FR 70311 (November 17, 2010)
(SR–NYSEArca–2010–97).
27 15 U.S.C. 78f.
28 15 U.S.C. 78f(b)(4).
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25 Section
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Enterprise fee. The proposed changes
are also non-discriminatory as they
would apply to all recipient firms
uniformly.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will result in
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
BATS One Digital Media Enterprise Fee
The BATS One Feed Digital Media
Enterprise fee will enhance competition
because it provides investors with an
alternative option for receiving market
data and competes directly with similar
market data products currently offered
by the NYSE and Nasdaq.29 The
Exchange notes that there is already
actual competition for products similar
to the BATS One Feed. The NYSE offers
BQT which provides BBO and last sale
information for the NYSE, NYSE Arca
Equities, Inc. and NYSE MKT LLC.30
Nasdaq offers Nasdaq Basic, a filed
market data product, and through its
affiliate, offers NLS Plus which provides
a unified view of last sale information
similar to the BATS One Feed.31 The
existence of these competing data
products demonstrates that there is
ample, existing competition for
products such as the BATS One Feed
and the fees associated by such products
is constrained by competition.
In establishing the proposed fees, the
Exchange considered the
competitiveness of the market for
proprietary data and all of the
implications of that competition. The
Exchange believes that it has considered
all relevant factors in order to establish
29 See Nasdaq Basic, https://
www.nasdaqtrader.com/
Trader.aspx?id=nasdaqbasic (last visited May 29,
2014) (data feed offering the BBO and Last Sale
information for all U.S. exchange-listed securities
based on liquidity within the Nasdaq market center,
as well as trades reported to the FINRA/Nasdaq
Trade Reporting Facility (‘‘TRF’’));Nasdaq NLS
Plus, https://www.nasdaqtrader.com/
Trader.aspx?id=NLSplus (last visited July 8, 2014)
(data feed providing last sale data as well as
consolidated volume from the following Nasdaq
OMX markets for U.S. exchange-listed securities:
Nasdaq, FINRA/Nasdaq TRF, Nasdaq OMX BX, and
Nasdaq OMX PSX); Securities Exchange Act
Release No. 73553 (November 6, 2014), 79 FR 67491
(November 13, 2014) (SR–NYSE–2014–40) (Notice
of Amendment No. 1 and Order Granting
Accelerated Approval to a Proposed Rule Change,
as Modified by Amendment No.1, To Establish the
NYSE Best Quote & Trades (‘‘BQT’’) Data Feed);
https://www.nyxdata.com/Data-Products/NYSEBest-Quote-and-Trades (last visited May 27, 2014)
(data feed providing unified view of BBO and last
sale information for the NYSE, NYSE Arca, and
NYSE MKT).
30 Id.
31 Id.
PO 00000
Frm 00087
Fmt 4703
Sfmt 4703
fair, reasonable, and not unreasonably
discriminatory fees and an equitable
allocation of fees among all Users. The
existence of alternatives to the BATS
One Feed, including the existing
underlying feeds, consolidated data, and
proprietary data from other sources,
ensures that the Exchange cannot set
unreasonable fees, or fees that are
unreasonably discriminatory, when
vendors and subscribers can elect these
alternatives or choose not to purchase a
specific proprietary data product if its
cost to purchase is not justified by the
returns any particular vendor or
subscriber would achieve through the
purchase.
Finally, although the BATS
Exchanges are the exclusive distributors
of the individual data feeds from which
certain data elements would be taken to
create the BATS One Feed, the
Exchange is not the exclusive
distributor of the aggregated and
consolidated information that would
compose the BATS One Feed. The
Exchange has taken into consideration
its affiliated relationship with EDGX,
BYX, and BZX in its design of the BATS
One Feed to assure that vendors would
be able to offer a similar product on the
same terms as the Exchange from a cost
perspective. While the BATS Exchanges
are the exclusive distributors of the
individual data feeds from which
certain data elements may be taken to
create the BATS One Feed, they are not
the exclusive distributors of the
aggregated and consolidated
information that comprises the BATS
One Feed. As discussed in in the BATS
One Fee Proposal,32 any entity may
separately purchase the individual
underlying products, and if they so
choose, perform a similar aggregation
and consolidation function that the
Exchange performs in creating the BATS
One Feed, and offer a data feed with the
same information included in the BATS
One Feed to sell and distribute it to its
clients with no greater cost than the
Exchange.
To enable such competition, the
amount of the proposed Digital Media
Enterprise license compared to the cost
of the individual data feeds from the
BATS Exchanges would enable a vendor
to receive the underlying data feeds and
offer a similar product on a competitive
basis and with no greater cost than the
Exchange. The amount of the proposed
Digital Media Enterprise license,
coupled with the Data Consolidation
Fee, is not lower than the cost to a
vendor of receiving the underlying data
feeds to create a competing product.
Therefore, the amount of the proposed
32 See
E:\FR\FM\02APN1.SGM
BATS One Fee Proposals, supra note 7.
02APN1
Federal Register / Vol. 80, No. 63 / Thursday, April 2, 2015 / Notices
Digital Media Enterprise license the
Exchange would charge clients for the
BATS One Feed compared to the cost of
the individual data feeds from the BATS
Exchanges would enable a vendor to
receive the underlying data feeds and
offer a similar product on a competitive
basis and with no greater cost than the
Exchange.
Non-Substantive Change to the
Description of the BATS One Enterprise
Fee
The proposal to amend the
description of the Enterprise fee within
the fee schedule will not have any
impact on completion [sic]. The
proposed changes are designed to clarify
the fee schedule and avoid potential
investor confusion and do not amend
the amount or application of the BATS
One Enterprise fee.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
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 33 and paragraph (f) of Rule
19b–4 thereunder.34 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.
tkelley on DSK3SPTVN1PROD with NOTICES
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:
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–EDGA–2015–14. 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 20549–1090, 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
office 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–EDGA–
2015–14, and should be submitted on or
before April 23, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.35
Brent J. Fields,
Secretary.
[FR Doc. 2015–07521 Filed 4–1–15; 8:45 am]
BILLING CODE CODE 8011–01–P
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–
EDGA–2015–14 on the subject line.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74597; File No. SR–NSX–
2015–01]
Self-Regulatory Organizations;
National Stock Exchange, Inc.; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change in
Connection With the Amended and
Restated Certificate of Incorporation of
National Stock Exchange Holdings,
Inc., the Exchange’s Parent
Corporation, and the Amended and
Restated Certificate of Incorporation of
the Exchange
March 27, 2015.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Exchange Act’’ or ‘‘Act’’) 1 and Rule
19b–4 thereunder,2 notice is hereby
given that on March 19, 2015, National
Stock Exchange, Inc. (‘‘NSX®’’ or the
‘‘Exchange’’) 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
substantially prepared by the Exchange.
The Exchange has designated this rule
proposal as ‘‘non-controversial’’
pursuant to Section 19(b)(3)(A) of the
Act 3 and Rule 19b–4(f)(6)(iii)
thereunder.4 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 the instant rule
amendment to effectuate ministerial,
non-substantive amendments to (i) the
certificate of incorporation of National
Stock Exchange Holdings, Inc. (‘‘NSX
Holdings’’), a Delaware corporation that
owns all of the issued and outstanding
shares of NSX; and (ii) the certificate of
incorporation of NSX. The text of the
proposed change to the NSX Holdings
certificate of incorporation is attached
as Exhibit 5A and the text of the
proposed change to the NSX certificate
of incorporation is attached as Exhibit
5B.
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
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6)(iii).
2 17
33 15
34 17
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
VerDate Sep<11>2014
18:52 Apr 01, 2015
35 17
Jkt 235001
17801
PO 00000
CFR 200.30–3(a)(12).
Frm 00088
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E:\FR\FM\02APN1.SGM
02APN1
Agencies
[Federal Register Volume 80, Number 63 (Thursday, April 2, 2015)]
[Notices]
[Pages 17797-17801]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-07521]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74600; File No. SR-EDGA-2015-14]
Self-Regulatory Organizations; EDGA Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change To Amend
the Fees for the BATS One Market Data Product
March 27, 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 17, 2015, EDGA Exchange, Inc. (the ``Exchange'' or
``EDGA'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II 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.
---------------------------------------------------------------------------
\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).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange filed a proposal to amend the market data section of
its fee schedule to: (i) Establish a Digital Media Enterprise Fee for
the BATS One Feed; and (ii) make a non-substantive change to the
description of the BATS One Feed Enterprise fee.
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
[[Page 17798]]
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 the market data section of its fee
schedule to: (i) Establish a Digital Media Enterprise Fee for the BATS
One Feed; and (ii) make a non-substantive change to the description of
the BATS One Feed Enterprise fee.
The Commission recently approved a proposed rule change by the
Exchange to establish a new market data product called the BATS One
Feed \5\ as well as published proposed rule changes to establish
related fees.\6\ The BATS One Feed is a data feed that disseminates, on
a real-time basis, the aggregate best bid and offer (``BBO'') of all
displayed orders for securities traded on EDGA and its affiliated
exchanges \7\ and for which the BATS Exchanges report quotes under the
Consolidated Tape Association (``CTA'') Plan or the Nasdaq/UTP Plan.\8\
The BATS One Feed also contains the individual last sale information
for the BATS Exchanges (collectively with the aggregate BBO, the ``BATS
One Summary Feed''). In addition, the BATS One Feed contains optional
functionality which enables recipients to receive aggregated two-sided
quotations from the BATS Exchanges for up to five (5) price levels
(``BATS One Premium Feed'').
---------------------------------------------------------------------------
\5\ See Securities Exchange Act Release No. 73918 (December 23,
2014), 79 FR 78920 (December 31, 2014) (File Nos. SR-EDGX-2014-25;
SR-EDGA-2014-25; SR-BATS-2014-055; SR-BYX-2014-030) (Notice of
Amendments No. 2 and Order Granting Accelerated Approval to Proposed
Rule Changes, as Modified by Amendments Nos. 1 and 2, to Establish a
New Market Data Product called the BATS One Feed) (``BATS One
Approval Order'').
\6\ See Securities Exchange Act Release Nos. 74282 (February 17,
2015), 80 FR 9487 (February 23, 2015) (SR-EDGX-2015-09); 74283
(February 18, 2015), 80 FR 9809 (February 24, 2015) (SR-EDGA-2015-
09); 74284 (February 18, 2015), 80 FR 9792 (February 24, 2015) (SR-
BYX-2015-09); and 74285 (February 18, 2015), 80 FR 9828 (February
24, 2015) (SR-BATS-2015-11) (``BATS One Fee Proposals'').
\7\ EDGA's affiliated exchanges are BATS Exchange, Inc.
(``BZX''), BATS Y-Exchange, Inc. (``BYX''), and EDGX Exchange, Inc.
(``EDGX'', together with EDGA, BZX, and BYX, the ``BATS
Exchanges''). On January 31, 2014, Direct Edge Holdings LLC (``DE
Holdings''), the former parent company of the Exchange and EDGX,
completed its business combination with BATS Global Markets, Inc.,
the parent company of BZX and BYX. See Securities Exchange Act
Release No. 71449 (January 30, 2014), 79 FR 6961 (February 5, 2014)
(SR-EDGX-2013-43, SR-EDGA-2014-34). Upon completion of the business
combination, DE Holdings and BATS Global Markets, Inc. each became
intermediate holding companies, held under a single new holding
company. The new holding company, formerly named ``BATS Global
Markets Holdings, Inc.,'' changed its name to ``BATS Global Markets,
Inc.''
\8\ The Exchange understands that each of the BATS Exchanges
will separately file substantially similar proposed rule changes
with the Commission to implement fees for the BATS One Feed.
---------------------------------------------------------------------------
BATS One Digital Media Enterprise Fee
The Exchange proposes to amend its fee schedule to establish a
Digital Media Enterprise Fee of $15,000 per month for the BATS One
Summary Feed and $25,000 per month for the BATS One Premium Feed. As an
alternative to User fees,\9\ a recipient firm may purchase a monthly
Digital Media Enterprise license to receive the BATS One Feed from an
External Distributor \10\ to distribute to an unlimited number of
Professional and Non-Professional Users \11\ for viewing via
television, Web sites, and mobile devices for informational and non-
trading purposes only without having to account for the extent of
access to the data or the report the number of Users to the Exchange.
The Digital Media Enterprise Fee would be in addition to the Data
Consolidation Fee.\12\
---------------------------------------------------------------------------
\9\ The Exchange assesses a monthly fee for Professional Users
of $10.00 per User for receipt of the BATS One Summary Feed or
$15.00 per User who elects to also receive the BATS One Premium
Feed. Non-Professional Users are assessed a monthly fee of $0.25 per
user for the BATS One Summary Feed or $0.50 per user for the BATS
One Premium Feed. External Distributors must count every
Professional User and Non-Professional User to which they provide
BATS One Feed data. See BATS One Fee Proposals, supra note 6.
\10\ As defined in the Exchange's fee schedule, an External
Distributor of an Exchange Market Data product is a Distributor that
receives the Exchange Market Data product and then distributes that
data to a third party or one or more Users outside the Distributor's
own entity.
\11\ As defined in the Exchange's fee schedule, a User of an
Exchange Market Data product is a natural person, a proprietorship,
corporation, partnership, or entity, or device (computer or other
automated service), that is entitled to receive Exchange data. A
Non-Professional User of an Exchange Market Data product is a
natural person who is not: (i) Registered or qualified in any
capacity with the Commission, the Commodity Futures Trading
Commission, any state securities agency, any securities exchange or
association, or any commodities or futures contract market or
association; (ii) engaged as an ``investment adviser'' as that term
is defined in Section 201(11) of the Investment Advisers Act of 1940
(whether or not registered or qualified under that Act); or (iii)
employed by a bank or other organization exempt from registration
under federal or state securities laws to perform functions that
would require registration or qualification if such functions were
performed for an organization not so exempt. A Professional User of
an Exchange Market Data product is any User other than a Non-
Professional User.
\12\ The Data Consolidation Fee is $1,000 per month and is
designed to reflect the value of the aggregation and consolidation
function the Exchange performs in creating the BATS One Feed. See
BATS One Fee Proposals, supra note 6.
---------------------------------------------------------------------------
Non-Substantive Change to the Description of the BATS One Enterprise
Fee
The Exchange proposes a non-substantive change to the description
of the BATS One Enterprise fee. The fee schedule currently states that,
``[a]s an alternative to User fees, a recipient firm may purchase a
monthly Enterprise Fee to receive the BATS One Feed from an External
Distributor for an unlimited number of Professional and Non-
Professional Users.'' The Exchange proposes to amend this sentence in
two ways. The first amendment is to state that a recipient firm may
purchase a monthly Enterprise license, rather than Enterprise fee, as
the term ``license'' is a more accurate description. The second is to
specify that the recipient firm purchasing a monthly enterprise license
does so to distribute the BATS One Feed to an unlimited number of
Professional and Non-Professional Users.
2. Statutory Basis
BATS One Digital Media Enterprise Fee
The Exchange believes that the proposed Digital Media Enterprise
Fee for the BATS One Feed is consistent with Section 6(b) of the
Act,\13\ in general, and Section 6(b)(4) of the Act,\14\ in particular,
in that it provides for an equitable allocation of reasonable fees
among recipients of the data and is not designed to permit unfair
discrimination among customers, brokers, or dealers. The Exchange also
believes that the proposed rule change is consistent with Section 11(A)
of the Act \15\ in that it supports (i) fair competition among brokers
and dealers, among exchange markets, and between exchange markets and
markets other than exchange markets and (ii) the availability to
brokers, dealers, and investors of information with respect to
quotations for and transactions in securities. Furthermore, the
proposed rule change is consistent with Rule 603 of Regulation NMS,\16\
which provides that any national securities exchange that distributes
information with respect to quotations for or transactions in an NMS
stock do so on terms that are not unreasonably discriminatory. In
adopting Regulation NMS, the Commission granted self-regulatory
organizations and broker-dealers increased authority and flexibility to
offer new and unique market data products to the public. It was
believed that this authority would expand the
[[Page 17799]]
amount of data available to consumers, and also spur innovation and
competition for the provision of market data.
---------------------------------------------------------------------------
\13\ 15 U.S.C. 78f.
\14\ 15 U.S.C. 78f(b)(4).
\15\ 15 U.S.C. 78k-1.
\16\ See 17 CFR 242.603.
---------------------------------------------------------------------------
In addition, the proposed fee is equitable and not unfairly
discriminatory because it will apply uniformly to market data vendors,
television broadcasters, Web site and mobile service providers. The
Exchange believes it is reasonable to establish a lower cost fee
structure that is designed to facilitate broader media distribution of
the BATS One Data Feed for informational purposes because it will
benefit investors generally.
In establishing the Digital Media Enterprise Fee, the Exchange
recognizes that there is demand for a more seamless and easier-to-
administer data distribution mode that takes into account the expanded
variety of media and communication devices that investors utilize
today. The Exchange believes the Digital Media Enterprise Fee will be
easy to administer because data recipients that purchase it would not
be required to differentiate between Professional and Non-Professional
Users, account for the extent of access to the data, or report the
number of Users. This is a significant reduction on a recipient firm's
administrative burdens and is a significant value to investors. For
example, a television broadcaster could display the BATS One Feed data
during market-related programming and on its Web site or allow viewers
to view the data via their mobile devices, creating a more seamless
distribution model that will allow investors more choice in how they
receive and view market data, all without having to account for and/or
measure who accesses the data and how often they do so.
The proposed Digital Media Enterprise Fee is equitable and
reasonable because it will also enable recipient firms to more widely
distribute data from the BATS One Feed to investors for informational
purposes at a lower cost than is available today. For example, a
recipient firm may purchase an Enterprise license in the amount of
$50,000 per month for the BATS One Summary Feed and $100,000 per month
for the BATS One Premium Feed to receive the BATS One Feed from an
External Distributor for an unlimited number of Professional and Non-
Professional Users, which is greater than the Digital Media Enterprise
fee proposed herein. The Exchange also believes the amount of the
Digital Enterprise [sic] is reasonable as compared to the existing
Enterprise fees discussed above because the distribution of BATS One
Feed data is limited to television, Web sites, and mobile devices for
informational purposes only, while distribution of the BATS One Feed
data pursuant to an Enterprise license contains no such limitation. The
Exchange also believes that the proposed Digital Media Enterprise fee
is equitable and reasonable because it is less than similar fees
charged by other exchanges.\17\
---------------------------------------------------------------------------
\17\ The Nasdaq Stock Market offers proprietary data products
for distribution over the internet and television under alternative
fee schedules that are subject to maximum fee of $50,000 per month.
See Nasdaq Rule 7039(b). The NYSE charges a Digit Media Enterprise
fee of $40,000 per month for the NYSE Trade Digital Media product.
See Securities Exchange Act Release No. 69272 (April 2, 2013), 78 FR
20983 (April 8, 2013) (SR-NYSE-2013-23).
---------------------------------------------------------------------------
The Exchange has taken into consideration its affiliated
relationship with EDGX, BYX, and BZX in proposing the Digital Media
Enterprise fee to assure that vendors would be able to offer a similar
product on the same terms as the Exchange from a cost perspective.
While the BATS Exchanges are the exclusive distributors of the
individual data feeds from which certain data elements may be taken to
create the BATS One Feed, they are not the exclusive distributors of
the aggregated and consolidated information that comprises the BATS One
Feed. As discussed in in [sic] the BATS One Fee Proposal,\18\ any
entity may separately purchase the individual underlying products, and
if they so choose, perform a similar aggregation and consolidation
function that the Exchange performs in creating the BATS One Feed, and
offer a data feed with the same information included in the BATS One
Feed to sell and distribute it to its clients with no greater cost than
the Exchange.
---------------------------------------------------------------------------
\18\ See BATS One Fee Proposals, supra note 6.
---------------------------------------------------------------------------
To enable such competition, the Exchange is offering the Digital
Media Enterprise license for the BATS One Feed on terms that a
subscriber of the underlying feeds could offer a competing product if
it so chooses. The BATS One Feed is comprised of data included in EDGX
Depth, EDGA Depth, BYX Depth, and BZX Depth.\19\ Currently, an External
Distributor could create a competing product to the BATS One Premium
Feed \20\ by purchasing each of these depth of book products from the
individual BATS Exchanges and then performing its own aggregation and
consolidation functions. The combined External Distributor fees for
these individual data feeds of the BATS Exchanges is $12,500 per
month.\21\ An External Distributor that seeks to create a competing
product to the BATS One Summary Feed could instead subscribe to the
following data feeds: EDGX Top, EDGX Last Sale, EDGA Top, EDGA Last
Sale, BZX Top, BZX Last Sale, BYX Top, and BYX Last Sale,\22\ and then
perform their own aggregation and consolidation function. The combined
External Distributor fees for these individual data feeds of the BATS
Exchanges is $5,000 per month.\23\ The Exchange proposes to charge a
Digital Media Enterprise Fee ($15,000 per month for the BATS One
Summary Feed and $25,000 per month for the BATS One Premium Feed, plus
the $1,000 per month Data Consolidation fee) that exceeds the combined
External Distributor fees for each of the individual feeds listed above
to ensure that vendors could compete with the Exchange by creating the
same product as the BATS One Feed to sell to their clients at no
greater cost than the Exchange.
---------------------------------------------------------------------------
\19\ See EDGA Rule 13.8, EDGX Rule 13.8, BZX Rule 11.22(a) and
(c), and BYX Rule 11.22 (a) and (c) for a description of the depth
of book feeds offered by each of the BATS Exchanges.
\20\ Like the Exchange, an External Distributor would also be
able to create a competing product to the BATS One Summary Feed from
the data received via EDGX Depth, EDGA Depth, BYX Depth, and BZX
Depth, without having to separately purchase the top and last sale
feeds from each of the BATS Exchanges.
\21\ The monthly External Distributor fee is $2,500 per month
for EDGX Depth, $2,500 per month for EDGA Depth, $2,500 for BYX
Depth, and $5,000 for BZX Depth.
\22\ See supra note 5. See also BATS Rule 11.22(d) and (g).
\23\ The monthly External Distributor fee is $1,250 per month
for EDGX Top and EDGX Last Sale (as proposed herein), free for EDGA
Top and EDGA Last Sale, $1,250 for BYX Top and BYX Last Sale, and
$2,500 for BZX Top and BZX Last Sale. See BATS One Fee Proposals,
supra note 7.
---------------------------------------------------------------------------
The decision of the United States Court of Appeals for the District
of Columbia Circuit in NetCoalition v. SEC, 615 F.3d 525 (D.C. Cir.
2010), upheld the Commission's reliance upon the existence of
competitive market mechanisms to set reasonable and equitably allocated
fees for proprietary market data.
In fact, the legislative history indicates that the Congress
intended that the market system `evolve through the interplay of
competitive forces as unnecessary regulatory restrictions are removed'
and that the SEC wield its regulatory power `in those situations where
competition may not be sufficient,' such as in the creation of a
`consolidated transactional reporting system.'
Id. at 535 (quoting H.R. Rep. No. 94-229 at 92 (1975), as reprinted
in 1975 U.S.C.C.A.N. 323). The court agreed with the Commission's
conclusion that ``Congress intended that `competitive forces should
dictate the services and
[[Page 17800]]
practices that constitute the U.S. national market system for trading
equity securities.' '' \24\
---------------------------------------------------------------------------
\24\ NetCoalition, 615 F.3d at 535.
---------------------------------------------------------------------------
As explained below in the Exchange's Statement on Burden on
Competition, the Exchange believes that there is substantial evidence
of competition in the marketplace for data and that the Commission can
rely upon such evidence in concluding that the fees established in this
filing are the product of competition and therefore satisfy the
relevant statutory standards.\25\ In addition, the existence of
alternatives to the BATS One Feed, including real-time consolidated
data, free delayed consolidated data, and proprietary last sale data
from other sources, as described below, further ensures that the
Exchange cannot set unreasonable fees, or fees that are unreasonably
discriminatory, when vendors and users can elect such alternatives.
---------------------------------------------------------------------------
\25\ Section 916 of the Dodd-Frank Wall Street Reform and
Consumer Protection Act of 2010 (the ``Dodd-Frank Act'') amended
paragraph (A) of Section 19(b)(3) of the Act, 15 U.S.C. 78s(b)(3),
to make clear that all exchange fees for market data may be filed by
exchanges on an immediately effective basis.
---------------------------------------------------------------------------
As the NetCoalition decision noted, the Commission is not required
to undertake a cost-of-service or ratemaking approach, and the Exchange
incorporates by reference into this proposed rule change its
affiliate's [sic] analysis of this topic in another rule filing.\26\
---------------------------------------------------------------------------
\26\ See Securities Exchange Act Release No. 63291 (Nov. 9,
2010), 75 FR 70311 (November 17, 2010) (SR-NYSEArca-2010-97).
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For these reasons, the Exchange believes that the proposed fees are
reasonable, equitable, and not unfairly discriminatory.
Non-Substantive Change to the Description of the BATS One Enterprise
Fee
The Exchange believes that the proposed change to the BATS One
Enterprise Fee is consistent with Section 6(b) of the Act,\27\ in
general, and Section 6(b)(4) of the Act,\28\ in particular, in that it
provides for an equitable allocation of reasonable fees among
recipients of the data and is not designed to permit unfair
discrimination among customers, brokers, or dealers. The proposal to
amend the description of the Enterprise fee within the fee schedule is
equitable and reasonable because the changes are designed to clarify
the fee schedule and avoid potential investor confusion. The proposed
changes do not amend the amount or application of the BATS One
Enterprise fee. The proposed changes are also non-discriminatory as
they would apply to all recipient firms uniformly.
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\27\ 15 U.S.C. 78f.
\28\ 15 U.S.C. 78f(b)(4).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act, as amended.
BATS One Digital Media Enterprise Fee
The BATS One Feed Digital Media Enterprise fee will enhance
competition because it provides investors with an alternative option
for receiving market data and competes directly with similar market
data products currently offered by the NYSE and Nasdaq.\29\ The
Exchange notes that there is already actual competition for products
similar to the BATS One Feed. The NYSE offers BQT which provides BBO
and last sale information for the NYSE, NYSE Arca Equities, Inc. and
NYSE MKT LLC.\30\ Nasdaq offers Nasdaq Basic, a filed market data
product, and through its affiliate, offers NLS Plus which provides a
unified view of last sale information similar to the BATS One Feed.\31\
The existence of these competing data products demonstrates that there
is ample, existing competition for products such as the BATS One Feed
and the fees associated by such products is constrained by competition.
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\29\ See Nasdaq Basic, https://www.nasdaqtrader.com/Trader.aspx?id=nasdaqbasic (last visited May 29, 2014) (data feed
offering the BBO and Last Sale information for all U.S. exchange-
listed securities based on liquidity within the Nasdaq market
center, as well as trades reported to the FINRA/Nasdaq Trade
Reporting Facility (``TRF''));Nasdaq NLS Plus, https://www.nasdaqtrader.com/Trader.aspx?id=NLSplus (last visited July 8,
2014) (data feed providing last sale data as well as consolidated
volume from the following Nasdaq OMX markets for U.S. exchange-
listed securities: Nasdaq, FINRA/Nasdaq TRF, Nasdaq OMX BX, and
Nasdaq OMX PSX); Securities Exchange Act Release No. 73553 (November
6, 2014), 79 FR 67491 (November 13, 2014) (SR-NYSE-2014-40) (Notice
of Amendment No. 1 and Order Granting Accelerated Approval to a
Proposed Rule Change, as Modified by Amendment No.1, To Establish
the NYSE Best Quote & Trades (``BQT'') Data Feed); https://www.nyxdata.com/Data-Products/NYSE-Best-Quote-and-Trades (last
visited May 27, 2014) (data feed providing unified view of BBO and
last sale information for the NYSE, NYSE Arca, and NYSE MKT).
\30\ Id.
\31\ Id.
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In establishing the proposed fees, the Exchange considered the
competitiveness of the market for proprietary data and all of the
implications of that competition. The Exchange believes that it has
considered all relevant factors in order to establish fair, reasonable,
and not unreasonably discriminatory fees and an equitable allocation of
fees among all Users. The existence of alternatives to the BATS One
Feed, including the existing underlying feeds, consolidated data, and
proprietary data from other sources, ensures that the Exchange cannot
set unreasonable fees, or fees that are unreasonably discriminatory,
when vendors and subscribers can elect these alternatives or choose not
to purchase a specific proprietary data product if its cost to purchase
is not justified by the returns any particular vendor or subscriber
would achieve through the purchase.
Finally, although the BATS Exchanges are the exclusive distributors
of the individual data feeds from which certain data elements would be
taken to create the BATS One Feed, the Exchange is not the exclusive
distributor of the aggregated and consolidated information that would
compose the BATS One Feed. The Exchange has taken into consideration
its affiliated relationship with EDGX, BYX, and BZX in its design of
the BATS One Feed to assure that vendors would be able to offer a
similar product on the same terms as the Exchange from a cost
perspective. While the BATS Exchanges are the exclusive distributors of
the individual data feeds from which certain data elements may be taken
to create the BATS One Feed, they are not the exclusive distributors of
the aggregated and consolidated information that comprises the BATS One
Feed. As discussed in in the BATS One Fee Proposal,\32\ any entity may
separately purchase the individual underlying products, and if they so
choose, perform a similar aggregation and consolidation function that
the Exchange performs in creating the BATS One Feed, and offer a data
feed with the same information included in the BATS One Feed to sell
and distribute it to its clients with no greater cost than the
Exchange.
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\32\ See BATS One Fee Proposals, supra note 7.
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To enable such competition, the amount of the proposed Digital
Media Enterprise license compared to the cost of the individual data
feeds from the BATS Exchanges would enable a vendor to receive the
underlying data feeds and offer a similar product on a competitive
basis and with no greater cost than the Exchange. The amount of the
proposed Digital Media Enterprise license, coupled with the Data
Consolidation Fee, is not lower than the cost to a vendor of receiving
the underlying data feeds to create a competing product. Therefore, the
amount of the proposed
[[Page 17801]]
Digital Media Enterprise license the Exchange would charge clients for
the BATS One Feed compared to the cost of the individual data feeds
from the BATS Exchanges would enable a vendor to receive the underlying
data feeds and offer a similar product on a competitive basis and with
no greater cost than the Exchange.
Non-Substantive Change to the Description of the BATS One Enterprise
Fee
The proposal to amend the description of the Enterprise fee within
the fee schedule will not have any impact on completion [sic]. The
proposed changes are designed to clarify the fee schedule and avoid
potential investor confusion and do not amend the amount or application
of the BATS One Enterprise fee.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has neither solicited nor received written comments on
the proposed rule change.
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 \33\ and paragraph (f) of Rule 19b-4
thereunder.\34\ 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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\33\ 15 U.S.C. 78s(b)(3)(A).
\34\ 17 CFR 240.19b-4(f).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-EDGA-2015-14 on the subject line.
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-EDGA-2015-14. 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 20549-1090, 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 office 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-
EDGA-2015-14, and should be submitted on or before April 23, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\35\
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\35\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2015-07521 Filed 4-1-15; 8:45 am]
BILLING CODE CODE 8011-01-P