Self-Regulatory Organizations; Miami International Securities Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend Its Fee Schedule, 26304-26306 [2015-10952]
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mstockstill on DSK4VPTVN1PROD with NOTICES
26304
Federal Register / Vol. 80, No. 88 / Thursday, May 7, 2015 / Notices
methodologies described in the industry
guidance document NEI 13–02, Rev. 0,
‘‘Industry Guidance for Compliance
with Order EA–13–109’’ (ADAMS
Accession No. ML13316A853). As
required by the order, licensees
submitted their site-specific overall
integrated plans (OIPs) by June 30, 2014.
The NRC staff has completed its review
of the OIPs and has issued interim staff
evaluations.
On March 10, 2015, the NRC staff
issued a Federal Register notice (80 FR
12649) to request public comments on
draft JLD–ISG–2015–01 (ADAMS
Accession No. ML15051A143). In
response, the NRC received comments
from SimplyInfo by letter dated March
11, 2015 (ADAMS Accession No.
ML15083A277), and the NEI by letter
dated April 9, 2015 (ADAMS Accession
No. ML15104A316). Several of these
comments have been previously
submitted to the NRC for staff’s
consideration. The resolution of these
comments has been documented and
publicly available (ADAMS Accession
No. ML15114A051).
The focus of this ISG is to provide
guidance for implementing Phase 2
requirements of the order. The Phase 2
portion of Order EA–13–109 builds on
the Phase 1 activities, and is intended
to be consistent with the expected
outcome of the development of a
regulatory basis for the Containment
Protection and Release Reduction
(CPRR) rulemaking. Specifically, the
industry described a containment
venting approach that includes severe
accident water addition (SAWA) and
severe accident water management
(SAWM) strategies that would preserve
the use of a wetwell vent path, in
addition to providing other benefits.
Evaluations performed in support of the
CPRR rulemaking confirmed significant
benefits to including SAWA as part of
a severe accident management strategy.
Therefore, SAWA will facilitate
implementation of Phase 2 of Order EA–
13–109 by establishing the design
conditions for a drywell vent and
supporting SAWM for licensees
choosing to pursue that option as a
strategy that makes it unlikely that a
licensee would need to vent from the
drywell.
On April 23, 2015, NEI submitted NEI
13–02, ‘‘Industry Guidance for
Compliance with Order EA–13–109,’’
Rev. 1 (ADAMS Accession No.
ML15113B318) to assist nuclear power
licensees with the identification of
measures needed to comply with the
Phase 2 requirements of Order EA–13–
109 regarding reliable hardened
containment vents capable of operation
under severe accident conditions. The
VerDate Sep<11>2014
18:07 May 06, 2015
Jkt 235001
NEI document includes guidance for
implementing order requirements for
both Phase 1 and Phase 2, including the
industry’s proposed approach to use the
SAWA and SAWM strategies to control
the water levels in the suppression pool
and maintain capabilities to address
over-pressure conditions without a
severe accident drywell vent. This ISG
endorses, with clarifications, the
methodologies described in the industry
guidance document NEI 13–02, Revision
1.
Dated at Rockville, Maryland, this 29th day
of April 2015.
For the Nuclear Regulatory Commission.
Jack R. Davis,
Director, Japan Lessons-Learned Division,
Office of Nuclear Reactor Regulation.
[FR Doc. 2015–11036 Filed 5–6–15; 8:45 am]
BILLING CODE 7590–01–P
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74856; File No. SR–MIAX–
2015–31]
Self-Regulatory Organizations; Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend Its Fee Schedule
May 1, 2015.
Pursuant to the provisions of 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 April 29, 2015, Miami International
Securities Exchange LLC (‘‘MIAX’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) a proposed rule change
as described in Items I, II, and III below,
which Items have been prepared by the
Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing a proposal to
modify the Market Maker Trading
Permit Fee.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.miaxoptions.com/filter/
wotitle/rule_filing, at MIAX’s principal
office, and at the Commission’s Public
Reference Room.
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00089
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The Exchange proposes to modify the
monthly Trading Permit fees that apply
to Market Makers (‘‘MMs’’). Specifically,
the Exchange proposes to adopt the
following fees: (i) $7,000 for MM
Assignments in up to 10 option classes
or up to 20% of option classes by
volume; (ii) $12,000 for MM
Assignments in up to 40 option classes
or up to 35% of option classes by
volume; (iii) $17,000 for MM
Assignments in up to 100 option classes
or up to 50% of option classes by
volume; and (iv) $22,000.00 for MM
Assignments in over 100 option classes
or over 50% of option classes up to all
option classes listed on MIAX.
The Exchange issues Trading Permits
that confer the ability to transact on the
Exchange.3 Currently, all MMs, whether
they are a RMM, LMM or PLMM, are
assessed $15,000 per month for a
Trading Permit for an assignment in up
to 250 option classes, or $22,000 per
month for a Trading Permit for an
assignment in over 250 option classes
up to all option classes listed on the
Exchange.4 The Exchange notes that the
3 There is no limit on the number of Trading
Permits that may be issued by the Exchange;
however the Exchange has the authority to limit or
decrease the number of Trading Permits it has
determined to issue provided it complies with the
provisions set forth in Rule 200(a) and section
6(c)(4) of the Exchange Act. See 15 U.S.C.
78(f)(c)(4). For a complete description of MIAX
Trading Permits, see MIAX Rule 200.
4 The monthly Trading Permit Fee is in addition
to the one-time application fee for MIAX
Membership. The Exchange charges a one-time
application fee based upon the applicant’s status as
either an Electronic Exchange Member (‘‘EEM’’) or
as a Market Maker. Applicants for MIAX
Membership as an EEM are assessed a one-time
Application Fee of $2,500.00. Applicants for MIAX
Membership as a Market Maker are assessed a onetime Application Fee of $3,000.00. The difference
in the fee charged to EEMs and Market Makers
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current monthly Trading Permit fees are
within the range of competing options
exchanges.5 The MM permit fee for up
to 250 classes is higher than that of
NYSE Arca Options.6 The MM permit
fee for all options classes on the
exchange is lower than NYSE Amex
Options, however it is higher than the
fee charged by NYSE Arca Options. The
Exchange established the current rates
to more closely align with the rates
charged by competing options
exchanges. Now, the Exchange proposes
to modify its Trading Permit fee for
MMs to establish the ability for MMs to
qualify for lower rates in order to
encourage additional market
participants to become Members of the
Exchange and register as MIAX Market
Makers.
The Exchange proposes to modify its
Trading Permit fees that apply to MMs.
Specifically, the Exchange proposes to
adopt the following fees: (i) $7,000 for
MM Assignments in up to 10 option
classes or up to 20% of option classes
by volume; (ii) $12,000 for MM
Assignments in up to 40 option classes
or up to 35% of option classes by
volume; (iii) $17,000 for MM
Assignments in up to 100 option classes
or up to 50% of option classes by
volume; and (iv) $22,000.00 for MM
Assignments in over 100 option classes
or over 50% of option classes by volume
up to all option classes listed on MIAX.
For the calculation of the monthly
Trading Permit Fees that apply to MMs,
the number of classes is defined as the
greatest number of classes the MM was
assigned to quote in on any given day
within the calendar month and the class
volume percentage is based on the total
national average daily volume in classes
listed on MIAX in the prior calendar
quarter.7 Newly listed option classes are
reflects the additional review and processing effort
needed for Market Maker applications.
5 See e.g., NYSE Arca Options Fees and Charges,
p.1 (assessing market makers $6,000 for up to 100
option issues, an additional $5,000 for up to 250
option issues, an additional $4,000 for up to 750
option issues, and an additional $3,000 for all
option issues on the exchange); NYSE Amex
Options Fee Schedule, p. 19 (assessing market
makers $8,000 for up to 60 plus the bottom 45%,
an additional $6,000 for up to 150 plus the bottom
45%, an additional $5,000 for up to 500 plus the
bottom 45%, and additional $4,000 for up to 1,100
plus the bottom 45%, and an additional $3,000 for
all issues traded on the exchange; plus an addition
fee for premium products).
6 See supra note 5.
7 The Exchange will use the following formula to
calculate the percentage of total national average
daily volume that the MM assignment is for
purposes of the MM trading permit fee for a given
month.
MM assignment percentage of national average
daily volume = [total volume during the prior
calendar quarter in a class in which the MM was
assigned]/[total national volume in classes listed on
MIAX in the prior calendar quarter]
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excluded from the calculation of the
monthly MM Trading Permit Fee until
the calendar quarter following their
listing, at which time the newly listed
option classes will be included in both
the per class count and the percentage
of total national average daily volume.
The Exchange will assess MMs the
monthly Trading Permit Fee based on
the greatest number of classes listed on
MIAX that the MM was assigned to
quote in on any given day within a
calendar month and the applicable fee
rate that is the lesser of either the per
class basis or percentage of total
national average daily volume
measurement. For example, if MM1
elects to quote the top 40 option classes
which consist of 58% of the total
national average daily volume in the
prior quarter, the Exchange would
assess $12,000 to MM1 for the month
which is the lesser of ‘up to 40 classes’
and ‘above 50% of classes by volume up
to all classes listed on MIAX’. If MM2
elects to quote the bottom 1000 option
classes which consist of 10% of the total
national average daily volume in the
prior quarter, the Exchange would
assess $7,000 to MM2 for the month
which is the lesser of ‘above 100 classes’
and ‘up to 20% of classes by volume’.
Members receiving Trading Permits
during the month will be assessed
Trading Permit Fees according to the
above schedule, except that the
calculation of the Trading Permit fee for
the first month in which the Trading
Permit is issued will be pro-rated based
on the number of trading days occurring
after the date on which the Trading
Permit was in effect during that first
month divided by the total number of
trading days in such month multiplied
by the monthly rate.
The purpose of the proposed fees is to
incentivize market participants to
register as Market Makers on the
Exchange, to provide liquidity, and to
attract order flow. To the extent that this
purpose is achieved, all the Exchange’s
market participants should benefit from
the improved market liquidity. The
proposed fee levels and criteria are
based upon a business determination of
current MM assignments and trading
volume. The Exchange believes that the
proposed fee rates and criteria provide
an objective and flexible framework that
will encourage MMs to be assigned and
quote in option classes with lower total
national average daily volume while
also equitably allocating the fees in a
reasonable manner amongst MM
assignments to account for quoting and
trading activity.
The Exchange proposes to implement
the Trading Permit fees beginning May
1, 2015.
PO 00000
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26305
2. Statutory Basis
The Exchange believes that its
proposal to amend its fee schedule is
consistent with section 6(b) of the Act 8
in general, and furthers the objectives of
section 6(b)(4) of the Act 9 in particular,
in that it is an equitable allocation of
reasonable fees and other charges among
Exchange members.
The Exchange believes that the
proposed Trading Permit fees are
reasonable, equitable and not unfairly
discriminatory. The proposed Trading
Permit fees are reasonable in that they
are within the range of comparable fees
at other competing options exchanges.10
As such, the proposal is reasonably
designed to continue to compete with
other options exchange by incentivizing
market participants to register as Market
Makers on the Exchange in a manner
that enables the Exchange to improve its
overall competitiveness and strengthen
its market quality for all market
participants. The proposed fees are fair
and equitable and not unreasonably
discriminatory because they apply
equally to all Market Makers regardless
of type and access to the Exchange is
offered on terms that are not unfairly
discriminatory. The Exchange designed
the fee rates in order to provide
objective criteria for MMs of different
sizes and business models to be
assessed a Trading Permit Fee that best
matches their quoting activity on the
Exchange. The Exchange notes that
trading volume and quoting activity in
the options market tends to be
concentrated in the top ranked options
classes; with the vast majority of options
classes being thinly quoted and traded.
The Exchange believes that the
proposed fee rates and criteria provide
an objective and flexible framework that
will encourage MMs to be assigned and
quote in option classes with lower total
national average daily volume while
also equitably allocating the fees in a
reasonable manner amongst MM
assignments to account for quoting and
trading activity.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange believes that the proposal
increases both intermarket and
intramarket competition by enabling
MMs to qualify for lower Trading Permit
fees rates on the Exchange in a manner
8 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
10 See supra note 5.
9 15
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Federal Register / Vol. 80, No. 88 / Thursday, May 7, 2015 / Notices
that is designed to provide objective
criteria for MMs of different sizes and
business models to be assessed a
Trading Permit Fee that best matches
their quoting activity on the Exchange
yet still be in the range of comparable
fees on other exchanges. The Exchange
believes that the proposal will increase
competition amongst MMs of different
sizes and business models by
encouraging MMs to be assigned and
quote in option classes with lower total
national average daily volume. The
Exchange notes that it operates in a
highly competitive market in which
market participants can readily favor
competing venues if they deem fee
levels at a particular venue to be
excessive. In such an environment, the
Exchange must continually adjust its
fees to remain competitive with other
exchanges and to attract order flow to
the Exchange. The Exchange believes
that the proposal reflects this
competitive environment because it
modify the Exchange’s fees in a manner
that continues to encourage market
participants to register as Market Makers
on the Exchange, to provide liquidity,
and to attract order flow. To the extent
that this purpose is achieved, all the
Exchange’s market participants should
benefit from the improved market
liquidity.
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C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to section
19(b)(3)(A)(ii) of the Act.11 At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act. If the Commission
takes such action, the Commission shall
institute proceedings to determine
whether the proposed rule should be
approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
MIAX–2015–31 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–MIAX–2015–31. 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 the
filing will also 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–MIAX–
2015–31 and should be submitted on or
before May 28, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Brent J. Fields,
Secretary.
[FR Doc. 2015–10952 Filed 5–6–15; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74857; File No. SR–MIAX–
2015–32]
Self-Regulatory Organizations: Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend Its Fee Schedule
May 1, 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 April 28,
2015, Miami International Securities
Exchange LLC (‘‘MIAX’’ or ‘‘Exchange’’)
filed with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
the proposed rule change as described
in Items I, II, and III below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing a proposal to
amend the MIAX Options Fee Schedule.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.miaxoptions.com/filter/
wotitle/rule_filing, at MIAX’s principal
office, and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
Fee Schedule to establish monthly fees
for Internal Distributors and External
Distributors of MIAX Order Feed
BILLING CODE 8011–01–P
1 15
11 15
U.S.C. 78s(b)(3)(A)(ii).
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18:07 May 06, 2015
12 17
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PO 00000
CFR 200.30–3(a)(12).
Frm 00091
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Sfmt 4703
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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Agencies
[Federal Register Volume 80, Number 88 (Thursday, May 7, 2015)]
[Notices]
[Pages 26304-26306]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-10952]
=======================================================================
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74856; File No. SR-MIAX-2015-31]
Self-Regulatory Organizations; Miami International Securities
Exchange LLC; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Amend Its Fee Schedule
May 1, 2015.
Pursuant to the provisions of 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 April 29, 2015, Miami International Securities
Exchange LLC (``MIAX'' or ``Exchange'') filed with the Securities and
Exchange Commission (``Commission'') a proposed rule change as
described in Items I, II, and III below, which Items have been prepared
by the Exchange. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is filing a proposal to modify the Market Maker
Trading Permit Fee.
The text of the proposed rule change is available on the Exchange's
Web site at https://www.miaxoptions.com/filter/wotitle/rule_filing, at
MIAX's principal office, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to modify the monthly Trading Permit fees
that apply to Market Makers (``MMs''). Specifically, the Exchange
proposes to adopt the following fees: (i) $7,000 for MM Assignments in
up to 10 option classes or up to 20% of option classes by volume; (ii)
$12,000 for MM Assignments in up to 40 option classes or up to 35% of
option classes by volume; (iii) $17,000 for MM Assignments in up to 100
option classes or up to 50% of option classes by volume; and (iv)
$22,000.00 for MM Assignments in over 100 option classes or over 50% of
option classes up to all option classes listed on MIAX.
The Exchange issues Trading Permits that confer the ability to
transact on the Exchange.\3\ Currently, all MMs, whether they are a
RMM, LMM or PLMM, are assessed $15,000 per month for a Trading Permit
for an assignment in up to 250 option classes, or $22,000 per month for
a Trading Permit for an assignment in over 250 option classes up to all
option classes listed on the Exchange.\4\ The Exchange notes that the
[[Page 26305]]
current monthly Trading Permit fees are within the range of competing
options exchanges.\5\ The MM permit fee for up to 250 classes is higher
than that of NYSE Arca Options.\6\ The MM permit fee for all options
classes on the exchange is lower than NYSE Amex Options, however it is
higher than the fee charged by NYSE Arca Options. The Exchange
established the current rates to more closely align with the rates
charged by competing options exchanges. Now, the Exchange proposes to
modify its Trading Permit fee for MMs to establish the ability for MMs
to qualify for lower rates in order to encourage additional market
participants to become Members of the Exchange and register as MIAX
Market Makers.
---------------------------------------------------------------------------
\3\ There is no limit on the number of Trading Permits that may
be issued by the Exchange; however the Exchange has the authority to
limit or decrease the number of Trading Permits it has determined to
issue provided it complies with the provisions set forth in Rule
200(a) and section 6(c)(4) of the Exchange Act. See 15 U.S.C.
78(f)(c)(4). For a complete description of MIAX Trading Permits, see
MIAX Rule 200.
\4\ The monthly Trading Permit Fee is in addition to the one-
time application fee for MIAX Membership. The Exchange charges a
one-time application fee based upon the applicant's status as either
an Electronic Exchange Member (``EEM'') or as a Market Maker.
Applicants for MIAX Membership as an EEM are assessed a one-time
Application Fee of $2,500.00. Applicants for MIAX Membership as a
Market Maker are assessed a one-time Application Fee of $3,000.00.
The difference in the fee charged to EEMs and Market Makers reflects
the additional review and processing effort needed for Market Maker
applications.
\5\ See e.g., NYSE Arca Options Fees and Charges, p.1 (assessing
market makers $6,000 for up to 100 option issues, an additional
$5,000 for up to 250 option issues, an additional $4,000 for up to
750 option issues, and an additional $3,000 for all option issues on
the exchange); NYSE Amex Options Fee Schedule, p. 19 (assessing
market makers $8,000 for up to 60 plus the bottom 45%, an additional
$6,000 for up to 150 plus the bottom 45%, an additional $5,000 for
up to 500 plus the bottom 45%, and additional $4,000 for up to 1,100
plus the bottom 45%, and an additional $3,000 for all issues traded
on the exchange; plus an addition fee for premium products).
\6\ See supra note 5.
---------------------------------------------------------------------------
The Exchange proposes to modify its Trading Permit fees that apply
to MMs. Specifically, the Exchange proposes to adopt the following
fees: (i) $7,000 for MM Assignments in up to 10 option classes or up to
20% of option classes by volume; (ii) $12,000 for MM Assignments in up
to 40 option classes or up to 35% of option classes by volume; (iii)
$17,000 for MM Assignments in up to 100 option classes or up to 50% of
option classes by volume; and (iv) $22,000.00 for MM Assignments in
over 100 option classes or over 50% of option classes by volume up to
all option classes listed on MIAX. For the calculation of the monthly
Trading Permit Fees that apply to MMs, the number of classes is defined
as the greatest number of classes the MM was assigned to quote in on
any given day within the calendar month and the class volume percentage
is based on the total national average daily volume in classes listed
on MIAX in the prior calendar quarter.\7\ Newly listed option classes
are excluded from the calculation of the monthly MM Trading Permit Fee
until the calendar quarter following their listing, at which time the
newly listed option classes will be included in both the per class
count and the percentage of total national average daily volume. The
Exchange will assess MMs the monthly Trading Permit Fee based on the
greatest number of classes listed on MIAX that the MM was assigned to
quote in on any given day within a calendar month and the applicable
fee rate that is the lesser of either the per class basis or percentage
of total national average daily volume measurement. For example, if MM1
elects to quote the top 40 option classes which consist of 58% of the
total national average daily volume in the prior quarter, the Exchange
would assess $12,000 to MM1 for the month which is the lesser of `up to
40 classes' and `above 50% of classes by volume up to all classes
listed on MIAX'. If MM2 elects to quote the bottom 1000 option classes
which consist of 10% of the total national average daily volume in the
prior quarter, the Exchange would assess $7,000 to MM2 for the month
which is the lesser of `above 100 classes' and `up to 20% of classes by
volume'.
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\7\ The Exchange will use the following formula to calculate the
percentage of total national average daily volume that the MM
assignment is for purposes of the MM trading permit fee for a given
month.
MM assignment percentage of national average daily volume =
[total volume during the prior calendar quarter in a class in which
the MM was assigned]/[total national volume in classes listed on
MIAX in the prior calendar quarter]
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Members receiving Trading Permits during the month will be assessed
Trading Permit Fees according to the above schedule, except that the
calculation of the Trading Permit fee for the first month in which the
Trading Permit is issued will be pro-rated based on the number of
trading days occurring after the date on which the Trading Permit was
in effect during that first month divided by the total number of
trading days in such month multiplied by the monthly rate.
The purpose of the proposed fees is to incentivize market
participants to register as Market Makers on the Exchange, to provide
liquidity, and to attract order flow. To the extent that this purpose
is achieved, all the Exchange's market participants should benefit from
the improved market liquidity. The proposed fee levels and criteria are
based upon a business determination of current MM assignments and
trading volume. The Exchange believes that the proposed fee rates and
criteria provide an objective and flexible framework that will
encourage MMs to be assigned and quote in option classes with lower
total national average daily volume while also equitably allocating the
fees in a reasonable manner amongst MM assignments to account for
quoting and trading activity.
The Exchange proposes to implement the Trading Permit fees
beginning May 1, 2015.
2. Statutory Basis
The Exchange believes that its proposal to amend its fee schedule
is consistent with section 6(b) of the Act \8\ in general, and furthers
the objectives of section 6(b)(4) of the Act \9\ in particular, in that
it is an equitable allocation of reasonable fees and other charges
among Exchange members.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that the proposed Trading Permit fees are
reasonable, equitable and not unfairly discriminatory. The proposed
Trading Permit fees are reasonable in that they are within the range of
comparable fees at other competing options exchanges.\10\ As such, the
proposal is reasonably designed to continue to compete with other
options exchange by incentivizing market participants to register as
Market Makers on the Exchange in a manner that enables the Exchange to
improve its overall competitiveness and strengthen its market quality
for all market participants. The proposed fees are fair and equitable
and not unreasonably discriminatory because they apply equally to all
Market Makers regardless of type and access to the Exchange is offered
on terms that are not unfairly discriminatory. The Exchange designed
the fee rates in order to provide objective criteria for MMs of
different sizes and business models to be assessed a Trading Permit Fee
that best matches their quoting activity on the Exchange. The Exchange
notes that trading volume and quoting activity in the options market
tends to be concentrated in the top ranked options classes; with the
vast majority of options classes being thinly quoted and traded. The
Exchange believes that the proposed fee rates and criteria provide an
objective and flexible framework that will encourage MMs to be assigned
and quote in option classes with lower total national average daily
volume while also equitably allocating the fees in a reasonable manner
amongst MM assignments to account for quoting and trading activity.
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\10\ See supra note 5.
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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
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. The Exchange believes that the
proposal increases both intermarket and intramarket competition by
enabling MMs to qualify for lower Trading Permit fees rates on the
Exchange in a manner
[[Page 26306]]
that is designed to provide objective criteria for MMs of different
sizes and business models to be assessed a Trading Permit Fee that best
matches their quoting activity on the Exchange yet still be in the
range of comparable fees on other exchanges. The Exchange believes that
the proposal will increase competition amongst MMs of different sizes
and business models by encouraging MMs to be assigned and quote in
option classes with lower total national average daily volume. The
Exchange notes that it operates in a highly competitive market in which
market participants can readily favor competing venues if they deem fee
levels at a particular venue to be excessive. In such an environment,
the Exchange must continually adjust its fees to remain competitive
with other exchanges and to attract order flow to the Exchange. The
Exchange believes that the proposal reflects this competitive
environment because it modify the Exchange's fees in a manner that
continues to encourage market participants to register as Market Makers
on the Exchange, to provide liquidity, and to attract order flow. To
the extent that this purpose is achieved, all the Exchange's market
participants should benefit from the improved market liquidity.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to section
19(b)(3)(A)(ii) of the Act.\11\ At any time within 60 days of the
filing of the proposed rule change, the Commission summarily may
temporarily suspend such rule change if it appears to the Commission
that such action is necessary or appropriate in the public interest,
for the protection of investors, or otherwise in furtherance of the
purposes of the Act. If the Commission takes such action, the
Commission shall institute proceedings to determine whether the
proposed rule should be approved or disapproved.
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\11\ 15 U.S.C. 78s(b)(3)(A)(ii).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-MIAX-2015-31 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-MIAX-2015-31. 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 the filing will also 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-MIAX-2015-31 and should be
submitted on or before May 28, 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. 2015-10952 Filed 5-6-15; 8:45 am]
BILLING CODE 8011-01-P