Self-Regulatory Organizations; EDGA Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Related To Fees for Use of EDGA Exchange, Inc., 28719-28721 [2015-12016]
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Federal Register / Vol. 80, No. 96 / Tuesday, May 19, 2015 / Notices
thereunder, because it establishes a due,
fee, or other charge imposed by the
Exchange.
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 15 of the Act to
determine whether the proposed rule
change 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:
tkelley on DSK3SPTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
NYSEMKT–2015–38 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street, NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NYSEMKT–2015–38. 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
15 15
U.S.C. 78s(b)(2)(B).
VerDate Sep<11>2014
16:53 May 18, 2015
Jkt 235001
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
offices of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–
NYSEMKT–2015–38, and should be
submitted on or before June 9, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–12063 Filed 5–18–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74948; File No. SR–EDGA–
2015–18]
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Related To Fees for Use
of EDGA Exchange, Inc.
May 13, 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 April 30,
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, II and III
below, which Items have been prepared
by the Exchange. The Exchange has
designated the proposed rule change as
one establishing or changing a member
due, fee, or other charge imposed by the
Exchange under Section 19(b)(3)(A)(ii)
of the Act 3 and Rule 19b–4(f)(2)
thereunder,4 which renders the
proposed rule change effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange filed a proposal to
amend its fees and rebates applicable to
16 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
1 15
PO 00000
Frm 00141
Fmt 4703
Sfmt 4703
28719
Members 5 of the Exchange pursuant to
EDGA Rule 15.1(a) and (c) (‘‘Fee
Schedule’’) to: (i) Decrease the rebate for
orders yielding Flag BY, which routes to
the BATS Y-Exchange, Inc. (‘‘BYX’’) and
removes liquidity using routing
strategies Destination Specific (‘‘DIRC’’),
ROUC, ROUE, ROBB, or ROCO; 6 (ii)
amend the criteria for the MidPoint
Discretionary Order Add Volume Tier;
and (iii) make an immaterial, nonsubstantive change. Changes to the fee
schedule pursuant to this proposal are
effective upon filing.
The text of the proposed rule change
is available at the Exchange’s Web site
at www.batstrading.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant parts of such
statements.
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to: (i)
Decrease the rebate for orders yielding
Flag BY, which routes to BYX and
removes liquidity using routing
strategies DIRC, ROUC, ROUE, ROBB, or
ROCO; (ii) amend the criteria for the
MidPoint Discretionary Order Add
Volume Tier; and (iii) make an
immaterial, non-substantive change.
Flag BY
In securities priced at or above $1.00,
the Exchange currently provides a
rebate of $0.00160 per share for
Members’ orders that yield Flag BY,
which routes to BYX and removes
5 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer, or any person associated
with a registered broker or dealer [sic], that has
been admitted to membership in the Exchange. A
Member will have the status of a ‘‘member’’ of the
Exchange as that term is defined in Section 3(a)(3)
of the Act.’’ See Exchange Rule 1.5(n).
6 The DIRC, ROUC, ROUE, ROBB, or ROCO
routing strategies are set forth in Exchange Rule
11.11(g).
E:\FR\FM\19MYN1.SGM
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28720
Federal Register / Vol. 80, No. 96 / Tuesday, May 19, 2015 / Notices
liquidity using routing strategies DIRC,
ROUC, ROUE, ROBB, or ROCO. The
Exchange proposes to amend its Fee
Schedule to decrease the rebate for
orders that yield Flag BY to $0.00150
per share in securities priced at or above
$1.00.7 The proposed change represents
a pass through of the rate BATS
Trading, Inc. (‘‘BATS Trading’’), the
Exchange’s affiliated routing brokerdealer, is provided for routing orders to
BYX that remove liquidity. The
proposed change is in response to BYX’s
May 2015 fee change where BYX
decreased its rebate from $0.00160 per
share to $0.00150 per share for orders in
securities priced at or above $1.00.8
When BATS Trading routes to and
removes liquidity from BYX, it will now
receive a standard rebate of $0.00150
per share. BATS Trading will pass
through the rebate provided by BYX to
the Exchange and the Exchange, in turn,
will pass through this rate to its
Members.
tkelley on DSK3SPTVN1PROD with NOTICES
MidPoint Discretionary Order Add
Volume Tier
The Exchange proposes to amend the
criteria for the MidPoint Discretionary
Order Add Volume Tier. Under the tier,
a Member qualifies for a reduced fee of
$0.0003 per share where that Member:
(i) Adds an ADV of at least 0.25% of the
TCV including non-displayed orders
that add liquidity; and (ii) adds or
removes an ADV of at least 1,500,000
shares yielding fee codes DM or DT. Fee
code DM is applied to Non-Displayed
orders that add liquidity using MidPoint
Discretionary orders 9 and fee code DT
is applied to Non-Displayed orders that
remove liquidity using MidPoint
Discretionary Orders. Orders that yield
fee code DM or fee code DT that do not
meet to the criteria of the MidPoint
Discretionary Order Add Volume Tier
are charged a fee of $0.00050 per share.
The Exchange now proposes to decrease
the ADV requirement to require that a
Member add or remove an ADV of at
least 500,000 shares yielding fee codes
DM or DT. Easing the criteria of the
MidPoint Discretionary Order Add
Volume Tier is intended to further
incentive Members to submit an
increased number of MidPoint
Discretionary orders to the Exchange,
thereby increasing the liquidity on the
7 The Exchange does not propose to amend its fee
for orders that yield Flag BY in securities priced
below $1.00.
8 See BYX Exchange Fee Schedule Changes
Effective May 1, 2015 available at https://
cdn.batstrading.com/resources/fee_schedule/2015/
BATS-BYX-Exchange-BZX-Exchange-EDGAExchange-and-EDGX-Exchange-Fee-ScheduleChanges-Effective-May-1–2015.pdf.
9 See Exchange Rule 11.8(e) for a description of
MidPoint Discretionary orders.
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Jkt 235001
Exchange at the midpoint of the
National Best Bid or Offer (‘‘NBBO’’).
Non-Substantive Changes
The Exchange also proposes to make
an immaterial, non-substantive change
to its Fee Schedule by removing ‘‘, Inc.’’
from the reference to the Exchange in
the heading of the Fee Schedule. This
non-substantive change is intended to
make the reference to the Exchange in
the heading of the Fee Schedule
consistent with the manner in which its
affiliated exchanges 10 are referenced in
their respective fee schedules.
Implementation Date
The Exchange proposes to implement
these amendments to its Fee Schedule
on May 1, 2015.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,11
in general, and furthers the objectives of
Section 6(b)(4),12 in particular, as it is
designed to provide for the equitable
allocation of reasonable dues, fees and
other charges among its Members and
other persons using its facilities. The
Exchange also notes that it operates in
a highly-competitive market in which
market participants can readily direct
order flow to competing venues if they
deem fee levels at a particular venue to
be excessive. The proposed rule change
reflects a competitive pricing structure
designed to incent [sic] market
participants to direct their order flow to
the Exchange. The Exchange believes
that the proposed rates are equitable and
non-discriminatory in that they apply
uniformly to all Members. The
Exchange believes the fees and credits
remain competitive with those charged
by other venues and therefore continue
to be reasonable and equitably allocated
to Members.
Flag BY
The Exchange believes that its
proposal to decrease the rebate for
orders that yield Flag BY represents an
equitable allocation of reasonable dues,
fees, and other charges among Members
and other persons using its facilities.
Prior to the BYX’s May 2015 fee change,
BYX provided BATS Trading a rebate of
$0.00160 per share to remove liquidity
in securities priced at or above $1.00,
10 The Exchange’s affiliated exchanges are BATS
Exchange, Inc., BATS Y-Exchange, Inc., and EDGX
Exchange, Inc. (‘‘EDGX’’). The Exchange
understands that EDGX also intends to file a
proposed rule change with the Commission making
a similar change to how EDGX is referenced in the
heading of its fee schedule.
11 15 U.S.C. 78f.
12 15 U.S.C. 78f(b)(4).
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Frm 00142
Fmt 4703
Sfmt 4703
which BATS Trading passed through to
the Exchange and the Exchange
provided its Members. When BATS
Trading routes to BYX, it will now be
provided a rebate of $0.00150 per share.
The Exchange does not levy additional
fees or offer additional rebates for orders
that it routes to BYX through BATS
Trading. Therefore, the Exchange
believes that the proposed change to
Flag BY is equitable and reasonable
because it accounts for the pricing
changes on BYX, which enables the
Exchange to provide its Members the
applicable pass-through rebate. Lastly,
the Exchange notes that routing through
BATS Trading is voluntary and believes
that the proposed change is nondiscriminatory because it applies
uniformly to all Members.
MidPoint Discretionary Order Add
Volume Tier
The Exchange believes amending the
criteria for the MidPoint Discretionary
Order Add Volume Tier represents an
equitable allocation of reasonable dues,
fees, and other charges among Members
and other persons using its facilities
because it is designed to further
incentivize Members to increase their
use of MidPoint Discretionary orders on
EDGA. MidPoint Discretionary Orders
increase displayed liquidity on the
Exchange while also enhancing
execution opportunities at the midpoint of the NBBO. Promotion of
displayed liquidity at the NBBO
enhances market quality for all
Members. Members utilizing MidPoint
Discretionary orders provide liquidity at
the midpoint of the NBBO increasing
the potential for an order to receive
price improvement, and easing the tier’s
criteria so that Members may be eligible
for a decreased fee is a reasonable
means by which to encourage the use of
such orders. In addition, the Exchange
believes that by encouraging the use of
MidPoint Discretionary orders by easing
the tier’s criteria, Members seeking price
improvement would be more motivated
to direct their orders to EDGA because
they would have a heightened
expectation of the availability of
liquidity at the midpoint of the NBBO.
The Exchange also believes that the
proposed addition of the MidPoint
Discretionary Order Add Volume Tier is
non-discriminatory because it will be
available to all Members.
Non-Substantive Changes
The Exchange believes that the nonsubstantive change to its Fee Schedule
is reasonable because it is not designed
to amend any fee, nor alter the manner
in which it assesses fees or calculates
rebates. This non-substantive change to
E:\FR\FM\19MYN1.SGM
19MYN1
Federal Register / Vol. 80, No. 96 / Tuesday, May 19, 2015 / Notices
the Fee Schedule is intended to make
the reference to the Exchange in the
heading of the Fee Schedule consistent
with the manner in which its affiliated
exchanges are referenced in their
respective fee schedules, thereby
removing impediments to and
perfecting the mechanism of a free and
open market and a national market
system, and, in general, protecting
investors and the public interest.
(B) Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange believes its proposed
amendments to its Fee Schedule would
not impose any burden on competition
that is not necessary or appropriate in
furtherance of the purposes of the Act.
The Exchange does not believe that the
proposed change represents a significant
departure from previous pricing offered
by the Exchange or pricing offered by
the Exchange’s competitors.
Additionally, Members may opt to
disfavor the Exchange’s pricing if they
believe that alternatives offer them
better value. Accordingly, the Exchange
does not believe that the proposed
change will impair the ability of
Members or competing venues to
maintain their competitive standing in
the financial markets.
tkelley on DSK3SPTVN1PROD with NOTICES
Fee Code BY
The Exchange believes that its
proposal to pass through the amended
rebate for orders that yield Flags BY
would increase intermarket competition
because it offers customers an
alternative means to route to BYX for
the same rebate that they would be
provided if they entered orders on that
trading center directly. The Exchange
believes that its proposal would not
burden intramarket competition because
the proposed rebate would apply
uniformly to all Members.
MidPoint Discretionary Order Add
Volume Tier
The Exchange believes that its
proposal to ease the criteria for the
MidPoint Discretionary Order Add
Volume Tier would increase intermarket
competition because it would further
incentivize Members to send an
increased amount MidPoint
Discretionary orders to the Exchange in
order to qualify for the tier’s decreased
fee. The Exchange believes that its
proposal would neither increase nor
decrease intramarket competition
because the MidPoint Discretionary
Order Add Volume Tier would apply
uniformly to all Members and the ability
of some Members to meet the tier would
only benefit other Members by
contributing to increased liquidity at the
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16:53 May 18, 2015
Jkt 235001
midpoint of the NBBO and better market
quality at the Exchange.
Non-Substantive Changes
The Exchange believes that the nonsubstantive change to the Fee Schedule
will not affect intermarket nor
intramarket competition because the
change is not designed to amend any fee
or alter the manner in which the
Exchange assesses fees or calculates
rebates.
(C) Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
Members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 13 and paragraph (f) of Rule
19b–4 thereunder.14 At any time within
60 days of the filing of the proposed rule
change, the Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
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–2015–18 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–2015–18. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 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–EDGA–
2015–18 and should be submitted on or
before June 9,2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–12016 Filed 5–18–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74951; File No. SR–
NYSEARCA–2015–38]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing of Proposed
Rule Change Adopting New Equity
Trading Rules Relating to Trading
Sessions, Order Ranking and Display,
and Order Execution To Reflect the
Implementation of Pillar, the
Exchange’s New Trading Technology
Platform
May 13, 2015.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
15 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 15 CFR 240.19b–4.
1 15
13 15
14 17
PO 00000
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
Frm 00143
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28721
E:\FR\FM\19MYN1.SGM
19MYN1
Agencies
[Federal Register Volume 80, Number 96 (Tuesday, May 19, 2015)]
[Notices]
[Pages 28719-28721]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-12016]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74948; File No. SR-EDGA-2015-18]
Self-Regulatory Organizations; EDGA Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Related To
Fees for Use of EDGA Exchange, Inc.
May 13, 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 April 30, 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, II
and III below, which Items have been prepared by the Exchange. The
Exchange has designated the proposed rule change as one establishing or
changing a member due, fee, or other charge imposed by the Exchange
under Section 19(b)(3)(A)(ii) of the Act \3\ and Rule 19b-4(f)(2)
thereunder,\4\ which renders the proposed rule change effective upon
filing with the Commission. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\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 its fees and rebates
applicable to Members \5\ of the Exchange pursuant to EDGA Rule 15.1(a)
and (c) (``Fee Schedule'') to: (i) Decrease the rebate for orders
yielding Flag BY, which routes to the BATS Y-Exchange, Inc. (``BYX'')
and removes liquidity using routing strategies Destination Specific
(``DIRC''), ROUC, ROUE, ROBB, or ROCO; \6\ (ii) amend the criteria for
the MidPoint Discretionary Order Add Volume Tier; and (iii) make an
immaterial, non-substantive change. Changes to the fee schedule
pursuant to this proposal are effective upon filing.
---------------------------------------------------------------------------
\5\ The term ``Member'' is defined as ``any registered broker or
dealer, or any person associated with a registered broker or dealer
[sic], that has been admitted to membership in the Exchange. A
Member will have the status of a ``member'' of the Exchange as that
term is defined in Section 3(a)(3) of the Act.'' See Exchange Rule
1.5(n).
\6\ The DIRC, ROUC, ROUE, ROBB, or ROCO routing strategies are
set forth in Exchange Rule 11.11(g).
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at www.batstrading.com, at the principal office of the
Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant parts of such
statements.
(A) Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to: (i) Decrease the rebate for orders
yielding Flag BY, which routes to BYX and removes liquidity using
routing strategies DIRC, ROUC, ROUE, ROBB, or ROCO; (ii) amend the
criteria for the MidPoint Discretionary Order Add Volume Tier; and
(iii) make an immaterial, non-substantive change.
Flag BY
In securities priced at or above $1.00, the Exchange currently
provides a rebate of $0.00160 per share for Members' orders that yield
Flag BY, which routes to BYX and removes
[[Page 28720]]
liquidity using routing strategies DIRC, ROUC, ROUE, ROBB, or ROCO. The
Exchange proposes to amend its Fee Schedule to decrease the rebate for
orders that yield Flag BY to $0.00150 per share in securities priced at
or above $1.00.\7\ The proposed change represents a pass through of the
rate BATS Trading, Inc. (``BATS Trading''), the Exchange's affiliated
routing broker-dealer, is provided for routing orders to BYX that
remove liquidity. The proposed change is in response to BYX's May 2015
fee change where BYX decreased its rebate from $0.00160 per share to
$0.00150 per share for orders in securities priced at or above
$1.00.\8\ When BATS Trading routes to and removes liquidity from BYX,
it will now receive a standard rebate of $0.00150 per share. BATS
Trading will pass through the rebate provided by BYX to the Exchange
and the Exchange, in turn, will pass through this rate to its Members.
---------------------------------------------------------------------------
\7\ The Exchange does not propose to amend its fee for orders
that yield Flag BY in securities priced below $1.00.
\8\ See BYX Exchange Fee Schedule Changes Effective May 1, 2015
available at https://cdn.batstrading.com/resources/fee_schedule/2015/BATS-BYX-Exchange-BZX-Exchange-EDGA-Exchange-and-EDGX-Exchange-Fee-Schedule-Changes-Effective-May-1-2015.pdf.
---------------------------------------------------------------------------
MidPoint Discretionary Order Add Volume Tier
The Exchange proposes to amend the criteria for the MidPoint
Discretionary Order Add Volume Tier. Under the tier, a Member qualifies
for a reduced fee of $0.0003 per share where that Member: (i) Adds an
ADV of at least 0.25% of the TCV including non-displayed orders that
add liquidity; and (ii) adds or removes an ADV of at least 1,500,000
shares yielding fee codes DM or DT. Fee code DM is applied to Non-
Displayed orders that add liquidity using MidPoint Discretionary orders
\9\ and fee code DT is applied to Non-Displayed orders that remove
liquidity using MidPoint Discretionary Orders. Orders that yield fee
code DM or fee code DT that do not meet to the criteria of the MidPoint
Discretionary Order Add Volume Tier are charged a fee of $0.00050 per
share. The Exchange now proposes to decrease the ADV requirement to
require that a Member add or remove an ADV of at least 500,000 shares
yielding fee codes DM or DT. Easing the criteria of the MidPoint
Discretionary Order Add Volume Tier is intended to further incentive
Members to submit an increased number of MidPoint Discretionary orders
to the Exchange, thereby increasing the liquidity on the Exchange at
the midpoint of the National Best Bid or Offer (``NBBO'').
---------------------------------------------------------------------------
\9\ See Exchange Rule 11.8(e) for a description of MidPoint
Discretionary orders.
---------------------------------------------------------------------------
Non-Substantive Changes
The Exchange also proposes to make an immaterial, non-substantive
change to its Fee Schedule by removing ``, Inc.'' from the reference to
the Exchange in the heading of the Fee Schedule. This non-substantive
change is intended to make the reference to the Exchange in the heading
of the Fee Schedule consistent with the manner in which its affiliated
exchanges \10\ are referenced in their respective fee schedules.
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\10\ The Exchange's affiliated exchanges are BATS Exchange,
Inc., BATS Y-Exchange, Inc., and EDGX Exchange, Inc. (``EDGX''). The
Exchange understands that EDGX also intends to file a proposed rule
change with the Commission making a similar change to how EDGX is
referenced in the heading of its fee schedule.
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Implementation Date
The Exchange proposes to implement these amendments to its Fee
Schedule on May 1, 2015.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of Section 6 of the Act,\11\ in general, and
furthers the objectives of Section 6(b)(4),\12\ in particular, as it is
designed to provide for the equitable allocation of reasonable dues,
fees and other charges among its Members and other persons using its
facilities. The Exchange also notes that it operates in a highly-
competitive market in which market participants can readily direct
order flow to competing venues if they deem fee levels at a particular
venue to be excessive. The proposed rule change reflects a competitive
pricing structure designed to incent [sic] market participants to
direct their order flow to the Exchange. The Exchange believes that the
proposed rates are equitable and non-discriminatory in that they apply
uniformly to all Members. The Exchange believes the fees and credits
remain competitive with those charged by other venues and therefore
continue to be reasonable and equitably allocated to Members.
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\11\ 15 U.S.C. 78f.
\12\ 15 U.S.C. 78f(b)(4).
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Flag BY
The Exchange believes that its proposal to decrease the rebate for
orders that yield Flag BY represents an equitable allocation of
reasonable dues, fees, and other charges among Members and other
persons using its facilities. Prior to the BYX's May 2015 fee change,
BYX provided BATS Trading a rebate of $0.00160 per share to remove
liquidity in securities priced at or above $1.00, which BATS Trading
passed through to the Exchange and the Exchange provided its Members.
When BATS Trading routes to BYX, it will now be provided a rebate of
$0.00150 per share. The Exchange does not levy additional fees or offer
additional rebates for orders that it routes to BYX through BATS
Trading. Therefore, the Exchange believes that the proposed change to
Flag BY is equitable and reasonable because it accounts for the pricing
changes on BYX, which enables the Exchange to provide its Members the
applicable pass-through rebate. Lastly, the Exchange notes that routing
through BATS Trading is voluntary and believes that the proposed change
is non-discriminatory because it applies uniformly to all Members.
MidPoint Discretionary Order Add Volume Tier
The Exchange believes amending the criteria for the MidPoint
Discretionary Order Add Volume Tier represents an equitable allocation
of reasonable dues, fees, and other charges among Members and other
persons using its facilities because it is designed to further
incentivize Members to increase their use of MidPoint Discretionary
orders on EDGA. MidPoint Discretionary Orders increase displayed
liquidity on the Exchange while also enhancing execution opportunities
at the mid-point of the NBBO. Promotion of displayed liquidity at the
NBBO enhances market quality for all Members. Members utilizing
MidPoint Discretionary orders provide liquidity at the midpoint of the
NBBO increasing the potential for an order to receive price
improvement, and easing the tier's criteria so that Members may be
eligible for a decreased fee is a reasonable means by which to
encourage the use of such orders. In addition, the Exchange believes
that by encouraging the use of MidPoint Discretionary orders by easing
the tier's criteria, Members seeking price improvement would be more
motivated to direct their orders to EDGA because they would have a
heightened expectation of the availability of liquidity at the midpoint
of the NBBO. The Exchange also believes that the proposed addition of
the MidPoint Discretionary Order Add Volume Tier is non-discriminatory
because it will be available to all Members.
Non-Substantive Changes
The Exchange believes that the non-substantive change to its Fee
Schedule is reasonable because it is not designed to amend any fee, nor
alter the manner in which it assesses fees or calculates rebates. This
non-substantive change to
[[Page 28721]]
the Fee Schedule is intended to make the reference to the Exchange in
the heading of the Fee Schedule consistent with the manner in which its
affiliated exchanges are referenced in their respective fee schedules,
thereby removing impediments to and perfecting the mechanism of a free
and open market and a national market system, and, in general,
protecting investors and the public interest.
(B) Self-Regulatory Organization's Statement on Burden on Competition
The Exchange believes its proposed amendments to its Fee Schedule
would not impose any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act. The Exchange
does not believe that the proposed change represents a significant
departure from previous pricing offered by the Exchange or pricing
offered by the Exchange's competitors. Additionally, Members may opt to
disfavor the Exchange's pricing if they believe that alternatives offer
them better value. Accordingly, the Exchange does not believe that the
proposed change will impair the ability of Members or competing venues
to maintain their competitive standing in the financial markets.
Fee Code BY
The Exchange believes that its proposal to pass through the amended
rebate for orders that yield Flags BY would increase intermarket
competition because it offers customers an alternative means to route
to BYX for the same rebate that they would be provided if they entered
orders on that trading center directly. The Exchange believes that its
proposal would not burden intramarket competition because the proposed
rebate would apply uniformly to all Members.
MidPoint Discretionary Order Add Volume Tier
The Exchange believes that its proposal to ease the criteria for
the MidPoint Discretionary Order Add Volume Tier would increase
intermarket competition because it would further incentivize Members to
send an increased amount MidPoint Discretionary orders to the Exchange
in order to qualify for the tier's decreased fee. The Exchange believes
that its proposal would neither increase nor decrease intramarket
competition because the MidPoint Discretionary Order Add Volume Tier
would apply uniformly to all Members and the ability of some Members to
meet the tier would only benefit other Members by contributing to
increased liquidity at the midpoint of the NBBO and better market
quality at the Exchange.
Non-Substantive Changes
The Exchange believes that the non-substantive change to the Fee
Schedule will not affect intermarket nor intramarket competition
because the change is not designed to amend any fee or alter the manner
in which the Exchange assesses fees or calculates rebates.
(C) Self-Regulatory Organization's Statement on Comments on the
Proposed Rule Change Received From Members, Participants or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from Members or other interested
parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \13\ and paragraph (f) of Rule 19b-4
thereunder.\14\ 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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\13\ 15 U.S.C. 78s(b)(3)(A).
\14\ 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-2015-18 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-2015-18. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 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-EDGA-2015-18 and should be
submitted on or before June 9, 2015.
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\15\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-12016 Filed 5-18-15; 8:45 am]
BILLING CODE 8011-01-P