Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to the Exchange's Pricing Schedule Under Section VIII With Respect to Execution and Routing of Orders in Securities Priced at $1 or More Per Share, 31087-31090 [2015-13072]
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Federal Register / Vol. 80, No. 104 / Monday, June 1, 2015 / Notices
proposed rule change would eliminate
the requirement for dealers to include
yield on customer trade reports. The
Commission believes that this would
remove one aspect of a dealer’s burden
in reporting customer transactions to the
MSRB in compliance with MSRB Rule
G–14. Furthermore, the MSRB has
revised its implementation schedule in
response to comments from BDA and
SIFMA, which would likely provide
dealers and subscribers with nearly nine
months to make necessary system
changes after publication by the MSRB
of the technical specifications. This
accommodation would likely provide
dealers and subscribers with sufficient
time to make any required changes in
due course without causing adverse
disruptions. The Commission does not
believe that the proposed rule change
would impose any burden on
competition not necessary or
appropriate in furtherance of the
purposes of the Act because the
requirements of the proposed rule
change would apply equally to all
dealers who report trade information to
RTRS.
As noted above, the Commission
received three comment letters on the
filing. The Commission believes that the
MSRB considered carefully and
responded adequately to comments and
concerns regarding the proposed rule
change. Although one commenter
suggested changes and opposed certain
aspects of the proposed rule change, the
Commission notes that no commenters
argued that the proposed rule change
was inconsistent with the applicable
provisions of the Act.
For the reasons noted above,
including those discussed in the MSRB
Response Letter, the Commission
believes that the proposed rule change
is consistent with the Act.
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,70 that the
proposed rule change (SR–MSRB–2015–
02) be, and hereby is, approved.
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For the Commission, pursuant to delegated
authority.71
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–13082 Filed 5–29–15; 8:45 am]
BILLING CODE 8011–01–P
70 15
71 17
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75041; File No. SR–Phlx–
2015–45]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to the
Exchange’s Pricing Schedule Under
Section VIII With Respect to Execution
and Routing of Orders in Securities
Priced at $1 or More Per Share
May 26, 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 May 18,
2015, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ 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 the Substance
of the Proposed Rule Change
The Exchange proposes to amend the
Exchange’s Pricing Schedule under
Section VIII, entitled ‘‘NASDAQ OMX
PSX FEES,’’ with respect to execution
and routing of orders in securities
priced at $1 or more per share.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
nasdaqomxphlx.cchwallstreet.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 aspects of such
statements.
1 15
2 17
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U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00091
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31087
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to amend certain charges and
fees for order execution and routing
applicable to the use of the order
execution and routing services of the
NASDAQ OMX PSX System (‘‘PSX’’) by
member organizations for all securities
traded at $1 or more per share.
Specifically, the charge to a member
organization that executes in PSX will
increase to $0.0029 per share executed
regardless of where the shares are listed.
This means an increase from: (i) $0.0026
to $0.0029 per share executed for shares
executed in The NASDAQ Stock Market
LLC (‘‘Nasdaq’’)-listed securities; (ii)
$0.0025 to $0.0029 per share executed
for shares executed in New York Stock
Exchange (‘‘NYSE’’)-listed securities;
and (iii) $0.0026 to $0.0029 per share
executed for shares in securities listed
on exchanges other than Nasdaq or
NYSE. The Exchange believes that these
increases enable it to balance the need
to fund credits and operational costs.
The Exchange will also increase
certain credits to member organizations
that provide liquidity through PSX.
Specifically, the credit to a member
organization that executes in PSX for a
displayed quote/order will increase
from $0.0025 to $0.0028 per share
executed for quotes/orders entered by a
member organization that provides and
accesses 0.35% or more of Consolidated
Volume during the month—previously
this rate required adding 0.12% of
Consolidated Volume. The term
‘‘accesses’’ is another way of saying
taking liquidity. This change also
eliminates the requirements that (i) the
quote/order is entered through a PSX
Market Participant ID (‘‘MPID’’) through
which the member organization
displays, on average over the course of
the month, 100 shares or more at the
national best bid and/or national best
offer at least 25% of the time during
regular market hours in the security that
is the subject of the quote/order, or (ii)
the member organization displays, on
average over the course of the month,
100 shares or more at the national best
bid and/or national best offer at least
25% of the time during regular market
hours in 500 or more securities. The
Exchange believes that eliminating these
requirements will encourage firms to
participate in PSX by allowing their
participation in the market to define the
credit rate they receive.
The Exchange will also increase the
credit to a member organization that
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executes in PSX for a displayed quote/
order from $0.0024 to $0.0027 per share
executed for quotes/orders entered by a
member organization that provides and
accesses 0.25% or more of Consolidated
Volume during the month—previously
this rate required adding 0.04% of
Consolidated Volume.
The Exchange will similarly increase
the credit to a member organization that
executes in PSX for a displayed quote/
order from $0.0021 to $0.0025 per share
executed for quotes/orders entered by a
member organization that provides and
accesses 0.05% or more of Consolidated
Volume during the month—previously
this required that the member
organization provide an average daily
volume of 100,000 or more.
The Exchange is also adding a new
tier for displayed quotes/orders of
$0.0023 per share executed for quotes/
orders entered by a member
organization that provides and accesses
daily volume of 100,000 or more shares
during the month.
The Exchange will also increase the
credit to a member organization that
executes in PSX for all other displayed
quotes/orders from $0.0015 to $0.0020
per share executed.
The Exchange is also adding another
new tier for displayed quotes/orders
with an order size of 2,000 or more
shares that will receive a $0.0001 credit
in addition to the credits discussed
above. Orders modified by the PSX
participant entering the order or by the
PSX System processes so that after such
modification the unexecuted order size
is below 2,000 shares will no longer
qualify as an order of 2,000 or more
shares.
The Exchange is also adding a new
credit tier for non-displayed orders of a
$0.0015 per share executed credit for
orders with midpoint pegging that
provide liquidity entered by a member
organization that provides 1,000,000
shares or more average daily volume of
non-displayed liquidity during the
month.
Finally, the Exchange is clarifying
that the credit tier for non-displayed
orders of $0.0010 per share executed
will continue to apply to all other orders
with midpoint pegging that provide
liquidity.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,3
in general, and with Section 6(b)(4) and
6(b)(5) of the Act,4 in particular, in that
it provides for the equitable allocation
3 15
4 15
U.S.C. 78f.
U.S.C. 78f(b)(4) and (5).
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14:50 May 29, 2015
Jkt 235001
of reasonable dues, fees and other
charges among members and issuers and
other persons using any facility or
system which the Exchange operates or
controls, and is not designed to permit
unfair discrimination between
customers, issuers, brokers, or dealers.
The proposed increases to the credits
and charges in the fee schedule under
the Exchange’s Pricing Schedule under
Section VIII are reflective of the
Exchange’s ongoing efforts to use
pricing incentive programs to attract
order flow to the Exchange and improve
market quality. The goal of these pricing
incentives is to provide meaningful
incentives for members to increase their
participation on the Exchange.
First, the Exchange is proposing
modest increases to the charges that a
member organization entering an order
that executes in PSX from: (i) $0.0026 to
$0.0029 per share executed for shares
executed in Nasdaq-listed securities; (ii)
$0.0025 to $0.0029 per share executed
for shares executed in NYSE-listed
securities; and (iii) $0.0026 to $0.0029
per share executed for shares in
securities listed on exchanges other than
Nasdaq or NYSE. The Exchange believes
that these modest increases are
reasonable because they reflect the
Exchange’s need to adjust its credits and
fees in response to the costs and benefits
provided by the Exchange. Additionally,
these modest increases are reasonable
because the Exchange is able to balance
the need to fund credits and operational
costs.
The Exchange also believes that the
proposed changes are consistent with an
equitable allocation of fees and are not
unfairly discriminatory because they
apply to all member organizations that
enter orders that execute in PSX and
affects all members equally in the same
way.
Next, the Exchange proposes to
increase the credit to a member
organization that executes in PSX for a
displayed quote/order from $0.0025 to
$0.0028 per share executed for quotes/
orders entered by a member
organization that provides and accesses
0.35% or more of Consolidated Volume
during the month (previously this rate
required adding 0.12% of Consolidated
Volume) and eliminate the requirements
that (i) the quote/order is entered
through a PSX MPID through which the
member organization displays, on
average over the course of the month,
100 shares or more at the national best
bid and/or national best offer at least
25% of the time during regular market
hours in the security that is the subject
of the quote/order, or (ii) the member
organization displays, on average over
the course of the month, 100 shares or
PO 00000
Frm 00092
Fmt 4703
Sfmt 4703
more at the national best bid and/or
national best offer at least 25% of the
time during regular market hours in 500
or more securities. The Exchange
believes these changes are reasonable
because increasing the credit and
replacing the qualifying requirements
with a single increased ‘‘provides and
accesses Consolidated Volume’’
requirement provides member
organizations with a simpler, less
confusing process for determining
eligibility for the credit. Additionally,
the Exchange believes increasing this
pricing incentive will provide
meaningful incentives for members to
increase their participation on the
Exchange. The Exchange believes
including ‘‘accesses’’ as part of the
criteria will increase the quality of the
market by allowing firms to decide how
to participate most meaningfully on
PSX. The requirement to provide and
access 0.35% is reasonable because by
achieving this activity level firms will
be improving the market quality on PSX
and thus receive a correspondingly
higher credit than those firms that do
not participate as actively on PSX. The
Exchange also believes that the
proposed rule change is consistent with
an equitable allocation of fees and is not
unfairly discriminatory because it
affects all members equally and in the
same way.
The Exchange also proposes to
increase the credit to a member
organization that executes in PSX for a
displayed quote/order from $0.0024 to
$0.0027 per share executed for quotes/
orders entered by a member
organization that provides and accesses
0.25% or more of Consolidated Volume
during the month—previously this rate
required adding 0.04% of Consolidated
Volume. The Exchange believes the
proposed change is reasonable because
increasing this pricing incentive will
provide meaningful incentives for
members to increase their participation
on the Exchange. The Exchange believes
including ‘‘accesses’’ as part of the
criteria will increase the quality of the
market by allowing firms to decide how
to participate most meaningfully on
PSX. The requirement to provide and
access 0.25% is reasonable because by
achieving this activity level firms will
be improving the market quality on PSX
and thus receive a correspondingly
higher credit than those firms that do
not participate as actively on PSX. The
Exchange also believes that the
proposed rule change is consistent with
an equitable allocation of fees and is not
unfairly discriminatory because it
affects all members equally and in the
same way.
E:\FR\FM\01JNN1.SGM
01JNN1
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Federal Register / Vol. 80, No. 104 / Monday, June 1, 2015 / Notices
Additionally, the Exchange proposes
to increase the credit to a member
organization that executes in PSX for a
displayed quote/order from $0.0021 to
$0.0025 per share executed for quotes/
orders entered by a member
organization that provides and accesses
0.05% or more of Consolidated Volume
during the month—previously this
required that the member organization
provide an average daily volume of
100,000 or more. The Exchange believes
the proposed rule change is reasonable
because increasing this pricing
incentive will provide meaningful
incentives for members to increase their
participation on the Exchange. The
Exchange believes including ‘‘accesses’’
as part of the criteria will increase the
quality of the market by allowing firms
to decide how to participate most
meaningfully on PSX. The requirement
to provide and access 0.05% is
reasonable because by achieving this
activity level firms will be improving
the market quality on PSX and thus
receive a correspondingly higher credit
than those firms that do not participate
as actively on PSX. The Exchange also
believes that the proposed rule change
is consistent with an equitable
allocation of fees and is not unfairly
discriminatory because it affects all
members equally and in the same way.
The Exchange also proposes to add a
new tier for displayed quotes/orders.
The new credit tier is $0.0023 per share
executed for quotes/orders entered by a
member organization that provides and
accesses daily volume of 100,000 or
more shares during the month. The
Exchange believes the proposed rule
change is reasonable because this new
credit tier will provide an additional
meaningful incentive for members to
increase their participation on the
Exchange. The Exchange also believes
that the proposed rule change is
consistent with an equitable allocation
of fees and is not unfairly
discriminatory because it affects all
members equally and in the same way.
The Exchange believes that the
proposed rule change to increase the
credit to a member organization that
executes in PSX for all other displayed
quotes/orders from $0.0015 to $0.0020
per share executed is reasonable
because increasing this pricing
incentive will provide a meaningful
incentive for members to increase their
participation on the Exchange. The
Exchange also believes that the
proposed rule change is consistent with
an equitable allocation of fees and is not
unfairly discriminatory because it
affects all members equally and in the
same way.
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14:50 May 29, 2015
Jkt 235001
The Exchange proposes to add
another new tier for displayed quotes/
orders size of 2,000 or more shares that
will receive a $0.0001 credit in addition
to the credits discussed above. Orders
modified by the PSX participant
entering the order or by the PSX System
processes so that after such modification
the unexecuted order size is below
2,000 shares will no longer qualify as an
order of 2,000 or more shares. The
Exchange believes the proposed rule
change is reasonable because this new
credit tier will provide an additional
meaningful incentive for members to
increase their participation on the
Exchange. The Exchange also believes
that the proposed rule change is
consistent with an equitable allocation
of fees and is not unfairly
discriminatory because it affects all
members equally and in the same way
by allowing members to receive an
additional $0.0001 credit per share
executed in addition to the credits
previously discussed by using relatively
large orders of 2,000 or more shares.
The Exchange believes that the
proposed rule change to add a new
credit tier for non-displayed orders of
$0.0015 per share executed for orders
with midpoint pegging that provide
liquidity entered by a member
organization that provides 1,000,000
shares or more average daily volume of
non-displayed liquidity during the
month change is reasonable because this
new credit tier will provide an
additional meaningful incentive for
members to increase their participation
on the Exchange. The Exchange also
believes that the proposed rule change
is consistent with an equitable
allocation of fees and is not unfairly
discriminatory because the new credit
tier is uniformly available to all
members and affects all members
equally and in the same way.
The Exchange also believes that the
proposed rule change clarify that the
credit tier for non-displayed orders of
$0.0010 per share executed will
continue to apply to all other orders
with midpoint pegging that provide
liquidity is reasonable because it
clarifies the treatment of all other orders
with midpoint pegging that provide
liquidity with the addition of the new
credit tier discussed in the paragraph
immediately above. The Exchange also
believes that the proposed rule change
is consistent with an equitable
allocation of fees and is not unfairly
discriminatory because it affects all
members equally and in the same way.
PO 00000
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31089
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule changes will result in
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.5
Phlx notes that it operates in a highly
competitive market in which market
participants can readily favor dozens of
different competing exchanges and
alternative trading systems if they deem
charges at a particular venue to be
excessive, or credit opportunities
available at other venues to be more
favorable. In such an environment, the
Exchange must continually adjust its
charges and credits to remain
competitive with other exchanges.
Because competitors are free to modify
their own charges and credits in
response, and because market
participants may readily adjust their
order routing practices, the Exchange
believes that the degree to which
changes to charges and credits in this
market may impose any burden on
competition is extremely limited.
In this instance, the changes to
charges and credits do not impose a
burden on competition because the
Exchange membership is optional and is
the subject of competition from other
exchanges. The increased credits and
charges are reflective of the intent to
increase the order flow on the Exchange.
For these reasons, the Exchange does
not believe that any of the proposed
changes will impair the ability of
members or competing order execution
venues to maintain their competitive
standing in the financial markets.
Moreover, because there are numerous
competitive alternatives to the use of the
Exchange, it is likely that the Exchange
will lose market share as a result of the
changes if they are unattractive to
market participants.
Accordingly, Phlx does not believe
that the proposed rule changes will
impair the ability of members or
competing order execution venues to
maintain their competitive standing in
the financial markets.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or 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
5 15
E:\FR\FM\01JNN1.SGM
U.S.C. 78f(b)(8).
01JNN1
31090
Federal Register / Vol. 80, No. 104 / Monday, June 1, 2015 / Notices
19(b)(3)(A)(ii) of the Act.6 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.
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–Phlx–
2015–45, and should be submitted on or
before June 22, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.7
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–13072 Filed 5–29–15; 8:45 am]
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
Phlx–2015–45 on the subject line.
Lhorne on DSK2VPTVN1PROD 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:
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Designation of a
Longer Period for Commission Action
on Proposed Rule Change Relating to
Listing and Trading Under NYSE Arca
Equities Rule 5.2(j)(3), Commentary .02
of Shares of the Vanguard Tax-Exempt
Bond Index Fund
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–Phlx–2015–45. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
6 15
U.S.C. 78s(b)(3)(A)(ii).
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BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75042; File No. SR–
NYSEArca–2015–18]
disapproved. The Commission is
extending this 45-day time period. The
Commission finds that it is appropriate
to designate a longer period within
which to take action on the proposed
rule change so that it has sufficient time
to consider the proposed rule change.
Accordingly, the Commission,
pursuant to Section 19(b)(2) of the Act,5
designates July 15, 2015, as the date by
which the Commission shall either
approve or disapprove or institute
proceedings to determine whether to
disapprove the proposed rule change
(File Number SR–NYSEArca–2015–18).
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.6
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–13073 Filed 5–29–15; 8:45 am]
BILLING CODE 8011–01–P
May 26, 2015.
On April 6, 2015, NYSE Arca, Inc.
filed with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 a proposed rule
change to list and trade under NYSE
Arca Equities Rule 5.2(j)(3),
Commentary .02, the shares of the
Vanguard Tax-Exempt Bond Index
Fund. The proposed rule change was
published for comment in the Federal
Register on April 16, 2015.3 The
Commission has received no comment
letters on the proposed rule change.
Section 19(b)(2) of the Act 4 provides
that, within 45 days of the publication
of notice of the filing of a proposed rule
change, or within such longer period up
to 90 days as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or as to which the
self-regulatory organization consents,
the Commission shall either approve the
proposed rule change, disapprove the
proposed rule change, or institute
proceedings to determine whether the
proposed rule change should be
7 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 74701
(April 10, 2015), 80 FR 20529.
4 15 U.S.C. 78s(b)(2).
1 15
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SECURITIES AND EXCHANGE
COMMISSION
Sunshine Act Meeting
Notice is hereby given, pursuant to
the provisions of the Government in the
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
Commission Advisory Committee on
Small and Emerging Companies will
hold a public meeting on Wednesday,
June 3, in Multi-Purpose Room LL–006
at the Commission’s headquarters, 100 F
Street NE., Washington, DC.
The meeting will begin at 9:30 a.m.
(EDT) and will be open to the public.
Seating will be on a first-come, firstserved basis. Doors will open at 9:00
a.m. Visitors will be subject to security
checks. The meeting will be webcast on
the Commission’s Web site at
www.sec.gov.
On May 18, 2015, the Commission
published notice of the Committee
meeting (Release No. 33–9774),
indicating that the meeting is open to
the public and inviting the public to
submit written comments to the
Committee. This Sunshine Act notice is
being issued because a majority of the
Commission may attend the meeting.
The agenda for the meeting includes
matters relating to rules and regulations
affecting small and emerging companies
under the federal securities laws.
For further information, please
contact the Office of the Secretary at
(202) 551–5400.
5 Id.
6 17
E:\FR\FM\01JNN1.SGM
CFR 200.30–3(a)(31).
01JNN1
Agencies
[Federal Register Volume 80, Number 104 (Monday, June 1, 2015)]
[Notices]
[Pages 31087-31090]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-13072]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75041; File No. SR-Phlx-2015-45]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
the Exchange's Pricing Schedule Under Section VIII With Respect to
Execution and Routing of Orders in Securities Priced at $1 or More Per
Share
May 26, 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 May 18, 2015, NASDAQ OMX PHLX LLC (``Phlx'' 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.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange proposes to amend the Exchange's Pricing Schedule
under Section VIII, entitled ``NASDAQ OMX PSX FEES,'' with respect to
execution and routing of orders in securities priced at $1 or more per
share.
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqomxphlx.cchwallstreet.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 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 purpose of the proposed rule change is to amend certain charges
and fees for order execution and routing applicable to the use of the
order execution and routing services of the NASDAQ OMX PSX System
(``PSX'') by member organizations for all securities traded at $1 or
more per share.
Specifically, the charge to a member organization that executes in
PSX will increase to $0.0029 per share executed regardless of where the
shares are listed. This means an increase from: (i) $0.0026 to $0.0029
per share executed for shares executed in The NASDAQ Stock Market LLC
(``Nasdaq'')-listed securities; (ii) $0.0025 to $0.0029 per share
executed for shares executed in New York Stock Exchange (``NYSE'')-
listed securities; and (iii) $0.0026 to $0.0029 per share executed for
shares in securities listed on exchanges other than Nasdaq or NYSE. The
Exchange believes that these increases enable it to balance the need to
fund credits and operational costs.
The Exchange will also increase certain credits to member
organizations that provide liquidity through PSX. Specifically, the
credit to a member organization that executes in PSX for a displayed
quote/order will increase from $0.0025 to $0.0028 per share executed
for quotes/orders entered by a member organization that provides and
accesses 0.35% or more of Consolidated Volume during the month--
previously this rate required adding 0.12% of Consolidated Volume. The
term ``accesses'' is another way of saying taking liquidity. This
change also eliminates the requirements that (i) the quote/order is
entered through a PSX Market Participant ID (``MPID'') through which
the member organization displays, on average over the course of the
month, 100 shares or more at the national best bid and/or national best
offer at least 25% of the time during regular market hours in the
security that is the subject of the quote/order, or (ii) the member
organization displays, on average over the course of the month, 100
shares or more at the national best bid and/or national best offer at
least 25% of the time during regular market hours in 500 or more
securities. The Exchange believes that eliminating these requirements
will encourage firms to participate in PSX by allowing their
participation in the market to define the credit rate they receive.
The Exchange will also increase the credit to a member organization
that
[[Page 31088]]
executes in PSX for a displayed quote/order from $0.0024 to $0.0027 per
share executed for quotes/orders entered by a member organization that
provides and accesses 0.25% or more of Consolidated Volume during the
month--previously this rate required adding 0.04% of Consolidated
Volume.
The Exchange will similarly increase the credit to a member
organization that executes in PSX for a displayed quote/order from
$0.0021 to $0.0025 per share executed for quotes/orders entered by a
member organization that provides and accesses 0.05% or more of
Consolidated Volume during the month--previously this required that the
member organization provide an average daily volume of 100,000 or more.
The Exchange is also adding a new tier for displayed quotes/orders
of $0.0023 per share executed for quotes/orders entered by a member
organization that provides and accesses daily volume of 100,000 or more
shares during the month.
The Exchange will also increase the credit to a member organization
that executes in PSX for all other displayed quotes/orders from $0.0015
to $0.0020 per share executed.
The Exchange is also adding another new tier for displayed quotes/
orders with an order size of 2,000 or more shares that will receive a
$0.0001 credit in addition to the credits discussed above. Orders
modified by the PSX participant entering the order or by the PSX System
processes so that after such modification the unexecuted order size is
below 2,000 shares will no longer qualify as an order of 2,000 or more
shares.
The Exchange is also adding a new credit tier for non-displayed
orders of a $0.0015 per share executed credit for orders with midpoint
pegging that provide liquidity entered by a member organization that
provides 1,000,000 shares or more average daily volume of non-displayed
liquidity during the month.
Finally, the Exchange is clarifying that the credit tier for non-
displayed orders of $0.0010 per share executed will continue to apply
to all other orders with midpoint pegging that provide liquidity.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the provisions of Section 6 of the Act,\3\ in general, and with
Section 6(b)(4) and 6(b)(5) of the Act,\4\ in particular, in that it
provides for the equitable allocation of reasonable dues, fees and
other charges among members and issuers and other persons using any
facility or system which the Exchange operates or controls, and is not
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers.
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\3\ 15 U.S.C. 78f.
\4\ 15 U.S.C. 78f(b)(4) and (5).
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The proposed increases to the credits and charges in the fee
schedule under the Exchange's Pricing Schedule under Section VIII are
reflective of the Exchange's ongoing efforts to use pricing incentive
programs to attract order flow to the Exchange and improve market
quality. The goal of these pricing incentives is to provide meaningful
incentives for members to increase their participation on the Exchange.
First, the Exchange is proposing modest increases to the charges
that a member organization entering an order that executes in PSX from:
(i) $0.0026 to $0.0029 per share executed for shares executed in
Nasdaq-listed securities; (ii) $0.0025 to $0.0029 per share executed
for shares executed in NYSE-listed securities; and (iii) $0.0026 to
$0.0029 per share executed for shares in securities listed on exchanges
other than Nasdaq or NYSE. The Exchange believes that these modest
increases are reasonable because they reflect the Exchange's need to
adjust its credits and fees in response to the costs and benefits
provided by the Exchange. Additionally, these modest increases are
reasonable because the Exchange is able to balance the need to fund
credits and operational costs.
The Exchange also believes that the proposed changes are consistent
with an equitable allocation of fees and are not unfairly
discriminatory because they apply to all member organizations that
enter orders that execute in PSX and affects all members equally in the
same way.
Next, the Exchange proposes to increase the credit to a member
organization that executes in PSX for a displayed quote/order from
$0.0025 to $0.0028 per share executed for quotes/orders entered by a
member organization that provides and accesses 0.35% or more of
Consolidated Volume during the month (previously this rate required
adding 0.12% of Consolidated Volume) and eliminate the requirements
that (i) the quote/order is entered through a PSX MPID through which
the member organization displays, on average over the course of the
month, 100 shares or more at the national best bid and/or national best
offer at least 25% of the time during regular market hours in the
security that is the subject of the quote/order, or (ii) the member
organization displays, on average over the course of the month, 100
shares or more at the national best bid and/or national best offer at
least 25% of the time during regular market hours in 500 or more
securities. The Exchange believes these changes are reasonable because
increasing the credit and replacing the qualifying requirements with a
single increased ``provides and accesses Consolidated Volume''
requirement provides member organizations with a simpler, less
confusing process for determining eligibility for the credit.
Additionally, the Exchange believes increasing this pricing incentive
will provide meaningful incentives for members to increase their
participation on the Exchange. The Exchange believes including
``accesses'' as part of the criteria will increase the quality of the
market by allowing firms to decide how to participate most meaningfully
on PSX. The requirement to provide and access 0.35% is reasonable
because by achieving this activity level firms will be improving the
market quality on PSX and thus receive a correspondingly higher credit
than those firms that do not participate as actively on PSX. The
Exchange also believes that the proposed rule change is consistent with
an equitable allocation of fees and is not unfairly discriminatory
because it affects all members equally and in the same way.
The Exchange also proposes to increase the credit to a member
organization that executes in PSX for a displayed quote/order from
$0.0024 to $0.0027 per share executed for quotes/orders entered by a
member organization that provides and accesses 0.25% or more of
Consolidated Volume during the month--previously this rate required
adding 0.04% of Consolidated Volume. The Exchange believes the proposed
change is reasonable because increasing this pricing incentive will
provide meaningful incentives for members to increase their
participation on the Exchange. The Exchange believes including
``accesses'' as part of the criteria will increase the quality of the
market by allowing firms to decide how to participate most meaningfully
on PSX. The requirement to provide and access 0.25% is reasonable
because by achieving this activity level firms will be improving the
market quality on PSX and thus receive a correspondingly higher credit
than those firms that do not participate as actively on PSX. The
Exchange also believes that the proposed rule change is consistent with
an equitable allocation of fees and is not unfairly discriminatory
because it affects all members equally and in the same way.
[[Page 31089]]
Additionally, the Exchange proposes to increase the credit to a
member organization that executes in PSX for a displayed quote/order
from $0.0021 to $0.0025 per share executed for quotes/orders entered by
a member organization that provides and accesses 0.05% or more of
Consolidated Volume during the month--previously this required that the
member organization provide an average daily volume of 100,000 or more.
The Exchange believes the proposed rule change is reasonable because
increasing this pricing incentive will provide meaningful incentives
for members to increase their participation on the Exchange. The
Exchange believes including ``accesses'' as part of the criteria will
increase the quality of the market by allowing firms to decide how to
participate most meaningfully on PSX. The requirement to provide and
access 0.05% is reasonable because by achieving this activity level
firms will be improving the market quality on PSX and thus receive a
correspondingly higher credit than those firms that do not participate
as actively on PSX. The Exchange also believes that the proposed rule
change is consistent with an equitable allocation of fees and is not
unfairly discriminatory because it affects all members equally and in
the same way.
The Exchange also proposes to add a new tier for displayed quotes/
orders. The new credit tier is $0.0023 per share executed for quotes/
orders entered by a member organization that provides and accesses
daily volume of 100,000 or more shares during the month. The Exchange
believes the proposed rule change is reasonable because this new credit
tier will provide an additional meaningful incentive for members to
increase their participation on the Exchange. The Exchange also
believes that the proposed rule change is consistent with an equitable
allocation of fees and is not unfairly discriminatory because it
affects all members equally and in the same way.
The Exchange believes that the proposed rule change to increase the
credit to a member organization that executes in PSX for all other
displayed quotes/orders from $0.0015 to $0.0020 per share executed is
reasonable because increasing this pricing incentive will provide a
meaningful incentive for members to increase their participation on the
Exchange. The Exchange also believes that the proposed rule change is
consistent with an equitable allocation of fees and is not unfairly
discriminatory because it affects all members equally and in the same
way.
The Exchange proposes to add another new tier for displayed quotes/
orders size of 2,000 or more shares that will receive a $0.0001 credit
in addition to the credits discussed above. Orders modified by the PSX
participant entering the order or by the PSX System processes so that
after such modification the unexecuted order size is below 2,000 shares
will no longer qualify as an order of 2,000 or more shares. The
Exchange believes the proposed rule change is reasonable because this
new credit tier will provide an additional meaningful incentive for
members to increase their participation on the Exchange. The Exchange
also believes that the proposed rule change is consistent with an
equitable allocation of fees and is not unfairly discriminatory because
it affects all members equally and in the same way by allowing members
to receive an additional $0.0001 credit per share executed in addition
to the credits previously discussed by using relatively large orders of
2,000 or more shares.
The Exchange believes that the proposed rule change to add a new
credit tier for non-displayed orders of $0.0015 per share executed for
orders with midpoint pegging that provide liquidity entered by a member
organization that provides 1,000,000 shares or more average daily
volume of non-displayed liquidity during the month change is reasonable
because this new credit tier will provide an additional meaningful
incentive for members to increase their participation on the Exchange.
The Exchange also believes that the proposed rule change is consistent
with an equitable allocation of fees and is not unfairly discriminatory
because the new credit tier is uniformly available to all members and
affects all members equally and in the same way.
The Exchange also believes that the proposed rule change clarify
that the credit tier for non-displayed orders of $0.0010 per share
executed will continue to apply to all other orders with midpoint
pegging that provide liquidity is reasonable because it clarifies the
treatment of all other orders with midpoint pegging that provide
liquidity with the addition of the new credit tier discussed in the
paragraph immediately above. The Exchange also believes that the
proposed rule change is consistent with an equitable allocation of fees
and is not unfairly discriminatory because it affects all members
equally and in the same way.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule changes will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act, as amended.\5\
Phlx notes that it operates in a highly competitive market in which
market participants can readily favor dozens of different competing
exchanges and alternative trading systems if they deem charges at a
particular venue to be excessive, or credit opportunities available at
other venues to be more favorable. In such an environment, the Exchange
must continually adjust its charges and credits to remain competitive
with other exchanges. Because competitors are free to modify their own
charges and credits in response, and because market participants may
readily adjust their order routing practices, the Exchange believes
that the degree to which changes to charges and credits in this market
may impose any burden on competition is extremely limited.
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\5\ 15 U.S.C. 78f(b)(8).
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In this instance, the changes to charges and credits do not impose
a burden on competition because the Exchange membership is optional and
is the subject of competition from other exchanges. The increased
credits and charges are reflective of the intent to increase the order
flow on the Exchange. For these reasons, the Exchange does not believe
that any of the proposed changes will impair the ability of members or
competing order execution venues to maintain their competitive standing
in the financial markets. Moreover, because there are numerous
competitive alternatives to the use of the Exchange, it is likely that
the Exchange will lose market share as a result of the changes if they
are unattractive to market participants.
Accordingly, Phlx does not believe that the proposed rule changes
will impair the ability of members or competing order execution venues
to maintain their competitive standing in the financial markets.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or 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
[[Page 31090]]
19(b)(3)(A)(ii) of the Act.\6\ 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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\6\ 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-Phlx-2015-45 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-Phlx-2015-45. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549 on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal 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-Phlx-2015-45, and should be
submitted on or before June 22, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\7\
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\7\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-13072 Filed 5-29-15; 8:45 am]
BILLING CODE 8011-01-P