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., 34753-34756 [2015-14821]
Download as PDF
Federal Register / Vol. 80, No. 116 / Wednesday, June 17, 2015 / Notices
proposed requirement that the members
of the ROC consist of either directors of
the Exchange or directors of NYSE
Regulation who satisfy the
independence requirements of the
Exchange’s Company Director
Independence Policy, and the
provisions relating to the removal of a
member of the ROC either for cause or
for failing to qualify as independent,
should help ensure the continued
independence of the members of the
ROC. The proposal to establish a ROC
should assist the Exchange in meeting
its statutory obligations to comply, and
to enforce compliance by its members
and persons associated with its
members, with the Act, the rules and
regulations thereunder, and the rules of
the Exchange.
The Commission notes that, while the
proposal removes the requirement that
the independent directors who make up
the majority of the Board also be ICE
directors, it does not alter the
requirement under the Operating
Agreement that a majority of the Board
must satisfy the Exchange’s Company
Director Independence Policy.16 Thus,
the majority of directors on the
Exchange’s Board must still qualify as
independent directors under the
Exchange’s Company Director
Independence Policy. Moreover,
removing the requirement that the
independent directors on the
Exchange’s Board also be directors of
ICE may result in a more diversified
Board composition as candidates for
membership on the Board who qualify
as independent under the Company
Director Independence Policy need not
be limited to those candidates who also
serve on the board of directors of ICE.
Accordingly, the Commission finds
that the proposed rule change is
consistent with the Act.
IV. Conclusion
asabaliauskas on DSK5VPTVN1PROD with NOTICES
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that the
proposed rule change (SR–NYSEMKT–
2015–27) is approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–14822 Filed 6–16–15; 8:45 am]
BILLING CODE 8011–01–P
16 See
17 17
supra note 6.
CFR 200.30–3(a)(12).
VerDate Sep<11>2014
18:47 Jun 16, 2015
Jkt 235001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75147; File No. SR–EDGA–
2015–24]
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.
June 11, 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 June 9,
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.3 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 4 and Rule 19b–4(f)(2)
thereunder,5 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
Members 6 of the Exchange pursuant to
EDGA Rule 15.1(a) and (c) (‘‘Fee
Schedule’’) to: (i) Increase the rebate
from $0.00040 per share to $0.00150 per
share for orders that yield fee code A,
which routes to the Nasdaq Stock
Market LLC (‘‘Nasdaq’’) and adds
liquidity; and (ii) adopt fees for the use
of a communication and routing service
known as BATS Connect.
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.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 The Commission notes that a previous version
of the proposal was filed as SR–EDGA–2015–21.
The proposal was withdrawn on June 9, 2015.
4 15 U.S.C. 78s(b)(3)(A)(ii).
5 17 CFR 240.19b–4(f)(2).
6 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer, or any person associated
with a registered broker or dealer, 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).
2 17
PO 00000
Frm 00148
Fmt 4703
Sfmt 4703
34753
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) Increase
the rebate from $0.00040 per share to
$0.00150 per share for orders that yield
fee code A, which routes to Nasdaq and
adds liquidity; and (ii) adopt fees for the
use of a communication and routing
service known as BATS Connect.
Fee Code A
In securities priced at or above $1.00,
the Exchange currently provides a
rebate of $0.00040 per share for
Members’ orders that yield fee code A,
which routes to Nasdaq and adds
liquidity. The Exchange proposes to
amend its Fee Schedule to increase this
rebate to $0.00150 per share for
Members’ orders that yield fee code A.
The proposed change represents a pass
through of the rate that BATS Trading,
Inc. (‘‘BATS Trading’’), the Exchange’s
affiliated routing broker-dealer, is
rebated for routing orders to Nasdaq
when it does not qualify for a volume
tiered rebate. When BATS Trading
routes to Nasdaq, it is rebated a standard
rate of $0.00150 per share.7 BATS
Trading will pass through this rate on
Nasdaq to the Exchange and the
Exchange, in turn, will pass through this
rate to its Members. The Exchange notes
that the proposed change is in response
to Nasdaq’s June 2015 fee change where
Nasdaq will no longer offer a rebate of
$0.00040 per share for orders in select
symbols (‘‘Nasdaq’s Select Symbol
Program’’) to its customers, such as
7 The Exchange notes that to the extent BATS
Trading does or does not achieve any volume tiered
discount on Nasdaq or routes an order to Nasdaq
in a symbol that is not included in Nasdaq’s Select
Symbol Program to receive a rebate of $0.00150 per
share, its rate for fee code A will not change. The
Exchange further notes that, due to billing system
limitations that do not allow for separate rates by
tape, it will pass through the lesser rebate of
$0.00150 per share for all Tapes A, B & C securities.
E:\FR\FM\17JNN1.SGM
17JNN1
34754
Federal Register / Vol. 80, No. 116 / Wednesday, June 17, 2015 / Notices
BATS Trading, and such orders will be
subject to the regular Nasdaq Pricing
Schedule.8
asabaliauskas on DSK5VPTVN1PROD with NOTICES
BATS Connect
On May 27, 2015, the Exchange filed
a proposed rule change with the
Commission to adopt a communication
and routing service known as BATS
Connect.9 The Exchange now proposes
to adopt fees related to the use of BATS
Connect that are equal to the fees
charged for an identical service, also
called BATS Connect, offered by the
Exchange’s affiliate, EDGX.10 BATS
Connect is offered by the Exchange on
a voluntary basis in a capacity similar
to a vendor. In sum, BATS Connect is
a communication service that provides
subscribers an additional means to
receive market data from and route
orders to any destination connected to
the Exchange’s network. BATS Connect
does not provide any advantage to
subscribers for connecting to the
Exchange’s affiliates 11 as compared to
other method of connectivity available
to subscribers. The servers of the
subscriber need not be located in the
same facilities as the Exchange in order
to subscribe to BATS Connect.
Subscribers may also seek to utilize
BATS Connect in the event of a market
disruption where other alternative
connection methods become
unavailable.
The Exchange will charge a monthly
connectivity fee to subscribers utilizing
BATS Connect to route orders to other
exchanges and broker-dealers that are
connected to the Exchange’s network.
The amount of the connectivity fee
varies based solely on the bandwidth
selected by the subscriber. Specifically,
the Exchange proposes to charge $350
for 1 Mb, $700 for 5 Mb, $950 for 10 Mb,
$1,500 for 25 Mb, $2,500 for 50 Mb, and
$3,500 for 100 Mb.
BATS Connect would also allow
subscribers to receive market data feeds
from the exchanges connected to the
8 See Nasdaq Equity Trader Alert #2015–70,
Nasdaq Ends Access Fee Experiment, available at
https://www.nasdaqtrader.com/
TraderNews.aspx?id=ETA2015-70.
9 See file no. SR–EDGA–2015–20.
10 See the EDGX fee schedule available at https://
batstrading.com/support/fee_schedule/edgx/. See
also Securities Exchange Act Release No. 73780
(December 8, 2014), 79 FR 73942 (December 12,
2014) (SR–EDGX–2014–28) and file no. SR–EDGX–
2015–27.
11 The Exchange’s affiliated exchanges are EDGX,
BATS Exchange, Inc. (‘‘BZX’’), and BATS YExchange, Inc. (‘‘BYX’’). The Exchange understands
that its affiliated Exchange’s intend to file identical
proposed rule changes to adopt the fees for the
BATS Connect service with the Commission. The
Exchange also notes that its affiliated Exchanges
have also filed proposed rule changes with the
Commission to adopt rules describing the BATS
Connect service.
VerDate Sep<11>2014
18:47 Jun 16, 2015
Jkt 235001
Exchange’s network. In such case, the
subscriber would pay the Exchange a
connectivity fee, which varies and is
based solely on the amount of
bandwidth required to transmit the
selected data product to the subscriber.
The proposed connectivity fees are set
forth in the Exhibit 5 attached hereto
and range from no charge to $11,500
based on the market data product the
subscriber selects.
The Exchange also proposes to adopt
a discounted fee of $4,160 per month for
subscribers who purchase connectivity
to a bundle of select market data
products. The following market data
products would be included in the
bundle: UQDF/UTDF/OMDF, CQS/CTS,
Nasdaq TotalView, Nasdaq BX
TotalView, Nasdaq PSX TotalView,
NYSE ArcaBook, NYSE MKT OpenBook
Ultra, and BBS/TTDS. Absent the
discount, a subscriber purchasing
connectivity through BATS Connect for
each of these market data products
would pay a total monthly fee of $5,200.
As proposed, a subscriber who
purchases connectivity to each of the
above market data products would be
charged a monthly fee of $4,160, which
represents a 20% discount. The
subscribers would pay any fees charged
by the exchange providing the market
data feed directly to that exchange.
The Exchange notes that it will not
charge a fee to subscribers utilizing
BATS Connect to route orders to or
receive market data products from the
Exchange’s affiliates, EDGX, BZX, and
BYX. BATS Connect provides
subscribers a means to access exchanges
and market centers on the Exchange’s
network. In all cases, BATS Connect
subscribers would be continue to be
liable for the necessary fees charged by
that exchange or market center,
including any required connectivity
fees. Market participants who chose a
method other than BATS Connect to
connect to another exchange or market
center would also pay any required
connectivity fees directly to that
exchange or market center. Likewise,
BATS Connect subscribers would be
liable for any connectivity fees charged
by the Exchange’s affiliate.
Implementation Date
The Exchange proposes to implement
these amendments to its Fee Schedule
immediately.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,12
in general, and furthers the objectives of
Section 6(b)(4),13 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 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.
Fee Code A
The Exchange believes that its
proposal to increase the pass through
rebate for Members’ orders that yield fee
code A from $0.00040 to $0.00150 per
share represents an equitable allocation
of reasonable dues, fees, and other
charges among Members and other
persons using its facilities. Prior to
Nasdaq’s Select Symbol Program,
Nasdaq provided BATS Trading a rebate
of $0.00150 per share for orders yielding
fee code A, which BATS Trading passed
through to the Exchange and the
Exchange passed through to its
Members. In June 2015, Nasdaq
terminated its Select Symbol Program,
thereby increasing the rebate it provides
its customers, such as BATS Trading,
from a rebate of $0.00040 per share to
its standard rebate of $0.00150 per share
for orders that are routed to Nasdaq in
symbols included in its Select Symbol
Program.14 Therefore, the Exchange
believes that the proposed change in fee
code A from a rebate of $0.00040 per
share to a rebate of $0.00150 per share
is equitable and reasonable because it
accounts for the pricing changes on
Nasdaq. In addition, the proposal allows
the Exchange to continue to charge its
Members a pass-through rate for orders
that are routed to Nasdaq. The Exchange
notes that routing through BATS
Trading is voluntary. Lastly, the
Exchange also believes that the
proposed amendment is nondiscriminatory because it applies
uniformly to all Members.
13 15
12 15
PO 00000
U.S.C. 78f.
Frm 00149
Fmt 4703
U.S.C. 78f(b)(4).
supra note 7.
14 See
Sfmt 4703
E:\FR\FM\17JNN1.SGM
17JNN1
asabaliauskas on DSK5VPTVN1PROD with NOTICES
Federal Register / Vol. 80, No. 116 / Wednesday, June 17, 2015 / Notices
BATS Connect
The Exchange also believes that its
proposal is consistent with Section
6(b)(4) of the Act,15 in that it provides
for the equitable allocation of reasonable
dues, fees and other charges among
members and other persons using its
facilities. First, the Exchange will charge
a connectivity fee to subscribers
utilizing BATS Connect to route orders
to other exchanges and market centers
that are connected to the Exchange’s
network, which varies based solely on
the amount of bandwidth selected by
the subscriber. The amounts of the
connectivity fees are also reasonable as
compared to similar fees charged by
other exchanges. For purposes of order
routing, the Exchange proposes to
charge $350 for 1 Mb, $700 for 5 Mb,
$950 for 10 Mb, $1,500 for 25 Mb,
$2,500 for 50 Mb, and $3,500 for 100
Mb. The New York Stock Exchange, Inc.
(‘‘NYSE’’) currently charges $300 for 1
Mb, $700 for 5 Mb, $900 for 10 Mb,
$1,500 for 25 Mb, $2,000 for 50 Mb, and
$2,600 for 100 Mb.16 The Exchange
notes that, overall, the connectivity fee
for routing of orders to other market
centers proposed by the Exchange is
similar to than that charged by the
NYSE.
Second, with regard to utilizing BATS
Connect to receive market data products
from other exchanges, the Exchange
would only charge subscribers a
connectivity fee, the amount of which is
based solely on the amount of
bandwidth required to transmit that
specific data product to the subscribers.
The amounts of the connectivity fees are
also reasonable as compared to similar
fees charged by other exchanges. For
example, for market data connectivity,
the Nasdaq Stock Market LLC
(‘‘Nasdaq’’) charges $1,412 per month
for CQS/CTS data feed, and the
Exchange proposes to charge $1,000 per
month connectivity for CQS/CTS data
feed.17 The Exchange notes that, overall,
the connectivity fee for receipt of other
market centers’ data feed proposed by
the Exchange is similar to that charged
by Nasdaq.
The Exchange believes it is reasonable
to offer such discounted pricing to
subscribers who purchase connectivity
to a bundle of market data products as
it would enable them to reduce their
overall connectivity costs for the receipt
of market data. As stated above, BATS
15 15
U.S.C. 78f(b)(4).
NYSE’s SFTI Americas Product and Service
List available at https://www.nyxdata.com/docs/
connectivity.
17 See Nasdaq Rule 7034 (setting forth Nasdaq’s
connectivity fees for receipt of third party market
data products).
16 See
VerDate Sep<11>2014
18:47 Jun 16, 2015
Jkt 235001
34755
Connect is offered and purchased on a
voluntary basis and subscribers can
discontinue use at any time and for any
reason, including due to an assessment
of the reasonableness of fees charged.
Moreover, the Exchange believes the
proposed fees are reasonable and
equitable because they continue to be
based on the Exchange’s costs to cover
the amount of bandwidth required to
provide connectivity to the select
bundle of data feeds. The proposed fees
will continue to allow the Exchange to
recoup this cost, while providing
subscribers with an alternative means to
connect to the select bundle of data
feeds at a discounted rate.
The subscribers would pay any fees:
(i) Charged by the exchange providing
the market data feed directly to that
exchange (ii) charged by a market center
to which they routed an order and an
execution occurred directly to that
market center. The Exchange itself
would not charge any additional fees.18
BATS Connect is offered and purchased
on a voluntary basis, in that neither the
Exchange nor subscribers are required
by any rule or regulation to make this
product available. Accordingly,
subscribers can discontinue use at any
time and for any reason, including due
to an assessment of the reasonableness
of fees charged.
Moreover, the Exchange believes the
proposed fees are reasonable and
equitable because they are based on the
Exchange’s costs to cover hardware,
installation, testing and connection, as
well as expenses involved in
maintaining and managing the service.
The proposed fees allow the Exchange
to recoup these costs, while providing
subscribers with an alternative means to
connect to other exchange and market
centers. The Exchange believes that the
proposed fees are reasonable and
equitable in that they reflect the costs
and the benefit of providing alternative
connectivity.
The Exchange also believes it is
equitable and reasonable to provide
BATS Connect to subscribers for no
charge to route orders to or receive
market data products from the
Exchange’s affiliates. BATS Connect
provides subscribers a means to access
exchanges and market centers on the
Exchange’s network. In all cases, BATS
Connect subscribers would be continue
to be liable for the necessary fees
charged by the Exchange, its affiliate, or
another exchange or market center,
including any required connectivity
fees. As stated above, BATS Connect is
offered and purchased on a voluntary
basis, and subscribers and market
participants may choose an alternative
method to connect to the Exchange, its
affiliates, or another exchange or market
center connected to the Exchange’s
network. Such other services may also
offer at no charge connectivity to certain
exchanges or a group of exchanges.19
Therefore, the Exchange believes that
the [sic] providing BATS Connect to
subscribers at no charge to route orders
to or receive market data products from
the Exchange’s affiliates is reasonable
and equitable as they will continue to be
liable to the Exchange or its affiliate for
any required connectivity fees.
Lastly, the Exchange also believes that
the proposed amendments to its fee
schedule are non-discriminatory
because they will apply uniformly to all
subscribers. All subscribers that
voluntarily select various service
options will be charged the same
amount for the same services. All
subscribers have the option to select any
connectivity option, and there is no
differentiation among subscribers with
regard to the fees charged for the
service. Further, the benefits of selecting
such services are the same for all
subscribers, irrespective of whether
their servers are located in the same
facility as the Exchange.
18 The Exchange’s rules and fees would not
address the fees or manner of operation of any
destination to which the subscriber asked that an
order be routed.
19 See NYSE’s SFTI Americas Product and Service
List available at https://www.nyxdata.com/docs/
connectivity (offering at no charge connectivity to
the NYSE, NYSE MKT LLC, and NYSE Arca, Inc.).
PO 00000
Frm 00150
Fmt 4703
Sfmt 4703
(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 A
The Exchange believes that its
proposal to pass through a rebate of
$0.00150 per share for Members’ orders
that yield fee code A would increase
intermarket competition because it
offers customers an alternative means to
E:\FR\FM\17JNN1.SGM
17JNN1
34756
Federal Register / Vol. 80, No. 116 / Wednesday, June 17, 2015 / Notices
route to Nasdaq for a similar rate as
entering orders in certain symbols on
Nasdaq directly. The Exchange believes
that its proposal would not burden
intramarket competition because the
proposed rate would apply uniformly to
all Members.
BATS Connect
The Exchange believes the proposed
fees for BATS Connect will not result in
any burden on competition. The
proposed rule change is designed to
provide subscribers with an alternative
means to access other market centers on
the Exchange’s network if they choose
or in the event of a market disruption
where other alternative connection
methods become unavailable. BATS
Connect is not the exclusive method to
connect to these market centers and
subscribers may utilize alternative
methods to connect to the product if
they believe the Exchange’s proposed
pricing is unreasonable or otherwise.
Therefore, the Exchange does not
believe the proposed rule change will
have any effect on competition.
(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 20 and paragraph (f) of Rule
19b–4 thereunder.21 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.
asabaliauskas on DSK5VPTVN1PROD 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:
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–2015–24 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–2015–24. 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–
2015–24 and should be submitted on or
before July 8, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–14821 Filed 6–16–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75156; File No. SR–
NYSEArca–2015–45]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Revising the Schedule for
Implementing the Exchange’s Recently
Approved Rule To Provide a Price
Protection for Market Maker Quotes
Pursuant to Rule 6.61
June 11, 2015.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on June 5,
2015, NYSE Arca, Inc. (the ‘‘Exchange’’
or ‘‘NYSE Arca’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the self-regulatory organization. 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 revise the
schedule for implementing the
Exchange’s recently approved rule to
provide a price protection for Market
Maker quotes pursuant to Rule 6.61. The
text of the proposed rule change is
available on the Exchange’s Web site at
www.nyse.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
self-regulatory organization 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 those 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.
1 15
U.S.C. 78s(b)(3)(A).
21 17 CFR 240.19b–4(f).
VerDate Sep<11>2014
18:47 Jun 16, 2015
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
20 15
22 17
Jkt 235001
PO 00000
CFR 200.30–3(a)(12).
Frm 00151
Fmt 4703
Sfmt 4703
E:\FR\FM\17JNN1.SGM
17JNN1
Agencies
[Federal Register Volume 80, Number 116 (Wednesday, June 17, 2015)]
[Notices]
[Pages 34753-34756]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-14821]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75147; File No. SR-EDGA-2015-24]
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.
June 11, 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 June 9, 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.\3\ 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 \4\ and Rule 19b-4(f)(2)
thereunder,\5\ 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\ The Commission notes that a previous version of the proposal
was filed as SR-EDGA-2015-21. The proposal was withdrawn on June 9,
2015.
\4\ 15 U.S.C. 78s(b)(3)(A)(ii).
\5\ 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 \6\ of the Exchange pursuant to EDGA Rule 15.1(a)
and (c) (``Fee Schedule'') to: (i) Increase the rebate from $0.00040
per share to $0.00150 per share for orders that yield fee code A, which
routes to the Nasdaq Stock Market LLC (``Nasdaq'') and adds liquidity;
and (ii) adopt fees for the use of a communication and routing service
known as BATS Connect.
---------------------------------------------------------------------------
\6\ The term ``Member'' is defined as ``any registered broker or
dealer, or any person associated with a registered broker or dealer,
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).
---------------------------------------------------------------------------
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) Increase the rebate from $0.00040 per
share to $0.00150 per share for orders that yield fee code A, which
routes to Nasdaq and adds liquidity; and (ii) adopt fees for the use of
a communication and routing service known as BATS Connect.
Fee Code A
In securities priced at or above $1.00, the Exchange currently
provides a rebate of $0.00040 per share for Members' orders that yield
fee code A, which routes to Nasdaq and adds liquidity. The Exchange
proposes to amend its Fee Schedule to increase this rebate to $0.00150
per share for Members' orders that yield fee code A. The proposed
change represents a pass through of the rate that BATS Trading, Inc.
(``BATS Trading''), the Exchange's affiliated routing broker-dealer, is
rebated for routing orders to Nasdaq when it does not qualify for a
volume tiered rebate. When BATS Trading routes to Nasdaq, it is rebated
a standard rate of $0.00150 per share.\7\ BATS Trading will pass
through this rate on Nasdaq to the Exchange and the Exchange, in turn,
will pass through this rate to its Members. The Exchange notes that the
proposed change is in response to Nasdaq's June 2015 fee change where
Nasdaq will no longer offer a rebate of $0.00040 per share for orders
in select symbols (``Nasdaq's Select Symbol Program'') to its
customers, such as
[[Page 34754]]
BATS Trading, and such orders will be subject to the regular Nasdaq
Pricing Schedule.\8\
---------------------------------------------------------------------------
\7\ The Exchange notes that to the extent BATS Trading does or
does not achieve any volume tiered discount on Nasdaq or routes an
order to Nasdaq in a symbol that is not included in Nasdaq's Select
Symbol Program to receive a rebate of $0.00150 per share, its rate
for fee code A will not change. The Exchange further notes that, due
to billing system limitations that do not allow for separate rates
by tape, it will pass through the lesser rebate of $0.00150 per
share for all Tapes A, B & C securities.
\8\ See Nasdaq Equity Trader Alert #2015-70, Nasdaq Ends Access
Fee Experiment, available at https://www.nasdaqtrader.com/TraderNews.aspx?id=ETA2015-70.
---------------------------------------------------------------------------
BATS Connect
On May 27, 2015, the Exchange filed a proposed rule change with the
Commission to adopt a communication and routing service known as BATS
Connect.\9\ The Exchange now proposes to adopt fees related to the use
of BATS Connect that are equal to the fees charged for an identical
service, also called BATS Connect, offered by the Exchange's affiliate,
EDGX.\10\ BATS Connect is offered by the Exchange on a voluntary basis
in a capacity similar to a vendor. In sum, BATS Connect is a
communication service that provides subscribers an additional means to
receive market data from and route orders to any destination connected
to the Exchange's network. BATS Connect does not provide any advantage
to subscribers for connecting to the Exchange's affiliates \11\ as
compared to other method of connectivity available to subscribers. The
servers of the subscriber need not be located in the same facilities as
the Exchange in order to subscribe to BATS Connect. Subscribers may
also seek to utilize BATS Connect in the event of a market disruption
where other alternative connection methods become unavailable.
---------------------------------------------------------------------------
\9\ See file no. SR-EDGA-2015-20.
\10\ See the EDGX fee schedule available at https://batstrading.com/support/fee_schedule/edgx/. See also Securities
Exchange Act Release No. 73780 (December 8, 2014), 79 FR 73942
(December 12, 2014) (SR-EDGX-2014-28) and file no. SR-EDGX-2015-27.
\11\ The Exchange's affiliated exchanges are EDGX, BATS
Exchange, Inc. (``BZX''), and BATS Y-Exchange, Inc. (``BYX''). The
Exchange understands that its affiliated Exchange's intend to file
identical proposed rule changes to adopt the fees for the BATS
Connect service with the Commission. The Exchange also notes that
its affiliated Exchanges have also filed proposed rule changes with
the Commission to adopt rules describing the BATS Connect service.
---------------------------------------------------------------------------
The Exchange will charge a monthly connectivity fee to subscribers
utilizing BATS Connect to route orders to other exchanges and broker-
dealers that are connected to the Exchange's network. The amount of the
connectivity fee varies based solely on the bandwidth selected by the
subscriber. Specifically, the Exchange proposes to charge $350 for 1
Mb, $700 for 5 Mb, $950 for 10 Mb, $1,500 for 25 Mb, $2,500 for 50 Mb,
and $3,500 for 100 Mb.
BATS Connect would also allow subscribers to receive market data
feeds from the exchanges connected to the Exchange's network. In such
case, the subscriber would pay the Exchange a connectivity fee, which
varies and is based solely on the amount of bandwidth required to
transmit the selected data product to the subscriber. The proposed
connectivity fees are set forth in the Exhibit 5 attached hereto and
range from no charge to $11,500 based on the market data product the
subscriber selects.
The Exchange also proposes to adopt a discounted fee of $4,160 per
month for subscribers who purchase connectivity to a bundle of select
market data products. The following market data products would be
included in the bundle: UQDF/UTDF/OMDF, CQS/CTS, Nasdaq TotalView,
Nasdaq BX TotalView, Nasdaq PSX TotalView, NYSE ArcaBook, NYSE MKT
OpenBook Ultra, and BBS/TTDS. Absent the discount, a subscriber
purchasing connectivity through BATS Connect for each of these market
data products would pay a total monthly fee of $5,200. As proposed, a
subscriber who purchases connectivity to each of the above market data
products would be charged a monthly fee of $4,160, which represents a
20% discount. The subscribers would pay any fees charged by the
exchange providing the market data feed directly to that exchange.
The Exchange notes that it will not charge a fee to subscribers
utilizing BATS Connect to route orders to or receive market data
products from the Exchange's affiliates, EDGX, BZX, and BYX. BATS
Connect provides subscribers a means to access exchanges and market
centers on the Exchange's network. In all cases, BATS Connect
subscribers would be continue to be liable for the necessary fees
charged by that exchange or market center, including any required
connectivity fees. Market participants who chose a method other than
BATS Connect to connect to another exchange or market center would also
pay any required connectivity fees directly to that exchange or market
center. Likewise, BATS Connect subscribers would be liable for any
connectivity fees charged by the Exchange's affiliate.
Implementation Date
The Exchange proposes to implement these amendments to its Fee
Schedule immediately.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of Section 6 of the Act,\12\ in general, and
furthers the objectives of Section 6(b)(4),\13\ 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 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.
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78f.
\13\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
Fee Code A
The Exchange believes that its proposal to increase the pass
through rebate for Members' orders that yield fee code A from $0.00040
to $0.00150 per share represents an equitable allocation of reasonable
dues, fees, and other charges among Members and other persons using its
facilities. Prior to Nasdaq's Select Symbol Program, Nasdaq provided
BATS Trading a rebate of $0.00150 per share for orders yielding fee
code A, which BATS Trading passed through to the Exchange and the
Exchange passed through to its Members. In June 2015, Nasdaq terminated
its Select Symbol Program, thereby increasing the rebate it provides
its customers, such as BATS Trading, from a rebate of $0.00040 per
share to its standard rebate of $0.00150 per share for orders that are
routed to Nasdaq in symbols included in its Select Symbol Program.\14\
Therefore, the Exchange believes that the proposed change in fee code A
from a rebate of $0.00040 per share to a rebate of $0.00150 per share
is equitable and reasonable because it accounts for the pricing changes
on Nasdaq. In addition, the proposal allows the Exchange to continue to
charge its Members a pass-through rate for orders that are routed to
Nasdaq. The Exchange notes that routing through BATS Trading is
voluntary. Lastly, the Exchange also believes that the proposed
amendment is non-discriminatory because it applies uniformly to all
Members.
---------------------------------------------------------------------------
\14\ See supra note 7.
---------------------------------------------------------------------------
[[Page 34755]]
BATS Connect
The Exchange also believes that its proposal is consistent with
Section 6(b)(4) of the Act,\15\ in that it provides for the equitable
allocation of reasonable dues, fees and other charges among members and
other persons using its facilities. First, the Exchange will charge a
connectivity fee to subscribers utilizing BATS Connect to route orders
to other exchanges and market centers that are connected to the
Exchange's network, which varies based solely on the amount of
bandwidth selected by the subscriber. The amounts of the connectivity
fees are also reasonable as compared to similar fees charged by other
exchanges. For purposes of order routing, the Exchange proposes to
charge $350 for 1 Mb, $700 for 5 Mb, $950 for 10 Mb, $1,500 for 25 Mb,
$2,500 for 50 Mb, and $3,500 for 100 Mb. The New York Stock Exchange,
Inc. (``NYSE'') currently charges $300 for 1 Mb, $700 for 5 Mb, $900
for 10 Mb, $1,500 for 25 Mb, $2,000 for 50 Mb, and $2,600 for 100
Mb.\16\ The Exchange notes that, overall, the connectivity fee for
routing of orders to other market centers proposed by the Exchange is
similar to than that charged by the NYSE.
---------------------------------------------------------------------------
\15\ 15 U.S.C. 78f(b)(4).
\16\ See NYSE's SFTI Americas Product and Service List available
at https://www.nyxdata.com/docs/connectivity.
---------------------------------------------------------------------------
Second, with regard to utilizing BATS Connect to receive market
data products from other exchanges, the Exchange would only charge
subscribers a connectivity fee, the amount of which is based solely on
the amount of bandwidth required to transmit that specific data product
to the subscribers. The amounts of the connectivity fees are also
reasonable as compared to similar fees charged by other exchanges. For
example, for market data connectivity, the Nasdaq Stock Market LLC
(``Nasdaq'') charges $1,412 per month for CQS/CTS data feed, and the
Exchange proposes to charge $1,000 per month connectivity for CQS/CTS
data feed.\17\ The Exchange notes that, overall, the connectivity fee
for receipt of other market centers' data feed proposed by the Exchange
is similar to that charged by Nasdaq.
---------------------------------------------------------------------------
\17\ See Nasdaq Rule 7034 (setting forth Nasdaq's connectivity
fees for receipt of third party market data products).
---------------------------------------------------------------------------
The Exchange believes it is reasonable to offer such discounted
pricing to subscribers who purchase connectivity to a bundle of market
data products as it would enable them to reduce their overall
connectivity costs for the receipt of market data. As stated above,
BATS Connect is offered and purchased on a voluntary basis and
subscribers can discontinue use at any time and for any reason,
including due to an assessment of the reasonableness of fees charged.
Moreover, the Exchange believes the proposed fees are reasonable and
equitable because they continue to be based on the Exchange's costs to
cover the amount of bandwidth required to provide connectivity to the
select bundle of data feeds. The proposed fees will continue to allow
the Exchange to recoup this cost, while providing subscribers with an
alternative means to connect to the select bundle of data feeds at a
discounted rate.
The subscribers would pay any fees: (i) Charged by the exchange
providing the market data feed directly to that exchange (ii) charged
by a market center to which they routed an order and an execution
occurred directly to that market center. The Exchange itself would not
charge any additional fees.\18\ BATS Connect is offered and purchased
on a voluntary basis, in that neither the Exchange nor subscribers are
required by any rule or regulation to make this product available.
Accordingly, subscribers can discontinue use at any time and for any
reason, including due to an assessment of the reasonableness of fees
charged.
---------------------------------------------------------------------------
\18\ The Exchange's rules and fees would not address the fees or
manner of operation of any destination to which the subscriber asked
that an order be routed.
---------------------------------------------------------------------------
Moreover, the Exchange believes the proposed fees are reasonable
and equitable because they are based on the Exchange's costs to cover
hardware, installation, testing and connection, as well as expenses
involved in maintaining and managing the service. The proposed fees
allow the Exchange to recoup these costs, while providing subscribers
with an alternative means to connect to other exchange and market
centers. The Exchange believes that the proposed fees are reasonable
and equitable in that they reflect the costs and the benefit of
providing alternative connectivity.
The Exchange also believes it is equitable and reasonable to
provide BATS Connect to subscribers for no charge to route orders to or
receive market data products from the Exchange's affiliates. BATS
Connect provides subscribers a means to access exchanges and market
centers on the Exchange's network. In all cases, BATS Connect
subscribers would be continue to be liable for the necessary fees
charged by the Exchange, its affiliate, or another exchange or market
center, including any required connectivity fees. As stated above, BATS
Connect is offered and purchased on a voluntary basis, and subscribers
and market participants may choose an alternative method to connect to
the Exchange, its affiliates, or another exchange or market center
connected to the Exchange's network. Such other services may also offer
at no charge connectivity to certain exchanges or a group of
exchanges.\19\ Therefore, the Exchange believes that the [sic]
providing BATS Connect to subscribers at no charge to route orders to
or receive market data products from the Exchange's affiliates is
reasonable and equitable as they will continue to be liable to the
Exchange or its affiliate for any required connectivity fees.
---------------------------------------------------------------------------
\19\ See NYSE's SFTI Americas Product and Service List available
at https://www.nyxdata.com/docs/connectivity (offering at no charge
connectivity to the NYSE, NYSE MKT LLC, and NYSE Arca, Inc.).
---------------------------------------------------------------------------
Lastly, the Exchange also believes that the proposed amendments to
its fee schedule are non-discriminatory because they will apply
uniformly to all subscribers. All subscribers that voluntarily select
various service options will be charged the same amount for the same
services. All subscribers have the option to select any connectivity
option, and there is no differentiation among subscribers with regard
to the fees charged for the service. Further, the benefits of selecting
such services are the same for all subscribers, irrespective of whether
their servers are located in the same facility as the Exchange.
(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 A
The Exchange believes that its proposal to pass through a rebate of
$0.00150 per share for Members' orders that yield fee code A would
increase intermarket competition because it offers customers an
alternative means to
[[Page 34756]]
route to Nasdaq for a similar rate as entering orders in certain
symbols on Nasdaq directly. The Exchange believes that its proposal
would not burden intramarket competition because the proposed rate
would apply uniformly to all Members.
BATS Connect
The Exchange believes the proposed fees for BATS Connect will not
result in any burden on competition. The proposed rule change is
designed to provide subscribers with an alternative means to access
other market centers on the Exchange's network if they choose or in the
event of a market disruption where other alternative connection methods
become unavailable. BATS Connect is not the exclusive method to connect
to these market centers and subscribers may utilize alternative methods
to connect to the product if they believe the Exchange's proposed
pricing is unreasonable or otherwise. Therefore, the Exchange does not
believe the proposed rule change will have any effect on competition.
(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 \20\ and paragraph (f) of Rule 19b-4
thereunder.\21\ 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.
---------------------------------------------------------------------------
\20\ 15 U.S.C. 78s(b)(3)(A).
\21\ 17 CFR 240.19b-4(f).
---------------------------------------------------------------------------
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-2015-24 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-2015-24. 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-2015-24 and should be
submitted on or before July 8, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\22\
---------------------------------------------------------------------------
\22\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-14821 Filed 6-16-15; 8:45 am]
BILLING CODE 8011-01-P