Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend Exchange Rule 7018, 41528-41530 [2015-17297]
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41528
Federal Register / Vol. 80, No. 135 / Wednesday, July 15, 2015 / Notices
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–BATS–
2015–48, and should be submitted on or
before August 5, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.33
Brent J. Fields,
Secretary.
[FR Doc. 2015–17294 Filed 7–14–15; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75409; File No. SR–BX–
2015–038]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change To Amend
Exchange Rule 7018
mstockstill on DSK4VPTVN1PROD with NOTICES
July 9, 2015.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 30,
2015, NASDAQ OMX BX, Inc. (‘‘BX’’ 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.
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Sep<11>2014
18:52 Jul 14, 2015
Jkt 235001
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
BILLING CODE 8011–01–P
33 17
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend BX
Rule 7018(a) and to eliminate the Excess
Order Fee in BX Rule 7018(d).
While the changes proposed herein
are effective upon filing, the Exchange
has designated that the amendments be
operative on July 1, 2015.
The text of the proposed rule change
is also available on the Exchange’s Web
site at https://nasdaqomxbx.
cchwallstreet.com, at the principal
office of the Exchange, and at the
Commission’s Public Reference Room.
1. Purpose
The Exchange is proposing to amend
BX Rule 7018(a) and to eliminate the
Excess Order Fee in BX Rule 7018(d).
Specifically, BX Rule 7018(a) defines
the criteria for a firm to become a
Qualified Market Maker (‘‘QMM’’) as by
being a member that provides through
one or more of its NASDAQ OMX BX
Equities System (‘‘System’’) market
participant identifiers (‘‘MPIDs’’) more
than 0.15% of consolidated volume
(‘‘Consolidated Volume’’) during the
month. For a member qualifying under
this method, the member must have at
least one qualified MPID (‘‘Qualified
MPID’’), that is, an MPID through
which, for at least 200 securities, the
QMM quotes at the national best bid
and offer (‘‘NBBO’’) an average of at
least 50% of the time during regular
market hours (9:30 a.m. through 4:00
p.m. ET) during the month. Currently,
the member must also provide an
average daily volume of 1.5M shares or
more using orders with midpoint
pegging during the month.
The Exchange proposes to modify this
last part of the criteria such that the
member must also provide an average
PO 00000
Frm 00055
Fmt 4703
Sfmt 4703
daily volume of 1.5M shares or more of
non-displayed liquidity (rather than
using orders with midpoint liquidity)
during the month. BX believes that by
expanding the type of liquidity that
allows firms to qualify as a QMM will
improve the market by incentivizing
firms to provide more liquidity and
meet the other QMM criteria. Nondisplayed orders, which include
midpoint liquidity, can provide price
improvement and improve the
experience of members trading on the
Exchange and thus provide a benefit to
all other Exchange members.
The Exchange also proposes to delete
BX Rule 7018(d), which is the Excess
Order Fee. The Excess Order Fee was
designed to provide a disincentive to
member organizations to engage in order
entry practices that are inefficient and
thereby burdensome on the systems of
BX by assessing a fee on member
organizations if they reach a threshold
of order activity based on an Order
Entry Ratio calculation.3 Although not a
pervasive characteristic of the market,
the fee was adopted to encourage
member organizations with such
practices to enhance the efficiency of
their systems and modify their order
entry practices, thus improving the
market for all participants.4 An
unwanted consequence of the rule has
been to capture beneficial, liquidity
providing order flow and thereby
dissuade member organizations from
participating in BX in an effort to avoid
triggering the fee. Moreover, the
Exchange has observed that the fee is
not assessed on a significant number of
member organizations nor is it triggered
every month, leading the Exchange to
conclude that the small number of
member organizations that may have
been affected by the fee because of their
inefficient order practices have taken
the steps necessary to avoid such
practices. The Exchange believes that, in
light of the lack of consistent order
activity that triggers the fee and the
negative effect it has had on beneficial
order flow, the Excess Order Fee should
be eliminated. The Exchange notes that,
should the inefficient order entry
practices that gave rise to the fee once
again arise, it may adopt the fee once
again or take other steps to provide a
disincentive for such practices.
2. Statutory Basis
BX believes that the proposed rule
change is consistent with the provisions
3 See BX Rule 7018(d)(2) for a definition of
‘‘Order Entry Ratio.’’
4 See Securities Exchange Act Release No. 67272
(June 27, 2012), 77 FR 39530 (July 3, 2012) (SR–BX–
2012–042) (adopting the Excess Order Fee).
E:\FR\FM\15JYN1.SGM
15JYN1
mstockstill on DSK4VPTVN1PROD with NOTICES
Federal Register / Vol. 80, No. 135 / Wednesday, July 15, 2015 / Notices
of Section 6 of the Act,5 in general, and
with Sections 6(b)(4) and 6(b)(5) of the
Act,6 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
designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
regulating, clearing, settling, processing
information with respect to, and
facilitating transactions in securities, to
remove impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest; and is not designed to
permit unfair discrimination between
customers, issuers, brokers, or dealers.
The Exchange proposes to amend the
criteria for a firm to become a QMM.
The criteria currently states that a
member may become a QMM by
providing through one or more of its
System MPIDs more than 0.15% of
Consolidated Volume during the month.
For a member qualifying under this
method, the member must have at least
one Qualified MPID, that is, an MPID
through which, for at least 200
securities, the QMM quotes at the NBBO
an average of at least 50% of the time
during regular market hours (9:30 a.m.
through 4:00 p.m.) during the month.
Currently, the member must also
provide an average daily volume of
1.5M shares or more using orders with
midpoint pegging during the month.
[sic] Exchange believes it is
reasonable to modify this last part of the
criteria such that the member must
provide an average daily volume of
1.5M shares or more of non-displayed
liquidity (rather than using orders with
midpoint liquidity) during the month
because non-displayed orders can
provide price improvement and
improve the experience of members
trading on the Exchange and thus
provide a benefit to all other Exchange
members. Also, BX believes the
proposed change is reasonable because
it expands the opportunity for firms to
qualify as a QMM.
The Exchange also believes that the
proposed change is equitably allocated
and not unfairly discriminatory because
modifying the criteria, as stated above,
applies uniformly to all members that
seek to become a QMM. Additionally,
the Exchange believes that the proposed
change further perfects the mechanism
5 15
6 15
of a free and open market by refining
and making more effective the means by
which a member firm may become a
QMM. Furthermore firms that currently
qualify as a QMM will not need to
change behavior under the new
qualification method as midpoint
liquidity is considered non-displayed
liquidity.
The Exchange believes that
elimination of the Excess Order Fee is
reasonable because the fee is not
triggered by a significant number of
member organizations nor is it triggered
every month; however, the Exchange
believes that certain member
organizations are disincentivized from
providing order activity that is
beneficial to market participants.
Moreover, the Exchange may adopt the
fee once again should the issues that
gave rise to it reemerge. The Exchange
believes that the proposed change is
consistent with an equitable allocation
of fees and is not unfairly
discriminatory because it eliminates a
fee, which applies to all member
organizations and which has served as
a disincentive to certain market
participants in providing beneficial
order activity while also not being
assessed significantly on member
organizations. The Exchange believes
that elimination of the Excess Order Fee
will not unfairly burden competition
because the fee is not relevant to
competition. The Exchange notes that
the fee was adopted to deter member
organizations from using inefficient
order practices that place excessive
burdens on the systems of BX and, as a
consequence, was not designed to
impact competition among member
organizations.
practices, BX believes that the degree to
which fee changes in this market may
impose any burden on competition is
extremely limited.
In this instance, the modification to
part of the criteria to become a QMM
does not impose a burden on
competition because it is optional and is
the subject of competition from other
exchanges. The Exchange does not
believe that the proposed change 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 BX will lose market
share as a result of the changes if they
are unattractive to market participants.
As noted above, the Exchange
believes that elimination of the Excess
Order Fee will not unfairly burden
competition because the fee is not
relevant to competition as it was
adopted to deter member organizations
from using inefficient order practices
that place excessive burdens on the
systems of BX. Moreover, other
exchanges’ fee schedules do not restrict
order activity by using a fee like the
Excess Order Fee. As noted, the
practices that prompted the Exchange to
adopt the rule have subsided and,
consequently, the change does not
impact the ability of any market
participant or trading venue to compete.
Accordingly, BX does not believe that
the proposed rule change will impair
the ability of members or competing
order execution venues to maintain
their competitive standing in the
financial markets.
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.7
BX 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
fee levels at a particular venue to be
excessive, or rebate opportunities
available at other venues to be more
favorable. In such an environment, BX
must continually adjust its fees to
remain competitive with other
exchanges. Because competitors are free
to modify their own fees in response,
and because market participants may
readily adjust their order routing
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
U.S.C. 78f.
U.S.C. 78f(b)(4) and (5).
VerDate Sep<11>2014
18:52 Jul 14, 2015
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 8 and paragraph (f) of Rule
19b–4 9 thereunder. 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
8 15
7 15
Jkt 235001
41529
PO 00000
U.S.C. 78f(b)(8).
Frm 00056
Fmt 4703
9 17
Sfmt 4703
E:\FR\FM\15JYN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
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41530
Federal Register / Vol. 80, No. 135 / Wednesday, July 15, 2015 / Notices
investors, or otherwise in furtherance of
the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Brent J. Fields,
Secretary.
[FR Doc. 2015–17297 Filed 7–14–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
[Release No. 34–75408; File No. SR–MIAX–
2015–45]
• 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–
BX–2015–038 on the subject line.
Self-Regulatory Organizations; Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend Its Fee Schedule
Paper Comments
Pursuant to the provisions of Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’),1 and Rule 19b–4
thereunder,2 notice is hereby given that
on July 7, 2015, Miami International
Securities Exchange LLC (‘‘MIAX’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) a proposed rule change
as described in Items I, II, and III below,
which Items have been prepared by the
Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
mstockstill on DSK4VPTVN1PROD with NOTICES
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–BX–2015–038. 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
offices of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–BX–
2015–038, and should be submitted on
or before August 5, 2015.
VerDate Sep<11>2014
18:52 Jul 14, 2015
Jkt 235001
July 9, 2015.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange is filing a proposal to
amend the MIAX Options Fee Schedule.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.miaxoptions.com/filter/
wotitle/rule_filing, at MIAX’s principal
office, and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
PO 00000
10 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
Frm 00057
Fmt 4703
Sfmt 4703
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend the
Fee Schedule to modify the transaction
fees for Members that participate in the
price improvement auction (‘‘PRIME
Auction’’ or ‘‘PRIME’’) pursuant to Rule
515A.3 Specifically, the Exchange
proposes: (i) Increase the fee for a
PRIME AOC Response from $0.45 per
contract to $0.49 per contract for
standard options in Penny Pilot classes;
(ii) increase the fee for a PRIME AOC
Response from $0.90 per contract to
$0.94 per contract for standard options
in non-Penny Pilot classes; and (iii)
provide for additional incentives for
achieving certain Priority Customer
Rebate Program volume tiers.
Currently, the Exchange assesses
PRIME AOC Responses $0.45 per
contract for standard options in Penny
Pilot classes and $0.90 per contract in
non-Penny Pilot classes. The Exchange
now proposes to modify these fees that
apply to PRIME AOC Responses.
Specifically, the Exchange proposes: (i)
Increase the fee for a PRIME AOC
Response from $0.45 per contract to
$0.49 per contract for standard options
in Penny Pilot classes; and (ii) increase
the fee for a PRIME AOC Response from
$0.90 per contract to $0.94 per contract
for standard options in non-Penny Pilot
classes. The Exchange will continue to
assess the standard transaction fees to a
PRIME AOC Response if they execute
against unrelated orders.
The Exchange proposes to offer
Members that submit PRIME AOC
Responses the opportunity to reduce
transaction fees by $0.04 per contract in
standard options if the Member or its
affiliates of at least 75% common
ownership between the firms as
reflected on each firm’s Form BD,
Schedule A, qualifies in a given month
for Priority Customer Rebate Program
volume tiers 3, 4, or 5 in the Fee
Schedule. Specifically, any Member or
its affiliates of at least 75% common
ownership between the firms as
reflected on each firm’s Form BD,
Schedule A, that qualifies for Priority
Customer Rebate Program volume tiers
3, 4, or 5 will be assessed a PRIME AOC
Response fee of $0.45 per contract for
standard options in Penny Pilot classes.
In addition, any Member or its affiliates
of at least 75% common ownership
3 See Exchange Rule 515A. See also Securities
Exchange Act Release No.) 72943 (August 28, 2014),
79 FR 52785 (September 4, 2014) (SR–MIAX–2014–
45); MIAX Options Fee Schedule, Section 1)a)iv).
E:\FR\FM\15JYN1.SGM
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Agencies
[Federal Register Volume 80, Number 135 (Wednesday, July 15, 2015)]
[Notices]
[Pages 41528-41530]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-17297]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75409; File No. SR-BX-2015-038]
Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change To Amend
Exchange Rule 7018
July 9, 2015.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on June 30, 2015, NASDAQ OMX BX, Inc. (``BX'' 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.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend BX Rule 7018(a) and to eliminate the
Excess Order Fee in BX Rule 7018(d).
While the changes proposed herein are effective upon filing, the
Exchange has designated that the amendments be operative on July 1,
2015.
The text of the proposed rule change is also available on the
Exchange's Web site at https://nasdaqomxbx.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 Exchange is proposing to amend BX Rule 7018(a) and to eliminate
the Excess Order Fee in BX Rule 7018(d).
Specifically, BX Rule 7018(a) defines the criteria for a firm to
become a Qualified Market Maker (``QMM'') as by being a member that
provides through one or more of its NASDAQ OMX BX Equities System
(``System'') market participant identifiers (``MPIDs'') more than 0.15%
of consolidated volume (``Consolidated Volume'') during the month. For
a member qualifying under this method, the member must have at least
one qualified MPID (``Qualified MPID''), that is, an MPID through
which, for at least 200 securities, the QMM quotes at the national best
bid and offer (``NBBO'') an average of at least 50% of the time during
regular market hours (9:30 a.m. through 4:00 p.m. ET) during the month.
Currently, the member must also provide an average daily volume of 1.5M
shares or more using orders with midpoint pegging during the month.
The Exchange proposes to modify this last part of the criteria such
that the member must also provide an average daily volume of 1.5M
shares or more of non-displayed liquidity (rather than using orders
with midpoint liquidity) during the month. BX believes that by
expanding the type of liquidity that allows firms to qualify as a QMM
will improve the market by incentivizing firms to provide more
liquidity and meet the other QMM criteria. Non-displayed orders, which
include midpoint liquidity, can provide price improvement and improve
the experience of members trading on the Exchange and thus provide a
benefit to all other Exchange members.
The Exchange also proposes to delete BX Rule 7018(d), which is the
Excess Order Fee. The Excess Order Fee was designed to provide a
disincentive to member organizations to engage in order entry practices
that are inefficient and thereby burdensome on the systems of BX by
assessing a fee on member organizations if they reach a threshold of
order activity based on an Order Entry Ratio calculation.\3\ Although
not a pervasive characteristic of the market, the fee was adopted to
encourage member organizations with such practices to enhance the
efficiency of their systems and modify their order entry practices,
thus improving the market for all participants.\4\ An unwanted
consequence of the rule has been to capture beneficial, liquidity
providing order flow and thereby dissuade member organizations from
participating in BX in an effort to avoid triggering the fee. Moreover,
the Exchange has observed that the fee is not assessed on a significant
number of member organizations nor is it triggered every month, leading
the Exchange to conclude that the small number of member organizations
that may have been affected by the fee because of their inefficient
order practices have taken the steps necessary to avoid such practices.
The Exchange believes that, in light of the lack of consistent order
activity that triggers the fee and the negative effect it has had on
beneficial order flow, the Excess Order Fee should be eliminated. The
Exchange notes that, should the inefficient order entry practices that
gave rise to the fee once again arise, it may adopt the fee once again
or take other steps to provide a disincentive for such practices.
---------------------------------------------------------------------------
\3\ See BX Rule 7018(d)(2) for a definition of ``Order Entry
Ratio.''
\4\ See Securities Exchange Act Release No. 67272 (June 27,
2012), 77 FR 39530 (July 3, 2012) (SR-BX-2012-042) (adopting the
Excess Order Fee).
---------------------------------------------------------------------------
2. Statutory Basis
BX believes that the proposed rule change is consistent with the
provisions
[[Page 41529]]
of Section 6 of the Act,\5\ in general, and with Sections 6(b)(4) and
6(b)(5) of the Act,\6\ 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 designed to prevent
fraudulent and manipulative acts and practices, to promote just and
equitable principles of trade, to foster cooperation and coordination
with persons engaged in regulating, clearing, settling, processing
information with respect to, and facilitating transactions in
securities, to remove impediments to and perfect the mechanism of a
free and open market and a national market system, and, in general, to
protect investors and the public interest; and is not designed to
permit unfair discrimination between customers, issuers, brokers, or
dealers.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78f.
\6\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
The Exchange proposes to amend the criteria for a firm to become a
QMM. The criteria currently states that a member may become a QMM by
providing through one or more of its System MPIDs more than 0.15% of
Consolidated Volume during the month. For a member qualifying under
this method, the member must have at least one Qualified MPID, that is,
an MPID through which, for at least 200 securities, the QMM quotes at
the NBBO an average of at least 50% of the time during regular market
hours (9:30 a.m. through 4:00 p.m.) during the month. Currently, the
member must also provide an average daily volume of 1.5M shares or more
using orders with midpoint pegging during the month.
[sic] Exchange believes it is reasonable to modify this last part
of the criteria such that the member must provide an average daily
volume of 1.5M shares or more of non-displayed liquidity (rather than
using orders with midpoint liquidity) during the month because non-
displayed orders can provide price improvement and improve the
experience of members trading on the Exchange and thus provide a
benefit to all other Exchange members. Also, BX believes the proposed
change is reasonable because it expands the opportunity for firms to
qualify as a QMM.
The Exchange also believes that the proposed change is equitably
allocated and not unfairly discriminatory because modifying the
criteria, as stated above, applies uniformly to all members that seek
to become a QMM. Additionally, the Exchange believes that the proposed
change further perfects the mechanism of a free and open market by
refining and making more effective the means by which a member firm may
become a QMM. Furthermore firms that currently qualify as a QMM will
not need to change behavior under the new qualification method as
midpoint liquidity is considered non-displayed liquidity.
The Exchange believes that elimination of the Excess Order Fee is
reasonable because the fee is not triggered by a significant number of
member organizations nor is it triggered every month; however, the
Exchange believes that certain member organizations are disincentivized
from providing order activity that is beneficial to market
participants. Moreover, the Exchange may adopt the fee once again
should the issues that gave rise to it reemerge. The Exchange believes
that the proposed change is consistent with an equitable allocation of
fees and is not unfairly discriminatory because it eliminates a fee,
which applies to all member organizations and which has served as a
disincentive to certain market participants in providing beneficial
order activity while also not being assessed significantly on member
organizations. The Exchange believes that elimination of the Excess
Order Fee will not unfairly burden competition because the fee is not
relevant to competition. The Exchange notes that the fee was adopted to
deter member organizations from using inefficient order practices that
place excessive burdens on the systems of BX and, as a consequence, was
not designed to impact competition among member organizations.
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.\7\
BX 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 fee levels at a
particular venue to be excessive, or rebate opportunities available at
other venues to be more favorable. In such an environment, BX must
continually adjust its fees to remain competitive with other exchanges.
Because competitors are free to modify their own fees in response, and
because market participants may readily adjust their order routing
practices, BX believes that the degree to which fee changes in this
market may impose any burden on competition is extremely limited.
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\7\ 15 U.S.C. 78f(b)(8).
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In this instance, the modification to part of the criteria to
become a QMM does not impose a burden on competition because it is
optional and is the subject of competition from other exchanges. The
Exchange does not believe that the proposed change 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 BX will lose market share as a result of the changes
if they are unattractive to market participants.
As noted above, the Exchange believes that elimination of the
Excess Order Fee will not unfairly burden competition because the fee
is not relevant to competition as it was adopted to deter member
organizations from using inefficient order practices that place
excessive burdens on the systems of BX. Moreover, other exchanges' fee
schedules do not restrict order activity by using a fee like the Excess
Order Fee. As noted, the practices that prompted the Exchange to adopt
the rule have subsided and, consequently, the change does not impact
the ability of any market participant or trading venue to compete.
Accordingly, BX does not believe that the proposed rule change 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 change has become effective pursuant to Section
19(b)(3)(A) of the Act \8\ and paragraph (f) of Rule 19b-4 \9\
thereunder. 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
[[Page 41530]]
investors, or otherwise in furtherance of the purposes of the Act.
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\8\ 15 U.S.C. 78s(b)(3)(A).
\9\ 17 CFR 240.19b-4(f).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-BX-2015-038 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-BX-2015-038. 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 offices of the Exchange.
All comments received will be posted without change; the Commission
does not edit personal identifying information from submissions. You
should submit only information that you wish to make available
publicly. All submissions should refer to File Number SR-BX-2015-038,
and should be submitted on or before August 5, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
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\10\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2015-17297 Filed 7-14-15; 8:45 am]
BILLING CODE 8011-01-P