Self-Regulatory Organizations; ISE Gemini, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend the Schedule of Fees, 65830-65832 [2015-27224]
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65830
Federal Register / Vol. 80, No. 207 / Tuesday, October 27, 2015 / Notices
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has designated this rule
filing as non-controversial under
Section 19(b)(3)(A) of the Act 15 and
paragraph (f)(6) of Rule 19b–4
thereunder.16 The proposed rule change
effects a change that (A) does not
significantly affect the protection of
investors or the public interest; (B) does
not impose any significant burden on
competition; and (C) by its terms, does
not become operative for 30 days after
the date of the filing, or such shorter
time as the Commission may designate
if consistent with the protection of
investors and the public interest;
provided that the self-regulatory
organization has given the Commission
written notice of its intent to file the
proposed rule change, along with a brief
description and text of the proposed
rule change, at least five business days
prior to the date of filing of the
proposed rule change, or such shorter
time as designated by the
Commission.17
At any time within 60 days of the
filing of the proposed rule change, the
Commission may summarily
temporarily suspend such rule change if
it appears to the Commission that such
action is: (1) Necessary or appropriate in
the public interest; (2) for the protection
of investors; or (3) otherwise in
furtherance of the purposes of the Act.
If the Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
BATS–2015–90 on the subject line.
SECURITIES AND EXCHANGE
COMMISSION
Paper Comments
[Release No. 34–76214; File No. SR–
ISEGemini–2015–21]
• 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–BATS–2015–90. 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–BATS–
2015–90, and should be submitted on or
before November 16, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Brent J. Fields,
Secretary.
[FR Doc. 2015–27221 Filed 10–26–15; 8:45 am]
BILLING CODE 8011–01–P
tkelley on DSK3SPTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4.
17 The Exchange has satisfied this requirement.
Self-Regulatory Organizations; ISE
Gemini, LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the Schedule
of Fees
October 21, 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 October
7, 2015, ISE Gemini, LLC (the
‘‘Exchange’’ or ‘‘ISE Gemini’’) 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 selfregulatory 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 Substance of
the Proposed Rule Change
ISE Gemini proposes to amend the
Schedule of Fees to adjust the maker
rebates provided to Non-ISE Gemini
Market Maker, Firm Proprietary/BrokerDealer, and Professional Customer
orders by adopting a new Performance
Routing Program as described in more
detail below. The text of the proposed
rule change is available on the
Exchange’s Internet Web site at https://
www.ise.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
self-regulatory organization has
prepared summaries, set forth in
Sections A, B and C below, of the most
significant aspects of such statements.
15 15
1 15
16 17
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U.S.C. 78s(b)(1).
17 CFR 240.19b–4.
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Federal Register / Vol. 80, No. 207 / Tuesday, October 27, 2015 / Notices
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
tkelley on DSK3SPTVN1PROD with NOTICES
1. Purpose
Currently, the Exchange provides
maker rebates to Firm Proprietary 3/
Broker-Dealer 4 and Professional
Customer 5 orders in four tiers based on
the member’s maker average daily
volume (‘‘ADV’’) in Firm Proprietary/
Broker-Dealer and Professional
Customer orders. Members must execute
an ADV of 9,999 contracts or fewer for
Tier 1, from 10,000–24,999 contracts for
Tier 2, from 25,000–39,999 contracts for
Tier 3, and 40,000 or more contracts for
Tier 4. Based on the tier achieved, Firm
Proprietary/Broker-Dealer and
Professional Customer orders in Penny
Symbols 6 are entitled to a maker rebate
of $0.25 per contract for Tier 1, $0.30
per contract for Tier 2, $0.35 per
contract for Tier 3, and $0.40 per
contract for Tier 4. In Non-Penny
Symbols,7 this maker rebate is $0.35 per
contract for Tier 1, $0.45 per contract for
Tier 2, $0.55 per contract for Tier 3, and
$0.65 per contract for Tier 4. In order to
attract additional order flow, Exchange
proposes to eliminate the current tiers,
and replace them with a new
Performance Routing Program (‘‘PRP’’)
that the Exchange believes will be more
attractive to members.
The proposed rebates under the PRP
will be based on each member’s maker
ADV in Non-ISE Gemini Market Maker,8
Firm Proprietary/Broker-Dealer and
Professional Customer orders that
improve the national best bid or offer
(‘‘NBBO’’) in a series at the time of order
entry (‘‘PRP eligible contracts’’). As
proposed, members that execute an
ADV of 9,999 PRP eligible contracts or
fewer will be entitled to a maker rebate
of $0.25 per contract in both Penny
3 A ‘‘Firm Proprietary’’ order is an order
submitted by a member for its own proprietary
account.
4 A ‘‘Broker-Dealer’’ order is an order submitted
by a member for a broker-dealer account that is not
its own proprietary account.
5 A ‘‘Professional Customer’’ is a person or entity
that is not a broker/dealer and is not a Priority
Customer.
6 ‘‘Penny Symbols’’ are options overlying all
symbols listed on ISE Gemini that are in the Penny
Pilot Program.
7 ‘‘Non-Penny Symbols’’ are options overlying all
symbols excluding Penny Symbols.
8 A ‘‘Non-ISE Gemini Market Maker’’ is a market
maker as defined in Section 3(a)(38) of the
Securities Exchange Act of 1934, as amended,
registered in the same options class on another
options exchange. Non-ISE Gemini Market Makers
currently earn a flat maker rebate of $0.25 per
contract for all tiers in Penny and Non-Penny
Symbols. The PRP introduces tiered maker rebates
for Non-ISE Gemini Market Makers for the first
time.
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18:24 Oct 26, 2015
Jkt 238001
Symbols and Non-Penny Symbols for
their Non-ISE Gemini Market Maker,
Firm Proprietary/Broker-Dealer and
Professional Customer orders. Members
that execute an ADV of 10,000 or more
PRP eligible contracts will be entitled to
a maker rebate of $0.47 per contract in
Penny Symbols and $0.71 per contract
in Non-Penny Symbols for the above
market participant types if the order
improves the NBBO in the series at the
time it is entered.9 As an additional
incentive, members that qualify for the
higher tier of PRP rebates by executing
an ADV of 10,000 or more PRP eligible
contracts will also be entitled to a maker
rebate of $0.40 per contract in Penny
Symbols and $0.65 per contract in NonPenny Symbols for their Non-ISE
Gemini Market Maker, Firm Proprietary/
Broker-Dealer, and Professional
Customer orders that do not improve the
NBBO at the time of order entry.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,10
in general, and Section 6(b)(4) of the
Act,11 in particular, in that 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 believes that it is
reasonable and equitable to eliminate
the current standalone tiers for Firm
Proprietary/Broker-Dealer and
Professional Customer orders as this
rebate program being replaced with a
new rebate program that is designed to
be more attractive to members. The PRP
is similar to a program offered on the
BATS Options Exchange (‘‘BATS’’),12
and will benefit the members that
qualify for enhanced rebates as well as
other members that can trade in a tighter
and more liquid market. With the
proposed changes, Non-ISE Gemini
Market Maker, Firm Proprietary/BrokerDealer, and Professional Customer
orders in the lowest tier will be entitled
to a maker rebate in Penny and NonPenny Symbols that is the same as the
rebate currently provided as a ‘‘Tier 1’’
rebate for Firm Proprietary/BrokerDealer and Professional Customer orders
in Penny Symbols as well as the flat
rebate provided to Non-ISE Gemini
9 As is the case today, all eligible volume from
affiliated members will be aggregated in
determining applicable tiers, provided there is at
least 75% common ownership between the
members as reflected on each member’s Form BD,
Schedule A. Members that achieve the higher tier
threshold will be eligible for the enhanced rebates
for all eligible orders executed during the month.
10 15 U.S.C. 78f.
11 15 U.S.C. 78f(b)(4).
12 See BATS Fee Schedule, NBBO Setter Tiers.
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65831
Market Maker orders in both Penny and
Non-Penny Symbols. Members that
execute a larger volume of PRP eligible
contracts will receive higher rebates that
compare favorably to the rebates
provided on the Exchange today. In
particular, the proposed maker rebates
for non-NBBO setting orders in Penny
and Non-Penny Symbols executed by
members that meet the volume
requirements for the higher PRP tier are
equivalent to the rebates provided today
based on the highest volume tier of Firm
Proprietary/Broker-Dealer and
Professional Customer orders, and
significantly higher than the current flat
maker rebate for Non-ISE Gemini
Market Maker orders.13 For orders
executed by these members that
improve the NBBO, the proposed maker
rebate is higher than anything offered on
the Exchange today for these market
participants. The Exchange believes that
introducing a PRP rebate program will
encourage members to enter orders that
improve the NBBO, which will create
more trading opportunities at better
prices for all market participants that
trade on the Exchange.
The Exchange further believes that the
proposed fee change is not unfairly
discriminatory as it provides equal
rebates to Non-ISE Gemini Market
Maker, Firm Proprietary/Broker-Dealer,
and Professional Customer orders. The
Exchange notes that, with the proposed
fee change, Non-ISE Gemini Market
Makers will now be entitled to tiered
rebates similar to other market
participants. Priority Customer 14 and
Market Maker 15 rebates, which have
been successful in attracting that order
flow to the Exchange, will remain at
current levels. The Exchange does not
believe that it is unfairly discriminatory
to provide higher rebates to Priority
Customer orders. As has historically
been the case, Priority Customer orders
remain entitled to more favorable fees
and rebates than other market
participants in order to encourage this
order flow. A Priority Customer is by
13 The Exchange notes that members that achieve
the PRP volume threshold will be entitled to
enhanced rebates on all orders, not just orders that
improve the NBBO. The Exchange believes that it
is reasonable and equitable to provide enhanced
rebates on all orders as this creates an added
incentive for members to qualify for PRP. However,
the Exchange believes that it is important to offer
the highest level of rebate specifically to those
orders that improve the NBBO.
14 A ‘‘Priority Customer’’ is a person or entity that
is not a broker/dealer in securities, and does not
place more than 390 orders in listed options per day
on average during a calendar month for its own
beneficial account(s), as defined in Rule
100(a)(37A).
15 The term Market Maker refers to ‘‘Competitive
Market Makers’’ and ‘‘Primary Market Makers’’
collectively. See Rule 100(a)(25).
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Federal Register / Vol. 80, No. 207 / Tuesday, October 27, 2015 / Notices
definition not a broker or dealer in
securities, and does not place more than
390 orders in listed options per day on
average during a calendar month for its
own beneficial account(s). This
limitation does not apply to participants
whose behavior is substantially similar
to that of market professionals,
including Professional Customers, who
will generally submit a higher number
of orders (many of which do not result
in executions) than Priority Customers.
Similarly, while Market Maker orders
may receive higher or lower rebates
depending on the tier achieved, the
Exchange does not believe that this is
unfairly discriminatory as it reflects the
different mix of benefits and obligations
applicable to Market Makers that trade
on the Exchange. Market Makers
currently receive tiered rebates based on
their volume executed on the Exchange,
without the additional requirement that
those orders improve the NBBO. As
such, the Exchange believes that it is not
unfairly discriminatory to provide
potentially higher rebates to other
market participants that have
demonstrated a high level of
commitment to the Exchange by
entering orders that improve the NBBO.
tkelley on DSK3SPTVN1PROD with NOTICES
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,16 the Exchange does not believe
that the proposed rule change will
impose any burden on intermarket or
intramarket competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed fee change is designed to
provide more attractive rebates to ISE
Gemini members, and will compete
with rebate programs offered by
competitor exchanges such as BATS.
The Exchange operates in a highly
competitive market in which market
participants can readily direct their
order flow to competing venues. In such
an environment, the Exchange must
continually review, and consider
adjusting, its fees and rebates to remain
competitive with other exchanges. For
the reasons described above, the
Exchange believes that the proposed fee
changes reflect this competitive
environment.
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)(ii) of the Act,17 and
subparagraph (f)(2) of Rule 19b–4
thereunder,18 because it establishes a
due, fee, or other charge imposed by ISE
Gemini.
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
ISEGemini–2015–21 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–ISEGemini–2015–21. 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
U.S.C. 78s(b)(3)(A)(ii).
18 17 CFR 240.19b–4(f)(2).
U.S.C. 78f(b)(8).
VerDate Sep<11>2014
18:24 Oct 26, 2015
Jkt 238001
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Brent J. Fields,
Secretary.
[FR Doc. 2015–27224 Filed 10–26–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76204; File No. SR–BATS–
2015–69]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Designation
of a Longer Period for Commission
Action on a Proposed Rule Change To
Amend Rules 1.5(r), 11.1(a), 11.23, 14.6,
14.11, and 14.12 and Adopt Rule
11.1(a)(1)
October 21, 2015.
On September 1, 2015, BATS
Exchange, Inc. (the ‘‘Exchange’’ or
‘‘BATS’’) 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 amend rules
related to the Pre-Opening Session,
including revising: (1) Exchange Rule
1.5(r) to state that the Pre-Opening
Session will start at 7 a.m. rather than
8 a.m. Eastern Time; (2) Exchange Rule
11.1(a) regarding the hours of trading
and trading days of the Exchange to
account for the Pre-Opening Session
starting at 7 a.m. Eastern Time; and (3)
Exchange Rules 11.23, 14.6, 14.11, and
14.12 to make related changes. The
19 17
17 15
16 15
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–
ISEGemini–2015–21, and should be
submitted on or before November 17,
2015.
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CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Agencies
[Federal Register Volume 80, Number 207 (Tuesday, October 27, 2015)]
[Notices]
[Pages 65830-65832]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-27224]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76214; File No. SR-ISEGemini-2015-21]
Self-Regulatory Organizations; ISE Gemini, LLC; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change To Amend the
Schedule of Fees
October 21, 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 October 7, 2015, ISE Gemini, LLC (the ``Exchange'' or ``ISE
Gemini'') 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 self-regulatory
organization. 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
ISE Gemini proposes to amend the Schedule of Fees to adjust the
maker rebates provided to Non-ISE Gemini Market Maker, Firm
Proprietary/Broker-Dealer, and Professional Customer orders by adopting
a new Performance Routing Program as described in more detail below.
The text of the proposed rule change is available on the Exchange's
Internet Web site at https://www.ise.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 self-regulatory organization has prepared summaries,
set forth in Sections A, B and C below, of the most significant aspects
of such statements.
[[Page 65831]]
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
Currently, the Exchange provides maker rebates to Firm Proprietary
\3\/Broker-Dealer \4\ and Professional Customer \5\ orders in four
tiers based on the member's maker average daily volume (``ADV'') in
Firm Proprietary/Broker-Dealer and Professional Customer orders.
Members must execute an ADV of 9,999 contracts or fewer for Tier 1,
from 10,000-24,999 contracts for Tier 2, from 25,000-39,999 contracts
for Tier 3, and 40,000 or more contracts for Tier 4. Based on the tier
achieved, Firm Proprietary/Broker-Dealer and Professional Customer
orders in Penny Symbols \6\ are entitled to a maker rebate of $0.25 per
contract for Tier 1, $0.30 per contract for Tier 2, $0.35 per contract
for Tier 3, and $0.40 per contract for Tier 4. In Non-Penny Symbols,\7\
this maker rebate is $0.35 per contract for Tier 1, $0.45 per contract
for Tier 2, $0.55 per contract for Tier 3, and $0.65 per contract for
Tier 4. In order to attract additional order flow, Exchange proposes to
eliminate the current tiers, and replace them with a new Performance
Routing Program (``PRP'') that the Exchange believes will be more
attractive to members.
---------------------------------------------------------------------------
\3\ A ``Firm Proprietary'' order is an order submitted by a
member for its own proprietary account.
\4\ A ``Broker-Dealer'' order is an order submitted by a member
for a broker-dealer account that is not its own proprietary account.
\5\ A ``Professional Customer'' is a person or entity that is
not a broker/dealer and is not a Priority Customer.
\6\ ``Penny Symbols'' are options overlying all symbols listed
on ISE Gemini that are in the Penny Pilot Program.
\7\ ``Non-Penny Symbols'' are options overlying all symbols
excluding Penny Symbols.
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The proposed rebates under the PRP will be based on each member's
maker ADV in Non-ISE Gemini Market Maker,\8\ Firm Proprietary/Broker-
Dealer and Professional Customer orders that improve the national best
bid or offer (``NBBO'') in a series at the time of order entry (``PRP
eligible contracts''). As proposed, members that execute an ADV of
9,999 PRP eligible contracts or fewer will be entitled to a maker
rebate of $0.25 per contract in both Penny Symbols and Non-Penny
Symbols for their Non-ISE Gemini Market Maker, Firm Proprietary/Broker-
Dealer and Professional Customer orders. Members that execute an ADV of
10,000 or more PRP eligible contracts will be entitled to a maker
rebate of $0.47 per contract in Penny Symbols and $0.71 per contract in
Non-Penny Symbols for the above market participant types if the order
improves the NBBO in the series at the time it is entered.\9\ As an
additional incentive, members that qualify for the higher tier of PRP
rebates by executing an ADV of 10,000 or more PRP eligible contracts
will also be entitled to a maker rebate of $0.40 per contract in Penny
Symbols and $0.65 per contract in Non-Penny Symbols for their Non-ISE
Gemini Market Maker, Firm Proprietary/Broker-Dealer, and Professional
Customer orders that do not improve the NBBO at the time of order
entry.
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\8\ A ``Non-ISE Gemini Market Maker'' is a market maker as
defined in Section 3(a)(38) of the Securities Exchange Act of 1934,
as amended, registered in the same options class on another options
exchange. Non-ISE Gemini Market Makers currently earn a flat maker
rebate of $0.25 per contract for all tiers in Penny and Non-Penny
Symbols. The PRP introduces tiered maker rebates for Non-ISE Gemini
Market Makers for the first time.
\9\ As is the case today, all eligible volume from affiliated
members will be aggregated in determining applicable tiers, provided
there is at least 75% common ownership between the members as
reflected on each member's Form BD, Schedule A. Members that achieve
the higher tier threshold will be eligible for the enhanced rebates
for all eligible orders executed during the month.
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the provisions of Section 6 of the Act,\10\ in general, and
Section 6(b)(4) of the Act,\11\ in particular, in that 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.
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\10\ 15 U.S.C. 78f.
\11\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that it is reasonable and equitable to
eliminate the current standalone tiers for Firm Proprietary/Broker-
Dealer and Professional Customer orders as this rebate program being
replaced with a new rebate program that is designed to be more
attractive to members. The PRP is similar to a program offered on the
BATS Options Exchange (``BATS''),\12\ and will benefit the members that
qualify for enhanced rebates as well as other members that can trade in
a tighter and more liquid market. With the proposed changes, Non-ISE
Gemini Market Maker, Firm Proprietary/Broker-Dealer, and Professional
Customer orders in the lowest tier will be entitled to a maker rebate
in Penny and Non-Penny Symbols that is the same as the rebate currently
provided as a ``Tier 1'' rebate for Firm Proprietary/Broker-Dealer and
Professional Customer orders in Penny Symbols as well as the flat
rebate provided to Non-ISE Gemini Market Maker orders in both Penny and
Non-Penny Symbols. Members that execute a larger volume of PRP eligible
contracts will receive higher rebates that compare favorably to the
rebates provided on the Exchange today. In particular, the proposed
maker rebates for non-NBBO setting orders in Penny and Non-Penny
Symbols executed by members that meet the volume requirements for the
higher PRP tier are equivalent to the rebates provided today based on
the highest volume tier of Firm Proprietary/Broker-Dealer and
Professional Customer orders, and significantly higher than the current
flat maker rebate for Non-ISE Gemini Market Maker orders.\13\ For
orders executed by these members that improve the NBBO, the proposed
maker rebate is higher than anything offered on the Exchange today for
these market participants. The Exchange believes that introducing a PRP
rebate program will encourage members to enter orders that improve the
NBBO, which will create more trading opportunities at better prices for
all market participants that trade on the Exchange.
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\12\ See BATS Fee Schedule, NBBO Setter Tiers.
\13\ The Exchange notes that members that achieve the PRP volume
threshold will be entitled to enhanced rebates on all orders, not
just orders that improve the NBBO. The Exchange believes that it is
reasonable and equitable to provide enhanced rebates on all orders
as this creates an added incentive for members to qualify for PRP.
However, the Exchange believes that it is important to offer the
highest level of rebate specifically to those orders that improve
the NBBO.
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The Exchange further believes that the proposed fee change is not
unfairly discriminatory as it provides equal rebates to Non-ISE Gemini
Market Maker, Firm Proprietary/Broker-Dealer, and Professional Customer
orders. The Exchange notes that, with the proposed fee change, Non-ISE
Gemini Market Makers will now be entitled to tiered rebates similar to
other market participants. Priority Customer \14\ and Market Maker \15\
rebates, which have been successful in attracting that order flow to
the Exchange, will remain at current levels. The Exchange does not
believe that it is unfairly discriminatory to provide higher rebates to
Priority Customer orders. As has historically been the case, Priority
Customer orders remain entitled to more favorable fees and rebates than
other market participants in order to encourage this order flow. A
Priority Customer is by
[[Page 65832]]
definition not a broker or dealer in securities, and does not place
more than 390 orders in listed options per day on average during a
calendar month for its own beneficial account(s). This limitation does
not apply to participants whose behavior is substantially similar to
that of market professionals, including Professional Customers, who
will generally submit a higher number of orders (many of which do not
result in executions) than Priority Customers. Similarly, while Market
Maker orders may receive higher or lower rebates depending on the tier
achieved, the Exchange does not believe that this is unfairly
discriminatory as it reflects the different mix of benefits and
obligations applicable to Market Makers that trade on the Exchange.
Market Makers currently receive tiered rebates based on their volume
executed on the Exchange, without the additional requirement that those
orders improve the NBBO. As such, the Exchange believes that it is not
unfairly discriminatory to provide potentially higher rebates to other
market participants that have demonstrated a high level of commitment
to the Exchange by entering orders that improve the NBBO.
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\14\ A ``Priority Customer'' is a person or entity that is not a
broker/dealer in securities, and does not place more than 390 orders
in listed options per day on average during a calendar month for its
own beneficial account(s), as defined in Rule 100(a)(37A).
\15\ The term Market Maker refers to ``Competitive Market
Makers'' and ``Primary Market Makers'' collectively. See Rule
100(a)(25).
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B. Self-Regulatory Organization's Statement on Burden on Competition
In accordance with Section 6(b)(8) of the Act,\16\ the Exchange
does not believe that the proposed rule change will impose any burden
on intermarket or intramarket competition that is not necessary or
appropriate in furtherance of the purposes of the Act. The proposed fee
change is designed to provide more attractive rebates to ISE Gemini
members, and will compete with rebate programs offered by competitor
exchanges such as BATS. The Exchange operates in a highly competitive
market in which market participants can readily direct their order flow
to competing venues. In such an environment, the Exchange must
continually review, and consider adjusting, its fees and rebates to
remain competitive with other exchanges. For the reasons described
above, the Exchange believes that the proposed fee changes reflect this
competitive environment.
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\16\ 15 U.S.C. 78f(b)(8).
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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)(ii) of the Act,\17\ and subparagraph (f)(2) of Rule 19b-4
thereunder,\18\ because it establishes a due, fee, or other charge
imposed by ISE Gemini.
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\17\ 15 U.S.C. 78s(b)(3)(A)(ii).
\18\ 17 CFR 240.19b-4(f)(2).
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At any time within 60 days of the filing of such proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-ISEGemini-2015-21 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-ISEGemini-2015-21. 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-ISEGemini-2015-21, and
should be submitted on or before November 17, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
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\19\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2015-27224 Filed 10-26-15; 8:45 am]
BILLING CODE 8011-01-P