Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Related to Fees for EDGX Options, 80832-80834 [2015-32536]
Download as PDF
80832
Federal Register / Vol. 80, No. 248 / Monday, December 28, 2015 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Brent J. Fields,
Secretary.
[FR Doc. 2015–32525 Filed 12–24–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76708; File No. SR–EDGX–
2015–63]
Self-Regulatory Organizations; EDGX
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Related to Fees for EDGX
Options
December 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 December
10, 2015, EDGX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which Items have been prepared
by the Exchange. The Exchange has
designated the proposed rule change as
one establishing or changing a member
due, fee, or other charge imposed by the
Exchange under Section 19(b)(3)(A)(ii)
of the Act 3 and Rule 19b–4(f)(2)
thereunder,4 which renders the
proposed rule change effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
mstockstill on DSK4VPTVN1PROD with NOTICES
The Exchange filed a proposal to
amend the fee schedule applicable to
Members 5 and non-members of the
Exchange pursuant to EDGX Rules
15.1(a) and (c).
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 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
5 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer that has been admitted
to membership in the Exchange.’’ See Exchange
Rule 1.5(n).
2 17
VerDate Sep<11>2014
13:31 Dec 24, 2015
Jkt 238001
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 modify the
‘‘Options Pricing’’ section of its fee
schedule effective immediately, to
modify pricing for orders routed away
from the Exchange and executed at
various away options exchanges. The
Exchange currently charges the
following rates for orders routed to
certain other options exchanges: (i) NonCustomer 6 orders in non-Penny Pilot
Securities.7 routed to NYSE Arca, Inc.
(‘‘Arca’’), which yield fee code AG, are
charged $0.95 per contract; (ii)
Intermarket Sweep Orders (‘‘ISOs’’) in
non-Penny Pilot Securities that are
directed to Nasdaq Options Market LLC
(‘‘NOM’’), Arca, or ISE Gemini, LLC
(‘‘ISE Gemini’’) are charged $0.95 per
contract; (iii) ISOs directed to other
options exchanges are charged $0.65 per
contract; 8 (iv) Customer orders routed
to the International Securities Exchange,
LLC (‘‘ISE’’) in non-Penny Pilot
Securities which yield fee code ID and
are charged $0.12 per contract; (v)
Customer orders routed to the Miami
International Securities Exchange LLC
(‘‘MIAX’’) which yield fee code MC are
charged $0.12 per contract; (vi) NonCustomer orders routed to MIAX which
yield fee code MF are charged $0.65 per
contract; (vii) Customer orders routed to
the BOX Options Exchange LLC
6 ‘‘Non-Customer’’ applies to any transaction that
is not a Customer Order. ‘‘Customer’’ applies to any
transaction identified by a Member for clearing in
the Customer range at the OCC, excluding any
transaction for a Broker Dealer or a ‘‘Professional’’
as defined in Exchange Rule 16.1.
7 ‘‘Penny Pilot Securities’’ are those issues quoted
pursuant to Exchange Rule 21.5, Interpretation and
Policy .01.
8 ISOs directed to Nasdaq OMX BX LLC (‘‘Nasdaq
BX’’) in non-Penny Pilot Securities which yield fee
code D2 and ISOs directed to the C2 Options
Exchange, Inc. (‘‘C2’’) and Nasdaq OMX PHLX LLC
(‘‘Nasdaq PHLX’’) which yield fee code D3 are
charged $0.95 per contract.
PO 00000
Frm 00088
Fmt 4703
Sfmt 4703
(‘‘BOX’’) which yield fee code OC are
charged no fee; (viii) Non-Customer
orders routed to BOX which yield fee
code OF are charged $0.99 per contract;
(ix) Non-Customer orders routed to
NOM in Penny Pilot Securities which
yield fee code QF are charged $0.65 per
contract; (x) Non-Customer orders
routed to NOM in non-Penny Pilot
Securities which yield fee code QG are
charged $0.95 per contract; and (xi)
Customer orders routed to NYSE MKT
LLC (‘‘NYSE MKT’’ f/k/a AMEX) which
yield fee code XC are charged $0.12 per
contract.
In an effort to continue to offer
routing services to its Members at prices
that approximate the cost to the
Exchange, the Exchange is proposing to
amend those rates as follows: (i) the fee
for Customer orders routed to ISE in
non-Penny Pilot Securities and any
Customer orders routed to MIAX, BOX
or NYSE MKT (fee codes ID, MC, OC
and XC, respectively) would be
increased to $0.15 per contract; (ii) the
fee for Non-Customer Orders in nonPenny Pilot Securities routed to Arca
would be increased to $1.15 per contract
(fee code AG); (iii) the fee for ISOs
directed to NOM, Arca, or ISE Gemini
would be increased to $1.25 per contract
for Non-Penny Pilot Securities (fee code
D1); (iv) the fee for ISOs directed to
other options exchanges would be
increased to $0.75 per contract (fee code
D4); 9 (v) the fee for Non-Customer
orders routed to MIAX would be
increased to $0.85 per contract (fee code
MF); (vi) the fee for Non-Customer
orders routed to BOX would be
increased to $1.20 (fee code OF); (vii)
the fee for Non-Customer orders routed
to NOM in Penny Pilot Securities would
be increased to $0.70 (fee code QF); and
(viii) the fee for Non-Customer orders
routed to NOM in non-Penny Pilot
Securities would be increased to $1.25
(fee code QG).
As noted previously and as set forth
above, the Exchange’s current approach
to routing fees is to set forth in a simple
manner certain sub-categories of fees
that approximate the cost of routing to
other options exchanges based on the
cost of transaction fees assessed by each
venue as well as costs to the Exchange
for routing (i.e., clearing fees,
connectivity and other infrastructure
costs, membership fees, etc.)
(collectively, ‘‘Routing Costs’’). The
Exchange then monitors the fees
charged as compared to the costs of its
routing services and adjusts its routing
9 The Exchange does not propose to amend the
fees charged for ISOs directed to Nasdaq BX in nonPenny Pilot Securities which yield fee code D2 and
ISOs directed to the C2 and Nasdaq PHLX which
yield fee code D3.
E:\FR\FM\28DEN1.SGM
28DEN1
Federal Register / Vol. 80, No. 248 / Monday, December 28, 2015 / Notices
fees and/or sub-categories to ensure that
the Exchange’s fees do indeed result in
a rough approximation of overall
Routing Costs, and are not significantly
higher or lower in any area. In
performing this analysis, the Exchange
has concluded that certain orders that it
was routing to other options exchanges
were costing more than it was charging,
and in one case, were costing
significantly less than it was charging.
As a result, and in order to avoid
subsidizing routing to away options
exchanges and to continue providing
quality routing services, the Exchange
proposes relatively modest increases
and adjustments to the charges assessed
for the orders described above.
mstockstill on DSK4VPTVN1PROD with NOTICES
Implementation Date
The Exchange proposes to implement
these amendments to its fee schedule
immediately.10
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder that
are applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6 of the Act.11
Specifically, the Exchange believes that
the proposed rule change is consistent
with Section 6(b)(4) of the Act,12 in that
it provides for the equitable allocation
of reasonable dues, fees and other
charges among members and other
persons using any facility or system
which the Exchange operates or
controls. The Exchange notes that it
operates in a highly competitive market
in which market participants can
readily direct order flow to competing
venues or providers of routing services
if they deem fee levels to be excessive.
As explained above, the Exchange
generally attempts to approximate the
cost of routing to other options
exchanges, including other applicable
costs to the Exchange for routing. The
Exchange believes that a pricing model
based on approximate Routing Costs is
a reasonable, fair and equitable
approach to pricing. Specifically, the
Exchange believes that its proposal to
modify fees is fair, equitable and
reasonable because the fees are
generally an approximation of the cost
to the Exchange for routing orders to
such exchanges. Absent the proposed
changes, the Exchange has concluded
that certain orders that it was routing to
10 The Exchange initially filed the proposed fee
change on December 1, 2015 (SR–EDGX–2015–57).
On December 10, 2015, the Exchange withdrew that
filing and submitted filing SR–BATS–2015–63 [sic].
11 15 U.S.C. 78f.
12 15 U.S.C. 78f(b)(4).
VerDate Sep<11>2014
13:31 Dec 24, 2015
Jkt 238001
other options exchanges would cost
more than its current fees. Accordingly,
the Exchange believes that the proposed
increases are fair, equitable and
reasonable because they will help the
Exchange to avoid subsidizing routing
to away options exchanges and to
continue providing quality routing
services. The Exchange believes that its
fee structure for orders routed to various
venues is a fair and equitable approach
to pricing, as it provides certainty with
respect to execution fees at away
options exchanges. Under its
straightforward fee structure, taking all
costs to the Exchange into account, the
Exchange may operate at a slight gain or
slight loss for orders routed to and
executed at away options exchanges. As
a general matter, the Exchange believes
that the proposed fees will allow it to
recoup and cover its costs of providing
routing services to such exchanges. The
Exchange notes that routing through the
Exchange is voluntary. The Exchange
also believes that the proposed fee
structure for orders routed to and
executed at these away options
exchanges is fair and equitable and not
unreasonably discriminatory in that it
applies equally to all Members.
The Exchange reiterates 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 to be
excessive or providers of routing
services if they deem fee levels to be
excessive. Finally, the Exchange notes
that it constantly evaluates its routing
fees, including profit and loss
attributable to routing, as applicable, in
connection with the operation of a flat
fee routing service, and would consider
future adjustments to the proposed
pricing structure to the extent it was
recouping a significant profit or loss
from routing to away options exchanges.
(B) Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. As it relates
to the proposed changes to routing fees,
the proposed changes will assist the
Exchange in recouping costs for routing
orders to other options exchanges on
behalf of its participants in a manner
that is a better approximation of actual
costs than is currently in place and that
reflects pricing changes by various
options exchanges as well as increases
to other Routing Costs incurred by the
Exchange. The Exchange also notes that
Members may choose to mark their
PO 00000
Frm 00089
Fmt 4703
Sfmt 4703
80833
orders as ineligible for routing to avoid
incurring routing fees.13
(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 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 14 and paragraph (f) of Rule
19b–4 thereunder.15 At any time within
60 days of the filing of the proposed rule
change, the Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposal 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 rulecomments@sec.gov. Please include File
No. SR–EDGX–2015–63 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–EDGX–2015–63. 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
13 See Exchange Rule 21.1(d)(8) (describing ‘‘Post
Only Orders’’) and Exchange Rule 21.9(a)(1)
(describing the routing process, which requires
orders to be designated as available for routing).
14 15 U.S.C. 78s(b)(3)(A).
15 17 CFR 240.19b–4(f).
E:\FR\FM\28DEN1.SGM
28DEN1
80834
Federal Register / Vol. 80, No. 248 / Monday, December 28, 2015 / Notices
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 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–EDGX–
2015–63 and should be submitted on or
before January 19,2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Brent J. Fields,
Secretary.
[FR Doc. 2015–32536 Filed 12–24–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Investment Company Act Release No.
31945; 812–14461]
Recon Capital Series Trust, et al.;
Notice of Application
December 21, 2015.
Securities and Exchange
Commission (‘‘Commission’’).
ACTION: Notice of an application for an
order under section 6(c) of the
Investment Company Act of 1940 (the
‘‘Act’’) for an exemption from sections
2(a)(32), 5(a)(1), 22(d), and 22(e) of the
Act and rule 22c–1 under the Act, under
sections 6(c) and 17(b) of the Act for an
exemption from sections 17(a)(1) and
17(a)(2) of the Act, and under section
12(d)(1)(J) for an exemption from
sections 12(d)(1)(A) and 12(d)(1)(B) of
the Act.
mstockstill on DSK4VPTVN1PROD with NOTICES
AGENCY:
Summary of Application:
Applicants request an order that would
permit (a) Series of certain open-end
management investment companies to
issue shares (‘‘Shares’’) redeemable in
SUMMARY:
16 17
CFR 200.30–3(a)(12).
VerDate Sep<11>2014
13:31 Dec 24, 2015
Jkt 238001
large aggregations only (‘‘Creation
Units’’); (b) secondary market
transactions in Shares to occur at
negotiated market prices rather than at
net asset value (‘‘NAV’’); (c) certain
series to pay redemption proceeds,
under certain circumstances, more than
seven days after the tender of Shares for
redemption; (d) certain affiliated
persons of the series to deposit
securities into, and receive securities
from, the series in connection with the
purchase and redemption of Creation
Units; (e) certain registered management
investment companies and unit
investment trusts outside of the same
group of investment companies as the
series to acquire Shares; and (f) certain
series to perform creations and
redemptions of Creation Units in-kind
in a master-feeder structure. The order
would supersede a prior order.1
Applicants: Recon Capital Series
Trust (the ‘‘Trust’’), Recon Capital
Advisors, LLC (the ‘‘Current Adviser’’),
Recon Capital Partners, LLC, and
Foreside Fund Services, LLC (the
‘‘Current Distributor’’).
DATES: Filing Dates: The application was
filed on May 15, 2015, and amended on
October 13, 2015.
Hearing or Notification of Hearing: An
order granting the requested relief will
be issued unless the Commission orders
a hearing. Interested persons may
request a hearing by writing to the
Commission’s Secretary and serving
applicants with a copy of the request,
personally or by mail. Hearing requests
should be received by the Commission
by 5:30 p.m. on January 15, 2016, and
should be accompanied by proof of
service on applicants, in the form of an
affidavit, or for lawyers, a certificate of
service. Pursuant to rule 0–5 under the
Act, hearing requests should state the
nature of the writer’s interest, any facts
bearing upon the desirability of a
hearing on the matter, the reason for the
request, and the issues contested.
Persons who wish to be notified of a
hearing may request notification by
writing to the Commission’s Secretary.
ADDRESSES: Secretary, Securities and
Exchange Commission, 100 F Street NE.,
Washington, DC 20549–1090;
Applicants: the Trust, the Current
Adviser, and Recon Capital Advisors,
LLC, 145 Mason Street, 2nd Floor,
Greenwich, CT 08830; and the Current
Distributor, Three Canal Plaza, Suite
100, Portland, ME 04101.
1 Certain of the applicants previously received an
order of exemption from the Commission with
respect to the offering of indexed based funds. See
Sage Quant Management LLC, et al., Investment
Company Act Release Nos. 30439 (Mar. 28, 2013)
(notice) and 30476 (Apr. 23, 2013) (order) (the
‘‘Existing Funds Order’’).
PO 00000
Frm 00090
Fmt 4703
Sfmt 4703
FOR FURTHER INFORMATION CONTACT:
Christine Y. Greenlees, Senior Counsel,
at (202) 551–6879, or David P. Bartels,
Branch Chief, at (202) 551–6821
(Division of Investment Management,
Chief Counsel’s Office).
SUPPLEMENTARY INFORMATION: The
following is a summary of the
application. The complete application
may be obtained via the Commission’s
Web site by searching for the file
number, or for an applicant using the
Company name box, at https://
www.sec.gov/search/search.htm or by
calling (202) 551–8090.
Applicants’ Representations
1. The Trust is a Delaware statutory
trust that has registered under the Act
as an open-end management investment
company with multiple series. The
Trust currently offers a number of
exchange traded funds, each of which
has a distinct investment objective,
tracks a particular index and utilizes
either a replication or representative
sampling strategy (the ‘‘Current
Funds’’). Each Fund (as defined below)
will operate as an exchange traded fund
(‘‘ETF’’).
2. The Current Adviser is the
investment adviser to the Current Funds
and an Adviser (as defined below) will
be the investment adviser to the Funds.
The Current Adviser is, and any other
Adviser will be, registered as an
investment adviser under the
Investment Advisers Act of 1940
(‘‘Advisers Act’’). The Current Adviser
is a wholly owned subsidiary of Recon
Capital Partners, LLC, which is also
registered as an investment adviser
under the Advisers Act. The Adviser
may enter into sub-advisory agreements
with one or more investment advisers to
act as sub-advisers (each, a ‘‘SubAdviser’’) to particular Funds, or their
respective Master Fund (as defined
below). Any Sub-Adviser will either be
registered under the Advisers Act or
will not be required to register
thereunder.
3. The Current Distributor serves as
the principal underwriter and
distributor for the Current Funds.
Applicants request that the order also
apply to any future distributor of Shares
(‘‘Future Distributor’’ and, together with
the Current Distributor, the
‘‘Distributor’’), provided that any such
Future Distributor complies with the
terms and conditions of the application.
The Distributor may be an affiliated
person or an affiliated person of an
affiliated person of that Fund’s Adviser
and/or Sub-Advisers.
4. Applicants request that the order
apply to the Current Funds and any
additional series of the Trust and any
E:\FR\FM\28DEN1.SGM
28DEN1
Agencies
[Federal Register Volume 80, Number 248 (Monday, December 28, 2015)]
[Notices]
[Pages 80832-80834]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-32536]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76708; File No. SR-EDGX-2015-63]
Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Related to
Fees for EDGX Options
December 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 December 10, 2015, EDGX Exchange, Inc. (the ``Exchange'' or
``EDGX'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II
and III below, which Items have been prepared by the Exchange. The
Exchange has designated the proposed rule change as one establishing or
changing a member due, fee, or other charge imposed by the Exchange
under Section 19(b)(3)(A)(ii) of the Act \3\ and Rule 19b-4(f)(2)
thereunder,\4\ which renders the proposed rule change effective upon
filing with the Commission. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A)(ii).
\4\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange filed a proposal to amend the fee schedule applicable
to Members \5\ and non-members of the Exchange pursuant to EDGX Rules
15.1(a) and (c).
---------------------------------------------------------------------------
\5\ The term ``Member'' is defined as ``any registered broker or
dealer that has been admitted to membership in the Exchange.'' 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 modify the ``Options Pricing'' section of
its fee schedule effective immediately, to modify pricing for orders
routed away from the Exchange and executed at various away options
exchanges. The Exchange currently charges the following rates for
orders routed to certain other options exchanges: (i) Non-Customer \6\
orders in non-Penny Pilot Securities.\7\ routed to NYSE Arca, Inc.
(``Arca''), which yield fee code AG, are charged $0.95 per contract;
(ii) Intermarket Sweep Orders (``ISOs'') in non-Penny Pilot Securities
that are directed to Nasdaq Options Market LLC (``NOM''), Arca, or ISE
Gemini, LLC (``ISE Gemini'') are charged $0.95 per contract; (iii) ISOs
directed to other options exchanges are charged $0.65 per contract; \8\
(iv) Customer orders routed to the International Securities Exchange,
LLC (``ISE'') in non-Penny Pilot Securities which yield fee code ID and
are charged $0.12 per contract; (v) Customer orders routed to the Miami
International Securities Exchange LLC (``MIAX'') which yield fee code
MC are charged $0.12 per contract; (vi) Non-Customer orders routed to
MIAX which yield fee code MF are charged $0.65 per contract; (vii)
Customer orders routed to the BOX Options Exchange LLC (``BOX'') which
yield fee code OC are charged no fee; (viii) Non-Customer orders routed
to BOX which yield fee code OF are charged $0.99 per contract; (ix)
Non-Customer orders routed to NOM in Penny Pilot Securities which yield
fee code QF are charged $0.65 per contract; (x) Non-Customer orders
routed to NOM in non-Penny Pilot Securities which yield fee code QG are
charged $0.95 per contract; and (xi) Customer orders routed to NYSE MKT
LLC (``NYSE MKT'' f/k/a AMEX) which yield fee code XC are charged $0.12
per contract.
---------------------------------------------------------------------------
\6\ ``Non-Customer'' applies to any transaction that is not a
Customer Order. ``Customer'' applies to any transaction identified
by a Member for clearing in the Customer range at the OCC, excluding
any transaction for a Broker Dealer or a ``Professional'' as defined
in Exchange Rule 16.1.
\7\ ``Penny Pilot Securities'' are those issues quoted pursuant
to Exchange Rule 21.5, Interpretation and Policy .01.
\8\ ISOs directed to Nasdaq OMX BX LLC (``Nasdaq BX'') in non-
Penny Pilot Securities which yield fee code D2 and ISOs directed to
the C2 Options Exchange, Inc. (``C2'') and Nasdaq OMX PHLX LLC
(``Nasdaq PHLX'') which yield fee code D3 are charged $0.95 per
contract.
---------------------------------------------------------------------------
In an effort to continue to offer routing services to its Members
at prices that approximate the cost to the Exchange, the Exchange is
proposing to amend those rates as follows: (i) the fee for Customer
orders routed to ISE in non-Penny Pilot Securities and any Customer
orders routed to MIAX, BOX or NYSE MKT (fee codes ID, MC, OC and XC,
respectively) would be increased to $0.15 per contract; (ii) the fee
for Non-Customer Orders in non-Penny Pilot Securities routed to Arca
would be increased to $1.15 per contract (fee code AG); (iii) the fee
for ISOs directed to NOM, Arca, or ISE Gemini would be increased to
$1.25 per contract for Non-Penny Pilot Securities (fee code D1); (iv)
the fee for ISOs directed to other options exchanges would be increased
to $0.75 per contract (fee code D4); \9\ (v) the fee for Non-Customer
orders routed to MIAX would be increased to $0.85 per contract (fee
code MF); (vi) the fee for Non-Customer orders routed to BOX would be
increased to $1.20 (fee code OF); (vii) the fee for Non-Customer orders
routed to NOM in Penny Pilot Securities would be increased to $0.70
(fee code QF); and (viii) the fee for Non-Customer orders routed to NOM
in non-Penny Pilot Securities would be increased to $1.25 (fee code
QG).
---------------------------------------------------------------------------
\9\ The Exchange does not propose to amend the fees charged for
ISOs directed to Nasdaq BX in non-Penny Pilot Securities which yield
fee code D2 and ISOs directed to the C2 and Nasdaq PHLX which yield
fee code D3.
---------------------------------------------------------------------------
As noted previously and as set forth above, the Exchange's current
approach to routing fees is to set forth in a simple manner certain
sub-categories of fees that approximate the cost of routing to other
options exchanges based on the cost of transaction fees assessed by
each venue as well as costs to the Exchange for routing (i.e., clearing
fees, connectivity and other infrastructure costs, membership fees,
etc.) (collectively, ``Routing Costs''). The Exchange then monitors the
fees charged as compared to the costs of its routing services and
adjusts its routing
[[Page 80833]]
fees and/or sub-categories to ensure that the Exchange's fees do indeed
result in a rough approximation of overall Routing Costs, and are not
significantly higher or lower in any area. In performing this analysis,
the Exchange has concluded that certain orders that it was routing to
other options exchanges were costing more than it was charging, and in
one case, were costing significantly less than it was charging. As a
result, and in order to avoid subsidizing routing to away options
exchanges and to continue providing quality routing services, the
Exchange proposes relatively modest increases and adjustments to the
charges assessed for the orders described above.
Implementation Date
The Exchange proposes to implement these amendments to its fee
schedule immediately.\10\
---------------------------------------------------------------------------
\10\ The Exchange initially filed the proposed fee change on
December 1, 2015 (SR-EDGX-2015-57). On December 10, 2015, the
Exchange withdrew that filing and submitted filing SR-BATS-2015-63
[sic].
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder that are applicable to a national securities exchange, and,
in particular, with the requirements of Section 6 of the Act.\11\
Specifically, the Exchange believes that the proposed rule change is
consistent with Section 6(b)(4) of the Act,\12\ in that it provides for
the equitable allocation of reasonable dues, fees and other charges
among members and other persons using any facility or system which the
Exchange operates or controls. The Exchange notes that it operates in a
highly competitive market in which market participants can readily
direct order flow to competing venues or providers of routing services
if they deem fee levels to be excessive.
---------------------------------------------------------------------------
\11\ 15 U.S.C. 78f.
\12\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
As explained above, the Exchange generally attempts to approximate
the cost of routing to other options exchanges, including other
applicable costs to the Exchange for routing. The Exchange believes
that a pricing model based on approximate Routing Costs is a
reasonable, fair and equitable approach to pricing. Specifically, the
Exchange believes that its proposal to modify fees is fair, equitable
and reasonable because the fees are generally an approximation of the
cost to the Exchange for routing orders to such exchanges. Absent the
proposed changes, the Exchange has concluded that certain orders that
it was routing to other options exchanges would cost more than its
current fees. Accordingly, the Exchange believes that the proposed
increases are fair, equitable and reasonable because they will help the
Exchange to avoid subsidizing routing to away options exchanges and to
continue providing quality routing services. The Exchange believes that
its fee structure for orders routed to various venues is a fair and
equitable approach to pricing, as it provides certainty with respect to
execution fees at away options exchanges. Under its straightforward fee
structure, taking all costs to the Exchange into account, the Exchange
may operate at a slight gain or slight loss for orders routed to and
executed at away options exchanges. As a general matter, the Exchange
believes that the proposed fees will allow it to recoup and cover its
costs of providing routing services to such exchanges. The Exchange
notes that routing through the Exchange is voluntary. The Exchange also
believes that the proposed fee structure for orders routed to and
executed at these away options exchanges is fair and equitable and not
unreasonably discriminatory in that it applies equally to all Members.
The Exchange reiterates 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 to be excessive or providers
of routing services if they deem fee levels to be excessive. Finally,
the Exchange notes that it constantly evaluates its routing fees,
including profit and loss attributable to routing, as applicable, in
connection with the operation of a flat fee routing service, and would
consider future adjustments to the proposed pricing structure to the
extent it was recouping a significant profit or loss from routing to
away options exchanges.
(B) Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. As it relates to the proposed
changes to routing fees, the proposed changes will assist the Exchange
in recouping costs for routing orders to other options exchanges on
behalf of its participants in a manner that is a better approximation
of actual costs than is currently in place and that reflects pricing
changes by various options exchanges as well as increases to other
Routing Costs incurred by the Exchange. The Exchange also notes that
Members may choose to mark their orders as ineligible for routing to
avoid incurring routing fees.\13\
---------------------------------------------------------------------------
\13\ See Exchange Rule 21.1(d)(8) (describing ``Post Only
Orders'') and Exchange Rule 21.9(a)(1) (describing the routing
process, which requires orders to be designated as available for
routing).
---------------------------------------------------------------------------
(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 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 \14\ and paragraph (f) of Rule 19b-4
thereunder.\15\ 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.
---------------------------------------------------------------------------
\14\ 15 U.S.C. 78s(b)(3)(A).
\15\ 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 proposal 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 No. SR-EDGX-2015-63 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-EDGX-2015-63. 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
[[Page 80834]]
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 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-EDGX-2015-63 and should be
submitted on or before January 19, 2016.
---------------------------------------------------------------------------
\16\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
Brent J. Fields,
Secretary.
[FR Doc. 2015-32536 Filed 12-24-15; 8:45 am]
BILLING CODE 8011-01-P