Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Related to Fees for Use of EDGX Exchange, Inc., 987-989 [2016-102]
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Federal Register / Vol. 81, No. 5 / Friday, January 8, 2016 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76819; File No. SR–
NYSEArca–2015–110]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Designation of a
Longer Period for Commission Action
on Proposed Rule Change To Adopt
Generic Listing Standards for Managed
Fund Shares
January 4, 2016.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
On November 6, 2015, NYSE Arca,
Inc. (‘‘Exchange’’) 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 NYSE Arca Equities Rule 8.600
and to adopt generic listing standards
for Managed Fund Shares. The proposed
rule change was published for comment
in the Federal Register on November 27,
2015.3 On November 23, 2015, the
Exchange filed Amendment No. 1 to the
proposed rule change, which replaced
and superseded the original proposal in
its entirety. The Commission has
received one comment letter on the
proposal.4
Section 19(b)(2) of the Act 5 provides
that within 45 days of the publication of
notice of the filing of a proposed rule
change, or within such longer period up
to 90 days as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding, or as to which the
self-regulatory organization consents,
the Commission shall either approve the
proposed rule change, disapprove the
proposed rule change, or institute
proceedings to determine whether the
proposed rule change should be
disapproved. The 45th day after
publication of the notice for this
proposed rule change is January 11,
2016. The Commission is extending this
45-day time period.
The Commission finds it appropriate
to designate a longer period within
which to take action on the proposed
rule change so that it has sufficient time
to consider this proposed rule change.
Accordingly, the Commission, pursuant
to section 19(b)(2) of the Act,6
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 76486
(Nov. 20, 2015), 80 FR 74169.
4 See Letter from Rob Ivanoff to the Commission
dated Nov. 22, 2015. All comments on the proposed
rule change are available on the Commission’s Web
site at: https://www.sec.gov/comments/sr-nysearca2015-110/nysearca2015110.shtml.
5 15 U.S.C. 78s(b)(2).
6 Id.
designates February 25, 2016, as the
date by which the Commission shall
either approve or disapprove, or
institute proceedings to determine
whether to disapprove, the proposed
rule change (File No. SR–NYSEArca–
2015–110).
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.7
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–104 Filed 1–7–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76816; File No. SR–EDGX–
2015–67]
Self-Regulatory Organizations; EDGX
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Related to Fees for Use
of EDGX Exchange, Inc.
January 4, 2016.
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
22, 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
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) (‘‘Fee Schedule’’) to
2 17
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6 Id.
7 17
CFR 200.30–3(a)(31).
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).
5 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer that has been admitted
1 15
PO 00000
Frm 00086
Fmt 4703
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987
adopt a new tier called the Investor
Depth Tier under footnote 1.
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
Currently, the Exchange determines
the liquidity adding rebate that it will
provide to Members using the
Exchange’s tiered pricing structure.
Under such pricing structure, a Member
will receive a rebate of anywhere
between $0.0025 and $0.0035 per share
executed, depending on the volume tier
for which such Member qualifies. The
Exchange proposes to adopt a new tier
called the Investor Depth Tier under
footnote 1 of the Fee Schedule.
Members who would qualify for the
Investor Depth Tier would receive a
rebate of $0.0033 per share where they:
(i) Add an ADV 6 of at least 0.15% of the
TCV; 7 (ii) have an ‘‘added liquidity’’ as
a percentage of ‘‘added plus removed
liquidity’’ of at least 85%; and (3) add
an ADV of at least 500,000 share as Nondisplayed 8 orders that yield fee code
HA.9 The Exchange proposes to
implement this amendment to its Fee
Schedule on January 4, 2016.10
6 As defined in the Exchange’s Fee Schedule
available at https://batstrading.com/support/fee_
schedule/edgx/.
7 Id.
8 See Exchange Rule 11.6(e)(2).
9 Fee code HA is appended to Non-displayed
orders that add liquidity on the Exchange. See the
Exchange’s Fee Schedule available at https://
batstrading.com/support/fee_schedule/edgx/.
10 The Exchange notes that the Fee Schedule’s
date was amended to January 4, 2016 in file no. SR–
EDGX–2015–62. See Securities Exchange Act
Release No. 76713 (December 21, 2015).
E:\FR\FM\08JAN1.SGM
08JAN1
asabaliauskas on DSK5VPTVN1PROD with NOTICES
988
Federal Register / Vol. 81, No. 5 / Friday, January 8, 2016 / Notices
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,11
in general, and furthers the objectives of
Section 6(b)(4),12 in particular, as it is
designed to provide for the equitable
allocation of reasonable dues, fees and
other charges among its Members and
other persons using its facilities. The
Exchange also notes that it operates in
a highly-competitive market in which
market participants can readily direct
order flow to competing venues if they
deem fee levels at a particular venue to
be excessive. The proposed rule change
reflects a competitive pricing structure
designed to incent market participants
to direct their order flow to the
Exchange. The Exchange believes that
the proposed tier is equitable and nondiscriminatory in it would apply
uniformly to all Members. The
Exchange believes the rates remain
competitive with those charged by other
venues and, therefore, reasonable and
equitably allocated to Members.
Volume-based rebates such as that
proposed herein have been widely
adopted by equities and options
exchanges and are equitable because
they are open to all Members on an
equal basis and provide additional
benefits or discounts that are reasonably
related to: (i) The value to an exchange’s
market quality; (ii) associated higher
levels of market activity, such as higher
levels of liquidity provision and/or
growth patterns; and (iii) introduction of
higher volumes of orders into the price
and volume discovery processes. The
Exchange believes that the proposed tier
is a reasonable, fair and equitable, and
not unfairly discriminatory allocation of
fees and rebates because they will
provide Members with an additional
incentive to reach certain thresholds on
the Exchange.
In particular, the Exchange believes
the addition of the Investor Depth Tier
is a reasonable means to encourage
Members to increase their liquidity on
the Exchange. The Exchange further
believes that the proposed Investor
Depth Tier represents an equitable
allocation of reasonable dues, fees, and
other charges because the thresholds
necessary to achieve the tier encourages
Members to add displayed liquidity to
the EDGX Book 13 each month, as only
the displayed liquidity in this tier is
awarded the rebate of $0.0033 per share.
This tier also recognizes the
contribution that non-displayed
11 15
U.S.C. 78f.
12 15 U.S.C. 78f(b)(4).
13 The EDGX Book is the System’s electronic file
of orders. See Exchange Rule 1.5(d).
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Jkt 238001
liquidity provides to the marketplace,
including: (i) Adding needed depth to
the EDGX market; (ii) providing price
support/depth of liquidity; and (iii)
increasing diversity of liquidity to
EDGX. The increased liquidity benefits
all investors by deepening EDGX’s
liquidity pool, offering additional
flexibility for all investors to enjoy cost
savings, supporting the quality of price
discovery, promoting market
transparency and improving investor
protection.
The Exchange also notes that the
criteria and rebate under the Investor
Depth Tier is equitable and reasonable
as compared to other tiers offered by the
Exchange. For example, under the
Investor Tier Members may receive a
rebate of $0.0032 per share where they
(i) add an ADV of at least 0.15% of the
TCV; and (ii) have an ‘‘added liquidity’’
as a percentage of ‘‘added plus removed
liquidity’’ of at least 85%. These
thresholds mirror the first two
thresholds required to meet the
proposed Investor Depth Tier. However,
in order to achieve the higher rebate of
$0.0033 per share provided by the
proposed Investor Depth Tier, Members
must also add an ADV of at least
500,000 share as Non-displayed orders
that yield fee code HA.14 Therefore, the
Exchange believes the proposed Investor
Depth Tier is consistent with Section
6(b)(4) 15 of the Act as the more stringent
criteria correlates with the tier’s higher
rebate.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe its
proposed amendment to its Fee
Schedule would impose any burden on
competition that is not necessary or
appropriate in furtherance of the
purposes of the Act. The Exchange does
not believe that the proposed change
represents a significant departure from
previous pricing offered by the
Exchange or pricing offered by the
Exchange’s competitors. Additionally,
Members may opt to disfavor the
Exchange’s pricing if they believe that
alternatives offer them better value.
Accordingly, the Exchange does not
believe that the proposed change will
impair the ability of Members or
competing venues to maintain their
competitive standing in the financial
markets.
The Exchange does not believe that
the proposed new tier would burden
14 The
Exchange notes that Market Depth Tiers 1
and 2 under footnote 1 also require that Members
add an ADV of certain number of shares as Nondisplayed orders that yield fee code HA, in addition
other added ADV requirements.
15 15 U.S.C. 78f(b)(4).
PO 00000
Frm 00087
Fmt 4703
Sfmt 4703
competition, but instead, enhances
competition, as it is intended to increase
the competitiveness of and draw
additional volume to the Exchange. As
stated above, the Exchange notes that it
operates in a highly competitive market
in which market participants can
readily direct order flow to competing
venues if they deem fee structures to be
unreasonable or excessive. The
proposed change is generally intended
to enhance the rebates for liquidity
added to the Exchange, which is
intended to draw additional liquidity to
the Exchange. The Exchange does not
believe the proposed tier would burden
intramarket competition as it would
apply to all Members uniformly.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
Members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 16 and paragraph (f) of Rule
19b–4 thereunder.17 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 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 No. SR–
EDGX–2015–67 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
16 15
17 17
E:\FR\FM\08JAN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
08JAN1
Federal Register / Vol. 81, No. 5 / Friday, January 8, 2016 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–102 Filed 1–7–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
asabaliauskas on DSK5VPTVN1PROD with NOTICES
[Release No. 34–76820; File No. SR–BATS–
2015–100]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Designation
of a Longer Period for Commission
Action on Proposed Rule Change To
Amend BATS Rule 14.11(i) To Adopt
Generic Listing Standards for Managed
Fund Shares
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 BATS Rule 14.11(i)
and to adopt generic listing standards
for Managed Fund Shares. The proposed
rule change was published for comment
in the Federal Register on November 25,
2015.3 The Commission has not
received any comments on the proposal.
Section 19(b)(2) of the Act 4 provides
that within 45 days of the publication of
notice of the filing of a proposed rule
change, or within such longer period up
to 90 days as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding, or as to which the
self-regulatory organization consents,
the Commission shall either approve the
proposed rule change, disapprove the
proposed rule change, or institute
proceedings to determine whether the
proposed rule change should be
disapproved. The 45th day after
publication of the notice for this
proposed rule change is January 9, 2016.
The Commission is extending this 45day time period.
The Commission finds it appropriate
to designate a longer period within
which to take action on the proposed
rule change so that it has sufficient time
to consider this proposed rule change.
Accordingly, the Commission, pursuant
to section 19(b)(2) of the Act,5
designates February 23, 2016, as the
date by which the Commission shall
either approve or disapprove, or
institute proceedings to determine
whether to disapprove, the proposed
rule change (File No. SR–BATS–2015–
100)
SOCIAL SECURITY ADMINISTRATION
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.6
Robert W. Errett,
Deputy Secretary.
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File No.
SR–EDGX–2015–67. 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 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 No. SR–EDGX–
2015–67 and should be submitted on or
before January 29, 2016.
A. General
[FR Doc. 2016–105 Filed 1–7–16; 8:45 am]
BILLING CODE 8011–01–P
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 76478
(Nov. 19, 2015), 80 FR 73841.
4 15 U.S.C. 78s(b)(2).
5 Id.
6 17 CFR 200.30–3(a)(31).
2 17
January 4, 2016.
On November 18, 2015, BATS
Exchange, Inc. (‘‘Exchange’’) filed with
18 17
CFR 200.30–3(a)(12).
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[Docket No. SSA 2015–0042]
Privacy Act of 1974, as Amended;
Computer Matching Program (SSA/
Railroad Retirement Board (RRB))—
Match Number 1006
AGENCY:
Social Security Administration
(SSA)
Notice of a renewal of an
existing computer matching program
that will expire on March 1, 2016.
ACTION:
In accordance with the
provisions of the Privacy Act, as
amended, this notice announces a
renewal of an existing computer
matching program that we are currently
conducting with RRB.
DATES: We will file a report of the
subject matching program with the
Committee on Homeland Security and
Governmental Affairs of the Senate; the
Committee on Oversight and
Government Reform of the House of
Representatives; and the Office of
Information and Regulatory Affairs,
Office of Management and Budget
(OMB). The matching program will be
effective as indicated below.
ADDRESSES: Interested parties may
comment on this notice by either
telefaxing to (410) 966–0869 or writing
to the Acting Executive Director, Office
of Privacy and Disclosure, Office of the
General Counsel, Social Security
Administration, 617 Altmeyer Building,
6401 Security Boulevard, Baltimore, MD
21235–6401. All comments received
will be available for public inspection at
this address.
FOR FURTHER INFORMATION CONTACT: The
Acting Executive Director, Office of
Privacy and Disclosure, Office of the
General Counsel, as shown above.
SUPPLEMENTARY INFORMATION:
SUMMARY:
The Computer Matching and Privacy
Protection Act of 1988 (Public Law
(Pub. L.) 100–503), amended the Privacy
Act (5 U.S.C. 552a) by describing the
conditions under which computer
matching involving the Federal
government could be performed and
adding certain protections for persons
applying for, and receiving, Federal
benefits. Section 7201 of the Omnibus
Budget Reconciliation Act of 1990 (Pub.
L. 101–508) further amended the
Privacy Act regarding protections for
such persons.
The Privacy Act, as amended,
regulates the use of computer matching
by Federal agencies when records in a
system of records are matched with
other Federal, State, or local government
E:\FR\FM\08JAN1.SGM
08JAN1
Agencies
[Federal Register Volume 81, Number 5 (Friday, January 8, 2016)]
[Notices]
[Pages 987-989]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-102]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76816; File No. SR-EDGX-2015-67]
Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Related to
Fees for Use of EDGX Exchange, Inc.
January 4, 2016.
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 22, 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) (``Fee Schedule'') to adopt a new tier called the
Investor Depth Tier under footnote 1.
---------------------------------------------------------------------------
\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
Currently, the Exchange determines the liquidity adding rebate that
it will provide to Members using the Exchange's tiered pricing
structure. Under such pricing structure, a Member will receive a rebate
of anywhere between $0.0025 and $0.0035 per share executed, depending
on the volume tier for which such Member qualifies. The Exchange
proposes to adopt a new tier called the Investor Depth Tier under
footnote 1 of the Fee Schedule. Members who would qualify for the
Investor Depth Tier would receive a rebate of $0.0033 per share where
they: (i) Add an ADV \6\ of at least 0.15% of the TCV; \7\ (ii) have an
``added liquidity'' as a percentage of ``added plus removed liquidity''
of at least 85%; and (3) add an ADV of at least 500,000 share as Non-
displayed \8\ orders that yield fee code HA.\9\ The Exchange proposes
to implement this amendment to its Fee Schedule on January 4, 2016.\10\
---------------------------------------------------------------------------
\6\ As defined in the Exchange's Fee Schedule available at
https://batstrading.com/support/fee_schedule/edgx/.
\7\ Id.
\8\ See Exchange Rule 11.6(e)(2).
\9\ Fee code HA is appended to Non-displayed orders that add
liquidity on the Exchange. See the Exchange's Fee Schedule available
at https://batstrading.com/support/fee_schedule/edgx/.
\10\ The Exchange notes that the Fee Schedule's date was amended
to January 4, 2016 in file no. SR-EDGX-2015-62. See Securities
Exchange Act Release No. 76713 (December 21, 2015).
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[[Page 988]]
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of Section 6 of the Act,\11\ in general, and
furthers the objectives of Section 6(b)(4),\12\ in particular, as it is
designed to provide for the equitable allocation of reasonable dues,
fees and other charges among its Members and other persons using its
facilities. The Exchange also notes that it operates in a highly-
competitive market in which market participants can readily direct
order flow to competing venues if they deem fee levels at a particular
venue to be excessive. The proposed rule change reflects a competitive
pricing structure designed to incent market participants to direct
their order flow to the Exchange. The Exchange believes that the
proposed tier is equitable and non-discriminatory in it would apply
uniformly to all Members. The Exchange believes the rates remain
competitive with those charged by other venues and, therefore,
reasonable and equitably allocated to Members.
---------------------------------------------------------------------------
\11\ 15 U.S.C. 78f.
\12\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
Volume-based rebates such as that proposed herein have been widely
adopted by equities and options exchanges and are equitable because
they are open to all Members on an equal basis and provide additional
benefits or discounts that are reasonably related to: (i) The value to
an exchange's market quality; (ii) associated higher levels of market
activity, such as higher levels of liquidity provision and/or growth
patterns; and (iii) introduction of higher volumes of orders into the
price and volume discovery processes. The Exchange believes that the
proposed tier is a reasonable, fair and equitable, and not unfairly
discriminatory allocation of fees and rebates because they will provide
Members with an additional incentive to reach certain thresholds on the
Exchange.
In particular, the Exchange believes the addition of the Investor
Depth Tier is a reasonable means to encourage Members to increase their
liquidity on the Exchange. The Exchange further believes that the
proposed Investor Depth Tier represents an equitable allocation of
reasonable dues, fees, and other charges because the thresholds
necessary to achieve the tier encourages Members to add displayed
liquidity to the EDGX Book \13\ each month, as only the displayed
liquidity in this tier is awarded the rebate of $0.0033 per share. This
tier also recognizes the contribution that non-displayed liquidity
provides to the marketplace, including: (i) Adding needed depth to the
EDGX market; (ii) providing price support/depth of liquidity; and (iii)
increasing diversity of liquidity to EDGX. The increased liquidity
benefits all investors by deepening EDGX's liquidity pool, offering
additional flexibility for all investors to enjoy cost savings,
supporting the quality of price discovery, promoting market
transparency and improving investor protection.
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\13\ The EDGX Book is the System's electronic file of orders.
See Exchange Rule 1.5(d).
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The Exchange also notes that the criteria and rebate under the
Investor Depth Tier is equitable and reasonable as compared to other
tiers offered by the Exchange. For example, under the Investor Tier
Members may receive a rebate of $0.0032 per share where they (i) add an
ADV of at least 0.15% of the TCV; and (ii) have an ``added liquidity''
as a percentage of ``added plus removed liquidity'' of at least 85%.
These thresholds mirror the first two thresholds required to meet the
proposed Investor Depth Tier. However, in order to achieve the higher
rebate of $0.0033 per share provided by the proposed Investor Depth
Tier, Members must also add an ADV of at least 500,000 share as Non-
displayed orders that yield fee code HA.\14\ Therefore, the Exchange
believes the proposed Investor Depth Tier is consistent with Section
6(b)(4) \15\ of the Act as the more stringent criteria correlates with
the tier's higher rebate.
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\14\ The Exchange notes that Market Depth Tiers 1 and 2 under
footnote 1 also require that Members add an ADV of certain number of
shares as Non-displayed orders that yield fee code HA, in addition
other added ADV requirements.
\15\ 15 U.S.C. 78f(b)(4).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe its proposed amendment to its Fee
Schedule would impose any burden on competition that is not necessary
or appropriate in furtherance of the purposes of the Act. The Exchange
does not believe that the proposed change represents a significant
departure from previous pricing offered by the Exchange or pricing
offered by the Exchange's competitors. Additionally, Members may opt to
disfavor the Exchange's pricing if they believe that alternatives offer
them better value. Accordingly, the Exchange does not believe that the
proposed change will impair the ability of Members or competing venues
to maintain their competitive standing in the financial markets.
The Exchange does not believe that the proposed new tier would
burden competition, but instead, enhances competition, as it is
intended to increase the competitiveness of and draw additional volume
to the Exchange. As stated above, the Exchange notes that it operates
in a highly competitive market in which market participants can readily
direct order flow to competing venues if they deem fee structures to be
unreasonable or excessive. The proposed change is generally intended to
enhance the rebates for liquidity added to the Exchange, which is
intended to draw additional liquidity to the Exchange. The Exchange
does not believe the proposed tier would burden intramarket competition
as it would apply to all Members uniformly.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from Members or other interested
parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \16\ and paragraph (f) of Rule 19b-4
thereunder.\17\ 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.
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\16\ 15 U.S.C. 78s(b)(3)(A).
\17\ 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 No. SR-EDGX-2015-67 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange
[[Page 989]]
Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File No. SR-EDGX-2015-67. 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 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 No. SR-EDGX-2015-67 and should be
submitted on or before January 29, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
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\18\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-102 Filed 1-7-16; 8:45 am]
BILLING CODE 8011-01-P