Self-Regulatory Organizations; ISE Mercury, LLC; Notice of Filing of Proposed Rule Change Relating to Preferenced Volume, 26277-26279 [2016-10155]
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Federal Register / Vol. 81, No. 84 / Monday, May 2, 2016 / Notices
whether a rule filing must be filed by
the Exchange pursuant to Section
19(b)(1) of the Act. Accordingly, the
Commission designates the proposed
rule change to be operative upon
filing.16
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. 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:
srobinson on DSK5SPTVN1PROD with NOTICES
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–
NASDAQ–2016–059 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–NASDAQ–2016–059. 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
16 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
VerDate Sep<11>2014
20:30 Apr 29, 2016
Jkt 238001
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–
NASDAQ–2016–059 and should be
submitted on or May 23, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–10147 Filed 4–29–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77716; File No. SR–
ISEMercury-2016–09]
Self-Regulatory Organizations; ISE
Mercury, LLC; Notice of Filing of
Proposed Rule Change Relating to
Preferenced Volume
April 26, 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 April 13,
2016, ISE Mercury, LLC (the
‘‘Exchange’’ or ‘‘ISE Mercury’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The purpose of this proposed rule
change is to amend the Exchange’s
Schedule of Fees to explain that while
100% of eligible traded volume
preferenced to a Market Maker counts
towards that member’s volume tiers,
Market Makers not preferenced on an
order will receive credit for the volume
those non-preferenced members
17 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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26277
execute. The text of the proposed rule
change is available on the Exchange’s
Web site (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
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of 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.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
On March 10, 2016, ISE Mercury
introduced fee and rebate tiers for
Market Maker 3 and Priority Customer 4
orders based on the average daily
volume (‘‘ADV’’) that a member
executes in Priority Customer orders.5
The Exchange assesses fees and rebates
for Market Maker and Priority Customer
orders based on five tiers of Total
Affiliated Priority Customer ADV, as
described in Table 4 of the Fee
Schedule: 6 0—19,999 contracts (‘‘Tier
1’’), 20,000—39,999 contracts (‘‘Tier 2’’),
40,000—59,999 contracts (‘‘Tier 3’’),
60,000—79,999 contracts (‘‘Tier 4’’), and
80,000 or more contracts (‘‘Tier 5’’).7 As
3 The term Market Makers refers to ‘‘Competitive
Market Makers’’ and ‘‘Primary Market Makers’’
collectively.
4 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 ISE Mercury
Rule 100(a)(37A).
5 See Securities Exchange Act Release No. 77409
(March 21, 2016), 81 FR 16240 (March 25, 2016)
(SR–ISE Mercury–2016–05).
6 The Total Affiliated Priority Customer ADV
category includes all Priority Customer volume
executed on the Exchange in all symbols and order
types, including volume executed in the PIM,
Facilitation, and QCC mechanisms.
7 The highest tier threshold attained applies
retroactively in a given month to all eligible traded
contracts and applies to all eligible market
participants. Any day that the market is not open
for the entire trading day or the Exchange instructs
members in writing to route their orders to other
markets may be excluded from the ADV calculation;
provided that the Exchange will only remove the
day for members that would have a lower ADV with
the day included.
E:\FR\FM\02MYN1.SGM
02MYN1
26278
Federal Register / Vol. 81, No. 84 / Monday, May 2, 2016 / Notices
srobinson on DSK5SPTVN1PROD with NOTICES
is the case on ISE Mercury’s affiliated
exchanges—the International Securities
Exchange, LLC (‘‘ISE’’) and ISE Gemini,
LLC (‘‘ISE Gemini’’)—the Exchange’s
ADV calculation includes volume
executed by affiliated members. In
particular, the Exchange aggregates all
eligible volume from affiliated members
in determining applicable tiers,
provided that there is at least 75%
common ownership between the
members as reflected on the member’s
Form BD, Schedule A. While this
method of aggregating volume is
beneficial to large firms with multiple
affiliated members, the Exchange
believed that it was also important to
give smaller firms the ability to compete
for more favorable fees and rebates.
On March 10, 2016, the Exchange
adopted ADV tiers that are based on
preferenced volume 8—i.e., volume
directed to a specific Market Maker as
provided in Supplementary Material .03
to Rule 713.9 In particular, the Exchange
gives Market Makers volume credit for
100% of eligible traded volume
preferenced to that member,10
regardless of the actual allocation that
the Market Maker receives. For example,
assume Market Maker ABC is quoting at
the national best bid or offer (‘‘NBBO’’)
and receives a Preferenced Order for 10
contracts from an unaffiliated firm for
the account of a Priority Customer. If
there are other Market Makers quoting at
the NBBO, Market Maker ABC may
receive an allocation of 4 contracts—i.e.,
40% of the order. Rather than counting
only the 4 contracts executed towards
the Market Maker’s volume total, the
Exchange gives that Market Maker credit
for the full 10 contracts preferenced to
it. This is the same credit the member
would receive if the 10 contracts were
sent to the exchange by an affiliated
member. The purpose of the current rule
filing is to clarify that even though
Market Maker ABC receives full credit
for all 10 contracts when executing 4
contracts, the non-preferenced Market
Makers that execute the remaining 6
contracts will still receive credit for
8 See Securities Exchange Act Release No. 77412
(March 21, 2016), 81 FR 16238 (March 25, 2016)
(SR–ISE Mercury–2016–06).
9 An Electronic Access Member (‘‘EAM’’) may
designate a ‘‘Preferred Market Maker’’ on orders it
enters into the System (‘‘Preferenced Orders’’).
Supplementary Material .03 to Rule 713 describes
the Exchange’s rules concerning Preferenced
Orders.
10 ‘‘Eligible volume’’ refers to volume that would
otherwise count towards to applicable volume tier.
In the case of ADV thresholds based on Total
Affiliated Priority Customer ADV, as currently
implemented on ISE Mercury, all Priority Customer
volume would be ‘‘eligible.’’ See note 6 supra.
VerDate Sep<11>2014
20:30 Apr 29, 2016
Jkt 238001
those 6 contracts as they normally
would.
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(b) of the
Act.11 In particular, the proposal is
consistent with Section 6(b)(5) of the
Act,12 because it is designed to promote
just and equitable principles of trade,
remove impediments to and perfect the
mechanisms of a free and open market
and a national market system and, in
general, to protect investors and the
public interest. The Exchange believes
that the proposed clarification is
reasonable and equitable because it will
eliminate member confusion regarding
how volume is counted among Market
Makers when contracts are preferenced
to a Market Maker and executed by
preferenced and non-preferenced
Market Makers.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,13 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. To the
contrary, the Exchange believes that the
proposed rule change merely clarifies an
existing rule already in effect.
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
Because the proposed rule change
does not (i) significantly affect the
protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate if
consistent with the protection of
11 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
13 15 U.S.C. 78f(b)(8).
12 15
PO 00000
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Fmt 4703
Sfmt 4703
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 14 and Rule 19b–4(f)(6)
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. 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–
ISEMercury–2016–09 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–ISEMercury–2016–09. 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
14 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). As required under Rule
19b-4(f)(6)(iii), the Exchange provided the
Commission with written notice of its intent to file
the proposed rule change, along with a brief
description and the 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.
15 17
E:\FR\FM\02MYN1.SGM
02MYN1
Federal Register / Vol. 81, No. 84 / Monday, May 2, 2016 / Notices
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–
ISEMercury–2016–09, and should be
submitted on or before May 23, 2016.16
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–10155 Filed 4–29–16; 8:45 am]
BILLING CODE 8011–01–P
Terra Capital Partners, LLC, et al.;
Notice of Application
FOR FURTHER INFORMATION CONTACT:
April 26, 2016.
Securities and Exchange
Commission (‘‘Commission’’).
ACTION: Notice of an application for an
order under sections 57(a)(4) and 57(i)
of the Investment Company Act of 1940
(the ‘‘Act’’) and rule 17d–1 under the
Act permitting certain joint transactions
otherwise prohibited by section 57(a)(4)
of the Act and rule 17d–1 under the Act.
AGENCY:
Terra
Capital Partners, LLC (the ‘‘Sponsor’’),
Terra Income Fund 6, Inc. (the
‘‘Company’’), Terra Income Advisors,
LLC (the ‘‘Advisor’’), on behalf of itself
and its successors,1 and Terra Capital
Markets, LLC (the ‘‘Dealer Manager’’
and collectively with the Sponsor, the
Company, and the Advisor, the
‘‘Applicants’’), on behalf of itself and its
successors, request an order to permit
the Applicants to complete certain
transactions in connection with an
amendment to the dealer-manager
SUMMARY OF THE APPLICATION:
srobinson on DSK5SPTVN1PROD with NOTICES
An
order granting the application 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 May 17, 2016, and
should be accompanied by proof of
service on the 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.
HEARING OR NOTIFICATION OF HEARING:
Secretary, U.S. Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
Applicants, Bruce D. Batkin, Terra
Income Fund 6, Inc., c/o Terra Capital
Partners, LLC, 805 Third Avenue, 8th
Floor, New York, New York 10022.
[Investment Company Act Release No.
32097; 812–14645]
16 17
CFR 200.30–3(a)(12).
term ‘‘successor,’’ as applied to each entity,
means an entity that results from a reorganization
into another jurisdiction or change in the type of
business organization.
1 The
20:30 Apr 29, 2016
The application was filed
on April 25, 2016.
FILING DATE:
ADDRESSES:
SECURITIES AND EXCHANGE
COMMISSION
VerDate Sep<11>2014
agreement entered into by and among
the Company, the Advisor, and the
Dealer Manager.
Jkt 238001
Kieran G. Brown, Senior Counsel, at
(202) 551–6773, or James M. Curtis,
Branch Chief, at (202) 551–6712 (Chief
Counsel’s Office, Division of Investment
Management).
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.
SUPPLEMENTARY INFORMATION:
Applicants’ Representations
1. The Sponsor is a Delaware limited
liability company and served as the
organizer and sponsor of the Company.
The Sponsor is also the parent company
of the Advisor and the Dealer Manager.
Since its formation in February 2001,
the Sponsor has organized or acted as
investment manager for multiple private
real estate investment funds (‘‘REITs’’).
2. The Company, a Maryland
corporation, is an externally managed,
non-diversified, closed-end
management investment company that
has elected to be regulated as a business
development company (‘‘BDC’’) under
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Fmt 4703
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26279
the Act.2 The Company’s investment
Objectives and Strategies 3 are to pay
attractive and stable cash distributions
and to preserve, protect and return
capital contributions to the holders
(‘‘Common Shareholders’’) of the
Company’s common stock (‘‘Common
Shares’’). On March 2, 2015, the
Company filed a public registration
statement on Form N–2 (the
‘‘Registration Statement’’) with the
Commission to offer its Common Shares
in a continuous public offering (the
‘‘Offering’’). The Registration Statement
was declared effective on April 20,
2015. Since commencing the Offering
and through April 14, 2016, the
Company has sold 2,444,185.856
Common Shares, including Common
Shares purchased by the Sponsor in
both an initial private placement and
from the Offering. The Company
currently has a five-member board of
directors (the ‘‘Board’’) of whom three
are not ‘‘interested persons’’ of the
Company within the meaning of section
2(a)(19) of the Act (the ‘‘Non-interested
Directors’’).
3. The Advisor is a Delaware limited
liability company that is registered as an
investment adviser under the
Investment Advisers Act of 1940. The
Advisor serves as the investment
adviser to the Company.
4. The Dealer Manager is a Delaware
limited liability company that serves as
the dealer manager of the Company
pursuant to a dealer manager agreement
dated April 20, 2015 by and among the
Company, the Advisor and the Dealer
Manager (the ‘‘Dealer Manager
Agreement’’). The Dealer Manager is
duly registered as a broker-dealer
pursuant to the provisions of the 1934
Act, a member in good standing with
the Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’), and a broker
dealer duly registered as such in those
states where the Dealer Manager is
required to be registered in order to
carry out the Offering.
5. Currently, the Common Shares are
sold at a public offering price of $12.50
2 The Company was incorporated in Maryland in
2013 and commenced operations on June 24, 2015,
upon raising gross proceeds in excess of $2.0
million in its initial public offering. Section 2(a)(48)
defines a BDC to be any closed-end investment
company that operates for the purpose of making
investments in securities described in sections
55(a)(1) through 55(a)(3) of the Act and makes
available significant managerial assistance with
respect to the issuers of such securities.
3 The ‘‘Objectives and Strategies’’ means the
investment objectives and strategies, as described in
the Registration Statement, other filings the
Company has made with the Commission under the
Securities Act of 1933, as amended or under the
Securities Exchange Act of 1934, as amended (the
‘‘1934 Act’’), and the Company’s reports to
Common Shareholders.
E:\FR\FM\02MYN1.SGM
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Agencies
[Federal Register Volume 81, Number 84 (Monday, May 2, 2016)]
[Notices]
[Pages 26277-26279]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-10155]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-77716; File No. SR-ISEMercury-2016-09]
Self-Regulatory Organizations; ISE Mercury, LLC; Notice of Filing
of Proposed Rule Change Relating to Preferenced Volume
April 26, 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 April 13, 2016, ISE Mercury, LLC (the ``Exchange'' or ``ISE
Mercury'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which Items have been prepared by the self-regulatory
organization. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The purpose of this proposed rule change is to amend the Exchange's
Schedule of Fees to explain that while 100% of eligible traded volume
preferenced to a Market Maker counts towards that member's volume
tiers, Market Makers not preferenced on an order will receive credit
for the volume those non-preferenced members execute. The text of the
proposed rule change is available on the Exchange's Web site (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 self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of 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.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
On March 10, 2016, ISE Mercury introduced fee and rebate tiers for
Market Maker \3\ and Priority Customer \4\ orders based on the average
daily volume (``ADV'') that a member executes in Priority Customer
orders.\5\ The Exchange assesses fees and rebates for Market Maker and
Priority Customer orders based on five tiers of Total Affiliated
Priority Customer ADV, as described in Table 4 of the Fee Schedule: \6\
0--19,999 contracts (``Tier 1''), 20,000--39,999 contracts (``Tier
2''), 40,000--59,999 contracts (``Tier 3''), 60,000--79,999 contracts
(``Tier 4''), and 80,000 or more contracts (``Tier 5'').\7\ As
[[Page 26278]]
is the case on ISE Mercury's affiliated exchanges--the International
Securities Exchange, LLC (``ISE'') and ISE Gemini, LLC (``ISE
Gemini'')--the Exchange's ADV calculation includes volume executed by
affiliated members. In particular, the Exchange aggregates all eligible
volume from affiliated members in determining applicable tiers,
provided that there is at least 75% common ownership between the
members as reflected on the member's Form BD, Schedule A. While this
method of aggregating volume is beneficial to large firms with multiple
affiliated members, the Exchange believed that it was also important to
give smaller firms the ability to compete for more favorable fees and
rebates.
---------------------------------------------------------------------------
\3\ The term Market Makers refers to ``Competitive Market
Makers'' and ``Primary Market Makers'' collectively.
\4\ 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 ISE Mercury Rule
100(a)(37A).
\5\ See Securities Exchange Act Release No. 77409 (March 21,
2016), 81 FR 16240 (March 25, 2016) (SR-ISE Mercury-2016-05).
\6\ The Total Affiliated Priority Customer ADV category includes
all Priority Customer volume executed on the Exchange in all symbols
and order types, including volume executed in the PIM, Facilitation,
and QCC mechanisms.
\7\ The highest tier threshold attained applies retroactively in
a given month to all eligible traded contracts and applies to all
eligible market participants. Any day that the market is not open
for the entire trading day or the Exchange instructs members in
writing to route their orders to other markets may be excluded from
the ADV calculation; provided that the Exchange will only remove the
day for members that would have a lower ADV with the day included.
---------------------------------------------------------------------------
On March 10, 2016, the Exchange adopted ADV tiers that are based on
preferenced volume \8\--i.e., volume directed to a specific Market
Maker as provided in Supplementary Material .03 to Rule 713.\9\ In
particular, the Exchange gives Market Makers volume credit for 100% of
eligible traded volume preferenced to that member,\10\ regardless of
the actual allocation that the Market Maker receives. For example,
assume Market Maker ABC is quoting at the national best bid or offer
(``NBBO'') and receives a Preferenced Order for 10 contracts from an
unaffiliated firm for the account of a Priority Customer. If there are
other Market Makers quoting at the NBBO, Market Maker ABC may receive
an allocation of 4 contracts--i.e., 40% of the order. Rather than
counting only the 4 contracts executed towards the Market Maker's
volume total, the Exchange gives that Market Maker credit for the full
10 contracts preferenced to it. This is the same credit the member
would receive if the 10 contracts were sent to the exchange by an
affiliated member. The purpose of the current rule filing is to clarify
that even though Market Maker ABC receives full credit for all 10
contracts when executing 4 contracts, the non-preferenced Market Makers
that execute the remaining 6 contracts will still receive credit for
those 6 contracts as they normally would.
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\8\ See Securities Exchange Act Release No. 77412 (March 21,
2016), 81 FR 16238 (March 25, 2016) (SR-ISE Mercury-2016-06).
\9\ An Electronic Access Member (``EAM'') may designate a
``Preferred Market Maker'' on orders it enters into the System
(``Preferenced Orders''). Supplementary Material .03 to Rule 713
describes the Exchange's rules concerning Preferenced Orders.
\10\ ``Eligible volume'' refers to volume that would otherwise
count towards to applicable volume tier. In the case of ADV
thresholds based on Total Affiliated Priority Customer ADV, as
currently implemented on ISE Mercury, all Priority Customer volume
would be ``eligible.'' See note 6 supra.
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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(b) of the Act.\11\ In
particular, the proposal is consistent with Section 6(b)(5) of the
Act,\12\ because it is designed to promote just and equitable
principles of trade, remove impediments to and perfect the mechanisms
of a free and open market and a national market system and, in general,
to protect investors and the public interest. The Exchange believes
that the proposed clarification is reasonable and equitable because it
will eliminate member confusion regarding how volume is counted among
Market Makers when contracts are preferenced to a Market Maker and
executed by preferenced and non-preferenced Market Makers.
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\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
In accordance with Section 6(b)(8) of the Act,\13\ 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. To the contrary,
the Exchange believes that the proposed rule change merely clarifies an
existing rule already in effect.
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\13\ 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 written comments from members or other interested parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the proposed rule change does not (i) significantly affect
the protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative for 30
days from the date on which it was filed, or such shorter time as the
Commission may designate if consistent with the protection of investors
and the public interest, the proposed rule change has become effective
pursuant to Section 19(b)(3)(A) of the Act \14\ and Rule 19b-4(f)(6)
thereunder.\15\
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\14\ 15 U.S.C. 78s(b)(3)(A).
\15\ 17 CFR 240.19b-4(f)(6). As required under Rule 19b-
4(f)(6)(iii), the Exchange provided the Commission with written
notice of its intent to file the proposed rule change, along with a
brief description and the 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.
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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. 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-ISEMercury-2016-09 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-ISEMercury-2016-09. 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
[[Page 26279]]
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-ISEMercury-2016-09, and
should be submitted on or before May 23, 2016.\16\
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\16\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-10155 Filed 4-29-16; 8:45 am]
BILLING CODE 8011-01-P