Self-Regulatory Organizations; Bats BZX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Related to Fees for Use of Bats BZX Exchange, Inc., 63239-63241 [2016-22033]
Download as PDF
Federal Register / Vol. 81, No. 178 / Wednesday, September 14, 2016 / Notices
53202 and Orinda Asset Management,
LLC, 4 Orinda Way, Suite 100B, Orinda,
CA 94563.
FOR FURTHER INFORMATION CONTACT:
Deepak T. Pai, Senior Counsel, at (202)
551–6876, or Mary Kay Frech, Branch
Chief, at (202) 551–6814 (Division of
Investment Management, Chief
Counsel’s Office).
Background
1. The Prior Order granted the
Applicants relief from section 15(a) of
the Act and rule 18f-2 under the Act, as
well as from certain disclosure
requirements, to permit certain series of
AST to enter into and materially amend
subadvisory agreements without
shareholder approval. Applicants have
requested that the Prior Order be
rescinded because they are not presently
relying on the Prior Order and will not
do so in the future.
2. Section 38(a) of the Act states, in
relevant part, that the Commission shall
have authority to rescind an order as is
necessary or appropriate to the exercise
of the powers conferred upon the
Commission elsewhere in the Act. The
Commission intends to rescind the Prior
Order pursuant to section 38(a) of the
Act.
By the Commission.
Brent J. Fields,
Secretary.
[FR Doc. 2016–22009 Filed 9–13–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Self-Regulatory Organizations; Bats
BZX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change Related to Fees
for Use of Bats BZX Exchange, Inc.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
September 8, 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 August
31, 2016, Bats BZX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BZX’’) 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
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
VerDate Sep<11>2014
20:55 Sep 13, 2016
Jkt 238001
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange filed a proposal to
amend to amend its fees and rebates
applicable to Members 5 and nonMembers of the Exchange pursuant to
BZX 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.
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
[Release No. 34–78792; File No. SR–
BatsBZX–2016–56]
1 15
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. Purpose
The Exchange proposes to amend its
fee schedule to: (i) Adopt a new tier
called the Take Volume Tier under
footnote 3; and (ii) add definitions of
Options Customer Remove TCV and
Step-Up Remove TCV, as described
below, to the Definitions section of its
fee schedule.
Currently, with respect to the
Exchange’s equities trading platform
(‘‘BZX Equities’’) the Exchange
determines rebates and fees that it will
apply to Members using the Exchange’s
tiered pricing structure. Under the
Exchange’s pricing structure, a Member
will receive a standard rebate of either
$0.0020 (for Tapes A and C) or $0.0025
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
5 A Member is defined as ‘‘any registered broker
or dealer that has been admitted to membership in
the Exchange.’’ See Exchange Rule 1.5(n).
63239
(for Tape B) on orders that add liquidity
and will be assessed a standard fee of
$0.0030 per share executed on orders
that remove liquidity. Reduced fees and
increased rebates are available
depending on the volume tier for which
such Member qualifies. Included
amongst the volume tiers offered by the
Exchange are various tiers for purposes
of BZX Equities pricing, which require
participation on the Exchange’s options
platform (‘‘BZX Options’’) and are
generally referred to as ‘‘Cross-Asset
Tiers’’. For instance, pursuant to
footnote 3 of the BZX Equities Fee
Schedule, the Exchange offers three
Cross-Asset Step-Up Tiers, which
provide enhanced rebates ranging from
of $0.0027 to $0.0029 per share on
displayed orders that add liquidity in
Tape A, B and C securities submitted by
Members with qualifying Step-Up Add
TCV 6 on BZX Options.
In connection with the proposed tier
described below, the Exchange proposes
to adopt definitions for Options
Customer Remove TCV and Step-Up
Remove TCV. The proposed definition
for Options Customer Remove TCV is
based on and similar to the definition of
Options Customer Add TCV set forth on
the Exchange’s Fee Schedule. As
proposed, ‘‘Options Customer Remove
TCV’’ for purposes of equities pricing
would mean ADV 7 resulting from
Customer 8 orders that remove liquidity
as a percentage of TCV,9 using the
definitions of ADV, Customer and TCV
as provided under the Exchange’s fee
schedule for BZX Options. The
proposed definition for Step-Up Remove
TCV is based on and similar to the
definition of Step-Up Add TCV set forth
on the Exchange’s Fee Schedule. As
proposed, ‘‘Step-Up Remove TCV’’ for
purposes of equities pricing would
mean ADV resulting from orders that
remove liquidity as a percentage of TCV
in the relevant baseline month
subtracted from current ADV resulting
from orders that remove liquidity as a
percentage of TCV.
The Exchange proposes to adopt a
new tier entitled ‘‘Take Volume Tier’’
under footnote 3, applicable to orders
yielding fee codes BB, N and W. Under
the Take Volume Tier, the Exchange is
proposing to provide a reduced fee of
$0.00295 per share to Members with: (1)
Options Customer Remove TCV equal to
or greater than 0.30%; and (2) Step-Up
Remove TCV from July 2016 equal to or
greater than 0.05%. As is the case with
any other fee on the Fee Schedule, to
3 15
4 17
PO 00000
Frm 00074
Fmt 4703
Sfmt 4703
6 As
defined in the Exchange’s Fee Schedule.
7 Id.
8 Id.
9 Id.
E:\FR\FM\14SEN1.SGM
14SEN1
63240
Federal Register / Vol. 81, No. 178 / Wednesday, September 14, 2016 / Notices
the extent that a Member qualifies for a
lower fee than those provided under the
proposed Take Volume Tier, the lower
fee shall apply.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
Implementation Date
The Exchange proposes to implement
these amendments to its fee schedule as
of September 1, 2016.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,10
in general, and furthers the objectives of
Section 6(b)(4),11 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 and fees such
as the proposed Take Volume Tier 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 the value to an exchange’s
market quality associated with higher
levels of market activity, such as higher
levels of liquidity provision and/or
growth patterns, and introduction of
higher volumes of orders into the price
and volume discovery processes.
The Exchange believes that the
proposal to add a Take Volume Tier is
a reasonable, fair and equitable, and not
unfairly discriminatory allocation of
fees and rebates because it will provide
Members with an additional incentive
to reach certain thresholds on both BZX
Equities and BZX Options. The
increased liquidity from this proposal
also benefits all investors by deepening
the BZX Equities and BZX Options
liquidity pools, offering additional
flexibility for all investors to enjoy cost
savings, supporting the quality of price
discovery, promoting market
10 15
11 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
VerDate Sep<11>2014
20:55 Sep 13, 2016
Jkt 238001
transparency and improving investor
protection. Such pricing programs
thereby reward a Member’s growth
pattern on the Exchange and such
increased volume increases potential
revenue to the Exchange, and will allow
the Exchange to continue to provide and
potentially expand the incentive
programs operated by the Exchange. To
the extent a Member participates on the
Exchange but not on BZX Options, the
Exchange does believe that the proposal
is still reasonable, equitably allocated
and non-discriminatory with respect to
such Member based on the overall
benefit to the Exchange resulting from
the success of BZX Options. As noted
above, such success allows the
Exchange to continue to provide and
potentially expand its existing incentive
programs to the benefit of all
participants on the Exchange, whether
they participate on BZX Options or not.
The proposed pricing program is also
fair and equitable in that membership in
BZX Options is available to all market
participants which would provide them
with access to the benefits on BZX
Options provided by the proposed
changes, as described above, even where
a member of BZX Options is not
necessarily eligible for the proposed
increased rebates on the Exchange.
Further, the proposed changes will
result in Members receiving either the
same or a lower fee than they would
currently receive.
(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 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 changes are
generally intended to offer an incentive
resulting in reduced fees for removing
liquidity on the Exchange, which is
PO 00000
Frm 00075
Fmt 4703
Sfmt 4703
intended to draw additional participants
to the Exchange. The Exchange does not
believe the proposed amendments
would burden intramarket competition
as they would be available to all
Members uniformly.
The Exchange does not believe that
the proposed new Take Volume Tier
would burden competition, but instead,
enhances competition, as it is intended
to increase the competitiveness of and
draw additional volume to the
Exchange.
(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 12 and paragraph (f) of Rule
19b–4 thereunder.13 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 Number SR–
BatsBZX–2016–56 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–BatsBZX–2016–56. This file
number should be included on the
12 15
13 17
E:\FR\FM\14SEN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
14SEN1
Federal Register / Vol. 81, No. 178 / Wednesday, September 14, 2016 / Notices
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 Number SR–
BatsBZX–2016–56 and should be
submitted on or before October 5, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Brent J. Fields,
Secretary.
[FR Doc. 2016–22033 Filed 9–13–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78787; File No. SR–
BatsBZX–2016–57]
Self-Regulatory Organizations; Bats
BZX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change Related to Fees
for Use of Bats BZX Exchange, Inc.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
September 8, 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 August
31, 2016, Bats BZX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BZX’’) 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 BZX 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.
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 its
fee schedule applicable to the
Exchange’s options platform (‘‘BZX
Options’’) to: (i) Adopt a new Quoting
Incentive Program Tier under footnote
5; and (ii) adopt a new NBBO Setter Tier
under footnote 4.
3 15
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
5 A Member is defined as ‘‘any registered broker
or dealer that has been admitted to membership in
the Exchange.’’ See Exchange Rule 1.5(n).
4 17
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Sep<11>2014
20:55 Sep 13, 2016
Jkt 238001
PO 00000
Frm 00076
Fmt 4703
Sfmt 4703
63241
Quoting Incentive Program (‘‘QIP’’)
Tier 4
The Exchange currently offers three
QIP tiers under footnote 5, which
provide an additional rebate per
contract for orders that add liquidity to
the BZX Options Book 6 in options
classes in which a Member is a Market
Maker 7 registered on BZX Options
pursuant to Rule 22.2. The Market
Maker must be registered with BZX
Options in an average of 20% or more
of the associated options series in a
class in order to qualify for QIP rebates
for that class. The QIP tiers provide an
enhanced rebate ranging from $0.02 to
$0.05 per contract to qualifying Market
Maker orders that yield fee code PM or
NM. The Exchange now proposes to add
QIP Tier 4 under which a Market Maker
may receive an additional rebate of
$0.03 per contract, where the Member
has an ADAV 8 in Market Maker orders
equal to or greater than 0.40% of
average TCV.9
NBBO Setter Tier
The Exchange currently offers four
NBBO Setter tiers under footnote 4,
which provide an additional rebate per
contract for non-Customer orders that
add liquidity and establish a new
National Best Bid or Offer (‘‘NBBO’’).
The NBBO Setter tiers provide an
enhanced rebate ranging from $0.02 to
$0.05 per contract to qualifying nonCustomer orders that yield fee code PA,
PF, PM, PN, NA, NF, NM or NN. The
Exchange now proposes to add a new
NBBO Setter Tier 4 under which a nonCustomer order may receive an
additional rebate of $0.03 per contract
where the Member has an ADAV in
Market Maker orders equal to or greater
than 0.40% of average TCV. As a result,
the current NBBO Setter Tier 4 will be
renamed to NBBO Setter Tier 5.
Implementation Date
The Exchange proposes to implement
these amendments to its fee schedule as
of September 1, 2016.
6 See
Exchange Rule 16.1(a)(9).
Maker’’ applies to any transaction
identified by a Member for clearing in the Market
Maker range at the OCC, where such Member is
registered with the Exchange as a Market Maker as
defined in Rule 16.1(a)(37).
8 ‘‘ADAV’’ means average daily added volume
calculated as the number of contracts added.
9 ‘‘TCV’’ means total consolidated volume
calculated as the volume reported by all exchanges
to the consolidated transaction reporting plan for
the month for which the fees apply, excluding
volume on any day that the Exchange experiences
an Exchange System Disruption and on any day
with a scheduled early market close.
7 ‘‘Market
E:\FR\FM\14SEN1.SGM
14SEN1
Agencies
[Federal Register Volume 81, Number 178 (Wednesday, September 14, 2016)]
[Notices]
[Pages 63239-63241]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-22033]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-78792; File No. SR-BatsBZX-2016-56]
Self-Regulatory Organizations; Bats BZX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Related to
Fees for Use of Bats BZX Exchange, Inc.
September 8, 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 August 31, 2016, Bats BZX Exchange, Inc. (the ``Exchange'' or
``BZX'') 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 to amend its fees and
rebates applicable to Members \5\ and non-Members of the Exchange
pursuant to BZX Rules 15.1(a) and (c).
---------------------------------------------------------------------------
\5\ A 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 amend its fee schedule to: (i) Adopt a new
tier called the Take Volume Tier under footnote 3; and (ii) add
definitions of Options Customer Remove TCV and Step-Up Remove TCV, as
described below, to the Definitions section of its fee schedule.
Currently, with respect to the Exchange's equities trading platform
(``BZX Equities'') the Exchange determines rebates and fees that it
will apply to Members using the Exchange's tiered pricing structure.
Under the Exchange's pricing structure, a Member will receive a
standard rebate of either $0.0020 (for Tapes A and C) or $0.0025 (for
Tape B) on orders that add liquidity and will be assessed a standard
fee of $0.0030 per share executed on orders that remove liquidity.
Reduced fees and increased rebates are available depending on the
volume tier for which such Member qualifies. Included amongst the
volume tiers offered by the Exchange are various tiers for purposes of
BZX Equities pricing, which require participation on the Exchange's
options platform (``BZX Options'') and are generally referred to as
``Cross-Asset Tiers''. For instance, pursuant to footnote 3 of the BZX
Equities Fee Schedule, the Exchange offers three Cross-Asset Step-Up
Tiers, which provide enhanced rebates ranging from of $0.0027 to
$0.0029 per share on displayed orders that add liquidity in Tape A, B
and C securities submitted by Members with qualifying Step-Up Add TCV
\6\ on BZX Options.
---------------------------------------------------------------------------
\6\ As defined in the Exchange's Fee Schedule.
---------------------------------------------------------------------------
In connection with the proposed tier described below, the Exchange
proposes to adopt definitions for Options Customer Remove TCV and Step-
Up Remove TCV. The proposed definition for Options Customer Remove TCV
is based on and similar to the definition of Options Customer Add TCV
set forth on the Exchange's Fee Schedule. As proposed, ``Options
Customer Remove TCV'' for purposes of equities pricing would mean ADV
\7\ resulting from Customer \8\ orders that remove liquidity as a
percentage of TCV,\9\ using the definitions of ADV, Customer and TCV as
provided under the Exchange's fee schedule for BZX Options. The
proposed definition for Step-Up Remove TCV is based on and similar to
the definition of Step-Up Add TCV set forth on the Exchange's Fee
Schedule. As proposed, ``Step-Up Remove TCV'' for purposes of equities
pricing would mean ADV resulting from orders that remove liquidity as a
percentage of TCV in the relevant baseline month subtracted from
current ADV resulting from orders that remove liquidity as a percentage
of TCV.
---------------------------------------------------------------------------
\7\ Id.
\8\ Id.
\9\ Id.
---------------------------------------------------------------------------
The Exchange proposes to adopt a new tier entitled ``Take Volume
Tier'' under footnote 3, applicable to orders yielding fee codes BB, N
and W. Under the Take Volume Tier, the Exchange is proposing to provide
a reduced fee of $0.00295 per share to Members with: (1) Options
Customer Remove TCV equal to or greater than 0.30%; and (2) Step-Up
Remove TCV from July 2016 equal to or greater than 0.05%. As is the
case with any other fee on the Fee Schedule, to
[[Page 63240]]
the extent that a Member qualifies for a lower fee than those provided
under the proposed Take Volume Tier, the lower fee shall apply.
Implementation Date
The Exchange proposes to implement these amendments to its fee
schedule as of September 1, 2016.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of Section 6 of the Act,\10\ in general, and
furthers the objectives of Section 6(b)(4),\11\ 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.
---------------------------------------------------------------------------
\10\ 15 U.S.C. 78f.
\11\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
Volume-based rebates and fees such as the proposed Take Volume Tier
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
the value to an exchange's market quality associated with higher levels
of market activity, such as higher levels of liquidity provision and/or
growth patterns, and introduction of higher volumes of orders into the
price and volume discovery processes.
The Exchange believes that the proposal to add a Take Volume Tier
is a reasonable, fair and equitable, and not unfairly discriminatory
allocation of fees and rebates because it will provide Members with an
additional incentive to reach certain thresholds on both BZX Equities
and BZX Options. The increased liquidity from this proposal also
benefits all investors by deepening the BZX Equities and BZX Options
liquidity pools, offering additional flexibility for all investors to
enjoy cost savings, supporting the quality of price discovery,
promoting market transparency and improving investor protection. Such
pricing programs thereby reward a Member's growth pattern on the
Exchange and such increased volume increases potential revenue to the
Exchange, and will allow the Exchange to continue to provide and
potentially expand the incentive programs operated by the Exchange. To
the extent a Member participates on the Exchange but not on BZX
Options, the Exchange does believe that the proposal is still
reasonable, equitably allocated and non-discriminatory with respect to
such Member based on the overall benefit to the Exchange resulting from
the success of BZX Options. As noted above, such success allows the
Exchange to continue to provide and potentially expand its existing
incentive programs to the benefit of all participants on the Exchange,
whether they participate on BZX Options or not. The proposed pricing
program is also fair and equitable in that membership in BZX Options is
available to all market participants which would provide them with
access to the benefits on BZX Options provided by the proposed changes,
as described above, even where a member of BZX Options is not
necessarily eligible for the proposed increased rebates on the
Exchange. Further, the proposed changes will result in Members
receiving either the same or a lower fee than they would currently
receive.
(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 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 changes are generally intended to offer an incentive resulting
in reduced fees for removing liquidity on the Exchange, which is
intended to draw additional participants to the Exchange. The Exchange
does not believe the proposed amendments would burden intramarket
competition as they would be available to all Members uniformly.
The Exchange does not believe that the proposed new Take Volume
Tier would burden competition, but instead, enhances competition, as it
is intended to increase the competitiveness of and draw additional
volume to the Exchange.
(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 \12\ and paragraph (f) of Rule 19b-4
thereunder.\13\ 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.
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78s(b)(3)(A).
\13\ 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 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-BatsBZX-2016-56 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-BatsBZX-2016-56. This
file number should be included on the
[[Page 63241]]
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 Number SR-BatsBZX-2016-56 and should be submitted on or before
October 5, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
---------------------------------------------------------------------------
\14\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Brent J. Fields,
Secretary.
[FR Doc. 2016-22033 Filed 9-13-16; 8:45 am]
BILLING CODE 8011-01-P