Options Price Reporting Authority; Notice of Filing and Immediate Effectiveness of Proposed Amendment to the Plan for Reporting of Consolidated Options Last Sale Reports and Quotation Information To Amend OPRA's Non-Display Use Fees, 75460-75462 [2016-26136]
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75460
Federal Register / Vol. 81, No. 210 / Monday, October 31, 2016 / Notices
designated this rule filing as noncontroversial. The Exchange has given
the Commission written notice of its
intent to file the proposed rule change,
along with a brief description and text
of the proposed rule change at least five
business days prior to the date of filing
of the proposed rule change, or such
shorter time as designated by the
Commission.
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: (1) Necessary or appropriate in
the public interest; (2) for the protection
of investors; or (3) otherwise in
furtherance of the purposes of the Act.
If the Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
sradovich on DSK3GMQ082PROD 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–
BatsEDGX–2016–54 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–BatsEDGX–2016–54. 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
VerDate Sep<11>2014
17:53 Oct 28, 2016
Jkt 241001
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–
BatsEDGX–2016–54, and should be
submitted on or before November 21,
2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.30
Brent J. Fields,
Secretary.
[FR Doc. 2016–26134 Filed 10–28–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79153; File No. SR–OPRA–
2016–02]
Options Price Reporting Authority;
Notice of Filing and Immediate
Effectiveness of Proposed Amendment
to the Plan for Reporting of
Consolidated Options Last Sale
Reports and Quotation Information To
Amend OPRA’s Non-Display Use Fees
October 25, 2016.
Pursuant to Section 11A of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 608 thereunder,2
notice is hereby given that on
September 29, 2016, the Options Price
Reporting Authority (‘‘OPRA’’)
submitted to the Securities and
Exchange Commission (‘‘Commission’’)
an amendment to the Plan for Reporting
of Consolidated Options Last Sale
Reports and Quotation Information
(‘‘OPRA Plan’’).3 The OPRA Plan
30 17
CFR 200.30–3(a)(12).
U.S.C. 78k–1.
2 17 CFR 242.608.
3 The OPRA Plan is a national market system plan
approved by the Commission pursuant to Section
11A of the Act and Rule 608 thereunder. See
Securities Exchange Act Release No. 17638 (March
18, 1981), 22 SEC Docket 484 (March 31, 1981). The
full text of the OPRA Plan is available at https://
www.opradata.com. The OPRA Plan provides for
the collection and dissemination of last sale and
quotation information on options that are traded on
the participant exchanges. The fourteen participants
to the OPRA Plan are BATS BZX Exchange, Inc.,
BATS EDGX Exchange, Inc., BOX Options
Exchange, LLC, Chicago Board Options Exchange,
Incorporated, C2 Options Exchange, Incorporated,
International Securities Exchange, LLC, ISE Gemini,
LLC, ISE Mercury, LLC, Miami International
1 15
PO 00000
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Amendment would implement changes
to OPRA’s Non-Display Use Fees on
November 1, 2016. The Commission is
publishing this notice to provide
interested persons an opportunity to
submit written comments on the OPRA
Plan amendment.
I. Description and Purpose of the Plan
Amendment
OPRA proposes to amend footnotes 10
and 11 in the OPRA Fee Schedule to
clarify the application of OPRA’s ‘‘NonDisplay Use’’ fees in certain respects.4
OPRA is not proposing any changes in
the Non-Display Use fees themselves,
although OPRA does propose to add the
word ‘‘Monthly’’ to the first phrase in
the Non-Display Use Fee entry in the
Fee Schedule.
(a) Elimination of the Term ‘‘Datafeed’’
OPRA proposes to eliminate the use
of the term ‘‘datafeed’’ in footnotes 10
and 11. Some OPRA Vendors have
argued that the use of the term
‘‘datafeed’’ in these footnotes provides a
basis for saying that the Non-Display
Use fees are not applicable to their
downstream OPRA data recipients. That
argument is based on a separate OPRA
Policy entitled ‘‘Datafeeds.’’ 5 In that
Policy, the term ‘‘datafeed’’ is defined as
‘‘any uncontrolled retransmission of
OPRA market data.’’ The argument has
been that an OPRA Vendor and its
downstream data recipients are not
making Non-Display Use of OPRA data
if the Vendor ‘‘controls’’—that is,
entitles—the server on which the NonDisplay Use of the OPRA data is made.
From OPRA’s perspective, this is
clearly incorrect. The Datafeeds Policy
is directed to describing how OPRA data
is received, in order to explain the
circumstances in which an OPRA data
recipient needs to be a party to a
‘‘Vendor Agreement’’, a ‘‘Direct Access
Rider’’ and/or an ‘‘Indirect Access
Rider’’. The Datafeeds Policy is not
relevant to the question of how OPRA
data is used, specifically the question of
whether a particular use of OPRA data
constitutes ‘‘Non-Display Use.’’ OPRA
believes that the Datafeeds Policy is
irrelevant to the question of the
applicability of Non-Display Use fees.
Nonetheless, OPRA recognizes that
the use of the term ‘‘datafeed’’ in
separate OPRA documents with
Securities Exchange, LLC, NASDAQ BX, Inc.,
NASDAQ PHLX LLC, The NASDAQ Stock Market
LLC, NYSE MKT LLC, and NYSE Arca, Inc.
4 OPRA proposed its current Non-Display Use
fees in Securities Exchange Act Release No. 77584
(April 12, 2016), 81 FR 22670 (April 18, 2016) (File
No. OPRA–2015–01).
5 This Policy is available on the OPRA Web site
under the ‘‘Policies’’ tab.
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different meanings carries the potential
for confusion and that the description of
OPRA’s fees should be as clear as
possible. Accordingly OPRA is
proposing to amend footnotes 10 and 11
in its Fee Schedule so that the term
‘‘datafeed’’ is no longer used in the
footnotes.
sradovich on DSK3GMQ082PROD with NOTICES
(b) Exception for Category 1 NonDisplay Use by a Single UserID on
Behalf of Certain Data Recipients
OPRA also proposes to add a sentence
in footnote 10 to state that the Category
1 Non-Display Use Fee 6 does not apply
to an OPRA data recipient during a
calendar month if the data recipient: ‘‘(i)
has a single UserID that uses OPRA data
for Non-Display Use and (ii) is not a
broker-dealer and does not place more
than 390 orders in listed options per day
on average during the calendar month
(counting orders for this purpose in
accordance with the rules of the OPRA
Participant exchanges to which it
submits orders during the month) for its
own beneficial account(s).’’ This
sentence is intended to provide relief
from the Category 1 Non-Display Use
Fee for a data recipient that has a single
UserID (a single natural person) that
uses OPRA data for Category 1 NonDisplay Use, unless the OPRA data
recipient is acting as a broker-dealer or
is submitting orders to the OPRA
Participant exchanges at a rate (390
orders per day on average over a
calendar month) that indicates that it is
making extensive use of OPRA data.
Clause (ii) of this sentence is phrased to
take advantage of language in the rules
of the various OPRA Participant
exchanges that uses the ‘‘390 orders per
day on average during the calendar
month’’ concept for purposes of
determining whether a person
submitting trades to the exchanges is
subject to rules applicable to public
customers or to professional traders.
OPRA understands the rules of the
various exchanges to be similar enough
in substance to allow for effective and
meaningful counting of orders sent to all
of the OPRA Participant exchanges,
even though these rules are not stated in
identical language.7 OPRA believes that
6 ‘‘Category 1’’ Non-Display Use is defined in
footnote 10 to refer to Non-Display Use of OPRA
data by a recipient of the data ‘‘on its own behalf.’’
7 Although the precise language used by the
various exchanges to make this distinction varies
from one to the next, all of the exchanges use the
‘‘390 orders per day on average during the calendar
month’’ concept, and their specific provisions for
counting orders are similar enough to permit
accurate counting of orders across exchanges for the
purposes of the distinction described in the text.
See, for example, Bats BZX Rules 16.1(a)(46) and
Interpretations and Policies .01 to Rule 16.1; BOX
Options Exchange LLC Rule 100(a)(50); CBOE Rule
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Jkt 241001
the same concept provides a reasonable
basis for distinguishing data recipients
that are appropriately exempted from
the Category 1 Non-Display Use fee.8
OPRA believes that this exemption from
the application of the Category 1 NonDisplay Use Fee would be similar to one
of the exemptions stated in the OPRA
Fee Schedule from the Subscriber
Indirect Access Fee, which states that
the Subscriber Indirect Access Fee
‘‘shall not apply to a subscriber . . . that
receives a data feed transmission on a
single, stand-alone computer for the sole
purpose of providing a single-screen
display of OPRA Data for the
subscriber’s internal use.’’
(c) Clarification With Respect to NonDisplay Use Fees and Professional
Subscriber Device-Based Fees
OPRA is also proposing a separate
change in footnote 10 to the OPRA Fee
Schedule for a purpose relating to the
administration of the Non-Display Use
Fees. A few OPRA data recipients have
tried to suggest that if a device is subject
to the Professional Subscriber DeviceBased Fees it is immune from NonDisplay Use Fees, and that therefore by
attaching a display monitor to a server
an OPRA data recipient can avoid
payment of Non-Display Use Fees even
if the server is used for Non-Display Use
of OPRA data. OPRA believes that this
is clearly incorrect, and that this can be
clearly seen in the first sentence of
footnote 10 in its current form (‘‘NonDisplay Use refers to the accessing,
processing or consuming . . . of OPRA
market data . . . for a purpose other
than in support of the datafeed
recipient’s display or further internal or
external redistribution.’’ (Emphasis
added.)) Nonetheless, OPRA believes
that it is appropriate to make changes in
footnote 10 to make clearer that a device
is subject both to the Professional
Subscriber Device-Based Fees and to
Non-Display Use Fees if it is used both
to display OPRA data and for NonDisplay Use of OPRA data.
1.1(ggg); ISE Rule 100(a)(37A) and Rule 100(a)(37C);
MIAX Rule 100 (definition of ‘‘Priority Customer’’
including Interpretation and Policy .01); Nasdaq
PHLX LLC Rule 1000(b)(14); and NYSE Arca, Inc.
Rule 6.1A(a)(4A).
8 OPRA believes that it is not appropriate to make
the same distinction for Category 2 Non-Display
Use fees (Category 2 Non-Display Use is NonDisplay Use of OPRA data on behalf of clients of
the OPRA data recipient) or for Category 3 NonDisplay Use fees (Category 3 Non-Display Use is for
the purpose of internally matching buy and sell
orders within the OPRA data recipient).
PO 00000
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75461
(d) Addition of the Word ‘‘Monthly’’ in
the Non-Display Use Fee Entry in the
Fee Schedule
OPRA proposes to add the word
‘‘Monthly’’ to the heading of the NonDisplay Use Fee entry in its Fee
Schedule, so that the entry reads
‘‘Monthly Non-Display Use Fees.’’ The
absence of this word was recently
brought to the attention of OPRA staff.
The word is used in the other entries in
OPRA’s Fee Schedule that are for
monthly fees, and OPRA believes that
for clarity the word should be used in
this entry as well.9 So far as OPRA staff
is aware, no OPRA data recipient has
relied on the absence of the word to
conclude that the Non-Display Use fees
are payable on any basis other than
monthly.
(e) Effect on OPRA Revenue of Proposed
Changes; Discussions With Data
Recipients
OPRA does not anticipate any
material increase in its revenues as a
result of the changes described in this
filing—indeed, on balance, OPRA may
not experience any increase at all in its
revenues as a result of the changes
described in this filing. A few OPRA
data recipients that have resisted
payment of Non-Display Use fees on the
basis of the assertion that they are not
receiving the data through ‘‘datafeeds’’
will no longer be able to make that
assertion, possibly resulting in a small
increase in OPRA’s revenues. On the
other hand, there may be recipients of
OPRA data that have been paying
Category 1 Non-Display Use fees and
that may no longer pay them as a result
of the express exemption from Category
1 Non-Display Use fees for certain data
recipients with a single UserID that use
OPRA data for Category 1 Non-Display
Use. OPRA believes that the change
described in this filing to make more
explicit that payment of Device-based
Fees does not make Non-Display Use
fees inapplicable will have no material
effect on its revenues.
OPRA believes that the most
important of these changes is the
deletion of the term ‘‘datafeed’’ in the
footnotes to its Fee Schedule, not
because of its effect on OPRA revenues,
but because of concerns expressed to
OPRA staff by data recipients that have
been paying the Non-Display Use fees
9 OPRA’s original filing for Non-Display Use did
clearly identify the fees as monthly. See Securities
Exchange Act Release No. 77584, 81 FR 22760 at
22762 (‘‘The OPRA Plan amendment adopted fees
for Non-Display Use as follows: A monthly fee of
$2,000/Enterprise for Category 1 . . .; a monthly fee
of $2,000/Enterprise for Category 2 . . .; and a
monthly fee of $2,000/Platform for Category 3
. . .’’).
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Federal Register / Vol. 81, No. 210 / Monday, October 31, 2016 / Notices
and have recently been told that their
competitors may not be paying the fees
on the basis of the ‘‘datafeed’’ argument.
OPRA recognizes that equal treatment
for persons similarly situated is an
essential aspect of its operations, and
believes that elimination of the word
‘‘datafeed’’ is important to providing
equal treatment for persons making
Non-Display Use of OPRA data.
Similarly, OPRA believes that it is
appropriate to provide relief from the
Non-Display Fee for all data recipients
that make limited Category 1 NonDisplay Use of OPRA data within the
scope of the exception. Finally, OPRA
believes that it is appropriate to
reinforce the concept that Non-Display
Use Fees would be applicable if NonDisplay Use is being made of OPRA
data, even if the Non-Display Use is
being made on a device that is subject
to Professional Subscriber Device-Based
Fees, again in furtherance of the
fundamental concept that persons
similarly situated should be treated
equally.
The text of the amendment to the
OPRA Plan is available at OPRA, the
Commission’s Public Reference Room,
the OPRA Web site at https://
opradata.com, and on the Commission’s
Web site at www.sec.gov.
sradovich on DSK3GMQ082PROD with NOTICES
II. Implementation of the OPRA Plan
Amendment
Pursuant to paragraph (b)(3)(i) of Rule
608 of Regulation NMS under the Act,
OPRA designated this amendment as
establishing or changing fees or other
charges collected on behalf of all of the
OPRA Participant exchanges in
connection with access to or use of
OPRA facilities. OPRA proposes to
implement the revisions in the NonDisplay Use Fee footnotes that are
described in this amendment on
November 1, 2016. According to OPRA,
implementation of the revisions as of
that date will permit OPRA to provide
persons that may be affected by these
changes with thirty days’ notice of the
changes.
The Commission may summarily
abrogate the amendment within sixty
days of its filing and require refiling and
approval of the amendment by
Commission order pursuant to Rule
608(b)(2) under the Act 10 if it appears
to the Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or the maintenance of fair and orderly
markets, to remove impediments to, and
perfect the mechanisms of, a national
10 See
17 CFR 242.608(b)(2).
VerDate Sep<11>2014
17:53 Oct 28, 2016
market system, or otherwise in
furtherance of the purposes of the Act.11
III. Solicitation of Comments
[FR Doc. 2016–26136 Filed 10–28–16; 8:45 am]
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the OPRA Plan
amendment 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–
OPRA–2016–02 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–OPRA–2016–02. 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 OPRA Plan
amendment that are filed with the
Commission, and all written
communications relating to the OPRA
Plan amendment between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of OPRA. 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–OPRA–
2016–02 and should be submitted on or
before November 21, 2016.
11 See
Jkt 241001
By the Commission.
Brent J. Fields,
Secretary.
PO 00000
17 CFR 242.608(b)(3)(iii).
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BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79152; File No. SR–OPRA–
2016–01]
Options Price Reporting Authority;
Notice of Filing and Immediate
Effectiveness of Proposed Amendment
to the Plan for Reporting of
Consolidated Options Last Sale
Reports and Quotation Information To
Amend the Professional Subscriber
Device-Based Fees and Policies with
Respect to Device-Based Fees
October 25, 2016.
Pursuant to Section 11A of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 608 thereunder,2
notice is hereby given that on
September 29, 2016, the Options Price
Reporting Authority (‘‘OPRA’’)
submitted to the Securities and
Exchange Commission (‘‘Commission’’)
an amendment to the Plan for Reporting
of Consolidated Options Last Sale
Reports and Quotation Information
(‘‘OPRA Plan’’).3 The OPRA Plan
Amendment would implement changes
to the Professional Subscriber DeviceBased Fee effective January 1, 2017. The
OPRA Plan Amendment would also
implement minor clarifying changes to
the Policies with Respect to DeviceBased Fees, effective immediately. The
Commission is publishing this notice to
provide interested persons an
opportunity to submit written
comments on the OPRA Plan
amendment.
1 15
U.S.C. 78k–1.
CFR 242.608.
3 The OPRA Plan is a national market system plan
approved by the Commission pursuant to Section
11A of the Act and Rule 608 thereunder. See
Securities Exchange Act Release No. 17638 (March
18, 1981), 22 S.E.C. Docket 484 (March 31, 1981).
The full text of the OPRA Plan is available at https://
www.opradata.com. The OPRA Plan provides for
the collection and dissemination of last sale and
quotation information on options that are traded on
the participant exchanges. The fourteen participants
to the OPRA Plan are BATS Exchange, Inc., BOX
Options Exchange, LLC, Chicago Board Options
Exchange, Incorporated, C2 Options Exchange,
Incorporated, EDGX Exchange, Inc., International
Securities Exchange, LLC, ISE Gemini, LLC, ISE
Mercury,LLC, Miami International Securities
Exchange, LLC, NASDAQ OMX BX, Inc., NASDAQ
OMX PHLX LLC, The NASDAQ Stock Market LLC,
NYSE MKT LLC, and NYSE Arca, Inc.
2 17
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Agencies
[Federal Register Volume 81, Number 210 (Monday, October 31, 2016)]
[Notices]
[Pages 75460-75462]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-26136]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-79153; File No. SR-OPRA-2016-02]
Options Price Reporting Authority; Notice of Filing and Immediate
Effectiveness of Proposed Amendment to the Plan for Reporting of
Consolidated Options Last Sale Reports and Quotation Information To
Amend OPRA's Non-Display Use Fees
October 25, 2016.
Pursuant to Section 11A of the Securities Exchange Act of 1934
(``Act'') \1\ and Rule 608 thereunder,\2\ notice is hereby given that
on September 29, 2016, the Options Price Reporting Authority (``OPRA'')
submitted to the Securities and Exchange Commission (``Commission'') an
amendment to the Plan for Reporting of Consolidated Options Last Sale
Reports and Quotation Information (``OPRA Plan'').\3\ The OPRA Plan
Amendment would implement changes to OPRA's Non-Display Use Fees on
November 1, 2016. The Commission is publishing this notice to provide
interested persons an opportunity to submit written comments on the
OPRA Plan amendment.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78k-1.
\2\ 17 CFR 242.608.
\3\ The OPRA Plan is a national market system plan approved by
the Commission pursuant to Section 11A of the Act and Rule 608
thereunder. See Securities Exchange Act Release No. 17638 (March 18,
1981), 22 SEC Docket 484 (March 31, 1981). The full text of the OPRA
Plan is available at https://www.opradata.com. The OPRA Plan provides
for the collection and dissemination of last sale and quotation
information on options that are traded on the participant exchanges.
The fourteen participants to the OPRA Plan are BATS BZX Exchange,
Inc., BATS EDGX Exchange, Inc., BOX Options Exchange, LLC, Chicago
Board Options Exchange, Incorporated, C2 Options Exchange,
Incorporated, International Securities Exchange, LLC, ISE Gemini,
LLC, ISE Mercury, LLC, Miami International Securities Exchange, LLC,
NASDAQ BX, Inc., NASDAQ PHLX LLC, The NASDAQ Stock Market LLC, NYSE
MKT LLC, and NYSE Arca, Inc.
---------------------------------------------------------------------------
I. Description and Purpose of the Plan Amendment
OPRA proposes to amend footnotes 10 and 11 in the OPRA Fee Schedule
to clarify the application of OPRA's ``Non-Display Use'' fees in
certain respects.\4\ OPRA is not proposing any changes in the Non-
Display Use fees themselves, although OPRA does propose to add the word
``Monthly'' to the first phrase in the Non-Display Use Fee entry in the
Fee Schedule.
---------------------------------------------------------------------------
\4\ OPRA proposed its current Non-Display Use fees in Securities
Exchange Act Release No. 77584 (April 12, 2016), 81 FR 22670 (April
18, 2016) (File No. OPRA-2015-01).
---------------------------------------------------------------------------
(a) Elimination of the Term ``Datafeed''
OPRA proposes to eliminate the use of the term ``datafeed'' in
footnotes 10 and 11. Some OPRA Vendors have argued that the use of the
term ``datafeed'' in these footnotes provides a basis for saying that
the Non-Display Use fees are not applicable to their downstream OPRA
data recipients. That argument is based on a separate OPRA Policy
entitled ``Datafeeds.'' \5\ In that Policy, the term ``datafeed'' is
defined as ``any uncontrolled retransmission of OPRA market data.'' The
argument has been that an OPRA Vendor and its downstream data
recipients are not making Non-Display Use of OPRA data if the Vendor
``controls''--that is, entitles--the server on which the Non-Display
Use of the OPRA data is made.
---------------------------------------------------------------------------
\5\ This Policy is available on the OPRA Web site under the
``Policies'' tab.
---------------------------------------------------------------------------
From OPRA's perspective, this is clearly incorrect. The Datafeeds
Policy is directed to describing how OPRA data is received, in order to
explain the circumstances in which an OPRA data recipient needs to be a
party to a ``Vendor Agreement'', a ``Direct Access Rider'' and/or an
``Indirect Access Rider''. The Datafeeds Policy is not relevant to the
question of how OPRA data is used, specifically the question of whether
a particular use of OPRA data constitutes ``Non-Display Use.'' OPRA
believes that the Datafeeds Policy is irrelevant to the question of the
applicability of Non-Display Use fees.
Nonetheless, OPRA recognizes that the use of the term ``datafeed''
in separate OPRA documents with
[[Page 75461]]
different meanings carries the potential for confusion and that the
description of OPRA's fees should be as clear as possible. Accordingly
OPRA is proposing to amend footnotes 10 and 11 in its Fee Schedule so
that the term ``datafeed'' is no longer used in the footnotes.
(b) Exception for Category 1 Non-Display Use by a Single UserID on
Behalf of Certain Data Recipients
OPRA also proposes to add a sentence in footnote 10 to state that
the Category 1 Non-Display Use Fee \6\ does not apply to an OPRA data
recipient during a calendar month if the data recipient: ``(i) has a
single UserID that uses OPRA data for Non-Display Use and (ii) is not a
broker-dealer and does not place more than 390 orders in listed options
per day on average during the calendar month (counting orders for this
purpose in accordance with the rules of the OPRA Participant exchanges
to which it submits orders during the month) for its own beneficial
account(s).'' This sentence is intended to provide relief from the
Category 1 Non-Display Use Fee for a data recipient that has a single
UserID (a single natural person) that uses OPRA data for Category 1
Non-Display Use, unless the OPRA data recipient is acting as a broker-
dealer or is submitting orders to the OPRA Participant exchanges at a
rate (390 orders per day on average over a calendar month) that
indicates that it is making extensive use of OPRA data. Clause (ii) of
this sentence is phrased to take advantage of language in the rules of
the various OPRA Participant exchanges that uses the ``390 orders per
day on average during the calendar month'' concept for purposes of
determining whether a person submitting trades to the exchanges is
subject to rules applicable to public customers or to professional
traders. OPRA understands the rules of the various exchanges to be
similar enough in substance to allow for effective and meaningful
counting of orders sent to all of the OPRA Participant exchanges, even
though these rules are not stated in identical language.\7\ OPRA
believes that the same concept provides a reasonable basis for
distinguishing data recipients that are appropriately exempted from the
Category 1 Non-Display Use fee.\8\ OPRA believes that this exemption
from the application of the Category 1 Non-Display Use Fee would be
similar to one of the exemptions stated in the OPRA Fee Schedule from
the Subscriber Indirect Access Fee, which states that the Subscriber
Indirect Access Fee ``shall not apply to a subscriber . . . that
receives a data feed transmission on a single, stand-alone computer for
the sole purpose of providing a single-screen display of OPRA Data for
the subscriber's internal use.''
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\6\ ``Category 1'' Non-Display Use is defined in footnote 10 to
refer to Non-Display Use of OPRA data by a recipient of the data
``on its own behalf.''
\7\ Although the precise language used by the various exchanges
to make this distinction varies from one to the next, all of the
exchanges use the ``390 orders per day on average during the
calendar month'' concept, and their specific provisions for counting
orders are similar enough to permit accurate counting of orders
across exchanges for the purposes of the distinction described in
the text. See, for example, Bats BZX Rules 16.1(a)(46) and
Interpretations and Policies .01 to Rule 16.1; BOX Options Exchange
LLC Rule 100(a)(50); CBOE Rule 1.1(ggg); ISE Rule 100(a)(37A) and
Rule 100(a)(37C); MIAX Rule 100 (definition of ``Priority Customer''
including Interpretation and Policy .01); Nasdaq PHLX LLC Rule
1000(b)(14); and NYSE Arca, Inc. Rule 6.1A(a)(4A).
\8\ OPRA believes that it is not appropriate to make the same
distinction for Category 2 Non-Display Use fees (Category 2 Non-
Display Use is Non-Display Use of OPRA data on behalf of clients of
the OPRA data recipient) or for Category 3 Non-Display Use fees
(Category 3 Non-Display Use is for the purpose of internally
matching buy and sell orders within the OPRA data recipient).
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(c) Clarification With Respect to Non-Display Use Fees and Professional
Subscriber Device-Based Fees
OPRA is also proposing a separate change in footnote 10 to the OPRA
Fee Schedule for a purpose relating to the administration of the Non-
Display Use Fees. A few OPRA data recipients have tried to suggest that
if a device is subject to the Professional Subscriber Device-Based Fees
it is immune from Non-Display Use Fees, and that therefore by attaching
a display monitor to a server an OPRA data recipient can avoid payment
of Non-Display Use Fees even if the server is used for Non-Display Use
of OPRA data. OPRA believes that this is clearly incorrect, and that
this can be clearly seen in the first sentence of footnote 10 in its
current form (``Non-Display Use refers to the accessing, processing or
consuming . . . of OPRA market data . . . for a purpose other than in
support of the datafeed recipient's display or further internal or
external redistribution.'' (Emphasis added.)) Nonetheless, OPRA
believes that it is appropriate to make changes in footnote 10 to make
clearer that a device is subject both to the Professional Subscriber
Device-Based Fees and to Non-Display Use Fees if it is used both to
display OPRA data and for Non-Display Use of OPRA data.
(d) Addition of the Word ``Monthly'' in the Non-Display Use Fee Entry
in the Fee Schedule
OPRA proposes to add the word ``Monthly'' to the heading of the
Non-Display Use Fee entry in its Fee Schedule, so that the entry reads
``Monthly Non-Display Use Fees.'' The absence of this word was recently
brought to the attention of OPRA staff. The word is used in the other
entries in OPRA's Fee Schedule that are for monthly fees, and OPRA
believes that for clarity the word should be used in this entry as
well.\9\ So far as OPRA staff is aware, no OPRA data recipient has
relied on the absence of the word to conclude that the Non-Display Use
fees are payable on any basis other than monthly.
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\9\ OPRA's original filing for Non-Display Use did clearly
identify the fees as monthly. See Securities Exchange Act Release
No. 77584, 81 FR 22760 at 22762 (``The OPRA Plan amendment adopted
fees for Non-Display Use as follows: A monthly fee of $2,000/
Enterprise for Category 1 . . .; a monthly fee of $2,000/Enterprise
for Category 2 . . .; and a monthly fee of $2,000/Platform for
Category 3 . . .'').
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(e) Effect on OPRA Revenue of Proposed Changes; Discussions With Data
Recipients
OPRA does not anticipate any material increase in its revenues as a
result of the changes described in this filing--indeed, on balance,
OPRA may not experience any increase at all in its revenues as a result
of the changes described in this filing. A few OPRA data recipients
that have resisted payment of Non-Display Use fees on the basis of the
assertion that they are not receiving the data through ``datafeeds''
will no longer be able to make that assertion, possibly resulting in a
small increase in OPRA's revenues. On the other hand, there may be
recipients of OPRA data that have been paying Category 1 Non-Display
Use fees and that may no longer pay them as a result of the express
exemption from Category 1 Non-Display Use fees for certain data
recipients with a single UserID that use OPRA data for Category 1 Non-
Display Use. OPRA believes that the change described in this filing to
make more explicit that payment of Device-based Fees does not make Non-
Display Use fees inapplicable will have no material effect on its
revenues.
OPRA believes that the most important of these changes is the
deletion of the term ``datafeed'' in the footnotes to its Fee Schedule,
not because of its effect on OPRA revenues, but because of concerns
expressed to OPRA staff by data recipients that have been paying the
Non-Display Use fees
[[Page 75462]]
and have recently been told that their competitors may not be paying
the fees on the basis of the ``datafeed'' argument. OPRA recognizes
that equal treatment for persons similarly situated is an essential
aspect of its operations, and believes that elimination of the word
``datafeed'' is important to providing equal treatment for persons
making Non-Display Use of OPRA data. Similarly, OPRA believes that it
is appropriate to provide relief from the Non-Display Fee for all data
recipients that make limited Category 1 Non-Display Use of OPRA data
within the scope of the exception. Finally, OPRA believes that it is
appropriate to reinforce the concept that Non-Display Use Fees would be
applicable if Non-Display Use is being made of OPRA data, even if the
Non-Display Use is being made on a device that is subject to
Professional Subscriber Device-Based Fees, again in furtherance of the
fundamental concept that persons similarly situated should be treated
equally.
The text of the amendment to the OPRA Plan is available at OPRA,
the Commission's Public Reference Room, the OPRA Web site at https://opradata.com, and on the Commission's Web site at www.sec.gov.
II. Implementation of the OPRA Plan Amendment
Pursuant to paragraph (b)(3)(i) of Rule 608 of Regulation NMS under
the Act, OPRA designated this amendment as establishing or changing
fees or other charges collected on behalf of all of the OPRA
Participant exchanges in connection with access to or use of OPRA
facilities. OPRA proposes to implement the revisions in the Non-Display
Use Fee footnotes that are described in this amendment on November 1,
2016. According to OPRA, implementation of the revisions as of that
date will permit OPRA to provide persons that may be affected by these
changes with thirty days' notice of the changes.
The Commission may summarily abrogate the amendment within sixty
days of its filing and require refiling and approval of the amendment
by Commission order pursuant to Rule 608(b)(2) under the Act \10\ if it
appears to the Commission that such action is necessary or appropriate
in the public interest, for the protection of investors, or the
maintenance of fair and orderly markets, to remove impediments to, and
perfect the mechanisms of, a national market system, or otherwise in
furtherance of the purposes of the Act.\11\
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\10\ See 17 CFR 242.608(b)(2).
\11\ See 17 CFR 242.608(b)(3)(iii).
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III. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the OPRA Plan
amendment 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-OPRA-2016-02 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-OPRA-2016-02. 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 OPRA Plan amendment that are
filed with the Commission, and all written communications relating to
the OPRA Plan amendment between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal office of OPRA. 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-OPRA-2016-02 and should be
submitted on or before November 21, 2016.
By the Commission.
Brent J. Fields,
Secretary.
[FR Doc. 2016-26136 Filed 10-28-16; 8:45 am]
BILLING CODE 8011-01-P