Self-Regulatory Organizations; Bats EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change to Fees for Use of the Exchange's Equities Platform, 90009-90010 [2016-29806]
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Federal Register / Vol. 81, No. 239 / Tuesday, December 13, 2016 / Notices
proposed VaR Floor would protect FICC
in the event that FICC is required to
liquidate a large mortgage-backed
securities portfolio in stressed market
conditions and therefore would enhance
FICC’s ability to limit its credit
exposures to participants.
(C) Clearing Agency’s Statement on
Comments on the Proposed Rule
Change Received From Members,
Participants, or Others
Written comments relating to the
proposed rule changes have not been
solicited or received. FICC will notify
the Commission of any written
comments received by FICC.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period
up to 90 days (i) as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or (ii) as to which
the self-regulatory organization
consents, the Commission will:
(A) By order approve or disapprove
such proposed rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
The proposal shall not take effect
until all regulatory actions required
with respect to the proposal are
completed.
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–
FICC–2016–007 on the subject line.
pmangrum on DSK3GDR082PROD with NOTICES
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–FICC–2016–007. 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
VerDate Sep<11>2014
15:08 Dec 12, 2016
Jkt 241001
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 the
filing also will be available for
inspection and copying at the principal
office of FICC and on FICC’s Web site
(https://www.dtcc.com/legal/sec-rulefilings.aspx). 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–FICC–
2016–007 and should be submitted on
or before January 3, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.38
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2016–29797 Filed 12–12–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79501; File No. SR–
BatsEDGX–2016–68]
Self-Regulatory Organizations; Bats
EDGX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change to Fees for Use
of the Exchange’s Equities Platform
December 7, 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 November
30, 2016, Bats EDGX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGX’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
change as described in Items I, II, and
38 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00118
Fmt 4703
Sfmt 4703
90009
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 the Substance
of the Proposed Rule Change
The Exchange filed a proposal to
amend the fee schedule applicable to
Members 5 and non-members of the
Exchange pursuant to EDGX Rules
15.1(a) and (c).
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 remove the Cross-Asset
Tier under footnote 1, Add Volume
Tiers.
The Exchange determines the
liquidity adding rebate that it will
provide to Members using the
Exchange’s tiered pricing structure.
Currently, the Exchange provides
various rebates under footnote 1 of the
fee schedule for a Member dependent
on the Member’s ADV 6 as a percentage
3 15
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
5 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer that has been admitted
to membership in the Exchange.’’ See Exchange
Rule 1.5(n).
6 As defined in the Exchange’s fee schedule
available at https://www.bats.com/us/equities/
membership/fee_schedule/edgx/.
4 17
E:\FR\FM\13DEN1.SGM
13DEN1
90010
Federal Register / Vol. 81, No. 239 / Tuesday, December 13, 2016 / Notices
of the TCV 7 or OCV 8 for orders that
yield fee codes B, V, Y, 3, and 4. The
Exchange currently has ten Add Volume
Tiers under footnote 1. Under such
pricing structure, a Member will receive
a rebate of anywhere between $0.0025
and $0.0033 per share executed,
depending on the tier for which such
Member qualifies.
The Exchange now proposes to amend
the Add Volume Tiers under footnote 1
to remove an existing tier called the
Cross-Asset Tier. Under the Cross-Asset
tier, a Member receives an enhanced
rebate of $0.0028 per share where that:
(i) Member has on the Exchange’s equity
options trading platform (‘‘EDGX
Options’’) an ADV in Firm9 orders equal
to or greater than 0.15% of average OCV;
and (2) Member has an ADAV10 equal
to or greater than 0.12% of average TCV.
The Exchange is proposing to eliminate
the tier because the rebate has not
achieved the desired effect, despite
being designed to incentivize Members
to add liquidity in two asset classes,
both in EDGX equities and EDGX
Options. As such, the Exchange is
proposing to eliminate the text in
footnote 1 related to the Cross-Asset
Tier.
pmangrum on DSK3GDR082PROD with NOTICES
Implementation Date
The Exchange proposes to implement
this amendment to its fee schedule on
December 1, 2016.
2. Statutory Basis
The Exchange believes that the
proposed removal of the Cross-Asset
Tier represents an equitable allocation
of reasonable dues, fees, and other
charges among Members and other
persons using its facilities because, as
described above, the additional rebate
offered under this tier is not affecting
Members’ behavior in the manner
originally conceived by the Exchange.
While the Exchange acknowledges the
benefit of Members entering orders that
add liquidity in two asset classes, the
Exchange has generally determined that
it is providing an additional rebate for
liquidity that would be added on the
Exchange regardless of whether the tier
existed. As such, the Exchange also
believes that the proposed elimination
of the Cross-Asset Tier would be nondiscriminatory in that it currently
applies equally to all Members and,
upon elimination, would no longer be
7 Id.
8 As defined in the EDGX Options’ fee schedule
available at https://www.bats.com/us/options/
membership/fee_schedule/edgx/.
9 Id.
10 As defined in the Exchange’s fee schedule
available at https://batstrading.com/support/fee_
schedule/edgx/.
VerDate Sep<11>2014
15:08 Dec 12, 2016
Jkt 241001
available to any Members. Further, it
will allow the Exchange to explore other
ways in which it may enhance market
quality for all Members.
Comments may be submitted by any of
the following methods:
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 its
proposal to remove the Cross-Asset Tier
under footnote 1 would burden
competition, but, rather, enhance the
Exchange’s ability to compete with
other market centers. As described
above, the Exchange believes that it is
offering enhanced rebates for orders that
would be submitted to the Exchange
without the enhanced rebate, which
prevents the Exchange from being able
to offer other rebates or reduced fees
that might be able to enhance market
quality to the benefit of all Members. As
such, removing the Cross-Asset Tier will
allow the Exchange other opportunities
to enhance market quality on the
Exchange and ultimately, better
compete with other market centers.
• 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–2016–68 on the subject line.
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 11 and paragraph (f) of Rule
19b–4 thereunder.12 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.
Electronic Comments
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–2016–68. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing 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–2016–68, and should be
submitted on or before January 3, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2016–29806 Filed 12–12–16; 8:45 am]
BILLING CODE 8011–01–P
11 15
U.S.C. 78s(b)(3)(A).
12 17 CFR 240.19b–4(f).
PO 00000
Frm 00119
Fmt 4703
13 17
Sfmt 9990
E:\FR\FM\13DEN1.SGM
CFR 200.30–3(a)(12).
13DEN1
Agencies
[Federal Register Volume 81, Number 239 (Tuesday, December 13, 2016)]
[Notices]
[Pages 90009-90010]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-29806]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-79501; File No. SR-BatsEDGX-2016-68]
Self-Regulatory Organizations; Bats EDGX Exchange, Inc.; Notice
of Filing and Immediate Effectiveness of a Proposed Rule Change to Fees
for Use of the Exchange's Equities Platform
December 7, 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 November 30, 2016, Bats EDGX Exchange, Inc. (the ``Exchange''
or ``EDGX'') filed with the Securities and Exchange Commission (the
``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 the
Substance of the Proposed Rule Change
The Exchange filed a proposal to amend the fee schedule applicable
to Members \5\ and non-members of the Exchange pursuant to EDGX Rules
15.1(a) and (c).
---------------------------------------------------------------------------
\5\ The term ``Member'' is defined as ``any registered broker or
dealer that has been admitted to membership in the Exchange.'' See
Exchange Rule 1.5(n).
---------------------------------------------------------------------------
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 remove the
Cross-Asset Tier under footnote 1, Add Volume Tiers.
The Exchange determines the liquidity adding rebate that it will
provide to Members using the Exchange's tiered pricing structure.
Currently, the Exchange provides various rebates under footnote 1 of
the fee schedule for a Member dependent on the Member's ADV \6\ as a
percentage
[[Page 90010]]
of the TCV \7\ or OCV \8\ for orders that yield fee codes B, V, Y, 3,
and 4. The Exchange currently has ten Add Volume Tiers under footnote
1. Under such pricing structure, a Member will receive a rebate of
anywhere between $0.0025 and $0.0033 per share executed, depending on
the tier for which such Member qualifies.
---------------------------------------------------------------------------
\6\ As defined in the Exchange's fee schedule available at
https://www.bats.com/us/equities/membership/fee_schedule/edgx/.
\7\ Id.
\8\ As defined in the EDGX Options' fee schedule available at
https://www.bats.com/us/options/membership/fee_schedule/edgx/.
---------------------------------------------------------------------------
The Exchange now proposes to amend the Add Volume Tiers under
footnote 1 to remove an existing tier called the Cross-Asset Tier.
Under the Cross-Asset tier, a Member receives an enhanced rebate of
$0.0028 per share where that: (i) Member has on the Exchange's equity
options trading platform (``EDGX Options'') an ADV in Firm\9\ orders
equal to or greater than 0.15% of average OCV; and (2) Member has an
ADAV\10\ equal to or greater than 0.12% of average TCV. The Exchange is
proposing to eliminate the tier because the rebate has not achieved the
desired effect, despite being designed to incentivize Members to add
liquidity in two asset classes, both in EDGX equities and EDGX Options.
As such, the Exchange is proposing to eliminate the text in footnote 1
related to the Cross-Asset Tier.
---------------------------------------------------------------------------
\9\ Id.
\10\ As defined in the Exchange's fee schedule available at
https://batstrading.com/support/fee_schedule/edgx/.
---------------------------------------------------------------------------
Implementation Date
The Exchange proposes to implement this amendment to its fee
schedule on December 1, 2016.
2. Statutory Basis
The Exchange believes that the proposed removal of the Cross-Asset
Tier represents an equitable allocation of reasonable dues, fees, and
other charges among Members and other persons using its facilities
because, as described above, the additional rebate offered under this
tier is not affecting Members' behavior in the manner originally
conceived by the Exchange. While the Exchange acknowledges the benefit
of Members entering orders that add liquidity in two asset classes, the
Exchange has generally determined that it is providing an additional
rebate for liquidity that would be added on the Exchange regardless of
whether the tier existed. As such, the Exchange also believes that the
proposed elimination of the Cross-Asset Tier would be non-
discriminatory in that it currently applies equally to all Members and,
upon elimination, would no longer be available to any Members. Further,
it will allow the Exchange to explore other ways in which it may
enhance market quality for all Members.
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 its proposal to remove the
Cross-Asset Tier under footnote 1 would burden competition, but,
rather, enhance the Exchange's ability to compete with other market
centers. As described above, the Exchange believes that it is offering
enhanced rebates for orders that would be submitted to the Exchange
without the enhanced rebate, which prevents the Exchange from being
able to offer other rebates or reduced fees that might be able to
enhance market quality to the benefit of all Members. As such, removing
the Cross-Asset Tier will allow the Exchange other opportunities to
enhance market quality on the Exchange and ultimately, better compete
with other market centers.
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 \11\ and paragraph (f) of Rule 19b-4
thereunder.\12\ 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.
---------------------------------------------------------------------------
\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 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-BatsEDGX-2016-68 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-2016-68. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549 on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing 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-2016-68, and should
be submitted on or before January 3, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
---------------------------------------------------------------------------
\13\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2016-29806 Filed 12-12-16; 8:45 am]
BILLING CODE 8011-01-P