Self-Regulatory Organizations; Bats BZX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Related To Fees as They Relate to the Equities Options Platform, 10922-10924 [2017-03102]
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10922
Federal Register / Vol. 82, No. 31 / Thursday, February 16, 2017 / Notices
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.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80012; File No. SR–
BatsBZX–2017–12]
Self-Regulatory Organizations; Bats
BZX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change Related To
Fees as They Relate to the Equities
Options Platform
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
February 10, 2017.
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 February
1, 2017, Bats BZX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BZX’’) 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.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
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) applicable to its equity options
platform (‘‘BZX Options’’).
The text of the proposed rule change
is available at the Exchange’s Web site
at www.bats.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
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
5 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer that has been admitted
to membership in the Exchange.’’ See Exchange
Rule 1.5(n).
2 17
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1. Purpose
The Exchange proposes to amend the
BZX Options fee schedule to: (i) Modify
the definitions of fee codes RQ and RR
to include routing to MIAX Pearl LLC
(‘‘MIAX PEARL’’) and to increase the fee
for fee code RR; (ii) reduce the required
criteria for the Market Maker Non-Penny
Pilot Add Volume Tier 3 under footnote
7; and (iii) remove all fees for Mini
Options.
Modifications to Fee Codes RQ and RR
To Include Routing to MIAX PEARL
The Exchange’s current approach to
routing fees is to set forth in a simple
manner certain sub-categories of fees
that approximate the cost of routing to
other options exchanges based on the
cost of transaction fees assessed by each
venue as well as costs to the Exchange
for routing (i.e., clearing fees,
connectivity and other infrastructure
costs, membership fees, etc.)
(collectively, ‘‘Routing Costs’’). The
Exchange then monitors the fees
charged as compared to the costs of its
routing services and adjusts its routing
fees and/or sub-categories to ensure that
the Exchange’s fees do indeed result in
a rough approximation of overall
Routing Costs, and are not significantly
higher or lower in any area.
First, the Exchange proposes to
modify the description of fee codes RQ
and RR in connection with the
upcoming launch of MIAX PEARL.
Currently, fee code RR is appended to
Customer 6 orders in non-Penny Pilot
securities that are routed to ARCA, C2,
ISE, ISE Gemini or NOM and assessed
a fee of $1.00 per contract. Additionally,
fee code RQ is appended to Customer
orders in Penny Pilot securities that are
routed to ARCA, C2, ISE, ISE Gemini or
NOM and assessed a fee of $0.70 per
contract. The Exchange proposes to
modify the definitions of fee codes RR
and RQ to include MIAX Pearl.
Second, the Exchange proposes to
increase the fee for fee code RR from
$1.00 per contract to $1.10 per contract
to account for the cost of routing to
6 As defined in the Exchange’s fee schedule
available at https://www.bats.com/us/options/
membership/fee_schedule/bzx/.
PO 00000
Frm 00052
Fmt 4703
Sfmt 4703
MIAX Pearl. The Exchange does not
propose to amend the fee for fee code
RQ. The Exchange anticipates that the
proposed fee structure will approximate
the cost of routing orders to MIAX Pearl.
The Exchange is proposing the charges
set forth above to maintain a simple and
fair fee schedule with respect to routing
fees that approximate the total cost of
routing, including Routing Costs.
Market Maker Non-Penny Pilot Add
Volume Tier 3
The Exchange determines the
liquidity adding rebate that it will offer
Members using a tiered pricing
structure. Currently, the Exchange offers
rebates ranging from $0.45 and $0.65
per share for Market Maker 7 orders that
add volume in non-Penny Pilot
securities under three tiers described in
footnote 7 of the fee schedule. To
receive Tier 3’s rebate of $0.65 per
share, a Member must have: (i) An
ADAV 8 in Market Maker non-Penny
Pilot Securities equal to or greater than
0.20% of average OCV; 9 and (ii) an
ADAV in Non-Customer orders equal to
or greater than 3.00% of average OCV.
The Exchange now proposes to reduce
the first prong of Tier 3’s required
criteria to require that a Member have
an ADAV in Market Maker Non-Penny
Pilot orders of at least 0.10% of average
OCV, rather than 0.20% of average OCV.
The Exchange does not proposed to
amend the second prong of Tier 3’s
required criteria or the rebate associated
with the tier.
Elimination of References to Mini
Options
Mini Options 10 on SPDR S&P 500
(‘‘SPY’’), Apple Inc. (‘‘AAPL’’), SPDR
Gold Trust (‘‘GLD’’), Alphabet Inc.
(‘‘GOOGL’’), and Amazon.com Inc.
(‘‘AMZN’’) listed and traded on BZX
Options expired in January 2017 and no
other series of Mini Options currently
trade nor will any new series of Mini
Options be trading on BZX Options. As
a result, the Exchange proposes to delete
all fees for Mini Options from its fee
schedule by deleting fee codes DM,11
7 Id.
8 Id.
9 Id.
10 After an option class on a stock, ExchangeTraded Fund Share, Trust Issued Receipt, Exchange
Traded Note, and other Index Linked Security with
a 100 share deliverable has been approved for
listing and trading on the Exchange, series of option
contracts with a 10 share deliverable on that stock,
Exchange-Traded Fund Share, Trust Issued Receipt,
Exchange Traded Note, and other Index Linked
Security may be listed for all expirations opened for
trading on the Exchange. See Exchange Rule.19.6.
Interpretations and Policies .07
11 Fee code DM is appended to an order executed
at a Member’s directed destinations when bypassing
the Bats Options order book, executed in Mini
E:\FR\FM\16FEN1.SGM
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Federal Register / Vol. 82, No. 31 / Thursday, February 16, 2017 / Notices
MA,12 MR,13 ZC,14 and ZF 15 from the
Fee Codes and Associate Fees table and
updating the Standard Rates table to
reflect the removal of these fee codes.
Implementation Date
The Exchange proposes to implement
the proposed rule change on February 1,
2017.16
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,17
in general, and furthers the objectives of
Section 6(b)(4),18 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 incentivize market
participants to direct their order flow to
the Exchange. The Exchange believes
that the proposed tier is equitable and
non-discriminatory in that it would
apply uniformly to all Members. The
Exchange believes the rates remain
competitive with those charged by other
venues and, therefore, are reasonable
and equitably allocated to Members.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
Modifications to Fee Codes RQ and RR
To Include Routing to MIAX PEARL
As explained above, the Exchange
generally attempts to approximate the
cost of routing to other options
exchanges, including other applicable
costs to the Exchange for routing. The
Exchange believes its proposed fees are
equitable and reasonable by taking into
account Routing Costs based on the
rates charged by MIAX PEARL. The
Exchange believes that a pricing model
based on approximate Routing Costs is
Options Securities, and is assessed a fee of $0.15
per contract.
12 Fee code MA is appended to a Member’s order
which adds liquidity in Mini Options Securities,
and is not assessed a fee.
13 Fee code MR is appended to a Member’s order
which removes liquidity in Mini Options
Securities, and is not assessed a fee.
14 Fee code ZC is appended to a Member’s routed
Customer order in Mini Options Securities, and is
assessed a fee of $0.12.
15 Fee code ZF is appended to a Member’s routed
Non-Customer order in Mini Options Securities,
and is assessed a fee of $0.12.
16 The Exchange notes that the date of its fee
schedule was previously amended to state February
1, 2017 in SR–BatsBZX–2017–02 (filed January 30,
2017).
17 15 U.S.C. 78f.
18 15 U.S.C. 78f(b)(4).
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19:05 Feb 15, 2017
Jkt 241001
a reasonable, fair and equitable
approach to pricing. Specifically, the
Exchange believes that its proposal to
adopt routing fees to MIAX PEARL is
fair, equitable and reasonable because
the fees are generally an approximation
of the anticipated cost to the Exchange
for routing orders to MIAX PEARL. The
Exchange notes that routing through the
Exchange is voluntary. The Exchange
also believes that the proposed fee
structure for orders routed to and
executed at MIAX PEARL is fair and
equitable and not unreasonably
discriminatory in that it applies equally
to all Members.
Market Maker Non-Penny Pilot Add
Volume Tier 3
The Exchange believes that the
proposed rule change to modify the
required criteria of the Market Maker
Non-Penny Pilot Add Volume Tier 3 is
consistent with Section 6(b)(4) of the
Act,19 in that it provides for the
equitable allocation of reasonable dues,
fees and other charges among members
and other persons using any facility or
system which the Exchange operates or
controls. Volume-based rebates such as
those currently maintained on the
Exchange 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. Decreasing the criteria is
intended to incentivize additional
Members to send orders to the Exchange
in an effort to qualify for the enhanced
rebate made available by the tier.
Elimination of References to Mini
Options
The Exchange believes it is equitable,
reasonable, and not unfairly
discriminatory to delete fees for Mini
Options from its fee schedule because
the Mini Options listed and traded on
BZX Options expired in January 2017
and no other series of Mini Options
currently trade nor will any new series
of Mini Options be trading on BZX
Options. The Exchange believes that the
proposed changes will make the fee
schedule clearer and eliminate potential
investor confusion, thereby removing
impediments to and perfecting the
mechanism of a free and open market
and a national market system, and in
general, protecting investors and the
public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange believes the proposed routing
fee will not impose an undue burden on
competition because the Exchange will
uniformly assess the routing fee on all
Members. The Exchange does not
believe that the proposed changes
represent a significant departure from
routing fees 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 or if they view
the proposed fee as excessive.
Accordingly, the Exchange does not
believe that the proposed change will
impair the ability of Members or
competing venues to maintain their
competitive standing in the financial
markets. The Exchange does not believe
that the proposed change to the
Exchange’s tiered pricing structure
burdens competition, but instead,
enhances competition as it is intended
to increase the competitiveness of the
Exchange. Further, excessive fees for
participation would serve to impair an
exchange’s ability to compete for order
flow and members rather than
burdening competition. Lastly, the
Exchange believes removing fees for
Mini Options from its fee schedule will
not have impact on competition as it is
simply designed to eliminate potential
investor confusion by eliminating fees
for products no longer available on 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 20 and paragraph (f) of Rule
19b–4 thereunder.21 At any time within
20 15
19 15
PO 00000
U.S.C. 78f(b)(4).
Frm 00053
Fmt 4703
21 17
Sfmt 4703
10923
E:\FR\FM\16FEN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
16FEN1
10924
Federal Register / Vol. 82, No. 31 / Thursday, February 16, 2017 / Notices
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
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–2017–12 on the subject line.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–BatsBZX–2017–12. 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 the
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–
19:05 Feb 15, 2017
Jkt 241001
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–03102 Filed 2–15–17; 8:45 am]
BILLING CODE 8011–01–P
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:
VerDate Sep<11>2014
BatsBZX–2017–12 and should be
submitted on or before March 9, 2017.
SECURITIES AND EXCHANGE
COMMISSION
[Release Nos. 33–10306; 34–80024; File No.
265–28]
Investor Advisory Committee Meeting
Securities and Exchange
Commission.
ACTION: Notice of Meeting of Securities
and Exchange Commission Dodd-Frank
Investor Advisory Committee.
AGENCY:
The Securities and Exchange
Commission Investor Advisory
Committee, established pursuant to
Section 911 of the Dodd-Frank Wall
Street Reform and Consumer Protection
Act of 2010, is providing notice that it
will hold a public meeting. The public
is invited to submit written statements
to the Committee.
DATES: The meeting will be held on
Thursday, March 9, 2017 from 9:00 a.m.
until 11:55 a.m. (ET). Written statements
should be received on or before March
9, 2017.
ADDRESSES: The meeting will be held in
Multi-Purpose Room LL–006 at the
Commission’s headquarters, 100 F
Street NE., Washington, DC 20549. The
meeting will be webcast on the
Commission’s Web site at www.sec.gov.
Written statements may be submitted by
any of the following methods:
SUMMARY:
Electronic Statements
D Use the Commission’s Internet
submission form (https://www.sec.gov/
rules/other.shtml); or
D Send an email message to rulescomments@sec.gov. Please include File
No. 265–28 on the subject line; or
Paper Statements
D Send paper statements to Brent J.
Fields, Secretary, Securities and
Exchange Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File No.
265–28. This file number should be
included on the subject line if email is
used. To help us process and review
your statement more efficiently, please
use only one method.
22 17
PO 00000
CFR 200.30–3(a)(12).
Frm 00054
Fmt 4703
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Statements also will be available for
Web site viewing and printing in the
Commission’s Public Reference Room,
100 F Street NE., Room 1503,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. All statements
received will be posted without change;
we do not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly.
FOR FURTHER INFORMATION CONTACT:
Marc Oorloff Sharma, Chief Counsel,
Office of the Investor Advocate, at (202)
551–3302, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549.
SUPPLEMENTARY INFORMATION: The
meeting will be open to the public,
except during that portion of the
meeting reserved for an administrative
work session during lunch. Persons
needing special accommodations to take
part because of a disability should
notify the contact person listed in the
section above entitled FOR FURTHER
INFORMATION CONTACT.
The agenda for the meeting includes:
Remarks from Commissioners; a
discussion regarding SEC investor
research initiatives, the FINRA 2016
Financial Capability Study, and
academic research on financial literacy;
a discussion regarding unequal voting
rights of common stock; a report on the
nonpublic administrative work session;
and a nonpublic administrative work
session during lunch.
Dated: February 13, 2017.
Brent J. Fields,
Secretary.
[FR Doc. 2017–03122 Filed 2–15–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80013; File No. SR–
NASDAQ–2016–183]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Order
Granting Approval of a Proposed Rule
Change To Conform to Proposed
Amendment to Rule 15c6–1(a) Under
the Securities Exchange Act of 1934 To
Shorten the Standard Settlement Cycle
From Three Business Days After the
Trade Date to Two Business Days After
the Trade Date
February 10, 2017.
I. Introduction
On December 22, 2016, The NASDAQ
Stock Market LLC (‘‘Nasdaq’’ or
‘‘Exchange’’) filed with the Securities
E:\FR\FM\16FEN1.SGM
16FEN1
Agencies
[Federal Register Volume 82, Number 31 (Thursday, February 16, 2017)]
[Notices]
[Pages 10922-10924]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-03102]
[[Page 10922]]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-80012; File No. SR-BatsBZX-2017-12]
Self-Regulatory Organizations; Bats BZX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Related To
Fees as They Relate to the Equities Options Platform
February 10, 2017.
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 February 1, 2017, Bats BZX Exchange, Inc. (the ``Exchange'' or
``BZX'') 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 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) applicable to its equity options platform (``BZX
Options'').
---------------------------------------------------------------------------
\5\ The term ``Member'' is defined as ``any registered broker or
dealer that has been admitted to membership in the Exchange.'' See
Exchange Rule 1.5(n).
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at www.bats.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 the BZX Options fee schedule to: (i)
Modify the definitions of fee codes RQ and RR to include routing to
MIAX Pearl LLC (``MIAX PEARL'') and to increase the fee for fee code
RR; (ii) reduce the required criteria for the Market Maker Non-Penny
Pilot Add Volume Tier 3 under footnote 7; and (iii) remove all fees for
Mini Options.
Modifications to Fee Codes RQ and RR To Include Routing to MIAX PEARL
The Exchange's current approach to routing fees is to set forth in
a simple manner certain sub-categories of fees that approximate the
cost of routing to other options exchanges based on the cost of
transaction fees assessed by each venue as well as costs to the
Exchange for routing (i.e., clearing fees, connectivity and other
infrastructure costs, membership fees, etc.) (collectively, ``Routing
Costs''). The Exchange then monitors the fees charged as compared to
the costs of its routing services and adjusts its routing fees and/or
sub-categories to ensure that the Exchange's fees do indeed result in a
rough approximation of overall Routing Costs, and are not significantly
higher or lower in any area.
First, the Exchange proposes to modify the description of fee codes
RQ and RR in connection with the upcoming launch of MIAX PEARL.
Currently, fee code RR is appended to Customer \6\ orders in non-Penny
Pilot securities that are routed to ARCA, C2, ISE, ISE Gemini or NOM
and assessed a fee of $1.00 per contract. Additionally, fee code RQ is
appended to Customer orders in Penny Pilot securities that are routed
to ARCA, C2, ISE, ISE Gemini or NOM and assessed a fee of $0.70 per
contract. The Exchange proposes to modify the definitions of fee codes
RR and RQ to include MIAX Pearl.
---------------------------------------------------------------------------
\6\ As defined in the Exchange's fee schedule available at
https://www.bats.com/us/options/membership/fee_schedule/bzx/.
---------------------------------------------------------------------------
Second, the Exchange proposes to increase the fee for fee code RR
from $1.00 per contract to $1.10 per contract to account for the cost
of routing to MIAX Pearl. The Exchange does not propose to amend the
fee for fee code RQ. The Exchange anticipates that the proposed fee
structure will approximate the cost of routing orders to MIAX Pearl.
The Exchange is proposing the charges set forth above to maintain a
simple and fair fee schedule with respect to routing fees that
approximate the total cost of routing, including Routing Costs.
Market Maker Non-Penny Pilot Add Volume Tier 3
The Exchange determines the liquidity adding rebate that it will
offer Members using a tiered pricing structure. Currently, the Exchange
offers rebates ranging from $0.45 and $0.65 per share for Market Maker
\7\ orders that add volume in non-Penny Pilot securities under three
tiers described in footnote 7 of the fee schedule. To receive Tier 3's
rebate of $0.65 per share, a Member must have: (i) An ADAV \8\ in
Market Maker non-Penny Pilot Securities equal to or greater than 0.20%
of average OCV; \9\ and (ii) an ADAV in Non-Customer orders equal to or
greater than 3.00% of average OCV. The Exchange now proposes to reduce
the first prong of Tier 3's required criteria to require that a Member
have an ADAV in Market Maker Non-Penny Pilot orders of at least 0.10%
of average OCV, rather than 0.20% of average OCV. The Exchange does not
proposed to amend the second prong of Tier 3's required criteria or the
rebate associated with the tier.
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\7\ Id.
\8\ Id.
\9\ Id.
---------------------------------------------------------------------------
Elimination of References to Mini Options
Mini Options \10\ on SPDR S&P 500 (``SPY''), Apple Inc. (``AAPL''),
SPDR Gold Trust (``GLD''), Alphabet Inc. (``GOOGL''), and Amazon.com
Inc. (``AMZN'') listed and traded on BZX Options expired in January
2017 and no other series of Mini Options currently trade nor will any
new series of Mini Options be trading on BZX Options. As a result, the
Exchange proposes to delete all fees for Mini Options from its fee
schedule by deleting fee codes DM,\11\
[[Page 10923]]
MA,\12\ MR,\13\ ZC,\14\ and ZF \15\ from the Fee Codes and Associate
Fees table and updating the Standard Rates table to reflect the removal
of these fee codes.
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\10\ After an option class on a stock, Exchange-Traded Fund
Share, Trust Issued Receipt, Exchange Traded Note, and other Index
Linked Security with a 100 share deliverable has been approved for
listing and trading on the Exchange, series of option contracts with
a 10 share deliverable on that stock, Exchange-Traded Fund Share,
Trust Issued Receipt, Exchange Traded Note, and other Index Linked
Security may be listed for all expirations opened for trading on the
Exchange. See Exchange Rule.19.6. Interpretations and Policies .07
\11\ Fee code DM is appended to an order executed at a Member's
directed destinations when bypassing the Bats Options order book,
executed in Mini Options Securities, and is assessed a fee of $0.15
per contract.
\12\ Fee code MA is appended to a Member's order which adds
liquidity in Mini Options Securities, and is not assessed a fee.
\13\ Fee code MR is appended to a Member's order which removes
liquidity in Mini Options Securities, and is not assessed a fee.
\14\ Fee code ZC is appended to a Member's routed Customer order
in Mini Options Securities, and is assessed a fee of $0.12.
\15\ Fee code ZF is appended to a Member's routed Non-Customer
order in Mini Options Securities, and is assessed a fee of $0.12.
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Implementation Date
The Exchange proposes to implement the proposed rule change on
February 1, 2017.\16\
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\16\ The Exchange notes that the date of its fee schedule was
previously amended to state February 1, 2017 in SR-BatsBZX-2017-02
(filed January 30, 2017).
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2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of Section 6 of the Act,\17\ in general, and
furthers the objectives of Section 6(b)(4),\18\ 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 incentivize market participants to direct
their order flow to the Exchange. The Exchange believes that the
proposed tier is equitable and non-discriminatory in that it would
apply uniformly to all Members. The Exchange believes the rates remain
competitive with those charged by other venues and, therefore, are
reasonable and equitably allocated to Members.
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\17\ 15 U.S.C. 78f.
\18\ 15 U.S.C. 78f(b)(4).
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Modifications to Fee Codes RQ and RR To Include Routing to MIAX PEARL
As explained above, the Exchange generally attempts to approximate
the cost of routing to other options exchanges, including other
applicable costs to the Exchange for routing. The Exchange believes its
proposed fees are equitable and reasonable by taking into account
Routing Costs based on the rates charged by MIAX PEARL. The Exchange
believes that a pricing model based on approximate Routing Costs is a
reasonable, fair and equitable approach to pricing. Specifically, the
Exchange believes that its proposal to adopt routing fees to MIAX PEARL
is fair, equitable and reasonable because the fees are generally an
approximation of the anticipated cost to the Exchange for routing
orders to MIAX PEARL. The Exchange notes that routing through the
Exchange is voluntary. The Exchange also believes that the proposed fee
structure for orders routed to and executed at MIAX PEARL is fair and
equitable and not unreasonably discriminatory in that it applies
equally to all Members.
Market Maker Non-Penny Pilot Add Volume Tier 3
The Exchange believes that the proposed rule change to modify the
required criteria of the Market Maker Non-Penny Pilot Add Volume Tier 3
is consistent with Section 6(b)(4) of the Act,\19\ in that it provides
for the equitable allocation of reasonable dues, fees and other charges
among members and other persons using any facility or system which the
Exchange operates or controls. Volume-based rebates such as those
currently maintained on the Exchange 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. Decreasing the criteria is intended to incentivize
additional Members to send orders to the Exchange in an effort to
qualify for the enhanced rebate made available by the tier.
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\19\ 15 U.S.C. 78f(b)(4).
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Elimination of References to Mini Options
The Exchange believes it is equitable, reasonable, and not unfairly
discriminatory to delete fees for Mini Options from its fee schedule
because the Mini Options listed and traded on BZX Options expired in
January 2017 and no other series of Mini Options currently trade nor
will any new series of Mini Options be trading on BZX Options. The
Exchange believes that the proposed changes will make the fee schedule
clearer and eliminate potential investor confusion, thereby removing
impediments to and perfecting the mechanism of a free and open market
and a national market system, and in general, protecting investors and
the public interest.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. The Exchange believes the
proposed routing fee will not impose an undue burden on competition
because the Exchange will uniformly assess the routing fee on all
Members. The Exchange does not believe that the proposed changes
represent a significant departure from routing fees 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 or if they view the proposed fee as excessive. Accordingly, the
Exchange does not believe that the proposed change will impair the
ability of Members or competing venues to maintain their competitive
standing in the financial markets. The Exchange does not believe that
the proposed change to the Exchange's tiered pricing structure burdens
competition, but instead, enhances competition as it is intended to
increase the competitiveness of the Exchange. Further, excessive fees
for participation would serve to impair an exchange's ability to
compete for order flow and members rather than burdening competition.
Lastly, the Exchange believes removing fees for Mini Options from its
fee schedule will not have impact on competition as it is simply
designed to eliminate potential investor confusion by eliminating fees
for products no longer available on 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 \20\ and paragraph (f) of Rule 19b-4
thereunder.\21\ At any time within
[[Page 10924]]
60 days of the filing of the proposed rule change, the Commission
summarily may temporarily suspend such rule change if it appears to the
Commission that such action is necessary or appropriate in the public
interest, for the protection of investors, or otherwise in furtherance
of the purposes of the Act.
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\20\ 15 U.S.C. 78s(b)(3)(A).
\21\ 17 CFR 240.19b-4(f).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-BatsBZX-2017-12 on the subject line.
Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-BatsBZX-2017-12. 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 the 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-BatsBZX-2017-12 and should
be submitted on or before March 9, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\22\
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\22\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-03102 Filed 2-15-17; 8:45 am]
BILLING CODE 8011-01-P