Self-Regulatory Organizations; Miami International Securities Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Its Fee Schedule Relating to the Professional Rebate Program, 13895-13897 [2017-05091]
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Federal Register / Vol. 82, No. 49 / Wednesday, March 15, 2017 / Notices
INET trading system and is not designed
to have any significant competitive
impact. The Exchange operates in a
highly competitive market in which
market participants can readily direct
their order flow to competing venues. In
such an environment, the Exchange
must continually review, and consider
adjusting, its fees and rebates to remain
competitive with other exchanges. For
the reasons described above, the
Exchange believes that the proposed fee
changes reflect this competitive
environment.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
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)(ii) of the Act,13 and Rule
19b–4(f)(2) 14 thereunder. 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: (i)
Necessary or appropriate in the public
interest; (ii) for the protection of
investors; or (iii) 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:
asabaliauskas on DSK3SPTVN1PROD with NOTICES2
• 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–
ISEGemini–2017–09 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.
14 17
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
VerDate Sep<11>2014
18:19 Mar 14, 2017
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–05085 Filed 3–14–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80190; File No. SR–MIAX–
2017–11]
Electronic Comments
13 15
All submissions should refer to File
Number SR–ISEGemini–2017–09. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
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–
ISEGemini–2017–09 and should be
submitted on or before April 5, 2017.
Self-Regulatory Organizations; Miami
International Securities Exchange LLC;
Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Amend Its Fee Schedule
Relating to the Professional Rebate
Program
March 9, 2017.
Pursuant to the provisions of Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
15 17
1 15
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CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
Frm 00108
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13895
thereunder,2 notice is hereby given that
on February 28, 2017, Miami
International Securities Exchange LLC
(‘‘MIAX Options’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) a
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing a proposal to
amend the MIAX Options Fee Schedule
(the ‘‘Fee Schedule’’).
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.miaxoptions.com/rulefilings, at MIAX’s principal office, 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 aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
Fee Schedule to make adjustments to its
Professional Rebate Program (the
‘‘Program’’). Under the Program, which
is set forth in Section (1)(a)(iv) of the
Fee Schedule, the Exchange credits each
Member 3 a per contract amount
resulting from any contracts executed
from an order submitted by that Member
for the account of a: (i) Public
2 17
CFR 240.19b–4.
term ‘‘Member’’ means an individual or
organization approved to exercise the trading rights
associated with a Trading Permit. Members are
deemed ‘‘members’’ under the Exchange Act. See
Exchange Rule 100.
3 The
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asabaliauskas on DSK3SPTVN1PROD with NOTICES2
Customer 4 that is not a Priority
Customer; 5 (ii) non-MIAX Options
Market Maker; 6 (iii) non-Member
Broker-Dealer; or (iv) Firm 7 (each, a
‘‘Professional’’), which is executed
electronically on the Exchange in all
multiply-listed option classes
(excluding, in simple or complex as
applicable, mini-options, non-Priority
Customer-to-non-Priority Customer
orders, QCC orders, PRIME orders,
PRIME AOC responses, PRIME contraside orders, and executions related to
contracts that are routed to one or more
exchanges in connection with the
Options Order Protection and Locked/
Crossed Market Plan referenced in
MIAX Options Rule 1400 (collectively,
‘‘Excluded Contracts’’)), provided the
Member achieves certain Professional
volume increase percentage thresholds
in the month relative to a baseline
period.
The percentage thresholds in each tier
are based upon the increase in the total
volume submitted by a Member and
executed for the account(s) of a
Professional on MIAX Options (not
including Excluded Contracts) during a
particular month, as a percentage of the
total volume reported by OCC in MIAX
Options classes during the same month
(the ‘‘Current Percentage’’), less the total
volume submitted by that Member and
executed for the account(s) of a
Professional on MIAX Options (not
including Excluded Contracts) during
the fourth quarter of 2015 as a
percentage of the total volume reported
by OCC in MIAX Options classes during
the fourth quarter of 2015 (the ‘‘Baseline
Percentage’’). For Members who did not
execute contracts for the account(s) of a
Professional during the fourth quarter of
2015, the Exchange currently assigns
such Member a Baseline Percentage of
.03%. The Member’s percentage
4 The term ‘‘Public Customer’’ means a person
that is not a broker or dealer in securities. See
Exchange Rule 100.
5 ‘‘Priority Customer’’ means a person or entity
that (i) is not a broker or dealer in securities, and
(ii) does not place more than 390 orders in listed
options per day on average during a calendar month
for its own beneficial accounts(s). See Exchange
Rule 100, including Interpretations and Policies .01.
6 The term ‘‘Market Makers’’ refers to Lead Market
Makers (‘‘LMMs’’), Primary Lead Market Makers
(‘‘PLMMs’’), and Registered Market Makers
(‘‘RMMs’’) collectively. See Exchange Rule 100. A
Directed Order Lead Market Maker (‘‘DLMM’’) and
Directed Primary Lead Market Maker (‘‘DPLMM’’) is
a party to a transaction being allocated to the LMM
or PLMM and is the result of an order that has been
directed to the LMM or PLMM. See Fee Schedule
note 2.
7 A ‘‘Firm’’ fee is assessed on a MIAX Electronic
Exchange Member ‘‘EEM’’ that enters an order that
is executed for an account identified by the EEM
for clearing in the Options Clearing Corporation
(‘‘OCC’’) ‘‘Firm’’ range. See Fee Schedule, Section
(1)(a)ii.
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increase is calculated as the Current
Percentage less the Baseline Percentage.
Members receive rebates for contracts
that they submit on behalf of a
Professional(s) that are executed within
a particular percentage tier based upon
that percentage tier only, and do not
receive rebates for such contracts that
apply to any other tier.
The purpose of the Program is to
encourage Members to direct greater
Professional order flow to the Exchange.
Increased Professional order flow
provides for greater liquidity, which
benefits all market participants. The
practice of incentivizing increased retail
customer order flow in order to attract
liquidity is, and has been, commonly
practiced in the options markets. As
such, marketing fee programs,8 and
customer posting incentive programs,9
are based on attracting public customer
order flow.10
The Exchange now proposes to adjust
the method of calculating the Baseline
Percentage, for purposes of determining
whether the Member qualifies for
rebates under the Program. Pursuant to
the new calculation, the Baseline
Percentage shall now be the greater of
(x) total volume submitted by that
Member and executed for the account(s)
of a Professional on MIAX Options (not
including Excluded Contracts) during
the fourth quarter of 2015 as a
percentage of the total volume reported
by OCC in MIAX Options classes during
the fourth quarter of 2015, and (y)
0.065%. The Exchange also proposes to
change the default Baseline Percentage
(for Members who did not execute
contracts for the account(s) of a
Professional during the fourth quarter of
2015) to 0.065%, so that it is consistent
with the new calculation method.
The purpose for making these
adjustments is to update the Program to
better reflect the Exchange’s current
operating environment and business
strategy. It is intended to continue to
incentivize Members to send a greater
amount of Professional order flow to the
Exchange so that they can achieve
rebates under the Program, as adjusted
and in line with current market
conditions. The Baseline Percentage and
other thresholds amounts contained in
the Program were initially established
8 See
MIAX Fee Schedule, Section 1(b).
NYSE Arca, Inc. Fees Schedule, page 4
(section titled ‘‘Customer Monthly Posting Credit
Tiers and Qualifications for Executions in Penny
Pilot Issues’’).
10 For a complete description of the Program, see
Securities Exchange Act Release Nos. 77097
(February 9, 2016), 81 FR 7877 (February 16, 2016)
(SR–MIAX–2016–05); 77777 (May 6, 2016), 81 FR
29603 (May 12, 2016) (SR–MIAX–2016–09); 79157
(October 26, 2016), 81 FR 75885 (November 1, 2016)
(SR–MIAX–2016–38).
9 See
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over a year ago, and thus were based on
the then-current business and economic
conditions. The Exchange believes that
a number of events have occurred and
certain business factors have change
since the establishment of the Program
(including, but not limited to, the
launch of complex orders on the
Exchange), and thus the Exchange
believes it is reasonable and appropriate
to update the Program to align it with
current economic conditions and
business strategy. The Exchange notes
that the Baseline Percentage definition
is also used as a factor for determining
whether a Member qualifies for certain
additional credits under the Exchange’s
Priority Customer Rebate Program
(‘‘PCRP’’), which is contained in Section
(1)(a)(iii) of the Exchange’s Fee
Schedule, and the Exchange
incorporated this indirect impact into
its determination as well. As overall
market conditions continue to evolve,
the Exchange will continue to analyze
and re-assess the calculation of the
Baseline Percentage and other threshold
amounts contained in the Program, and
if its analysis justifies a further change,
the Exchange will submit a proposed
rule change reflecting this.
The credits paid out as part of the
program will be drawn from the general
revenues of the Exchange.11 The
proposed rule change is to take effect
March 1, 2017.
2. Statutory Basis
The Exchange believes that its
proposal to amend its fee schedule is
consistent with Section 6(b) of the Act 12
in general, and furthers the objectives of
Section 6(b)(4) of the Act 13 in
particular, in that it is an equitable
allocation of reasonable fees and other
charges among Exchange members and
other persons using its facilities.
The Exchange believes that the
proposed changes to the Program are
fair, equitable and not unreasonably
discriminatory. The Program itself is
reasonably designed because it
encourages providers of Professional
order flow to send that Professional
order flow to the Exchange in order to
receive credits, in a manner that enables
the Exchange to improve its overall
competitiveness and strengthen its
market quality for all market
participants. The proposed changes to
the Program are fair and equitable and
11 Despite providing credits under the Program,
the Exchange represents that it will continue to
have adequate resources to fund its regulatory
program and fulfill its responsibilities as a selfregulatory organization during the limited period
that the Program will be in effect.
12 15 U.S.C. 78f(b).
13 15 U.S.C. 78f(b)(4).
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Federal Register / Vol. 82, No. 49 / Wednesday, March 15, 2017 / Notices
asabaliauskas on DSK3SPTVN1PROD with NOTICES2
not unreasonably discriminatory
because they apply equally to all
Members submitting orders for the
account(s) of Professionals. All similarly
situated Professional orders are subject
to the same rebate schedule, and access
to the Exchange is offered on terms that
are not unfairly discriminatory. In
addition, the proposed changes to the
Program are equitable and not unfairly
discriminatory because, while only
Professional order flow qualifies for the
Program, an increase in Professional
order flow will bring greater volume and
liquidity, which benefit all market
participants by providing more trading
opportunities and tighter spreads.
Similarly, offering increasing credits to
Members for submitting and executing
higher percentages of total national
customer volume (increased credit rates
at increased volume tiers) is equitable
and not unfairly discriminatory because
such increased rates and tiers encourage
Members to direct increased amounts of
Professional contracts to the Exchange.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will result in
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange believes that the proposed
rule change would increase both
intermarket and intramarket
competition by incenting Members to
direct orders for the account(s) of
Professionals to the Exchange, which
should enhance the quality of the
Exchange’s markets and increase the
volume of contracts traded here. To the
extent that this purpose is achieved, all
the Exchange’s market participants
should benefit from the improved
market liquidity. Enhanced market
quality and increased transaction
volume that results from the anticipated
increase in order flow directed to the
Exchange will benefit all market
participants and improve competition
on the Exchange. The Exchange notes
that it operates in a highly competitive
market in which market participants can
readily favor competing venues if they
deem fee levels at a particular venue to
be excessive. In such an environment,
the Exchange must continually adjust its
fees to remain competitive with other
exchanges and to attract order flow to
the Exchange. The Exchange believes
that the proposed rule change reflects
this competitive environment because it
reduces the Exchange’s fees through
rebates in a manner that encourages
market participants to direct their
customer order flow, to provide
liquidity, and to attract additional
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transaction volume to the Exchange.
Given the robust competition for
volume among options markets, many of
which offer the same products,
implementing a volume increase based
rebate program to attract order flow like
the one being proposed in this filing is
consistent with the above-mentioned
goals of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
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)(ii) of the Act,14 and Rule
19b–4(f)(2) 15 thereunder. At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act. If the Commission
takes such action, the Commission shall
institute proceedings to determine
whether the proposed rule should be
approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
MIAX–2017–11 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–MIAX–2017–11. 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–MIAX–
2017–11, and should be submitted on or
before April 5, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–05091 Filed 3–14–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80186; File No. SR–Bats
EDGX–2017–12]
Self-Regulatory Organizations; Bats
EDGX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change to Fees for Use
on Bats EDGX Exchange, Inc.
March 9, 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
28, 2017, Bats EDGX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which Items have been prepared
by the Exchange. The Exchange has
16 17
14 15
U.S.C. 78s(b)(3)(A)(ii).
15 17 CFR 240.19b–4(f)(2).
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13897
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Agencies
[Federal Register Volume 82, Number 49 (Wednesday, March 15, 2017)]
[Notices]
[Pages 13895-13897]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-05091]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-80190; File No. SR-MIAX-2017-11]
Self-Regulatory Organizations; Miami International Securities
Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed
Rule Change To Amend Its Fee Schedule Relating to the Professional
Rebate Program
March 9, 2017.
Pursuant to the provisions of Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice
is hereby given that on February 28, 2017, Miami International
Securities Exchange LLC (``MIAX Options'' or ``Exchange'') filed with
the Securities and Exchange Commission (``Commission'') a proposed rule
change as described in Items I, II, and III below, which Items have
been prepared by the Exchange. The Commission is publishing this notice
to solicit comments on the proposed rule change from interested
persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is filing a proposal to amend the MIAX Options Fee
Schedule (the ``Fee Schedule'').
The text of the proposed rule change is available on the Exchange's
Web site at https://www.miaxoptions.com/rule-filings, at MIAX's
principal office, 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 aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend its Fee Schedule to make adjustments
to its Professional Rebate Program (the ``Program''). Under the
Program, which is set forth in Section (1)(a)(iv) of the Fee Schedule,
the Exchange credits each Member \3\ a per contract amount resulting
from any contracts executed from an order submitted by that Member for
the account of a: (i) Public
[[Page 13896]]
Customer \4\ that is not a Priority Customer; \5\ (ii) non-MIAX Options
Market Maker; \6\ (iii) non-Member Broker-Dealer; or (iv) Firm \7\
(each, a ``Professional''), which is executed electronically on the
Exchange in all multiply-listed option classes (excluding, in simple or
complex as applicable, mini-options, non-Priority Customer-to-non-
Priority Customer orders, QCC orders, PRIME orders, PRIME AOC
responses, PRIME contra-side orders, and executions related to
contracts that are routed to one or more exchanges in connection with
the Options Order Protection and Locked/Crossed Market Plan referenced
in MIAX Options Rule 1400 (collectively, ``Excluded Contracts'')),
provided the Member achieves certain Professional volume increase
percentage thresholds in the month relative to a baseline period.
---------------------------------------------------------------------------
\3\ The term ``Member'' means an individual or organization
approved to exercise the trading rights associated with a Trading
Permit. Members are deemed ``members'' under the Exchange Act. See
Exchange Rule 100.
\4\ The term ``Public Customer'' means a person that is not a
broker or dealer in securities. See Exchange Rule 100.
\5\ ``Priority Customer'' means a person or entity that (i) is
not a broker or dealer in securities, and (ii) does not place more
than 390 orders in listed options per day on average during a
calendar month for its own beneficial accounts(s). See Exchange Rule
100, including Interpretations and Policies .01.
\6\ The term ``Market Makers'' refers to Lead Market Makers
(``LMMs''), Primary Lead Market Makers (``PLMMs''), and Registered
Market Makers (``RMMs'') collectively. See Exchange Rule 100. A
Directed Order Lead Market Maker (``DLMM'') and Directed Primary
Lead Market Maker (``DPLMM'') is a party to a transaction being
allocated to the LMM or PLMM and is the result of an order that has
been directed to the LMM or PLMM. See Fee Schedule note 2.
\7\ A ``Firm'' fee is assessed on a MIAX Electronic Exchange
Member ``EEM'' that enters an order that is executed for an account
identified by the EEM for clearing in the Options Clearing
Corporation (``OCC'') ``Firm'' range. See Fee Schedule, Section
(1)(a)ii.
---------------------------------------------------------------------------
The percentage thresholds in each tier are based upon the increase
in the total volume submitted by a Member and executed for the
account(s) of a Professional on MIAX Options (not including Excluded
Contracts) during a particular month, as a percentage of the total
volume reported by OCC in MIAX Options classes during the same month
(the ``Current Percentage''), less the total volume submitted by that
Member and executed for the account(s) of a Professional on MIAX
Options (not including Excluded Contracts) during the fourth quarter of
2015 as a percentage of the total volume reported by OCC in MIAX
Options classes during the fourth quarter of 2015 (the ``Baseline
Percentage''). For Members who did not execute contracts for the
account(s) of a Professional during the fourth quarter of 2015, the
Exchange currently assigns such Member a Baseline Percentage of .03%.
The Member's percentage increase is calculated as the Current
Percentage less the Baseline Percentage. Members receive rebates for
contracts that they submit on behalf of a Professional(s) that are
executed within a particular percentage tier based upon that percentage
tier only, and do not receive rebates for such contracts that apply to
any other tier.
The purpose of the Program is to encourage Members to direct
greater Professional order flow to the Exchange. Increased Professional
order flow provides for greater liquidity, which benefits all market
participants. The practice of incentivizing increased retail customer
order flow in order to attract liquidity is, and has been, commonly
practiced in the options markets. As such, marketing fee programs,\8\
and customer posting incentive programs,\9\ are based on attracting
public customer order flow.\10\
---------------------------------------------------------------------------
\8\ See MIAX Fee Schedule, Section 1(b).
\9\ See NYSE Arca, Inc. Fees Schedule, page 4 (section titled
``Customer Monthly Posting Credit Tiers and Qualifications for
Executions in Penny Pilot Issues'').
\10\ For a complete description of the Program, see Securities
Exchange Act Release Nos. 77097 (February 9, 2016), 81 FR 7877
(February 16, 2016) (SR-MIAX-2016-05); 77777 (May 6, 2016), 81 FR
29603 (May 12, 2016) (SR-MIAX-2016-09); 79157 (October 26, 2016), 81
FR 75885 (November 1, 2016) (SR-MIAX-2016-38).
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The Exchange now proposes to adjust the method of calculating the
Baseline Percentage, for purposes of determining whether the Member
qualifies for rebates under the Program. Pursuant to the new
calculation, the Baseline Percentage shall now be the greater of (x)
total volume submitted by that Member and executed for the account(s)
of a Professional on MIAX Options (not including Excluded Contracts)
during the fourth quarter of 2015 as a percentage of the total volume
reported by OCC in MIAX Options classes during the fourth quarter of
2015, and (y) 0.065%. The Exchange also proposes to change the default
Baseline Percentage (for Members who did not execute contracts for the
account(s) of a Professional during the fourth quarter of 2015) to
0.065%, so that it is consistent with the new calculation method.
The purpose for making these adjustments is to update the Program
to better reflect the Exchange's current operating environment and
business strategy. It is intended to continue to incentivize Members to
send a greater amount of Professional order flow to the Exchange so
that they can achieve rebates under the Program, as adjusted and in
line with current market conditions. The Baseline Percentage and other
thresholds amounts contained in the Program were initially established
over a year ago, and thus were based on the then-current business and
economic conditions. The Exchange believes that a number of events have
occurred and certain business factors have change since the
establishment of the Program (including, but not limited to, the launch
of complex orders on the Exchange), and thus the Exchange believes it
is reasonable and appropriate to update the Program to align it with
current economic conditions and business strategy. The Exchange notes
that the Baseline Percentage definition is also used as a factor for
determining whether a Member qualifies for certain additional credits
under the Exchange's Priority Customer Rebate Program (``PCRP''), which
is contained in Section (1)(a)(iii) of the Exchange's Fee Schedule, and
the Exchange incorporated this indirect impact into its determination
as well. As overall market conditions continue to evolve, the Exchange
will continue to analyze and re-assess the calculation of the Baseline
Percentage and other threshold amounts contained in the Program, and if
its analysis justifies a further change, the Exchange will submit a
proposed rule change reflecting this.
The credits paid out as part of the program will be drawn from the
general revenues of the Exchange.\11\ The proposed rule change is to
take effect March 1, 2017.
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\11\ Despite providing credits under the Program, the Exchange
represents that it will continue to have adequate resources to fund
its regulatory program and fulfill its responsibilities as a self-
regulatory organization during the limited period that the Program
will be in effect.
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2. Statutory Basis
The Exchange believes that its proposal to amend its fee schedule
is consistent with Section 6(b) of the Act \12\ in general, and
furthers the objectives of Section 6(b)(4) of the Act \13\ in
particular, in that it is an equitable allocation of reasonable fees
and other charges among Exchange members and other persons using its
facilities.
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\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that the proposed changes to the Program are
fair, equitable and not unreasonably discriminatory. The Program itself
is reasonably designed because it encourages providers of Professional
order flow to send that Professional order flow to the Exchange in
order to receive credits, in a manner that enables the Exchange to
improve its overall competitiveness and strengthen its market quality
for all market participants. The proposed changes to the Program are
fair and equitable and
[[Page 13897]]
not unreasonably discriminatory because they apply equally to all
Members submitting orders for the account(s) of Professionals. All
similarly situated Professional orders are subject to the same rebate
schedule, and access to the Exchange is offered on terms that are not
unfairly discriminatory. In addition, the proposed changes to the
Program are equitable and not unfairly discriminatory because, while
only Professional order flow qualifies for the Program, an increase in
Professional order flow will bring greater volume and liquidity, which
benefit all market participants by providing more trading opportunities
and tighter spreads. Similarly, offering increasing credits to Members
for submitting and executing higher percentages of total national
customer volume (increased credit rates at increased volume tiers) is
equitable and not unfairly discriminatory because such increased rates
and tiers encourage Members to direct increased amounts of Professional
contracts to the Exchange.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act. The Exchange
believes that the proposed rule change would increase both intermarket
and intramarket competition by incenting Members to direct orders for
the account(s) of Professionals to the Exchange, which should enhance
the quality of the Exchange's markets and increase the volume of
contracts traded here. To the extent that this purpose is achieved, all
the Exchange's market participants should benefit from the improved
market liquidity. Enhanced market quality and increased transaction
volume that results from the anticipated increase in order flow
directed to the Exchange will benefit all market participants and
improve competition on the Exchange. The Exchange notes that it
operates in a highly competitive market in which market participants
can readily favor competing venues if they deem fee levels at a
particular venue to be excessive. In such an environment, the Exchange
must continually adjust its fees to remain competitive with other
exchanges and to attract order flow to the Exchange. The Exchange
believes that the proposed rule change reflects this competitive
environment because it reduces the Exchange's fees through rebates in a
manner that encourages market participants to direct their customer
order flow, to provide liquidity, and to attract additional transaction
volume to the Exchange. Given the robust competition for volume among
options markets, many of which offer the same products, implementing a
volume increase based rebate program to attract order flow like the one
being proposed in this filing is consistent with the above-mentioned
goals of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
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)(ii) of the Act,\14\ and Rule 19b-4(f)(2) \15\ thereunder.
At any time within 60 days of the filing of the proposed rule change,
the Commission summarily may temporarily suspend such rule change if it
appears to the Commission that such action is necessary or appropriate
in the public interest, for the protection of investors, or otherwise
in furtherance of the purposes of the Act. If the Commission takes such
action, the Commission shall institute proceedings to determine whether
the proposed rule should be approved or disapproved.
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\14\ 15 U.S.C. 78s(b)(3)(A)(ii).
\15\ 17 CFR 240.19b-4(f)(2).
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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-MIAX-2017-11 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-MIAX-2017-11. 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-MIAX-2017-11, and should be
submitted on or before April 5, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
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\16\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-05091 Filed 3-14-17; 8:45 am]
BILLING CODE 8011-01-P