Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend the MDX Fees Schedule, 15247-15249 [2017-05922]
Download as PDF
Federal Register / Vol. 82, No. 57 / Monday, March 27, 2017 / Notices
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–
NYSEMKT–2017–14 and should be
submitted on or before April 17, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Eduardo A. Aleman,
Assistant Secretary.
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80286; File No. SR–CBOE–
2017–022]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend the MDX Fees
Schedule
March 21, 2017.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
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 March 14,
2017, Chicago Board Options Exchange,
Incorporated (the ‘‘Exchange’’ or
‘‘CBOE’’) 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
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
Chicago Board Options Exchange,
Incorporated (the ‘‘Exchange’’ or
‘‘CBOE’’) proposes to amend user fees
for the Complex Order Book (‘‘COB’’)
1. Purpose
The Exchange proposes to make a
number of changes to the Fees Schedule
of the Exchange’s affiliate Market Data
Express, LLC (‘‘MDX’’).3 The purpose of
the proposed rule change is to amend
user fees for the Best Bid and Offer
(‘‘BBO’’) data feed. This data feed is
made available by MDX.
BBO Data Feed
The BBO Data Feed is a real-time data
feed that includes the following
information: (i) Outstanding quotes and
standing orders at the best available
price level on each side of the market;
(ii) executed trades time, size, and price;
(iii) totals of customer versus noncustomer contracts at the BBO; (iv) allor-none contingency orders priced
better than or equal to the BBO; (v)
expected opening price and expected
opening size; (vi) end-of-day summaries
by product, including open, high, low,
and closing price during the trading
session; (vi) recap messages any time
there is a change in the open, high, low
or last sale price of a listed option, (vii)
Complex Order Book (‘‘COB’’)
information; and (viii) product IDs and
codes for all listed options contracts.
The quote and last sale data contained
in the BBO data feed is identical to the
data sent to the Options Price Reporting
3 The Exchange initially filed the proposed fee
changes on March 1, 2017 (SR–CBOE–2017–020).
On March 14, 2017, the Exchange withdrew that
filing and submitted this filing.
16 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
18:02 Mar 24, 2017
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
[FR Doc. 2017–05920 Filed 3–24–17; 8:45 am]
VerDate Sep<11>2014
Data Feed. The text of the proposed rule
change is available on the Exchange’s
Web site (https://www.cboe.com/
AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
and at the Commission’s Public
Reference Room.
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15247
Authority for redistribution to the
public.
Background
The Floor Broker Workstation
(‘‘FBW’’) is an order management tool
used by CBOE Floor Brokers to handle
orders on the trading floor of the
Exchange. Through February 28, 2017,
FBW was a third-party facility of the
Exchange. CBOE made the BBO data
feed available to Floor Brokers that used
FBW at no cost, apart from the
applicable FBW login fees ($450 per
login ID). Floor Brokers used the BBO
Data Feed via FBW primarily to comply
with customer priority obligations, such
as those outlined in CBOE Rule 6.45 (as
mentioned above, the BBO data
includes customer contracts at the
BBO). Floor Brokers who receive the
BBO data feed via FBW (as a facility of
CBOE) are not considered ‘‘Customers’’
of MDX to whom the BBO Data Fee
applies (unless the Floor Broker has a
separate market data agreement in place
with MDX) and accordingly are not
charged the BBO Data Fee.4
Fees
Prior to the beginning of trading on
March 1, 2017, the Exchange will no
longer offer FBWs to its Trading Permit
Holders (‘‘TPHs’’) and will deactivate
FBW logins on the trading floor.5 As of
March 1, 2017, Floor Brokers will need
another mechanism through which they
may access the BBO Data Feed. The
Exchange proposes to provide a reduced
cost version of the BBO Data Feed if
[sic] to Floor Brokers that elect to
receive the feed through a third-party
provided device so that they can meet
their customer priority obligations.
The Exchange is proposing a fee of
$100 per month, per Approved ThirdParty Device, for Floor Broker Users
accessing the BBO data feed on the
Exchange floor. Floor Broker User fees
are payable only for CBOE Floor Brokers
accessing the BBO data feed via
Approved Third-Party Devices for
managing and executing orders on the
CBOE trading floor. An ‘‘Approved
Third-Party Device’’ means any
computer, workstation or other item of
equipment, fixed or portable, that
receives, accesses and/or displays data
4 A Customer is any person, company or other
entity that, pursuant to a market data agreement
with MDX, is entitled to receive data, either directly
from MDX or through an authorized redistributor
(i.e., a Customer or an extranet service provider),
whether that data is distributed externally or used
internally. Floor Brokers receiving the BBO Data
Feed from CBOE via FBW do not receive the feed
via an approved redistributor. The MDX fee
schedule for CBOE data is located at https://
www.cboe.org/MDX/CSM/OBOOKMain.aspx.
5 See CBOE Regulatory Circular RG16–195.
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15248
Federal Register / Vol. 82, No. 57 / Monday, March 27, 2017 / Notices
asabaliauskas on DSK3SPTVN1PROD with NOTICES
in visual, audible or other form that has
been provided by a third-party and that
has been approved, by CBOE, for use on
the CBOE trading floor. A ‘‘Floor Broker
User’’ is a person or entity registered
with CBOE as a floor broker pursuant to
CBOE Rules. Floor Broker Users may
directly interact with the CBOE Hybrid
Order Handling System and view and
manipulate data using their Approved
Third-Party Devices, but not save, copy,
export or transfer the data or any results
of a manipulation to any other computer
hardware, software or media, except for
printing it to paper or other nonmagnetic media.
In addition, the Exchange proposes to
clarify the definition of Customer in the
BBO section of the MDX Fee Schedule
does not include a third-party vendor of
an Approved Third-Party Device, as
defined below, unless it has a market
data agreement in place with MDX.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the
Securities Exchange Act of 1934 (the
‘‘Act’’) and the rules and regulations
thereunder applicable to the Exchange
and, in particular, the requirements of
Section 6(b) of the Act.6 Specifically,
the Exchange believes the proposed rule
change is consistent with Section 6(b)(4)
of the Act,7 which requires that
Exchange rules provide for the equitable
allocation of reasonable dues, fees, and
other charges among its Trading Permit
Holders and other persons using its
facilities. The Exchange also believes
the proposed rule change is consistent
with the Section 6(b)(5) 8 requirement
that the rules of an exchange not be
designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers.
The Exchange believes the proposed
Floor Broker User Fee is equitable and
not unfairly discriminatory because it
would apply equally to all Floor Brokers
using Approved Third-Party Devices on
the Exchange trading floor.
Furthermore, the Exchange believes it is
reasonable, equitable and not unfairly
discriminatory to charge Floor Brokers
more than ‘‘external’’ Display Only
Service users, because, unlike those
users, Floor Brokers use the BBO Data
on the Exchange trading floor to manage
and execute orders and directly interact
with the Order Handling System. The
Exchange believes it is reasonable,
equitable and not unfairly
discriminatory to charge Floor Brokers
accessing the BBO data feed via
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
8 15 U.S.C. 78f(b)(5).
7 15
18:02 Mar 24, 2017
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 that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed rule change will not have an
impact on intramarket competition as
the fee for BBO Data Feed via an
Approved Third-Party Device will apply
to all Floor Brokers equally who use
Approved Third-Party Devices. Further,
the proposed rule will have not have an
impact on intramarket competition
because the amount a Floor Broker
previously paid for FBW, which
included the BBO Data Feed, is
comparable to the amount it will pay for
access to the BBO Data Feed through an
Approved Third-Party Device plus the
separate payment to the third-party
vendor for use of the device.
The Exchange does not believe that
the proposed change will cause any
unnecessary burden on intermarket
competition because the proposed
change only affects trading on the
Exchange’s trading floor. To the extent
that the proposed changes make the
Exchange a more attractive marketplace
for market participants at other
exchanges, such market participants are
welcome to become CBOE market
participants.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange neither solicited nor
received comments on the proposed
rule change.
6 15
VerDate Sep<11>2014
Approved Third-Party Devices a fee of
$100 per month as opposed to the $7000
per month fee for BBO Data Feed
Customers because: (1) Unlike BBO Data
Feed Customers, Floor Broker Users
may not save, copy, export or transfer
the BBO data and; (2) unlike BBO Data
Feed Customers, Floor Broker Users
generally use the data for the limited
purpose of meeting their order priority
obligations (as opposed to using the data
for proprietary trading activity). The
Exchange believes the Floor Broker User
Fees are reasonable because it will no
longer collect a $450 monthly fee for
FBW, based on conversations with
vendors of currently Approved ThirdParty Devices, the Exchange believes the
$100 Floor Broker user fee plus the
amount a Floor Broker pays the third
party for use of an Approved ThirdParty Device will be comparable to the
previously assessed monthly FBW fees.
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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 9 and paragraph (f) of Rule
19b–4 10 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 will institute proceedings
to determine whether the proposed rule
change 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 No. SR–
CBOE–2017–022 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 No.
SR–CBOE–2017–022. 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
9 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
10 17
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Federal Register / Vol. 82, No. 57 / Monday, March 27, 2017 / Notices
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 No. SR–CBOE–
2017–022, and should be submitted on
or before April 17, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–05922 Filed 3–24–17; 8:45 am]
BILLING CODE 8011–01–P
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the NYSE Arca
Equities Schedule of Fees and
Charges for Exchange Services
March 21, 2017.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on March
10, 2017, NYSE Arca, Inc. (the
‘‘Exchange’’ or ‘‘NYSE Arca’’) 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 selfregulatory organization. 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 proposes to amend the
NYSE Arca Equities Schedule of Fees
and Charges for Exchange Services
(‘‘Fee Schedule’’). The Exchange
proposes to implement the fee changes
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
VerDate Sep<11>2014
18:02 Mar 24, 2017
Jkt 241001
In its filing with the Commission, the
self-regulatory organization 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 those 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.
1. Purpose
[Release No. 34–80285; File No. SR–
NYSEArca–2017–27]
1 15
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
SECURITIES AND EXCHANGE
COMMISSION
11 17
effective March 10, 2017.4 The proposed
rule change is available on the
Exchange’s Web site at www.nyse.com,
at the principal office of the Exchange,
and at the Commission’s Public
Reference Room.
The Exchange proposes to amend the
Fee Schedule, as described below, and
implement the fee changes on March 10,
2017.
Mid-Point Liquidity Order—Securities
$1.00 and Greater
A Mid-Point Liquidity Order is
defined in Rule 7.31(d)(3) as a Limit
Order that is not displayed and does not
route, with a working price at the
midpoint of the Protected Best Bid and
Offer (‘‘PBBO’’).5
The Exchange currently does not
charge a fee for MPL Orders in Tape A,
Tape B and Tape C securities that
remove liquidity from the Exchange that
are designated as ‘‘Retail Orders.’’ 6 The
Exchange proposes to charge a fee of
$0.0010 per share in each of Tier 1, Tier
2 and Basic Rates sections of the Fee
Schedule for MPL Orders that remove
4 The Exchange originally filed to amend the Fee
Schedule on February 28, 2017 (SR–NYSEArca–
2017–21) and withdrew such filing on March 10,
2017.
5 See Rule 7.31(d)(3).
6 Retail Orders are defined in the Fee Schedule as
orders designated as retail orders and that meet the
requirements of Rule 7.44(a)(3), but that are not
executed in the Retail Liquidity Program. The Retail
Liquidity Program is a pilot program designed to
attract additional retail order flow to the Exchange
for NYSE Arca-listed securities and securities
traded pursuant to unlisted trading privileges while
also providing the potential for price improvement
to such order flow. See Rule 7.44. See also
Securities Exchange Act Release No. 71176
(December 23, 2013), 78 FR 79524 (December 30,
2013) (SR–NYSEArca–2013–107).
PO 00000
Frm 00071
Fmt 4703
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15249
liquidity from the Exchange and that are
designated as Retail Orders.
Tape B Orders
The Fee Schedule currently provides
that a fee of $0.00285 per share is
charged for orders that take liquidity
from the Book in Tape B securities in
each of Tier 1, Tier 2, Tier 3, and CrossAsset Tier 2 sections of the Fee
Schedule, and for Limit Non-Displayed
Orders 7 that take liquidity from the
Book in Tape B securities in each of Tier
1, Tier 2 and Tier 3 of the Fee Schedule.
The Exchange proposes to increase this
fee to $0.0029 per share.
Lead Market Maker (‘‘LMM’’) 8
Transaction Fees
The Exchange currently charges a fee
of $0.00285 per share to LMMs for
orders in primary listed securities that
remove liquidity from the NYSE Arca
Book. The Exchange proposes to
increase this fee to $0.0029 per share.
Tape C Tier 2
The Exchange proposes a new pricing
tier—Tape C Tier 2—for securities with
a per share price at or above $1.00.
As proposed, the Tape C Tier 2 would
apply to ETP Holders and Market
Makers that, on a daily basis, measured
monthly, directly execute providing
volume in Tape C Securities during the
billing month (‘‘Tape C Adding ADV’’)
that is equal to at least 0.20% of the US
Tape C CADV for the billing month over
the ETP Holder’s or Market Maker’s Q4
2016 Tape C Adding ADV taken as a
percentage of Tape C CADV. Such ETP
Holders and Market Makers would be
charged a fee of $0.0029 per share for
orders that take liquidity from the Book
in Tape C Securities. For example, if an
ETP Holder’s Tape C Baseline % CADV
during fourth quarter 2016 was 0.500%,
the ETP Holder would need a Tape C
Adding ADV of at least 0.700% to meet
the requirements for Tape C Tier 2. For
all other fees and credits, Tiered or
Basic Rates apply based on a firm’s
qualifying levels.
The Exchange recently adopted a
Tape C Tier credit of $0.0002 per share
for orders that provide liquidity to the
Book.9 That credit is applied in addition
to the ETP Holder’s or Market Maker’s
Tiered or Basic Rate credit(s) except that
7 A Limit Non-Displayed Order is a Limit Order
that is not displayed and does not route. See Rule
7.31(d)(2).
8 The term ‘‘Lead Market Maker’’ is defined in
Rule 1.1(ccc) to mean a registered Market Maker
that is the exclusive Designated Market Maker in
listings for which the Exchange is the primary
market.
9 See Securities Exchange Act Release No. 80032
(February 13, 2017), 82 FR 11076 (February 17,
2017) (SR–NYSEArca–2017–10).
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Agencies
[Federal Register Volume 82, Number 57 (Monday, March 27, 2017)]
[Notices]
[Pages 15247-15249]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-05922]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-80286; File No. SR-CBOE-2017-022]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Amend the MDX Fees Schedule
March 21, 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 March 14, 2017, Chicago Board Options Exchange, Incorporated
(the ``Exchange'' or ``CBOE'') 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 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
Chicago Board Options Exchange, Incorporated (the ``Exchange'' or
``CBOE'') proposes to amend user fees for the Complex Order Book
(``COB'') Data Feed. The text of the proposed rule change is available
on the Exchange's Web site (https://www.cboe.com/AboutCBOE/CBOELegalRegulatoryHome.aspx), at the Exchange's Office of the
Secretary, 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 make a number of changes to the Fees
Schedule of the Exchange's affiliate Market Data Express, LLC
(``MDX'').\3\ The purpose of the proposed rule change is to amend user
fees for the Best Bid and Offer (``BBO'') data feed. This data feed is
made available by MDX.
---------------------------------------------------------------------------
\3\ The Exchange initially filed the proposed fee changes on
March 1, 2017 (SR-CBOE-2017-020). On March 14, 2017, the Exchange
withdrew that filing and submitted this filing.
---------------------------------------------------------------------------
BBO Data Feed
The BBO Data Feed is a real-time data feed that includes the
following information: (i) Outstanding quotes and standing orders at
the best available price level on each side of the market; (ii)
executed trades time, size, and price; (iii) totals of customer versus
non-customer contracts at the BBO; (iv) all-or-none contingency orders
priced better than or equal to the BBO; (v) expected opening price and
expected opening size; (vi) end-of-day summaries by product, including
open, high, low, and closing price during the trading session; (vi)
recap messages any time there is a change in the open, high, low or
last sale price of a listed option, (vii) Complex Order Book (``COB'')
information; and (viii) product IDs and codes for all listed options
contracts. The quote and last sale data contained in the BBO data feed
is identical to the data sent to the Options Price Reporting Authority
for redistribution to the public.
Background
The Floor Broker Workstation (``FBW'') is an order management tool
used by CBOE Floor Brokers to handle orders on the trading floor of the
Exchange. Through February 28, 2017, FBW was a third-party facility of
the Exchange. CBOE made the BBO data feed available to Floor Brokers
that used FBW at no cost, apart from the applicable FBW login fees
($450 per login ID). Floor Brokers used the BBO Data Feed via FBW
primarily to comply with customer priority obligations, such as those
outlined in CBOE Rule 6.45 (as mentioned above, the BBO data includes
customer contracts at the BBO). Floor Brokers who receive the BBO data
feed via FBW (as a facility of CBOE) are not considered ``Customers''
of MDX to whom the BBO Data Fee applies (unless the Floor Broker has a
separate market data agreement in place with MDX) and accordingly are
not charged the BBO Data Fee.\4\
---------------------------------------------------------------------------
\4\ A Customer is any person, company or other entity that,
pursuant to a market data agreement with MDX, is entitled to receive
data, either directly from MDX or through an authorized
redistributor (i.e., a Customer or an extranet service provider),
whether that data is distributed externally or used internally.
Floor Brokers receiving the BBO Data Feed from CBOE via FBW do not
receive the feed via an approved redistributor. The MDX fee schedule
for CBOE data is located at https://www.cboe.org/MDX/CSM/OBOOKMain.aspx.
---------------------------------------------------------------------------
Fees
Prior to the beginning of trading on March 1, 2017, the Exchange
will no longer offer FBWs to its Trading Permit Holders (``TPHs'') and
will deactivate FBW logins on the trading floor.\5\ As of March 1,
2017, Floor Brokers will need another mechanism through which they may
access the BBO Data Feed. The Exchange proposes to provide a reduced
cost version of the BBO Data Feed if [sic] to Floor Brokers that elect
to receive the feed through a third-party provided device so that they
can meet their customer priority obligations.
---------------------------------------------------------------------------
\5\ See CBOE Regulatory Circular RG16-195.
---------------------------------------------------------------------------
The Exchange is proposing a fee of $100 per month, per Approved
Third-Party Device, for Floor Broker Users accessing the BBO data feed
on the Exchange floor. Floor Broker User fees are payable only for CBOE
Floor Brokers accessing the BBO data feed via Approved Third-Party
Devices for managing and executing orders on the CBOE trading floor. An
``Approved Third-Party Device'' means any computer, workstation or
other item of equipment, fixed or portable, that receives, accesses
and/or displays data
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in visual, audible or other form that has been provided by a third-
party and that has been approved, by CBOE, for use on the CBOE trading
floor. A ``Floor Broker User'' is a person or entity registered with
CBOE as a floor broker pursuant to CBOE Rules. Floor Broker Users may
directly interact with the CBOE Hybrid Order Handling System and view
and manipulate data using their Approved Third-Party Devices, but not
save, copy, export or transfer the data or any results of a
manipulation to any other computer hardware, software or media, except
for printing it to paper or other non-magnetic media.
In addition, the Exchange proposes to clarify the definition of
Customer in the BBO section of the MDX Fee Schedule does not include a
third-party vendor of an Approved Third-Party Device, as defined below,
unless it has a market data agreement in place with MDX.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Securities Exchange Act of 1934 (the ``Act'') and the rules and
regulations thereunder applicable to the Exchange and, in particular,
the requirements of Section 6(b) of the Act.\6\ Specifically, the
Exchange believes the proposed rule change is consistent with Section
6(b)(4) of the Act,\7\ which requires that Exchange rules provide for
the equitable allocation of reasonable dues, fees, and other charges
among its Trading Permit Holders and other persons using its
facilities. The Exchange also believes the proposed rule change is
consistent with the Section 6(b)(5) \8\ requirement that the rules of
an exchange not be designed to permit unfair discrimination between
customers, issuers, brokers, or dealers.
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\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(4).
\8\ 15 U.S.C. 78f(b)(5).
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The Exchange believes the proposed Floor Broker User Fee is
equitable and not unfairly discriminatory because it would apply
equally to all Floor Brokers using Approved Third-Party Devices on the
Exchange trading floor. Furthermore, the Exchange believes it is
reasonable, equitable and not unfairly discriminatory to charge Floor
Brokers more than ``external'' Display Only Service users, because,
unlike those users, Floor Brokers use the BBO Data on the Exchange
trading floor to manage and execute orders and directly interact with
the Order Handling System. The Exchange believes it is reasonable,
equitable and not unfairly discriminatory to charge Floor Brokers
accessing the BBO data feed via Approved Third-Party Devices a fee of
$100 per month as opposed to the $7000 per month fee for BBO Data Feed
Customers because: (1) Unlike BBO Data Feed Customers, Floor Broker
Users may not save, copy, export or transfer the BBO data and; (2)
unlike BBO Data Feed Customers, Floor Broker Users generally use the
data for the limited purpose of meeting their order priority
obligations (as opposed to using the data for proprietary trading
activity). The Exchange believes the Floor Broker User Fees are
reasonable because it will no longer collect a $450 monthly fee for
FBW, based on conversations with vendors of currently Approved Third-
Party Devices, the Exchange believes the $100 Floor Broker user fee
plus the amount a Floor Broker pays the third party for use of an
Approved Third-Party Device will be comparable to the previously
assessed monthly FBW fees.
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 that is not necessary or appropriate
in furtherance of the purposes of the Act. The proposed rule change
will not have an impact on intramarket competition as the fee for BBO
Data Feed via an Approved Third-Party Device will apply to all Floor
Brokers equally who use Approved Third-Party Devices. Further, the
proposed rule will have not have an impact on intramarket competition
because the amount a Floor Broker previously paid for FBW, which
included the BBO Data Feed, is comparable to the amount it will pay for
access to the BBO Data Feed through an Approved Third-Party Device plus
the separate payment to the third-party vendor for use of the device.
The Exchange does not believe that the proposed change will cause
any unnecessary burden on intermarket competition because the proposed
change only affects trading on the Exchange's trading floor. To the
extent that the proposed changes make the Exchange a more attractive
marketplace for market participants at other exchanges, such market
participants are welcome to become CBOE market participants.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange neither solicited nor received comments on the
proposed rule change.
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 \9\ and paragraph (f) of Rule 19b-4 \10\
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 will institute proceedings to
determine whether the proposed rule change should be approved or
disapproved.
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\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 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 No. SR-CBOE-2017-022 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 No. SR-CBOE-2017-022. 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
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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 No. SR-CBOE-2017-022, and should be submitted on or before April
17, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\11\
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\11\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-05922 Filed 3-24-17; 8:45 am]
BILLING CODE 8011-01-P