Self-Regulatory Organizations; MIAX PEARL, LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend the MIAX PEARL Fee Schedule, 17927-17929 [2017-07458]
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Federal Register / Vol. 82, No. 70 / Thursday, April 13, 2017 / Notices
The proposal shall not take effect
until all regulatory actions required
with respect to the proposal are
completed.
By the Commission.
Eduardo A. Aleman,
Assistant Secretary.
IV. Solicitation of Comments
BILLING CODE 8011–01–P
[FR Doc. 2017–07453 Filed 4–12–17; 8:45 am]
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the Advance Notice
is consistent with the Clearing
Supervision 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–
NSCC–2017–801 on the subject line.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549.
All submissions should refer to File
Number SR–NSCC–2017–801. 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 Advance Notice that
are filed with the Commission, and all
written communications relating to the
Advance Notice 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 NSCC and on DTCC’s Web site
(https://dtcc.com/legal/sec-rulefilings.aspx). All comments received
will be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–NSCC–
2017–801 and should be submitted on
or before April 28, 2017.
VerDate Sep<11>2014
17:51 Apr 12, 2017
Jkt 241001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80401; File No. SR–
PEARL–2017–17]
Self-Regulatory Organizations; MIAX
PEARL, LLC; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend the MIAX
PEARL Fee Schedule
April 7, 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 April 6, 2017, MIAX PEARL, LLC
(‘‘MIAX PEARL’’ 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 PEARL Fee Schedule
(the ‘‘Fee Schedule’’) to waive
transaction rebates/fees applicable to
transactions executed during the
opening and transactions that uncross
the Away Best Bid or Offer (‘‘ABBO’’).
The Exchange initially filed the
proposal on March 29, 2017 (SR–
PEARL–2017–13). That filing has been
withdrawn and replaced with the
current filing (SR–PEARL–2017–17).
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.miaxoptions.com/rulefilings/pearl, at MIAX PEARL’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
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00134
Fmt 4703
Sfmt 4703
17927
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
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this proposed rule
change is to waive transaction rebates/
fees applicable to executions that occur
as part of the Exchange’s opening
procedures as described in Rule 503
(‘‘Openings on the Exchange’’) or that
uncross the ABBO,3 as described in
Rule 515 (‘‘Execution of Orders’’).
Under the Openings on the Exchange
Rule, the Exchange will accept orders
for queuing in a series of options prior
to the opening of trading in that series
of options. As such and as further
described in Rule 503, executions might
occur in a series as part of the Exchange
Opening as the series is being opened
for trading. Pursuant to Section 1)a) of
the Exchange’s Fee Schedule, the
Exchange currently assesses transaction
rebates and fees for transactions that
occur as part of the Exchange Opening.
In order to determine the applicable
transaction rebate and fee, the Exchange
treats orders from Priority Customer 4
origin type as a ‘‘Maker,’’ and treats
orders from all origin types other than
Priority Customer (i.e., MIAX PEARL
Market Maker 5 and Non-Priority
Customer, Firm, BD and Non-MIAX
PEARL Market Maker) 6 as a ‘‘Taker.’’
The Exchange now proposes that, for
executions occurring as part of the
Exchange Opening, the Exchange will
neither charge a fee nor provide a
rebate, regardless of origin type.
Further, pursuant to Section 1)a) of
the Exchange’s Fee Schedule, the
Exchange currently assesses transaction
rebates and fees for transactions that
uncross the ABBO. In order to
3 See
MIAX PEARL Rule 100.
term ‘‘Priority Customer’’ is defined in
Exchange Rule 100 to mean 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). The number of
orders is counted in accordance with Rule 100
Interpretation and Policy .01.
5 The term ‘‘Market Maker’’ is defined in
Exchange Rule 100 to mean a Member registered
with the Exchange for the purpose of making
markets in options contracts traded on the
Exchange and that is vested with the rights and
responsibilities specified in Chapter VI of the
Exchange’s Rules.
6 See MIAX PEARL Fee Schedule, Section 1(a).
4 The
E:\FR\FM\13APN1.SGM
13APN1
17928
Federal Register / Vol. 82, No. 70 / Thursday, April 13, 2017 / Notices
determine the applicable transaction
rebate and fee, the Exchange treats
orders from Priority Customer origin
type as a ‘‘Maker,’’ and treats orders
from all origin types other than Priority
Customer as a ‘‘Taker.’’ The Exchange
now proposes that, for executions
occurring in such scenario, the
Exchange will neither charge a fee nor
provide a rebate, regardless of origin
type.
The Exchange has determined to
make these changes for competitive
reasons in order to attract more order
flow to the Exchange in these scenarios.
The Exchange notes that other
exchanges do not assess transaction
rebates/fees in these scenarios,
including Bats BZX Exchange.7 The
Exchange notes that any contracts
executed as a result of such transactions
will continue to be counted for purposes
of determining the volume criteria and
TCV 8 for purposes of calculating tiered
rebates and fees.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
2. Statutory Basis
The Exchange believes that its
proposal to amend its fee schedule is
consistent with Section 6(b) of the Act 9
in general, and furthers the objectives of
Section 6(b)(4) of the Act 10 in
particular, in that it is an equitable
allocation of reasonable dues, fees and
other charges among its members and
issuers and other persons using its
facilities. The Exchange also believes
the proposal furthers the objectives of
Section 6(b)(5) of the Act in that it is
designed to promote just and equitable
principles of trade, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general to protect investors and the
public interest and is not designed to
permit unfair discrimination between
customers, issuers, brokers and dealers.
The proposal provides that executions
that occur as part of the Exchange
Opening will not incur any fees or
receive any rebates, regardless of origin
type. The Exchange believes that its
proposal to waive transaction rebates/
fees that occur as part of the Exchange
7 See Securities Exchange Act Release No. 71746
(March 19, 2014), 79 FR 16412 (March 25, 2014)
(SR–BATS–2014–006).
8 TCV means total consolidated volume
calculated as the total national volume in those
classes listed on MIAX PEARL for the month for
which the fees apply, excluding consolidated
volume executed during the period time in which
the Exchange experiences an outage of a Matching
Engine or collective Matching Engines for a period
of two consecutive hours or more, during trading
hours (solely in the option classes of the affected
Matching Engine). See Fee Schedule Definitions.
9 15 U.S.C. 78f(b).
10 15 U.S.C. 78f(b)(4) and (5).
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17:51 Apr 12, 2017
Jkt 241001
Opening is reasonable, fair and
equitable because it will incentivize
Members 11 to send greater order flow to
the Exchange in this scenario,
potentially providing greater liquidity
on the Exchange. In addition, the
Exchange believes that the foregoing is
fair and equitable because it provides
certainty for Members with respect to
execution costs across all trades
occurring as part of the Exchange
Opening. Lastly, the Exchange also
believes that the proposed pricing for
executions occurring as part of the
Opening on the Exchange is
nondiscriminatory because it will apply
equally to all Members, regardless of
origin type.
The proposal further provides that
executions that uncross the ABBO will
not be assessed any fees or receive any
rebates, regardless of origin type. The
Exchange believes that its proposal to
waive transaction rebates/fees that
uncross the ABBO is reasonable, fair
and equitable because it will incentivize
Members to send greater order flow to
the Exchange in this scenario,
potentially providing greater liquidity
on the Exchange. In addition, the
Exchange believes that the foregoing is
fair and equitable because it provides
certainty for Members with respect to
execution costs across all trades which
uncross the ABBO. Lastly, the Exchange
also believes that the proposed pricing
for executions occurring in this scenario
is nondiscriminatory because it will
apply equally to all Members, regardless
of origin type.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
MIAX PEARL 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. To the
contrary, the Exchange notes that this
rule change is being proposed as a
competitive offering at a time when
other options exchanges are offering
similar processes for opening their
respective markets or managed interest
processes. As a result of the competitive
environment, Members will have
various pricing and execution models to
choose from in making determinations
on where to enter orders prior to the
opening of trading or which may
potentially uncross the ABBO. The
Exchange notes that it operates in a
11 ‘‘Member’’ means an individual or organization
that is registered with the Exchange pursuant to
Chapter II of the Exchange Rules for purposes of
trading on the Exchange as an ‘‘Electronic Exchange
Member’’ or ‘‘Market Maker.’’ Members are deemed
‘‘members’’ under the Exchange Act. See MIAX
PEARL Rule 100.
PO 00000
Frm 00135
Fmt 4703
Sfmt 4703
highly competitive market in which
Members can readily direct order flow
to competing venues if they deem fee
levels to be excessive.
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,12 and Rule
19b–4(f)(2)13 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–
PEARL–2017–17 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–PEARL–2017–17. 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
12 15
13 17
E:\FR\FM\13APN1.SGM
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
13APN1
Federal Register / Vol. 82, No. 70 / Thursday, April 13, 2017 / Notices
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–
PEARL–2017–17, and should be
submitted on or before May 4, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–07458 Filed 4–12–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80400; File No. SR– BOX–
2017–11]
Self-Regulatory Organizations; BOX
Options Exchange LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change To Extend
the Pilot Program for the Listing and
Trading of Options Settling to the
RealVolTM SPY Index (‘‘Index’’)
asabaliauskas on DSK3SPTVN1PROD with NOTICES
April 7, 2017.
Pursuant to 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 April 4,
2017, BOX Options Exchange LLC (the
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Sep<11>2014
17:51 Apr 12, 2017
Jkt 241001
solicit comments on the proposed rule
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange proposes to extend the
pilot program for the listing and trading
of options settling to the RealVolTM SPY
Index (‘‘Index’’). The text of the
proposed rule change is available from
the principal office of the Exchange, at
the Commission’s Public Reference
Room and also on the Exchange’s
Internet Web site at https://
boxexchange.com.
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
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 these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization 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
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to extend the pilot period for
the listing and trading of options
settling to the RealVolTM SPY Index
(‘‘Index’’), which is currently scheduled
to expire on May 6, 2017.3 The
Exchange is proposing to extend the
pilot period for an additional twelve
(12) month period, until May 6, 2018.
This filing does not propose any
substantive changes to the listing and
trading of options settling to the
RealVolTM SPY (‘‘the RealVolTM SPY
Pilot Program’’ or ‘‘Pilot Program’’).
In the initial proposal to list and trade
this product, the Exchange stated that if
it were to propose an extension,
permanent approval or termination of
the Pilot Program, the Exchange would
submit a filing proposing such
amendments to the program.4
Accordingly, the Exchange is submitting
this filing to extend the program, as the
3 See Securities Exchange Act Release No. 77660
(April 20, 2016), 81 FR 24676 (April 26, 2016)
(Notice of Filing and Immediate Effectiveness SR–
BOX–2016–19).
4 See Securities Exchange Act Release No. 74876
(May 5, 2015), 80 FR 26966 (May 11, 2015) (Order
Approving SR–BOX–2015–06).
PO 00000
Frm 00136
Fmt 4703
Sfmt 4703
17929
Exchange has not yet begun to list or
trade options settling to the RealVolTM
SPY Index, but plans to do so in the
future.
As proposed in the initial filing, the
Exchange proposes to submit a Pilot
Program Report to the Securities and
Exchange Commission (the
‘‘Commission’’) two months prior to the
expiration date of the Pilot Program (the
‘‘annual report’’).5 The annual report
would contain an analysis of volume,
open interest, and trading patterns. The
analysis would examine trading in the
proposed option product as well as
trading in SPY. In addition, for series
that exceed certain minimum open
interest parameters, the annual report
would provide analysis of index price
volatility and SPY trading activity. In
addition to the annual report, the
Exchange would provide the
Commission with periodic interim
reports while the pilot is in effect that
would contain some, but not all, of the
information contained in the annual
report. The annual report would be
provided to the Commission on a
confidential basis.
The annual report would contain the
following volume and open interest
data:
(1) Monthly volume aggregated for all
trades;
(2) monthly volume aggregated by
expiration date;
(3) monthly volume for each
individual series;
(4) month-end open interest
aggregated for all series;
(5) month-end open interest for all
series aggregated by expiration date; and
(6) month-end open interest for each
individual series.
In addition to the annual report, the
Exchange would provide the
Commission with interim reports of the
information listed in Items (1) through
(6) above periodically as required by the
Commission while the pilot is in effect.
These interim reports would also be
provided on a confidential basis.
In addition, the annual report would
contain the following analysis of trading
patterns in VOLS series in the pilot:
(1) A time series analysis of open
interest; and
(2) an analysis of the distribution of
trade sizes.
Also, for series that exceed certain
minimum parameters, the annual report
would contain the following analysis
related to index price changes and SPY
trading volume at the close on
expiration Fridays:
5 Id. The Exchange did not submit an annual
report because the Index was never listed for
trading.
E:\FR\FM\13APN1.SGM
13APN1
Agencies
[Federal Register Volume 82, Number 70 (Thursday, April 13, 2017)]
[Notices]
[Pages 17927-17929]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-07458]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-80401; File No. SR-PEARL-2017-17]
Self-Regulatory Organizations; MIAX PEARL, LLC; Notice of Filing
and Immediate Effectiveness of a Proposed Rule Change To Amend the MIAX
PEARL Fee Schedule
April 7, 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 April 6, 2017, MIAX PEARL, LLC (``MIAX PEARL''
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 PEARL Fee
Schedule (the ``Fee Schedule'') to waive transaction rebates/fees
applicable to transactions executed during the opening and transactions
that uncross the Away Best Bid or Offer (``ABBO'').
The Exchange initially filed the proposal on March 29, 2017 (SR-
PEARL-2017-13). That filing has been withdrawn and replaced with the
current filing (SR-PEARL-2017-17).
The text of the proposed rule change is available on the Exchange's
Web site at https://www.miaxoptions.com/rule-filings/pearl, at MIAX
PEARL'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
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this proposed rule change is to waive transaction
rebates/fees applicable to executions that occur as part of the
Exchange's opening procedures as described in Rule 503 (``Openings on
the Exchange'') or that uncross the ABBO,\3\ as described in Rule 515
(``Execution of Orders'').
---------------------------------------------------------------------------
\3\ See MIAX PEARL Rule 100.
---------------------------------------------------------------------------
Under the Openings on the Exchange Rule, the Exchange will accept
orders for queuing in a series of options prior to the opening of
trading in that series of options. As such and as further described in
Rule 503, executions might occur in a series as part of the Exchange
Opening as the series is being opened for trading. Pursuant to Section
1)a) of the Exchange's Fee Schedule, the Exchange currently assesses
transaction rebates and fees for transactions that occur as part of the
Exchange Opening. In order to determine the applicable transaction
rebate and fee, the Exchange treats orders from Priority Customer \4\
origin type as a ``Maker,'' and treats orders from all origin types
other than Priority Customer (i.e., MIAX PEARL Market Maker \5\ and
Non-Priority Customer, Firm, BD and Non-MIAX PEARL Market Maker) \6\ as
a ``Taker.'' The Exchange now proposes that, for executions occurring
as part of the Exchange Opening, the Exchange will neither charge a fee
nor provide a rebate, regardless of origin type.
---------------------------------------------------------------------------
\4\ The term ``Priority Customer'' is defined in Exchange Rule
100 to mean 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). The number of orders is counted in
accordance with Rule 100 Interpretation and Policy .01.
\5\ The term ``Market Maker'' is defined in Exchange Rule 100 to
mean a Member registered with the Exchange for the purpose of making
markets in options contracts traded on the Exchange and that is
vested with the rights and responsibilities specified in Chapter VI
of the Exchange's Rules.
\6\ See MIAX PEARL Fee Schedule, Section 1(a).
---------------------------------------------------------------------------
Further, pursuant to Section 1)a) of the Exchange's Fee Schedule,
the Exchange currently assesses transaction rebates and fees for
transactions that uncross the ABBO. In order to
[[Page 17928]]
determine the applicable transaction rebate and fee, the Exchange
treats orders from Priority Customer origin type as a ``Maker,'' and
treats orders from all origin types other than Priority Customer as a
``Taker.'' The Exchange now proposes that, for executions occurring in
such scenario, the Exchange will neither charge a fee nor provide a
rebate, regardless of origin type.
The Exchange has determined to make these changes for competitive
reasons in order to attract more order flow to the Exchange in these
scenarios. The Exchange notes that other exchanges do not assess
transaction rebates/fees in these scenarios, including Bats BZX
Exchange.\7\ The Exchange notes that any contracts executed as a result
of such transactions will continue to be counted for purposes of
determining the volume criteria and TCV \8\ for purposes of calculating
tiered rebates and fees.
---------------------------------------------------------------------------
\7\ See Securities Exchange Act Release No. 71746 (March 19,
2014), 79 FR 16412 (March 25, 2014) (SR-BATS-2014-006).
\8\ TCV means total consolidated volume calculated as the total
national volume in those classes listed on MIAX PEARL for the month
for which the fees apply, excluding consolidated volume executed
during the period time in which the Exchange experiences an outage
of a Matching Engine or collective Matching Engines for a period of
two consecutive hours or more, during trading hours (solely in the
option classes of the affected Matching Engine). See Fee Schedule
Definitions.
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that its proposal to amend its fee schedule
is consistent with Section 6(b) of the Act \9\ in general, and furthers
the objectives of Section 6(b)(4) of the Act \10\ in particular, in
that it is an equitable allocation of reasonable dues, fees and other
charges among its members and issuers and other persons using its
facilities. The Exchange also believes the proposal furthers the
objectives of Section 6(b)(5) of the Act in that it is designed to
promote just and equitable principles of trade, to remove impediments
to and perfect the mechanism of a free and open market and a national
market system, and, in general to protect investors and the public
interest and is not designed to permit unfair discrimination between
customers, issuers, brokers and dealers.
---------------------------------------------------------------------------
\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(4) and (5).
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The proposal provides that executions that occur as part of the
Exchange Opening will not incur any fees or receive any rebates,
regardless of origin type. The Exchange believes that its proposal to
waive transaction rebates/fees that occur as part of the Exchange
Opening is reasonable, fair and equitable because it will incentivize
Members \11\ to send greater order flow to the Exchange in this
scenario, potentially providing greater liquidity on the Exchange. In
addition, the Exchange believes that the foregoing is fair and
equitable because it provides certainty for Members with respect to
execution costs across all trades occurring as part of the Exchange
Opening. Lastly, the Exchange also believes that the proposed pricing
for executions occurring as part of the Opening on the Exchange is
nondiscriminatory because it will apply equally to all Members,
regardless of origin type.
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\11\ ``Member'' means an individual or organization that is
registered with the Exchange pursuant to Chapter II of the Exchange
Rules for purposes of trading on the Exchange as an ``Electronic
Exchange Member'' or ``Market Maker.'' Members are deemed
``members'' under the Exchange Act. See MIAX PEARL Rule 100.
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The proposal further provides that executions that uncross the ABBO
will not be assessed any fees or receive any rebates, regardless of
origin type. The Exchange believes that its proposal to waive
transaction rebates/fees that uncross the ABBO is reasonable, fair and
equitable because it will incentivize Members to send greater order
flow to the Exchange in this scenario, potentially providing greater
liquidity on the Exchange. In addition, the Exchange believes that the
foregoing is fair and equitable because it provides certainty for
Members with respect to execution costs across all trades which uncross
the ABBO. Lastly, the Exchange also believes that the proposed pricing
for executions occurring in this scenario is nondiscriminatory because
it will apply equally to all Members, regardless of origin type.
B. Self-Regulatory Organization's Statement on Burden on Competition
MIAX PEARL 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. To the contrary, the Exchange
notes that this rule change is being proposed as a competitive offering
at a time when other options exchanges are offering similar processes
for opening their respective markets or managed interest processes. As
a result of the competitive environment, Members will have various
pricing and execution models to choose from in making determinations on
where to enter orders prior to the opening of trading or which may
potentially uncross the ABBO. The Exchange notes that it operates in a
highly competitive market in which Members can readily direct order
flow to competing venues if they deem fee levels to be excessive.
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,\12\ and Rule 19b-4(f)(2)\13\ 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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\12\ 15 U.S.C. 78s(b)(3)(A)(ii).
\13\ 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-PEARL-2017-17 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-PEARL-2017-17. 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
[[Page 17929]]
amendments, all written statements with respect to the proposed rule
change that are filed with the Commission, and all written
communications relating to the proposed rule change between the
Commission and any person, other than those that may be withheld from
the public in accordance with the provisions of 5 U.S.C. 552, will be
available for Web site viewing and printing in the Commission's Public
Reference Room, 100 F Street NE., Washington, DC 20549 on official
business days between the hours of 10:00 a.m. and 3:00 p.m. Copies of
such filing also will be available for inspection and copying at the
principal office of the Exchange. All comments received will be posted
without change; the Commission does not edit personal identifying
information from submissions. You should submit only information that
you wish to make available publicly. All submissions should refer to
File Number SR-PEARL-2017-17, and should be submitted on or before May
4, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-07458 Filed 4-12-17; 8:45 am]
BILLING CODE 8011-01-P