Self-Regulatory Organizations; Bats EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change to Fees for Use on the Exchange's Equities Options Platform, 18180-18182 [2017-07640]
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18180
Federal Register / Vol. 82, No. 72 / Monday, April 17, 2017 / Notices
2017–30, and should be submitted on or
before May 8, 2017.
of the Exchange, and at the
Commission’s Public Reference Room.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.33
Eduardo A. Aleman,
Assistant Secretary.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant parts of such
statements.
[FR Doc. 2017–07635 Filed 4–14–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80434; File No. SR–
BatsEDGX–2017–15]
Self-Regulatory Organizations; Bats
EDGX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change to Fees for Use
on the Exchange’s Equities Options
Platform
April 11, 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 31,
2017, Bats EDGX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘EDGX’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the Exchange. The
Exchange has designated the proposed
rule change as one establishing or
changing a member due, fee, or other
charge imposed by the Exchange under
Section 19(b)(3)(A)(ii) of the Act 3 and
Rule 19b–4(f)(2) thereunder,4 which
renders the proposed rule change
effective upon filing with the
Commission. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
mstockstill on DSK30JT082PROD with NOTICES
The Exchange filed a proposal to
amend the fee schedule applicable to
Members 5 and non-members of the
Exchange pursuant to EDGX Rules
15.1(a) and (c).
The text of the proposed rule change
is available at the Exchange’s Web site
at www.bats.com, at the principal office
33 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
5 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer that has been admitted
to membership in the Exchange.’’ See Exchange
Rule 1.5(n).
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17:14 Apr 14, 2017
Jkt 241001
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
fee schedule for its equity options
platform (‘‘EDGX Options’’) to modify
fees for its recently adopted Qualified
Contingent Cross Orders (‘‘QCC’’).6
Background of QCC
The Exchange recently adopted
functionality allowing participants on
the Exchange the ability to submit to the
Exchange Qualified Contingent Cross
Orders, an order type offered by
multiple other options exchanges.7 The
operation of Qualified Contingent Cross
Orders on the Exchange is substantially
similar in all material respects to the
operation of such orders on such other
exchanges.8
Pricing of QCC Orders
Since the launch of QCC order
functionality on the Exchange on March
3, 2017, all executions in QCC orders
have been provided free of charge. The
Exchange proposes to amend these fees
to reflect the value of the execution
opportunities provided by the QCC
functionality. Thus, the Exchange
proposes to adopt fees corresponding to
the four new fee codes that were
adopted in connection with QCC, as
described below.
Fee Code QA. Currently, fee code QA
is appended to Customer 9 ‘‘QCC
6 See Securities Exchange Act Release No. 79942
(February 1, 2017), 82 FR 9804 (February 8, 2017)
(SR-BatsEDGX–2017–11) (‘‘QCC Filing’’).
7 See ISE Rule 715(j), Supplementary Material .01
to ISE Rule 715 and ISE Rule 721(b); see also CBOE
Rule 6.53(u); NASDAQ PHLX Rule 1080(o); NYSE
Arca Rule 6.62(bb), Commentary .02 to NYSE Arca
Rule 6.62 and NYSE Arca Rule 6.90.
8 See QCC Filing supra, note 6.
9 ‘‘Customer’’ applies to any transaction identified
by a Member for clearing in the Customer range at
PO 00000
Frm 00082
Fmt 4703
Sfmt 4703
Agency Orders’’, which are QCC orders
represented as an agent by a Member on
behalf of another party and submitted
for execution pursuant to Rule 21.1. The
Exchange proposes that orders that yield
fee code QA would provide the Member
with a standard rebate of $0.05 per
contract.
Fee Code QC. Currently, fee code QC
is appended to Customer ‘‘QCC Contra
Orders’’, which are QCC orders
submitted by a Member for execution
that will potentially execute against the
QCC Agency Order pursuant to Rule
21.1. The Exchange proposes that orders
that yield fee code QC would provide
the Member with a standard rebate of
$0.05 per contract.
Fee Code QM. Currently, fee code QM
is appended to Non-Customer10 QCC
Agency Orders, as described above. The
Exchange proposes that for orders that
yield fee code QM the Member would
be charged a fee of $0.019 [sic] per
contract.
Fee Code QN. Currently, fee code QN
is appended to Non-Customer QCC
Agency Orders, as described above. The
Exchange proposes that for orders that
yield fee code QN the Member would be
charged a fee of $0.019 [sic] per
contract.
Designated Give Up Footnote
Footnote 5 of the fee schedule
currently specifies that when order is
submitted with a Designated Give Up, as
defined in Rule 21.12(b)(1), the
applicable rebates for such orders when
executed on the Exchange (yielding fee
code BC,11 NC 12 or PC 13) are provided
to the Member who routed the order to
the Exchange. Pursuant to Rule 21.12,
which specifies the process to submit an
order with a Designated Give Up, a
Member acting as an options routing
firm on behalf of one or more other
Exchange Members (a ‘‘Routing Firm’’)
is able to route orders to the Exchange
and to immediately give up the party (a
party other than the Routing Firm itself
or the Routing Firm’s own clearing firm)
who will accept and clear any resulting
transaction. Because the Routing Firm is
the OCC, excluding any transaction for a Broker
Dealer or a ‘‘Professional’’ as defined in Exchange
Rule 16.1
10 ‘‘Non-Customer’’ applies to any transaction that
is not a Customer order.
11 Fee code BC is appended Customer orders
represented as agent by a Member on behalf of
another party and submitted to BAM for potential
price improvement pursuant to Rule 21.19, and
provided a standard rebate of $0.14 per share. Id.
12 Fee code NC is appended to Customer orders
which add liquidity in Non-Penny Pilot securities
is provided a standard rebate of $0.05 per share. Id.
13 Fee code PC is appended to Customer orders
which add liquidity in Penny Pilot securities is
provided a standard rebate of $0.05 per share. Id.
E:\FR\FM\17APN1.SGM
17APN1
Federal Register / Vol. 82, No. 72 / Monday, April 17, 2017 / Notices
responsible for the decision to route the
order to the Exchange, the Exchange
provides such Member with the rebate
when orders that yield fee code BC, NC
or PC are executed.
In connection with the adoption of
fees applicable to QCC as described
above the Exchange proposes to add fee
code QA and QC to the lead-in sentence
of footnote 5 and to append footnote 5
to fee code BC [sic] in the Fee Codes and
Associated Fees table of the fee
schedule.
mstockstill on DSK30JT082PROD with NOTICES
Implementation Date
The Exchange proposes to implement
this amendment to its fee schedule on
April 3, 2017.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder that
are applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6 of the Act.14
Specifically, the Exchange believes that
the proposed rule change is consistent
with Section 6(b)(4) of the Act,15 in that
it provides for the equitable allocation
of reasonable dues, fees and other
charges among Members and other
persons using any facility or system
which the Exchange operates or
controls.
The Exchange’s proposal establishes
corresponding fees and rebates for QCC
Orders. The Exchange believes that its
proposed fees and rebates related to
QCC Orders are reasonable and fair and
equitable as the fees will allow the
Exchange to continue to offer QCC
Order functionality, which is
functionality offered on other options
exchanges, with pricing that is
comparable to that offered by other
options exchanges. The Exchange
further believes that this pricing
structure is non-discriminatory, as it
applies equally to all Members. In
addition, the Exchange notes that, while
orders for other market participants
(Non-Customers) will be assessed a fee,
Customers will receive a rebate. The
Exchange believes the proposed rebate
for Customer QCC Orders (in contrast to
the fee for Non-Customer QCC Orders)
is equitable and not unfairly
discriminatory as the Exchange and
other options exchanges have generally
established pricing structures that are
intended to encourage Customer order
flow.
In connection with the adoption of
fees applicable to QCC, the Exchange
14 15
15 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
VerDate Sep<11>2014
17:14 Apr 14, 2017
proposes to QA and QC to the lead-in
sentence of footnote 5 and to append
footnote 5 to fee code BC [sic] in the Fee
Codes and Associated Fees table of the
fee schedule. The Exchange believes
this proposal is a reasonable and
equitable allocation of fees and dues
and is not unreasonably discriminatory
because, as is currently the case
pursuant to footnote 5, the proposal
simply will make clear that a firm acting
as a Routing Firm that routes QCC
Orders to the Exchange will be provided
applicable rebates based on the Routing
Firm’s decision to route the order to the
Exchange.
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.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change to adopt fees
related to QCC Orders will impose any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange’s proposed functionality is
open to all market participants. Further,
the proposed rule will allow the
Exchange to continue to offer QCC
functionality, which in turn will allow
the Exchange to compete with other
options exchanges that currently offer
QCC Orders. The pricing is designed to
be competitive with pricing on other
options exchanges and QCC
functionality is a competitive offering
by the Exchange. For these reasons, the
Exchange does not believe that the
proposed fee schedule changes will
impose any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act, and believes
the proposed change will enhance
competition.
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
BatsEDGX–2017–15 on the subject line.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any written
comments from members or other
interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 16 and paragraph (f) of Rule
19b–4 thereunder.17 At any time within
60 days of the filing of the proposed rule
change, the Commission summarily may
temporarily suspend such rule change if
16 15
17 17
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18181
PO 00000
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
Frm 00083
Fmt 4703
Sfmt 4703
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
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–BatsEDGX–2017–15. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–
BatsEDGX–2017–15, and should be
submitted on or before May 8, 2017.
E:\FR\FM\17APN1.SGM
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18182
Federal Register / Vol. 82, No. 72 / Monday, April 17, 2017 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–07640 Filed 4–14–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80431; File No. SR–Phlx–
2017–27]
Self-Regulatory Organizations;
NASDAQ PHLX LLC; Notice of Filing
and Immediate Effectiveness of
Proposed Rule Change Relating to
Obvious Errors
April 11, 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 3,
2017, NASDAQ PHLX LLC (‘‘Phlx’’ or
‘‘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 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 proposes to amend
Rule 1092 (‘‘Current Rule’’), entitled
‘‘Nullification and Adjustment of
Options Transactions including Obvious
Errors’’ by adding a new Commentary
.04 to Rule 1092.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaqphlx.cchwallstreet.
com/, at the principal office of the
Exchange, and at the Commission’s
Public Reference Room.
mstockstill on DSK30JT082PROD with NOTICES
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
18 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
18:09 Apr 14, 2017
Jkt 241001
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
Last year, the Exchange and other
options exchanges adopted a new,
harmonized rule related to the
adjustment and nullification of
erroneous options transactions,
including a specific provision related to
coordination in connection with largescale events involving erroneous
options transactions.3 The Exchange
believes that the changes the options
exchanges implemented with the new,
harmonized rule have led to increased
transparency and finality with respect to
the adjustment and nullification of
erroneous options transactions.
However, as part of the initial initiative,
the Exchange and other options
exchanges deferred a few specific
matters for further discussion.
Specifically, the options exchanges
have been working together to identify
ways to improve the process related to
the adjustment and nullification of
erroneous options transactions as it
relates to complex orders 4 and stockoption orders. The goal of the process
that the options exchanges have
undertaken is to further harmonize rules
related to the adjustment and
nullification of erroneous options
transactions. As described below, the
Exchange believes that the changes the
options exchanges and the Exchange
have agreed to propose will provide
transparency and finality with respect to
the adjustment and nullification of
erroneous complex order and stockoption order transactions. Particularly,
the proposed changes seek to achieve
consistent results for participants across
U.S. options exchanges while
maintaining a fair and orderly market,
protecting investors and protecting the
public interest.
The Proposed Rule is the culmination
of this coordinated effort and reflects
discussions by the options exchanges
whereby the exchanges that offer
complex orders and/or stock-option
orders will universally adopt new
provisions that the options exchanges
collectively believe will improve the
handling of erroneous options
transactions that result from the
3 See
Securities Exchange Act Release No. 76225
(October 22, 2015), 80 FR 66060 (October 28, 2015)
(SR–Phlx–2015–86).
4 See Rule 1098(a)(i) defining complex orders and
stock-option orders.
PO 00000
Frm 00084
Fmt 4703
Sfmt 4703
execution of complex orders and stockoption orders.5
The Exchange believes that the
Proposed Rule supports an approach
consistent with long-standing principles
in the options industry under which the
general policy is to adjust rather than
nullify transactions. The Exchange
acknowledges that adjustment of
transactions is contrary to the operation
of analogous rules applicable to the
equities markets, where erroneous
transactions are typically nullified
rather than adjusted and where there is
no distinction between the types of
market participants involved in a
transaction. For the reasons set forth
below, the Exchange believes that the
distinctions in market structure between
equities and options markets continue
to support these distinctions between
the rules for handling obvious errors in
the equities and option markets.
Various general structural differences
between the options and equities
markets point toward the need for a
different balancing of risks for options
market participants and are reflected in
this proposal. Option pricing is
formulaic and is tied to the price of the
underlying stock, the volatility of the
underlying security and other factors.
Because options market participants can
generally create new open interest in
response to trading demand, as new
open interest is created, correlated
trades in the underlying or related series
are generally also executed to hedge a
market participant’s risk. This pairing of
open interest with hedging interest
differentiates the options market
specifically (and the derivatives markets
broadly) from the cash equities markets.
In turn, the Exchange believes that the
hedging transactions engaged in by
market participants necessitate
protection of transactions through
adjustments rather than nullifications
when possible and otherwise
appropriate.
The options markets are also quote
driven markets dependent on liquidity
providers to an even greater extent than
equities markets. In contrast to the
approximately 7,000 different securities
traded in the U.S. equities markets each
day, there are more than 500,000
unique, regularly quoted option series.
Given this breadth in options series the
options markets are more dependent on
liquidity providers than equities
markets; such liquidity is provided most
commonly by registered market makers
5 An exchange that does not offer complex orders
and stock-option orders will not adopt these new
provisions until such time as the exchange offers
complex orders and/or stock-option orders. The
Exchange currently trades complex orders and/or
stock-option orders pursuant to Phlx Rule 1098.
E:\FR\FM\17APN1.SGM
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Agencies
[Federal Register Volume 82, Number 72 (Monday, April 17, 2017)]
[Notices]
[Pages 18180-18182]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-07640]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-80434; File No. SR-BatsEDGX-2017-15]
Self-Regulatory Organizations; Bats EDGX Exchange, Inc.; Notice
of Filing and Immediate Effectiveness of a Proposed Rule Change to Fees
for Use on the Exchange's Equities Options Platform
April 11, 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 31, 2017, Bats EDGX Exchange, Inc. (the ``Exchange'' or
``EDGX'') filed with the Securities and Exchange Commission (the
``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared by the Exchange. The
Exchange has designated the proposed rule change as one establishing or
changing a member due, fee, or other charge imposed by the Exchange
under Section 19(b)(3)(A)(ii) of the Act \3\ and Rule 19b-4(f)(2)
thereunder,\4\ which renders the proposed rule change effective upon
filing with the Commission. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A)(ii).
\4\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange filed a proposal to amend the fee schedule applicable
to Members \5\ and non-members of the Exchange pursuant to EDGX Rules
15.1(a) and (c).
---------------------------------------------------------------------------
\5\ The term ``Member'' is defined as ``any registered broker or
dealer that has been admitted to membership in the Exchange.'' See
Exchange Rule 1.5(n).
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at www.bats.com, at the principal office of the Exchange, and
at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend its fee schedule for its equity
options platform (``EDGX Options'') to modify fees for its recently
adopted Qualified Contingent Cross Orders (``QCC'').\6\
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release No. 79942 (February 1,
2017), 82 FR 9804 (February 8, 2017) (SR-BatsEDGX-2017-11) (``QCC
Filing'').
---------------------------------------------------------------------------
Background of QCC
The Exchange recently adopted functionality allowing participants
on the Exchange the ability to submit to the Exchange Qualified
Contingent Cross Orders, an order type offered by multiple other
options exchanges.\7\ The operation of Qualified Contingent Cross
Orders on the Exchange is substantially similar in all material
respects to the operation of such orders on such other exchanges.\8\
---------------------------------------------------------------------------
\7\ See ISE Rule 715(j), Supplementary Material .01 to ISE Rule
715 and ISE Rule 721(b); see also CBOE Rule 6.53(u); NASDAQ PHLX
Rule 1080(o); NYSE Arca Rule 6.62(bb), Commentary .02 to NYSE Arca
Rule 6.62 and NYSE Arca Rule 6.90.
\8\ See QCC Filing supra, note 6.
---------------------------------------------------------------------------
Pricing of QCC Orders
Since the launch of QCC order functionality on the Exchange on
March 3, 2017, all executions in QCC orders have been provided free of
charge. The Exchange proposes to amend these fees to reflect the value
of the execution opportunities provided by the QCC functionality. Thus,
the Exchange proposes to adopt fees corresponding to the four new fee
codes that were adopted in connection with QCC, as described below.
Fee Code QA. Currently, fee code QA is appended to Customer \9\
``QCC Agency Orders'', which are QCC orders represented as an agent by
a Member on behalf of another party and submitted for execution
pursuant to Rule 21.1. The Exchange proposes that orders that yield fee
code QA would provide the Member with a standard rebate of $0.05 per
contract.
---------------------------------------------------------------------------
\9\ ``Customer'' applies to any transaction identified by a
Member for clearing in the Customer range at the OCC, excluding any
transaction for a Broker Dealer or a ``Professional'' as defined in
Exchange Rule 16.1
---------------------------------------------------------------------------
Fee Code QC. Currently, fee code QC is appended to Customer ``QCC
Contra Orders'', which are QCC orders submitted by a Member for
execution that will potentially execute against the QCC Agency Order
pursuant to Rule 21.1. The Exchange proposes that orders that yield fee
code QC would provide the Member with a standard rebate of $0.05 per
contract.
Fee Code QM. Currently, fee code QM is appended to Non-Customer\10\
QCC Agency Orders, as described above. The Exchange proposes that for
orders that yield fee code QM the Member would be charged a fee of
$0.019 [sic] per contract.
---------------------------------------------------------------------------
\10\ ``Non-Customer'' applies to any transaction that is not a
Customer order.
---------------------------------------------------------------------------
Fee Code QN. Currently, fee code QN is appended to Non-Customer QCC
Agency Orders, as described above. The Exchange proposes that for
orders that yield fee code QN the Member would be charged a fee of
$0.019 [sic] per contract.
Designated Give Up Footnote
Footnote 5 of the fee schedule currently specifies that when order
is submitted with a Designated Give Up, as defined in Rule 21.12(b)(1),
the applicable rebates for such orders when executed on the Exchange
(yielding fee code BC,\11\ NC \12\ or PC \13\) are provided to the
Member who routed the order to the Exchange. Pursuant to Rule 21.12,
which specifies the process to submit an order with a Designated Give
Up, a Member acting as an options routing firm on behalf of one or more
other Exchange Members (a ``Routing Firm'') is able to route orders to
the Exchange and to immediately give up the party (a party other than
the Routing Firm itself or the Routing Firm's own clearing firm) who
will accept and clear any resulting transaction. Because the Routing
Firm is
[[Page 18181]]
responsible for the decision to route the order to the Exchange, the
Exchange provides such Member with the rebate when orders that yield
fee code BC, NC or PC are executed.
---------------------------------------------------------------------------
\11\ Fee code BC is appended Customer orders represented as
agent by a Member on behalf of another party and submitted to BAM
for potential price improvement pursuant to Rule 21.19, and provided
a standard rebate of $0.14 per share. Id.
\12\ Fee code NC is appended to Customer orders which add
liquidity in Non-Penny Pilot securities is provided a standard
rebate of $0.05 per share. Id.
\13\ Fee code PC is appended to Customer orders which add
liquidity in Penny Pilot securities is provided a standard rebate of
$0.05 per share. Id.
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In connection with the adoption of fees applicable to QCC as
described above the Exchange proposes to add fee code QA and QC to the
lead-in sentence of footnote 5 and to append footnote 5 to fee code BC
[sic] in the Fee Codes and Associated Fees table of the fee schedule.
Implementation Date
The Exchange proposes to implement this amendment to its fee
schedule on April 3, 2017.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder that are applicable to a national securities exchange, and,
in particular, with the requirements of Section 6 of the Act.\14\
Specifically, the Exchange believes that the proposed rule change is
consistent with Section 6(b)(4) of the Act,\15\ in that it provides for
the equitable allocation of reasonable dues, fees and other charges
among Members and other persons using any facility or system which the
Exchange operates or controls.
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\14\ 15 U.S.C. 78f.
\15\ 15 U.S.C. 78f(b)(4).
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The Exchange's proposal establishes corresponding fees and rebates
for QCC Orders. The Exchange believes that its proposed fees and
rebates related to QCC Orders are reasonable and fair and equitable as
the fees will allow the Exchange to continue to offer QCC Order
functionality, which is functionality offered on other options
exchanges, with pricing that is comparable to that offered by other
options exchanges. The Exchange further believes that this pricing
structure is non-discriminatory, as it applies equally to all Members.
In addition, the Exchange notes that, while orders for other market
participants (Non-Customers) will be assessed a fee, Customers will
receive a rebate. The Exchange believes the proposed rebate for
Customer QCC Orders (in contrast to the fee for Non-Customer QCC
Orders) is equitable and not unfairly discriminatory as the Exchange
and other options exchanges have generally established pricing
structures that are intended to encourage Customer order flow.
In connection with the adoption of fees applicable to QCC, the
Exchange proposes to QA and QC to the lead-in sentence of footnote 5
and to append footnote 5 to fee code BC [sic] in the Fee Codes and
Associated Fees table of the fee schedule. The Exchange believes this
proposal is a reasonable and equitable allocation of fees and dues and
is not unreasonably discriminatory because, as is currently the case
pursuant to footnote 5, the proposal simply will make clear that a firm
acting as a Routing Firm that routes QCC Orders to the Exchange will be
provided applicable rebates based on the Routing Firm's decision to
route the order to the Exchange.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change to
adopt fees related to QCC Orders will impose any burden on competition
that is not necessary or appropriate in furtherance of the purposes of
the Act. The Exchange's proposed functionality is open to all market
participants. Further, the proposed rule will allow the Exchange to
continue to offer QCC functionality, which in turn will allow the
Exchange to compete with other options exchanges that currently offer
QCC Orders. The pricing is designed to be competitive with pricing on
other options exchanges and QCC functionality is a competitive offering
by the Exchange. For these reasons, the Exchange does not believe that
the proposed fee schedule changes will impose any burden on competition
not necessary or appropriate in furtherance of the purposes of the Act,
and believes the proposed change will enhance competition.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any written comments from members or other interested parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \16\ and paragraph (f) of Rule 19b-4
thereunder.\17\ 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.
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\16\ 15 U.S.C. 78s(b)(3)(A).
\17\ 17 CFR 240.19b-4(f).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-BatsEDGX-2017-15 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-BatsEDGX-2017-15. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549 on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-BatsEDGX-2017-15, and should
be submitted on or before May 8, 2017.
[[Page 18182]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
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\18\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-07640 Filed 4-14-17; 8:45 am]
BILLING CODE 8011-01-P