Self-Regulatory Organizations; Bats BYX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Related to Fees, 18490-18492 [2017-07868]
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18490
Federal Register / Vol. 82, No. 74 / Wednesday, April 19, 2017 / Notices
is appropriate in order to better align
LCH SA’s margin methodology to the
way recovery rate movements affect the
CDS market value in reality. Therefore,
LCH SA does not believe that the
proposed rule change imposes any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Clearing Agency’s Statement on
Comments on the Proposed Rule
Change Received From Members,
Participants or Others
Written comments relating to the
proposed rule change have not been
solicited or received. LCH SA will
notify the Commission of any written
comments received by LCH SA.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period
up to 90 days (i) as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or (ii) as to which
the self-regulatory organization
consents, the Commission will:
(A) by order approve or disapprove
such proposed rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
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
filings will also be available for
inspection and copying at the principal
office of LCH SA and on LCH SA’s Web
site at https://www.lch.com/assetclasses/cdsclear. 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–LCH
SA–2017–003 and should be submitted
on or before May 10, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Brent J. Fields,
Secretary.
[FR Doc. 2017–07872 Filed 4–18–17; 8:45 am]
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–
LCH SA–2017–003 on the subject line.
jstallworth on DSK7TPTVN1PROD with NOTICES
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:
Self-Regulatory Organizations; Bats
BYX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change Related to Fees
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–LCH SA–2017–003. 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/
VerDate Sep<11>2014
15:06 Apr 18, 2017
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BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80447; File No. SR–
BatsBYX–2017–06]
April 13, 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 BYX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BYX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which Items have been prepared
by the Exchange. The Exchange has
designated the proposed rule change as
one establishing or changing a member
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Frm 00075
Fmt 4703
Sfmt 4703
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 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 BYX 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
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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
fee schedule to: (i) Adopt fee code PL;
and (ii) modify its description of fee
code PX. The Exchange recently
implemented a new midpoint routing
strategy known as RMPL,6 under which
a MidPoint Peg Order 7 first checks the
3 15
U.S.C. 78s(b)(3)(A)(ii).
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).
6 See Securities Exchange Act Release No. 79603
(December 19, 2016), 81 FR 94440 (December 23,
2016) (SR–BatsBYX–2016–41) (‘‘RMPL Filing’’).
7 In sum, a MidPoint Peg Order is a non-displayed
Market Order or Limit Order with an instruction to
execute at the midpoint of the NBBO, or,
alternatively, pegged to the less aggressive of the
midpoint of the NBBO or one minimum price
variation inside the same side of the NBBO as the
order. See Exchange Rule 11.9(c)(9).
4 17
E:\FR\FM\19APN1.SGM
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Federal Register / Vol. 82, No. 74 / Wednesday, April 19, 2017 / Notices
jstallworth on DSK7TPTVN1PROD with NOTICES
System 8 for available shares and routes
any remaining shares to destinations on
the System routing table 9 that support
midpoint eligible orders. If any shares
remain unexecuted after routing, they
are posted on the BYX Book 10 as
MidPoint Peg Orders, unless otherwise
instructed by the User.11 As a result of
this additional functionality, the
Exchange proposes to amend its fee
schedule to adopt fees which would
apply to orders routed pursuant to the
RMPL routing strategy.
Fee Code PL. The Exchange proposes
[sic] adopt fee code PL, which would
apply to orders routed to Bats BZX
Exchange, Inc. (‘‘BZX’’), Bats EDGX
Exchange, Inc. (‘‘EDGX’’), the New York
Stock Exchange, Inc. (‘‘NYSE’’), NYSE
Arca, Inc. (‘‘NYSE Arca’’), or Nasdaq
Stock Market LLC (‘‘Nasdaq’’) using a
RMPL routing strategy. Orders that yield
fee code PL would be charged a fee of
$0.0030 per share in securities priced at
or above $1.00 and 0.29% of the trade’s
total dollar value in securities priced
below $1.00.12
Fee Code PX. Currently, fee code PX
only applies to orders routed using a
RMPT routing strategy. Orders that yield
fee code PX are assessed a fee of $0.0012
per share in securities priced at or above
$1.00 and 0.29% of the trade’s total
dollar value in securities priced below
$1.00. The RMPT routing strategy
operates similarly to RMPL in that
under both Mid-Point Peg Orders check
the System for available shares and any
remaining shares are then sent to
destinations on the System routing table
that support midpoint eligible orders. If
any shares remain unexecuted after
8 The term ‘‘System’’ is defined as ‘‘the electronic
communications and trading facility designated by
the Board through which securities orders of Users
are consolidated for ranking, execution and, when
applicable, routing away.’’ See Exchange Rule
1.5(aa).
9 The term ‘‘System routing table’’ refers to the
proprietary process for determining the specific
trading venues to which the System routes orders
and the order in which it routes them. See
Exchange 11.13(b)(3). While the process for
determining the specific trading venues to which
orders are routed is proprietary, the Exchange
publicly discloses the trading venues associated
with each routing strategy via its Web site at https://
cdn.batstrading.com/resources/features/bats_
exchange_routing-strategies.pdf.
10 The term ‘‘BYX Book’’ is defined as the
‘‘System’s electronic file of orders.’’ See Exchange
Rule 1.5(e).
11 The term ‘‘User’’ is defined as ‘‘any Member or
Sponsored Participant who is authorized to obtain
access to the System pursuant to Rule 11.3.’’ See
Exchange Rule 1.5(cc).
12 Pursuant to footnote 8, the Exchange charges
0.29% of the transactions total dollar value in
securities priced below $1.00 that are routed using
the following routing strategies: Parallel D, Parallel
2D, ROUT, ROUX, Post to Away, RMPL, and RMPT
routed executions. The Exchange proposes to
modify footnote 8 to include RMPL and to append
footnote 8 to fee code PL.
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Jkt 241001
routing, they are posted on the BYX
Book as a Mid-Point Peg Order, unless
otherwise instructed by the User. While
RMPL and RMPT operate in an identical
manner, the trading venues that each
routing strategy routes to and the order
in which it routes them differ. The
Exchange now proposes [sic] modify the
application of fee code PX not only [sic]
apply to RMPT, but to also apply RMPL.
However, fee code PX would only apply
to orders routed to destinations not
covered by fee code PL using the RMPL
routing strategy, as set forth above. The
Exchange does not propose to modify
the fee associated with fee code PX.
Implementation Date
The Exchange proposes to implement
the above changes to its fee schedule on
April 3, 2017.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,13
in general, and furthers the objectives of
Section 6(b)(4),14 in particular, as it is
designed to provide for the equitable
allocation of reasonable dues, fees and
other charges among its Members and
other persons using its facilities. The
Exchange believes the proposed fees
under fee codes PL and PX for orders
routed using the options RMPL routing
strategy represents an equitable
allocation of reasonable dues, fees, and
other charges. The proposed change
would enable the Exchange to charge a
rate reasonably related to the rate that
Bats Trading, Inc. (‘‘Bats Trading’’), the
Exchange’s affiliated routing brokerdealer, would be charged for routing
orders to destinations described in fee
codes PL and PX when it does not
qualify for a volume tier reduced fee. As
a result, when Bats Trading is charged
a fee when it routes an order which
removes liquidity from a destination
described in fee codes PL and PX.15 Bats
Trading will pass through these rates to
the Exchange and the Exchange, in turn,
will charge the rates under fee codes PL
or PX, as applicable. The proposed fee
13 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
15 For example, Nasdaq, NYSE, NYSE Arca, BZX,
and EDGX charge a fee of $0.0030 per share for
orders that remove midpoint liquidity. See Nasdaq’s
fee schedule available at https://
www.nasdaqtrader.com/
Trader.aspx?id=PriceListTrading2; NYSE’s price
list available at https://www.nyse.com/publicdocs/
nyse/markets/nyse/NYSE_Price_List.pdf; NYSE
Arca’s price list available at https://www.nyse.com/
publicdocs/nyse/markets/nyse-arca/NYSE_Arca_
Marketplace_Fees.pdf; BZX’s fee schedule available
at https://www.bats.com/us/equities/membership/
fee_schedule/bzx/; and EDGX’s fee schedule
available at https://www.bats.com/us/equities/
membership/fee_schedule/edgx/.
14 15
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18491
under fee codes PL and PX for orders
routed pursuant to the RMPL routing
strategy would enable the Exchange to
equitably allocate its costs among all
Members.
The Exchange notes that routing
through Bats Trading is voluntary.
Members seeking to [sic] midpoint
eligible route orders to BZX, EDGX,
NYSE, NYSE Arca, Nasdaq, or to any
other destination covered by the RMPL
routing strategy may connect to those
destinations directly and be charged the
fee or provided the rebate from that
destination. The Exchange further
believes that this pricing structure is
non-discriminatory, as it applies equally
to all Members.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange does not believe that this
change represents a significant
departure from previous pricing offered
by the Exchange or from pricing offered
by the Exchange’s competitors. The
proposed rates would apply uniformly
to all Members, and Members may opt
to disfavor the Exchange’s pricing if
they believe that alternatives offer them
better value. Accordingly, the Exchange
does not believe that the proposed
changes will impair the ability of
Members or competing venues to
maintain their competitive standing in
the financial markets. The Exchange
believes that its proposal to fees would
increase intermarket competition by
offering customers an alternative means
to route to destinations covered by fee
codes PL and PX. As stated above,
routing through Bats Trading is
voluntary and Members may utilize
other avenues to route orders to
destinations covered by fee codes PL
and PX, such as connecting to those
destinations directly. Additionally,
Members may opt to disfavor the
Exchange’s pricing if they believe that
alternatives offer them better value or if
they view the fees as excessive. Further,
excessive fees would serve to impair an
exchange’s ability to compete for order
flow and members rather than
burdening competition. The Exchange
believes that its proposal would not
burden intramarket competition because
the proposed rate would apply
uniformly to all Members.
E:\FR\FM\19APN1.SGM
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18492
Federal Register / Vol. 82, No. 74 / Wednesday, April 19, 2017 / Notices
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
Members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 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.
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:
jstallworth on DSK7TPTVN1PROD with NOTICES
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–
BatsBYX–2017–06 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–BatsBYX–2017–06. This file number
should be included on the subject line
if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File No. SR–BatsBYX–
2017–06, and should be submitted on or
before May 10, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Brent J. Fields,
Secretary.
[FR Doc. 2017–07868 Filed 4–18–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80457; File No. SR–
NYSEArca–2017–33]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing of Proposed
Rule Change, as Modified by
Amendment No. 1 Thereto, To List and
Trade Shares of the Euro Gold Trust,
Pound Gold Trust, and the Yen Gold
Trust Under NYSE Arca Equities Rule
8.201
April 13, 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
31, 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 and II below, which Items have
been prepared by the self-regulatory
organization. On April 12, 2017, the
Exchange filed Amendment No. 1 to the
proposal, which amended and replaced
the proposed rule change in its entirety.
The Commission is publishing this
notice to solicit comments on the
proposed rule change, as modified by
18 17
CFR 200.30–3(a)(12).
U.S.C.78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
16 15
17 17
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
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Sfmt 4703
Amendment No. 1, from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to list and
trade shares of the Euro Gold Trust,
Pound Gold Trust, and the Yen Gold
Trust under NYSE Arca Equities Rule
8.201. The proposed 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.
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 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.
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 list and
trade shares (‘‘Shares’’) of the Euro Gold
Trust, Pound Gold Trust, and the Yen
Gold Trust (each a ‘‘Fund’’ and,
collectively, the ‘‘Funds’’), which are
series of the World Currency Gold Trust
(‘‘Trust’’), under NYSE Arca Equities
Rule 8.201.4 Under NYSE Arca Equities
Rule 8.201, the Exchange may propose
to list and/or trade pursuant to unlisted
trading privileges (‘‘UTP’’)
‘‘Commodity-Based Trust Shares.’’ 5
The Funds will not be registered
investment companies under the
Investment Company Act of 1940 6 and
are not required to register under such
act.
The Sponsor of the Funds and the
Trust will be WGC USA Asset
4 On March 30, 2017, the Trust filed with the
Commission its initial registration statement on
Form S–1 under the Securities Act of 1933 (‘‘1933
Act’’) relating to the Funds (File No. 333–217041)
(‘‘Registration Statement’’). The description of the
operation of the Trust and the Funds herein is
based, in part, on the Registration Statement.
5 Commodity-Based Trust Shares are securities
issued by a trust that represent investors’ discrete
identifiable and undivided beneficial ownership
interest in the commodities deposited into the
Trust.
6 15 U.S.C. 80a–1.
E:\FR\FM\19APN1.SGM
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Agencies
[Federal Register Volume 82, Number 74 (Wednesday, April 19, 2017)]
[Notices]
[Pages 18490-18492]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-07868]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-80447; File No. SR-BatsBYX-2017-06]
Self-Regulatory Organizations; Bats BYX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Related to
Fees
April 13, 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 BYX Exchange, Inc. (the ``Exchange'' or
``BYX'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II
and III below, which Items have been prepared by the Exchange. The
Exchange has designated the proposed rule change as one establishing or
changing a member due, fee, or other charge imposed by the Exchange
under Section 19(b)(3)(A)(ii) of the Act \3\ and Rule 19b-4(f)(2)
thereunder,\4\ which renders the proposed rule change effective upon
filing with the Commission. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A)(ii).
\4\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange filed a proposal to amend the fee schedule applicable
to Members \5\ and non-members of the Exchange pursuant to BYX 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 the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend its fee schedule to: (i) Adopt fee
code PL; and (ii) modify its description of fee code PX. The Exchange
recently implemented a new midpoint routing strategy known as RMPL,\6\
under which a MidPoint Peg Order \7\ first checks the
[[Page 18491]]
System \8\ for available shares and routes any remaining shares to
destinations on the System routing table \9\ that support midpoint
eligible orders. If any shares remain unexecuted after routing, they
are posted on the BYX Book \10\ as MidPoint Peg Orders, unless
otherwise instructed by the User.\11\ As a result of this additional
functionality, the Exchange proposes to amend its fee schedule to adopt
fees which would apply to orders routed pursuant to the RMPL routing
strategy.
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release No. 79603 (December 19,
2016), 81 FR 94440 (December 23, 2016) (SR-BatsBYX-2016-41) (``RMPL
Filing'').
\7\ In sum, a MidPoint Peg Order is a non-displayed Market Order
or Limit Order with an instruction to execute at the midpoint of the
NBBO, or, alternatively, pegged to the less aggressive of the
midpoint of the NBBO or one minimum price variation inside the same
side of the NBBO as the order. See Exchange Rule 11.9(c)(9).
\8\ The term ``System'' is defined as ``the electronic
communications and trading facility designated by the Board through
which securities orders of Users are consolidated for ranking,
execution and, when applicable, routing away.'' See Exchange Rule
1.5(aa).
\9\ The term ``System routing table'' refers to the proprietary
process for determining the specific trading venues to which the
System routes orders and the order in which it routes them. See
Exchange 11.13(b)(3). While the process for determining the specific
trading venues to which orders are routed is proprietary, the
Exchange publicly discloses the trading venues associated with each
routing strategy via its Web site at https://cdn.batstrading.com/resources/features/bats_exchange_routing-strategies.pdf.
\10\ The term ``BYX Book'' is defined as the ``System's
electronic file of orders.'' See Exchange Rule 1.5(e).
\11\ The term ``User'' is defined as ``any Member or Sponsored
Participant who is authorized to obtain access to the System
pursuant to Rule 11.3.'' See Exchange Rule 1.5(cc).
---------------------------------------------------------------------------
Fee Code PL. The Exchange proposes [sic] adopt fee code PL, which
would apply to orders routed to Bats BZX Exchange, Inc. (``BZX''), Bats
EDGX Exchange, Inc. (``EDGX''), the New York Stock Exchange, Inc.
(``NYSE''), NYSE Arca, Inc. (``NYSE Arca''), or Nasdaq Stock Market LLC
(``Nasdaq'') using a RMPL routing strategy. Orders that yield fee code
PL would be charged a fee of $0.0030 per share in securities priced at
or above $1.00 and 0.29% of the trade's total dollar value in
securities priced below $1.00.\12\
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\12\ Pursuant to footnote 8, the Exchange charges 0.29% of the
transactions total dollar value in securities priced below $1.00
that are routed using the following routing strategies: Parallel D,
Parallel 2D, ROUT, ROUX, Post to Away, RMPL, and RMPT routed
executions. The Exchange proposes to modify footnote 8 to include
RMPL and to append footnote 8 to fee code PL.
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Fee Code PX. Currently, fee code PX only applies to orders routed
using a RMPT routing strategy. Orders that yield fee code PX are
assessed a fee of $0.0012 per share in securities priced at or above
$1.00 and 0.29% of the trade's total dollar value in securities priced
below $1.00. The RMPT routing strategy operates similarly to RMPL in
that under both Mid-Point Peg Orders check the System for available
shares and any remaining shares are then sent to destinations on the
System routing table that support midpoint eligible orders. If any
shares remain unexecuted after routing, they are posted on the BYX Book
as a Mid-Point Peg Order, unless otherwise instructed by the User.
While RMPL and RMPT operate in an identical manner, the trading venues
that each routing strategy routes to and the order in which it routes
them differ. The Exchange now proposes [sic] modify the application of
fee code PX not only [sic] apply to RMPT, but to also apply RMPL.
However, fee code PX would only apply to orders routed to destinations
not covered by fee code PL using the RMPL routing strategy, as set
forth above. The Exchange does not propose to modify the fee associated
with fee code PX.
Implementation Date
The Exchange proposes to implement the above changes to its fee
schedule on April 3, 2017.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of Section 6 of the Act,\13\ in general, and
furthers the objectives of Section 6(b)(4),\14\ in particular, as it is
designed to provide for the equitable allocation of reasonable dues,
fees and other charges among its Members and other persons using its
facilities. The Exchange believes the proposed fees under fee codes PL
and PX for orders routed using the options RMPL routing strategy
represents an equitable allocation of reasonable dues, fees, and other
charges. The proposed change would enable the Exchange to charge a rate
reasonably related to the rate that Bats Trading, Inc. (``Bats
Trading''), the Exchange's affiliated routing broker-dealer, would be
charged for routing orders to destinations described in fee codes PL
and PX when it does not qualify for a volume tier reduced fee. As a
result, when Bats Trading is charged a fee when it routes an order
which removes liquidity from a destination described in fee codes PL
and PX.\15\ Bats Trading will pass through these rates to the Exchange
and the Exchange, in turn, will charge the rates under fee codes PL or
PX, as applicable. The proposed fee under fee codes PL and PX for
orders routed pursuant to the RMPL routing strategy would enable the
Exchange to equitably allocate its costs among all Members.
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\13\ 15 U.S.C. 78f.
\14\ 15 U.S.C. 78f(b)(4).
\15\ For example, Nasdaq, NYSE, NYSE Arca, BZX, and EDGX charge
a fee of $0.0030 per share for orders that remove midpoint
liquidity. See Nasdaq's fee schedule available at https://www.nasdaqtrader.com/Trader.aspx?id=PriceListTrading2; NYSE's price
list available at https://www.nyse.com/publicdocs/nyse/markets/nyse/NYSE_Price_List.pdf; NYSE Arca's price list available at https://www.nyse.com/publicdocs/nyse/markets/nyse-arca/NYSE_Arca_Marketplace_Fees.pdf; BZX's fee schedule available at
https://www.bats.com/us/equities/membership/fee_schedule/bzx/; and
EDGX's fee schedule available at https://www.bats.com/us/equities/membership/fee_schedule/edgx/.
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The Exchange notes that routing through Bats Trading is voluntary.
Members seeking to [sic] midpoint eligible route orders to BZX, EDGX,
NYSE, NYSE Arca, Nasdaq, or to any other destination covered by the
RMPL routing strategy may connect to those destinations directly and be
charged the fee or provided the rebate from that destination. The
Exchange further believes that this pricing structure is non-
discriminatory, as it applies equally to all Members.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. The Exchange does not believe
that this change represents a significant departure from previous
pricing offered by the Exchange or from pricing offered by the
Exchange's competitors. The proposed rates would apply uniformly to all
Members, and Members may opt to disfavor the Exchange's pricing if they
believe that alternatives offer them better value. Accordingly, the
Exchange does not believe that the proposed changes will impair the
ability of Members or competing venues to maintain their competitive
standing in the financial markets. The Exchange believes that its
proposal to fees would increase intermarket competition by offering
customers an alternative means to route to destinations covered by fee
codes PL and PX. As stated above, routing through Bats Trading is
voluntary and Members may utilize other avenues to route orders to
destinations covered by fee codes PL and PX, such as connecting to
those destinations directly. Additionally, Members may opt to disfavor
the Exchange's pricing if they believe that alternatives offer them
better value or if they view the fees as excessive. Further, excessive
fees would serve to impair an exchange's ability to compete for order
flow and members rather than burdening competition. The Exchange
believes that its proposal would not burden intramarket competition
because the proposed rate would apply uniformly to all Members.
[[Page 18492]]
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from Members or other interested
parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \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 No. SR-BatsBYX-2017-06 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-BatsBYX-2017-06. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File No. SR-BatsBYX-2017-06, and should be
submitted on or before May 10, 2017.
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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Brent J. Fields,
Secretary.
[FR Doc. 2017-07868 Filed 4-18-17; 8:45 am]
BILLING CODE 8011-01-P