Self-Regulatory Organizations; NASDAQ PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change to Exchange's Transaction Fees at Section VIII, 28171-28173 [2017-12888]
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Federal Register / Vol. 82, No. 117 / Tuesday, June 20, 2017 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80938; File No. SR–Phlx–
2017–44]
Self-Regulatory Organizations;
NASDAQ PHLX LLC; Notice of Filing
and Immediate Effectiveness of
Proposed Rule Change to Exchange’s
Transaction Fees at Section VIII
June 15, 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 June 1,
2017, NASDAQ PHLX LLC (‘‘Phlx’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III, below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
Exchange’s transaction fees at Section
VIII (NASDAQ PSX Fees) to: (i) Assess
a fee of $0.0026 per share executed for
any PSCN order (other than PSKP) that
receives an execution on NASDAQ PSX
(‘‘PSX’’) or is routed away from PSX and
receives an execution at an away
market; and (ii) reduce the qualification
criteria required to be met in order to
receive a credit for providing liquidity
through the PSX.
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.
sradovich on DSK3GMQ082PROD 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
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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18:01 Jun 19, 2017
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A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to amend the Exchange’s
transaction fees at Section VIII
(NASDAQ PSX Fees) to: (i) Assess a fee
of $0.0026 per share executed for any
PSCN order (other than PSKP) that
receives an execution on PSX or is
routed away from PSX and receives an
execution at an away market; and (ii)
reduce the qualification criteria required
to be met in order to receive a credit for
providing liquidity through PSX.
First Change
The Exchange proposes to assess a
charge of $0.0026 per share executed for
PSCN orders 3 that execute on PSX or
that are routed to other venues and
receive an execution thereon. PSCN is a
routing option under which orders
check the System for available shares
and simultaneously route the remaining
shares to destinations on the System
routing table. If shares remain
unexecuted after routing, they are
posted on the book. Once on the book,
should the order subsequently be locked
or crossed by another market center, the
System will not route the order to the
locking or crossing market center.
Currently, under Section VIII(a)(1) the
Exchange assesses fees ranging from
$0.0028 per share executed to $0.0030
per share executed for an order that
executes on PSX, including PSCN
orders. Section VIII(a)(2) concerns fees
for routing of orders in all securities.
Under Section VIII(a)(2) the Exchange
does not charge a member organization
entering a PSTG 4 or PSCN order that
executes at NASDAQ BX, and assesses
a fee of $0.0030 per share executed to
a member organization entering such an
order that executes at a venue other than
PSX, to which the fee schedule under
Section VIII(a)(1) would apply, or
NASDAQ BX.
The Exchange is proposing to assess
a member organization a fee of $0.0026
3 See
Rule 3315(a)(1)(A)(iv).
is a routing option under which orders
check the System for available shares and
simultaneously route the remaining shares to
destinations on the System routing table. If shares
remain unexecuted after routing, they are posted on
the book. Once on the book, should the order
subsequently be locked or crossed by another
accessible market center, the System shall route the
order to the locking or crossing market center.
PSKN is a form of PSTG in which the entering firm
instructs the System to bypass any market centers
included in the PSTG System routing table that are
not posting Protected Quotations within the
meaning of Regulation NMS. See Rule
3315(a)(1)(A)(iii).
4 PSTG
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28171
per share executed for a PSCN order that
receives an execution on PSX or that is
routed away from PSX and receives an
execution on another venue. PSCN is
meant to attract users to PSX, and
generally providing a discount to
member organizations for PSCN
executions will provide greater
incentive to member organizations to
use PSX as a venue. Specifically, the
Exchange believes that assessing the
lowered rate will encourage member
organizations to interact with PSX
liquidity, while also encouraging such
participants to take advantage of the
sophisticated routing functionality
offered by PSX. Last, since PSCN does
not re-route when it is locked or crossed
by an away market, the Exchange
believes that increased use of PSCN will
also increase displayed liquidity on
PSX.
The Exchange notes that member
organizations will realize a fee increase
for any PSCN order that is executed on
NASDAQ BX. As noted above, currently
such PSCN orders are not assessed a fee.
In offering the lower fees for all other
PSCN orders, the Exchange must
increase the fee assessed for PSCN
orders executed on NASDAQ BX to help
cover, in part, the cost to the Exchange
in offering the reduced fees for PSCN
executions.
The Exchange notes that it is not
including PSKP orders 5 in the proposed
changes. PSKP orders are a form of
PSCN in which the entering firm
instructs the System to bypass any
market centers included in the PSCN
System routing table that are not posting
Protected Quotations within the
meaning of Regulation NMS. The
Exchange is not including PSKP orders
in the proposed change because the
Exchange has only limited funds to
apply to the proposed reduced PSCN
fees. PSCN orders route to both venues
with protected quotations and venues
without protected quotations, which are
often low-cost venues, based on the
System routing table following the
principal of best execution. By contrast,
PSKP orders are routed only to venues
with protected quotations, which
typically assess the Exchange higher
fees for execution thereon.
Consequently, extending the proposed
pricing to PSKP would result in
significant cost to the Exchange in
comparison to the proposed fee assessed
for such executions. As such, the fees
assessed for execution of PSKP orders
will remain unchanged.
5 See
E:\FR\FM\20JNN1.SGM
supra note 3.
20JNN1
28172
Federal Register / Vol. 82, No. 117 / Tuesday, June 20, 2017 / Notices
Second Change
The Exchange provides a credit of
$0.0031 per share executed for
displayed quotes and orders entered by
a member organization that provides
and accesses 0.35% or more of
Consolidated Volume during the month.
Consolidated Volume is defined by
Section VIII(a)(1) as ‘‘the total
consolidated volume reported to all
consolidated transaction reporting plans
by all exchanges and trade reporting
facilities during a month in equity
securities, excluding executed orders
with a size of less than one round lot.’’
Moreover, the rule states that for
purposes of calculating Consolidated
Volume and the extent of a member’s
trading activity the date of the annual
reconstitution of the Russell
Investments Indexes shall be excluded
from both total Consolidated Volume
and the member’s trading activity.
To qualify for the $0.0031 per share
executed credit, a member organization
must provide and access 0.35% or more
of Consolidated Volume during the
month. The Exchange is proposing to
reduce the monthly percentage of
Consolidated Volume provided and
accessed from 0.35% to 0.30%, thereby
making it easier to qualify for the credit.
sradovich on DSK3GMQ082PROD with NOTICES
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act,6 in general, and furthers the
objectives of Sections 6(b)(4) and 6(b)(5)
of the Act,7 in particular, in that it
provides for the equitable allocation of
reasonable dues, fees and other charges
among members and issuers and other
persons using any facility, and is not
designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers.
First Change
The Exchange believes that the
proposed reduced fees assessed for
PSCN executions are reasonable because
they remain consistent with the fees
currently assessed for executions on
PSX and on other venues. As described
above, these fees range from no charge
to $0.0030 per share executed.
The Exchange believes that the
proposed reduced fees assessed for
PSCN executions are an equitable
allocation and are not unfairly
discriminatory because the Exchange is
using the reduced fees to provide
incentive to member organizations to
use PSCN orders, which, as discussed
above, will in turn promote greater
interaction with PSX liquidity, while
6 15
7 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
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18:01 Jun 19, 2017
Jkt 241001
also encouraging such member
organizations to take advantage of the
sophisticated routing functionality
offered by PSX. Promoting interaction
with PSX liquidity will benefit all
market participants on PSX by
deepening liquidity and price discovery
on PSX. Last, encouraging member
organizations to use the Exchange’s
routing functionality will help smaller
firms that do not have the resources to
build their own routing functionality.
The Exchange believes that increasing
the fee assessed for PSCN executions on
NASDAQ BX is an equitable allocation
and is not unfairly discriminatory
because the Exchange has limited funds
to apply toward both lower fees and
credits. In this case, the Exchange is
applying the same charge assessed for
all other PSCN executions to such
executions occurring on NASDAQ BX to
help offset the cost to the Exchange in
offering the reduced charge for all other
PSCN executions. Similarly, the
Exchange believes that excluding PSKP
orders from the proposal is an equitable
allocation and is not unfairly
discriminatory because applying the
reduced fees to PSKP orders would
likely result in a significant cost to the
Exchange. As noted, the Exchange has
limited funds to apply toward both
lower fees and credits. PSCN orders
allow the Exchange to route to both
venues with a protected quote and
lower cost venues without a protected
quotation. By contrast, PSKP orders
must be routed to venues with a
protected quotation, which results in a
higher overall cost to Exchange.
Consequently, fees for PSKP orders will
remain unchanged. For these reasons,
the Exchange believes that the proposed
amended criteria is an equitable
allocation and is not unfairly
discriminatory.
Second Change
The Exchange believes that the credit
is reasonable because it is not changing.
A $0.0031 per share executed credit
represents a significant incentive to
market participants to improve their
levels of Consolidated Volume on the
Exchange. The Exchange is maintaining
this significant incentive, but is also
potentially broadening eligibility for the
credit, as discussed below.
The Exchange believes that the credit
is an equitable allocation and is not
unfairly discriminatory because the
proposed amendment will ease the
qualification criteria, thereby potentially
expanding the number of member
organizations that may qualify for the
credit. From time to time, the Exchange
must assess the effectiveness of the
incentives it provides to member
PO 00000
Frm 00130
Fmt 4703
Sfmt 4703
organizations. In the present case, the
Exchange has observed that the $0.0031
per share executed credit has not
provided adequate incentive to member
organizations to provide the level of
Consolidated Volume required by the
qualification criteria. As a consequence,
the Exchange is lowering the
Consolidated Volume criteria in an
effort to attract more member
organizations to increase their levels of
Consolidated Volume to reach the level
required to receive the credit. The
Exchange notes that the proposed
criteria required to receive the credit
will remain significantly higher than the
next highest credit provided for
displayed quotes and orders.
Specifically, the Exchange provides a
$0.0029 per share executed credit for
quotes and orders entered by a member
organization that provides and accesses
0.25% or more of Consolidated Volume
during the month. For these reasons, the
Exchange believes that the proposed
amended criteria is an equitable
allocation and is not unfairly
discriminatory.
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. In terms of
inter-market competition, the Exchange
notes that it operates in a highly
competitive market in which market
participants can readily favor competing
venues if they deem fee levels at a
particular venue to be excessive, or
rebate opportunities available at other
venues to be more favorable. In such an
environment, the Exchange must
continually adjust its fees to remain
competitive with other exchanges and
with alternative trading systems that
have been exempted from compliance
with the statutory standards applicable
to exchanges. Because competitors are
free to modify their own fees in
response, and because market
participants may readily adjust their
order routing practices, the Exchange
believes that the degree to which fee
changes in this market may impose any
burden on competition is extremely
limited.
In this instance, the Exchange is
proposing to generally reduce the fee
assessed for PSCN executions and to
reduce the level of Consolidated
Volume required to qualify for a credit
available to all member organizations.
The reduced fees for PSCN orders are
designed to provide incentive to
member organizations to use PSCN,
which in turn should increase order
E:\FR\FM\20JNN1.SGM
20JNN1
Federal Register / Vol. 82, No. 117 / Tuesday, June 20, 2017 / Notices
interaction on PSX. The proposed
change to the credit is also designed to
improve the market by providing
incentive to member organizations to
increase their activity on PSX. Thus, the
proposed changes are designed to
improve market quality for all market
participants on PSX. The Exchange has
observed that the current fee structure
for PSCN order executions has not
provided adequate incentive to member
organizations to use PSCN. The
Exchange believes that the proposed fee
structure will provide such incentive.
The Exchange has also observed that the
credit has not provided adequate
incentive to member organizations to
increase their Consolidated Volume to
meet the credit’s qualification criteria.
As a consequence, the Exchange is
proposing to reduce the level of
Consolidated Volume required to
qualify for the credit, which should
make the credit attainable by more
member organizations while still
requiring a high level of Consolidated
Volume to receive the credit. Because
the Exchange’s execution services are
completely voluntary and subject to
extensive competition both from other
exchanges and from off-exchange
venues, the proposed overall reduction
in the fees assessed for PSCN order
executions and the reduction in the
qualification criteria of the credit should
not impose a burden on competition.
Ultimately, the Exchange believes that
the proposal is pro-competitive because,
to the extent it is effective in improving
market quality on PSX, other markets
may be compelled to provide similar
incentives to improve market quality on
their markets. Thus, the Exchange does
not believe that the proposed changes
will impair the ability of members or
competing order execution venues to
maintain their competitive standing in
the financial markets or impose any
burden on competition, but may rather
promote competition.
sradovich on DSK3GMQ082PROD with NOTICES
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.8
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
8 15
U.S.C. 78s(b)(3)(A)(ii).
VerDate Sep<11>2014
18:01 Jun 19, 2017
Jkt 241001
temporarily suspend such rule change if
it appears to the Commission that such
action is: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) otherwise in
furtherance of the purposes of the Act.
If the Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
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–
Phlx–2017–44 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–Phlx–2017–44. 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
PO 00000
Frm 00131
Fmt 4703
Sfmt 4703
28173
should refer to File No. SR–Phlx–2017–
44, and should be submitted on or
before July 11, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–12888 Filed 6–19–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80934; File No. SR–NYSE–
2017–27]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend Its
Price List Regarding the Liquidity
Provider Incentive Program
June 15, 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 June 1,
2017, New York Stock Exchange LLC
(‘‘NYSE’’ or the ‘‘Exchange’’) 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. 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 its
Price List regarding the Liquidity
Provider Incentive Program. The
proposed rule change is available on the
Exchange’s Web site at www.nyse.com,
at the principal office of the Exchange,
and at the Commission’s Public
Reference Room.
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
9 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
E:\FR\FM\20JNN1.SGM
20JNN1
Agencies
[Federal Register Volume 82, Number 117 (Tuesday, June 20, 2017)]
[Notices]
[Pages 28171-28173]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-12888]
[[Page 28171]]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-80938; File No. SR-Phlx-2017-44]
Self-Regulatory Organizations; NASDAQ PHLX LLC; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change to Exchange's
Transaction Fees at Section VIII
June 15, 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 June 1, 2017, NASDAQ PHLX LLC (``Phlx'' or ``Exchange'') filed with
the Securities and Exchange Commission (``SEC'' or ``Commission'') the
proposed rule change as described in Items I, II, and III, below, which
Items have been prepared by the Exchange. The Commission is publishing
this notice to solicit comments on the proposed rule change from
interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend the Exchange's transaction fees at
Section VIII (NASDAQ PSX Fees) to: (i) Assess a fee of $0.0026 per
share executed for any PSCN order (other than PSKP) that receives an
execution on NASDAQ PSX (``PSX'') or is routed away from PSX and
receives an execution at an away market; and (ii) reduce the
qualification criteria required to be met in order to receive a credit
for providing liquidity through the PSX.
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.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to amend the Exchange's
transaction fees at Section VIII (NASDAQ PSX Fees) to: (i) Assess a fee
of $0.0026 per share executed for any PSCN order (other than PSKP) that
receives an execution on PSX or is routed away from PSX and receives an
execution at an away market; and (ii) reduce the qualification criteria
required to be met in order to receive a credit for providing liquidity
through PSX.
First Change
The Exchange proposes to assess a charge of $0.0026 per share
executed for PSCN orders \3\ that execute on PSX or that are routed to
other venues and receive an execution thereon. PSCN is a routing option
under which orders check the System for available shares and
simultaneously route the remaining shares to destinations on the System
routing table. If shares remain unexecuted after routing, they are
posted on the book. Once on the book, should the order subsequently be
locked or crossed by another market center, the System will not route
the order to the locking or crossing market center.
---------------------------------------------------------------------------
\3\ See Rule 3315(a)(1)(A)(iv).
---------------------------------------------------------------------------
Currently, under Section VIII(a)(1) the Exchange assesses fees
ranging from $0.0028 per share executed to $0.0030 per share executed
for an order that executes on PSX, including PSCN orders. Section
VIII(a)(2) concerns fees for routing of orders in all securities. Under
Section VIII(a)(2) the Exchange does not charge a member organization
entering a PSTG \4\ or PSCN order that executes at NASDAQ BX, and
assesses a fee of $0.0030 per share executed to a member organization
entering such an order that executes at a venue other than PSX, to
which the fee schedule under Section VIII(a)(1) would apply, or NASDAQ
BX.
---------------------------------------------------------------------------
\4\ PSTG is a routing option under which orders check the System
for available shares and simultaneously route the remaining shares
to destinations on the System routing table. If shares remain
unexecuted after routing, they are posted on the book. Once on the
book, should the order subsequently be locked or crossed by another
accessible market center, the System shall route the order to the
locking or crossing market center. PSKN is a form of PSTG in which
the entering firm instructs the System to bypass any market centers
included in the PSTG System routing table that are not posting
Protected Quotations within the meaning of Regulation NMS. See Rule
3315(a)(1)(A)(iii).
---------------------------------------------------------------------------
The Exchange is proposing to assess a member organization a fee of
$0.0026 per share executed for a PSCN order that receives an execution
on PSX or that is routed away from PSX and receives an execution on
another venue. PSCN is meant to attract users to PSX, and generally
providing a discount to member organizations for PSCN executions will
provide greater incentive to member organizations to use PSX as a
venue. Specifically, the Exchange believes that assessing the lowered
rate will encourage member organizations to interact with PSX
liquidity, while also encouraging such participants to take advantage
of the sophisticated routing functionality offered by PSX. Last, since
PSCN does not re-route when it is locked or crossed by an away market,
the Exchange believes that increased use of PSCN will also increase
displayed liquidity on PSX.
The Exchange notes that member organizations will realize a fee
increase for any PSCN order that is executed on NASDAQ BX. As noted
above, currently such PSCN orders are not assessed a fee. In offering
the lower fees for all other PSCN orders, the Exchange must increase
the fee assessed for PSCN orders executed on NASDAQ BX to help cover,
in part, the cost to the Exchange in offering the reduced fees for PSCN
executions.
The Exchange notes that it is not including PSKP orders \5\ in the
proposed changes. PSKP orders are a form of PSCN in which the entering
firm instructs the System to bypass any market centers included in the
PSCN System routing table that are not posting Protected Quotations
within the meaning of Regulation NMS. The Exchange is not including
PSKP orders in the proposed change because the Exchange has only
limited funds to apply to the proposed reduced PSCN fees. PSCN orders
route to both venues with protected quotations and venues without
protected quotations, which are often low-cost venues, based on the
System routing table following the principal of best execution. By
contrast, PSKP orders are routed only to venues with protected
quotations, which typically assess the Exchange higher fees for
execution thereon. Consequently, extending the proposed pricing to PSKP
would result in significant cost to the Exchange in comparison to the
proposed fee assessed for such executions. As such, the fees assessed
for execution of PSKP orders will remain unchanged.
---------------------------------------------------------------------------
\5\ See supra note 3.
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[[Page 28172]]
Second Change
The Exchange provides a credit of $0.0031 per share executed for
displayed quotes and orders entered by a member organization that
provides and accesses 0.35% or more of Consolidated Volume during the
month. Consolidated Volume is defined by Section VIII(a)(1) as ``the
total consolidated volume reported to all consolidated transaction
reporting plans by all exchanges and trade reporting facilities during
a month in equity securities, excluding executed orders with a size of
less than one round lot.'' Moreover, the rule states that for purposes
of calculating Consolidated Volume and the extent of a member's trading
activity the date of the annual reconstitution of the Russell
Investments Indexes shall be excluded from both total Consolidated
Volume and the member's trading activity.
To qualify for the $0.0031 per share executed credit, a member
organization must provide and access 0.35% or more of Consolidated
Volume during the month. The Exchange is proposing to reduce the
monthly percentage of Consolidated Volume provided and accessed from
0.35% to 0.30%, thereby making it easier to qualify for the credit.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act,\6\ in general, and furthers the objectives of Sections
6(b)(4) and 6(b)(5) of the Act,\7\ in particular, in that it provides
for the equitable allocation of reasonable dues, fees and other charges
among members and issuers and other persons using any facility, and is
not designed to permit unfair discrimination between customers,
issuers, brokers, or dealers.
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\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(4) and (5).
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First Change
The Exchange believes that the proposed reduced fees assessed for
PSCN executions are reasonable because they remain consistent with the
fees currently assessed for executions on PSX and on other venues. As
described above, these fees range from no charge to $0.0030 per share
executed.
The Exchange believes that the proposed reduced fees assessed for
PSCN executions are an equitable allocation and are not unfairly
discriminatory because the Exchange is using the reduced fees to
provide incentive to member organizations to use PSCN orders, which, as
discussed above, will in turn promote greater interaction with PSX
liquidity, while also encouraging such member organizations to take
advantage of the sophisticated routing functionality offered by PSX.
Promoting interaction with PSX liquidity will benefit all market
participants on PSX by deepening liquidity and price discovery on PSX.
Last, encouraging member organizations to use the Exchange's routing
functionality will help smaller firms that do not have the resources to
build their own routing functionality. The Exchange believes that
increasing the fee assessed for PSCN executions on NASDAQ BX is an
equitable allocation and is not unfairly discriminatory because the
Exchange has limited funds to apply toward both lower fees and credits.
In this case, the Exchange is applying the same charge assessed for all
other PSCN executions to such executions occurring on NASDAQ BX to help
offset the cost to the Exchange in offering the reduced charge for all
other PSCN executions. Similarly, the Exchange believes that excluding
PSKP orders from the proposal is an equitable allocation and is not
unfairly discriminatory because applying the reduced fees to PSKP
orders would likely result in a significant cost to the Exchange. As
noted, the Exchange has limited funds to apply toward both lower fees
and credits. PSCN orders allow the Exchange to route to both venues
with a protected quote and lower cost venues without a protected
quotation. By contrast, PSKP orders must be routed to venues with a
protected quotation, which results in a higher overall cost to
Exchange. Consequently, fees for PSKP orders will remain unchanged. For
these reasons, the Exchange believes that the proposed amended criteria
is an equitable allocation and is not unfairly discriminatory.
Second Change
The Exchange believes that the credit is reasonable because it is
not changing. A $0.0031 per share executed credit represents a
significant incentive to market participants to improve their levels of
Consolidated Volume on the Exchange. The Exchange is maintaining this
significant incentive, but is also potentially broadening eligibility
for the credit, as discussed below.
The Exchange believes that the credit is an equitable allocation
and is not unfairly discriminatory because the proposed amendment will
ease the qualification criteria, thereby potentially expanding the
number of member organizations that may qualify for the credit. From
time to time, the Exchange must assess the effectiveness of the
incentives it provides to member organizations. In the present case,
the Exchange has observed that the $0.0031 per share executed credit
has not provided adequate incentive to member organizations to provide
the level of Consolidated Volume required by the qualification
criteria. As a consequence, the Exchange is lowering the Consolidated
Volume criteria in an effort to attract more member organizations to
increase their levels of Consolidated Volume to reach the level
required to receive the credit. The Exchange notes that the proposed
criteria required to receive the credit will remain significantly
higher than the next highest credit provided for displayed quotes and
orders. Specifically, the Exchange provides a $0.0029 per share
executed credit for quotes and orders entered by a member organization
that provides and accesses 0.25% or more of Consolidated Volume during
the month. For these reasons, the Exchange believes that the proposed
amended criteria is an equitable allocation and is not unfairly
discriminatory.
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. In terms of inter-market
competition, the Exchange notes that it operates in a highly
competitive market in which market participants can readily favor
competing venues if they deem fee levels at a particular venue to be
excessive, or rebate opportunities available at other venues to be more
favorable. In such an environment, the Exchange must continually adjust
its fees to remain competitive with other exchanges and with
alternative trading systems that have been exempted from compliance
with the statutory standards applicable to exchanges. Because
competitors are free to modify their own fees in response, and because
market participants may readily adjust their order routing practices,
the Exchange believes that the degree to which fee changes in this
market may impose any burden on competition is extremely limited.
In this instance, the Exchange is proposing to generally reduce the
fee assessed for PSCN executions and to reduce the level of
Consolidated Volume required to qualify for a credit available to all
member organizations. The reduced fees for PSCN orders are designed to
provide incentive to member organizations to use PSCN, which in turn
should increase order
[[Page 28173]]
interaction on PSX. The proposed change to the credit is also designed
to improve the market by providing incentive to member organizations to
increase their activity on PSX. Thus, the proposed changes are designed
to improve market quality for all market participants on PSX. The
Exchange has observed that the current fee structure for PSCN order
executions has not provided adequate incentive to member organizations
to use PSCN. The Exchange believes that the proposed fee structure will
provide such incentive. The Exchange has also observed that the credit
has not provided adequate incentive to member organizations to increase
their Consolidated Volume to meet the credit's qualification criteria.
As a consequence, the Exchange is proposing to reduce the level of
Consolidated Volume required to qualify for the credit, which should
make the credit attainable by more member organizations while still
requiring a high level of Consolidated Volume to receive the credit.
Because the Exchange's execution services are completely voluntary and
subject to extensive competition both from other exchanges and from
off-exchange venues, the proposed overall reduction in the fees
assessed for PSCN order executions and the reduction in the
qualification criteria of the credit should not impose a burden on
competition. Ultimately, the Exchange believes that the proposal is
pro-competitive because, to the extent it is effective in improving
market quality on PSX, other markets may be compelled to provide
similar incentives to improve market quality on their markets. Thus,
the Exchange does not believe that the proposed changes will impair the
ability of members or competing order execution venues to maintain
their competitive standing in the financial markets or impose any
burden on competition, but may rather promote competition.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act.\8\
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\8\ 15 U.S.C. 78s(b)(3)(A)(ii).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is: (i)
Necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) otherwise in furtherance of the
purposes of the Act. If the Commission takes such action, the
Commission shall institute proceedings to determine whether the
proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
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-Phlx-2017-44 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-Phlx-2017-44. 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-Phlx-2017-44, and should be
submitted on or before July 11, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\9\
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\9\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-12888 Filed 6-19-17; 8:45 am]
BILLING CODE 8011-01-P