Self-Regulatory Organizations; Bats BYX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Related to Fees for Use on Bats BYX Exchange, Inc., 28367-28369 [2017-12889]
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Federal Register / Vol. 82, No. 118 / Wednesday, June 21, 2017 / Notices
Public Representative: Lawrence
Fenster; Comments Due: June 23, 2017.
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This notice will be published in the
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Stacy L. Ruble,
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[FR Doc. 2017–12935 Filed 6–20–17; 8:45 am]
BILLING CODE 7710–FW–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80939; File No. SR–
BatsBYX–2017–15]
Self-Regulatory Organizations; Bats
BYX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change Related to Fees
for Use on Bats BYX Exchange, Inc.
asabaliauskas on DSKBBXCHB2PROD with NOTICES
June 15, 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 June 9,
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
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
2 17
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19:12 Jun 20, 2017
Jkt 241001
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 applicable to its equities
trading platform (‘‘BYX Equities’’) to: (i)
Modify the rates associated with fee
codes AA, BJ and RA; and (ii) increase
the scope of executions subject to fee
code IX. The Exchange notes that Bats
EDGA Exchange, Inc. (‘‘EDGA’’)
implemented certain pricing changes
effective June 1, 2017, including
modification of various fees and rebates
to add and remove liquidity with a
displayed or IOC order to a flat fee of
$0.0003 per share to add or remove
liquidity with a displayed or IOC order.6
The proposed changes to AA, BJ, and
RA are proposed in light of these
changes.
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 Press Release, Bats Announces Fee
Overhaul of EDGA Equities Exchange (May 30,
2017), available at https://ir.cboe.com/pressreleases/2017/05-30-2017.aspx.
PO 00000
Frm 00074
Fmt 4703
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28367
Fee Code AA
The Exchange proposes to modify the
rate associated with orders yielding fee
code AA, which results from an order
routed to EDGA using ALLB routing
strategy,7 from a $0.0002 per share
rebate to a fee of $0.0003 per share for
securities priced at or above $1.00. The
Exchange does not propose to modify
the rate for orders yielding fee code AA
for securities priced below $1.00, which
are currently not charged a fee nor
provided a rebate.
Fee Code BJ
The Exchange proposes to modify the
rate associated with orders yielding fee
code BJ, which result from an order
routed to EDGA using the Destination
Specific (‘‘DIRC’’),8 TRIM or TRIM2
routing strategies,9 from a rebate of
$0.0002 per share to a fee of $0.0003 per
share for all securities (i.e., those priced
at or above $1.00 and those priced
below $1.00).
Fee Code RA
The Exchange proposes to decrease
the fee associated with orders yielding
fee code RA, which results from an
order routed to EDGA which adds
liquidity, from a fee of $0.0005 per share
to a fee of $0.0003 per share for
securities priced at or above $1.00. The
Exchange does not propose to modify
the rate for orders yielding fee code RA
for securities priced below $1.00, which
are currently not charged a fee nor
provided a rebate.
Fee Code IX
The Exchange proposes to modify the
routing strategies applicable to fee code
IX to include the TRIM or TRIM2
routing strategies. Fee code IX is
currently appended to all orders that are
routed to the Investors Exchange, Inc.
(‘‘IEX’’) using the Destination Specific
routing strategy (also referred to as
‘‘DIRC’’).10 The Exchange does not
7 ALLB is a routing option under which the order
checks the System for available shares and is then
sent to the Bats BZX Exchange, Inc. (‘‘BZX’’),
EDGA, and Bats EDGX Exchange, Inc. (‘‘EDGX’’
collectively with the Exchange, BZX, and EDGA,
the ‘‘BGM Affiliated Exchanges’’). See the
Exchange’s routing strategies available at https://
cdn.batstrading.com/resources/features/bats_
exchange_routing-strategies.pdf. See also Exchange
Rule 11.13(b)(3).
8 See the Exchange’s routing strategies available
at https://cdn.batstrading.com/resources/features/
bats_exchange_routing-strategies.pdf. See also
Exchange Rule 11.13(b)(3).
9 The TRIM and TRIM2 routing strategies focus
on seeking execution of orders while minimizing
execution costs by routing only to certain low cost
execution venues on the Exchange’s System routing
table. Id.
10 See the Exchange’s routing strategies available
at https://cdn.batstrading.com/resources/features/
E:\FR\FM\21JNN1.SGM
Continued
21JNN1
28368
Federal Register / Vol. 82, No. 118 / Wednesday, June 21, 2017 / Notices
propose to modify the rate of $0.0010
per share currently charged orders
appended with IX. The Exchange notes
that it has not previously included IEX
on the routing tables for TRIM and
TRIM2 but began to do so effective June
1, 2017, and thus, that the proposed
change is necessary to account for
executions at IEX through such routing
strategies.
Implementation Date
The Exchange proposes to implement
the above changes to its fee schedule
immediately.11
asabaliauskas on DSKBBXCHB2PROD with NOTICES
2. Statutory Basis
The Exchange believes that the
proposed rule changes are consistent
with the objectives of Section 6 of the
Act,12 in general, and furthers the
objectives of Section 6(b)(4),13 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 also notes that
it operates in a highly-competitive
market in which market participants can
readily direct order flow to competing
venues if they deem fee levels at a
particular venue to be excessive or
incentives to be insufficient. The
proposed rule changes reflect a
competitive pricing structure designed
to incentivize market participants to
direct their order flow to the Exchange.
Furthermore, the Exchange notes that
routing through the Exchange’s affiliate,
Bats Trading, is voluntary.
Fee Codes AA, BJ, and RA
As noted above, EDGA implemented
certain pricing changes effective June 1,
2017, including modification of various
fees and rebates to and remove liquidity
with a displayed or IOC order to a flat
fee of $0.0003 per share to add or
remove liquidity with a displayed or
IOC order.14 The changes to fee codes
AA, BJ, and RA are proposed in light of
these changes and reflect a pass-through
of the pricing provided by EDGA. As the
pricing in securities priced at or above
$1.00 reflects the same pricing a
Member would receive for participation
on EDGA directly and the pricing in
securities priced below $1.00 is based
on the current pricing model applied by
the Exchange, the Exchange believes the
bats_exchange_routing-strategies.pdf. See also Rule
11.13(b)(3).
11 The Exchange initially submitted the proposed
fee change on June 1, 2017. (SR–BatsBYX–2017–
14). On June 9, 2017, the Exchange withdrew SR–
BatsBYX–2017–14 and submitted this filing.
12 15 U.S.C. 78f.
13 15 U.S.C. 78f(b)(4).
14 See supra, note 6.
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19:12 Jun 20, 2017
Jkt 241001
proposed fees are reasonable and
equitably allocated. The Exchange
further believes the proposed fees are
non-discriminatory because they apply
uniformly to all Members.
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
Fee Code IX
The Exchange believes that its
proposal to include TRIM and TRIM2
routing strategies for orders routed to
IEX that yield fee code IX is equitable
and reasonable because routing through
Bats Trading is voluntary and Members
may utilize other avenues to route
orders to IEX, such as connecting to IEX
directly. Lastly, the Exchange also
believes that the proposed alternative
routing strategies are nondiscriminatory because the availability
applies uniformly to all Members.
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:
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 any of
the proposed changes to the Exchange’s
routing pricing burden competition, as
they are based on the pricing on other
venues. The Exchange notes that it
operates in a highly competitive market
in which market participants can
readily direct order flow to competing
venues if they deem fee structures to be
unreasonable or excessive. The
Exchange does not believe the proposed
amendments would burden intramarket
competition as they would be available
to all Members uniformly.
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 15 and paragraph (f) of Rule
19b–4 thereunder.16 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
15 15
16 17
PO 00000
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
Frm 00075
Fmt 4703
Sfmt 4703
IV. Solicitation of Comments
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–2017–15 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 No.
SR–BatsBYX–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 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–
2017–15, and should be submitted on or
before July 12, 2017.
E:\FR\FM\21JNN1.SGM
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Federal Register / Vol. 82, No. 118 / Wednesday, June 21, 2017 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–12889 Filed 6–20–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–80940; File No. SR–MIAX–
2017–16]
Self-Regulatory Organizations; Miami
International Securities Exchange LLC;
Order Approving a Proposed Rule
Change Relating to the Exposure
Periods of the MIAX Price
Improvement Mechanism and
Solicitation Mechanism
June 15, 2017.
I. Introduction
On April 25, 2017, Miami
International Securities Exchange LLC
(‘‘MIAX Options’’ or the ‘‘Exchange’’)
filed with the Securities and Exchange
Commission (‘‘Commission’’) pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 a proposed rule
change to amend MIAX Options Rule
515A to modify the exposure periods of
the Exchange’s Price Improvement
Mechanism (‘‘PRIME’’) and PRIME
Solicitation Mechanism from 500
milliseconds to a time period designated
by the Exchange of no less than 100
milliseconds and no more than 1
second. The proposed rule change was
published for comment in the Federal
Register on May 5, 2017.3 The
Commission received no comment
letters on the proposed rule change.
This order approves the proposed rule
change.
asabaliauskas on DSKBBXCHB2PROD with NOTICES
II. Description of the Proposed Rule
Change
PRIME is a process by which a
Member 4 may electronically submit for
execution an order it represents as agent
(‘‘Agency Order’’) against principal
interest, and/or an Agency Order against
solicited interest.5 When the Exchange
receives a properly designated Agency
Order for auction processing, a Request
17 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 80570
(May 1, 2017), 82 FR 21288 (‘‘Notice’’).
4 The term ‘‘Member’’ means an individual or
organization approved to exercise the trading rights
associated with a Trading Permit. Members are
deemed ‘‘members’’ under the Exchange Act. See
Exchange Rule 100.
5 See Exchange Rule 515A.
1 15
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19:12 Jun 20, 2017
Jkt 241001
for Responses (‘‘RFR’’) detailing the
option, side, size, and initiating price is
sent to all subscribers of the Exchange’s
data feeds. Currently, the RFR period
lasts for 500 milliseconds, unless it is
concluded early.6 The Exchange
proposes to revise the RFR response
period to permit the Exchange to
designate a specific time within a range
of no less than 100 milliseconds and no
more than 1 second.7
III. Discussion and Commission’s
Findings
After careful review, the Commission
finds that the proposed rule change is
consistent with the requirements of the
Act and the rules and regulations
thereunder applicable to a national
securities exchange.8 In particular, the
Commission finds that the proposed
rule change is consistent with Section
6(b)(5) of the Act,9 which requires,
among other things, that the rules of a
national securities exchange be
designed to promote just and equitable
principles of trade, to foster cooperation
6 A PRIME and PRIME Solicitation Auction will
conclude at the sooner of: (1) Upon receipt of an
unrelated order (in the same option as the Agency
Order) on the opposite side of the market from the
RFR responses, that is marketable against either the
National Best Bid or Offer (‘‘NBBO’’), the initiating
price, or the RFR responses; (2) upon receipt of an
unrelated order (in the same option as the Agency
Order) on the same side of the market as the RFR
responses, that is marketable against the NBBO; (3)
upon receipt of an unrelated limit order (in the
same option as the Agency Order) on the opposite
of the market from the Agency Order that improves
any RFR response; (4) any time an RFR response
matches the NBBO on the opposite side of the
market from the RFR responses; (5) any time there
is a quote lock in the subject option on the
Exchange pursuant to Exchange Rule 1402; or (6)
any time there is a trading halt in the option on the
Exchange. See Exchange Rule 515A.
7 The Exchange notes that its proposal is
consistent with exposure periods permitted in
similar mechanisms on other options exchanges.
See Notice, supra note 3, at 21288 & n.6; see also
Securities Exchange Act Release Nos. 76301
(October 29, 2015), 80 FR 68347 (November 4, 2015)
(SR–BX–2015–032) (establishing an exposure
period for the Nasdaq BX’s options price
improvement mechanism (‘‘PRISM’’) of no less than
100 milliseconds and no more than 1 second);
77557 (April 7, 2016), 81 FR 21935 (April 13, 2016)
(SR–Phlx–2016–40) (amending the exposure period
for the Nasdaq Phlx’s Price Improvement XL
(‘‘PIXL’’) to be no less than 100 milliseconds and
no more than 1 second); 79733 (January 4, 2017),
82 FR 3055 (January 10, 2017) (SR–ISE–2016–26)
(amending the exposure period for the Nasdaq ISE’s
Price Improvement Mechanism (‘‘PIM’’) to be no
less than 100 milliseconds and no more than 1
second); and 80738 (May 22, 2017), 82 FR 24417
(May 26, 2017) (SR–CBOE–2017–029) (amending
the exposure periods for the CBOE’s Automated
Improvement Mechanism (‘‘AIM’’) and Solicitation
Auction Mechanism (‘‘SAM’’) to be no less than 100
milliseconds and no more than 1 second).
8 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
9 15 U.S.C. 78f(b)(5).
PO 00000
Frm 00076
Fmt 4703
Sfmt 4703
28369
and coordination with persons engaged
in regulating transactions in securities,
to remove impediments to and perfect
the mechanism of a free and open
market and a national market system
and, in general, to protect investors and
the public interest, and not be designed
to permit unfair discrimination between
customers, issuers, brokers, or dealers.
The Commission also finds that the
proposed rule change is consistent with
Section 6(b)(8) of the Act,10 which
requires that the rules of an exchange
not impose any burden on competition
that is not necessary or appropriate in
furtherance of the purposes of the Act.
The Commission believes that, given
the electronic nature of the PRIME and
PRIME Solicitation Mechanism and the
ability of Members to respond within
the proposed exposure periods,
modifying each of the exposure periods
from 500 milliseconds to a time
designated by the Exchange of no less
than 100 milliseconds and no more than
1 second could facilitate the prompt
execution of orders, while continuing to
provide market participants with an
opportunity to compete to trade with
the exposed order by submitting
responses to the auctions. According to
the Exchange, numerous Members have
the capability to and do respond within
a 100 millisecond exposure period or
less.11
To substantiate that its members can
receive, process, and communicate a
response back to the Exchange within
100 milliseconds, the Exchange states
that it surveyed all Members that
responded to an auction broadcast in
the period beginning November 2016
and ending January 2017 (the ‘‘review
period’’).12 According to the Exchange,
each Member it surveyed indicated that
they can receive, process, and
communicate a response back to the
Exchange within 100 milliseconds.13 In
addition, the Exchange states that it
reviewed all responses received in
PRIME and PRIME Solicitation Auctions
from its Members for the review period,
and its review indicated that
approximately 90% of responses were
submitted within 100 milliseconds.14
Furthermore, with regard to the impact
of the proposal on system capacity, the
Exchange states that it has analyzed its
capacity and represents that it has the
necessary systems capacity to handle
the potential additional traffic
associated with the additional
transactions that may occur with the
10 15
U.S.C. 78f(b)(8).
Notice, supra note 3, at 21289.
12 See id.
13 See id.
14 See id.
11 See
E:\FR\FM\21JNN1.SGM
21JNN1
Agencies
[Federal Register Volume 82, Number 118 (Wednesday, June 21, 2017)]
[Notices]
[Pages 28367-28369]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-12889]
=======================================================================
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-80939; File No. SR-BatsBYX-2017-15]
Self-Regulatory Organizations; Bats BYX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Related to
Fees for Use on Bats BYX Exchange, Inc.
June 15, 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 June 9, 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 applicable to its
equities trading platform (``BYX Equities'') to: (i) Modify the rates
associated with fee codes AA, BJ and RA; and (ii) increase the scope of
executions subject to fee code IX. The Exchange notes that Bats EDGA
Exchange, Inc. (``EDGA'') implemented certain pricing changes effective
June 1, 2017, including modification of various fees and rebates to add
and remove liquidity with a displayed or IOC order to a flat fee of
$0.0003 per share to add or remove liquidity with a displayed or IOC
order.\6\ The proposed changes to AA, BJ, and RA are proposed in light
of these changes.
---------------------------------------------------------------------------
\6\ See Press Release, Bats Announces Fee Overhaul of EDGA
Equities Exchange (May 30, 2017), available at https://ir.cboe.com/press-releases/2017/05-30-2017.aspx.
---------------------------------------------------------------------------
Fee Code AA
The Exchange proposes to modify the rate associated with orders
yielding fee code AA, which results from an order routed to EDGA using
ALLB routing strategy,\7\ from a $0.0002 per share rebate to a fee of
$0.0003 per share for securities priced at or above $1.00. The Exchange
does not propose to modify the rate for orders yielding fee code AA for
securities priced below $1.00, which are currently not charged a fee
nor provided a rebate.
---------------------------------------------------------------------------
\7\ ALLB is a routing option under which the order checks the
System for available shares and is then sent to the Bats BZX
Exchange, Inc. (``BZX''), EDGA, and Bats EDGX Exchange, Inc.
(``EDGX'' collectively with the Exchange, BZX, and EDGA, the ``BGM
Affiliated Exchanges''). See the Exchange's routing strategies
available at https://cdn.batstrading.com/resources/features/bats_exchange_routing-strategies.pdf. See also Exchange Rule
11.13(b)(3).
---------------------------------------------------------------------------
Fee Code BJ
The Exchange proposes to modify the rate associated with orders
yielding fee code BJ, which result from an order routed to EDGA using
the Destination Specific (``DIRC''),\8\ TRIM or TRIM2 routing
strategies,\9\ from a rebate of $0.0002 per share to a fee of $0.0003
per share for all securities (i.e., those priced at or above $1.00 and
those priced below $1.00).
---------------------------------------------------------------------------
\8\ See the Exchange's routing strategies available at https://cdn.batstrading.com/resources/features/bats_exchange_routing-strategies.pdf. See also Exchange Rule 11.13(b)(3).
\9\ The TRIM and TRIM2 routing strategies focus on seeking
execution of orders while minimizing execution costs by routing only
to certain low cost execution venues on the Exchange's System
routing table. Id.
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Fee Code RA
The Exchange proposes to decrease the fee associated with orders
yielding fee code RA, which results from an order routed to EDGA which
adds liquidity, from a fee of $0.0005 per share to a fee of $0.0003 per
share for securities priced at or above $1.00. The Exchange does not
propose to modify the rate for orders yielding fee code RA for
securities priced below $1.00, which are currently not charged a fee
nor provided a rebate.
Fee Code IX
The Exchange proposes to modify the routing strategies applicable
to fee code IX to include the TRIM or TRIM2 routing strategies. Fee
code IX is currently appended to all orders that are routed to the
Investors Exchange, Inc. (``IEX'') using the Destination Specific
routing strategy (also referred to as ``DIRC'').\10\ The Exchange does
not
[[Page 28368]]
propose to modify the rate of $0.0010 per share currently charged
orders appended with IX. The Exchange notes that it has not previously
included IEX on the routing tables for TRIM and TRIM2 but began to do
so effective June 1, 2017, and thus, that the proposed change is
necessary to account for executions at IEX through such routing
strategies.
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\10\ See the Exchange's routing strategies available at https://cdn.batstrading.com/resources/features/bats_exchange_routing-strategies.pdf. See also Rule 11.13(b)(3).
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Implementation Date
The Exchange proposes to implement the above changes to its fee
schedule immediately.\11\
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\11\ The Exchange initially submitted the proposed fee change on
June 1, 2017. (SR-BatsBYX-2017-14). On June 9, 2017, the Exchange
withdrew SR-BatsBYX-2017-14 and submitted this filing.
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2. Statutory Basis
The Exchange believes that the proposed rule changes are consistent
with the objectives of Section 6 of the Act,\12\ in general, and
furthers the objectives of Section 6(b)(4),\13\ 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 also notes that it operates in a highly-
competitive market in which market participants can readily direct
order flow to competing venues if they deem fee levels at a particular
venue to be excessive or incentives to be insufficient. The proposed
rule changes reflect a competitive pricing structure designed to
incentivize market participants to direct their order flow to the
Exchange. Furthermore, the Exchange notes that routing through the
Exchange's affiliate, Bats Trading, is voluntary.
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\12\ 15 U.S.C. 78f.
\13\ 15 U.S.C. 78f(b)(4).
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Fee Codes AA, BJ, and RA
As noted above, EDGA implemented certain pricing changes effective
June 1, 2017, including modification of various fees and rebates to and
remove liquidity with a displayed or IOC order to a flat fee of $0.0003
per share to add or remove liquidity with a displayed or IOC order.\14\
The changes to fee codes AA, BJ, and RA are proposed in light of these
changes and reflect a pass-through of the pricing provided by EDGA. As
the pricing in securities priced at or above $1.00 reflects the same
pricing a Member would receive for participation on EDGA directly and
the pricing in securities priced below $1.00 is based on the current
pricing model applied by the Exchange, the Exchange believes the
proposed fees are reasonable and equitably allocated. The Exchange
further believes the proposed fees are non-discriminatory because they
apply uniformly to all Members.
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\14\ See supra, note 6.
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Fee Code IX
The Exchange believes that its proposal to include TRIM and TRIM2
routing strategies for orders routed to IEX that yield fee code IX is
equitable and reasonable because routing through Bats Trading is
voluntary and Members may utilize other avenues to route orders to IEX,
such as connecting to IEX directly. Lastly, the Exchange also believes
that the proposed alternative routing strategies are non-discriminatory
because the availability applies uniformly 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 any of the proposed changes to the Exchange's routing pricing
burden competition, as they are based on the pricing on other venues.
The Exchange notes that it operates in a highly competitive market in
which market participants can readily direct order flow to competing
venues if they deem fee structures to be unreasonable or excessive. The
Exchange does not believe the proposed amendments would burden
intramarket competition as they would be available to all Members
uniformly.
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 \15\ and paragraph (f) of Rule 19b-4
thereunder.\16\ 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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\15\ 15 U.S.C. 78s(b)(3)(A).
\16\ 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-2017-15 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 No. SR-BatsBYX-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 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-2017-15, and should be
submitted on or before July 12, 2017.
[[Page 28369]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
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\17\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-12889 Filed 6-20-17; 8:45 am]
BILLING CODE 8011-01-P