Self-Regulatory Organizations; Bats BZX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Related to Fees for Use on Bats BZX Exchange, Inc., 35573-35575 [2017-15996]
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Federal Register / Vol. 82, No. 145 / Monday, July 31, 2017 / Notices
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81206; File No. SR–
BatsBZX–2017–44]
1. Purpose
Self-Regulatory Organizations; Bats
BZX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change Related to Fees
for Use on Bats BZX Exchange, Inc.
July 25, 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 July 12,
2017, Bats BZX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BZX’’) 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 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 3 and non-Members of the
Exchange pursuant to BZX 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.
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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.
1 15
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer that has been admitted
to membership in the Exchange.’’ See Exchange
Rule 1.5(n).
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The Exchange proposes to amend its
fee schedule to modify the tier-based
incremental credits for Members that are
Lead Market Makers (‘‘LMMs’’) for their
orders that provide displayed liquidity
in the securities described under
footnote 14.4
On April 17, 2014, the Exchange filed
a proposal to adopt rules to create an
LMM Program (the ‘‘Program’’) on an
immediately effective basis.5 The
Program is designed to strengthen
market quality for Exchange-listed
Exchange Traded Products (‘‘ETPs’’) 6 by
offering enhanced pricing to Market
Makers 7 registered with the Exchange 8
that are also registered as an LMM in an
LMM Security 9 and meet certain
minimum quoting standards
(‘‘Minimum Performance Standards’’).10
In October 2015, the Exchange filed a
proposed rule change with the
Commission to adopt LMM credit tiers
under part (B) of footnote 14 on an
immediately effective basis.11
As described above, the Exchange
offers tier-based incremental credits to
Members that are LMMs for their orders
that provide displayed liquidity
pursuant to part (B) of footnote 14 of the
fee schedule. Specifically, Members that
are a Qualified LMM 12 in at least 25
LMM Securities receive an additional
rebate per share (‘‘LMM Credit’’) for
orders that provide displayed liquidity
in Tape B securities traded on the
Exchange, including non-Exchangelisted securities, except that such LMM
4 See the Exchange’s fee schedule available at
https://www.bats.com/us/equities/membership/fee_
schedule/bzx/.
5 See Securities Exchange Act Release No. 72020
(April 25, 2014), 79 FR 24807 (May 1, 2014) (SR–
BATS–2014–015).
6 As defined in Exchange Rule 11.8(e)(1)(A), ETP
means any security listed pursuant to Exchange
Rule 14.11.
7 As defined in Exchange Rule 1.5(l), Market
Maker means a Member that acts as a Market Maker
pursuant to Chapter XI.
8 See Exchange Rule 11.5.
9 As defined in Exchange Rule 11.8(e)(1)(C), LMM
Security means an ETP that has an LMM.
10 As defined in Exchange Rule 11.8(e)(1)(D),
Minimum Performance Standards means a set of
standards applicable to an LMM that may be
determined from time to time by the Exchange.
11 See Securities Exchange Act Release No. 76147
(October 14, 2015), 80 FR 63621 (October 20, 2015)
(SR–BATS–2015–89).
12 An LMM is a ‘‘Qualified LMM’’ in a security
where it provides pricing for orders that add
displayed liquidity in an LMM Security that meets
the Minimum Performance Standards during the
applicable billing month. See Exchange Rule
11.8(e).
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35573
Credits are not applied to the rebates
provided to LMMs pursuant to part (A)
of footnote 14 of the fee schedule (the
‘‘LMM Rebate’’). Currently, the LMM
Credits and volume thresholds
associated with Tape B securities are as
follows: (i) An LMM Credit of $0.0001
per share where an LMM is a Qualified
LMM in at least 25 ETPs; (ii) an LMM
Credit of $0.0002 per share where an
LMM is a Qualified LMM in at least 50
ETPs; (iii) an LMM Credit of $0.0003 per
share where an LMM is a Qualified
LMM in at least 75 ETPs; and (iv) an
LMM Credit of $0.0004 per share where
an LMM is a Qualified LMM in at least
125 ETPs.
The Exchange proposes to increase
these LMM Credits for Tape B securities
and to create new LMM Credits for Tape
A and Tape C securities. For Tape B
securities, the Exchange is proposing to
increase the LMM Credits as follows: (i)
From an LMM Credit of $0.0001 to
$0.0002 per share where an LMM is a
Qualified LMM in at least 25 ETPs; (ii)
from an LMM Credit of $0.0002 to
$0.0004 per share where an LMM is a
Qualified LMM in at least 50 ETPs; (iii)
from an LMM Credit of $0.0003 to
$0.0006 per share where an LMM is a
Qualified LMM in at least 75 ETPs; and
(iv) from an LMM Credit of $0.0004 to
$0.0008 per share where an LMM is a
Qualified LMM in at least 125 ETPs.
For Tape A and Tape C securities, the
Exchange is proposing to create new
LMM Credit Tiers such that a Member
would receive: (i) An LMM Credit of
$0.0001 per share where an LMM is a
Qualified LMM in at least 25 ETPs; (ii)
an LMM Credit of $0.0002 per share
where an LMM is a Qualified LMM in
at least 50 ETPs; (iii) an LMM Credit of
$0.0003 per share where an LMM is a
Qualified LMM in at least 75 ETPs; and
(iv) an LMM Credit of $0.0004 per share
where an LMM is a Qualified LMM in
at least 125 ETPs.
Finally, the Exchange proposes to
implement a cap of $100,000 per
Member on a monthly basis for
additional rebates as part of the LMM
Credit Tiers under part B of footnote 14.
Implementation Date
The Exchange proposes to implement
these amendments to its fee schedule on
September 1, 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
13 15
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U.S.C. 78f.
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Federal Register / Vol. 82, No. 145 / Monday, July 31, 2017 / Notices
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 and it
does not unfairly discriminate between
customers, issuers, brokers or dealers.
The proposed rule change reflects a
competitive pricing structure designed
to incent market participants to direct
their order flow to the Exchange. The
Exchange believes that the proposed
rebates are equitable and nondiscriminatory in that they would apply
uniformly to all Members.
The proposed changes are intended to
encourage Members to promote price
discovery and market quality across all
Exchange-listed securities for the benefit
of all market participants. The Exchange
believes that increasing the LMM
Credits for Tape B securities and
offering LMM Credits in Tape A and
Tape C securities provides greater
incentives to Members to become LMMs
in Exchange-listed ETPs, to satisfy the
Minimum Performance Standards in
ETPs each month, and to add liquidity
in securities on the Exchange, and is
therefore reasonable because the
Exchange believes doing so would
encourage more LMMs to register to
quote and trade in as many Exchangelisted ETPs as possible. While the
Exchange already offers LMM Credits in
Tape B securities, increasing such
rebates will further incentivize Members
to become LMMs in Exchange-listed
ETPs and provide additional liquidity in
other ETPs generally. In particular,
enhanced rebates based on the number
of securities for which a Member is
registered as an LMM, would provide an
incentive for such Members not only to
register as an LMM in more liquid
securities, but also to register to quote
in lower volume ETPs, which are
traditionally less profitable for Market
Makers than more liquid ETPs.
Moreover, the Exchange believes that
the proposed change will incentivize
LMMs to register as an LMM in more
ETPs, including less liquid ETPs and,
thus, add more liquidity in securities to
the benefit of all market participants.
The Exchange also believes that the
proposed changes are equitable and not
unfairly discriminatory because they
remain consistent with the market
quality and competitiveness benefits
associated with the fee program and
because the magnitude of the additional
rebate is not unreasonably high in
comparison to the requirements
associated with receiving such LMM
Credit and the rebate paid with respect
14 15
U.S.C. 78f(b)(4).
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17:38 Jul 28, 2017
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to other displayed liquidity-providing
orders.
The Exchange further believes that it
is an equitable allocation of reasonable
fees to offer different LMM Credit
rebates between Tape B securities as
compared to Tape A and Tape C
securities. As described above, LMM
Credits are designed to incentivize
increased participation in the
Exchange’s LMM Program, but the
Exchange believes that they will also
simultaneously incentivize higher
trading volumes and enhanced market
quality by LMMs in all securities for
which the LMM Credits apply. While
the Exchange believes that offering
LMM Credits on each of Tape A, Tape
B, and Tape C securities will enhance
market quality on all securities traded
on the Exchange, by offering higher
LMM Credits for Tape B securities, the
Exchange will further incentivize
increased liquidity provision in
Exchange-listed securities and for ETPs
generally, which further supports the
purpose of the LMM Credits.
Finally, the Exchange believes that it
is an equitable allocation of reasonable
dues, fees and other charges among its
Members and is not unfairly
discriminatory to implement a monthly
cap of $100,000 per Member for
additional rebates as part of the LMM
Credit Tiers under part B of footnote 14.
Such a cap will help ensure that it will
remain financially viable for the
Exchange to continue to offer the LMM
Credit Tiers. Further, the Exchange
believes that the proposed cap is high
enough as to not meaningfully reduce
the incentives for Members to become
an LMM in Bats-listed securities or
significantly mitigate any of the market
quality benefits to Bats-listed securities
or other securities traded on the
Exchange that were described above.
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. Similarly, the
Exchange does not believe that the
proposed change to the Exchange’s
pricing structure burden competition,
but instead, that they enhance
competition as they are intended to
increase the competitiveness of the
Exchange by modifying pricing
incentives in order to attract order flow
and incentivize participants to increase
their participation on the Exchange.
The Exchange does not believe that
the proposed increase in rebates will
burden competition, but instead,
enhances competition, as these changes
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are intended to increase LMM
participation in securities, to incentivize
Members to register as LMMs in
Exchange-listed ETPs, and to encourage
Members to meet the Minimum
Performance Standards in such ETPs.
As such, the proposal is a competitive
proposal that is intended to add
additional liquidity to the Exchange,
which will, in turn, benefit the
Exchange and all Exchange participants.
Moreover, the Exchange does not
believe that 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 Act15 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.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposal 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–
BatsBZX–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.
15 15
16 17
E:\FR\FM\31JYN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19–4(f).
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Federal Register / Vol. 82, No. 145 / Monday, July 31, 2017 / Notices
All submissions should refer to File
No. SR–BatsBZX–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 will also 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–BatsBZX–
2017–44 and should be submitted on or
before August 21, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–15996 Filed 7–28–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Investment Company Act Release No.
32742; File No. 812–14740]
Capital Southwest Corporation
July 25, 2017.
Securities and Exchange
Commission (‘‘Commission’’).
ACTION: Notice.
sradovich on DSKBCFCHB2PROD with NOTICES
AGENCY:
Notice of an application for an order
under section 23(c)(3) of the Investment
Company Act of 1940 (the ‘‘Act’’) for an
exemption from section 23(c) of the Act.
SUMMARY OF THE APPLICATION: Capital
Southwest Corporation (‘‘Company’’)
17 17
CFR 200.30–3(a)(12).
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17:38 Jul 28, 2017
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requests an order to amend a prior
order 1 that permits the Company to
issue Restricted Stock 2 to the
Company’s Participants 3 under the
terms of its 2010 Restricted Stock
Award Plan, as amended on January 25,
2017 (the ‘‘Amended Plan’’). The
Company seeks to amend the Prior
Order to permit it to engage in certain
transactions in connection with the
Amended Plan and the Company’s 2009
Stock Incentive Plan, as amended on
May 23, 2017 (the ‘‘Amended 2009
Plan’’) that may constitute purchases by
the Company of its own securities
within the meaning of section 23(c) of
the Act.
APPLICANT: Capital Southwest
Corporation.
FILING DATES: The application was filed
on January 30, 2017, and amended on
May 23, 2017, June 19, 2017, and July
19, 2007.
HEARING OR NOTIFICATION OF HEARING:
An order granting the requested relief
will be issued unless the Commission
orders a hearing. Interested persons may
request a hearing by writing to the
Commission’s Secretary and serving
applicant with a copy of the request,
personally or by mail. Hearing requests
should be received by the Commission
by 5:30 p.m. on August 21, 2017 and
should be accompanied by proof of
service on applicant, in the form of an
affidavit, or for lawyers, a certificate of
service. Pursuant to rule 0–5 under the
Act, hearing requests should state the
nature of the writer’s interest, any facts
bearing upon the desirability of a
hearing on the matter, the reason for the
request, and the issues contested.
Persons who wish to be notified of a
hearing may request notification by
writing to the Commission’s Secretary.
ADDRESSES: Secretary, Securities and
Exchange Commission, 100 F Street NE.,
Washington, DC 20549–1090.
Applicant: Bowen S. Deihl, Chief
Executive Officer and President, Capital
Southwest Corporation, 5400 Lyndon B
Johnson Freeway, Suite 1300, Dallas,
Texas 75240.
FOR FURTHER INFORMATION CONTACT:
Asen Parachkevov, Senior Counsel, or
Robert Shapiro, Branch Chief, at (202)
551–6821, (Division of Investment
Management, Chief Counsel’s Office).
SUPPLEMENTARY INFORMATION: The
following is a summary of the
application. The complete application
may be obtained via the Commission’s
1 Investment Company Act Release Nos. 29450
(September 29, 2010) (notice) and 29491 (October
26, 2010) (order) (the ‘‘Prior Order’’).
2 As defined in the Prior Order.
3 As defined in the Prior Order.
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35575
Web site by searching for the file
number, or for the applicant using the
Company name box, at https://
www.sec.gov/search/search.htm or by
calling (202) 551–8090.
Applicant’s Representations
1. The Company is an internally
managed, non-diversified, closed-end
investment company that has elected to
be regulated as a business development
company (‘‘BDC’’) under the Act. The
Amended Plan authorizes the Company,
among other things, to grant to
Participants, in accordance with the
terms and conditions of the Prior Order,
Restricted Stock. Further, under the
terms of the Amended 2009 Plan, the
Company is authorized, among other
things to grant to Participants options to
acquire shares of the Company’s
common stock (‘‘Common Stock’’). The
Company seeks to amend the Prior
Order to permit it to withhold shares of
the Company’s Common Stock or
purchase shares of Common Stock from
the Participants to satisfy tax
withholding obligations related to the
vesting of Restricted Stock granted
pursuant to the Amended Plan or the
exercise of options to purchase shares of
Common Stock granted pursuant to the
Amended 2009 Plan. In addition, the
Company seeks to permit employees to
pay the exercise price of options to
purchase shares of Common Stock
granted pursuant to the Amended 2009
Plan with shares of Common Stock
already held by them or pursuant to a
net share settlement feature.4 The
Company will continue to comply with
all of the terms and conditions of the
Prior Order.
2. On the date that the Restricted
Stock vests (assuming no election has
been made under section 83(b) of the
Internal Revenue Code of 1986, as
amended), the shares are released to the
Participant and are available for sale or
transfer (subject to the Company’s share
retention guidelines).5 The Company
4 Net share settlement allows the Company to
deliver directly to the optionee only the number of
shares underlying the portion of the option
exercised less such number of shares as is equal to
(X) the aggregate exercise price for the portion of
the option being exercised divided by (Y) the Fair
Market Value (as defined below) on the date of
exercise. The Company states that the
Compensation Committee of the Board has
determined to use the closing sales price of the
Common Stock on the NASDAQ Global Select
Market (or any other such exchange on which the
Common Stock may be traded in the future) on the
date of the applicable transaction or other event as
the fair market value (‘‘Fair Market Value’’) with
respect to the Common Stock for all purposes under
the Amended 2009 Plan.
5 During the restriction period (i.e., prior to the
lapse of the forfeiture restrictions), the Restricted
Stock may not be sold, transferred, pledged,
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Continued
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Agencies
[Federal Register Volume 82, Number 145 (Monday, July 31, 2017)]
[Notices]
[Pages 35573-35575]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-15996]
[[Page 35573]]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-81206; File No. SR-BatsBZX-2017-44]
Self-Regulatory Organizations; Bats BZX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Related to
Fees for Use on Bats BZX Exchange, Inc.
July 25, 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 July 12, 2017, Bats BZX Exchange, Inc. (the ``Exchange'' or
``BZX'') 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
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 filed a proposal to amend the fee schedule applicable
to Members \3\ and non-Members of the Exchange pursuant to BZX Rules
15.1(a) and (c).
---------------------------------------------------------------------------
\3\ The term ``Member'' is defined as ``any registered broker or
dealer that has been admitted to membership in the Exchange.'' See
Exchange Rule 1.5(n).
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at www.bats.com, at the principal office of the Exchange, and
at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend its fee schedule to modify the tier-
based incremental credits for Members that are Lead Market Makers
(``LMMs'') for their orders that provide displayed liquidity in the
securities described under footnote 14.\4\
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\4\ See the Exchange's fee schedule available at https://www.bats.com/us/equities/membership/fee_schedule/bzx/.
---------------------------------------------------------------------------
On April 17, 2014, the Exchange filed a proposal to adopt rules to
create an LMM Program (the ``Program'') on an immediately effective
basis.\5\ The Program is designed to strengthen market quality for
Exchange-listed Exchange Traded Products (``ETPs'') \6\ by offering
enhanced pricing to Market Makers \7\ registered with the Exchange \8\
that are also registered as an LMM in an LMM Security \9\ and meet
certain minimum quoting standards (``Minimum Performance
Standards'').\10\ In October 2015, the Exchange filed a proposed rule
change with the Commission to adopt LMM credit tiers under part (B) of
footnote 14 on an immediately effective basis.\11\
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\5\ See Securities Exchange Act Release No. 72020 (April 25,
2014), 79 FR 24807 (May 1, 2014) (SR-BATS-2014-015).
\6\ As defined in Exchange Rule 11.8(e)(1)(A), ETP means any
security listed pursuant to Exchange Rule 14.11.
\7\ As defined in Exchange Rule 1.5(l), Market Maker means a
Member that acts as a Market Maker pursuant to Chapter XI.
\8\ See Exchange Rule 11.5.
\9\ As defined in Exchange Rule 11.8(e)(1)(C), LMM Security
means an ETP that has an LMM.
\10\ As defined in Exchange Rule 11.8(e)(1)(D), Minimum
Performance Standards means a set of standards applicable to an LMM
that may be determined from time to time by the Exchange.
\11\ See Securities Exchange Act Release No. 76147 (October 14,
2015), 80 FR 63621 (October 20, 2015) (SR-BATS-2015-89).
---------------------------------------------------------------------------
As described above, the Exchange offers tier-based incremental
credits to Members that are LMMs for their orders that provide
displayed liquidity pursuant to part (B) of footnote 14 of the fee
schedule. Specifically, Members that are a Qualified LMM \12\ in at
least 25 LMM Securities receive an additional rebate per share (``LMM
Credit'') for orders that provide displayed liquidity in Tape B
securities traded on the Exchange, including non-Exchange-listed
securities, except that such LMM Credits are not applied to the rebates
provided to LMMs pursuant to part (A) of footnote 14 of the fee
schedule (the ``LMM Rebate''). Currently, the LMM Credits and volume
thresholds associated with Tape B securities are as follows: (i) An LMM
Credit of $0.0001 per share where an LMM is a Qualified LMM in at least
25 ETPs; (ii) an LMM Credit of $0.0002 per share where an LMM is a
Qualified LMM in at least 50 ETPs; (iii) an LMM Credit of $0.0003 per
share where an LMM is a Qualified LMM in at least 75 ETPs; and (iv) an
LMM Credit of $0.0004 per share where an LMM is a Qualified LMM in at
least 125 ETPs.
---------------------------------------------------------------------------
\12\ An LMM is a ``Qualified LMM'' in a security where it
provides pricing for orders that add displayed liquidity in an LMM
Security that meets the Minimum Performance Standards during the
applicable billing month. See Exchange Rule 11.8(e).
---------------------------------------------------------------------------
The Exchange proposes to increase these LMM Credits for Tape B
securities and to create new LMM Credits for Tape A and Tape C
securities. For Tape B securities, the Exchange is proposing to
increase the LMM Credits as follows: (i) From an LMM Credit of $0.0001
to $0.0002 per share where an LMM is a Qualified LMM in at least 25
ETPs; (ii) from an LMM Credit of $0.0002 to $0.0004 per share where an
LMM is a Qualified LMM in at least 50 ETPs; (iii) from an LMM Credit of
$0.0003 to $0.0006 per share where an LMM is a Qualified LMM in at
least 75 ETPs; and (iv) from an LMM Credit of $0.0004 to $0.0008 per
share where an LMM is a Qualified LMM in at least 125 ETPs.
For Tape A and Tape C securities, the Exchange is proposing to
create new LMM Credit Tiers such that a Member would receive: (i) An
LMM Credit of $0.0001 per share where an LMM is a Qualified LMM in at
least 25 ETPs; (ii) an LMM Credit of $0.0002 per share where an LMM is
a Qualified LMM in at least 50 ETPs; (iii) an LMM Credit of $0.0003 per
share where an LMM is a Qualified LMM in at least 75 ETPs; and (iv) an
LMM Credit of $0.0004 per share where an LMM is a Qualified LMM in at
least 125 ETPs.
Finally, the Exchange proposes to implement a cap of $100,000 per
Member on a monthly basis for additional rebates as part of the LMM
Credit Tiers under part B of footnote 14.
Implementation Date
The Exchange proposes to implement these amendments to its fee
schedule on September 1, 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
[[Page 35574]]
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 and it does
not unfairly discriminate between customers, issuers, brokers or
dealers. The proposed rule change reflects a competitive pricing
structure designed to incent market participants to direct their order
flow to the Exchange. The Exchange believes that the proposed rebates
are equitable and non-discriminatory in that they would apply uniformly
to all Members.
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\13\ 15 U.S.C. 78f.
\14\ 15 U.S.C. 78f(b)(4).
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The proposed changes are intended to encourage Members to promote
price discovery and market quality across all Exchange-listed
securities for the benefit of all market participants. The Exchange
believes that increasing the LMM Credits for Tape B securities and
offering LMM Credits in Tape A and Tape C securities provides greater
incentives to Members to become LMMs in Exchange-listed ETPs, to
satisfy the Minimum Performance Standards in ETPs each month, and to
add liquidity in securities on the Exchange, and is therefore
reasonable because the Exchange believes doing so would encourage more
LMMs to register to quote and trade in as many Exchange-listed ETPs as
possible. While the Exchange already offers LMM Credits in Tape B
securities, increasing such rebates will further incentivize Members to
become LMMs in Exchange-listed ETPs and provide additional liquidity in
other ETPs generally. In particular, enhanced rebates based on the
number of securities for which a Member is registered as an LMM, would
provide an incentive for such Members not only to register as an LMM in
more liquid securities, but also to register to quote in lower volume
ETPs, which are traditionally less profitable for Market Makers than
more liquid ETPs. Moreover, the Exchange believes that the proposed
change will incentivize LMMs to register as an LMM in more ETPs,
including less liquid ETPs and, thus, add more liquidity in securities
to the benefit of all market participants. The Exchange also believes
that the proposed changes are equitable and not unfairly discriminatory
because they remain consistent with the market quality and
competitiveness benefits associated with the fee program and because
the magnitude of the additional rebate is not unreasonably high in
comparison to the requirements associated with receiving such LMM
Credit and the rebate paid with respect to other displayed liquidity-
providing orders.
The Exchange further believes that it is an equitable allocation of
reasonable fees to offer different LMM Credit rebates between Tape B
securities as compared to Tape A and Tape C securities. As described
above, LMM Credits are designed to incentivize increased participation
in the Exchange's LMM Program, but the Exchange believes that they will
also simultaneously incentivize higher trading volumes and enhanced
market quality by LMMs in all securities for which the LMM Credits
apply. While the Exchange believes that offering LMM Credits on each of
Tape A, Tape B, and Tape C securities will enhance market quality on
all securities traded on the Exchange, by offering higher LMM Credits
for Tape B securities, the Exchange will further incentivize increased
liquidity provision in Exchange-listed securities and for ETPs
generally, which further supports the purpose of the LMM Credits.
Finally, the Exchange believes that it is an equitable allocation
of reasonable dues, fees and other charges among its Members and is not
unfairly discriminatory to implement a monthly cap of $100,000 per
Member for additional rebates as part of the LMM Credit Tiers under
part B of footnote 14. Such a cap will help ensure that it will remain
financially viable for the Exchange to continue to offer the LMM Credit
Tiers. Further, the Exchange believes that the proposed cap is high
enough as to not meaningfully reduce the incentives for Members to
become an LMM in Bats-listed securities or significantly mitigate any
of the market quality benefits to Bats-listed securities or other
securities traded on the Exchange that were described above.
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. Similarly, the Exchange does
not believe that the proposed change to the Exchange's pricing
structure burden competition, but instead, that they enhance
competition as they are intended to increase the competitiveness of the
Exchange by modifying pricing incentives in order to attract order flow
and incentivize participants to increase their participation on the
Exchange.
The Exchange does not believe that the proposed increase in rebates
will burden competition, but instead, enhances competition, as these
changes are intended to increase LMM participation in securities, to
incentivize Members to register as LMMs in Exchange-listed ETPs, and to
encourage Members to meet the Minimum Performance Standards in such
ETPs. As such, the proposal is a competitive proposal that is intended
to add additional liquidity to the Exchange, which will, in turn,
benefit the Exchange and all Exchange participants. Moreover, the
Exchange does not believe that 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 240.19-4(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 proposal 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-BatsBZX-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.
[[Page 35575]]
All submissions should refer to File No. SR-BatsBZX-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 will also 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-BatsBZX-2017-44 and should be
submitted on or before August 21, 2017.
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. 2017-15996 Filed 7-28-17; 8:45 am]
BILLING CODE 8011-01-P