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.'s Equity Options Platform, 37272-37274 [2017-16738]
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37272
Federal Register / Vol. 82, No. 152 / Wednesday, August 9, 2017 / Notices
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.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81304; File No. SR–
BatsBZX–2017–48]
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.’s
Equity Options Platform
August 3, 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 25,
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 Exchange has
designated the proposed rule change as
one establishing or changing a member
due, fee, or other charge imposed by the
Exchange under Section 19(b)(3)(A)(ii)
of the Act 3 and Rule 19b–4(f)(2)
thereunder,4 which renders the
proposed rule change effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange filed a proposal to
amend to amend its fees and rebates
applicable to Members 5 and nonMembers 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.
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
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).
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).
2 17
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(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to modify the
fee schedule applicable to the
Exchange’s equity options platform
(‘‘BZX Options’’) to increase the fees for
both Internal and External Distribution
of its Multicast PITCH market data feed.
Multicast PITCH is a market data
product that offers depth of book
quotations and execution information
based on options orders entered into the
System.
The Exchange currently charges both
Internal Distributors 6 and External
Distributors 7 of Multicast PITCH a fee
of $1,500 per month. The Exchange now
proposes to increase this fee and to
charge Internal and External
Distributors different rates. Specifically,
the Exchange proposes to charge
Internal Distributors of Multicast PITCH
a fee of $3,000 per month and External
Distributors a fee of $2,000 per month.8
The Exchange also proposes to make
clear in its fee schedule that where a
Distributor acts as both an External and
Internal Distributor of Multicast PITCH
that it will pay the greater of the two
Distribution fees for internal or external
use and not be charged both fees each
month.
The Exchange proposes to implement
these amendments to its fee schedule on
August 1, 2017.
6 See Exchange Rule 21.15(b)(1). The term
‘‘System’’ is defined as ‘‘the electronic
communications and trading facility designated by
the Board through which securities orders of Users
are consolidated for ranking, execution and, when
applicable, routing away. A Distributor ‘‘is any
entity that receives the Exchange Market Data
product directly from the Exchange or indirectly
through another entity and then distributes it
internally or externally to a third party.’’ See the
Exchange’s fee schedule available at https://
www.bats.com/us/options/membership/fee_
schedule/bzx/. An Internal Distributor of an
Exchange Market Data product is a Distributor that
receives the Exchange Market Data product and
then distributes that data to one or more Users
within the Distributor’s own entity. Id.
7 An External Distributor of an Exchange Market
Data product is a Distributor that receives the
Exchange Market Data product and then distributes
that data to a third party or one or more Users
outside the Distributor’s own entity. Id.
8 The Exchange issued a notice on June 1, 2017
describing the proposed fee increase. See Bats BZX
Options Fee Schedule Changes Effective July 3,
2017 and August 1, 2017, available at https://
cdn.batstrading.com/resources/fee_schedule/2017/
Bats-BZX-Options-Fee-Schedule-Changes-EffectiveJuly-1-2017.pdf.
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2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,9
in general, and furthers the objectives of
Section 6(b)(4),10 in particular, as it is
designed to provide for the equitable
allocation of reasonable dues, fees and
other charges among its members and
other recipients of Exchange data. The
Exchange believes that the proposed
rates are equitable and nondiscriminatory in that they apply
uniformly to all recipients of Exchange
data. The Exchange believes the
proposed fees are competitive with
those charged by other venues and,
therefore, reasonable and equitably
allocated to recipients. Lastly, the
Exchange also believes that the
proposed fees are reasonable and nondiscriminatory because they will apply
uniformly to all recipients of Exchange
data.
The Exchange also believes that the
proposed rule change is consistent with
Section 11(A) of the Act 11 in that it
supports (i) fair competition among
brokers and dealers, among exchange
markets, and between exchange markets
and markets other than exchange
markets; and (ii) the availability to
brokers, dealers, and investors of
information with respect to quotations
for and transactions in securities.
Furthermore, the proposed rule change
is consistent with Rule 603 of
Regulation NMS,12 which provides that
any national securities exchange that
distributes information with respect to
quotations for or transactions in an NMS
stock do so on terms that are not
unreasonably discriminatory. In
adopting Regulation NMS, the
Commission granted self-regulatory
organizations and broker-dealers
increased authority and flexibility to
offer new and unique market data to the
public. It was believed that this
authority would expand the amount of
data available to consumers, and also
spur innovation and competition for the
provision of market data.
In addition, the proposed fees would
not permit unfair discrimination
because all of the Exchange’s
subscribers will be subject to the
proposed fees on an equivalent basis.
The Multicast PITCH is distributed and
purchased on a voluntary basis, in that
neither the Exchange nor the market
data Distributors are required by any
rule or regulation to make this data
available. Accordingly, Distributors can
9 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
11 15 U.S.C. 78k–1.
12 17 CFR 242.603.
10 15
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discontinue their use at any time and for
any reason, including due to an
assessment of the reasonableness of fees
charged. Firms have a wide variety of
alternative market data products from
which to choose, such as similar
proprietary data products offered by
other exchanges and consolidated data.
Moreover, the Exchange is not required
to make any proprietary data products
available or to offer any specific pricing
alternatives to any customers.
In addition, the fees that are the
subject of this rule filing are constrained
by competition. As explained below in
the Exchange’s Statement on Burden on
Competition, the existence of
alternatives to the Multicast PITCH
further ensures that the Exchange
cannot set unreasonable fees, or fees
that are unreasonably discriminatory,
when subscribers can elect such
alternatives. That is, the Exchange
competes with other exchanges (and
their affiliates) that provide similar
market data products. If another
exchange (or its affiliate) were to charge
less to consolidate and distribute its
similar product than the Exchange
charges to consolidate and distribute the
Multicast PITCH, prospective users
likely would not subscribe to, or would
cease subscribing to the Multicast
PITCH.
The Exchange notes that the
Commission is not required to
undertake a cost-of-service or ratemaking approach. The Exchange
believes that, even if it were possible as
a matter of economic theory, cost-based
pricing for non-core market data would
be so complicated that it could not be
done practically.13
13 The Exchange believes that cost-based pricing
would be impractical because it would create
enormous administrative burdens for all parties,
including the Commission, to cost-regulate a large
number of participants and standardize and analyze
extraordinary amounts of information, accounts,
and reports. In addition, it is impossible to regulate
market data prices in isolation from prices charged
by markets for other services that are joint products.
Cost-based rate regulation would also lead to
litigation and may distort incentives, including
those to minimize costs and to innovate, leading to
further waste. Under cost-based pricing, the
Commission would be burdened with determining
a fair rate of return, and the industry could
experience frequent rate increases based on
escalating expense levels. Even in industries
historically subject to utility regulation, cost-based
ratemaking has been discredited. As such, the
Exchange believes that cost-based ratemaking
would be inappropriate for proprietary market data
and inconsistent with Congress’s direction that the
Commission use its authority to foster the
development of the national market system, and
that market forces will continue to provide
appropriate pricing discipline. See Appendix C to
NYSE’s comments to the Commission’s 2000
Concept Release on the Regulation of Market
Information Fees and Revenues, which can be
found on the Commission’s Web site at https://
www.sec.gov/rules/concept/s72899/buck1.htm. See
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The proposed amendment to the
Internal Distributor fee for Multicast
PITCH is also equitable and reasonable
as, despite the increase, the proposed
fees continues to be similar to fees
currently charged by the Nasdaq Stock
Market LLC (‘‘Nasdaq’’) for their options
depth-of-book data product. Nasdaq
currently charges external distributors
of ITTO,14 $2,000 per month.15 Nasdaq’s
fee for external distribution is identical
to that proposed by the Exchange
herein. In addition, the Chicago Board
Options Exchange, Incorporated
(‘‘CBOE’’) charges a monthly fee of
$7,000 to internal and external
distributors of its depth-of-book data.16
The increased fees for Internal and
External Distributors are also equitable
and reasonable in that they ensure that
heavy users of the Multicast PITCH pay
an equitable share of the total fees. The
Exchange proposes to charge External
Distributors lower fees than Internal
Distributors to promote broader
distribution of exchange data. The
Exchange notes that External
Distributors redistribute Multicast
PITCH to those outside of their
organization while Internal Distributors
distribute Multicast PITCH within their
own organization. Charging lower fees
for external distribution should
encourage Distributors, such as market
data vendors who solely redistribute
market data, to subscribe to Multicast
PITCH as an External Distributor,
therefore, expanding the distribution
network of the Exchange’s data.
(B) Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will result in
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
The Exchange’s ability to price
also Securities Exchange Act Release No. 73816
(December 11, 2014), 79 FR 75200 (December 17,
2014) (SR–NYSE–2014–64) (Notice of Filing and
Immediate Effectiveness of Proposed Rule Change
to Establish an Access Fee for the NYSE Best Quote
and Trades Data Feed, Operative December 1,
2014).
14 ITTO stands for NASDAQ ITCH to Trade
Options, and is a data feed that provides quotation
information for individual orders on the NOM book,
last sale information for trades executed on NOM,
and Order Imbalance Information as set forth in
NOM Rules Chapter VI, Section 8 [sic]. See Nasdaq
Sec. 4(a), NASDAQ Options Market Data Distributor
Fees. Available at https://www.nasdaqtrader.com/
Micro.aspx?id=optionsPricing.
15 See Nasdaq Sec. 4(a), NASDAQ Options Market
Data Distributor Fees. Available at https://
www.nasdaqtrader.com/Micro.aspx?id=options
Pricing.
16 See CBOE Market Data Express, LLC (MDX)
CBOE Streaming Markets Fee Schedule available at
https://www.cboe.org/publish/mdxfees/mdxfee
scheduleforcboedatafeeds.pdf.
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37273
Multicast PITCH are constrained by: (i)
Competition among exchanges, other
trading platforms, and Trade Reporting
Facilities (‘‘TRF’’) that compete with
each other in a variety of dimensions;
(ii) the existence of inexpensive realtime consolidated data and marketspecific data and free delayed data; and
(iii) the inherent contestability of the
market for proprietary data. This
competitive pressure is evidenced by
the Exchange’s proposal to increase fees
as described herein.
The Exchange and its market data
products are subject to significant
competitive forces and the proposed
fees represent responses to that
competition. To start, the Exchange
competes intensely for order flow. It
competes with the other national
securities exchanges that currently trade
equities, with electronic communication
networks, with quotes posted in
FINRA’s Alternative Display Facility,
with alternative trading systems, and
with securities firms that primarily
trade as principal with their customer
order flow.
In addition, Multicast PITCH
competes with a number of alternative
products. For instance, Multicast PITCH
do not provide a complete picture of all
trading activity in a security. Rather, the
other national securities exchanges, the
several TRFs of FINRA, and Electronic
Communication Networks (‘‘ECN’’) that
produce proprietary data all produce
trades and trade reports. Each is
currently permitted to produce depthof-book products, and many currently
do, including Nasdaq and NYSE. In
addition, market participants can gain
access to BZX Options’ last sale prices
and top-of-book quotations, though
integrated with the prices of other
markets, on feeds made available
through the SIPs.
In sum, the availability of a variety of
alternative sources of information
imposes significant competitive
pressures on the Exchange’s data
products and the Exchange’s compelling
need to attract order flow impose
significant competitive pressure on the
Exchange to act equitably, fairly, and
reasonably in setting the proposed data
product fees. The proposed data product
fees are, in part, responses to that
pressure. The Exchange believes that the
proposed fees would reflect an equitable
allocation of its overall costs to users of
its facilities.
In addition, when establishing the
proposed fees, the Exchange considered
the competitiveness of the market for
proprietary data and all of the
implications of that competition. The
Exchange believes that it has considered
all relevant factors and has not
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considered irrelevant factors in order to
establish fair, reasonable, and not
unreasonably discriminatory fees and an
equitable allocation of fees among all
users. The existence of alternatives to
Multicast PITCH, including existing
similar feeds by other exchanges,
consolidated data, and proprietary data
from other sources, ensures that the
Exchange cannot set unreasonable fees,
or fees that are unreasonably
discriminatory, when vendors and
subscribers can elect these alternatives
or choose not to purchase a specific
proprietary data product if its cost to
purchase is not justified by the returns
any particular vendor or subscriber
would achieve through the purchase.
(C) Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any written
comments from members or other
interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 17 and paragraph (f) of Rule
19b–4 thereunder.18 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
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–BatsBZX–2017–48. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing 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 Number SRBatsBZX–2017–48 and should be
submitted on or before August 30, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–16738 Filed 8–8–17; 8:45 am]
Electronic Comments
sradovich on DSK3GMQ082PROD with NOTICES
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:
[Release No. 34–81305; File No. SR–DTC–
2017–015]
• 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–2017–48 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
17 15
18 17
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
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BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Self-Regulatory Organizations; The
Depository Trust Company; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Establish
the Effective Date of the Settlement
Cycle Rule Changes
August 3, 2017.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
19 17
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CFR 200.30–3(a)(12).
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(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on July 31,
2017, The Depository Trust Company
(‘‘DTC’’) 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 clearing
agency. DTC filed the proposed rule
change pursuant to Section 19(b)(3)(A)
of the Act 3 and Rule 19b–4(f)(4)
thereunder.4 The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Clearing Agency’s Statement of the
Terms of Substance of the Proposed
Rule Change
DTC is filing this proposed rule
change to (i) establish September 5,
2017 as the effective date (‘‘Effective
Date’’) of the settlement cycle rule
changes (‘‘T2 Changes’’) submitted
pursuant to rule filing SR–DTC–2016–
013 (‘‘Prior Rule Filing’’),5 (ii)
incorporate the T2 Changes into the
DTC Settlement Service Guide
(‘‘Settlement Guide’’) 6 and DTC
Distributions Service Guide
(‘‘Distributions Guide’’) 7 (collectively,
‘‘Guides’’) as of the Effective Date, and
(iii) amend the legends (‘‘Legends’’) on
the respective cover pages of the Guides
in order to include the Effective Date
and self-eliminating language for the
Legends, and remove the Legends’
current reference to DTC making a
subsequent rule filing with the
Commission, as this proposal is that
subsequent rule filing.8
II. Clearing Agency’s Statement of the
Purpose of, and Statutory Basis for, the
Proposed Rule Change
In its filing with the Commission, the
clearing agency 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
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(4).
5 See Securities Exchange Act Release No. 79304
(November 14, 2016), 81 FR 81825 (November 18,
2016) (SR–DTC–2016–013).
6 Available at https://www.dtcc.com/∼/media/
Files/Downloads/legal/service-guides/
Settlement.pdf.
7 Available at https://www.dtcc.com/∼/media/
Files/Downloads/legal/service-guides/DistributionsService-Guide-FINAL-January-2017.pdf.
8 Capitalized terms not otherwise defined herein
have the respective meanings set forth in the DTC
Rules, By-laws and Organization Certificate,
available at https://www.dtcc.com/∼/media/Files/
Downloads/legal/rules/dtc_rules.pdf.
2 17
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[Federal Register Volume 82, Number 152 (Wednesday, August 9, 2017)]
[Notices]
[Pages 37272-37274]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-16738]
[[Page 37272]]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-81304; File No. SR-BatsBZX-2017-48]
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.'s Equity Options Platform
August 3, 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 25, 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
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 to amend its fees and
rebates applicable to Members \5\ and non-Members of the Exchange
pursuant to BZX Rules 15.1(a) and (c).
---------------------------------------------------------------------------
\5\ The term ``Member'' is defined as ``any registered broker or
dealer that has been admitted to membership in the Exchange.'' See
Exchange Rule 1.5(n).
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at www.bats.com, at the principal office of the Exchange, and
at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant parts of such
statements.
(A) Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to modify the fee schedule applicable to the
Exchange's equity options platform (``BZX Options'') to increase the
fees for both Internal and External Distribution of its Multicast PITCH
market data feed. Multicast PITCH is a market data product that offers
depth of book quotations and execution information based on options
orders entered into the System.
The Exchange currently charges both Internal Distributors \6\ and
External Distributors \7\ of Multicast PITCH a fee of $1,500 per month.
The Exchange now proposes to increase this fee and to charge Internal
and External Distributors different rates. Specifically, the Exchange
proposes to charge Internal Distributors of Multicast PITCH a fee of
$3,000 per month and External Distributors a fee of $2,000 per
month.\8\ The Exchange also proposes to make clear in its fee schedule
that where a Distributor acts as both an External and Internal
Distributor of Multicast PITCH that it will pay the greater of the two
Distribution fees for internal or external use and not be charged both
fees each month.
---------------------------------------------------------------------------
\6\ See Exchange Rule 21.15(b)(1). The term ``System'' is
defined as ``the electronic communications and trading facility
designated by the Board through which securities orders of Users are
consolidated for ranking, execution and, when applicable, routing
away. A Distributor ``is any entity that receives the Exchange
Market Data product directly from the Exchange or indirectly through
another entity and then distributes it internally or externally to a
third party.'' See the Exchange's fee schedule available at https://www.bats.com/us/options/membership/fee_schedule/bzx/. An Internal
Distributor of an Exchange Market Data product is a Distributor that
receives the Exchange Market Data product and then distributes that
data to one or more Users within the Distributor's own entity. Id.
\7\ An External Distributor of an Exchange Market Data product
is a Distributor that receives the Exchange Market Data product and
then distributes that data to a third party or one or more Users
outside the Distributor's own entity. Id.
\8\ The Exchange issued a notice on June 1, 2017 describing the
proposed fee increase. See Bats BZX Options Fee Schedule Changes
Effective July 3, 2017 and August 1, 2017, available at https://cdn.batstrading.com/resources/fee_schedule/2017/Bats-BZX-Options-Fee-Schedule-Changes-Effective-July-1-2017.pdf.
---------------------------------------------------------------------------
The Exchange proposes to implement these amendments to its fee
schedule on August 1, 2017.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the objectives of Section 6 of the Act,\9\ in general, and
furthers the objectives of Section 6(b)(4),\10\ in particular, as it is
designed to provide for the equitable allocation of reasonable dues,
fees and other charges among its members and other recipients of
Exchange data. The Exchange believes that the proposed rates are
equitable and non-discriminatory in that they apply uniformly to all
recipients of Exchange data. The Exchange believes the proposed fees
are competitive with those charged by other venues and, therefore,
reasonable and equitably allocated to recipients. Lastly, the Exchange
also believes that the proposed fees are reasonable and non-
discriminatory because they will apply uniformly to all recipients of
Exchange data.
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\9\ 15 U.S.C. 78f.
\10\ 15 U.S.C. 78f(b)(4).
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The Exchange also believes that the proposed rule change is
consistent with Section 11(A) of the Act \11\ in that it supports (i)
fair competition among brokers and dealers, among exchange markets, and
between exchange markets and markets other than exchange markets; and
(ii) the availability to brokers, dealers, and investors of information
with respect to quotations for and transactions in securities.
Furthermore, the proposed rule change is consistent with Rule 603 of
Regulation NMS,\12\ which provides that any national securities
exchange that distributes information with respect to quotations for or
transactions in an NMS stock do so on terms that are not unreasonably
discriminatory. In adopting Regulation NMS, the Commission granted
self-regulatory organizations and broker-dealers increased authority
and flexibility to offer new and unique market data to the public. It
was believed that this authority would expand the amount of data
available to consumers, and also spur innovation and competition for
the provision of market data.
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\11\ 15 U.S.C. 78k-1.
\12\ 17 CFR 242.603.
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In addition, the proposed fees would not permit unfair
discrimination because all of the Exchange's subscribers will be
subject to the proposed fees on an equivalent basis. The Multicast
PITCH is distributed and purchased on a voluntary basis, in that
neither the Exchange nor the market data Distributors are required by
any rule or regulation to make this data available. Accordingly,
Distributors can
[[Page 37273]]
discontinue their use at any time and for any reason, including due to
an assessment of the reasonableness of fees charged. Firms have a wide
variety of alternative market data products from which to choose, such
as similar proprietary data products offered by other exchanges and
consolidated data. Moreover, the Exchange is not required to make any
proprietary data products available or to offer any specific pricing
alternatives to any customers.
In addition, the fees that are the subject of this rule filing are
constrained by competition. As explained below in the Exchange's
Statement on Burden on Competition, the existence of alternatives to
the Multicast PITCH further ensures that the Exchange cannot set
unreasonable fees, or fees that are unreasonably discriminatory, when
subscribers can elect such alternatives. That is, the Exchange competes
with other exchanges (and their affiliates) that provide similar market
data products. If another exchange (or its affiliate) were to charge
less to consolidate and distribute its similar product than the
Exchange charges to consolidate and distribute the Multicast PITCH,
prospective users likely would not subscribe to, or would cease
subscribing to the Multicast PITCH.
The Exchange notes that the Commission is not required to undertake
a cost-of-service or rate-making approach. The Exchange believes that,
even if it were possible as a matter of economic theory, cost-based
pricing for non-core market data would be so complicated that it could
not be done practically.\13\
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\13\ The Exchange believes that cost-based pricing would be
impractical because it would create enormous administrative burdens
for all parties, including the Commission, to cost-regulate a large
number of participants and standardize and analyze extraordinary
amounts of information, accounts, and reports. In addition, it is
impossible to regulate market data prices in isolation from prices
charged by markets for other services that are joint products. Cost-
based rate regulation would also lead to litigation and may distort
incentives, including those to minimize costs and to innovate,
leading to further waste. Under cost-based pricing, the Commission
would be burdened with determining a fair rate of return, and the
industry could experience frequent rate increases based on
escalating expense levels. Even in industries historically subject
to utility regulation, cost-based ratemaking has been discredited.
As such, the Exchange believes that cost-based ratemaking would be
inappropriate for proprietary market data and inconsistent with
Congress's direction that the Commission use its authority to foster
the development of the national market system, and that market
forces will continue to provide appropriate pricing discipline. See
Appendix C to NYSE's comments to the Commission's 2000 Concept
Release on the Regulation of Market Information Fees and Revenues,
which can be found on the Commission's Web site at https://www.sec.gov/rules/concept/s72899/buck1.htm. See also Securities
Exchange Act Release No. 73816 (December 11, 2014), 79 FR 75200
(December 17, 2014) (SR-NYSE-2014-64) (Notice of Filing and
Immediate Effectiveness of Proposed Rule Change to Establish an
Access Fee for the NYSE Best Quote and Trades Data Feed, Operative
December 1, 2014).
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The proposed amendment to the Internal Distributor fee for
Multicast PITCH is also equitable and reasonable as, despite the
increase, the proposed fees continues to be similar to fees currently
charged by the Nasdaq Stock Market LLC (``Nasdaq'') for their options
depth-of-book data product. Nasdaq currently charges external
distributors of ITTO,\14\ $2,000 per month.\15\ Nasdaq's fee for
external distribution is identical to that proposed by the Exchange
herein. In addition, the Chicago Board Options Exchange, Incorporated
(``CBOE'') charges a monthly fee of $7,000 to internal and external
distributors of its depth-of-book data.\16\
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\14\ ITTO stands for NASDAQ ITCH to Trade Options, and is a data
feed that provides quotation information for individual orders on
the NOM book, last sale information for trades executed on NOM, and
Order Imbalance Information as set forth in NOM Rules Chapter VI,
Section 8 [sic]. See Nasdaq Sec. 4(a), NASDAQ Options Market Data
Distributor Fees. Available at https://www.nasdaqtrader.com/Micro.aspx?id=optionsPricing.
\15\ See Nasdaq Sec. 4(a), NASDAQ Options Market Data
Distributor Fees. Available at https://www.nasdaqtrader.com/Micro.aspx?id=optionsPricing.
\16\ See CBOE Market Data Express, LLC (MDX) CBOE Streaming
Markets Fee Schedule available at https://www.cboe.org/publish/mdxfees/mdxfeescheduleforcboedatafeeds.pdf.
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The increased fees for Internal and External Distributors are also
equitable and reasonable in that they ensure that heavy users of the
Multicast PITCH pay an equitable share of the total fees. The Exchange
proposes to charge External Distributors lower fees than Internal
Distributors to promote broader distribution of exchange data. The
Exchange notes that External Distributors redistribute Multicast PITCH
to those outside of their organization while Internal Distributors
distribute Multicast PITCH within their own organization. Charging
lower fees for external distribution should encourage Distributors,
such as market data vendors who solely redistribute market data, to
subscribe to Multicast PITCH as an External Distributor, therefore,
expanding the distribution network of the Exchange's data.
(B) Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act, as amended. The
Exchange's ability to price Multicast PITCH are constrained by: (i)
Competition among exchanges, other trading platforms, and Trade
Reporting Facilities (``TRF'') that compete with each other in a
variety of dimensions; (ii) the existence of inexpensive real-time
consolidated data and market-specific data and free delayed data; and
(iii) the inherent contestability of the market for proprietary data.
This competitive pressure is evidenced by the Exchange's proposal to
increase fees as described herein.
The Exchange and its market data products are subject to
significant competitive forces and the proposed fees represent
responses to that competition. To start, the Exchange competes
intensely for order flow. It competes with the other national
securities exchanges that currently trade equities, with electronic
communication networks, with quotes posted in FINRA's Alternative
Display Facility, with alternative trading systems, and with securities
firms that primarily trade as principal with their customer order flow.
In addition, Multicast PITCH competes with a number of alternative
products. For instance, Multicast PITCH do not provide a complete
picture of all trading activity in a security. Rather, the other
national securities exchanges, the several TRFs of FINRA, and
Electronic Communication Networks (``ECN'') that produce proprietary
data all produce trades and trade reports. Each is currently permitted
to produce depth-of-book products, and many currently do, including
Nasdaq and NYSE. In addition, market participants can gain access to
BZX Options' last sale prices and top-of-book quotations, though
integrated with the prices of other markets, on feeds made available
through the SIPs.
In sum, the availability of a variety of alternative sources of
information imposes significant competitive pressures on the Exchange's
data products and the Exchange's compelling need to attract order flow
impose significant competitive pressure on the Exchange to act
equitably, fairly, and reasonably in setting the proposed data product
fees. The proposed data product fees are, in part, responses to that
pressure. The Exchange believes that the proposed fees would reflect an
equitable allocation of its overall costs to users of its facilities.
In addition, when establishing the proposed fees, the Exchange
considered the competitiveness of the market for proprietary data and
all of the implications of that competition. The Exchange believes that
it has considered all relevant factors and has not
[[Page 37274]]
considered irrelevant factors in order to establish fair, reasonable,
and not unreasonably discriminatory fees and an equitable allocation of
fees among all users. The existence of alternatives to Multicast PITCH,
including existing similar feeds by other exchanges, consolidated data,
and proprietary data from other sources, ensures that the Exchange
cannot set unreasonable fees, or fees that are unreasonably
discriminatory, when vendors and subscribers can elect these
alternatives or choose not to purchase a specific proprietary data
product if its cost to purchase is not justified by the returns any
particular vendor or subscriber would achieve through the purchase.
(C) Self-Regulatory Organization's Statement on Comments on the
Proposed Rule Change Received From Members, Participants or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any written comments from members or other interested parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \17\ and paragraph (f) of Rule 19b-4
thereunder.\18\ 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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\17\ 15 U.S.C. 78s(b)(3)(A).
\18\ 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-BatsBZX-2017-48 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-BatsBZX-2017-48. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing 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 Number SR-BatsBZX-2017-48 and should
be submitted on or before August 30, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
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\19\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-16738 Filed 8-8-17; 8:45 am]
BILLING CODE 8011-01-P