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., 37645-37647 [2017-16929]
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Federal Register / Vol. 82, No. 154 / Friday, August 11, 2017 / Notices
because the proposed provisions apply
to all market participants equally.
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
All submissions should refer to File
Number SR–NASDAQ–2017–078. 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 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 Number SR–
NASDAQ–2017–078, and should be
submitted on or before September 1,
2017.
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A)(iii) of the Act 26 and
subparagraph (f)(6) of Rule 19b–4
thereunder.27
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) otherwise in
furtherance of the purposes of the Act.
If the Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
NASDAQ–2017–078 on the subject line.
asabaliauskas on DSKBBXCHB2PROD with NOTICES
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
26 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change, along with a brief
description and text of the proposed rule change,
at least five business days prior to the date of filing
of the proposed rule change, or such shorter time
as designated by the Commission. The Exchange
has satisfied this requirement.
27 17
17:18 Aug 10, 2017
[FR Doc. 2017–16926 Filed 8–10–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81326; File No. SR–
BatsBYX–2017–17]
Paper Comments
VerDate Sep<11>2014
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.28
Eduardo A. Aleman,
Assistant Secretary.
Jkt 241001
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.
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on July 31,
2017, Bats BYX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BYX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II and III
below, which Items have been prepared
by the Exchange. The Exchange has
designated the proposed rule change as
one establishing or changing a member
due, fee, or other charge imposed by the
Exchange under Section 19(b)(3)(A)(ii)
of the Act3 and Rule 19b–4(f)(2)
thereunder,4 which renders the
proposed rule change effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange filed a proposal to
amend the fee schedule applicable to
Members 5 and non-Members of the
Exchange pursuant to BYX Rules 15.1(a)
and (c).
The text of the proposed rule change
is available at the Exchange’s Web site
at www.bats.com, at the principal office
of the Exchange, and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant parts of such
statements.
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend its
fee schedule to modify existing Tier 3
and add a new tier under footnote 1,
Add/Remove Volume Tiers. 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
August 7, 2017.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
28 17
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CFR 200.30–3(a)(12).
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Federal Register / Vol. 82, No. 154 / Friday, August 11, 2017 / Notices
Exchange currently offers five tiers
under footnote 1 that offer reduced fees
for displayed orders that yield fee codes
B,6 V 7 and Y,8 and an enhanced rebate
for orders that remove liquidity yielding
fee codes BB,9 N 10 and W.11 The
Exchange proposes to amend the criteria
necessary to receive the enhanced rebate
under Tier 3 under footnote 1. Tier 3
provides a rebate of $0.0015 [sic] per
share for orders where that Member has
an ADAV 12 equal to or greater than
0.55% of the TCV.13 The Exchange
proposes to increase the tier’s
requirements to now require the
Member to have an ADAV equal to or
greater than 0.80% of the TCV. The
Exchange does not propose to amend
the tier’s rebate.
The Exchange also proposes to add a
new tier under footnote 1, to be known
as Tier 5,14 under which a Member
would be charged a reduced fee of
$0.0012 per share on orders that yield
fee codes B, V and Y, where that
Member’s Market Participant Identifier
(‘‘MPID’’) has an ADAV equal to or
greater than 0.55% of the TCV.
The Exchange proposes to implement
the above changes to its fee schedule on
August 1, 2017.
asabaliauskas on DSKBBXCHB2PROD with NOTICES
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the objectives of Section 6 of the Act,15
in general, and furthers the objectives of
Section 6(b)(4),16 in particular, as it is
designed to provide for the equitable
6 Fee code B is appended to displayed orders that
add liquidity to BYX (Tape B) and is assessed a fee
of $0.0018 per share. See the Exchange’s fee
schedule available at https://www.bats.com/us/
equities/membership/fee_schedule/byx/.
7 Fee code V is appended to displayed orders that
add liquidity to BYX (Tape A) and is assessed a fee
of $0.0018 per share. Id.
8 Fee code Y is appended to displayed orders that
add liquidity to BYX (Tape C) and is assessed a fee
of $0.0018 per share. Id.
9 Fee code BB is appended to orders that remove
liquidity from BYX (Tape B) and is assessed a
rebate of $0.0010 per share. Id.
10 Fee code N is appended to orders that remove
liquidity from BYX (Tape C) and is assessed a
rebate of $0.0010 per share. Id.
11 Fee code W is appended to orders that remove
liquidity from BYX (Tape A) and is assessed a
rebate of $0.0010 per share. See the Exchange’s fee
schedule available at https://www.bats.com/us/
equities/membership/fee_schedule/byx/.
12 ‘‘ADAV’’ means average daily volume
calculated as the number of shares added per day
on a monthly basis. Id.
13 ‘‘TCV’’ means total consolidated volume
calculated as the volume reported by all exchanges
and trade reporting facilities to a consolidated
transaction reporting plan for the month for which
the fees apply. Id.
14 With the addition of proposed Tier 5 under
footnote 1, the Exchange proposes to renumber
current Tier 5 as Tier 6.
15 15 U.S.C. 78f.
16 15 U.S.C. 78f(b)(4).
VerDate Sep<11>2014
17:18 Aug 10, 2017
Jkt 241001
allocation of reasonable dues, fees and
other charges among its Members and
other persons using its facilities.
The Exchange believes that the
proposed tier under footnote 1is [sic]
equitable and reasonable because such
pricing programs reward a Member’s
growth pattern on the Exchange and
such increased volume will allow the
Exchange to continue to provide and
potentially expand the its incentive
programs. The Exchange believes that
providing the same reduced rate to
Members under Tiers 3 and 5 while
requiring more stringent requirements
under Tier 3 than Tier 5 is equitable and
reasonable as the proposed criteria
reasonable [sic] reflect the segment of
the Member’s order flow that is to be
measured. Under Tier 3, the Member as
a whole must meet a higher standard
than their individual MPID under Tier
5. The Exchange believes this is
equitable and reasonable because a
Member may have multiple MPIDs that
it may aggregate volume across to meet
Tier 3’s criteria, while Tier 5 is limited
to the individual MPID. The Exchange
further believes that the proposed tier
and modifications are reasonable, fair
and equitable because the liquidity from
the proposed changes would benefit all
investors by deepening the Exchange’s
liquidity pool, offering additional
flexibility for all investors to enjoy cost
savings, supporting the quality of price
discovery, promoting market
transparency and improving investor
protection. These pricing programs are
also not unfairly discriminatory in that
it is available to all Members.
In addition, volume-based fees such
as that proposed herein have been
widely adopted by exchanges and are
equitable because they are open to all
Members on an equal basis and provide
additional benefits or discounts that are
reasonably related to: (i) The value to an
exchange’s market quality; (ii)
associated higher levels of market
activity, such as higher levels of
liquidity provision and/or growth
patterns; and (iii) the introduction of
higher volumes of orders into the price
and volume discovery processes. The
Exchange believes that the proposed tier
is a reasonable, fair and equitable, and
not an unfairly discriminatory
allocation of fees and rebates, because it
will provide Members with an
additional incentive to reach certain
thresholds on the Exchange.
(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
PO 00000
Frm 00090
Fmt 4703
Sfmt 4703
of the purposes of the Act. The
Exchange does not believe that this
change represents a significant
departure from previous pricing offered
by the Exchange or from pricing offered
by the Exchange’s competitors. The
proposed rates would apply uniformly
to all Members, and Members may opt
to disfavor the Exchange’s pricing if
they believe that alternatives offer them
better value. Accordingly, the Exchange
does not believe that the proposed
changes will impair the ability of
Members or competing venues to
maintain their competitive standing in
the financial markets. Further, excessive
fees would serve to impair an
exchange’s ability to compete for order
flow and members rather than
burdening competition. The Exchange
believes that its proposal would not
burden intramarket competition because
the proposed rate would apply
uniformly to all Members.
(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 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
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
17 15
18 17
E:\FR\FM\11AUN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
11AUN1
Federal Register / Vol. 82, No. 154 / Friday, August 11, 2017 / Notices
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
BatsBYX–2017–17 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–BatsBYX–2017–17. 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–
BatsBYX–2017–17 and shouldbe
submitted on or before September 1,
2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Eduardo A. Aleman,
Assistant Secretary.
asabaliauskas on DSKBBXCHB2PROD with NOTICES
[FR Doc. 2017–16929 Filed 8–10–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81327; File No. SR–C2–
2017–023]
Self-Regulatory Organizations; C2
Options Exchange, Incorporated;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Adopt Rule 6.49, C2 Trade
Match System
August 7, 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 August 4,
2017, C2 Options Exchange,
Incorporated (the ‘‘Exchange’’ or ‘‘C2’’)
filed with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the Exchange. The
Exchange filed the proposal as a ‘‘noncontroversial’’ proposed rule change
pursuant to Section 19(b)(3)(A)(iii) of
the Act 3 and Rule 19b–4(f)(6)
thereunder.4 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 is proposing to adopt
new Rule 6.49 related to its existing C2
Trade Match System (‘‘CTM’’)
functionality.
The text of the proposed rule change
is also available on the Exchange’s Web
site (https://www.cboe.com/AboutCBOE/
CBOELegalRegulatoryHome.aspx), at
the Exchange’s Office of the Secretary,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(iii).
4 17 CFR 240.19b–4(f)(6).
2 17
19 17
CFR 200.30–3(a)(12).
VerDate Sep<11>2014
17:18 Aug 10, 2017
Jkt 241001
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37647
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange is proposing to adopt
new Rule 6.49 related to its existing C2
Trade Match System (‘‘CTM’’)
functionality. CTM is a systems user
interface provided by the Exchange in
which authorized Trading Permit
Holders (‘‘TPHs’’) may receive copies of
trade records and add and/or update
their trade records. Although references
to CTM exist within Regulatory
Circulars, the functionality is not
currently described in Exchange rules.
The Exchange believes it would be
beneficial to address and provide
further detail in its rules regarding the
CTM functionality and permitted uses.
Post-trade modifications may be
effected via the CTM system. A rule
explicitly detailing the modification
process and defining what permitted
modifications are allowed does not
currently exist in the Exchange’s rules.
The Exchange believes it would be
useful to explicitly reference within the
rule text the term ‘‘CTM’’ and codify
what post trade modifications via CTM
are permitted to reduce confusion and
add additional transparency to the rules
regarding C2’s systems.
First, the Exchange proposes to
explicitly reference and describe
‘‘CTM.’’ Specifically, CTM is a system
in which authorized TPHs may enter
and report transactions that have been
effected on the Exchange in accordance
with Exchange rules or to correct bona
fide errors (e.g., a situation in which a
transaction was incorrectly reported as
an opening transaction). Documentation
requirements related to changes made
through the use of CTM will be
announced via a Regulatory Circular.
By way of background, C2 Rule 6.38
requires that for all transactions made
on the Exchange, TPHs must file with
the Exchange certain trade information 5
in order to allow the Exchange to
properly match and clear trades. This
information is used to provide the
comparison of the two sides (i.e., buy
and sell) of a transaction. When the two
sides match, the trade is successfully
compared and will move on to the
Options Clearing Corporation (‘‘OCC’’)
for clearance. For trades that do not
match (i.e., trade information from each
side do not match) TPHs and their
respective representatives typically
make reasonable efforts to resolve
unmatched trades on trade day. The
Exchange notes that CTM may be used
5 See
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C2 Rule 6.38.
11AUN1
Agencies
[Federal Register Volume 82, Number 154 (Friday, August 11, 2017)]
[Notices]
[Pages 37645-37647]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-16929]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-81326; File No. SR-BatsBYX-2017-17]
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.
August 7, 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 31, 2017, Bats BYX Exchange, Inc. (the ``Exchange'' or
``BYX'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II
and III below, which Items have been prepared by the Exchange. The
Exchange has designated the proposed rule change as one establishing or
changing a member due, fee, or other charge imposed by the Exchange
under Section 19(b)(3)(A)(ii) of the Act\3\ and Rule 19b-4(f)(2)
thereunder,\4\ which renders the proposed rule change effective upon
filing with the Commission. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A)(ii).
\4\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange filed a proposal to amend the fee schedule applicable
to Members \5\ and non-Members of the Exchange pursuant to BYX Rules
15.1(a) and (c).
---------------------------------------------------------------------------
\5\ The term ``Member'' is defined as ``any registered broker or
dealer that has been admitted to membership in the Exchange.'' See
Exchange Rule 1.5(n).
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at www.bats.com, at the principal office of the Exchange, and
at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant parts of such
statements.
(A) Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend its fee schedule to modify existing
Tier 3 and add a new tier under footnote 1, Add/Remove Volume Tiers.
The
[[Page 37646]]
Exchange currently offers five tiers under footnote 1 that offer
reduced fees for displayed orders that yield fee codes B,\6\ V \7\ and
Y,\8\ and an enhanced rebate for orders that remove liquidity yielding
fee codes BB,\9\ N \10\ and W.\11\ The Exchange proposes to amend the
criteria necessary to receive the enhanced rebate under Tier 3 under
footnote 1. Tier 3 provides a rebate of $0.0015 [sic] per share for
orders where that Member has an ADAV \12\ equal to or greater than
0.55% of the TCV.\13\ The Exchange proposes to increase the tier's
requirements to now require the Member to have an ADAV equal to or
greater than 0.80% of the TCV. The Exchange does not propose to amend
the tier's rebate.
---------------------------------------------------------------------------
\6\ Fee code B is appended to displayed orders that add
liquidity to BYX (Tape B) and is assessed a fee of $0.0018 per
share. See the Exchange's fee schedule available at https://www.bats.com/us/equities/membership/fee_schedule/byx/.
\7\ Fee code V is appended to displayed orders that add
liquidity to BYX (Tape A) and is assessed a fee of $0.0018 per
share. Id.
\8\ Fee code Y is appended to displayed orders that add
liquidity to BYX (Tape C) and is assessed a fee of $0.0018 per
share. Id.
\9\ Fee code BB is appended to orders that remove liquidity from
BYX (Tape B) and is assessed a rebate of $0.0010 per share. Id.
\10\ Fee code N is appended to orders that remove liquidity from
BYX (Tape C) and is assessed a rebate of $0.0010 per share. Id.
\11\ Fee code W is appended to orders that remove liquidity from
BYX (Tape A) and is assessed a rebate of $0.0010 per share. See the
Exchange's fee schedule available at https://www.bats.com/us/equities/membership/fee_schedule/byx/.
\12\ ``ADAV'' means average daily volume calculated as the
number of shares added per day on a monthly basis. Id.
\13\ ``TCV'' means total consolidated volume calculated as the
volume reported by all exchanges and trade reporting facilities to a
consolidated transaction reporting plan for the month for which the
fees apply. Id.
---------------------------------------------------------------------------
The Exchange also proposes to add a new tier under footnote 1, to
be known as Tier 5,\14\ under which a Member would be charged a reduced
fee of $0.0012 per share on orders that yield fee codes B, V and Y,
where that Member's Market Participant Identifier (``MPID'') has an
ADAV equal to or greater than 0.55% of the TCV.
---------------------------------------------------------------------------
\14\ With the addition of proposed Tier 5 under footnote 1, the
Exchange proposes to renumber current Tier 5 as Tier 6.
---------------------------------------------------------------------------
The Exchange proposes to implement the above changes 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,\15\ in general, and
furthers the objectives of Section 6(b)(4),\16\ 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.
---------------------------------------------------------------------------
\15\ 15 U.S.C. 78f.
\16\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
The Exchange believes that the proposed tier under footnote 1is
[sic] equitable and reasonable because such pricing programs reward a
Member's growth pattern on the Exchange and such increased volume will
allow the Exchange to continue to provide and potentially expand the
its incentive programs. The Exchange believes that providing the same
reduced rate to Members under Tiers 3 and 5 while requiring more
stringent requirements under Tier 3 than Tier 5 is equitable and
reasonable as the proposed criteria reasonable [sic] reflect the
segment of the Member's order flow that is to be measured. Under Tier
3, the Member as a whole must meet a higher standard than their
individual MPID under Tier 5. The Exchange believes this is equitable
and reasonable because a Member may have multiple MPIDs that it may
aggregate volume across to meet Tier 3's criteria, while Tier 5 is
limited to the individual MPID. The Exchange further believes that the
proposed tier and modifications are reasonable, fair and equitable
because the liquidity from the proposed changes would benefit all
investors by deepening the Exchange's liquidity pool, offering
additional flexibility for all investors to enjoy cost savings,
supporting the quality of price discovery, promoting market
transparency and improving investor protection. These pricing programs
are also not unfairly discriminatory in that it is available to all
Members.
In addition, volume-based fees such as that proposed herein have
been widely adopted by exchanges and are equitable because they are
open to all Members on an equal basis and provide additional benefits
or discounts that are reasonably related to: (i) The value to an
exchange's market quality; (ii) associated higher levels of market
activity, such as higher levels of liquidity provision and/or growth
patterns; and (iii) the introduction of higher volumes of orders into
the price and volume discovery processes. The Exchange believes that
the proposed tier is a reasonable, fair and equitable, and not an
unfairly discriminatory allocation of fees and rebates, because it will
provide Members with an additional incentive to reach certain
thresholds on the Exchange.
(B) Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. The Exchange does not believe
that this change represents a significant departure from previous
pricing offered by the Exchange or from pricing offered by the
Exchange's competitors. The proposed rates would apply uniformly to all
Members, and Members may opt to disfavor the Exchange's pricing if they
believe that alternatives offer them better value. Accordingly, the
Exchange does not believe that the proposed changes will impair the
ability of Members or competing venues to maintain their competitive
standing in the financial markets. Further, excessive fees would serve
to impair an exchange's ability to compete for order flow and members
rather than burdening competition. The Exchange believes that its
proposal would not burden intramarket competition because the proposed
rate would apply uniformly to all Members.
(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 \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
[[Page 37647]]
Send an email to rule-comments@sec.gov. Please include
File Number SR-BatsBYX-2017-17 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-BatsBYX-2017-17. 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-BatsBYX-2017-17 and should
be submitted on or before September 1, 2017.
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\19\ 17 CFR 200.30-3(a)(12).\
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-16929 Filed 8-10-17; 8:45 am]
BILLING CODE 8011-01-P