Self-Regulatory Organizations; Investors Exchange LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Make a Correction to the Exchange Fee Schedule Related to Fees for Executions That Involve Taking Resting Interest With Non-Displayed Priority With a Displayable Order, 37973-37975 [2017-17051]
Download as PDF
Federal Register / Vol. 82, No. 155 / Monday, August 14, 2017 / Notices
competition. Rather, it is designed to
enable the Exchange to recover a
material portion of the Exchange’s cost
related to its regulatory activities. The
Exchange is obligated to ensure that the
amount of regulatory revenue collected
from the ORF, in combination with its
other regulatory fees and fines, does not
exceed regulatory costs.
Proposal 2—Semi-Annual Changes to
ORF
The Exchange believes that the
proposed rule change to remove the
limit to amend the ORF only semiannually, with advance notice, is
reasonable because the Exchange will
continue to provide market participants
with thirty (30) days advance notice of
amending the amount of the ORF. Also,
the Exchange is required to monitor the
amount of revenue collected from the
ORF to ensure that it, in combination
with its other regulatory fees and fines,
do not exceed regulatory costs.
Therefore, the Exchange believes it is
reasonable to remove the semi-annual
limit to amend its ORF in order to
permit the Exchange to make
amendments to its ORF as necessary to
comply with the Exchange’s obligations.
This proposed change would conform
this rule with that of NASDAQ PHLX
LLC (‘‘Phlx’’), The NASDAQ Options
Market LLC (‘‘NOM’’) and NASDAQ BX,
Inc. (‘‘BX’’).11
The Exchange believes that the
proposed rule change to remove the
limit to amend the ORF only semiannually, with advance notice, is
equitable and not unfairly
discriminatory because it will apply in
the same manner to all members that are
subject to the ORF. The Exchange has in
place a regulatory structure to surveil
for, conduct examinations and monitor
the marketplace for violations of
Exchange Rules. The ORF assists the
Exchange to fund the cost of this
regulation of the marketplace.
sradovich on DSK3GMQ082PROD with NOTICES
regulatory program. The Exchange
proposes assessing higher fees to those
members that will require more
Exchange regulatory services based on
the amount of customer options
business they conduct. Additionally, the
dues and fees paid by members go into
the general funds of the Exchange, a
portion of which is used to help pay the
costs of regulation. The Exchange has in
place a regulatory structure to surveil,
conduct examinations and monitor the
marketplace for violations of Exchange
Rules. The ORF assists the Exchange to
fund the cost of this regulation of the
marketplace.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.12 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.
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 ORF is
not intended to have any impact on
11 See Phlx’s Pricing Schedule and NOM and BX
Rules at Chapter XV, Sections 5.
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16:45 Aug 11, 2017
Jkt 241001
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
37973
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File No. SR–GEMX–
2017–31, and should be submitted on or
before September 5, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Eduardo A. Aleman,
Assistant Secretary.
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:
[FR Doc. 2017–17047 Filed 8–11–17; 8:45 am]
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–
GEMX–2017–31 on the subject line.
Self-Regulatory Organizations;
Investors Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Make a
Correction to the Exchange Fee
Schedule Related to Fees for
Executions That Involve Taking
Resting Interest With Non-Displayed
Priority With a Displayable Order
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File No.
SR–GEMX–2017–31. 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
12 15
PO 00000
U.S.C. 78s(b)(3)(A)(ii).
Frm 00135
Fmt 4703
Sfmt 4703
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–81346; File No. SR–IEX–
2017–25]
August 8, 2017.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on August
7, 2017, the Investors Exchange LLC
(‘‘IEX’’ or the ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
13 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
E:\FR\FM\14AUN1.SGM
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37974
Federal Register / Vol. 82, No. 155 / Monday, August 14, 2017 / Notices
change as described in Items I, II and III
below, which Items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
Pursuant to the provisions of Section
19(b)(1) under the Securities Exchange
Act of 1934 (‘‘Act’’),4 and Rule 19b–4
thereunder,5 Investors Exchange LLC
(‘‘IEX’’ or ‘‘Exchange’’) is filing with the
Commission a proposed rule change to
make a correction to the Exchange Fee
Schedule related to fees for executions
that involve taking resting interest with
non-displayed priority with a
displayable order. The Exchange
proposes to implement the change
beginning on September 1, 2017.
The text of the proposed rule change
is available at the Exchange’s Web site
at www.iextrading.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 the
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of
and basis for the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statement [sic] may be
examined at the places specified in Item
IV below. The self-regulatory
organization has prepared summaries,
set forth in Sections A, B, and C below,
of the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
sradovich on DSK3GMQ082PROD with NOTICES
1. Purpose
The Exchange proposes to amend its
Fee Schedule, pursuant to IEX Rule
15.110(a) and (c), to make a correction
related to the fees for executions that
involve taking non-displayed resting
interest with a displayable order.
Subject to certain exceptions, the
Exchange charges $0.0009 per share (or
0.30% of the total dollar value of the
transaction for securities priced below
$1.00) to Members for executions on IEX
that include resting non-displayed
4 15
5 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
VerDate Sep<11>2014
16:45 Aug 11, 2017
Jkt 241001
interest 6 for both the liquidity
providing and liquidity removing order
(the ‘‘Non-Displayed Match Fee’’).7 One
exception relates to certain displayable
orders that remove non-displayed
liquidity upon entry. The Exchange Fee
Schedule provides that the NonDisplayed Match Fee is not charged for
displayable orders 8 that remove nondisplayed liquidity upon entry if, on a
monthly basis, at least 90% of the
liquidity removing Member’s aggregate
executed shares of displayable orders
added liquidity during the month in
question.9
The Fee Schedule describes the
calculation to determine if the NonDisplayed Match Fee is charged with
reference to ‘‘TMVD’’ which means
‘‘total monthly volume displayable
calculated as the sum of executions
from the Member’s displayable orders
during the calendar month.’’ 10
However, the reference to a ‘‘Member’s’’
displayable orders was inadvertent, and
should instead have referred to each of
a Member’s market participant
identifiers, or MPIDs, which is how the
Exchange in practice has been
calculating TMVD and thus determines
whether the Non-Displayed Match Fee
is applicable to particular executions.
Accordingly, the Exchange proposes
to correct the IEX Fee Schedule to
provide that TMVD means ‘‘total
monthly volume displayable calculated
as the sum of executions from each of
the Member’s MPIDs (on a per MPID
basis) displayable orders during the
calendar month.’’ In addition, the
Exchange proposes a clarifying
amendment to the single asterisked
footnote related to the Non-Displayed
Match Fee to specify that the 90%
calculation will be performed on a per
MPID basis. Thus, the phrase ‘‘on a per
MPID basis’’ would be added after the
phrase ‘‘at least 90% of TMVD’’ in the
footnote. Finally, the Exchange proposes
to add a definition of MPID to the Fee
Schedule.
With respect to the calculation of the
Non-Displayed Match Fee and the
applicable 90% threshold exception for
6 Non-displayed priority refers to an order or
portion of a reserve order that is booked and ranked
with non-display priority on the Order Book. See
Rules 11.190(b)(3) and 11.190(b)(2).
7 This pricing is referred to by the Exchange as
the ‘‘Non-Displayed Match Fee’’ on the Fee
Schedule with a Fee Code of ‘I’ which is provided
by the Exchange on execution reports.
8 See Rule 11.190(b)(3).
9 However, in such transactions, the nondisplayed liquidity adding interest will be subject
to the Non-Displayed Match Fee. The Exchange also
does not charge a fee where the adding and
removing order originated from the same Exchange
Member.
10 See IEX Fee Schedule.
PO 00000
Frm 00136
Fmt 4703
Sfmt 4703
executions of displayable orders that
remove resting non-displayed liquidity
upon entry, IEX reviewed Member
invoices since its launch as an exchange
in August 2016 through June 30, 2017
to assess whether any Members were
charged fees that differed from those
described in the Fee Schedule. In other
words, IEX recalculated the NonDisplayed Match Fee and the 90%
threshold exception on a ‘‘per Member’’
basis (which is how the Fee Schedule
currently reads) instead of on a ‘‘per
MPID’’ basis (which is how IEX in
practice had been calculating that fee).
This assessment identified that nine
Members were charged such differential
fees in particular months, in some cases
more than the fees described in the Fee
Schedule and in some cases less than
the fees described in the Fee Schedule.
In total, seven Members were charged
and paid $18,948.54 in excess fees 11
and eight Members were not charged
$44,175.28 in fees that should have been
charged.12 Five Members were
overcharged and undercharged in
different months.
In order to address the discrepancies,
IEX will charge or credit each impacted
member for the net amount overpaid or
underpaid and will be included in the
August 2017 monthly invoices to be
sent in September 2017 pursuant to IEX
Rule 15.120 notwithstanding that fees
included thereof are for trading activity
that occurred over prior months.13
The Exchange proposes to implement
the revised fee on a going forward basis
as of September 1, 2017, after which IEX
will assess this fee on a MPID basis.
Members will be charged for July and
August based on the current Fee
Schedule whereby the 90% calculation
will be performed on a per Member
basis, aggregating all of the Member’s
MPIDs.
2. Statutory Basis
IEX believes that the proposed rule
change is consistent with the provisions
of Section 6(b) 14 of the Act in general,
and furthers the objectives of Sections
6(b)(4) 15 of the Act, in particular, in that
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. In addition, the Exchange
believes that it is consistent with the
Act to correct the Fee Schedule so that
the Fee Schedule is accurate, avoiding
11 The
range is from $0.09 to 7811.66.
range is from $1.51 to $29,482.12.
13 In the event that a Member owed a credit
declines the credit, IEX will make a charitable
donation in the amount of such credit.
14 15 U.S.C. 78f.
15 15 U.S.C. 78f(b)(4).
12 The
E:\FR\FM\14AUN1.SGM
14AUN1
Federal Register / Vol. 82, No. 155 / Monday, August 14, 2017 / Notices
sradovich on DSK3GMQ082PROD with NOTICES
any potential confusion among
Members. The Exchange further believes
that the correction to the Fee Schedule
is reasonable, equitable, and not
unfairly discriminatory because all
similar situated Members will be subject
to the same fee structure.
The Exchange also believes that it is
consistent with the Act and an equitable
allocation of reasonable dues, fees and
other charges among its members and
other persons using its facilities to
measure whether the 90% threshold for
adding liquidity with displayable orders
is reached on an MPID basis. As
explained in IEX’s rule change adopting
the exception to the Non-Displayed
Match Fee, the flexibility is designed to
address limited inadvertent liquidity
removal by Members who are largely
adding displayed liquidity and
generally intend to add displayed
liquidity on IEX, to further encourage
aggressively priced displayed orders.16
The Exchange believes that Members
that utilize multiple MPIDs generally
use different MPIDs for different trading
strategies or customers. Therefore, the
Exchange believes that measuring by
MPIDs is a more precise manner of
assessing whether a Member’s trading
strategy (or that of a customer) is largely
adding displayed liquidity and
generally intends to add displayed
liquidity with displayable orders.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
IEX 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. The
proposed rule change is designed to
correct an inadvertent error rather than
a competitive issue. The Exchange does
not believe the proposed rule change
will result on a burden on intramarket
competition because all Members will
be subject to the Non-Displayed Match
Fee in the same manner on a fair and
consistent basis. While different fees
will be assessed in some circumstances,
these different fees are not based on the
type of Member entering the order and
all Members can submit any type of
order. Further, assessing whether the
Non-Displayed Match Fee is applicable
on a per MPID basis is intended to
encourage market participants to enter
aggressively priced displayed orders on
the Exchange, which enhances price
discovery and deepens the Exchange’s
liquidity pool to the benefit of all
market participants. Further, the
16 See Securities Exchange Act Release No. 78550
(August 11, 2016), 81 FR 54873 (August 17, 2016)
(SR–IEX–2016–09).
VerDate Sep<11>2014
16:45 Aug 11, 2017
Jkt 241001
Exchange operates in a highly
competitive environment in which
market participants can readily favor
competing venues if fee schedules at
other venues are viewed as more
favorable.
The Exchange also does not believe
that the proposed rule change will result
in any burden on intermarket
competition because other venues are
free to adopt comparable pricing.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) 17 of the Act. 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. If the Commission
takes such action, the Commission shall
institute proceedings under Section
19(b)(2)(B) 18 of the Act to determine
whether the proposed rule change
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–
IEX–2017–25 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–IEX–2017–25. This file
number should be included in the
subject line if email is used. To help the
17 15
18 15
PO 00000
U.S.C. 78s(b)(3)(A)(ii).
U.S.C. 78s(b)(2)(B).
Frm 00137
Fmt 4703
Sfmt 4703
37975
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at 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–IEX–
2017–25 and should be submitted on or
before September 5, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–17051 Filed 8–11–17; 8:45 am]
BILLING CODE 8011–01–P
DEPARTMENT OF STATE
[Delegation of Authority: 245–2]
Delegation From the Secretary to the
Deputy Secretary of Authorities of the
Secretary of State
By virtue of the authority vested in
the Secretary of State by the laws of the
United States, including 22 U.S.C.
2651a, I hereby delegate to the Deputy
Secretary, to the extent authorized by
law, all authorities and functions vested
in the Secretary of State or the head of
agency by any act, order, determination,
delegation of authority, regulation, or
executive order, now or hereafter
issued.
This Delegation includes all
authorities and functions that have been
or may be delegated or re-delegated to
19 17
E:\FR\FM\14AUN1.SGM
CFR 200.30–3(a)(12).
14AUN1
Agencies
[Federal Register Volume 82, Number 155 (Monday, August 14, 2017)]
[Notices]
[Pages 37973-37975]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-17051]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-81346; File No. SR-IEX-2017-25]
Self-Regulatory Organizations; Investors Exchange LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change To Make a
Correction to the Exchange Fee Schedule Related to Fees for Executions
That Involve Taking Resting Interest With Non-Displayed Priority With a
Displayable Order
August 8, 2017.
Pursuant to Section 19(b)(1) \1\ of the Securities Exchange Act of
1934 (the ``Act'') \2\ and Rule 19b-4 thereunder,\3\ notice is hereby
given that, on August 7, 2017, the Investors Exchange LLC (``IEX'' or
the ``Exchange'') filed with the Securities and Exchange Commission
(the ``Commission'') the proposed rule
[[Page 37974]]
change as described in Items I, II and III below, which Items have been
prepared by the self-regulatory organization. The Commission is
publishing this notice to solicit comments on the proposed rule change
from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 15 U.S.C. 78a.
\3\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
Pursuant to the provisions of Section 19(b)(1) under the Securities
Exchange Act of 1934 (``Act''),\4\ and Rule 19b-4 thereunder,\5\
Investors Exchange LLC (``IEX'' or ``Exchange'') is filing with the
Commission a proposed rule change to make a correction to the Exchange
Fee Schedule related to fees for executions that involve taking resting
interest with non-displayed priority with a displayable order. The
Exchange proposes to implement the change beginning on September 1,
2017.
---------------------------------------------------------------------------
\4\ 15 U.S.C. 78s(b)(1).
\5\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at www.iextrading.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 the
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of and basis for the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statement [sic] may be examined
at the places specified in Item IV below. The self-regulatory
organization has prepared summaries, set forth in Sections A, B, and C
below, of the most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend its Fee Schedule, pursuant to IEX
Rule 15.110(a) and (c), to make a correction related to the fees for
executions that involve taking non-displayed resting interest with a
displayable order. Subject to certain exceptions, the Exchange charges
$0.0009 per share (or 0.30% of the total dollar value of the
transaction for securities priced below $1.00) to Members for
executions on IEX that include resting non-displayed interest \6\ for
both the liquidity providing and liquidity removing order (the ``Non-
Displayed Match Fee'').\7\ One exception relates to certain displayable
orders that remove non-displayed liquidity upon entry. The Exchange Fee
Schedule provides that the Non-Displayed Match Fee is not charged for
displayable orders \8\ that remove non-displayed liquidity upon entry
if, on a monthly basis, at least 90% of the liquidity removing Member's
aggregate executed shares of displayable orders added liquidity during
the month in question.\9\
---------------------------------------------------------------------------
\6\ Non-displayed priority refers to an order or portion of a
reserve order that is booked and ranked with non-display priority on
the Order Book. See Rules 11.190(b)(3) and 11.190(b)(2).
\7\ This pricing is referred to by the Exchange as the ``Non-
Displayed Match Fee'' on the Fee Schedule with a Fee Code of `I'
which is provided by the Exchange on execution reports.
\8\ See Rule 11.190(b)(3).
\9\ However, in such transactions, the non-displayed liquidity
adding interest will be subject to the Non-Displayed Match Fee. The
Exchange also does not charge a fee where the adding and removing
order originated from the same Exchange Member.
---------------------------------------------------------------------------
The Fee Schedule describes the calculation to determine if the Non-
Displayed Match Fee is charged with reference to ``TMVD'' which means
``total monthly volume displayable calculated as the sum of executions
from the Member's displayable orders during the calendar month.'' \10\
However, the reference to a ``Member's'' displayable orders was
inadvertent, and should instead have referred to each of a Member's
market participant identifiers, or MPIDs, which is how the Exchange in
practice has been calculating TMVD and thus determines whether the Non-
Displayed Match Fee is applicable to particular executions.
---------------------------------------------------------------------------
\10\ See IEX Fee Schedule.
---------------------------------------------------------------------------
Accordingly, the Exchange proposes to correct the IEX Fee Schedule
to provide that TMVD means ``total monthly volume displayable
calculated as the sum of executions from each of the Member's MPIDs (on
a per MPID basis) displayable orders during the calendar month.'' In
addition, the Exchange proposes a clarifying amendment to the single
asterisked footnote related to the Non-Displayed Match Fee to specify
that the 90% calculation will be performed on a per MPID basis. Thus,
the phrase ``on a per MPID basis'' would be added after the phrase ``at
least 90% of TMVD'' in the footnote. Finally, the Exchange proposes to
add a definition of MPID to the Fee Schedule.
With respect to the calculation of the Non-Displayed Match Fee and
the applicable 90% threshold exception for executions of displayable
orders that remove resting non-displayed liquidity upon entry, IEX
reviewed Member invoices since its launch as an exchange in August 2016
through June 30, 2017 to assess whether any Members were charged fees
that differed from those described in the Fee Schedule. In other words,
IEX recalculated the Non-Displayed Match Fee and the 90% threshold
exception on a ``per Member'' basis (which is how the Fee Schedule
currently reads) instead of on a ``per MPID'' basis (which is how IEX
in practice had been calculating that fee). This assessment identified
that nine Members were charged such differential fees in particular
months, in some cases more than the fees described in the Fee Schedule
and in some cases less than the fees described in the Fee Schedule. In
total, seven Members were charged and paid $18,948.54 in excess fees
\11\ and eight Members were not charged $44,175.28 in fees that should
have been charged.\12\ Five Members were overcharged and undercharged
in different months.
---------------------------------------------------------------------------
\11\ The range is from $0.09 to 7811.66.
\12\ The range is from $1.51 to $29,482.12.
---------------------------------------------------------------------------
In order to address the discrepancies, IEX will charge or credit
each impacted member for the net amount overpaid or underpaid and will
be included in the August 2017 monthly invoices to be sent in September
2017 pursuant to IEX Rule 15.120 notwithstanding that fees included
thereof are for trading activity that occurred over prior months.\13\
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\13\ In the event that a Member owed a credit declines the
credit, IEX will make a charitable donation in the amount of such
credit.
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The Exchange proposes to implement the revised fee on a going
forward basis as of September 1, 2017, after which IEX will assess this
fee on a MPID basis. Members will be charged for July and August based
on the current Fee Schedule whereby the 90% calculation will be
performed on a per Member basis, aggregating all of the Member's MPIDs.
2. Statutory Basis
IEX believes that the proposed rule change is consistent with the
provisions of Section 6(b) \14\ of the Act in general, and furthers the
objectives of Sections 6(b)(4) \15\ of the Act, in particular, in that
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. In addition, the Exchange believes that it is
consistent with the Act to correct the Fee Schedule so that the Fee
Schedule is accurate, avoiding
[[Page 37975]]
any potential confusion among Members. The Exchange further believes
that the correction to the Fee Schedule is reasonable, equitable, and
not unfairly discriminatory because all similar situated Members will
be subject to the same fee structure.
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\14\ 15 U.S.C. 78f.
\15\ 15 U.S.C. 78f(b)(4).
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The Exchange also believes that it is consistent with the Act and
an equitable allocation of reasonable dues, fees and other charges
among its members and other persons using its facilities to measure
whether the 90% threshold for adding liquidity with displayable orders
is reached on an MPID basis. As explained in IEX's rule change adopting
the exception to the Non-Displayed Match Fee, the flexibility is
designed to address limited inadvertent liquidity removal by Members
who are largely adding displayed liquidity and generally intend to add
displayed liquidity on IEX, to further encourage aggressively priced
displayed orders.\16\ The Exchange believes that Members that utilize
multiple MPIDs generally use different MPIDs for different trading
strategies or customers. Therefore, the Exchange believes that
measuring by MPIDs is a more precise manner of assessing whether a
Member's trading strategy (or that of a customer) is largely adding
displayed liquidity and generally intends to add displayed liquidity
with displayable orders.
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\16\ See Securities Exchange Act Release No. 78550 (August 11,
2016), 81 FR 54873 (August 17, 2016) (SR-IEX-2016-09).
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B. Self-Regulatory Organization's Statement on Burden on Competition
IEX 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. The proposed rule change is
designed to correct an inadvertent error rather than a competitive
issue. The Exchange does not believe the proposed rule change will
result on a burden on intramarket competition because all Members will
be subject to the Non-Displayed Match Fee in the same manner on a fair
and consistent basis. While different fees will be assessed in some
circumstances, these different fees are not based on the type of Member
entering the order and all Members can submit any type of order.
Further, assessing whether the Non-Displayed Match Fee is applicable on
a per MPID basis is intended to encourage market participants to enter
aggressively priced displayed orders on the Exchange, which enhances
price discovery and deepens the Exchange's liquidity pool to the
benefit of all market participants. Further, the Exchange operates in a
highly competitive environment in which market participants can readily
favor competing venues if fee schedules at other venues are viewed as
more favorable.
The Exchange also does not believe that the proposed rule change
will result in any burden on intermarket competition because other
venues are free to adopt comparable pricing.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A)(ii) \17\ of the Act. 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. If the Commission takes such action, the
Commission shall institute proceedings under Section 19(b)(2)(B) \18\
of the Act to determine whether the proposed rule change should be
approved or disapproved.
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\17\ 15 U.S.C. 78s(b)(3)(A)(ii).
\18\ 15 U.S.C. 78s(b)(2)(B).
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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 Number SR-IEX-2017-25 on the subject line.
Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-IEX-2017-25. This
file number should be included in the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing also will be available
for inspection and copying at 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-IEX-2017-25 and should be
submitted on or before September 5, 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. 2017-17051 Filed 8-11-17; 8:45 am]
BILLING CODE 8011-01-P