Self-Regulatory Organizations; Cboe EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend the Exchange's Fee Schedule Applicable to Its Equities Trading Platform (“EDGX Equities”) To Introduce a “Cross-Asset Volume Tier”, 4111-4113 [2019-02286]
Download as PDF
Federal Register / Vol. 84, No. 31 / Thursday, February 14, 2019 / Notices
designates the proposed rule change as
operative upon filing.15
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
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–
FINRA–2019–005 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–FINRA–2019–005. 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 website (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 website 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
15 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
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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 FINRA. All comments received
will be posted without change. Persons
submitting comments are cautioned that
we do not redact or edit personal
identifying information from comment
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–FINRA–
2019–005 and should be submitted on
or before March 7, 2019.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2019–02289 Filed 2–13–19; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–85078; File No. SR–
CboeEDGX–2019–002]
Self-Regulatory Organizations; Cboe
EDGX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change To Amend the
Exchange’s Fee Schedule Applicable
to Its Equities Trading Platform
(‘‘EDGX Equities’’) To Introduce a
‘‘Cross-Asset Volume Tier’’
February 8, 2019.
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 January
29, 2019, Cboe EDGX Exchange, Inc.
(the ‘‘Exchange’’ or ‘‘EDGX’’) filed with
the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
Cboe EDGX Exchange, Inc. (‘‘EDGX’’
or the ‘‘Exchange’’) is filing with the
Securities and Exchange Commission
(the ‘‘Commission’’) a proposed rule
change to amend the Exchange’s fee
schedule applicable to its equities
trading platform (‘‘EDGX Equities’’) to
introduce a ‘‘Cross-Asset Volume Tier.’’
16 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Fmt 4703
Sfmt 4703
4111
The text of the proposed rule change is
attached as Exhibit 5.
The text of the proposed rule change
is also available on the Exchange’s
website (https://markets.cboe.com/us/
options/regulation/rule_filings/edgx/),
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.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to amend the EDGX Equities
fee schedule to introduce a ‘‘Cross-Asset
Volume Tier’’ under Footnote 1,
effective February 1, 2019.
Currently, with respect to the
Exchange’s equities trading platform,
the Exchange determines the liquidity
adding rebate that it will provide to
Members using the Exchange’s tiered
pricing structure. The EDGX Equities fee
schedule currently contains seven Add
Volume Tiers that provide enhanced
rebates, ranging from of $0.0025 to
$0.0033 per share, for orders yielding
fee codes B,3 V,4 Y,5 3 6 and 4.7 The
Exchange proposes to adopt an eighth
tier under Footnote 1 called the CrossAsset Volume Tier. Particularly, the
Exchange proposes to create a crossasset tier which is designed to
incentivize members to achieve certain
levels of participation on both the
Exchange’s equities and options
platform (‘‘EDGX Options’’). As
3 ‘‘B’’ is associated with displayed orders that add
liquidity on EDGX for Tape B.
4 ‘‘V’’ is associated with displayed orders that add
liquidity on EDGX for Tape A.
5 ‘‘Y’’ is associated with displayed orders that add
liquidity on EDGX for Tape C.
6 ‘‘3’’ is associated with displayed orders that add
liquidity on EDGX for Tape A or C during the postmarket or pre-market trading sessions.
7 ‘‘4’’ is associated with displayed orders that add
liquidity on EDGX for Tape B during the postmarket or pre-market trading sessions.
E:\FR\FM\14FEN1.SGM
14FEN1
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Federal Register / Vol. 84, No. 31 / Thursday, February 14, 2019 / Notices
proposed, under the Cross-Asset
Volume Tier, a Member would receive
a rebate of $0.0030 per share if that
Member (i) adds an ADV 8 greater or
equal to 0.20% of the TCV 9 and (ii) has
an ADV in Customer orders on EDGX
Options greater or equal to 0.10% of
average OCV.10 The Exchange notes that
another Exchange has similar cross-asset
add volume tiers.11
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6 of the Act,12 in general, and
furthers the requirements of Section
6(b)(4),13 in particular, as it is designed
to provide for the equitable allocation of
reasonable dues, fees and other charges
among its [sic]
In particular, the Exchange notes that
volume-based discounts such as those
currently maintained on the Exchange
have been widely adopted by options
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 of an exchange’s
market quality; (ii) associated with
higher levels of market activity, such as
higher levels of liquidity provision and/
or growth patterns; and (iii)
introduction of higher volumes of orders
into the price and volume discovery
processes. The Exchange believes the
proposal to add a new Cross-Asset
Volume Tier under footnote 1 is
reasonable because it provides Members
an additional opportunity to receive an
enhanced rate for orders that add
liquidity and is a reasonable means to
encourage Members to increase their
liquidity on the Exchange in both
equities and options. Deepening the
Exchange’s liquidity pool benefits
investors by encouraging more price
competition and providing additional
8 ‘‘ADV’’ means average daily volume calculated
as the number of shares added to, removed from,
or routed by, the Exchange, or any combination or
subset thereof, per day. ADV is calculated on a
monthly basis.
9 ‘‘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.
10 ‘‘OCV’’ means, for purposes of equities pricing,
the total equity and ETF options volume that clears
in the Customer range at the Options Clearing
Corporation (‘‘OCC’’) for the month for which the
fees apply, excluding volume on any day that the
Exchange experiences an Exchange System
Disruption and on any day with a scheduled early
market close, using the definition of Customer as
provided under the Exchange’s fee schedule for
EDGX Options.
11 See Cboe BZX U.S. Equities Exchange Fee
Schedule, Footnote 1.
12 15 U.S.C. 78f.
13 15 U.S.C. 78f(b)(4).
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17:54 Feb 13, 2019
Jkt 247001
opportunities to trade. The Exchange
further believes the proposed threshold
is commensurate with the proposed
enhanced rebate and that it will
encourage members to add increased
liquidity to EDGX each month in both
equities and options. Furthermore, the
Exchange believes that the proposed
Cross-Asset Volume Tier is not unfairly
discriminatory as it applies uniformly to
all Members.
To the extent a Member participates
on the Exchange but not on EDGX
Options, the Exchange does believe that
the proposal is still reasonable,
equitably allocated and nondiscriminatory with respect to such
Member based on the overall benefit to
the Exchange resulting from the success
of EDGX Options. Particularly, the
Exchange believes such success allows
the Exchange to continue to provide and
potentially expand its existing incentive
programs to the benefit of all
participants on the Exchange, whether
they participate on EDGX Options or
not. The proposed pricing program is
also fair and equitable in that
membership in EDGX Options is
available to all market participants
which would provide them with access
to the benefits on EDGX Options
provided by the proposed change, even
where a member of EDGX Options is not
necessarily eligible for the proposed
increased rebate on the Exchange.
Further, the proposed change will result
in Members receiving either the same or
an increased rebate than they would
currently receive. The Exchange also
notes that another Exchange has similar
cross-asset volume tiers.14
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change would result
in any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. Rather, the
proposed change is designed to enhance
competition by attracting additional
liquidity and increasing the
competitiveness of the Exchange. The
proposed rebate tier would apply to all
members uniformly based. The
Exchange operates in a highlycompetitive market in which market
participants can readily direct order
flow to competing venues if they deem
fee levels at a particular venue to be
excessive. The proposed rule change
reflects a competitive pricing structure
designed to encourage market
participants to direct their order flow to
the Exchange.
14 See Cboe BZX U.S. Equities Exchange Fee
Schedule, Footnote 1.
PO 00000
Frm 00072
Fmt 4703
Sfmt 4703
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.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 15 and paragraph (f) of Rule
19b–4 16 thereunder. 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 will institute proceedings
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–
CboeEDGX–2019–002 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–CboeEDGX–2019–002. 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 website (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
15 15
16 17
E:\FR\FM\14FEN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
14FEN1
Federal Register / Vol. 84, No. 31 / Thursday, February 14, 2019 / Notices
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 website 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 Number SR–Cboe–
EDGX–2019–002 and should be
submitted on or before March 7, 2019.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2019–02286 Filed 2–13–19; 8:45 am]
BILLING CODE 8011–01–P
The Exchange proposes to increase
the Options Regulatory Fee (‘‘ORF’’)
from $0.0028 per contract to $0.0045 per
contract in order to help ensure that
revenue collected from the ORF, in
combination with other regulatory fees
and fines, meets the Exchange’s total
regulatory costs.
The ORF is assessed by Cboe Options
to each Trading Permit Holder (‘‘TPH’’)
for options transactions cleared by the
TPH that are cleared by the Options
Clearing Corporation (‘‘OCC’’) in the
customer range, regardless of the
exchange on which the transaction
occurs.3 In other words, the Exchange
imposes the ORF on all customer-range
transactions cleared by a TPH, even if
the transactions do not take place on the
Exchange. The ORF is collected by OCC
on behalf of the Exchange from the
Clearing Trading Permit Holder
(‘‘CTPH’’) or non-CTPH that ultimately
clears the transaction. With respect to
linkage transactions, Cboe Options
reimburses its routing broker providing
Routing Services pursuant to Cboe
Options Rule 6.14B for options
regulatory fees it incurs in connection
with the Routing Services it provides.
Revenue generated from ORF, when
combined with all of the Exchange’s
other regulatory fees and fines, is
designed to recover a material portion of
the regulatory costs to the Exchange of
the supervision and regulation of TPH
customer options business. Regulatory
costs include direct regulatory expenses
and certain indirect expenses for work
allocated in support of the regulatory
function. The direct expenses include
in-house and third party service
provider costs to support the day to day
regulatory work such as surveillances,
investigations and examinations. The
indirect expenses include support from
such areas as human resources, legal,
information technology and accounting.
These indirect expenses are estimated to
be approximately 8% of Cboe Options’
total regulatory costs for 2019. Thus,
direct expenses are estimated to be
approximately 92% of total regulatory
costs for 2019. In addition, it is Cboe
Options’ practice that revenue generated
from ORF not exceed more than 75% of
total annual regulatory costs. These
expectations are estimated, preliminary
and may change. There can be no
assurance that our final costs for 2019
will not differ materially from these
expectations and prior practice;
however, the Exchange believes that
revenue generated from the ORF, when
combined with all of the Exchange’s
other regulatory fees and fines, will
cover a material portion, but not all, of
the Exchange’s regulatory costs.
The Exchange also notes that its
regulatory responsibilities with respect
to TPH compliance with options sales
practice rules have largely been
allocated to FINRA under a 17d–2
agreement.4 The ORF is not designed to
cover the cost of that options sales
practice regulation.
The Exchange will continue to
monitor the amount of revenue
collected from the ORF to ensure that it,
in combination with its other regulatory
fees and fines, does not exceed the
Exchange’s total regulatory costs. The
Exchange monitors its regulatory costs
and revenues at a minimum on a semiannual basis. If the Exchange
determines regulatory revenues exceed
or are insufficient to cover a material
portion of its regulatory costs, the
Exchange will adjust the ORF by
submitting a fee change filing to the
3 The ORF also applies to customer-range
transactions executed during Extended Trading
Hours.
4 See Securities Exchange Act Release No. 76309
(October 29, 2015), 80 FR 68361 (November 4,
2015).
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
Cboe Exchange, Inc. (the ‘‘Exchange’’
or ‘‘Cboe Options’’) proposes to amend
its Fees Schedule relating to the Options
Regulatory Fee. The text of the proposed
rule change is provided in Exhibit 5.
The text of the proposed rule change
is also available on the Exchange’s
website (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.
SECURITIES AND EXCHANGE
COMMISSION
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
[Release No. 34–85080; File No. SR–CBOE–
2019–004]
1. Purpose
Self-Regulatory Organizations; Cboe
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend the Options
Regulatory Fee
February 8, 2019.
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 January
29, 2019, Cboe Exchange, Inc. (the
‘‘Exchange’’ or ‘‘Cboe Options’’) filed
with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
17 17
CFR 200.30–3(a)(12).
15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1
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4113
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Frm 00073
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Sfmt 4703
E:\FR\FM\14FEN1.SGM
14FEN1
Agencies
[Federal Register Volume 84, Number 31 (Thursday, February 14, 2019)]
[Notices]
[Pages 4111-4113]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2019-02286]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-85078; File No. SR-CboeEDGX-2019-002]
Self-Regulatory Organizations; Cboe EDGX Exchange, Inc.; Notice
of Filing and Immediate Effectiveness of a Proposed Rule Change To
Amend the Exchange's Fee Schedule Applicable to Its Equities Trading
Platform (``EDGX Equities'') To Introduce a ``Cross-Asset Volume Tier''
February 8, 2019.
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 January 29, 2019, Cboe EDGX Exchange, Inc. (the ``Exchange'' or
``EDGX'') filed with the Securities and Exchange Commission (the
``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
Cboe EDGX Exchange, Inc. (``EDGX'' or the ``Exchange'') is filing
with the Securities and Exchange Commission (the ``Commission'') a
proposed rule change to amend the Exchange's fee schedule applicable to
its equities trading platform (``EDGX Equities'') to introduce a
``Cross-Asset Volume Tier.'' The text of the proposed rule change is
attached as Exhibit 5.
The text of the proposed rule change is also available on the
Exchange's website (https://markets.cboe.com/us/options/regulation/rule_filings/edgx/), 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.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to amend the EDGX
Equities fee schedule to introduce a ``Cross-Asset Volume Tier'' under
Footnote 1, effective February 1, 2019.
Currently, with respect to the Exchange's equities trading
platform, the Exchange determines the liquidity adding rebate that it
will provide to Members using the Exchange's tiered pricing structure.
The EDGX Equities fee schedule currently contains seven Add Volume
Tiers that provide enhanced rebates, ranging from of $0.0025 to $0.0033
per share, for orders yielding fee codes B,\3\ V,\4\ Y,\5\ 3 \6\ and
4.\7\ The Exchange proposes to adopt an eighth tier under Footnote 1
called the Cross-Asset Volume Tier. Particularly, the Exchange proposes
to create a cross-asset tier which is designed to incentivize members
to achieve certain levels of participation on both the Exchange's
equities and options platform (``EDGX Options''). As
[[Page 4112]]
proposed, under the Cross-Asset Volume Tier, a Member would receive a
rebate of $0.0030 per share if that Member (i) adds an ADV \8\ greater
or equal to 0.20% of the TCV \9\ and (ii) has an ADV in Customer orders
on EDGX Options greater or equal to 0.10% of average OCV.\10\ The
Exchange notes that another Exchange has similar cross-asset add volume
tiers.\11\
---------------------------------------------------------------------------
\3\ ``B'' is associated with displayed orders that add liquidity
on EDGX for Tape B.
\4\ ``V'' is associated with displayed orders that add liquidity
on EDGX for Tape A.
\5\ ``Y'' is associated with displayed orders that add liquidity
on EDGX for Tape C.
\6\ ``3'' is associated with displayed orders that add liquidity
on EDGX for Tape A or C during the post-market or pre-market trading
sessions.
\7\ ``4'' is associated with displayed orders that add liquidity
on EDGX for Tape B during the post-market or pre-market trading
sessions.
\8\ ``ADV'' means average daily volume calculated as the number
of shares added to, removed from, or routed by, the Exchange, or any
combination or subset thereof, per day. ADV is calculated on a
monthly basis.
\9\ ``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.
\10\ ``OCV'' means, for purposes of equities pricing, the total
equity and ETF options volume that clears in the Customer range at
the Options Clearing Corporation (``OCC'') for the month for which
the fees apply, excluding volume on any day that the Exchange
experiences an Exchange System Disruption and on any day with a
scheduled early market close, using the definition of Customer as
provided under the Exchange's fee schedule for EDGX Options.
\11\ See Cboe BZX U.S. Equities Exchange Fee Schedule, Footnote
1.
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6 of the Act,\12\ in general, and furthers the
requirements of Section 6(b)(4),\13\ in particular, as it is designed
to provide for the equitable allocation of reasonable dues, fees and
other charges among its [sic]
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78f.
\13\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
In particular, the Exchange notes that volume-based discounts such
as those currently maintained on the Exchange have been widely adopted
by options 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 of an exchange's market
quality; (ii) associated with higher levels of market activity, such as
higher levels of liquidity provision and/or growth patterns; and (iii)
introduction of higher volumes of orders into the price and volume
discovery processes. The Exchange believes the proposal to add a new
Cross-Asset Volume Tier under footnote 1 is reasonable because it
provides Members an additional opportunity to receive an enhanced rate
for orders that add liquidity and is a reasonable means to encourage
Members to increase their liquidity on the Exchange in both equities
and options. Deepening the Exchange's liquidity pool benefits investors
by encouraging more price competition and providing additional
opportunities to trade. The Exchange further believes the proposed
threshold is commensurate with the proposed enhanced rebate and that it
will encourage members to add increased liquidity to EDGX each month in
both equities and options. Furthermore, the Exchange believes that the
proposed Cross-Asset Volume Tier is not unfairly discriminatory as it
applies uniformly to all Members.
To the extent a Member participates on the Exchange but not on EDGX
Options, the Exchange does believe that the proposal is still
reasonable, equitably allocated and non-discriminatory with respect to
such Member based on the overall benefit to the Exchange resulting from
the success of EDGX Options. Particularly, the Exchange believes such
success allows the Exchange to continue to provide and potentially
expand its existing incentive programs to the benefit of all
participants on the Exchange, whether they participate on EDGX Options
or not. The proposed pricing program is also fair and equitable in that
membership in EDGX Options is available to all market participants
which would provide them with access to the benefits on EDGX Options
provided by the proposed change, even where a member of EDGX Options is
not necessarily eligible for the proposed increased rebate on the
Exchange. Further, the proposed change will result in Members receiving
either the same or an increased rebate than they would currently
receive. The Exchange also notes that another Exchange has similar
cross-asset volume tiers.\14\
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\14\ See Cboe BZX U.S. Equities Exchange Fee Schedule, Footnote
1.
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change would
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act. Rather, the
proposed change is designed to enhance competition by attracting
additional liquidity and increasing the competitiveness of the
Exchange. The proposed rebate tier would apply to all members uniformly
based. The Exchange operates in a highly-competitive market in which
market participants can readily direct order flow to competing venues
if they deem fee levels at a particular venue to be excessive. The
proposed rule change reflects a competitive pricing structure designed
to encourage market participants to direct their order flow to the
Exchange.
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.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \15\ and paragraph (f) of Rule 19b-4 \16\
thereunder. 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 will institute proceedings to
determine whether the proposed rule change should be approved or
disapproved.
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\15\ 15 U.S.C. 78s(b)(3)(A).
\16\ 17 CFR 240.19b-4(f).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-CboeEDGX-2019-002 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-CboeEDGX-2019-002. 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 website (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
[[Page 4113]]
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 website 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 Number SR-Cboe-EDGX-2019-002 and should be submitted on or before
March 7, 2019.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
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\17\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2019-02286 Filed 2-13-19; 8:45 am]
BILLING CODE 8011-01-P