Self-Regulatory Organizations; Cboe BZX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Relating To Amend the Fee Schedule Applicable to Members and Non-Members of the Exchange Pursuant to BZX Rules 15.1(a) and (c), 6844-6846 [2019-03472]
Download as PDF
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6844
Federal Register / Vol. 84, No. 40 / Thursday, February 28, 2019 / Notices
and BOX as to the impact of and
justification for the proposed fee
changes. Instituting proceedings
provides an opportunity for additional
comment on, and Commission
consideration of, these matters, as well
as an opportunity for the Commission to
more fully assess whether the filing is
consistent with the Act.
Further, suspending the filing and
instituting proceedings constitutes an
interim step in the Commission’s
consideration of the substantive issues
raised by the filing, and does not
constitute a final disposition of the
proposed rule change. As reflected in
the Order Instituting Proceedings, the
Commission has not reached any
conclusions with respect to the issues
involved.29 To the contrary, the
Commission sought additional comment
with respect to the concerns raised by
the filing,30 and noted that the
institution of proceedings provides the
Commission the opportunity to more
fully assess the issues raised. In
addition, as discussed below, the
Commission is providing an additional
comment and rebuttal period in this
order. This will help the Commission
further assess the proposed rule change
and inform its ultimate decision as to
whether the proposed rule change is
consistent with the Act.
As noted above, during the
proceedings the Commission will
consider whether the proposal satisfies
the standards under the Act and the
rules thereunder requiring, among other
things, that an exchange’s rules provide
for the equitable allocation of reasonable
fees among members, issuers, and other
persons using its facilities; not permit
unfair discrimination between
customers, issuers, brokers or dealers;
and do not impose any burden on
competition not necessary or
appropriate in furtherance of the
purposes of the Act.
The Commission also believes it is
appropriate to provide that (1)
interested persons may submit
comments related to SR–BOX–2018–24
until 8 days from publication of this
order in the Federal Register and (2)
rebuttal comments may be submitted
until 15 days from publication of this
order in the Federal Register.
For the reasons stated above, it is
hereby:
Ordered that the Division’s Order
Instituting Proceedings by delegated
authority is hereby affirmed; and
It is further Ordered that interested
persons may submit comments related
to SR–BOX–2018–24 until 8 days from
29 See
30 See
id.
id.
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17:52 Feb 27, 2019
Jkt 247001
publication in the Federal Register;
rebuttal comments may be submitted
until 15 days from publication in the
Federal Register.
By the Commission.
Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2019–03543 Filed 2–27–19; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–85183; File No. SR–
CboeBZX–2019–009]
Self-Regulatory Organizations; Cboe
BZX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change Relating To
Amend the Fee Schedule Applicable to
Members and Non-Members of the
Exchange Pursuant to BZX Rules
15.1(a) and (c)
February 22, 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 February
11, 2019, Cboe BZX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BZX’’) 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 BZX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BZX’’) is filing with the
Securities and Exchange Commission
(‘‘Commission’’) a proposed rule change
to amend the fee schedule applicable to
Members and non-Members 3 of the
Exchange pursuant to BZX Rules 15.1(a)
and (c). 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/
equities/regulation/rule_filings/bzx/), at
the Exchange’s Office of the Secretary,
and at the Commission’s Public
Reference Room.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 A Member is defined as ‘‘any registered broker
or dealer that has been admitted to membership in
the Exchange.’’ See Exchange Rule 1.5(n).
2 17
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Sfmt 4703
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 Exchange proposes to amend the
fee schedule applicable to its equities
trading platform (‘‘BZX Equities’’) to
add a third Step-Up Tier under footnote
2.4 The Exchange currently offers two
Step-Up Tiers that provide Members
with additional ways to qualify for an
enhanced rebate where they increase
their relative liquidity each month over
a predetermined baseline. Under the
current Step-Up Tiers, a Member
receives a rebate of $0.0030 or $0.0031
per share for qualifying orders which
yield fee codes B,5 V,6 or Y 7 if the
corresponding required criteria is met.
The Exchange now proposes to amend
footnote 2 to add a third Step-Up Tier.
Under the proposed Step-Up Tier 3, a
Member would receive a rebate of
$0.0031 per share for their qualifying
orders which yield fee codes B, V, or Y
where the Member has a Step-Up Add
TCV from December 2018 greater or
equal to 0.20%. As currently defined in
the BZX Equities fee schedule, Step-Up
Add TCV means ADAV 8 as a percentage
of TCV 9 in the relevant baseline month
4 The Exchange initially filed the proposed fee
change on January 29, 2019 (SR–CboeBZX–2019–
003). On business date February 11, 2019, the
Exchange withdrew that filing and submitted this
filing.
5 Fee code B is appended to displayed orders
which add liquidity to Tape B and is provided a
rebate of $0.0025 per share.
6 Fee code V is appended to displayed orders
which add liquidity to Tape A and is provided a
rebate of $0.0020 per share.
7 Fee code Y is appended to displayed orders
which add liquidity to Tape C and is provided a
rebate of $0.0020 per share.
8 ‘‘ADAV’’ means average daily volume calculated
as the number of shares added per day. ADAV 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.
E:\FR\FM\28FEN1.SGM
28FEN1
Federal Register / Vol. 84, No. 40 / Thursday, February 28, 2019 / Notices
subtracted from current ADAV as a
percentage of TCV.10 Members that
achieve the proposed Step-Up Tier must
therefore increase the amount of
liquidity that they provide on BZX
relative to the TCV each month, thereby
contributing to a deeper and more liquid
market.
2. Statutory Basis
khammond on DSKBBV9HB2PROD with NOTICES
The Exchange believes that the
proposed rule changes are consistent
with the objectives of Section 6 of the
Act,11 in general, and furthers the
objectives of Section 6(b)(4),12 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. The Exchange also notes that
it 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 or
incentives to be insufficient. The
proposed rule changes reflect a
competitive pricing structure designed
to incentivize market participants to
direct their order flow to the Exchange.
In particular, the Exchange notes that
rebates such as that proposed herein
have been widely adopted by
exchanges,13 including the Exchange,14
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
and (ii) associated higher levels of
market activity, such as higher levels of
liquidity provision and/or growth
patterns. The Exchange believes that the
proposed tier is a reasonable, fair and
equitable, and not unfairly
discriminatory allocation of fees and
rebates because it will continue to
provide Members with an incentive to
reach certain thresholds on the
Exchange. Particularly, the proposed
Tier rewards a Member’s growth pattern
10 The following demonstrates how Step-Up Add
TCV is calculated: In December 2018, Member A
had an ADAV of 12,947,242 shares and average
daily TCV was 9,248,029,751, resulting in an ADAV
as a percentage of TCV of 0.14%; In February 2019,
Member A had an ADAV of 24,826,572 and average
daily TCV was 7,093,306,325, resulting in an ADAV
as a percentage of TCV of 0.35%. Member A’s StepUp Add TCV from December 2018 was therefore
0.21% which makes Member A eligible for the Tier
3 rebate. (i.e., 0.35% (Feb 2019)—0.14% (Dec 2018),
which is greater than 0.20% as required by Tier 3).
11 15 U.S.C. 78f.
12 15 U.S.C. 78f(b)(4).
13 See e.g., NYSE Arca Equities, Fees and Charges,
Step Up Tiers.
14 See Cboe BZX U.S. Equities Exchange Fee
Schedule, Footnote 2, Step-Up Tiers 1 and 2.
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17:52 Feb 27, 2019
Jkt 247001
since the end of the previous year
(2018).
The Exchange believes the proposed
Step-Up Tier is a reasonable means to
encourage Members to increase their
liquidity on the Exchange based on
increasing their relative volume above a
predetermined baseline. Increased
liquidity benefits 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. The Exchange also believes
that proposed rebate is reasonable based
on the difficulty of satisfying the tier’s
criteria, including using December 2018
as the predetermined baseline.
Furthermore, the Exchange believes that
the proposed Step-Up Tier is not
unfairly discriminatory as it applies to
all members that meet the required
criteria.
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 the proposed
change burdens competition, but rather,
enhances competition as it is intended
to increase the competitiveness of BZX
by adopting an additional pricing
incentive in order to attract order flow
and incentivize participants to increase
their participation on the Exchange. The
Exchange notes that it operates in a
highly competitive market in which
market participants can readily direct
order flow to competing venues if they
deem fee structures to be unreasonable
or excessive. The proposed change is
generally intended to enhance the rebate
for liquidity added to the Exchange,
which is intended to draw additional
liquidity to the Exchange. The Exchange
does not believe the proposed
amendment would burden intramarket
competition as it would be available to
all Members uniformly.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
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)
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Frm 00081
Fmt 4703
Sfmt 4703
6845
of the Act 15 and paragraph (f) of Rule
19b–416 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–
CboeBZX–2019–009 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–CboeBZX–2019–009. 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
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
15 15
16 17
E:\FR\FM\28FEN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
28FEN1
6846
Federal Register / Vol. 84, No. 40 / Thursday, February 28, 2019 / Notices
inspection and copying at the principal
office of the Exchange. 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–CboeBZX–2019–009 and
should be submitted on or before March
21, 2019.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Eduardo A. Aleman,
Deputy Secretary.
No. 1.6 On December 14, 2018, C2 filed
Amendment No. 2 to the proposal.7 The
Commission received no comment
letters on the proposed rule change.
As of January 14, 2019, pursuant to
Section 19(b)(2)(D) of the Act,8 the
proposed rule change (SR–C2–2018–
021), as modified by Amendments No.
1 and 2, was deemed to have been
approved by the Commission.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2019–03466 Filed 2–27–19; 8:45 am]
BILLING CODE 8011–01–P
[FR Doc. 2019–03472 Filed 2–27–19; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–85178; File No. SR–
CboeBZX–2018–078]
[Release No. 34–85179; File No. SR–C2–
2018–021]
Self-Regulatory Organizations; Cboe
C2 Exchange, Inc.; Notice of Deemed
Approval of a Proposed Rule Change,
as Modified by Amendments No. 1 and
2, To Allow the Post Only Order
Instruction on Complex Orders
February 22, 2019.
khammond on DSKBBV9HB2PROD with NOTICES
On October 1, 2018, Cboe C2
Exchange, Inc. (‘‘C2’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
allow the Post Only order instruction on
complex orders that route to its
electronic book.
The proposed rule change was
published for comment in the Federal
Register on October 16, 2018.3 On
November 20, 2018, C2 filed
Amendment No. 1 to the proposal.4 On
November 27, 2018, pursuant to Section
19(b)(2) of the Act,5 the Commission
designated a longer period within which
to approve the proposed rule change,
disapprove the proposed rule change, or
institute proceedings to determine
whether to disapprove the proposed
rule change, as modified by Amendment
17 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 84399
(October 10, 2018), 83 FR 52253.
4 The text of Amendment No. 1 is available at
https://www.sec.gov/comments/sr-c2-2018-021/
src22018021-4668149-176527.pdf.
5 15 U.S.C. 78s(b)(2).
1 15
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17:52 Feb 27, 2019
Jkt 247001
Self-Regulatory Organizations; Cboe
BZX Exchange, Inc.; Notice of Deemed
Approval of a Proposed Rule Change,
as Modified by Amendment No. 1, To
List and Trade Shares of the
WisdomTree Long-Term Treasury
PutWrite Strategy Fund, WisdomTree
Corporate Bond PutWrite Strategy
Fund, WisdomTree International
PutWrite Strategy Fund, and
WisdomTree Emerging Markets
PutWrite Strategy Fund, Each a Series
of WisdomTree Trust, Under Rule
14.11(i) (Managed Fund Shares)
February 22, 2019.
On October 9, 2018, Cboe BZX
Exchange, Inc. filed with the Securities
and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
list and trade the shares of the
WisdomTree Long-Term Treasury
PutWrite Strategy Fund, WisdomTree
Corporate Bond PutWrite Strategy Fund,
WisdomTree International PutWrite
Strategy Fund, and WisdomTree
Emerging Markets PutWrite Strategy
6 See Securities Exchange Act Release No. 84662,
83 FR 62396 (Dec. 3, 2018). The Commission
designated January 14, 2019, as the date by which
it should approve, disapprove, or institute
proceedings to determine whether to disapprove the
proposed rule change.
7 The text of Amendment No. 2 is available at
https://www.sec.gov/comments/sr-c2-2018-021/
src22018021-4778855-176825.pdf.
8 15 U.S.C. 78s(b)(2)(D).
9 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
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Frm 00082
Fmt 4703
Sfmt 4703
Fund, each a series of the WisdomTree
Trust.
The proposed rule change was
published for comment in the Federal
Register on October 25, 2018.3 On
December 3, 2018, the Exchange filed
Amendment No. 1 to the proposed rule
change, which replaced and superseded
the proposed rule change as originally
filed.4 On December 7, 2018, pursuant
to Section 19(b)(2) of the Act,5 the
Commission designated a longer period
within which to approve the proposed
rule change, disapprove the proposed
rule change, or institute proceedings to
determine whether to disapprove the
proposed rule change, as modified by
Amendment No. 1.6 The Commission
received no comment letters on the
proposed rule change.
As of January 23, 2019, pursuant to
Section 19(b)(2)(D) of the Act,7 the
proposed rule change (SR–CboeBZX–
2018–078), as modified by Amendment
No. 1, was deemed to have been
approved by the Commission.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2019–03464 Filed 2–27–19; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–85182; File No. SR–
CboeEDGX–2018–037]
Self-Regulatory Organizations; Cboe
EDGX Exchange, Inc.; Notice of
Deemed Approval of a Proposed Rule
Change To Permit the Listing and
Trading of P.M.-Settled Series on
Certain Broad-Based Index Options on
a Pilot Basis
February 22, 2019.
On October 11, 2018, Cboe EDGX
Exchange, Inc. filed with the Securities
and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
3 See Securities Exchange Act Release No. 84456
(October 19, 2018), 83 FR 53928.
4 Amendment No. 1 to the proposed rule change
is available at: https://www.sec.gov/comments/srcboebzx-2018-078/srcboebzx2018078-4777670176817.pdf.
5 15 U.S.C. 78s(b)(2).
6 See Securities Exchange Act Release No. 63943,
83 FR 84750 (Dec. 12, 2018). The Commission
designated January 23, 2019, as the date by which
it should approve, disapprove, or institute
proceedings to determine whether to disapprove the
proposed rule change.
7 15 U.S.C. 78s(b)(2)(D).
8 17 CFR 200.30–3(a)(12).
E:\FR\FM\28FEN1.SGM
28FEN1
Agencies
[Federal Register Volume 84, Number 40 (Thursday, February 28, 2019)]
[Notices]
[Pages 6844-6846]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2019-03472]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-85183; File No. SR-CboeBZX-2019-009]
Self-Regulatory Organizations; Cboe BZX Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Relating
To Amend the Fee Schedule Applicable to Members and Non-Members of the
Exchange Pursuant to BZX Rules 15.1(a) and (c)
February 22, 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 February 11, 2019, Cboe BZX Exchange, Inc. (the ``Exchange'' or
``BZX'') 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 BZX Exchange, Inc. (the ``Exchange'' or ``BZX'') is filing
with the Securities and Exchange Commission (``Commission'') a proposed
rule change to amend the fee schedule applicable to Members and non-
Members \3\ of the Exchange pursuant to BZX Rules 15.1(a) and (c). The
text of the proposed rule change is attached as Exhibit 5.
---------------------------------------------------------------------------
\3\ A 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 also available on the
Exchange's website (https://markets.cboe.com/us/equities/regulation/rule_filings/bzx/), 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 Exchange proposes to amend the fee schedule applicable to its
equities trading platform (``BZX Equities'') to add a third Step-Up
Tier under footnote 2.\4\ The Exchange currently offers two Step-Up
Tiers that provide Members with additional ways to qualify for an
enhanced rebate where they increase their relative liquidity each month
over a predetermined baseline. Under the current Step-Up Tiers, a
Member receives a rebate of $0.0030 or $0.0031 per share for qualifying
orders which yield fee codes B,\5\ V,\6\ or Y \7\ if the corresponding
required criteria is met.
---------------------------------------------------------------------------
\4\ The Exchange initially filed the proposed fee change on
January 29, 2019 (SR-CboeBZX-2019-003). On business date February
11, 2019, the Exchange withdrew that filing and submitted this
filing.
\5\ Fee code B is appended to displayed orders which add
liquidity to Tape B and is provided a rebate of $0.0025 per share.
\6\ Fee code V is appended to displayed orders which add
liquidity to Tape A and is provided a rebate of $0.0020 per share.
\7\ Fee code Y is appended to displayed orders which add
liquidity to Tape C and is provided a rebate of $0.0020 per share.
---------------------------------------------------------------------------
The Exchange now proposes to amend footnote 2 to add a third Step-
Up Tier. Under the proposed Step-Up Tier 3, a Member would receive a
rebate of $0.0031 per share for their qualifying orders which yield fee
codes B, V, or Y where the Member has a Step-Up Add TCV from December
2018 greater or equal to 0.20%. As currently defined in the BZX
Equities fee schedule, Step-Up Add TCV means ADAV \8\ as a percentage
of TCV \9\ in the relevant baseline month
[[Page 6845]]
subtracted from current ADAV as a percentage of TCV.\10\ Members that
achieve the proposed Step-Up Tier must therefore increase the amount of
liquidity that they provide on BZX relative to the TCV each month,
thereby contributing to a deeper and more liquid market.
---------------------------------------------------------------------------
\8\ ``ADAV'' means average daily volume calculated as the number
of shares added per day. ADAV 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\ The following demonstrates how Step-Up Add TCV is
calculated: In December 2018, Member A had an ADAV of 12,947,242
shares and average daily TCV was 9,248,029,751, resulting in an ADAV
as a percentage of TCV of 0.14%; In February 2019, Member A had an
ADAV of 24,826,572 and average daily TCV was 7,093,306,325,
resulting in an ADAV as a percentage of TCV of 0.35%. Member A's
Step-Up Add TCV from December 2018 was therefore 0.21% which makes
Member A eligible for the Tier 3 rebate. (i.e., 0.35% (Feb 2019)--
0.14% (Dec 2018), which is greater than 0.20% as required by Tier
3).
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that the proposed rule changes are consistent
with the objectives of Section 6 of the Act,\11\ in general, and
furthers the objectives of Section 6(b)(4),\12\ 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. The Exchange also notes that it 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 or incentives to be insufficient. The proposed
rule changes reflect a competitive pricing structure designed to
incentivize market participants to direct their order flow to the
Exchange.
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\11\ 15 U.S.C. 78f.
\12\ 15 U.S.C. 78f(b)(4).
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In particular, the Exchange notes that rebates such as that
proposed herein have been widely adopted by exchanges,\13\ including
the Exchange,\14\ 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 and (ii) associated higher levels of market activity, such as
higher levels of liquidity provision and/or growth patterns. The
Exchange believes that the proposed tier is a reasonable, fair and
equitable, and not unfairly discriminatory allocation of fees and
rebates because it will continue to provide Members with an incentive
to reach certain thresholds on the Exchange. Particularly, the proposed
Tier rewards a Member's growth pattern since the end of the previous
year (2018).
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\13\ See e.g., NYSE Arca Equities, Fees and Charges, Step Up
Tiers.
\14\ See Cboe BZX U.S. Equities Exchange Fee Schedule, Footnote
2, Step-Up Tiers 1 and 2.
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The Exchange believes the proposed Step-Up Tier is a reasonable
means to encourage Members to increase their liquidity on the Exchange
based on increasing their relative volume above a predetermined
baseline. Increased liquidity benefits 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. The Exchange also believes that proposed rebate is
reasonable based on the difficulty of satisfying the tier's criteria,
including using December 2018 as the predetermined baseline.
Furthermore, the Exchange believes that the proposed Step-Up Tier is
not unfairly discriminatory as it applies to all members that meet the
required criteria.
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
the proposed change burdens competition, but rather, enhances
competition as it is intended to increase the competitiveness of BZX by
adopting an additional pricing incentive in order to attract order flow
and incentivize participants to increase their participation on the
Exchange. The Exchange notes that it operates in a highly competitive
market in which market participants can readily direct order flow to
competing venues if they deem fee structures to be unreasonable or
excessive. The proposed change is generally intended to enhance the
rebate for liquidity added to the Exchange, which is intended to draw
additional liquidity to the Exchange. The Exchange does not believe the
proposed amendment would burden intramarket competition as it would be
available to all Members uniformly.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
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-CboeBZX-2019-009 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-CboeBZX-2019-009. 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 10:00 a.m. and
3:00 p.m. Copies of the filing also will be available for
[[Page 6846]]
inspection and copying at the principal office of the Exchange. 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-CboeBZX-2019-009 and should
be submitted on or before March 21, 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. 2019-03472 Filed 2-27-19; 8:45 am]
BILLING CODE 8011-01-P