Self-Regulatory Organizations; BOX Exchange LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend the Fee Schedule on the BOX Options Market LLC (“BOX”) Facility To Add the Concepts of Appointed OFP and Appointed MM, 11591-11593 [2019-05815]
Download as PDF
Federal Register / Vol. 84, No. 59 / Wednesday, March 27, 2019 / Notices
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–2019–010 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–2019–010. 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
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–CboeEDGX–2019–010 and
should be submitted on or before April
17, 2019.
VerDate Sep<11>2014
21:13 Mar 26, 2019
Jkt 247001
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2019–05817 Filed 3–26–19; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–85387; File No. SR–BOX–
2019–07]
Self-Regulatory Organizations; BOX
Exchange LLC; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend the Fee
Schedule on the BOX Options Market
LLC (‘‘BOX’’) Facility To Add the
Concepts of Appointed OFP and
Appointed MM
March 21, 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 March 11,
2019, BOX Exchange LLC (the
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the Exchange. The
Exchange filed the proposed rule change
pursuant to Section 19(b)(3)(A)(ii) of the
Act,3 and Rule 19b–4(f)(2) thereunder,4
which renders the proposal effective
upon filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange is filing with the
Securities and Exchange Commission
(‘‘Commission’’) a proposed rule change
to amend the Fee Schedule to amend
the Fee Schedule [sic] on the BOX
Options Market LLC (‘‘BOX’’) facility.
The text of the proposed rule change is
available from the principal office of the
Exchange, at the Commission’s Public
Reference Room and also on the
Exchange’s internet website at https://
boxexchange.com.
8 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
1 15
PO 00000
Frm 00110
Fmt 4703
Sfmt 4703
11591
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 for trading on BOX to
amend Section VIII.A (Aggregate
Billing) of the BOX Fee Schedule to add
the concepts of ‘‘Appointed OFP’’ and
‘‘Appointed MM’’ which would increase
opportunities for firms to qualify for
various volume tier discounts and
rebates.
The Exchange proposes to allow BOX
Market Makers to designate an Order
Flow Provider (‘‘OFP’’) 5 as its
‘‘Appointed OFP’’ and to likewise allow
OFPs to designate a Market Maker as its
‘‘Appointed MM.’’ 6 As proposed, BOX
Participants would effectuate the
designation—of an Appointed OFP or
Appointed MM—by each sending an
email to the Exchange.7 The Exchange
would view corresponding emails as
acceptance of such an appointment and
would only recognize one such
designation for each party once every
12-months, which designation would
remain in effect unless or until the
Exchange receives an email from either
party indicating that the appointment
has been terminated.8 The Exchange
believes that this requirement would
impose a measure of exclusivity and
would enable both parties to rely upon
each other’s, and potentially increase,
transaction volumes executed on the
Exchange, which is beneficial to all
BOX Participants.
The Exchange proposes to allow a
Participant to opt to combine its volume
with that of its Appointed OFP/
Appointed MM to qualify for the
5 See BOX Rule 100(a)(46) (defining OFP as those
Options Participants representing as agent
Customer Orders on BOX and those non-Market
Maker Participants conducting proprietary trading).
6 See proposed rule text Section VIII.A.4.
7 See id.
8 See id.
E:\FR\FM\27MRN1.SGM
27MRN1
11592
Federal Register / Vol. 84, No. 59 / Wednesday, March 27, 2019 / Notices
various incentive programs offered on
the Exchange. First, a Participant with
an Appointed OFP/Appointed MM
would be able to aggregate certain of its
volumes with that of its Appointed
OFP/Appointed MM for purposes of
qualifying for certain (1) rebates
available in the Tiered Volume Rebate
for Non-Auction Transactions for
Market Makers and Public Customers
(‘‘Tiered Volume Rebate for NonAuction Transactions’’), (2) fees
assessed for Primary Improvement
Orders, and (3) rebates available to all
Public Customer PIP and COPIP Orders
of 250 and under contracts that do not
trade with their contra order (‘‘BOX
Volume Rebate’’). Currently, a
Participant can only aggregate its
volume with that of its affiliate(s).9 The
concept of Appointed OFP/Appointed
MM would apply in instances where a
Participant qualifies for a favorable fee
by calculating qualifying volume
through combining its transactions with
that of Appointed OFP/Appointed MM.
However, a Participant that has both an
Appointed OFP/Appointed MM and any
affiliate(s) may only aggregate volumes
with one of those two, not both. Thus,
the Exchange proposes to modify the
Fee Schedule to provide that in
calculating qualifications for volume of
a Participant’s activity, the Participant
may request the Exchange to ‘‘aggregate
its eligible activity with the eligible
activity of either its affiliate(s) or its
Appointed OFP or its Appointed Market
Maker.’’ 10 The Exchange notes that
other exchanges have adopted similar
concepts.11
The Exchange does not propose to
modify any of the volume qualifications
or the associated fees and rebates for the
various incentive programs at this time.
2. Statutory Basis
The Exchange believes that the
proposal is consistent with the
requirements of Section 6(b) of the Act,
in general, and Section 6(b)(4) and
6(b)(5)of the Act,12 in particular, in that
it provides for the equitable allocation
of reasonable dues, fees, and other
charges among BOX Participants and
other persons using its facilities and
9 See
BOX Fee Schedule.
proposed language in Section VIII.A. of the
BOX Fee Schedule.
11 See Securities Exchange Act Release Nos.
77524 (April 5, 2016), 81 FR 21417 (April 11, 2016)
(SR–BatsBZX–2016–04); 77526 (April 5, 2016), 81
FR 21405 (April 11, 2016) (SRBatsEDGX–2016–05);
77926 (May 26, 2016), 81 FR 35421 (June 2, 2016)
(SR–CBOE–2016–045); 78382 (July 21, 2016), 81 FR
49293 (July 27, 2016) (SR–Phlx–2016–62); 80416
(April 10, 2017), 82 FR 18028 (April 14, 2017) (SR–
MIAX–2017–15).
12 15 U.S.C. 78f(b)(4) and (5).
10 See
VerDate Sep<11>2014
21:13 Mar 26, 2019
Jkt 247001
does not unfairly discriminate between
customers, issuers, brokers or dealers.
The proposal is reasonable, equitable
and not unfairly discriminatory for the
following reasons. First, the proposal
would be available to all Market Makers
and OFPs and the decision to be
designated as an ‘‘Appointed OFP’’ or
‘‘Appointed MM’’ would be completely
voluntary and a Participant may elect to
accept this appointment or not. In
addition, the proposed changes would
enable firms that are not currently
eligible for certain rebates and discounts
to avail themselves of these rebates/
discounts, as well increase
opportunities for firms that are currently
eligible for certain rebates/discounts to
potentially achieve a higher tier, thus
qualifying to higher rebates/discounts.
The Exchange believes these proposed
changes would incentivize firms to
direct their order flow to the Exchange.
Specifically, the proposed changes
would enable any Market Maker—not
just those with affiliates—to pool certain
volumes to potentially qualify its
Appointed OFP for rebates/discounts
available on the Exchange. Moreover,
the proposed change would allow any
OFP, by virtue of designating an
Appointed MM, to aggregate certain of
its own volumes with the activity of its
Appointed MM, which would enhance
the OFP’s potential to qualify for
additional rebates and discounts. The
Exchange believes these proposed
changes would incentivize Appointed
OFPs and OFPs with an Appointed MM
to direct order flow to the Exchange,
which additional liquidity would
benefit all market participants
(including those market participants
that are not currently affiliates and/or
opt not to become an Appointed party)
by providing more trading opportunities
and tighter spreads. The Exchange also
notes that the proposed changes are
reasonable as other exchanges have
adopted similar concepts for their own
affiliate-based incentive programs.13
Similarly, the proposal, which would
permit the opportunity for both parties
to rely upon each other’s, and
potentially increase, transaction
volumes, is reasonable, equitable and
not unfairly discriminatory because it
may encourage Market Makers to
increase in order flow, capital
commitment and resulting liquidity on
the Exchange would benefit all market
participants by expanding liquidity,
providing more trading opportunities
and tighter spreads.
Further, the Exchange believes that
the proposal is reasonable and equitably
allocated because it is beneficial to all
13 See
PO 00000
supra note 11.
Frm 00111
Fmt 4703
Exchange Participants because it
enables parties to rely upon each other’s
transaction volumes executed on the
Exchange, and potentially increase such
volumes. In turn, the potential increase
in order flow, capital commitment and
resulting liquidity on the Exchange
would benefit all market participants by
expanding liquidity, providing more
trading opportunities and tighter
spreads.
The proposal is also reasonable,
equitable and not unfairly
discriminatory because the Exchange
would only recognize one such
designation for each party once every 12
months (from the date of its most recent
designation), a requirement that would
impose a measure of exclusivity while
allowing both parties to rely upon each
other’s transaction volumes executed on
the Exchange, and potentially increase
such volumes, again, to the benefit of all
market participants.
Finally, the Exchange believes the
proposal is reasonable, equitable and
not unfairly discriminatory and
facilitates trading as it may benefit all
market participants through increased
order flow on the exchange, even to
those market participants that are either
currently affiliated by virtue of their
common ownership or that opt not to
become an Appointed OFP or
Appointed Market Maker under this
proposal. Further, as discussed herein,
other exchanges have adopted similar
concepts.14
For these reasons, the Exchange
believes that the proposal is consistent
with the Act.
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 believes that the proposed
changes are pro-competitive as they
would increase opportunities for
additional firms to qualify for various
rebates and discounts, which may
increase intermarket and intramarket
competition by incenting Appointed
OFPs and Appointed MMs to direct
their orders to the Exchange, thereby
increasing the volume of contracts
traded on the Exchange and enhancing
the quality of quoting. Enhanced market
quality and increase transaction volume
that results from the anticipated
increase in order flow directed to the
Exchange would benefit all market
participants and improve competition
on the Exchange.
14 See
Sfmt 4703
E:\FR\FM\27MRN1.SGM
supra note 11.
27MRN1
Federal Register / Vol. 84, No. 59 / Wednesday, March 27, 2019 / Notices
With regard to aggregating volume for
Primary Improvement Orders, the
Exchange does not believe that the
proposed change will burden
competition by creating a disparity
between the fees an initiator pays and
the fees a competitive responder pays
that would result in certain Participants
being unable to compete with initiators.
The Exchange believes that the
differential is reasonable as responders
are willing to pay a higher fee for
liquidity discovery. Further, the
Exchange believes these changes will
help promote competition by providing
incentives for market participants to
submit these orders, and thus benefit all
Participants trading on the Exchange.
Further, the Exchange notes that other
exchanges allow appointed aggregation
for incentive programs (which include
transactions in their improvement
mechanisms) currently in place.15
The Exchange notes that it operates in
a highly competitive market in which
market participants can readily favor
competing venues. In such an
environment, the Exchange must
continually review, and consider
adjusting, its fees and rebates to remain
competitive with other exchanges. For
the reasons discussed above, the
Exchange believes that the proposed
change reflects this competitive
environment.
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
15 See Cboe Exchange Inc. (‘‘Cboe’’) Fee Schedule,
Affiliate Volume Plan (‘‘AVP’’) and Volume
Incentive Plan (‘‘VIP’’). On Cboe, the Volume
Incentive Program (‘‘VIP’’) credits each Trading
Permit Holder (‘‘TPH’’) the per contract amount set
forth in the VIP table for Public Customer orders
(which include Simple AIM Orders, Simple nonAIM Orders, Complex AIM Orders and Complex
non-AIM Orders) transmitted by that TPH which is
executed electronically on the Exchange, provided
the TPH meets certain volume thresholds. Further,
the Affiliate Volume Plan (‘‘AVP’’) allows a Market
Maker to qualify for additional discounts on that
Market Maker’s LP Sliding Scale transaction fees
when the Market Maker’s Affiliate or Appointed
OFP qualifies for credits under the VIP. While Cboe
credits its TPHs and their Appointed OFPs or
Appointed MMs under their fee schedule, the
Exchange believes the end result is comparable to
the proposed change discussed herein. Here, the
Exchange proposes to allow Participants to
aggregate volume for Primary Improvement Orders,
while Cboe allows its TPHs to aggregate volume for
their AIM Orders in order to receive a credit.
VerDate Sep<11>2014
21:13 Mar 26, 2019
Jkt 247001
19(b)(3)(A)(ii) of the Exchange Act 16
and Rule 19b–4(f)(2) thereunder,17
because it establishes or changes a due,
or fee.
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend the rule change if
it appears to the Commission that the
action is necessary or appropriate in the
public interest, for the protection of
investors, or would otherwise further
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–
BOX–2019–07 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–BOX–2019–07. 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 such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change.
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–BOX–2019–07, and should
be submitted on or before April 17,
2019.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2019–05815 Filed 3–26–19; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–85392; File No. SR–MIAX–
2019–05]
Self-Regulatory Organizations; Miami
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend Exchange Rule 507,
Must Give Up Clearing Member, and
Rule 513, Submission of Orders and
Clearance of Transactions
March 21, 2019.
Pursuant to the provisions of Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 notice is hereby given that
on March 11, 2019, Miami International
Securities Exchange, LLC (‘‘MIAX
Options’’ or the ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) a
proposed rule change as described in
Items I and II 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
The Exchange is filing a proposal to
amend Rule 507, Must Give Up Clearing
Member, and Rule 513, Submission of
Orders and Clearance of Transactions,
in order to codify the requirement that
for each transaction in which a
18 17
16 15
U.S.C. 78s(b)(3)(A)(ii).
17 17 CFR 240.19b–4(f)(2).
PO 00000
Frm 00112
Fmt 4703
Sfmt 4703
11593
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
E:\FR\FM\27MRN1.SGM
27MRN1
Agencies
[Federal Register Volume 84, Number 59 (Wednesday, March 27, 2019)]
[Notices]
[Pages 11591-11593]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2019-05815]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-85387; File No. SR-BOX-2019-07]
Self-Regulatory Organizations; BOX Exchange LLC; Notice of Filing
and Immediate Effectiveness of a Proposed Rule Change To Amend the Fee
Schedule on the BOX Options Market LLC (``BOX'') Facility To Add the
Concepts of Appointed OFP and Appointed MM
March 21, 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 March 11, 2019, BOX Exchange LLC (the ``Exchange'') filed with
the Securities and Exchange Commission (``Commission'') the proposed
rule change as described in Items I, II, and III below, which Items
have been prepared by the Exchange. The Exchange filed the proposed
rule change pursuant to Section 19(b)(3)(A)(ii) of the Act,\3\ and Rule
19b-4(f)(2) thereunder,\4\ which renders the proposal effective upon
filing with the Commission. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A)(ii).
\4\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange is filing with the Securities and Exchange Commission
(``Commission'') a proposed rule change to amend the Fee Schedule to
amend the Fee Schedule [sic] on the BOX Options Market LLC (``BOX'')
facility. The text of the proposed rule change is available from the
principal office of the Exchange, at the Commission's Public Reference
Room and also on the Exchange's internet website at https://boxexchange.com.
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 for trading on BOX
to amend Section VIII.A (Aggregate Billing) of the BOX Fee Schedule to
add the concepts of ``Appointed OFP'' and ``Appointed MM'' which would
increase opportunities for firms to qualify for various volume tier
discounts and rebates.
The Exchange proposes to allow BOX Market Makers to designate an
Order Flow Provider (``OFP'') \5\ as its ``Appointed OFP'' and to
likewise allow OFPs to designate a Market Maker as its ``Appointed
MM.'' \6\ As proposed, BOX Participants would effectuate the
designation--of an Appointed OFP or Appointed MM--by each sending an
email to the Exchange.\7\ The Exchange would view corresponding emails
as acceptance of such an appointment and would only recognize one such
designation for each party once every 12-months, which designation
would remain in effect unless or until the Exchange receives an email
from either party indicating that the appointment has been
terminated.\8\ The Exchange believes that this requirement would impose
a measure of exclusivity and would enable both parties to rely upon
each other's, and potentially increase, transaction volumes executed on
the Exchange, which is beneficial to all BOX Participants.
---------------------------------------------------------------------------
\5\ See BOX Rule 100(a)(46) (defining OFP as those Options
Participants representing as agent Customer Orders on BOX and those
non-Market Maker Participants conducting proprietary trading).
\6\ See proposed rule text Section VIII.A.4.
\7\ See id.
\8\ See id.
---------------------------------------------------------------------------
The Exchange proposes to allow a Participant to opt to combine its
volume with that of its Appointed OFP/Appointed MM to qualify for the
[[Page 11592]]
various incentive programs offered on the Exchange. First, a
Participant with an Appointed OFP/Appointed MM would be able to
aggregate certain of its volumes with that of its Appointed OFP/
Appointed MM for purposes of qualifying for certain (1) rebates
available in the Tiered Volume Rebate for Non-Auction Transactions for
Market Makers and Public Customers (``Tiered Volume Rebate for Non-
Auction Transactions''), (2) fees assessed for Primary Improvement
Orders, and (3) rebates available to all Public Customer PIP and COPIP
Orders of 250 and under contracts that do not trade with their contra
order (``BOX Volume Rebate''). Currently, a Participant can only
aggregate its volume with that of its affiliate(s).\9\ The concept of
Appointed OFP/Appointed MM would apply in instances where a Participant
qualifies for a favorable fee by calculating qualifying volume through
combining its transactions with that of Appointed OFP/Appointed MM.
However, a Participant that has both an Appointed OFP/Appointed MM and
any affiliate(s) may only aggregate volumes with one of those two, not
both. Thus, the Exchange proposes to modify the Fee Schedule to provide
that in calculating qualifications for volume of a Participant's
activity, the Participant may request the Exchange to ``aggregate its
eligible activity with the eligible activity of either its affiliate(s)
or its Appointed OFP or its Appointed Market Maker.'' \10\ The Exchange
notes that other exchanges have adopted similar concepts.\11\
---------------------------------------------------------------------------
\9\ See BOX Fee Schedule.
\10\ See proposed language in Section VIII.A. of the BOX Fee
Schedule.
\11\ See Securities Exchange Act Release Nos. 77524 (April 5,
2016), 81 FR 21417 (April 11, 2016) (SR-BatsBZX-2016-04); 77526
(April 5, 2016), 81 FR 21405 (April 11, 2016) (SRBatsEDGX-2016-05);
77926 (May 26, 2016), 81 FR 35421 (June 2, 2016) (SR-CBOE-2016-045);
78382 (July 21, 2016), 81 FR 49293 (July 27, 2016) (SR-Phlx-2016-
62); 80416 (April 10, 2017), 82 FR 18028 (April 14, 2017) (SR-MIAX-
2017-15).
---------------------------------------------------------------------------
The Exchange does not propose to modify any of the volume
qualifications or the associated fees and rebates for the various
incentive programs at this time.
2. Statutory Basis
The Exchange believes that the proposal is consistent with the
requirements of Section 6(b) of the Act, in general, and Section
6(b)(4) and 6(b)(5)of the Act,\12\ in particular, in that it provides
for the equitable allocation of reasonable dues, fees, and other
charges among BOX Participants and other persons using its facilities
and does not unfairly discriminate between customers, issuers, brokers
or dealers.
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78f(b)(4) and (5).
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The proposal is reasonable, equitable and not unfairly
discriminatory for the following reasons. First, the proposal would be
available to all Market Makers and OFPs and the decision to be
designated as an ``Appointed OFP'' or ``Appointed MM'' would be
completely voluntary and a Participant may elect to accept this
appointment or not. In addition, the proposed changes would enable
firms that are not currently eligible for certain rebates and discounts
to avail themselves of these rebates/discounts, as well increase
opportunities for firms that are currently eligible for certain
rebates/discounts to potentially achieve a higher tier, thus qualifying
to higher rebates/discounts. The Exchange believes these proposed
changes would incentivize firms to direct their order flow to the
Exchange. Specifically, the proposed changes would enable any Market
Maker--not just those with affiliates--to pool certain volumes to
potentially qualify its Appointed OFP for rebates/discounts available
on the Exchange. Moreover, the proposed change would allow any OFP, by
virtue of designating an Appointed MM, to aggregate certain of its own
volumes with the activity of its Appointed MM, which would enhance the
OFP's potential to qualify for additional rebates and discounts. The
Exchange believes these proposed changes would incentivize Appointed
OFPs and OFPs with an Appointed MM to direct order flow to the
Exchange, which additional liquidity would benefit all market
participants (including those market participants that are not
currently affiliates and/or opt not to become an Appointed party) by
providing more trading opportunities and tighter spreads. The Exchange
also notes that the proposed changes are reasonable as other exchanges
have adopted similar concepts for their own affiliate-based incentive
programs.\13\
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\13\ See supra note 11.
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Similarly, the proposal, which would permit the opportunity for
both parties to rely upon each other's, and potentially increase,
transaction volumes, is reasonable, equitable and not unfairly
discriminatory because it may encourage Market Makers to increase in
order flow, capital commitment and resulting liquidity on the Exchange
would benefit all market participants by expanding liquidity, providing
more trading opportunities and tighter spreads.
Further, the Exchange believes that the proposal is reasonable and
equitably allocated because it is beneficial to all Exchange
Participants because it enables parties to rely upon each other's
transaction volumes executed on the Exchange, and potentially increase
such volumes. In turn, the potential increase in order flow, capital
commitment and resulting liquidity on the Exchange would benefit all
market participants by expanding liquidity, providing more trading
opportunities and tighter spreads.
The proposal is also reasonable, equitable and not unfairly
discriminatory because the Exchange would only recognize one such
designation for each party once every 12 months (from the date of its
most recent designation), a requirement that would impose a measure of
exclusivity while allowing both parties to rely upon each other's
transaction volumes executed on the Exchange, and potentially increase
such volumes, again, to the benefit of all market participants.
Finally, the Exchange believes the proposal is reasonable,
equitable and not unfairly discriminatory and facilitates trading as it
may benefit all market participants through increased order flow on the
exchange, even to those market participants that are either currently
affiliated by virtue of their common ownership or that opt not to
become an Appointed OFP or Appointed Market Maker under this proposal.
Further, as discussed herein, other exchanges have adopted similar
concepts.\14\
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\14\ See supra note 11.
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For these reasons, the Exchange believes that the proposal is
consistent with the Act.
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 believes that the
proposed changes are pro-competitive as they would increase
opportunities for additional firms to qualify for various rebates and
discounts, which may increase intermarket and intramarket competition
by incenting Appointed OFPs and Appointed MMs to direct their orders to
the Exchange, thereby increasing the volume of contracts traded on the
Exchange and enhancing the quality of quoting. Enhanced market quality
and increase transaction volume that results from the anticipated
increase in order flow directed to the Exchange would benefit all
market participants and improve competition on the Exchange.
[[Page 11593]]
With regard to aggregating volume for Primary Improvement Orders,
the Exchange does not believe that the proposed change will burden
competition by creating a disparity between the fees an initiator pays
and the fees a competitive responder pays that would result in certain
Participants being unable to compete with initiators. The Exchange
believes that the differential is reasonable as responders are willing
to pay a higher fee for liquidity discovery. Further, the Exchange
believes these changes will help promote competition by providing
incentives for market participants to submit these orders, and thus
benefit all Participants trading on the Exchange. Further, the Exchange
notes that other exchanges allow appointed aggregation for incentive
programs (which include transactions in their improvement mechanisms)
currently in place.\15\
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\15\ See Cboe Exchange Inc. (``Cboe'') Fee Schedule, Affiliate
Volume Plan (``AVP'') and Volume Incentive Plan (``VIP''). On Cboe,
the Volume Incentive Program (``VIP'') credits each Trading Permit
Holder (``TPH'') the per contract amount set forth in the VIP table
for Public Customer orders (which include Simple AIM Orders, Simple
non-AIM Orders, Complex AIM Orders and Complex non-AIM Orders)
transmitted by that TPH which is executed electronically on the
Exchange, provided the TPH meets certain volume thresholds. Further,
the Affiliate Volume Plan (``AVP'') allows a Market Maker to qualify
for additional discounts on that Market Maker's LP Sliding Scale
transaction fees when the Market Maker's Affiliate or Appointed OFP
qualifies for credits under the VIP. While Cboe credits its TPHs and
their Appointed OFPs or Appointed MMs under their fee schedule, the
Exchange believes the end result is comparable to the proposed
change discussed herein. Here, the Exchange proposes to allow
Participants to aggregate volume for Primary Improvement Orders,
while Cboe allows its TPHs to aggregate volume for their AIM Orders
in order to receive a credit.
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The Exchange notes that it operates in a highly competitive market
in which market participants can readily favor competing venues. In
such an environment, the Exchange must continually review, and consider
adjusting, its fees and rebates to remain competitive with other
exchanges. For the reasons discussed above, the Exchange believes that
the proposed change reflects this competitive environment.
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)(ii) of the Exchange Act \16\ and Rule 19b-4(f)(2)
thereunder,\17\ because it establishes or changes a due, or fee.
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\16\ 15 U.S.C. 78s(b)(3)(A)(ii).
\17\ 17 CFR 240.19b-4(f)(2).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend the rule
change if it appears to the Commission that the action is necessary or
appropriate in the public interest, for the protection of investors, or
would otherwise further 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-BOX-2019-07 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-BOX-2019-07. 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 such filing also will be available for inspection
and copying at the principal office of the Exchange. All comments
received will be posted without change. 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-BOX-2019-07, and should be submitted on
or before April 17, 2019.
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\18\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
Eduardo A. Aleman,
Deputy Secretary.
[FR Doc. 2019-05815 Filed 3-26-19; 8:45 am]
BILLING CODE 8011-01-P