Self-Regulatory Organizations; Cboe Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend Its Fees Schedule Relating to the Options Regulatory Fee, 55796-55798 [2023-17530]
Download as PDF
55796
Federal Register / Vol. 88, No. 157 / Wednesday, August 16, 2023 / Notices
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
a.m. and 3 p.m. Copies of the filing also
will be available for inspection and
copying at the principal office of the
Exchange. Do not include personal
identifiable information in submissions;
you should submit only information
that you wish to make available
publicly. We may redact in part or
withhold entirely from publication
submitted material that is obscene or
subject to copyright protection. All
submissions should refer to file number
SR–NYSEAMER–2023–37 and should
be submitted on or before September 6,
2023.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
J. Matthew DeLesDernier,
Deputy Secretary.
[FR Doc. 2023–17608 Filed 8–15–23; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No.34–98106; File No. SR–CBOE–
2023–038]
Self-Regulatory Organizations; Cboe
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend Its Fees
Schedule Relating to the Options
Regulatory Fee
lotter on DSK11XQN23PROD with NOTICES1
August 10, 2023.
Pursuant to 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 August 1,
2023, Cboe Exchange, Inc. (the
‘‘Exchange’’ or ‘‘Cboe Options’’) filed
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
19:39 Aug 15, 2023
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
1. Purpose
The Exchange proposes to increase
the Options Regulatory Fee (‘‘ORF’’)
from $0.0017 per contract to $0.0030 per
contract, effective August 1, 2023.
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
3 The Exchange notes ORF also applies to
customer-range transactions executed during Global
Trading Hours.
1 15
VerDate Sep<11>2014
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.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
BILLING CODE 8011–01–P
20 17
with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
the 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.
Jkt 259001
PO 00000
Frm 00136
Fmt 4703
Sfmt 4703
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 5.36 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 including
performing routine surveillances,
investigations, examinations, financial
monitoring, and policy, rulemaking,
interpretive, and enforcement activities.
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 thirdparty 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, compliance,
information technology, facilities and
accounting. These indirect expenses are
estimated to be approximately 30% of
Cboe Options’ total regulatory costs for
2023. Thus, direct expenses are
estimated to be approximately 70% of
total regulatory costs for 2023. 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 2023 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 monitors its regulatory
costs and revenues at a minimum on a
semi-annual basis. If the Exchange
determines regulatory revenues exceed
or are insufficient to cover a material
portion of its regulatory costs in a given
year, the Exchange will adjust the ORF
by submitting a fee change filing to the
Commission. The Exchange also notifies
TPHs of adjustments to the ORF via an
Exchange Notice, including for the
E:\FR\FM\16AUN1.SGM
16AUN1
Federal Register / Vol. 88, No. 157 / Wednesday, August 16, 2023 / Notices
change being proposed herein.4 Based
on the Exchange’s most recent semiannual review, the Exchange is
proposing to increase the amount of
ORF that will be collected by the
Exchange from $0.0017 per contract side
to $0.0030 per contract side. The
proposed increase is based on the
Exchange’s estimated projections for its
regulatory costs, which have increased,
coupled with a projected decrease in the
Exchange’s other non-ORF regulatory
fees.5 Particularly, based on the
Exchange’s estimated projections for its
regulatory costs, the revenue being
generated by ORF using the current rate,
would result in projected revenue that
is insufficient to cover a material
portion of its regulatory costs (i.e., less
than 75% of total annual regulatory
costs). Further, when combined with the
Exchange’s projected other non-ORF
regulatory fees and fines, the revenue
being generated by ORF using the
current rate results is projected to result
in combined revenue that is less than
100% of the Exchange’s estimated
regulatory costs for the year.
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.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the
Securities Exchange Act of 1934 (the
‘‘Act’’) and the rules and regulations
thereunder applicable to the Exchange
and, in particular, the requirements of
Section 6(b) of the Act.6 Specifically,
the Exchange believes the proposed rule
change is consistent with Section 6(b)(4)
of the Act,7 which provides that
Exchange rules may provide for the
equitable allocation of reasonable dues,
fees, and other charges among its TPHs
and other persons using its facilities.
Additionally, the Exchange believes the
proposed rule change is consistent with
the Section 6(b)(5) 8 requirement that
the rules of an exchange not be designed
to permit unfair discrimination between
customers, issuers, brokers, or dealers.
lotter on DSK11XQN23PROD with NOTICES1
4 See
Exchange Notice, C2023071301 ‘‘Cboe
Options Exchanges Regulatory Fee Update Effective
August 1, 2023.’’
5 The Exchange notes that in connection with
proposed ORF rate changes, it provides the
Commission confidential details regarding the
Exchange’s projected regulatory revenue, including
projected revenue from ORF, along with a breakout
of its projected regulatory expenses, including both
direct and indirect allocations.
6 15 U.S.C. 78f(b).
7 15 U.S.C. 78f(b)(4).
8 15 U.S.C. 78f(b)(5).
VerDate Sep<11>2014
19:39 Aug 15, 2023
Jkt 259001
The Exchange believes the proposed
fee change is reasonable because it
would help ensure that revenue
collected from the ORF, in combination
with other regulatory fees and fines,
would help offset, but not exceed, the
Exchange’s total regulatory costs. As
discussed, the Exchange has designed
the ORF to generate revenues that
would be less than or equal to 75% of
the Exchange’s regulatory costs, which
is consistent with the practice across the
options industry and the view of the
Commission that regulatory fees be used
for regulatory purposes and not to
support the Exchange’s business side.
The Exchange determined to increase
ORF after its semi-annual review of its
regulatory costs and regulatory
revenues, which includes revenues from
ORF and other regulatory fees and fines.
The Exchange notes that although recent
options volumes have increased, it has
not increased its ORF rate in four years.
In fact, since 2019, the Exchange has
reduced its ORF rates twice.9
Accordingly, when taking into account
recent options volume, coupled with the
anticipated regulatory fees and
anticipated reductions in other
regulatory fees, the Exchange believes
it’s reasonable to increase the ORF.
Particularly, the proposed change is
reasonable as it would offset the
anticipated increased regulatory costs,
while still not exceeding 75% of the
Exchange’s total regulatory costs.
Moreover, the proposed amount is still
lower than the amount of ORF assessed
on other exchanges 10 and significantly
lower than the Exchange has assessed
previously.11
As noted above, the Exchange will
also continue to monitor on at least a
semi-annual basis the amount of
revenue collected from the ORF, even as
amended, to ensure that it, in
combination with its other regulatory
fees and fines, does not exceed the
Exchange’s total regulatory costs. If the
Exchange determines regulatory
9 See Securities Exchange Act Release No. 89469
(August 4, 2020), 85 FR 48306 (August 10, 2020)
(SR–CBOE–2020–069) and Securities Exchange Act
Release No. 92597 (August 6, 2021), 86 FR 44454
(August 12, 2021) (SR–CBOE–2021–044).
10 See e.g., NYSE Arca Options Fees and Charges,
Options Regulatory Fee (‘‘ORF’’) and NYSE
American Options Fees Schedule, Section VII(A),
which provide that ORF is assessed at a rate of
$0.0055 per contract for each respective exchange.
See also Nasdaq PHLX, Options 7 Pricing Schedule,
Section 6(D), which provides for an ORF rate of
$0.0034 per contract.
11 See e.g., Securities Exchange Act Release No.
71007 (December 6, 2013), 78 FR 75653 (December
12, 2013) (SR–CBOE–2013–117) (filing to increase
ORF to $0.0095 per contract). See also Securities
Exchange Act Release No. 76993 (January 28, 2016),
81 FR 5800 (February 3, 2016) (SR–CBOE–2016–
004) (filing to increase ORF to $0.0081 per
contract).
PO 00000
Frm 00137
Fmt 4703
Sfmt 4703
55797
revenues would exceed its regulatory
costs in a given year, the Exchange will
reduce the ORF by submitting a fee
change filing to the Commission.12
The Exchange also believes the
proposed fee change is equitable and
not unfairly discriminatory in that it is
charged to all TPHs on all their
transactions that clear in the customer
range at the OCC. The Exchange
believes the ORF ensures fairness by
assessing higher fees to those TPHs that
require more Exchange regulatory
services based on the amount of
customer options business they
conduct. Regulating customer trading
activity is much more labor intensive
and requires greater expenditure of
human and technical resources than
regulating non-customer trading
activity, which tends to be more
automated and less labor-intensive. For
example, there are costs associated with
main office and branch office
examinations (e.g., staff and travel
expenses), as well as investigations into
customer complaints and the
terminations of Registered persons. As a
result, the costs associated with
administering the customer component
of the Exchange’s overall regulatory
program are materially higher than the
costs associated with administering the
non-customer component (e.g., TPH
proprietary transactions) of its
regulatory program.13 Moreover, the
Exchange notes that it has broad
regulatory responsibilities with respect
to its TPHs’ activities, irrespective of
where their transactions take place.
Many of the Exchange’s surveillance
programs for customer trading activity
may require the Exchange to look at
activity across all markets, such as
reviews related to position limit
violations and manipulation. Indeed,
the Exchange cannot effectively review
for such conduct without looking at and
evaluating activity regardless of where it
transpires. In addition to its own
surveillance programs, the Exchange
also works with other SROs and
exchanges on intermarket surveillance
related issues. Through its participation
in the Intermarket Surveillance Group
(‘‘ISG’’) 14 the Exchange shares
12 Consistent with Rule 2.2 (Regulatory Revenue),
the Exchange notes that should excess ORF revenue
be collected prior to any reduction in an ORF rate,
such excess revenue will not be used for
nonregulatory purposes.
13 If the Exchange changes its method of funding
regulation or if circumstances otherwise change in
the future, the Exchange may decide to modify the
ORF or assess a separate regulatory fee on TPH
proprietary transactions if the Exchange deems it
advisable.
14 ISG is an industry organization formed in 1983
to coordinate intermarket surveillance among the
E:\FR\FM\16AUN1.SGM
Continued
16AUN1
55798
Federal Register / Vol. 88, No. 157 / Wednesday, August 16, 2023 / Notices
information and coordinates inquiries
and investigations with other exchanges
designed to address potential
intermarket manipulation and trading
abuses. Accordingly, there is a strong
nexus between the ORF and the
Exchange’s regulatory activities with
respect to its TPHs’ customer trading
activity.
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. This
proposal does not create an unnecessary
or inappropriate intra-market burden on
competition because the ORF applies to
all customer activity, thereby raising
regulatory revenue to offset regulatory
expenses. It also supplements the
regulatory revenue derived from noncustomer activity. The Exchange notes,
however, the proposed change is not
designed to address any competitive
issues. Indeed, this proposal does not
create an unnecessary or inappropriate
inter-market burden on competition
because it is a regulatory fee that
supports regulation in furtherance of the
purposes of the Act. The Exchange is
obligated to ensure that the amount of
regulatory revenue collected from the
ORF, in combination with its other
regulatory fees and fines, does not
exceed regulatory costs.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange neither solicited nor
received comments on the proposed
rule change.
lotter on DSK11XQN23PROD with NOTICES1
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective
upon filing pursuant to Section
19(b)(3)(A) 15 of the Act and
subparagraph (f)(2) of Rule 19b–4 16
thereunder, because it establishes a due,
fee, or other charge imposed by the
Exchange.
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
SROs by cooperatively sharing regulatory
information pursuant to a written agreement
between the parties. The goal of the ISG’s
information sharing is to coordinate regulatory
efforts to address potential intermarket trading
abuses and manipulations.
15 15 U.S.C. 78s(b)(3)(A).
16 17 CFR 240.19b–4(f)(2).
VerDate Sep<11>2014
19:39 Aug 15, 2023
Jkt 259001
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 17 of the Act to
determine whether the proposed rule
change should be approved or
disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s internet
comment form (https://www.sec19b-4/
rules/sro.shtml); or
• Send an email to rule-comments@
sec19b–4. Please include file number
SR–CBOE–2023–038 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–CBOE–2023–038. 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.sec19b-4/
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
a.m. and 3 p.m. Copies of the filing also
will be available for inspection and
copying at the principal office of the
Exchange. Do not include personal
identifiable information in submissions;
you should submit only information
that you wish to make available
17 15
PO 00000
U.S.C. 78s(b)(2)(B).
Frm 00138
Fmt 4703
Sfmt 4703
publicly. We may redact in part or
withhold entirely from publication
submitted material that is obscene or
subject to copyright protection. All
submissions should refer to file number
SR–CBOE–2023–038 and should be
submitted on or before September 6,
2023.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Sherry R. Haywood,
Assistant Secretary.
[FR Doc. 2023–17530 Filed 8–15–23; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–98114; File No. SR–
NYSECHX–2023–15]
Self-Regulatory Organizations; NYSE
Chicago, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the Fee
Schedule of NYSE Chicago, Inc. To
Adopt a Fee for Directed Orders
Routed Directly by the Exchange to an
Alternative Trading System
August 11, 2023.
Pursuant to section 19(b)(1) 1 of the
Securities Exchange Act of 1934
(‘‘Act’’),2 and Rule 19b–4 thereunder,3
notice is hereby given that, on July 31,
2023, the NYSE Chicago, Inc. (‘‘NYSE
Chicago’’ or the ‘‘Exchange’’) 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 selfregulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
Fee Schedule of NYSE Chicago, Inc. (the
‘‘Fee Schedule’’) to adopt a fee for
Directed Orders routed directly by the
Exchange to an alternative trading
system (‘‘ATS’’). The proposed rule
change is available on the Exchange’s
website at www.nyse.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
18 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
E:\FR\FM\16AUN1.SGM
16AUN1
Agencies
[Federal Register Volume 88, Number 157 (Wednesday, August 16, 2023)]
[Notices]
[Pages 55796-55798]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2023-17530]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No.34-98106; File No. SR-CBOE-2023-038]
Self-Regulatory Organizations; Cboe Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change To Amend
Its Fees Schedule Relating to the Options Regulatory Fee
August 10, 2023.
Pursuant to 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 August 1, 2023, Cboe Exchange, Inc. (the ``Exchange'' or ``Cboe
Options'') filed with the Securities and Exchange Commission (``SEC''
or ``Commission'') the 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.
---------------------------------------------------------------------------
\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 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.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to increase the Options Regulatory Fee
(``ORF'') from $0.0017 per contract to $0.0030 per contract, effective
August 1, 2023.
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 5.36 for options
regulatory fees it incurs in connection with the Routing Services it
provides.
---------------------------------------------------------------------------
\3\ The Exchange notes ORF also applies to customer-range
transactions executed during Global Trading Hours.
---------------------------------------------------------------------------
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 including
performing routine surveillances, investigations, examinations,
financial monitoring, and policy, rulemaking, interpretive, and
enforcement activities. 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, compliance, information technology, facilities and accounting.
These indirect expenses are estimated to be approximately 30% of Cboe
Options' total regulatory costs for 2023. Thus, direct expenses are
estimated to be approximately 70% of total regulatory costs for 2023.
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 2023 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 monitors its regulatory costs and revenues at a
minimum on a semi-annual basis. If the Exchange determines regulatory
revenues exceed or are insufficient to cover a material portion of its
regulatory costs in a given year, the Exchange will adjust the ORF by
submitting a fee change filing to the Commission. The Exchange also
notifies TPHs of adjustments to the ORF via an Exchange Notice,
including for the
[[Page 55797]]
change being proposed herein.\4\ Based on the Exchange's most recent
semi-annual review, the Exchange is proposing to increase the amount of
ORF that will be collected by the Exchange from $0.0017 per contract
side to $0.0030 per contract side. The proposed increase is based on
the Exchange's estimated projections for its regulatory costs, which
have increased, coupled with a projected decrease in the Exchange's
other non-ORF regulatory fees.\5\ Particularly, based on the Exchange's
estimated projections for its regulatory costs, the revenue being
generated by ORF using the current rate, would result in projected
revenue that is insufficient to cover a material portion of its
regulatory costs (i.e., less than 75% of total annual regulatory
costs). Further, when combined with the Exchange's projected other non-
ORF regulatory fees and fines, the revenue being generated by ORF using
the current rate results is projected to result in combined revenue
that is less than 100% of the Exchange's estimated regulatory costs for
the year.
---------------------------------------------------------------------------
\4\ See Exchange Notice, C2023071301 ``Cboe Options Exchanges
Regulatory Fee Update Effective August 1, 2023.''
\5\ The Exchange notes that in connection with proposed ORF rate
changes, it provides the Commission confidential details regarding
the Exchange's projected regulatory revenue, including projected
revenue from ORF, along with a breakout of its projected regulatory
expenses, including both direct and indirect allocations.
---------------------------------------------------------------------------
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.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Securities Exchange Act of 1934 (the ``Act'') and the rules and
regulations thereunder applicable to the Exchange and, in particular,
the requirements of Section 6(b) of the Act.\6\ Specifically, the
Exchange believes the proposed rule change is consistent with Section
6(b)(4) of the Act,\7\ which provides that Exchange rules may provide
for the equitable allocation of reasonable dues, fees, and other
charges among its TPHs and other persons using its facilities.
Additionally, the Exchange believes the proposed rule change is
consistent with the Section 6(b)(5) \8\ requirement that the rules of
an exchange not be designed to permit unfair discrimination between
customers, issuers, brokers, or dealers.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(4).
\8\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
The Exchange believes the proposed fee change is reasonable because
it would help ensure that revenue collected from the ORF, in
combination with other regulatory fees and fines, would help offset,
but not exceed, the Exchange's total regulatory costs. As discussed,
the Exchange has designed the ORF to generate revenues that would be
less than or equal to 75% of the Exchange's regulatory costs, which is
consistent with the practice across the options industry and the view
of the Commission that regulatory fees be used for regulatory purposes
and not to support the Exchange's business side. The Exchange
determined to increase ORF after its semi-annual review of its
regulatory costs and regulatory revenues, which includes revenues from
ORF and other regulatory fees and fines. The Exchange notes that
although recent options volumes have increased, it has not increased
its ORF rate in four years. In fact, since 2019, the Exchange has
reduced its ORF rates twice.\9\ Accordingly, when taking into account
recent options volume, coupled with the anticipated regulatory fees and
anticipated reductions in other regulatory fees, the Exchange believes
it's reasonable to increase the ORF. Particularly, the proposed change
is reasonable as it would offset the anticipated increased regulatory
costs, while still not exceeding 75% of the Exchange's total regulatory
costs. Moreover, the proposed amount is still lower than the amount of
ORF assessed on other exchanges \10\ and significantly lower than the
Exchange has assessed previously.\11\
---------------------------------------------------------------------------
\9\ See Securities Exchange Act Release No. 89469 (August 4,
2020), 85 FR 48306 (August 10, 2020) (SR-CBOE-2020-069) and
Securities Exchange Act Release No. 92597 (August 6, 2021), 86 FR
44454 (August 12, 2021) (SR-CBOE-2021-044).
\10\ See e.g., NYSE Arca Options Fees and Charges, Options
Regulatory Fee (``ORF'') and NYSE American Options Fees Schedule,
Section VII(A), which provide that ORF is assessed at a rate of
$0.0055 per contract for each respective exchange. See also Nasdaq
PHLX, Options 7 Pricing Schedule, Section 6(D), which provides for
an ORF rate of $0.0034 per contract.
\11\ See e.g., Securities Exchange Act Release No. 71007
(December 6, 2013), 78 FR 75653 (December 12, 2013) (SR-CBOE-2013-
117) (filing to increase ORF to $0.0095 per contract). See also
Securities Exchange Act Release No. 76993 (January 28, 2016), 81 FR
5800 (February 3, 2016) (SR-CBOE-2016-004) (filing to increase ORF
to $0.0081 per contract).
---------------------------------------------------------------------------
As noted above, the Exchange will also continue to monitor on at
least a semi-annual basis the amount of revenue collected from the ORF,
even as amended, to ensure that it, in combination with its other
regulatory fees and fines, does not exceed the Exchange's total
regulatory costs. If the Exchange determines regulatory revenues would
exceed its regulatory costs in a given year, the Exchange will reduce
the ORF by submitting a fee change filing to the Commission.\12\
---------------------------------------------------------------------------
\12\ Consistent with Rule 2.2 (Regulatory Revenue), the Exchange
notes that should excess ORF revenue be collected prior to any
reduction in an ORF rate, such excess revenue will not be used for
nonregulatory purposes.
---------------------------------------------------------------------------
The Exchange also believes the proposed fee change is equitable and
not unfairly discriminatory in that it is charged to all TPHs on all
their transactions that clear in the customer range at the OCC. The
Exchange believes the ORF ensures fairness by assessing higher fees to
those TPHs that require more Exchange regulatory services based on the
amount of customer options business they conduct. Regulating customer
trading activity is much more labor intensive and requires greater
expenditure of human and technical resources than regulating non-
customer trading activity, which tends to be more automated and less
labor-intensive. For example, there are costs associated with main
office and branch office examinations (e.g., staff and travel
expenses), as well as investigations into customer complaints and the
terminations of Registered persons. As a result, the costs associated
with administering the customer component of the Exchange's overall
regulatory program are materially higher than the costs associated with
administering the non-customer component (e.g., TPH proprietary
transactions) of its regulatory program.\13\ Moreover, the Exchange
notes that it has broad regulatory responsibilities with respect to its
TPHs' activities, irrespective of where their transactions take place.
Many of the Exchange's surveillance programs for customer trading
activity may require the Exchange to look at activity across all
markets, such as reviews related to position limit violations and
manipulation. Indeed, the Exchange cannot effectively review for such
conduct without looking at and evaluating activity regardless of where
it transpires. In addition to its own surveillance programs, the
Exchange also works with other SROs and exchanges on intermarket
surveillance related issues. Through its participation in the
Intermarket Surveillance Group (``ISG'') \14\ the Exchange shares
[[Page 55798]]
information and coordinates inquiries and investigations with other
exchanges designed to address potential intermarket manipulation and
trading abuses. Accordingly, there is a strong nexus between the ORF
and the Exchange's regulatory activities with respect to its TPHs'
customer trading activity.
---------------------------------------------------------------------------
\13\ If the Exchange changes its method of funding regulation or
if circumstances otherwise change in the future, the Exchange may
decide to modify the ORF or assess a separate regulatory fee on TPH
proprietary transactions if the Exchange deems it advisable.
\14\ ISG is an industry organization formed in 1983 to
coordinate intermarket surveillance among the SROs by cooperatively
sharing regulatory information pursuant to a written agreement
between the parties. The goal of the ISG's information sharing is to
coordinate regulatory efforts to address potential intermarket
trading abuses and manipulations.
---------------------------------------------------------------------------
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. This proposal does not create
an unnecessary or inappropriate intra-market burden on competition
because the ORF applies to all customer activity, thereby raising
regulatory revenue to offset regulatory expenses. It also supplements
the regulatory revenue derived from non-customer activity. The Exchange
notes, however, the proposed change is not designed to address any
competitive issues. Indeed, this proposal does not create an
unnecessary or inappropriate inter-market burden on competition because
it is a regulatory fee that supports regulation in furtherance of the
purposes of the Act. The Exchange is obligated to ensure that the
amount of regulatory revenue collected from the ORF, in combination
with its other regulatory fees and fines, does not exceed regulatory
costs.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange neither solicited nor received comments on the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is effective upon filing pursuant to
Section 19(b)(3)(A) \15\ of the Act and subparagraph (f)(2) of Rule
19b-4 \16\ thereunder, because it establishes a due, fee, or other
charge imposed by the Exchange.
---------------------------------------------------------------------------
\15\ 15 U.S.C. 78s(b)(3)(A).
\16\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
At any time within 60 days of the filing of such proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings under
Section 19(b)(2)(B) \17\ of the Act to determine whether the proposed
rule change should be approved or disapproved.
---------------------------------------------------------------------------
\17\ 15 U.S.C. 78s(b)(2)(B).
---------------------------------------------------------------------------
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.sec19b-4/rules/sro.shtml); or
Send an email to rule-comments@sec19b-4. Please include
file number SR-CBOE-2023-038 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-CBOE-2023-038. 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.sec19b-4/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
a.m. and 3 p.m. Copies of the filing also will be available for
inspection and copying at the principal office of the Exchange. Do not
include personal identifiable information in submissions; you should
submit only information that you wish to make available publicly. We
may redact in part or withhold entirely from publication submitted
material that is obscene or subject to copyright protection. All
submissions should refer to file number SR-CBOE-2023-038 and should be
submitted on or before September 6, 2023.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
---------------------------------------------------------------------------
\18\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Sherry R. Haywood,
Assistant Secretary.
[FR Doc. 2023-17530 Filed 8-15-23; 8:45 am]
BILLING CODE 8011-01-P