Notice2024-14385

Self-Regulatory Organizations; Cboe Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend Its Fees Schedule

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Published
July 1, 2024

Issuing agencies

Securities and Exchange Commission

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<title>Federal Register, Volume 89 Issue 126 (Monday, July 1, 2024)</title>
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[Federal Register Volume 89, Number 126 (Monday, July 1, 2024)]
[Notices]
[Pages 54550-54552]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2024-14385]


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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-100426; File No. SR-CBOE-2024-027]


Self-Regulatory Organizations; Cboe Exchange, Inc.; Notice of 
Filing and Immediate Effectiveness of a Proposed Rule Change To Amend 
Its Fees Schedule

June 25, 2024.
    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 June 12, 2024, Cboe Exchange, Inc. (the ``Exchange'' or ``Cboe 
Options'') filed with the Securities and Exchange Commission (the 
``Commission'') the proposed rule change as described in Items I, II, 
and III below, which Items have been prepared by the Exchange. The 
Commission is publishing this notice to solicit comments on the 
proposed rule change from interested persons.
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    \1\ 15 U.S.C. 78s(b)(1).
    \2\ 17 CFR 240.19b-4.
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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. 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 (<a href="http://www.cboe.com/AboutCBOE/CBOELegalRegulatoryHome.aspx">http://www.cboe.com/AboutCBOE/CBOELegalRegulatoryHome.aspx</a>), 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 its Fees Schedule, effective June 3, 
2024.\3\ Specifically, the Exchange proposes to adopt and amend certain 
fees related to transactions in Mini-SPX Index (``XSP'') options. 
Specifically, the proposed rule change amends and adopts certain fees 
for XSP in the Rate Table for All Products Excluding Underlying Symbol 
List A, as follows:
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    \3\ The Exchange initially filed the proposed fee changes on 
June 3, 2024 (SR-CBOE-2024-024). On June 11, 2024, the Exchange 
withdrew that filing and submitted SR-CBOE-2024-026. On June 12, 
2024, the Exchange withdrew that filing and submitted this proposal.
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    <bullet> Adopts fee code MP, appended to all Market-Maker (capacity 
``M'') orders in XSP that are executed manually (i.e., open outcry) and 
assesses a fee of $0.15 per contract; and amends fee code MC, currently 
appended to all Market-Maker (capacity ``M'') orders in XSP that are 
contra customer (executed manually and electronically) and assesses a 
fee of $0.15 per contract, to apply only to Market-Maker (capacity 
``M'') orders in XSP that are contra customer and that are executed 
electronically.
    <bullet> Amends fee code MX, currently appended to all Market-Maker 
(capacity ``M'') orders in XSP contra to non-customers and assesses a 
fee of $0.09 per contract, to apply to all Market-Maker orders in XSP 
contra to non-customers that add liquidity and that are executed 
electronically.
    <bullet> Adopts fee code MY, appended to all Market-Maker (capacity 
``M'') in XSP contra to non-customers that remove liquidity and that 
are executed electronically and assesses a fee of $0.14 per contract.
    <bullet> Amends fee code XF, appended to all Clearing Trading 
Permit Holders (``TPHs'') (capacity ``F'') and Non-Clearing TPH 
Affiliates (capacity ``L'') orders in XSP and assesses a fee of $0.13, 
to apply to all Clearing Trading Permit Holders (``TPHs'') (capacity 
``F''), Non-Clearing TPH Affiliates (capacity ``L''), Broker-Dealer 
(capacity ``B''), Joint Back-Office (capacity ``J''), Non-TPH Market-
Maker (capacity ``N''), and Professional (capacity ``U'') 
(collectively, ``Non-Market Makers, Non-Customers'') orders in XSP 
contra to a customer or contra to a non-customer that add liquidity and 
to assess a fee of $0.30 per contract.
    <bullet> Amends fee code XB, appended to all Broker-Dealer 
(capacity ``B''), Joint Back-Office (capacity ``J''), Non-TPH

[[Page 54551]]

Market-Maker (capacity ``N''), and Professional (capacity ``U'') orders 
in XSP and assesses a fee of $0.17 per contract, to apply to all Non-
Market Maker, Non-Customer orders in XSP contra to a non-customer that 
remove liquidity and to assess a fee of $0.50 per contract.
    Adopts fee code XN, appended to all Non-Market Maker, Non-Customer 
orders in XSP that are executed manually (i.e., open outcry) and 
assesses a fee of $0.30 per contract.
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.\4\ Specifically, the 
Exchange believes the proposed rule change is consistent with the 
Section 6(b)(5) \5\ requirements that the rules of an exchange be 
designed to prevent fraudulent and manipulative acts and practices, to 
promote just and equitable principles of trade, to foster cooperation 
and coordination with persons engaged in regulating, clearing, 
settling, processing information with respect to, and facilitating 
transactions in securities, to remove impediments to and perfect the 
mechanism of a free and open market and a national market system, and, 
in general, to protect investors and the public interest. Additionally, 
the Exchange believes the proposed rule change is consistent with the 
Section 6(b)(5) \6\ requirement that the rules of an exchange not be 
designed to permit unfair discrimination between customers, issuers, 
brokers, or dealers. The Exchange also believes the proposed rule 
change is consistent with Section 6(b)(4) of the Act,\7\ which requires 
that Exchange rules provide for the equitable allocation of reasonable 
dues, fees, and other charges among its Trading Permit Holders and 
other persons using its facilities.
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    \4\ 15 U.S.C. 78f(b).
    \5\ 15 U.S.C. 78f(b)(5).
    \6\ Id.
    \7\ 15 U.S.C. 78f(b)(4).
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    The Exchange believes that the proposed fees for Market-Maker and 
Non-Customer, Non-Market Maker orders in XSP are reasonable, equitable 
and not unfairly discriminatory.
    The Exchange believes the proposed changes to the fee structure for 
Market-Maker orders in XSP are reasonable. The proposed fees, in 
general, align with current fees for Market-Maker orders in XSP, with 
minor distinctions based on execution method, capacity of the contra-
party, and orders that add liquidity and those that remove liquidity. 
The Exchange notes that it is not novel to charge different fees based 
on capacity of contra-party, and that current fees for Market-Maker 
orders in XSP contain such a distinction. Further, other exchanges 
offer varying fees based on whether an order adds or removes 
liquidity.\8\
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    \8\ See EDGX Options Fees Schedule and BZX Options Fees 
Schedule.
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    The Exchange believes it is reasonable to assess lower fees for 
Market-Maker orders in XSP that are contra to a non-customer and add 
liquidity, and are executed electronically, as such changes are 
designed to incentivize an increase in non-customer liquidity-adding 
volume in XSP on the Exchange. The Exchange believes that incentivizing 
more non-customer orders in XSP will create more trading opportunities, 
which, in turn attracts Market-Makers. A resulting increase in Market-
Maker activity facilitates tighter spreads, which may lead to 
additional increase of order flow in XSP from other market 
participants, further contributing to a deeper, more liquid market to 
the benefit of all market participants by creating a more robust and 
well-balanced market ecosystem. Further, the Exchange believes that the 
changes are reasonable and that the fees, even as amended, will 
continue to incentivize TPHs to send additional Market-Maker orders to 
the Exchange.
    Additionally, the Exchange believes that it is equitable and not 
unfairly discriminatory to assess lower fees, in general, to Market-
Makers as compared to other market participants other than Customers 
because Market-Makers, unlike other market participants, take on a 
number of obligations, including quoting obligations, that other market 
participants do not have. Further, these lower fees offered to Market-
Makers are intended to incent Market-Makers to quote and trade more on 
the Exchange, thereby providing more trading opportunities for all 
market participants.
    The Exchange also believes the proposed changes to the fee 
structure for Non-Customer, Non-Market Maker orders in XSP are 
reasonable. As noted above, it is not novel to charge different fees 
based on capacity of contra-party, and other exchanges offer varying 
fees based on whether an order adds or removes liquidity.\9\ The 
Exchange believes assessing higher fees in general for Non-Customer, 
Non-Market Maker orders is reasonable, equitable, and non-
discriminatory because, as noted above, the obligations and 
circumstances between market participants differ. The Exchange believes 
assessing a higher fee for Non-Customer, Non-Market Maker XSP orders 
contra a non-customer that remove liquidity and are executed 
electronically is reasonable because it provides an incentive to 
maintain non-customer liquidity at the Exchange, thereby promoting 
price discovery and enhancing order execution opportunities for all 
TPHs. Similarly, the Exchange believes assessing a lower fee for Non-
Customer, Non-Market Maker XSP orders contra to a customer or contra to 
a non-customer that add liquidity and are executed electronically is 
reasonable because it provides an incentive to add liquidity at the 
Exchange, including in customer volume, thereby promoting price 
discovery and enhancing order execution opportunities for all TPHs. 
Finally, while the fees proposed apply to an Exchange proprietary 
product, which are traded exclusively on the Exchange, the Exchange 
notes that the proposed fees are generally in line with the options 
trading fees of at least one other exchange.\10\
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    \9\ See EDGX Options Fees Schedule and BZX Options Fees 
Schedule.
    \10\ See BOX Fees Schedule, Section IV(A).
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    The Exchange believes that the proposed fees for Market-Maker and 
Non-Customer, Non-Market Maker orders in XSP are equitable and not 
unfairly discriminatory because the proposed fees will apply 
automatically and uniformly to all Market-Maker and Non-Customer, Non-
Market Maker orders in XSP, as applicable. The Exchange notes that all 
fee amounts applicable to Market-Makers will be applied equally to all 
Market-Makers, i.e., all Market Makers will be assessed the same 
amount. Similarly, the Exchange notes that the XSP fee amounts for each 
separate type of other market participant will be assessed equally to 
all such market participants, i.e., all Non-Customer and Non-Market-
Maker orders will be assessed the same amount.

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 that is not necessary or appropriate 
in furtherance of the purposes of the Act. The Exchange does not 
believe that the proposed rule change will impose any burden on 
intramarket competition that is not necessary or appropriate in 
furtherance of the purposes of the Act because the XSP fee amounts for 
each separate type of market participants will

[[Page 54552]]

be assessed equally to all such market participants. While different 
fees are assessed to different market participants in some 
circumstances, the obligations and circumstances between these market 
participants differ, as discussed above. For example, Market-Makers 
have quoting obligations that are not applicable to other market 
participants. Further, the proposed fees structure for XSP is intended 
to encourage more trading of XSP, which brings liquidity to the 
Exchange and benefits all market participants.
    The Exchange does not believe that the proposed rule changes will 
impose any burden on intermarket competition that is not necessary or 
appropriate in furtherance of the purposes of the Act because the 
proposed fees assessed apply to an Exchange proprietary product, which 
are traded exclusively on the Exchange.

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 has become effective pursuant to Section 
19(b)(3)(A) of the Act \11\ and paragraph (f) of Rule 19b-4 \12\ 
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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    \11\ 15 U.S.C. 78s(b)(3)(A).
    \12\ 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

    <bullet> Use the Commission's internet comment form (<a href="https://www.sec.gov/rules/sro.shtml">https://www.sec.gov/rules/sro.shtml</a>); or
    <bullet> Send an email to <a href="/cdn-cgi/l/email-protection#5f2d2a333a723c3032323a312b2c1f2c3a3c71383029"><span class="__cf_email__" data-cfemail="e99b9c858cc48a8684848c879d9aa99a8c8ac78e869f">[email&#160;protected]</span></a>. Please include 
file number SR-CBOE-2024-027 on the subject line.

Paper Comments

    <bullet> 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-2024-027. 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 (<a href="https://www.sec.gov/rules/sro.shtml">https://www.sec.gov/rules/sro.shtml</a>). 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-2024-027 and should be 
submitted on or before July 22, 2024.

    For the Commission, by the Division of Trading and Markets, 
pursuant to delegated authority.\13\
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    \13\ 17 CFR 200.30-3(a)(12).
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Vanessa A. Countryman,
Secretary.
[FR Doc. 2024-14385 Filed 6-28-24; 8:45 am]
BILLING CODE 8011-01-P


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