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Trader Alert 24-36: Equities Fee Schedule Update Effective August 1, 2024

Effective Thursday, August 1, 2024, MEMX will be implementing the following changes to transaction fees, subject to filing with the SEC:

  • Modify the required criteria and rebate under Non-Display Add Tier 2.
  • Eliminate Non-Display Add Tiers 3 and 4.

Changes are reflected in bold text below.

Transaction Fees

MEMX Members are charged per share fees or provided per share rebates based on shares executed within each of the fee code categories below.

Fee CodeDescriptionFee/(Rebate) – Securities at or above $1.00 (“A”)Fee/(Rebate) – Securities below $1.00 (“B”)
B, D, J or I*Added displayed volume$(0.0015)(0.075% of total dollar value)
B1, D1, J1 or I1Added displayed volume, Liquidity Provision Tier 1$(0.0034)(0.075% of total dollar value)
B2, D2, J2 or I2Added displayed volume, Liquidity Provision Tier 2$(0.0033)(0.075% of total dollar value)
B3, D3, J3 or I3Added displayed volume, Liquidity Provision Tier 3$(0.0032)(0.075% of total dollar value)
B4, D4, J4 or I4Added displayed volume, Liquidity Provision Tier 4$(0.0030)(0.075% of total dollar value)
B5, D5, J5 or I5Added displayed volume, Liquidity Provision Tier 5$(0.0029)(0.075% of total dollar value)
B6, D6, J6 or I6Added displayed volume, Liquidity Provision Tier 6$(0.0025)(0.075% of total dollar value)
Bq1, Dq1, Jq1 or Iq1Added displayed volume, DLI Tier 1$(0.0031)(0.075% of total dollar value)
Bq2, Dq2, Jq2 or Iq2Added displayed volume, DLI Tier 2$(0.0026)(0.075% of total dollar value)
Br, Dr or JrAdded displayed volume, Retail Order$(0.0034)(0.15% of total dollar value)
Br1, Dr1 or Jr1Added displayed volume, Retail Tier 1$(0.0037)(0.15% of total dollar value)
BO1, DO1, JO1 or IO1Added displayed volume, Cross Asset Tier 1$(0.0033)(0.075% of total dollar value)
BO2, DO2, JO2 or IO2Added displayed volume, Cross Asset Tier 2$(0.0027)(0.075% of total dollar value)
BO3, DO3, JO3 or IO3Added displayed volume, Cross Asset Tier 3$(0.0026)(0.075% of total dollar value)
PAdded volume, order subject to Display-Price Sliding that receives price improvement when executed$(0.0008) (0.075% of total dollar value)
HAdded non-displayed volume$(0.0008) (0.075% of total dollar value)
MAdded non-displayed volume, Midpoint Peg$(0.0008) (0.075% of total dollar value)
H1, M1, P1Added non-displayed volume, Non-Display Add Tier 1$(0.0028)(0.075% of total dollar value)
H2, M2, P2Added non-displayed volume, Non-Display Add Tier 2$(0.00257) (0.075% of total dollar value)
H3, M3, P3Added non-displayed volume, Non-Display Add Tier 3$(0.0024)(0.075% of total dollar value)
H4, M4, P4Added non-displayed volume, Non-Display Add Tier 4$(0.0018)(0.075% of total dollar value)
RRemoved volume from MEMX Book$0.00300.28% of total dollar value
R1Removed volume from MEMX Book, Liquidity Removal Tier 1$0.002950.28% of total dollar value
Rr0Removed volume from MEMX Book upon entry, Retail Order (Day/GTT/RHO)FreeFree
ZRouted to another market, removed liquidity$0.00300.30% of total dollar value

*Fee Code B includes orders, other than Retail Orders, that establish the NBBO. Fee Code D includes orders, other than Retail Orders, that add displayed liquidity to the Exchange but do not establish or join the NBBO. Fee Code J includes orders, other than Retail Orders, that establish a new BBO on the Exchange that matches the NBBO first established on an away market. Fee Code I is assigned to a Member’s “P” orders if that Member meets the criteria under Display-Price Sliding Tier 1.

* * * * *

Non-Display Add Tiers

TierRebate Per ShareRequired Criteria
Tier 1$(0.0028) Member has a Non-Displayed ADAV ≥ 6,000,000 shares 
Tier 2$(0.00257Member has a Non-Displayed ADAV ≥ 15,000,000 shares* 
Tier 3$(0.0024) Member has a Non-Displayed ADAV ≥ 2,000,000 shares 
Tier 4$(0.0018) Member has a Non-Displayed ADAV ≥ 1,000,000 shares

*Members that qualify for Non-Display Add Tier 2 based on activity in a given month will also receive that associated Non-Display Add Tier 2 rebate during the following month.

* * * * *

Please see the Fee Schedule for more details.

Contact Market Operations or your MEMX Relationship Manager with any questions.