Self-Regulatory Organizations; C2 Options Exchange, Incorporated: Notice of Filing and Immediate Effectiveness of Proposed Rule ChangeRelating to PULSe Fees, 62879-62881 [2011-26138]
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Federal Register / Vol. 76, No. 196 / Tuesday, October 11, 2011 / Notices
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 Web site 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 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; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–CBOE–
2011–091 and should be submitted on
or before November 1, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–26137 Filed 10–7–11; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–65482; File No. SR–C2–
2011–028]
Self-Regulatory Organizations; C2
Options Exchange, Incorporated:
Notice of Filing and Immediate
Effectiveness of Proposed Rule
ChangeRelating to PULSe Fees
mstockstill on DSK4VPTVN1PROD with NOTICES
October 4, 2011.
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 October
3, 2011, C2 Options Exchange,
Incorporated (‘‘Exchange’’ or ‘‘C2’’) 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 has designated this
proposal as one establishing or changing
a due, fee, or other charge imposed by
the Exchange under Section
19(b)(3)(A)(ii) of the Act 3 and Rule 19b–
4(f)(2) thereunder.4 The Commission is
publishing this notice to solicit
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
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I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing to amend
its Fees Schedule as it relates to the
PULSe workstation. The text of the
proposed rule change is available on the
Exchange’s Web site (https://www.
c2exchange.com), at the Exchange’s
Office of the Secretary and at the
Commission.
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 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, Proposed Rule
Change
SECURITIES AND EXCHANGE
COMMISSION
9 17
comments on the proposed rule change
from interested persons.
1. Purpose
The purpose of this proposed rule
change is to adopt a PULSe routing fee
for executions of orders on C2 that
originate from non-Trading Permit
Holder (‘‘TPH’’) PULSe workstations.
The Exchange is also proposing some
non-substantive changes to the fees
schedule text to clarify the existing
operation of the Routing Intermediary
fee. These changes, which are described
in more detail below, will be effective
October 3, 2011.5
By way of background, the PULSe
workstation is a front-end order entry
system designed for use with respect to
orders that may be sent to the trading
systems of C2. In addition, the PULSe
workstation provides a user with the
capability to send options orders to
other U.S. options exchanges and stock
orders to other U.S. stock exchanges and
trading centers (‘‘away market
routing’’).6 To use the away-market
5 See e-mail from Jennifer M. Lamie, Assistant
Secretary, C2, to Steve L. Kuan, Attorney, Division
of Trading and Markets, Commission, on October 3,
2011.
6 For a more detailed description of the PULSe
workstation and its other functionalities, see, e.g.,
Securities Exchange Act Release Nos. 63246
(November 4, 2010), 75 FR 69478 (November 12,
2010) (SR–C2–2010–007) and 65279 (September 7,
PO 00000
Frm 00125
Fmt 4703
Sfmt 4703
62879
routing functionality, a C2 TPH must
either be a PULSe Routing Intermediary
or establish a relationship with a third
party PULSe Routing Intermediary. A
‘‘PULSe Routing Intermediary’’ is a C2
TPH that has connectivity to, and is a
member of, other options and/or stock
exchanges and trading centers. If a TPH
sends an order from the PULSe
workstation, the PULSe Routing
Intermediary will route that order to the
designated market on behalf of the
entering TPH.7
The first purpose of this proposed
rule change is to adopt a C2 Routing fee.
This fee would be payable by a TPH that
makes the PULSe workstation available
to non-TPHs and would only be
applicable for routing to C2 from such
non-TPH PULSe workstations. The fee
would be $0.02 per contract or share
equivalent for the first 1 million
contracts or share equivalent executed
in a month on C2 that originate from
non-TPH PULSe workstations made
available by the TPH, and $0.03 per
contract or share equivalent for each
additional contract or share equivalent
executed on C2 in the same month from
the non-TPH PULSe workstations made
available by the TPH.8
2011), 76 FR 56824 (September 14, 2011) (SR–C2–
2011–020).
7 The PULSe workstation offers the ability to
route orders to any market including, among others,
C2 affiliates Chicago Board Options Exchange,
Incorporated (‘‘CBOE’’) and CBOE Stock Exchange,
LLC (‘‘CBSX,’’ CBOE’s stock execution facility). To
the extent a C2 TPH that is also a CBOE/CBSX TPH
obtains a PULSe workstation through CBOE, it is
not necessary for that TPH to obtain a separate
PULSe workstation through CBOE or CBSX to route
orders to CBOE or CBSX, as applicable. See, e.g.,
SR–C2–2010–007, note 5, supra. It is also not
necessary for that TPH to utilize the services of a
Routing Intermediary to route orders to CBOE or
CBSX, as applicable. As such, to the extent a C2
TPH is also a CBOE TPH or a CBSX TPH, the
‘‘Away-Market Routing’’ and ‘‘Routing
Intermediary’’ fees detailed in the Exchange Fees
Schedule are not be applicable because the fees are
only applicable for away-market routing. The TPH
would not be away-market routing, but instead
would be submitting orders directly to C2 as a C2
TPH, CBOE as a CBOE TPH or CBSX as a CBSX
TPH, as applicable, where the TPH’s activity would
be subject to the transaction fee schedule of C2,
CBOE or CBSX, respectively. To the extent a C2
TPH is not a CBOE TPH or a CBSX TPH, the AwayMarket Routing and Routing Intermediary fees
would apply for the TPH’s executions on CBOE or
CBSX, as applicable.
8 The Exchange notes that CBOE is submitting a
similar rule change to introduce a ‘‘CBOE/CBSX
Routing’’ fee that will be applicable to CBOE TPHs
and CBSX TPHs. See SR–CBOE–2011–092. To the
extent that a C2 TPH making the non-TPH PULSe
workstations available is not also a CBOE TPH or
a CBSX TPH, routing from the non-TPH
workstations to CBOE or CBSX would not be
considered ‘‘CBOE/CBSX Routing’’ and, therefore,
would not be subject to that fee (it would instead
be considered ‘‘away-market routing’’ and subject to
the Away-Market Routing and Routing Intermediary
fees described above). To the extent that a C2 TPH
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Federal Register / Vol. 76, No. 196 / Tuesday, October 11, 2011 / Notices
mstockstill on DSK4VPTVN1PROD with NOTICES
The C2 Routing fee will allow for the
recoupment of the costs of developing,
maintaining, and supporting the PULSe
workstation and for income from the
value-added services being provided
through use of the PULSe workstation.
The Exchange believes the fee structure
represents an equitable allocation of
reasonable fees in that the same fees
will be applicable to all TPHs that make
PULSe workstations available to nonTPHs. The Exchange also believes that
the establishment of the fee, which is
payable by TPHs only for transactions
originating from non-TPH workstations,
is equitable and not unfairly
discriminatory because non-TPHs are
able to obtain the benefits of utilizing
the PULSe workstation—including the
ability to route orders to the Exchange—
without becoming a TPH (and incurring
the associated costs of TPH
membership). In addition, the Exchange
believes that the $0.02/$0.03 C2 Routing
fee is reasonable and appropriate in
light of the facts that it is small in
relation to the total costs typically
incurred in routing and executing orders
and that the amount is comparable to
the Exchange’s existing Routing
Intermediary fee for away-market
routing. The Exchange notes that the
lower $0.02 rate for the first 1 million
contracts or share equivalent (as
compared to the $0.03 rate for each
additional contract or share equivalent)
is reasonable in that it is designed to
help attract and encourage use of the
PULSe workstation. The Exchange also
notes that use of the PULSe workstation,
and the routing technology available
through the PULSe workstation, are not
compulsory. The service is offered as a
making the non-TPH PULSe workstations available
is also a CBOE TPH or CBSX TPH, routing from the
non-TPH workstations to CBOE or CBSX would be
considered ‘‘CBOE/CBSX Routing’’ and therefore
would be subject to that fee.
Example 1: Assume a C2 TPH that is not a CBOE
TPH makes a PULSe workstation available to NonTPH User A. To the extent that orders originating
from Non-TPH User A’s PULSe workstation are
routed to C2, any resulting executions would be
subject to the C2 Routing fee. To the extent that
orders originating from Non-TPH User A’s PULSe
workstation are routed to CBOE, any resulting
executions would be considered away-market
routing and subject to the Away-Market Routing
and Routing Intermediary fees (and not subject to
the CBOE/CBSX Routing fee).
Example 2: Assume a C2 TPH that is also a CBOE
TPH makes a PULSe workstation available to NonTPH User A. To the extent that orders originating
from Non-TPH User A’s PULSe workstation are
routed to C2, any resulting executions would be
subject to the C2 Routing fee. To the extent that
orders originating from Non-TPH User A’s PULSe
workstation are routed to CBOE, any resulting
executions would be subject to the CBOE/CBSX
Routing fee. (Given the C2 TPH’s status as a CBOE
TPH, such orders are not considered away-market
routing and therefore are not subject to the AwayMarket Routing and Routing Intermediary fees.)
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20:47 Oct 07, 2011
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convenience and is not the exclusive
means available to send or route orders
to C2 (or another market).
The second purpose of this proposed
rule change is to revise and expand on
the description in the Fees Schedule
text of the ‘‘Routing Intermediary’’ fee.9
In particular, the Exchange is renaming
the fee from ‘‘Routing Intermediary’’ fee
to ‘‘Away-Market Routing Intermediary’’
fee. Because this fee is only applicable
when a Routing Intermediary is routing
to away markets, the Exchange believes
this change in title will be more
descriptive and helpful to persons
reading the Fees Schedule. Likewise,
the Exchange is expanding on the
description in the text to make clear that
the ‘‘Away-Market Routing
Intermediary’’ fee is payable by a
Routing Intermediary and is only
applicable for away-market routing from
any PULSe workstation. The expanded
description also makes clear that the fee
rates are determined based on the
aggregate level of transactions across all
away-markets and across all PULSe
workstations for which firm serves as
the Routing Intermediary. This level of
detail on the meaning and application of
the fee was previously included in the
discussion section of prior rule filings
and is consistent with the Exchange’s
original intent and understanding the
fee structure.10 The Exchange is simply
proposing to include the clarifying
information within the text of the Fees
Schedule.
2 Statutory Basis
The proposed rule change is
consistent with Section 6(b) of the
Act,11 in general, and furthers the
objectives of Section 6(b)(4) of the Act,12
in particular, in that it is designed to
provide for the equitable allocation of
reasonable dues, fees, and other charges
among TPHs in that the same fees are
applicable to all TPHs that utilize the
PULSe workstation or make it available
to non-TPHs.
With respect to the C2 Routing fee in
particular, the Exchange believes that
the establishment of the C2 Routing fee,
which is payable by TPHs only for
transactions originating from non-TPH
workstations, is equitable and not
unfairly discriminatory because, from
the TPH perspective, as indicated above,
the same fees are applicable to all TPHs
9 This fee is currently $0.02 per contract or share
equivalent for the first 1 million contracts or share
equivalent executed in a month and $0.03 per
contract or share equivalent for each additional
contract or share equivalent executed in the same
month.
10 See, e.g., SR–C2–2011–020, note 5, supra.
11 15 U.S.C. 78f(b).
12 15 U.S.C. 78f(b)(4).
PO 00000
Frm 00126
Fmt 4703
Sfmt 4703
that make the PULSe workstation
available to non-TPHs. In addition,
because non-TPHs are able to obtain the
benefits of utilizing the PULSe
workstation—including the ability to
route orders to the Exchange—without
becoming a TPH (and incurring the
associated costs of TPH membership),
the Exchange believes it is equitable and
not unfairly discriminatory for the
Exchange to assess the C2 Routing fee to
TPHs for executions of orders
originating from non-TPH PULSe
workstations. The Exchange believes
that the $0.02/$0.03 C2 Routing fee rate
itself—which will allow for the
recoupment of the costs of developing,
maintaining, and supporting the PULSe
workstation and for income from the
value-added services being provided
through use of the PULSe workstation—
is reasonable and appropriate in light of
the facts that it is small in relation to the
total costs typically incurred in routing
and executing orders and that the
amount is comparable to the Exchange’s
existing Routing Intermediary fee for
away-market routing. The Exchange also
believes that the lower $0.02 rate for the
first 1 million contracts or share
equivalent (as compared to the $0.03
rate for each additional contract or share
equivalent) is reasonable in that it is
designed to help attract and encourage
use of the PULSe workstation. Finally,
in our consideration that the fee is
equitable and not unfairly
discriminatory, the Exchange note that
use of the PULSe workstation, and the
routing technology available through the
PULSe workstation, are not compulsory.
The service is offered as a convenience
and is not the exclusive means available
to send or route orders to C2 (or another
market).
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 purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The proposed rule change is
designated by the Exchange as
establishing or changing a due, fee, or
other charge, thereby qualifying for
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Federal Register / Vol. 76, No. 196 / Tuesday, October 11, 2011 / Notices
effectiveness on filing pursuant to
Section 19(b)(3)(A)(ii) of the Act 13 and
subparagraph (f)(2) of Rule 19b–414
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.
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:
mstockstill on DSK4VPTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rule-comments@
sec.gov. Please include File Number SR–
C2–2011–028 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–C2–2011–028. This file
number should be included on the
subject line if e-mail 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 Web site (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 Web site 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 such filing
also will be available for inspection and
copying at the principal office of the
13 15
14 17
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
VerDate Mar<15>2010
20:47 Oct 07, 2011
Jkt 226001
Exchange. All comments received will
be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–C2–
2011–028 and should be submitted on
or before November 1, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–26138 Filed 10–7–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65481; File No. SR–CBOE–
2011–092
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated: Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to PULSe Fees
October 4, 2011.
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 October
3, 2011, the Chicago Board Options
Exchange, Incorporated (‘‘CBOE’’ or
‘‘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 CBOE. The Exchange has designated
this proposal as one establishing or
changing a due, fee, or other charge
imposed by CBOE under Section
19(b)(3)(A)(ii) of the Act 3 and Rule 19b–
4(f)(2) thereunder.4 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 proposing to amend
its Fees Schedule as it relates to the
PULSe workstation. The text of the
proposed rule change is availableon the
Exchange’s Web site https://www.cboe.
org/legal), at the Exchange’s Office of
the Secretary and at the Commission.
15 17
CFR 200.30–3(a)(12).
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 U.S.C.
PO 00000
Frm 00127
Fmt 4703
Sfmt 4703
62881
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
CBOE 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 examined at the places specified in
Item IV below. CBOE 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, Proposed Rule
Change
1. Purpose
The purpose of this proposed rule
change is to adopt a PULSe routing fee
for executions of orders on CBOE and
CBOE Stock Exchange, LLC (‘‘CBSX,’’
CBOE’s stock execution facility) that
originate from non-Trading Permit
Holder (‘‘TPH’’) PULSe workstations.
The Exchange is also proposing some
non-substantive changes to the fees
schedule text to clarify the existing
operation of the Routing Intermediary
fee. These changes, which are described
in more detail below, will be effective
October 3, 2011.5
By way of background, the PULSe
workstation is a front-end order entry
system designed for use with respect to
orders that may be sent to the trading
systems of CBOE and CBSX. In addition,
the PULSe workstation provides a user
with the capability to send options
orders to other U.S. options exchanges
and stock orders to other U.S. stock
exchanges and trading centers (‘‘awaymarket routing’’).6 To use the awaymarket routing functionality, a CBOE or
CBSX TPH must either be a PULSe
Routing Intermediary or establish a
relationship with a third party PULSe
Routing Intermediary. A ‘‘PULSe
Routing Intermediary’’ is a CBOE or
CBSX TPH that has connectivity to, and
is a member of, other options exchanges
and/or stock exchanges and trading
5 See e-mail from Jennifer M. Lamie, Assistant
Secretary, CBOE, to Steve L. Kuan, Attorney,
Division of Trading and Markets, Commission, on
October 3, 2011.
6 For a more detailed description of the PULSe
workstation and its other functionalities, see, e.g.,
Securities Exchange Act Release Nos. 62286 (June
11, 2010), 75 FR 34799 (June 18, 2010) (SR–CBOE–
2010–051); 63244 (November 4, 2010), 75 FR 69148
(November 10, 2010) (SR–CBOE–2010–100); 63721
(January 14, 2011), 76 FR 3929 (January 21, 2011)
(SR–CBOE–2011–001); and 65280 (September 7,
2011), 76 FR 56838 (September 14, 2011) (SR–
CBOE–2011–083).
E:\FR\FM\11OCN1.SGM
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Agencies
[Federal Register Volume 76, Number 196 (Tuesday, October 11, 2011)]
[Notices]
[Pages 62879-62881]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-26138]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65482; File No. SR-C2-2011-028]
Self-Regulatory Organizations; C2 Options Exchange, Incorporated:
Notice of Filing and Immediate Effectiveness of Proposed Rule
ChangeRelating to PULSe Fees
October 4, 2011.
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 October 3, 2011, C2 Options Exchange, Incorporated
(``Exchange'' or ``C2'') 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 has designated this proposal as one establishing
or changing a due, fee, or other charge imposed by the Exchange under
Section 19(b)(3)(A)(ii) of the Act \3\ and Rule 19b-4(f)(2)
thereunder.\4\ 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 Substance
of the Proposed Rule Change
The Exchange is proposing to amend its Fees Schedule as it relates
to the PULSe workstation. The text of the proposed rule change is
available on the Exchange's Web site (https://www.c2exchange.com), at
the Exchange's Office of the Secretary and at the Commission.
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 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, Proposed Rule Change
1. Purpose
The purpose of this proposed rule change is to adopt a PULSe
routing fee for executions of orders on C2 that originate from non-
Trading Permit Holder (``TPH'') PULSe workstations. The Exchange is
also proposing some non-substantive changes to the fees schedule text
to clarify the existing operation of the Routing Intermediary fee.
These changes, which are described in more detail below, will be
effective October 3, 2011.\5\
---------------------------------------------------------------------------
\5\ See e-mail from Jennifer M. Lamie, Assistant Secretary, C2,
to Steve L. Kuan, Attorney, Division of Trading and Markets,
Commission, on October 3, 2011.
---------------------------------------------------------------------------
By way of background, the PULSe workstation is a front-end order
entry system designed for use with respect to orders that may be sent
to the trading systems of C2. In addition, the PULSe workstation
provides a user with the capability to send options orders to other
U.S. options exchanges and stock orders to other U.S. stock exchanges
and trading centers (``away market routing'').\6\ To use the away-
market routing functionality, a C2 TPH must either be a PULSe Routing
Intermediary or establish a relationship with a third party PULSe
Routing Intermediary. A ``PULSe Routing Intermediary'' is a C2 TPH that
has connectivity to, and is a member of, other options and/or stock
exchanges and trading centers. If a TPH sends an order from the PULSe
workstation, the PULSe Routing Intermediary will route that order to
the designated market on behalf of the entering TPH.\7\
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\6\ For a more detailed description of the PULSe workstation and
its other functionalities, see, e.g., Securities Exchange Act
Release Nos. 63246 (November 4, 2010), 75 FR 69478 (November 12,
2010) (SR-C2-2010-007) and 65279 (September 7, 2011), 76 FR 56824
(September 14, 2011) (SR-C2-2011-020).
\7\ The PULSe workstation offers the ability to route orders to
any market including, among others, C2 affiliates Chicago Board
Options Exchange, Incorporated (``CBOE'') and CBOE Stock Exchange,
LLC (``CBSX,'' CBOE's stock execution facility). To the extent a C2
TPH that is also a CBOE/CBSX TPH obtains a PULSe workstation through
CBOE, it is not necessary for that TPH to obtain a separate PULSe
workstation through CBOE or CBSX to route orders to CBOE or CBSX, as
applicable. See, e.g., SR-C2-2010-007, note 5, supra. It is also not
necessary for that TPH to utilize the services of a Routing
Intermediary to route orders to CBOE or CBSX, as applicable. As
such, to the extent a C2 TPH is also a CBOE TPH or a CBSX TPH, the
``Away-Market Routing'' and ``Routing Intermediary'' fees detailed
in the Exchange Fees Schedule are not be applicable because the fees
are only applicable for away-market routing. The TPH would not be
away-market routing, but instead would be submitting orders directly
to C2 as a C2 TPH, CBOE as a CBOE TPH or CBSX as a CBSX TPH, as
applicable, where the TPH's activity would be subject to the
transaction fee schedule of C2, CBOE or CBSX, respectively. To the
extent a C2 TPH is not a CBOE TPH or a CBSX TPH, the Away-Market
Routing and Routing Intermediary fees would apply for the TPH's
executions on CBOE or CBSX, as applicable.
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The first purpose of this proposed rule change is to adopt a C2
Routing fee. This fee would be payable by a TPH that makes the PULSe
workstation available to non-TPHs and would only be applicable for
routing to C2 from such non-TPH PULSe workstations. The fee would be
$0.02 per contract or share equivalent for the first 1 million
contracts or share equivalent executed in a month on C2 that originate
from non-TPH PULSe workstations made available by the TPH, and $0.03
per contract or share equivalent for each additional contract or share
equivalent executed on C2 in the same month from the non-TPH PULSe
workstations made available by the TPH.\8\
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\8\ The Exchange notes that CBOE is submitting a similar rule
change to introduce a ``CBOE/CBSX Routing'' fee that will be
applicable to CBOE TPHs and CBSX TPHs. See SR-CBOE-2011-092. To the
extent that a C2 TPH making the non-TPH PULSe workstations available
is not also a CBOE TPH or a CBSX TPH, routing from the non-TPH
workstations to CBOE or CBSX would not be considered ``CBOE/CBSX
Routing'' and, therefore, would not be subject to that fee (it would
instead be considered ``away-market routing'' and subject to the
Away-Market Routing and Routing Intermediary fees described above).
To the extent that a C2 TPH making the non-TPH PULSe workstations
available is also a CBOE TPH or CBSX TPH, routing from the non-TPH
workstations to CBOE or CBSX would be considered ``CBOE/CBSX
Routing'' and therefore would be subject to that fee.
Example 1: Assume a C2 TPH that is not a CBOE TPH makes a PULSe
workstation available to Non-TPH User A. To the extent that orders
originating from Non-TPH User A's PULSe workstation are routed to
C2, any resulting executions would be subject to the C2 Routing fee.
To the extent that orders originating from Non-TPH User A's PULSe
workstation are routed to CBOE, any resulting executions would be
considered away-market routing and subject to the Away-Market
Routing and Routing Intermediary fees (and not subject to the CBOE/
CBSX Routing fee).
Example 2: Assume a C2 TPH that is also a CBOE TPH makes a PULSe
workstation available to Non-TPH User A. To the extent that orders
originating from Non-TPH User A's PULSe workstation are routed to
C2, any resulting executions would be subject to the C2 Routing fee.
To the extent that orders originating from Non-TPH User A's PULSe
workstation are routed to CBOE, any resulting executions would be
subject to the CBOE/CBSX Routing fee. (Given the C2 TPH's status as
a CBOE TPH, such orders are not considered away-market routing and
therefore are not subject to the Away-Market Routing and Routing
Intermediary fees.)
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[[Page 62880]]
The C2 Routing fee will allow for the recoupment of the costs of
developing, maintaining, and supporting the PULSe workstation and for
income from the value-added services being provided through use of the
PULSe workstation. The Exchange believes the fee structure represents
an equitable allocation of reasonable fees in that the same fees will
be applicable to all TPHs that make PULSe workstations available to
non-TPHs. The Exchange also believes that the establishment of the fee,
which is payable by TPHs only for transactions originating from non-TPH
workstations, is equitable and not unfairly discriminatory because non-
TPHs are able to obtain the benefits of utilizing the PULSe
workstation--including the ability to route orders to the Exchange--
without becoming a TPH (and incurring the associated costs of TPH
membership). In addition, the Exchange believes that the $0.02/$0.03 C2
Routing fee is reasonable and appropriate in light of the facts that it
is small in relation to the total costs typically incurred in routing
and executing orders and that the amount is comparable to the
Exchange's existing Routing Intermediary fee for away-market routing.
The Exchange notes that the lower $0.02 rate for the first 1 million
contracts or share equivalent (as compared to the $0.03 rate for each
additional contract or share equivalent) is reasonable in that it is
designed to help attract and encourage use of the PULSe workstation.
The Exchange also notes that use of the PULSe workstation, and the
routing technology available through the PULSe workstation, are not
compulsory. The service is offered as a convenience and is not the
exclusive means available to send or route orders to C2 (or another
market).
The second purpose of this proposed rule change is to revise and
expand on the description in the Fees Schedule text of the ``Routing
Intermediary'' fee.\9\ In particular, the Exchange is renaming the fee
from ``Routing Intermediary'' fee to ``Away-Market Routing
Intermediary'' fee. Because this fee is only applicable when a Routing
Intermediary is routing to away markets, the Exchange believes this
change in title will be more descriptive and helpful to persons reading
the Fees Schedule. Likewise, the Exchange is expanding on the
description in the text to make clear that the ``Away-Market Routing
Intermediary'' fee is payable by a Routing Intermediary and is only
applicable for away-market routing from any PULSe workstation. The
expanded description also makes clear that the fee rates are determined
based on the aggregate level of transactions across all away-markets
and across all PULSe workstations for which firm serves as the Routing
Intermediary. This level of detail on the meaning and application of
the fee was previously included in the discussion section of prior rule
filings and is consistent with the Exchange's original intent and
understanding the fee structure.\10\ The Exchange is simply proposing
to include the clarifying information within the text of the Fees
Schedule.
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\9\ This fee is currently $0.02 per contract or share equivalent
for the first 1 million contracts or share equivalent executed in a
month and $0.03 per contract or share equivalent for each additional
contract or share equivalent executed in the same month.
\10\ See, e.g., SR-C2-2011-020, note 5, supra.
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2 Statutory Basis
The proposed rule change is consistent with Section 6(b) of the
Act,\11\ in general, and furthers the objectives of Section 6(b)(4) of
the Act,\12\ in particular, in that it is designed to provide for the
equitable allocation of reasonable dues, fees, and other charges among
TPHs in that the same fees are applicable to all TPHs that utilize the
PULSe workstation or make it available to non-TPHs.
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\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(4).
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With respect to the C2 Routing fee in particular, the Exchange
believes that the establishment of the C2 Routing fee, which is payable
by TPHs only for transactions originating from non-TPH workstations, is
equitable and not unfairly discriminatory because, from the TPH
perspective, as indicated above, the same fees are applicable to all
TPHs that make the PULSe workstation available to non-TPHs. In
addition, because non-TPHs are able to obtain the benefits of utilizing
the PULSe workstation--including the ability to route orders to the
Exchange--without becoming a TPH (and incurring the associated costs of
TPH membership), the Exchange believes it is equitable and not unfairly
discriminatory for the Exchange to assess the C2 Routing fee to TPHs
for executions of orders originating from non-TPH PULSe workstations.
The Exchange believes that the $0.02/$0.03 C2 Routing fee rate itself--
which will allow for the recoupment of the costs of developing,
maintaining, and supporting the PULSe workstation and for income from
the value-added services being provided through use of the PULSe
workstation--is reasonable and appropriate in light of the facts that
it is small in relation to the total costs typically incurred in
routing and executing orders and that the amount is comparable to the
Exchange's existing Routing Intermediary fee for away-market routing.
The Exchange also believes that the lower $0.02 rate for the first 1
million contracts or share equivalent (as compared to the $0.03 rate
for each additional contract or share equivalent) is reasonable in that
it is designed to help attract and encourage use of the PULSe
workstation. Finally, in our consideration that the fee is equitable
and not unfairly discriminatory, the Exchange note that use of the
PULSe workstation, and the routing technology available through the
PULSe workstation, are not compulsory. The service is offered as a
convenience and is not the exclusive means available to send or route
orders to C2 (or another market).
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 purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The proposed rule change is designated by the Exchange as
establishing or changing a due, fee, or other charge, thereby
qualifying for
[[Page 62881]]
effectiveness on filing pursuant to Section 19(b)(3)(A)(ii) of the Act
\13\ and subparagraph (f)(2) of Rule 19b-4\14\ thereunder.
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\13\ 15 U.S.C. 78s(b)(3)(A)(ii).
\14\ 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 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.
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 e-mail to rule-comments@sec.gov. Please include
File Number SR-C2-2011-028 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-C2-2011-028. This file
number should be included on the subject line if e-mail 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 Web site (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 Web site 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 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; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-C2-2011-028 and should be
submitted on or before November 1, 2011.
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\15\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
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pursuant to delegated authority.\15\
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011-26138 Filed 10-7-11; 8:45 am]
BILLING CODE 8011-01-P