Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Revenue Sharing Program With Correlix and a Free Trial Period for New Users of the Correlix Service, 63685-63686 [2011-26384]
Download as PDF
Federal Register / Vol. 76, No. 198 / Thursday, October 13, 2011 / Notices
be submitted on or before November 3,
2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–26382 Filed 10–12–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65497; File No. SR–BATS–
2011–042]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Revenue
Sharing Program With Correlix and a
Free Trial Period for New Users of the
Correlix Service
October 6, 2011.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’ or the ‘‘Exchange Act’’),1 and
Rule 19b–4 thereunder,2 notice is
hereby given that on September 30,
2011, BATS Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BATS’’) 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 Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
sroberts on DSK5SPTVN1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing to
establish a revenue sharing program
with Correlix, Inc. (‘‘Correlix’’) and a
free trial period for new subscribers to
the Correlix service.
The text of the proposed rule change
is available at the Exchange’s Web site
at https://www.batstrading.com, at the
principal office of the Exchange, 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
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
16:50 Oct 12, 2011
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to establish a revenue sharing
program with Correlix. The Exchange
has entered into an agreement with
Correlix to provide to Users 3 of the
Exchange real-time analytical tools to
measure the latency of orders to and
from the Exchange’s system as well as
the latency of market data updates
transmitted from the Exchange systems
to the User. Under the agreement, the
Exchange will receive 30% of the total
monthly subscription fees received by
Correlix from parties who have
contracted directly with Correlix to use
their RaceTeam latency measurement
service for the Exchange. The Exchange
will not bill or contract with any
Correlix RaceTeam customer directly.
Fees will apply separately for Users of
the Exchange’s cash equities platform
and the Exchange’s equity options
platform. Pricing for the Correlix
RaceTeam product for Users of the
Exchange will be based on the number
of ports requested by the User for
monitoring by Correlix; each ‘‘port’’ is a
FIX or binary order entry (‘‘BOE’’)
protocol connection to the Exchange.
The fee for equities Users of the
Exchange will be an initial $2,500
monthly base fee for the first 25 ports
requested by the User for latency
monitoring, and an additional $1,000
per month for each additional 25 ports
(or portion thereof) requested by the
User for latency monitoring. The fee for
options Users of the Exchange will be an
initial $1,500 monthly fee for the first 25
ports requested by the User for latency
monitoring, and an additional $1,000
per month for each additional 25 ports
(or portion thereof).
The use of ports as the basis of
charging will permit order-related
messages transmitted to the Exchange’s
cash equities platform and the
Exchanges equity options platform to be
differentiated and kept separate. For
these purposes, the combination of port
and User ID provides the mechanism for
Users to receive latency data for their
transactions on each particular
3 A ‘‘User’’ is defined in BATS Rule 1.5(cc) as any
member or sponsored participant of the Exchange
who is authorized to obtain access to the System.
1 15
VerDate Mar<15>2010
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 parts of such
statements.
Jkt 226001
PO 00000
Frm 00086
Fmt 4703
Sfmt 4703
63685
Exchange market. The Correlix
RaceTeam product will include controls
such that Users will not be able to
obtain latency information about
options orders through an equities port
connection and vice versa.
Under the program, the Correlix data
collector 4 will see an individualized
unique identifier that will allow
Correlix RaceTeam to determine round
trip order time,5 from the time the order
reaches the Exchange, through the
Exchange matching engine, and back
out of the Exchange. The RaceTeam
product offering does not measure
latency outside of the Exchange. The
unique identifier serves as a
technological information barrier so that
the Correlix data collector will only be
able to view data for Correlix RaceTeam
subscribers related to latency. The
Correlix data collector will not see
subscriber’s individual order detail such
as security, price or size. Individual
RaceTeam subscribers’ logins will
restrict access to only their own latency
data. The Correlix data collector will see
no specific information regarding the
trading activity of non-subscribers. The
Exchange believes that the above
arrangement will provide Users of the
Exchange with greater transparency into
the processing of their trading activity
and allow them to make more efficient
trading decisions.
In addition, the Exchange proposes to
establish a flexible 60-day free trial so
parties will be eligible for one free 60day trial period of Correlix services
whenever they initially elect to sign-up
for the service, now or in the future. The
Exchange is proposing the flexible trial
to ensure that all Correlix subscribers
have an equal opportunity to take
advantage of an initial free trial period.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act,6 in general, and furthers the
objectives of Section 6(b)(5) of the Act,7
in particular, in that it is 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
4 The Correlix data collector is a Correlix process
that receives information from the Exchange that is
subsequently taken into Correlix’s systems for
latency monitoring purposes.
5 The product measures latency of orders whether
the orders are rejected, executed, or partially
executed.
6 15 U.S.C. 78f(b).
7 15 U.S.C. 78f(b)(5).
E:\FR\FM\13OCN1.SGM
13OCN1
63686
Federal Register / Vol. 76, No. 198 / Thursday, October 13, 2011 / Notices
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. The
Exchange believes the proposed rule
will provide greater transparency into
trade and information processing and
thus allow market participants to make
better-informed and more efficient
trading decisions.
In addition, the Exchange believes
that the proposed rule change is
consistent with the provisions of
Section 6 of the Act,8 in general, and
with Section 6(b)(4) of the Act,9 in
particular, in that it provides for the
equitable allocation of reasonable dues,
fees and other charges among members
and issuers and other persons using any
facility or system that the Exchange
operates or controls. In particular, the
Exchange notes that it operates in a
highly competitive market in which
market participants can readily direct
orders to competing venues and that use
of the Correlix RaceTeam product is
completely voluntary. Further, the
Exchange will make the RaceTeam
product uniformly available pursuant to
a standard non-discriminatory pricing
schedule offered by Correlix and will
offer the free trial period on a uniform
and non-discriminatory basis.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change imposes any
burden on competition.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
sroberts on DSK5SPTVN1PROD with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 10 and Rule 19b–
4(f)(6)(iii) thereunder.11
At any time within 60 days of the
filing of the proposed rule change, the
8 15
U.S.C. 78f.
9 15 U.S.C. 78f(b)(4).
10 15 U.S.C. 78s(b)(3)(A).
11 17 CFR 240.19b–4(f)(6).
VerDate Mar<15>2010
16:50 Oct 12, 2011
Jkt 226001
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 proposal 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–BATS–2011–042 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–BATS–2011–042. 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–BATS–
PO 00000
Frm 00087
Fmt 4703
Sfmt 4703
2011–042 and should be submitted on
or before November 3, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–26384 Filed 10–12–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65500; File No. SR–BATS–
2011–041]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Adopt a Definition of
Professional and Require That All
Professional Orders Be Appropriately
Marked
October 6, 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
September 29, 2011, BATS Exchange,
Inc. (the ‘‘Exchange’’ or ‘‘BATS’’) 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 a ‘‘non-controversial’’
proposed rule change pursuant to
Section 19(b)(3)(A) of the Act 3 and Rule
19b–4(f)(6)(iii) thereunder,4 which
renders it effective upon filing with the
Commission. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange filed a proposal for the
BATS Options Market (‘‘BATS
Options’’) to amend Rule 16.1
(Definitions) to adopt a definition of
‘‘Professional’’ on the Exchange and
require that all Professional orders be
appropriately marked by Exchange
members.
The text of the proposed rule change
is available at the Exchange’s Web site
at https://www.batstrading.com, at the
principal office of the Exchange, and at
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6)(iii).
1 15
E:\FR\FM\13OCN1.SGM
13OCN1
Agencies
[Federal Register Volume 76, Number 198 (Thursday, October 13, 2011)]
[Notices]
[Pages 63685-63686]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-26384]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65497; File No. SR-BATS-2011-042]
Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Revenue Sharing Program With
Correlix and a Free Trial Period for New Users of the Correlix Service
October 6, 2011.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act'' or the ``Exchange Act''),\1\ and Rule 19b-4 thereunder,\2\
notice is hereby given that on September 30, 2011, BATS Exchange, Inc.
(the ``Exchange'' or ``BATS'') 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 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
The Exchange is proposing to establish a revenue sharing program
with Correlix, Inc. (``Correlix'') and a free trial period for new
subscribers to the Correlix service.
The text of the proposed rule change is available at the Exchange's
Web site at https://www.batstrading.com, at the principal office of the
Exchange, 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 parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to establish a revenue
sharing program with Correlix. The Exchange has entered into an
agreement with Correlix to provide to Users \3\ of the Exchange real-
time analytical tools to measure the latency of orders to and from the
Exchange's system as well as the latency of market data updates
transmitted from the Exchange systems to the User. Under the agreement,
the Exchange will receive 30% of the total monthly subscription fees
received by Correlix from parties who have contracted directly with
Correlix to use their RaceTeam latency measurement service for the
Exchange. The Exchange will not bill or contract with any Correlix
RaceTeam customer directly.
---------------------------------------------------------------------------
\3\ A ``User'' is defined in BATS Rule 1.5(cc) as any member or
sponsored participant of the Exchange who is authorized to obtain
access to the System.
---------------------------------------------------------------------------
Fees will apply separately for Users of the Exchange's cash
equities platform and the Exchange's equity options platform. Pricing
for the Correlix RaceTeam product for Users of the Exchange will be
based on the number of ports requested by the User for monitoring by
Correlix; each ``port'' is a FIX or binary order entry (``BOE'')
protocol connection to the Exchange. The fee for equities Users of the
Exchange will be an initial $2,500 monthly base fee for the first 25
ports requested by the User for latency monitoring, and an additional
$1,000 per month for each additional 25 ports (or portion thereof)
requested by the User for latency monitoring. The fee for options Users
of the Exchange will be an initial $1,500 monthly fee for the first 25
ports requested by the User for latency monitoring, and an additional
$1,000 per month for each additional 25 ports (or portion thereof).
The use of ports as the basis of charging will permit order-related
messages transmitted to the Exchange's cash equities platform and the
Exchanges equity options platform to be differentiated and kept
separate. For these purposes, the combination of port and User ID
provides the mechanism for Users to receive latency data for their
transactions on each particular Exchange market. The Correlix RaceTeam
product will include controls such that Users will not be able to
obtain latency information about options orders through an equities
port connection and vice versa.
Under the program, the Correlix data collector \4\ will see an
individualized unique identifier that will allow Correlix RaceTeam to
determine round trip order time,\5\ from the time the order reaches the
Exchange, through the Exchange matching engine, and back out of the
Exchange. The RaceTeam product offering does not measure latency
outside of the Exchange. The unique identifier serves as a
technological information barrier so that the Correlix data collector
will only be able to view data for Correlix RaceTeam subscribers
related to latency. The Correlix data collector will not see
subscriber's individual order detail such as security, price or size.
Individual RaceTeam subscribers' logins will restrict access to only
their own latency data. The Correlix data collector will see no
specific information regarding the trading activity of non-subscribers.
The Exchange believes that the above arrangement will provide Users of
the Exchange with greater transparency into the processing of their
trading activity and allow them to make more efficient trading
decisions.
---------------------------------------------------------------------------
\4\ The Correlix data collector is a Correlix process that
receives information from the Exchange that is subsequently taken
into Correlix's systems for latency monitoring purposes.
\5\ The product measures latency of orders whether the orders
are rejected, executed, or partially executed.
---------------------------------------------------------------------------
In addition, the Exchange proposes to establish a flexible 60-day
free trial so parties will be eligible for one free 60-day trial period
of Correlix services whenever they initially elect to sign-up for the
service, now or in the future. The Exchange is proposing the flexible
trial to ensure that all Correlix subscribers have an equal opportunity
to take advantage of an initial free trial period.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act,\6\ in general, and furthers the objectives of Section
6(b)(5) of the Act,\7\ in particular, in that it is 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
[[Page 63686]]
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. The Exchange believes the proposed rule will provide greater
transparency into trade and information processing and thus allow
market participants to make better-informed and more efficient trading
decisions.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
In addition, the Exchange believes that the proposed rule change is
consistent with the provisions of Section 6 of the Act,\8\ in general,
and with Section 6(b)(4) of the Act,\9\ in particular, in that it
provides for the equitable allocation of reasonable dues, fees and
other charges among members and issuers and other persons using any
facility or system that the Exchange operates or controls. In
particular, the Exchange notes that it operates in a highly competitive
market in which market participants can readily direct orders to
competing venues and that use of the Correlix RaceTeam product is
completely voluntary. Further, the Exchange will make the RaceTeam
product uniformly available pursuant to a standard non-discriminatory
pricing schedule offered by Correlix and will offer the free trial
period on a uniform and non-discriminatory basis.
---------------------------------------------------------------------------
\8\ 15 U.S.C. 78f.
\9\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change imposes
any burden on competition.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has neither solicited nor received written comments on
the proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \10\ and Rule 19b-
4(f)(6)(iii) thereunder.\11\
---------------------------------------------------------------------------
\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
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 proposal 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-BATS-2011-042 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-BATS-2011-042. 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-BATS-2011-042 and should be
submitted on or before November 3, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
---------------------------------------------------------------------------
\12\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011-26384 Filed 10-12-11; 8:45 am]
BILLING CODE 8011-01-P