Self-Regulatory Organizations; BATS Exchange, Inc.; Order Approving Proposed Rule Change by BATS Exchange, Inc. To Adopt Rules Applicable to Auctions Conducted by the Exchange for Exchange-Listed Securities, 67238-67239 [2011-28047]
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67238
Federal Register / Vol. 76, No. 210 / Monday, October 31, 2011 / Notices
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
FINRA. 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–FINRA–2011–061 and
should be submitted on or before
November 21, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2011–28061 Filed 10–28–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65619, File No. SR–BATS–
2011–032]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Order Approving
Proposed Rule Change by BATS
Exchange, Inc. To Adopt Rules
Applicable to Auctions Conducted by
the Exchange for Exchange-Listed
Securities
October 25, 2011.
jlentini on DSK4TPTVN1PROD with NOTICES
I. Introduction
On August 22, 2011, BATS Exchange,
Inc. (‘‘BATS’’ or ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’),1 and
Rule 19b–4 thereunder,2 a proposed rule
change to adopt rules governing
auctions conducted on the Exchange for
securities listed on BATS (‘‘Exchange
Auctions’’). The proposed rule change
was published for comment in the
Federal Register on September 12,
2011.3 The Commission received no
comment letters regarding the proposal.
15 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 65266
(September 6, 2011), 76 FR 56249 (September 12,
2011) (‘‘Notice’’).
1 15
VerDate Mar<15>2010
17:21 Oct 28, 2011
Jkt 226001
This order approves the proposed rule
change.
II. Description of the Proposal
The Exchange proposes to adopt rules
to govern Exchange Auctions.
Specifically, the Exchange proposes to
conduct: (1) An opening auction
(‘‘Opening Auction’’) and determine an
official opening price for dissemination
to the consolidated tape; (2) a closing
auction (‘‘Closing Auction’’) and
determine an official closing price for
dissemination to the consolidated tape;
(3) an auction in the event of an initial
public offering (‘‘IPO Auction’’); and (4)
an auction in the event of a halt of
trading in a security (‘‘Halt Auction’’).
The Opening Auction, IPO Auction,
Halt Auction, and Closing Auction
operated by BATS will be a single-price
Dutch auction to match buy and sell
orders at the price at which the most
shares would execute. In addition, the
Exchange seeks to establish order types
to participate in the Opening and
Closing Auction and to offer a new data
feed to Exchange data recipients 4 in
connection with Exchange Auctions,
(‘‘BATS Auction Feed’’).5
A. BATS Auction Feed
The Exchange represents that the
BATS Auction Feed would provide data
recipients with uncompressed real-time
data regarding the current status of price
and size information related to
Exchange Auctions.6 In addition, the
Exchange represents that the BATS
Auction Feed would be made available
to all data recipients equally and
without charge via subscription through
an established connection to the
Exchange through extranets, direct
connection, and Internet-based virtual
private networks.7
B. Order Types To Participate in
Auctions
The Exchange proposes to offer the
following order types in connection
with Opening Auctions: ‘‘Market-OnOpen’’ or ‘‘MOO’’ order, ‘‘Limit-OnOpen’’ or ‘‘LOO’’ order, and a ‘‘LateLimit-On-Open’’ or ‘‘LLOO’’ order. The
Exchange proposes to offer the
following order types in connection
with Closing Auctions: ‘‘Market-OnClose’’ or ‘‘MOC’’ order, ‘‘Limit-OnClose’’ or ‘‘LOC’’ order, and a ‘‘Late4 The Exchange represents that Exchange data
recipients include Members of the Exchange as well
as non-Members that have entered into an
agreement with the Exchange that permits them to
receive Exchange data. See Notice supra note 3, at
76 FR 56250 n. 4.
5 See Notice supra note 3, at 76 FR 56249 n.4.
6 See id.
7 See id.
PO 00000
Frm 00111
Fmt 4703
Sfmt 4703
Limit-On-Close’’ or ‘‘LLOC.’’ In
addition, the Exchange seeks to offer a
‘‘Regular Hours Only’’ or ‘‘RHO’’ order,
which would be a BATS order that is
designated for execution only during
Regular Trading Hours,8 which includes
the Opening Auction, the Closing
Auction, and IPO/Halt Auctions.
C. Opening Auction
The Exchange will conduct an
Opening Auction for all BATS listed
securities. The Exchange will permit
Users 9 to submit orders to the Exchange
starting at 8 a.m., the beginning of the
Pre-Opening Session.10 Any Eligible
Auction Orders 11 designated for the
Opening Auction would be queued until
9:30 a.m. at which time they would be
eligible to be executed in the Opening
Auction. BATS proposes to disseminate
and update the BATS Auction Feed
associated with the Opening Auction at
9:28 a.m. and every five seconds
thereafter via electronic means.
D. Closing Auction
The Exchange will conduct a Closing
Auction for all BATS listed securities.
The Exchange would permit Users to
submit orders to the Exchange starting
at 8 a.m., the beginning of the PreOpening Session. Any Eligible Auction
Orders designated for the Closing
Auction would be queued until 4 p.m.
at which time they would be eligible to
be executed in the Closing Auction.
BATS proposes to disseminate and
update the BATS Auction Feed
associated with the Closing Auction at
3:55 p.m. and every 5 seconds thereafter
via electronic means.
E. IPO and Halt Auctions
For trading in a BATS listed security
in an IPO or following a trading halt in
that security, the Exchange proposes to
conduct an IPO or Halt Auction. The
Quote-Only Period 12 with respect to a
8 BATS Rule 1.5(w) defines ‘‘Regular Trading
Hours’’ is the time between 9:30 a.m. and 4 p.m.
Eastern Time.
9 BATS Rule 1.5(c) defines ‘‘User’’ as any member
or sponsored participant of the Exchange who is
authorized to obtain access to the System.
10 BATS Rule 1.5(r) defines the ‘‘Pre-Opening
Session’’ as the time between 8 a.m. and 9:30 a.m.
Eastern Time.
11 Proposed BATS Rule 11.23(a)(8) defines
‘‘Eligible Auction Orders’’ as any MOO, LOO,
LLOO, MOC, LOC, or LLOC order that is entered
in compliance with its respective cutoff for an
Opening or Closing Auction, any RHO order prior
to the Opening Auction, and any limit or market
order not designated to exclusively participate in
the Opening and Closing Auction entered during
the Quote-Only Period of an IPO or Halt Auction.
12 The Quote-Only Period is a period of time prior
to an IPO or Halt Auction during which the
Exchange will permit Users to submit orders but the
Exchange will not execute any transactions in the
applicable security (i.e., there are no Continuous
E:\FR\FM\31OCN1.SGM
31OCN1
67239
Federal Register / Vol. 76, No. 210 / Monday, October 31, 2011 / Notices
Halt Auction would commence five
minutes prior to such Halt Auction and
with respect to an IPO Auction would
commence fifteen minutes plus a short
random period prior to such IPO
Auction. Any Eligible Auction Orders
associated with an IPO or Halt Auction
would be queued until the end of the
Quote-Only Period at which time they
would be eligible to be executed in the
associated auction. The Exchange
proposes to require that all orders
associated with IPO or Halt Auctions be
received prior to the end of the QuoteOnly Period in order to participate in
the auction. The Exchange would
permit Eligible Auction Orders
associated with an IPO or Halt Auction
to be cancelled at any time prior to
execution. Coinciding with the
beginning of the Quote-Only Period for
a security, the Exchange further
proposes to disseminate and update the
BATS Auction Feed associated with the
IPO or Halt Auction every five seconds
thereafter via electronic means.
jlentini on DSK4TPTVN1PROD with NOTICES
III. Discussion
After careful consideration of the
proposed rule change, the Commission
finds that the proposal is consistent
with the requirements of the Act and the
rules and regulations thereunder
applicable to a national securities
exchange.13 The Commission believes
that the proposed rule change is
consistent with Section 6(b) of the Act,
in general, and Section 6(b)(5) of the
Act,14 in particular, in that it is designed
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.
BATS notes that the current proposal
is integral to its listing rules,15 and
would provide companies with an
alternative venue to list and trade
securities in an orderly fashion at the
open and close of trading, as well as in
Book executions occurring while orders are
collected). See Notice supra note 3, at 76 FR 56252.
13 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
14 15 U.S.C. 78f(b)(5).
15 The Commission notes that the Exchange
separately proposed, and the Commission
approved, rules for the qualification, listing, and
delisting of companies on the Exchange. See
Securities Exchange Act Release No. 34–65225
(August 30, 2011), 76 FR 55148 (September 6, 2011)
(SR–BATS–2011–018).
VerDate Mar<15>2010
17:21 Oct 28, 2011
Jkt 226001
the context of an IPO or halted trading
in the security.16 The Exchange believes
that operation of Exchange Auctions for
securities listed on the Exchange will
assist in the price discovery process and
help to ensure a fair and orderly market
for securities listed on the Exchange.17
The Commission notes that the
Exchange has proposed to operate
Exchange Auctions as a single price
Dutch auction to match buy and sell
orders at the price at which most shares
would execute. The Exchange has
designed Exchange Auctions to be
conducted within specified periods of
time and in accordance with specified
order entry, cancellation, pricing, and
execution priority parameters. The
Exchange may adjust the timing of or
suspend Exchange Auctions with prior
notice to Members whenever, in the
judgment of the Exchange, it would be
required by the interests of a fair and
orderly market.18 The Exchange also has
designed the BATS Auction Feed to
disseminate information regarding the
current status of price and size
information related to auctions being
conducted. The Exchange has
represented that the BATS Auction Feed
will be available to data recipients
equally and without charge.19
The Commission believes that the
proposal is designed to assist the price
discovery process, should help
minimize price volatility, and should
promote a fair and orderly market for
securities listed on the Exchange. The
Commission believes that the BATS
Auction Feed should enhance
transparency and promote competition
among orders by facilitating the public
dissemination of current trading interest
in a particular security during Exchange
Auctions.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65615; File No. SR–CHX–
2011–17]
Self-Regulatory Organizations;
Chicago Stock Exchange, Inc.; Notice
and Order Granting Accelerated
Approval to Proposed Rule Change, as
Modified by Amendment No. 1,
Regarding the Submission of ClearingRelated Information for Trades
Executed Otherwise Than on the
Exchange
October 24, 2011.
I. Introduction
On July 7, 2011, the Chicago Stock
Exchange, Inc. (‘‘CHX’’ or ‘‘Exchange’’)
filed with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 a proposed rule
change regarding the submission of
clearing-related information for trades
executed otherwise than on the CHX.
The proposed rule change was
published for comment in the Federal
Register on July 26, 2011.3 The
Commission received one comment in
support of the proposal.4 CHX filed
Amendment No. 1 to the proposed rule
change on October 24, 2011.5 This order
approves the proposed rule change, as
modified by Amendment No. 1, on an
accelerated basis.
II. Description of the Proposal
The text of the proposed rule change,
as modified, is reproduced below.
Additions are italicized, deletions are
øbracketed¿.
Rules of Chicago Stock Exchange, Inc.
IV. Conclusion
*
It Is Therefore Ordered, pursuant to
Section 19(b)(2) of the Act,20 that the
proposed rule change (SR–BATS–2011–
032) be, and hereby is, approved.
Article 1.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.21
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2011–28047 Filed 10–28–11; 8:45 am]
BILLING CODE 8011–01–P
Notice, supra note 3, 76 FR at 56253.
id. at 56253.
18 See Proposed BATS Rule 11.23(g).
19 The Commission notes that should the
Exchange determine to charge fees associated the
BATS Auction Feed, the Exchange would submit a
proposed rule change to the Commission in order
to implement those fees.
20 15 U.S.C. 78s(b)(2).
21 17 CFR 200.30–3(a)(12).
*
*
*
*
Definitions and General Information
Rule 1. Definitions
Whenever and wherever used in these
Rules, unless the context requires otherwise,
the following terms shall have the respective
meanings ascribed to them below:
(a)—(dd) Unchanged
(ee) ‘‘Clearing Participant’’ means a
Participant which has been admitted to
membership in a Qualified Clearing Agency
pursuant to the provisions of the Rules of the
Qualified Clearing Agency.
16 See
17 See
PO 00000
Frm 00112
Fmt 4703
Sfmt 4703
1 15
U.S.C. 78s(b)(l).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 64937
(July 20, 2011), 76 FR 44638 (‘‘Notice’’).
4 See letter to Elizabeth M. Murphy, Secretary,
Commission, from Christopher Meyer, Chief
Compliance Officer, E*Trade Capital Markets, LLC
dated August 16, 2011.
5 See Amendment No. 1, dated October 24, 2011.
2 17
E:\FR\FM\31OCN1.SGM
31OCN1
Agencies
[Federal Register Volume 76, Number 210 (Monday, October 31, 2011)]
[Notices]
[Pages 67238-67239]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-28047]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65619, File No. SR-BATS-2011-032]
Self-Regulatory Organizations; BATS Exchange, Inc.; Order
Approving Proposed Rule Change by BATS Exchange, Inc. To Adopt Rules
Applicable to Auctions Conducted by the Exchange for Exchange-Listed
Securities
October 25, 2011.
I. Introduction
On August 22, 2011, BATS Exchange, Inc. (``BATS'' or ``Exchange'')
filed with the Securities and Exchange Commission (``Commission''),
pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 thereunder,\2\ a proposed rule change to
adopt rules governing auctions conducted on the Exchange for securities
listed on BATS (``Exchange Auctions''). The proposed rule change was
published for comment in the Federal Register on September 12, 2011.\3\
The Commission received no comment letters regarding the proposal. This
order approves the proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 65266 (September 6,
2011), 76 FR 56249 (September 12, 2011) (``Notice'').
---------------------------------------------------------------------------
II. Description of the Proposal
The Exchange proposes to adopt rules to govern Exchange Auctions.
Specifically, the Exchange proposes to conduct: (1) An opening auction
(``Opening Auction'') and determine an official opening price for
dissemination to the consolidated tape; (2) a closing auction
(``Closing Auction'') and determine an official closing price for
dissemination to the consolidated tape; (3) an auction in the event of
an initial public offering (``IPO Auction''); and (4) an auction in the
event of a halt of trading in a security (``Halt Auction''). The
Opening Auction, IPO Auction, Halt Auction, and Closing Auction
operated by BATS will be a single-price Dutch auction to match buy and
sell orders at the price at which the most shares would execute. In
addition, the Exchange seeks to establish order types to participate in
the Opening and Closing Auction and to offer a new data feed to
Exchange data recipients \4\ in connection with Exchange Auctions,
(``BATS Auction Feed'').\5\
---------------------------------------------------------------------------
\4\ The Exchange represents that Exchange data recipients
include Members of the Exchange as well as non-Members that have
entered into an agreement with the Exchange that permits them to
receive Exchange data. See Notice supra note 3, at 76 FR 56250 n. 4.
\5\ See Notice supra note 3, at 76 FR 56249 n.4.
---------------------------------------------------------------------------
A. BATS Auction Feed
The Exchange represents that the BATS Auction Feed would provide
data recipients with uncompressed real-time data regarding the current
status of price and size information related to Exchange Auctions.\6\
In addition, the Exchange represents that the BATS Auction Feed would
be made available to all data recipients equally and without charge via
subscription through an established connection to the Exchange through
extranets, direct connection, and Internet-based virtual private
networks.\7\
---------------------------------------------------------------------------
\6\ See id.
\7\ See id.
---------------------------------------------------------------------------
B. Order Types To Participate in Auctions
The Exchange proposes to offer the following order types in
connection with Opening Auctions: ``Market-On-Open'' or ``MOO'' order,
``Limit-On-Open'' or ``LOO'' order, and a ``Late-Limit-On-Open'' or
``LLOO'' order. The Exchange proposes to offer the following order
types in connection with Closing Auctions: ``Market-On-Close'' or
``MOC'' order, ``Limit-On-Close'' or ``LOC'' order, and a ``Late-Limit-
On-Close'' or ``LLOC.'' In addition, the Exchange seeks to offer a
``Regular Hours Only'' or ``RHO'' order, which would be a BATS order
that is designated for execution only during Regular Trading Hours,\8\
which includes the Opening Auction, the Closing Auction, and IPO/Halt
Auctions.
---------------------------------------------------------------------------
\8\ BATS Rule 1.5(w) defines ``Regular Trading Hours'' is the
time between 9:30 a.m. and 4 p.m. Eastern Time.
---------------------------------------------------------------------------
C. Opening Auction
The Exchange will conduct an Opening Auction for all BATS listed
securities. The Exchange will permit Users \9\ to submit orders to the
Exchange starting at 8 a.m., the beginning of the Pre-Opening
Session.\10\ Any Eligible Auction Orders \11\ designated for the
Opening Auction would be queued until 9:30 a.m. at which time they
would be eligible to be executed in the Opening Auction. BATS proposes
to disseminate and update the BATS Auction Feed associated with the
Opening Auction at 9:28 a.m. and every five seconds thereafter via
electronic means.
---------------------------------------------------------------------------
\9\ BATS Rule 1.5(c) defines ``User'' as any member or sponsored
participant of the Exchange who is authorized to obtain access to
the System.
\10\ BATS Rule 1.5(r) defines the ``Pre-Opening Session'' as the
time between 8 a.m. and 9:30 a.m. Eastern Time.
\11\ Proposed BATS Rule 11.23(a)(8) defines ``Eligible Auction
Orders'' as any MOO, LOO, LLOO, MOC, LOC, or LLOC order that is
entered in compliance with its respective cutoff for an Opening or
Closing Auction, any RHO order prior to the Opening Auction, and any
limit or market order not designated to exclusively participate in
the Opening and Closing Auction entered during the Quote-Only Period
of an IPO or Halt Auction.
---------------------------------------------------------------------------
D. Closing Auction
The Exchange will conduct a Closing Auction for all BATS listed
securities. The Exchange would permit Users to submit orders to the
Exchange starting at 8 a.m., the beginning of the Pre-Opening Session.
Any Eligible Auction Orders designated for the Closing Auction would be
queued until 4 p.m. at which time they would be eligible to be executed
in the Closing Auction. BATS proposes to disseminate and update the
BATS Auction Feed associated with the Closing Auction at 3:55 p.m. and
every 5 seconds thereafter via electronic means.
E. IPO and Halt Auctions
For trading in a BATS listed security in an IPO or following a
trading halt in that security, the Exchange proposes to conduct an IPO
or Halt Auction. The Quote-Only Period \12\ with respect to a
[[Page 67239]]
Halt Auction would commence five minutes prior to such Halt Auction and
with respect to an IPO Auction would commence fifteen minutes plus a
short random period prior to such IPO Auction. Any Eligible Auction
Orders associated with an IPO or Halt Auction would be queued until the
end of the Quote-Only Period at which time they would be eligible to be
executed in the associated auction. The Exchange proposes to require
that all orders associated with IPO or Halt Auctions be received prior
to the end of the Quote-Only Period in order to participate in the
auction. The Exchange would permit Eligible Auction Orders associated
with an IPO or Halt Auction to be cancelled at any time prior to
execution. Coinciding with the beginning of the Quote-Only Period for a
security, the Exchange further proposes to disseminate and update the
BATS Auction Feed associated with the IPO or Halt Auction every five
seconds thereafter via electronic means.
---------------------------------------------------------------------------
\12\ The Quote-Only Period is a period of time prior to an IPO
or Halt Auction during which the Exchange will permit Users to
submit orders but the Exchange will not execute any transactions in
the applicable security (i.e., there are no Continuous Book
executions occurring while orders are collected). See Notice supra
note 3, at 76 FR 56252.
---------------------------------------------------------------------------
III. Discussion
After careful consideration of the proposed rule change, the
Commission finds that the proposal is consistent with the requirements
of the Act and the rules and regulations thereunder applicable to a
national securities exchange.\13\ The Commission believes that the
proposed rule change is consistent with Section 6(b) of the Act, in
general, and Section 6(b)(5) of the Act,\14\ in particular, in that it
is designed 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.
---------------------------------------------------------------------------
\13\ In approving this proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
\14\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
BATS notes that the current proposal is integral to its listing
rules,\15\ and would provide companies with an alternative venue to
list and trade securities in an orderly fashion at the open and close
of trading, as well as in the context of an IPO or halted trading in
the security.\16\ The Exchange believes that operation of Exchange
Auctions for securities listed on the Exchange will assist in the price
discovery process and help to ensure a fair and orderly market for
securities listed on the Exchange.\17\
---------------------------------------------------------------------------
\15\ The Commission notes that the Exchange separately proposed,
and the Commission approved, rules for the qualification, listing,
and delisting of companies on the Exchange. See Securities Exchange
Act Release No. 34-65225 (August 30, 2011), 76 FR 55148 (September
6, 2011) (SR-BATS-2011-018).
\16\ See Notice, supra note 3, 76 FR at 56253.
\17\ See id. at 56253.
---------------------------------------------------------------------------
The Commission notes that the Exchange has proposed to operate
Exchange Auctions as a single price Dutch auction to match buy and sell
orders at the price at which most shares would execute. The Exchange
has designed Exchange Auctions to be conducted within specified periods
of time and in accordance with specified order entry, cancellation,
pricing, and execution priority parameters. The Exchange may adjust the
timing of or suspend Exchange Auctions with prior notice to Members
whenever, in the judgment of the Exchange, it would be required by the
interests of a fair and orderly market.\18\ The Exchange also has
designed the BATS Auction Feed to disseminate information regarding the
current status of price and size information related to auctions being
conducted. The Exchange has represented that the BATS Auction Feed will
be available to data recipients equally and without charge.\19\
---------------------------------------------------------------------------
\18\ See Proposed BATS Rule 11.23(g).
\19\ The Commission notes that should the Exchange determine to
charge fees associated the BATS Auction Feed, the Exchange would
submit a proposed rule change to the Commission in order to
implement those fees.
---------------------------------------------------------------------------
The Commission believes that the proposal is designed to assist the
price discovery process, should help minimize price volatility, and
should promote a fair and orderly market for securities listed on the
Exchange. The Commission believes that the BATS Auction Feed should
enhance transparency and promote competition among orders by
facilitating the public dissemination of current trading interest in a
particular security during Exchange Auctions.
IV. Conclusion
It Is Therefore Ordered, pursuant to Section 19(b)(2) of the
Act,\20\ that the proposed rule change (SR-BATS-2011-032) be, and
hereby is, approved.
---------------------------------------------------------------------------
\20\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\21\
---------------------------------------------------------------------------
\21\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2011-28047 Filed 10-28-11; 8:45 am]
BILLING CODE 8011-01-P