Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Related to Fees for Use of BATS Exchange, Inc., 63393-63395 [2012-25344]
Download as PDF
Federal Register / Vol. 77, No. 200 / Tuesday, October 16, 2012 / Notices
• Send an email to rulecomments@sec.gov. Please include File
Number SR–ISE–2012–84 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–ISE–2012–84. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet 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 on official business
days between the hours of 10:00 a.m.
and 3:00 p.m. Copies of such filing also
will be available for inspection and
copying at the principal offices of ISE.
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–ISE–2012–84, and should
be submitted on or before November 6,
2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–25345 Filed 10–15–12; 8:45 am]
tkelley on DSK3SPTVN1PROD with NOTICES
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68028; File No. SR–BATS–
2012–041]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Related to Fees for Use
of BATS Exchange, Inc.
October 10, 2012.
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
1, 2012, 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 the proposed
rule change as one establishing or
changing a member 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 which
renders the proposed rule change
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 proposes to amend the
fee schedule applicable to Members 5
and non-members of the Exchange
pursuant to BATS Rules 15.1(a) and (c).
Changes to the fee schedule pursuant to
this proposal will be effective upon
filing.
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
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
5 A Member is any registered broker or dealer that
has been admitted to membership in the Exchange.
2 17
13 17
CFR 200.30–3(a)(12).
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17:32 Oct 15, 2012
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63393
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 Exchange proposes to modify the
‘‘Options Pricing’’ section of its fee
schedule effective immediately, in order
to modify pricing related to executions
that occur on the NASDAQ Options
Market (‘‘NOM’’). NOM implemented
certain pricing changes effective
October 1, 2012,6 including a
modification of the fee charged to
participants to remove liquidity in nonPenny Pilot Securities.7 In order to
maintain routing fees that approximate
the routing costs to NOM, the Exchange
proposes to adopt pricing for orders
routed to NOM in non-Penny Pilot
Securities that is identical to pricing for
orders routed by the Exchange to NOM
in Specified Symbols, as described
below.
The Exchange currently charges
certain flat rates for routing to other
options exchanges that have been
placed into groups based on the
approximate cost of routing to such
venues. The grouping of away options
exchanges is based on the cost of
transaction fees assessed by each venue
as well as costs to the Exchange for
routing (i.e., clearing fees, connectivity
and other infrastructure costs,
membership fees, etc.) (collectively,
‘‘Routing Costs’’). Based on recent
changes to NOM pricing, the Exchange
adopted two categories for NOM under
which it charges: (i) A fee of $0.50 per
contract for Customer 8 orders and $0.57
per contract for Professional,9 Firm, or
6 See Options Trader Alert #2012–56, NOM and
PHLX Pricing, Effective October 1, 2012 (September
28, 2012) (the ‘‘NOM Notice’’).
7 As defined on the Exchange’s fee schedule,
‘‘Penny Pilot Securities’’ are those issues quoted
pursuant to Exchange Rule 21.5, Interpretation and
Policy .01. The options designated by the Exchange
as Penny Pilot Securities are the same options as
those designated by NOM as penny pilot issues.
8 As defined on the Exchange’s fee schedule, the
term ‘‘Customer’’ applies to any transaction
identified by a member for clearing in the Customer
range at the Options Clearing Corporation (‘‘OCC’’),
excluding any transaction for a ‘‘Professional’’ as
defined in Exchange Rule 16.1.
9 The term ‘‘Professional’’ is defined in Exchange
Rule 16.1 to mean any person or entity that (A) is
not a broker or dealer in securities, and (B) places
more than 390 orders in listed options per day on
E:\FR\FM\16OCN1.SGM
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16OCN1
63394
Federal Register / Vol. 77, No. 200 / Tuesday, October 16, 2012 / Notices
tkelley on DSK3SPTVN1PROD with NOTICES
Market Maker 10 orders routed to and
executed at NOM in all options other
than Specified Symbols; and (ii)
separate fees for orders routed to and
executed at NOM in Specified Symbols,
which are described in further detail
below. In order to establish new pricing
for non-Penny Pilot Securities, as
described below, the Exchange proposes
to explicitly state that current pricing
for orders routed to and executed at
NOM in non-Specified Symbols also
applies to Penny Pilot Securities and
that pricing for orders routed to and
executed at NOM in Specified Symbols
also applies to non-Penny Pilot
Securities, as described below.
As noted above, NOM currently
imposes specific fees for options on
specified securities that the Exchange
identifies on its fee schedule as ‘‘NOM
Specified Symbols.’’ Such NOM
Specified Symbols currently include
options on Facebook (‘‘FB’’), Google
(‘‘GOOG’’) and Groupon (‘‘GRPN’’). The
fee charged by NOM to remove liquidity
in NOM Specified Symbols is $0.79 per
contract for NOM customer and NOM
market maker orders and $0.85 per
contract for all other participant
capacities. NOM recently announced
adoption of identical pricing for nonPenny Pilot Securities.11 As noted
above, the Exchange generally imposes
routing fees that approximate the fee to
remove liquidity from other options
exchanges as well as associated Routing
Costs. Accordingly, the Exchange
proposes to charge the same fee for
orders routed to and executed in nonPenny Pilot Securities as it charges for
orders routed to and executed at NOM
in Specified Symbols. Specifically, the
Exchange proposes to charge $0.90 for
Customer orders and $0.95 for
Professional, Firm, or Market Maker
orders routed to and executed at NOM
in non-Penny Pilot Securities.
In addition, the Exchange currently
charges a flat fee of $0.95 per contract
for Directed ISOs to NOM in NOM
Specified Symbols and $0.60 per
contract for any other Directed ISO. In
order to cover the cost of removing
liquidity in non-Penny Pilot Securities
at NOM, including Routing Costs, the
Exchange proposes to charge the same
fee as it does for Directed ISOs to NOM
in NOM Specified Symbols, $0.95 per
contract, for Directed ISOs to NOM in
non-Penny Pilot Securities.
average during a calendar month for its own
beneficial account(s).
10 As defined on the Exchange’s fee schedule, the
terms ‘‘Firm’’ and ‘‘Market Maker’’ apply to any
transaction identified by a member for clearing in
the Firm or Market Maker range, respectively, at the
OCC.
11 See NOM Notice, supra note 6.
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16:06 Oct 15, 2012
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2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder that
are applicable to a national securities
exchange, and, in particular, with the
requirements of Section 6 of the Act.12
Specifically, the Exchange believes that
the proposed rule change is consistent
with Section 6(b)(4) of the Act,13 in that
it provides for the equitable allocation
of reasonable dues, fees and other
charges among members and other
persons using any facility or system
which the Exchange operates or
controls. The Exchange notes that it
operates in a highly competitive market
in which market participants can
readily direct order flow to competing
venues if they deem fee levels at a
particular venue to be excessive.
The Exchange believes that the
proposed modifications to routing fees
applicable for orders routed to and
executed at NOM is fair, equitable and
reasonable because the fees are an
approximation of the cost to the
Exchange for routing orders to NOM.
The Exchange believes that its flat fee
structure for orders routed to various
venues is a fair and equitable approach
to pricing, as it provides certainty with
respect to execution fees at groups of
away options exchanges. Each
destination market’s transaction charge
varies and there is a standard clearing
charge for each transaction incurred by
the Exchange along with other
administrative and technical costs that
are incurred by the Exchange. Under its
flat fee structure, taking all costs to the
Exchange into account, the Exchange
may operate at a slight gain or a slight
loss for orders routed to and executed at
NOM. As a general matter, the Exchange
believes that the proposed fees will
allow it to recoup and cover its costs of
providing routing services to NOM.
Specifically, the Exchange believes that
the proposed routing fees will enable
the Exchange to recover the remove fees
assessed for the Exchange’s routing of
orders in non-Penny Pilot Securities to
NOM, plus other Routing Costs
associated with the execution of such
orders that have been routed to NOM.
The Exchange also believes that its
increase to fees for Directed ISO’s to
NOM in non-Penny Pilot Securities to
$0.95 per contract (from the current
charge of $0.60 per contract for all
Directed ISO’s other than in NOM
Specified Symbols) is fair, equitable and
reasonable because the fees are also an
12 15
13 15
PO 00000
U.S.C. 78f.
U.S.C. 78f(b)(4).
Frm 00107
Fmt 4703
Sfmt 4703
approximation of the cost to the
Exchange for routing orders to NOM in
non-Penny Pilot Securities. The
Exchange also believes that the
proposed fee structure for orders routed
to and executed at NOM, including
Directed ISOs in non-Penny Pilot
Securities, is not unreasonably
discriminatory, again, because it is
based on and intended to approximate
the cost of routing to NOM.
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 not
necessary or appropriate in furtherance
of the purposes of the Act. To the
contrary, the change to routing fees will
assist the Exchange in recouping costs
for routing orders to NOM on behalf of
its participants, and absent such change,
the Exchange would be subsidizing
routing to NOM by Exchange
participants. The Exchange also notes
that Users may choose to mark their
orders as ineligible for routing to avoid
incurring routing fees.14
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change From Members,
Participants, or Others
No written comments were solicited
or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Pursuant to Section 19(b)(3)(A)(ii) of
the Act 15 and Rule 19b–4(f)(2)
thereunder,16 the Exchange has
designated this proposal as establishing
or changing a due, fee, or other charge
applicable to the Exchange’s Members
and non-members, which renders the
proposed rule change effective upon
filing.
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
14 See BATS Rule 21.1(d)(8) (describing ‘‘BATS
Only’’ orders for BATS Options) and BATS Rule
21.9(a)(1) (describing the BATS Options routing
process, which requires orders to be designated as
available for routing).
15 15 U.S.C. 78s(b)(3)(A)(ii).
16 17 CFR 240.19b–4(f)(2).
E:\FR\FM\16OCN1.SGM
16OCN1
Federal Register / Vol. 77, No. 200 / Tuesday, October 16, 2012 / Notices
arguments concerning the foregoing,
including whether the proposal is
consistent with the Act. Comments may
be submitted by any of the following
methods:
[FR Doc. 2012–25344 Filed 10–15–12; 8:45 am]
Electronic Comments
BILLING CODE 8011–01–P
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–BATS–2012–041 on the
subject line.
Paper Comments
tkelley on DSK3SPTVN1PROD with NOTICES
• 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–2012–041. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet 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
10:00 a.m. and 3:00 p.m. Copies of the
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–
2012–041 and should be submitted on
or before November 6, 2012.
VerDate Mar<15>2010
16:06 Oct 15, 2012
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Kevin M. O’Neill,
Deputy Secretary.
Jkt 229001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68027; File No. SR–BYX–
2012–021]
Self-Regulatory Organizations; BATS
Y-Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Related to Fees for Use
of BATS Y-Exchange, Inc.
October 10, 2012.
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
September 28, 2012, BATS Y-Exchange,
Inc. (the ‘‘Exchange’’ or ‘‘BYX’’) 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 the
proposed rule change as one
establishing or changing a member 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 which renders the
proposed rule change 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 the Substance
of the Proposed Rule Change
The Exchange proposes to amend the
fee schedule applicable to Members 5
and non-members of the Exchange
pursuant to BYX Rules 15.1(a) and (c).
While changes to the fee schedule
pursuant to this proposal will be
effective upon filing, the changes will
become operative on October 1, 2012.
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.
17 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)(ii).
4 17 CFR 240.19b–4(f)(2).
5 A Member is any registered broker or dealer that
has been admitted to membership in the Exchange.
1 15
PO 00000
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63395
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 Exchange proposes to modify its
fee schedule effective October 1, 2012,
in order to amend the fees for certain
routing strategies based on a change of
fees at the New York Stock Exchange
LLC (‘‘NYSE’’). NYSE is implementing
certain pricing changes effective
October 1, 2012, including modification
from a fee to remove liquidity of
$0.0023 per share to a fee of $0.0025 per
share.
The Exchange has previously
provided a discounted fee for
Destination Specific Orders routed to
certain of the largest market centers
measured by volume (NYSE, NYSE Arca
and NASDAQ), which, in each instance
has been $0.0001 less per share for
orders routed to such market centers by
the Exchange than such market centers
currently charge for removing liquidity.
The Exchange also provides a rebate
that is $0.0001 more per share for
Destination Specific Orders routed to
EDGA. Thus, this routing pricing is
referred to by the Exchange as ‘‘One
Under/Better’’ pricing. Based on the
changes in pricing at NYSE, BATS is
proposing to increase its fee for
Destination Specific Orders executed at
NYSE so that the fee remains $0.0001
less per share for orders routed to NYSE.
Specifically, the Exchange proposes to
increase the fee charged for BATS +
NYSE Destination Specific Orders
executed at NYSE from $0.0022 per
share to $0.0024 per share.
In addition, the Exchange offers a
variety of routing strategies, including
‘‘SLIM’’ and ‘‘TRIM,’’ each of which has
a specific fee for an execution that
occurs at NYSE. Consistent with its One
Under/Better pricing model, the
Exchange currently charges $0.0022 per
share for executions that occur at NYSE
through SLIM and TRIM. Based on the
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Agencies
[Federal Register Volume 77, Number 200 (Tuesday, October 16, 2012)]
[Notices]
[Pages 63393-63395]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-25344]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68028; File No. SR-BATS-2012-041]
Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Related to
Fees for Use of BATS Exchange, Inc.
October 10, 2012.
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 1, 2012, 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 the proposed rule change as one establishing or
changing a member 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\ which renders the proposed rule change effective upon
filing with the Commission. 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).
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend the fee schedule applicable to
Members \5\ and non-members of the Exchange pursuant to BATS Rules
15.1(a) and (c). Changes to the fee schedule pursuant to this proposal
will be effective upon filing.
---------------------------------------------------------------------------
\5\ A Member is any registered broker or dealer that has been
admitted to membership in the Exchange.
---------------------------------------------------------------------------
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 Exchange proposes to modify the ``Options Pricing'' section of
its fee schedule effective immediately, in order to modify pricing
related to executions that occur on the NASDAQ Options Market
(``NOM''). NOM implemented certain pricing changes effective October 1,
2012,\6\ including a modification of the fee charged to participants to
remove liquidity in non-Penny Pilot Securities.\7\ In order to maintain
routing fees that approximate the routing costs to NOM, the Exchange
proposes to adopt pricing for orders routed to NOM in non-Penny Pilot
Securities that is identical to pricing for orders routed by the
Exchange to NOM in Specified Symbols, as described below.
---------------------------------------------------------------------------
\6\ See Options Trader Alert 2012-56, NOM and PHLX
Pricing, Effective October 1, 2012 (September 28, 2012) (the ``NOM
Notice'').
\7\ As defined on the Exchange's fee schedule, ``Penny Pilot
Securities'' are those issues quoted pursuant to Exchange Rule 21.5,
Interpretation and Policy .01. The options designated by the
Exchange as Penny Pilot Securities are the same options as those
designated by NOM as penny pilot issues.
---------------------------------------------------------------------------
The Exchange currently charges certain flat rates for routing to
other options exchanges that have been placed into groups based on the
approximate cost of routing to such venues. The grouping of away
options exchanges is based on the cost of transaction fees assessed by
each venue as well as costs to the Exchange for routing (i.e., clearing
fees, connectivity and other infrastructure costs, membership fees,
etc.) (collectively, ``Routing Costs''). Based on recent changes to NOM
pricing, the Exchange adopted two categories for NOM under which it
charges: (i) A fee of $0.50 per contract for Customer \8\ orders and
$0.57 per contract for Professional,\9\ Firm, or
[[Page 63394]]
Market Maker \10\ orders routed to and executed at NOM in all options
other than Specified Symbols; and (ii) separate fees for orders routed
to and executed at NOM in Specified Symbols, which are described in
further detail below. In order to establish new pricing for non-Penny
Pilot Securities, as described below, the Exchange proposes to
explicitly state that current pricing for orders routed to and executed
at NOM in non-Specified Symbols also applies to Penny Pilot Securities
and that pricing for orders routed to and executed at NOM in Specified
Symbols also applies to non-Penny Pilot Securities, as described below.
---------------------------------------------------------------------------
\8\ As defined on the Exchange's fee schedule, the term
``Customer'' applies to any transaction identified by a member for
clearing in the Customer range at the Options Clearing Corporation
(``OCC''), excluding any transaction for a ``Professional'' as
defined in Exchange Rule 16.1.
\9\ The term ``Professional'' is defined in Exchange Rule 16.1
to mean any person or entity that (A) is not a broker or dealer in
securities, and (B) places more than 390 orders in listed options
per day on average during a calendar month for its own beneficial
account(s).
\10\ As defined on the Exchange's fee schedule, the terms
``Firm'' and ``Market Maker'' apply to any transaction identified by
a member for clearing in the Firm or Market Maker range,
respectively, at the OCC.
---------------------------------------------------------------------------
As noted above, NOM currently imposes specific fees for options on
specified securities that the Exchange identifies on its fee schedule
as ``NOM Specified Symbols.'' Such NOM Specified Symbols currently
include options on Facebook (``FB''), Google (``GOOG'') and Groupon
(``GRPN''). The fee charged by NOM to remove liquidity in NOM Specified
Symbols is $0.79 per contract for NOM customer and NOM market maker
orders and $0.85 per contract for all other participant capacities. NOM
recently announced adoption of identical pricing for non-Penny Pilot
Securities.\11\ As noted above, the Exchange generally imposes routing
fees that approximate the fee to remove liquidity from other options
exchanges as well as associated Routing Costs. Accordingly, the
Exchange proposes to charge the same fee for orders routed to and
executed in non-Penny Pilot Securities as it charges for orders routed
to and executed at NOM in Specified Symbols. Specifically, the Exchange
proposes to charge $0.90 for Customer orders and $0.95 for
Professional, Firm, or Market Maker orders routed to and executed at
NOM in non-Penny Pilot Securities.
---------------------------------------------------------------------------
\11\ See NOM Notice, supra note 6.
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In addition, the Exchange currently charges a flat fee of $0.95 per
contract for Directed ISOs to NOM in NOM Specified Symbols and $0.60
per contract for any other Directed ISO. In order to cover the cost of
removing liquidity in non-Penny Pilot Securities at NOM, including
Routing Costs, the Exchange proposes to charge the same fee as it does
for Directed ISOs to NOM in NOM Specified Symbols, $0.95 per contract,
for Directed ISOs to NOM in non-Penny Pilot Securities.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the requirements of the Act and the rules and regulations
thereunder that are applicable to a national securities exchange, and,
in particular, with the requirements of Section 6 of the Act.\12\
Specifically, the Exchange believes that the proposed rule change is
consistent with Section 6(b)(4) of the Act,\13\ in that it provides for
the equitable allocation of reasonable dues, fees and other charges
among members and other persons using any facility or system which the
Exchange operates or controls. The Exchange notes that it operates in a
highly competitive market in which market participants can readily
direct order flow to competing venues if they deem fee levels at a
particular venue to be excessive.
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\12\ 15 U.S.C. 78f.
\13\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that the proposed modifications to routing
fees applicable for orders routed to and executed at NOM is fair,
equitable and reasonable because the fees are an approximation of the
cost to the Exchange for routing orders to NOM. The Exchange believes
that its flat fee structure for orders routed to various venues is a
fair and equitable approach to pricing, as it provides certainty with
respect to execution fees at groups of away options exchanges. Each
destination market's transaction charge varies and there is a standard
clearing charge for each transaction incurred by the Exchange along
with other administrative and technical costs that are incurred by the
Exchange. Under its flat fee structure, taking all costs to the
Exchange into account, the Exchange may operate at a slight gain or a
slight loss for orders routed to and executed at NOM. As a general
matter, the Exchange believes that the proposed fees will allow it to
recoup and cover its costs of providing routing services to NOM.
Specifically, the Exchange believes that the proposed routing fees will
enable the Exchange to recover the remove fees assessed for the
Exchange's routing of orders in non-Penny Pilot Securities to NOM, plus
other Routing Costs associated with the execution of such orders that
have been routed to NOM. The Exchange also believes that its increase
to fees for Directed ISO's to NOM in non-Penny Pilot Securities to
$0.95 per contract (from the current charge of $0.60 per contract for
all Directed ISO's other than in NOM Specified Symbols) is fair,
equitable and reasonable because the fees are also an approximation of
the cost to the Exchange for routing orders to NOM in non-Penny Pilot
Securities. The Exchange also believes that the proposed fee structure
for orders routed to and executed at NOM, including Directed ISOs in
non-Penny Pilot Securities, is not unreasonably discriminatory, again,
because it is based on and intended to approximate the cost of routing
to NOM.
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 not necessary or appropriate in
furtherance of the purposes of the Act. To the contrary, the change to
routing fees will assist the Exchange in recouping costs for routing
orders to NOM on behalf of its participants, and absent such change,
the Exchange would be subsidizing routing to NOM by Exchange
participants. The Exchange also notes that Users may choose to mark
their orders as ineligible for routing to avoid incurring routing
fees.\14\
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\14\ See BATS Rule 21.1(d)(8) (describing ``BATS Only'' orders
for BATS Options) and BATS Rule 21.9(a)(1) (describing the BATS
Options routing process, which requires orders to be designated as
available for routing).
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C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change From Members, Participants, or Others
No written comments were solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Pursuant to Section 19(b)(3)(A)(ii) of the Act \15\ and Rule 19b-
4(f)(2) thereunder,\16\ the Exchange has designated this proposal as
establishing or changing a due, fee, or other charge applicable to the
Exchange's Members and non-members, which renders the proposed rule
change effective upon filing.
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\15\ 15 U.S.C. 78s(b)(3)(A)(ii).
\16\ 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
[[Page 63395]]
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 email to rule-comments@sec.gov. Please include
File Number SR-BATS-2012-041 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-2012-041. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet 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
10:00 a.m. and 3:00 p.m. Copies of the 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-2012-041 and should be
submitted on or before November 6, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
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\17\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-25344 Filed 10-15-12; 8:45 am]
BILLING CODE 8011-01-P