Self-Regulatory Organizations; C2 Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend the Fees Schedule, 11252-11255 [2013-03569]
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11252
Federal Register / Vol. 78, No. 32 / Friday, February 15, 2013 / Notices
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TPH’s letter of guarantee or
authorization, if it was issued by a
Clearing TPH who has been suspended
as a Clearing Member of the OCC or as
a CBOE TPH, during the period of the
suspension effective as soon as the
Exchange is able to process the
invalidation of the letter of guarantee or
authorization;
• Provide that the invalidation of a
letter of guarantee or authorization shall
in no way relieve the Clearing Trading
Holder that issued the letter of
guarantee or authorization of
responsibility from transactions
guaranteed prior to the effectiveness of
the invalidation; and
• Automatically terminate the trading
permit(s) and TPH status of a MarketMaker or Floor Broker in market basket
contracts if the Market-Maker or Floor
Broker in market basket contracts does
not have a required letter of guarantee
or authorization in place for ninety
consecutive days.
the denial of membership to any person
seeking membership therein and the
prohibition or limitation by an exchange
of any person with respect to access to
services offered by the exchange. Under
the proposed rule change, a TPH
without an effective letter of guarantee
or authorization will not be able to
continue to trade on the Exchange and,
if a TPH does not have a required letter
of guarantee or authorization in place
for ninety consecutive days, the permit
of the TPH is automatically terminated.
The Commission believes that it is
appropriate to prohibit a TPH from
trading on CBOE without a financial
guarantee, and the 90-day period
provides the TPH adequate time to cure
its deficiency. The Commission notes
that CBOE stated that the automatic
termination provision does not prohibit
or limit a previously terminated TPH
from applying again to become a TPH
once the TPH acquires the required
letter of guarantee or authorization.19
II. Discussion and Commission’s
Findings
After careful review, the Commission
finds that the proposed rule change is
consistent with the requirements of the
Act and the rules and regulations
thereunder applicable to a national
securities exchange.16 In particular, the
Commission finds that the proposed
rule change is consistent with Section
6(b)(5) of the Act,17 which requires,
among other things, that the Exchange’s
rules be 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
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. The Exchange’s proposal
will remove impediments to and to
perfect the mechanism for a free and
open market and, in general, protect
investors by requiring that a TPH have
an effective and unrestricted letter of
guarantee, which will help prevent the
execution of trades on CBOE that
ultimately may not be able to be cleared
and settled.
The Commission also finds that the
proposed rule change is also consistent
with the Section 6(b)(7) of the Act,18
which requires that the rules of an
exchange provide a fair procedure for
III. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,20 that the
proposed rule change (SR–CBOE–2012–
124) be, and it hereby is, approved.
16 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).
17 15 U.S.C. 78f(b)(5).
18 15 U.S.C. 78f(b)(7).
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For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.21
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–03428 Filed 2–14–13; 8:45 am]
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 its
Fees Schedule. The text of the proposed
rule change [sic] available on the
Exchange’s Web site (https://
www.c2exchange.com/Legal/), 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 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 aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68897; File No. SR–C2–
2013–007]
Self-Regulatory Organizations; C2
Options Exchange, Incorporated;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend the Fees Schedule
February 11, 2013.
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 February
1, 2013, C2 Options Exchange,
Incorporated (the ‘‘Exchange’’ or ‘‘C2’’)
filed with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the Exchange.
19 See
Notice, supra note 3, at 76324.
U.S.C. 78s(b)(2).
21 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
The Exchange proposes to amend its
Fees Schedule. First, to correspond with
other changes to equity options fees that
the Exchange has proposed to take effect
on February 1, 2013,3 C2 proposes to
state that for all complex order
transactions in equity options classes,
all components of such transactions
(including simple, non-complex orders
and/or quotes that execute against a
complex order) will be assessed no fee
(or rebate). In SR–C2–2013–004, the
Exchange proposes to adopt equity
options transaction fees that are based,
in part, on the C2 BBO Market Width.
Because it would be difficult to
determine the C2 BBO Market Width for
spread transactions (which involve
complex orders), the Exchange is still in
the process of determining how to
assess fees for such transactions. As
such, C2 proposes, until making such
determination, to assess no fees (or
rebates) for all complex order
transactions. The Exchange does not
anticipate receiving many complex
20 15
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3 See SR–C2–2013–004, available for viewing at
https://www.c2exchange.com/Legal/
RuleFilings.aspx.
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Federal Register / Vol. 78, No. 32 / Friday, February 15, 2013 / Notices
orders in equity options in the near
future.
In conjunction with C2’s recent
adoption of Designated Primary MarketMakers (‘‘DPMs’’) 4 for equity options
classes, the Exchange also proposes to
amend its Fees Schedule to exclude
Public Customer orders (in equity
options classes) from the Linkage 5
Routing Fee of $0.50 per routed contract
in addition to applicable C2 taker fee.
Instead, for Public Customer orders in
equity options classes, C2 proposes to
pass through the actual transaction fee
assessed by the exchange(s) to which
the order was routed. Other exchanges
that use the DPM/Specialist model,
including Chicago Board Options
Exchange, Incorporated (‘‘CBOE’’) and
NYSE MKT LLC (‘‘Amex’’), pass
through fees (with some modifications)
for such customer order routing.6
The Exchange has determined to
increase the quoting bandwidth
allowance for a Market-Maker Permit in
order to provide greater quoting
capacity for Market-Makers. Currently,
such allowance is the equivalent to
156,000,000 quotes over the course of a
day. This allowance will be increased to
195,000,000 quotes over the course of a
day.
Because the registration cost for
SPXPM is 1.0, a full Market-Maker
Trading Permit (cost $5,000 per month)
is required for an Exchange Trading
Permit Holder (‘‘TPH’’) to act as a
Market-Maker in SPXPM. As such,
because the Exchange intends to cease
the listing and trading of SPXPM
options following the close of trading on
Friday, February 15, 2013, the Exchange
proposes that, for any Market-Maker
Permit used in February 2013 solely to
act as a Market-Maker in SPXPM, C2
will credit back to the Market-Maker a
pro-rated amount (corresponding to the
portion of the month during which
SPXPM is not listed on C2) of the
Market-Maker Permit cost.
The Exchange also proposes to
eliminate the distinction between
Sponsored Users and non-Sponsored
Users as they relate to Connectivity
Charges. Currently, Sponsored Users are
charged twice the regular monthly fees
for such charges, with the types and
amounts of such fees described in the
chart below:
Regular
monthly fee
Description
Network Access Port (1 Gbps) ................................................................................................................................
Network Access Port (10 Gbps) ..............................................................................................................................
CMI Login ID ............................................................................................................................................................
FIX Login ID .............................................................................................................................................................
Going forward, the Exchange proposes
to assess to Sponsored Users and all
other non-TPHs the same Connectivity
Charges as are assessed to TPHs, and to
state that all such fees apply to nonTPHs as well as TPHs. The purpose of
the proposed change is to simplify the
Exchange’s fees structure for
connectivity to the Exchange and have
a standard set of connectivity fees that
apply to both TPHs and non-TPHs.
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2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the Act
and the rules and regulations
thereunder applicable to the Exchange
and, in particular, the requirements of
Section 6(b) of the Act.7 Specifically,
the Exchange believes the proposed rule
change is consistent with Section 6(b)(4)
of the Act,8 which provides that
Exchange rules may provide for the
equitable allocation of reasonable dues,
fees, and other charges among its
Trading Permit Holders and other
persons using its facilities.
Assessing no fees for complex order
executions in equity options classes is
reasonable because market participants
will not have to pay a fee for such
executions. This change is equitable and
4 See Securities Exchange Act Release No. 68070
(October 18, 2012), 77 FR 65037 (October 24, 2012)
(SR–C2–2012–024).
5 ‘‘Linkage’’ is the commonly-used term that
refers to the Options Order Protection and Locked/
Crossed Market Plan.
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$500
$1,000
$500
$500
Sponsored
user monthly
fee
$1,000
$2,000
$1,000
$1,000
not unfairly discriminatory because it
would otherwise be difficult to
determine the amount of fees for spread
transactions (given the Exchange’s new
manner of determining equity options
fees), and because all market
participants will be assessed no fee for
such transactions. Further, many
exchanges (including C2) currently offer
different pricing for complex orders
than for simple orders.9
Passing through Linkage Fees for
Public Customer orders is reasonable
because it will merely require Public
Customers to pay the amount of fees
assessed for the execution of their
orders on the away market(s) on which
such orders are executed. This change is
equitable and not unfairly
discriminatory because, while it allows
Public Customers to avoid the $0.50 per
contract fee (in addition to the
applicable C2 taker fee) that is assessed
to other market participants for Linkage
orders, it may encourage Public
Customers to send more orders to the
Exchange (without worrying about the
fees that would be incurred if such
orders are sent to away markets). Thus,
more Public Customer orders (some that
do get sent to away markets, and some
that do not) may be sent to the
Exchange. This provides greater
liquidity, which benefits all market
participants. Further, there is a history
within the options marketplace of
providing different fee structures for
Public Customers than for other market
participants. Moreover, a number of
other exchanges, including CBOE and
Amex, pass through Linkage fees to
Public Customers and assess different
Linkage fees to Public Customers than to
other market participants (indeed, C2’s
proposed pass-through of Public
Customer Linkage Fees is favorable to
that on Amex, which passes through the
fee and adds an $0.11 per contract
surcharge).10
Increasing the quoting bandwidth
allowance is reasonable because it will
allow Market-Makers to quote more.
This increase is equitable and not
unfairly discriminatory because it will
apply to all Market-Maker Permits.
Further, the increase in quoting
bandwidth allowance will allow
Market-Makers to quote more, which
will provide more trading opportunity
for all market participants.
Crediting back to a Market-Maker the
pro-rated amount of the Market-Maker
Permit fee for a Market-Maker Permit
that is used solely for a TPH to act as
6 See CBOE Fees Schedule, table on Linkage Fees,
and Amex Routing Surcharge.
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(4).
9 See Amex Fee Schedule and International
Securities Exchange, LLC (‘‘ISE’’) Schedule of Fees,
Section II and also C2 Fees Schedule, Section 1C.
10 See CBOE Fees Schedule, table on Linkage
Fees, and Amex Routing Surcharge.
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a Market-Maker in SPXPM during
February 2013 is reasonable because
SPXPM will only be listed and traded
during a portion of the month of
February 2013, so it makes sense to only
assess the Market-Maker Permit fee for
that portion of the month. This is
equitable and not unfairly
discriminatory because it will apply to
all Market-Maker Permits that are used
solely for a TPH to act as a MarketMaker in SPXPM during February 2013.
Eliminating, for the purpose of
Connectivity Charges, the distinction
between Sponsored Users and stating
that these fees apply to both TPHs and
non-TPHs is reasonable because it will
allow Sponsored Users and other nonTPHs to pay half the amount that
Sponsored Users are currently assessed
for such fees and ensure that TPHs and
non-TPHs pay the same amounts in
connectivity fees. The proposed change
is equitable and not unfairly
discriminatory because it will allow
Sponsored Users and non-TPHs to be
assessed the same amounts as TPHs.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
C2 does not believe that the proposed
rule change will impose any burden on
competition that is not necessary or
appropriate in furtherance of the
purposes of the Act.
C2 believes that assessing no fee for
all complex order transactions in equity
options classes will not impose any
burden on intramarket competition
because all market participants will be
assessed no fee for such transactions. C2
believes that this will not impose a
burden on intermarket competition, but
to the extent that not assessing
transaction fees on all complex order
transactions in equity options classes
may attract market participants on other
exchanges to C2, such market
participants can always elect to become
C2 market participants.
The Exchange believes that passing
through an away market’s transaction
fees for Public Customer orders sent to
such away market(s) will not impose an
unfair burden on intramarket
competition because, while it allows
Public Customers to avoid the $0.50 per
contract fee (in addition to the
applicable C2 taker fee) that is assessed
to other market participants for Linkage
orders, it may encourage Public
Customers to send more orders to the
Exchange (without worrying about the
fees that would be incurred if such
orders are sent to away markets). Thus,
more Public Customer orders (some that
do get sent to away markets, and some
that do not) may be sent to the
Exchange. This provides greater
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liquidity, which benefits all market
participants. Further, there is a history
within the options marketplace of
providing different fee structures for
Public Customers than for other market
participants. The Exchange believes that
this will not impose an unfair burden on
intermarket competition because a
number of other exchanges, including
CBOE and Amex, pass through Linkage
fees to Public Customers and assess
different Linkage fees to Public
Customers than to other market
participants (indeed, C2’s proposed
pass-through of Public Customer
Linkage Fees is favorable to that on
Amex, which passes through the fee and
adds an $0.11 per contract surcharge).11
To the extent that this pass-through may
be attractive to Public Customers to
send orders to C2 instead of other
markets, such Public Customers may
elect to do so.
The Exchange does not believe that
increasing the quoting bandwidth
allowance for Market-Maker Permits
will cause an unfair burden on
intramarket competition because this
increase applies to only, and all, C2
Market-Makers (just as does the current
lower quoting bandwidth allowance).
Further, the increase in quoting
bandwidth allowance will allow
Market-Makers to quote more, which
will provide more trading opportunity
for all market participants. The
Exchange does not believe that this
increase will cause an unfair burden on
intermarket competition because, to the
extent that this increased quoting
bandwidth allowance may be attractive
to Market-Makers at other exchanges,
such Market-Makers may register as
Market-Makers on C2.
The Exchange does not believe that
crediting back to a Market-Maker the
pro-rated amount of the Market-Maker
Permit fee for a Market-Maker Permit
that is used solely for a TPH to act as
a Market-Maker in SPXPM during
February 2013 will cause an unfair
burden on intramarket competition
because it only applies to MarketMakers using a Market-Maker Permit
solely to act as a Market-Maker in
SPXPM, which is the only options class
with a full 1.0 registration cost that the
Exchange intends to cease listing and
trading in the middle of February 2013.
The Exchange does not believe that this
will cause an unfair burden on
intermarket competition because
SPXPM is only traded on C2.
The Exchange believes that
eliminating, for the purpose of
Connectivity Charges, the distinction
11 See CBOE Fees Schedule, table on Linkage
Fees, and Amex Routing Surcharge.
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between Sponsored Users and stating
that these fees apply to both TPHs and
non-TPHs will relieve any possible
burden on intramarket competition
because it will ensure that TPHs and
non-TPHs will be paying the same fee
amounts. The Exchange believes that
the proposed change will not impose
any burden on intermarket competition,
or have an impact on intermarket
competition, because the proposed
changes apply merely to connections to
C2, and each exchange has different
manners and structures for connectivity.
Further, to the extent that the
elimination of separate higher fees for
Sponsored Users and the statement that
the regular fees apply to both TPHs and
non-TPHs could attract market
participants connecting to other
exchanges to connect to C2, market
participants trading on other exchanges
can always elect to do so.
The Exchange also 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
proposed rule change reflects a
competitive pricing structure designed
to incent market participants to direct
their order flow to the Exchange, and
the Exchange believes that such
structure will help the Exchange remain
competitive with those fees and rebates
assessed by other venues.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange neither solicited nor
received comments on the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 12 and paragraph (f) of Rule
19b–4 13 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,
12 15
13 17
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U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
15FEN1
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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 email to rulecomments@sec.gov. Please include File
Number SR–C2–2013–007 on the
subject line.
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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–C2–2013–007. 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 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–
2013–007, and should be submitted on
or before March 8, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–03569 Filed 2–14–13; 8:45 am]
BILLING CODE 8011–01–P
14 17
CFR 200.30–3(a)(12).
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68895; File No. SR–BYX–
2013–004]
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.
February 11, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19–4 thereunder,2
notice is hereby given that on January
29, 2013, 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 19–4(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).
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
proposed rule change. The text of these
1 15
U.S.C. 78s(b)(1).
CFR 240.19–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19–4(f)(2).
5 A Member is any registered broker or dealer that
has been admitted to membership in the Exchange.
2 17
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11255
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 in order to amend the fee
structure related to its Retail Price
Improvement (‘‘RPI’’) program. Under
the RPI program as currently
constituted, the Exchange generally
provides a rebate of $0.0025 per share
for Retail Orders that remove liquidity
from the BYX Exchange order book in
certain specified securities and provides
a rebate of $0.0010 per share for a Retail
Order that removes liquidity from the
BYX Exchange order book in other
specified securities. For executions of
Type 2 Retail Orders that remove
displayed liquidity, however, the
Exchange’s fee schedule states that it
applies standard removal pricing (i.e.,
either a $0.0002 per share liquidity
removal rebate or an execution free of
charge) rather than specific RPI pricing.
The Exchange wishes to note that the
standard removal pricing applied to
Type 2 Retail Orders that remove
displayed liquidity includes Type 2
Retail Orders that remove displayed
orders at a price more aggressive than
the displayed price of such orders—this
includes displayed orders subject to
display-price sliding and displayed
discretionary orders. The Exchange
proposes to modify the fee schedule,
including a related footnote, to extend
the application of its standard removal
pricing to include Type 1 Retail Orders
that remove displayed liquidity,
including orders that are displayed at a
less aggressive price, but are willing to
execute at a non-displayed and more
aggressive price (again, displayed orders
subject to display-price sliding and
displayed discretionary orders).
As proposed, all Retail Orders (both
Type 1 and Type 2 Retail Orders) that
remove displayed liquidity would be, in
all cases, subject to the Exchange’s
standard removal fees or rebates, as
applicable. Under the proposed pricing
structure, a Member that qualifies for
the Exchange’s $0.0002 per share
liquidity removal rebate will receive
such rebate for any Retail Order that
removes displayed liquidity, and a
Member that does not qualify for the
liquidity removal rebate would not
receive such rebate, but would instead
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Agencies
[Federal Register Volume 78, Number 32 (Friday, February 15, 2013)]
[Notices]
[Pages 11252-11255]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-03569]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68897; File No. SR-C2-2013-007]
Self-Regulatory Organizations; C2 Options Exchange, Incorporated;
Notice of Filing and Immediate Effectiveness of a Proposed Rule Change
To Amend the Fees Schedule
February 11, 2013.
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 February 1, 2013, C2 Options Exchange, Incorporated (the
``Exchange'' or ``C2'') filed with the Securities and Exchange
Commission (the ``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.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange proposes to amend its Fees Schedule. The text of the
proposed rule change [sic] available on the Exchange's Web site (https://www.c2exchange.com/Legal/), 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 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 aspects 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 amend its Fees Schedule. First, to
correspond with other changes to equity options fees that the Exchange
has proposed to take effect on February 1, 2013,\3\ C2 proposes to
state that for all complex order transactions in equity options
classes, all components of such transactions (including simple, non-
complex orders and/or quotes that execute against a complex order) will
be assessed no fee (or rebate). In SR-C2-2013-004, the Exchange
proposes to adopt equity options transaction fees that are based, in
part, on the C2 BBO Market Width. Because it would be difficult to
determine the C2 BBO Market Width for spread transactions (which
involve complex orders), the Exchange is still in the process of
determining how to assess fees for such transactions. As such, C2
proposes, until making such determination, to assess no fees (or
rebates) for all complex order transactions. The Exchange does not
anticipate receiving many complex
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orders in equity options in the near future.
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\3\ See SR-C2-2013-004, available for viewing at https://www.c2exchange.com/Legal/RuleFilings.aspx.
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In conjunction with C2's recent adoption of Designated Primary
Market-Makers (``DPMs'') \4\ for equity options classes, the Exchange
also proposes to amend its Fees Schedule to exclude Public Customer
orders (in equity options classes) from the Linkage \5\ Routing Fee of
$0.50 per routed contract in addition to applicable C2 taker fee.
Instead, for Public Customer orders in equity options classes, C2
proposes to pass through the actual transaction fee assessed by the
exchange(s) to which the order was routed. Other exchanges that use the
DPM/Specialist model, including Chicago Board Options Exchange,
Incorporated (``CBOE'') and NYSE MKT LLC (``Amex''), pass through fees
(with some modifications) for such customer order routing.\6\
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\4\ See Securities Exchange Act Release No. 68070 (October 18,
2012), 77 FR 65037 (October 24, 2012) (SR-C2-2012-024).
\5\ ``Linkage'' is the commonly-used term that refers to the
Options Order Protection and Locked/Crossed Market Plan.
\6\ See CBOE Fees Schedule, table on Linkage Fees, and Amex
Routing Surcharge.
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The Exchange has determined to increase the quoting bandwidth
allowance for a Market-Maker Permit in order to provide greater quoting
capacity for Market-Makers. Currently, such allowance is the equivalent
to 156,000,000 quotes over the course of a day. This allowance will be
increased to 195,000,000 quotes over the course of a day.
Because the registration cost for SPXPM is 1.0, a full Market-Maker
Trading Permit (cost $5,000 per month) is required for an Exchange
Trading Permit Holder (``TPH'') to act as a Market-Maker in SPXPM. As
such, because the Exchange intends to cease the listing and trading of
SPXPM options following the close of trading on Friday, February 15,
2013, the Exchange proposes that, for any Market-Maker Permit used in
February 2013 solely to act as a Market-Maker in SPXPM, C2 will credit
back to the Market-Maker a pro-rated amount (corresponding to the
portion of the month during which SPXPM is not listed on C2) of the
Market-Maker Permit cost.
The Exchange also proposes to eliminate the distinction between
Sponsored Users and non-Sponsored Users as they relate to Connectivity
Charges. Currently, Sponsored Users are charged twice the regular
monthly fees for such charges, with the types and amounts of such fees
described in the chart below:
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Regular Sponsored user
Description monthly fee monthly fee
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Network Access Port (1 Gbps)............ $500 $1,000
Network Access Port (10 Gbps)........... $1,000 $2,000
CMI Login ID............................ $500 $1,000
FIX Login ID............................ $500 $1,000
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Going forward, the Exchange proposes to assess to Sponsored Users
and all other non-TPHs the same Connectivity Charges as are assessed to
TPHs, and to state that all such fees apply to non-TPHs as well as
TPHs. The purpose of the proposed change is to simplify the Exchange's
fees structure for connectivity to the Exchange and have a standard set
of connectivity fees that apply to both TPHs and non-TPHs.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Act and the rules and regulations thereunder applicable to the
Exchange and, in particular, the requirements of Section 6(b) of the
Act.\7\ Specifically, the Exchange believes the proposed rule change is
consistent with Section 6(b)(4) of the Act,\8\ which provides that
Exchange rules may provide for the equitable allocation of reasonable
dues, fees, and other charges among its Trading Permit Holders and
other persons using its facilities.
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\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(4).
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Assessing no fees for complex order executions in equity options
classes is reasonable because market participants will not have to pay
a fee for such executions. This change is equitable and not unfairly
discriminatory because it would otherwise be difficult to determine the
amount of fees for spread transactions (given the Exchange's new manner
of determining equity options fees), and because all market
participants will be assessed no fee for such transactions. Further,
many exchanges (including C2) currently offer different pricing for
complex orders than for simple orders.\9\
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\9\ See Amex Fee Schedule and International Securities Exchange,
LLC (``ISE'') Schedule of Fees, Section II and also C2 Fees
Schedule, Section 1C.
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Passing through Linkage Fees for Public Customer orders is
reasonable because it will merely require Public Customers to pay the
amount of fees assessed for the execution of their orders on the away
market(s) on which such orders are executed. This change is equitable
and not unfairly discriminatory because, while it allows Public
Customers to avoid the $0.50 per contract fee (in addition to the
applicable C2 taker fee) that is assessed to other market participants
for Linkage orders, it may encourage Public Customers to send more
orders to the Exchange (without worrying about the fees that would be
incurred if such orders are sent to away markets). Thus, more Public
Customer orders (some that do get sent to away markets, and some that
do not) may be sent to the Exchange. This provides greater liquidity,
which benefits all market participants. Further, there is a history
within the options marketplace of providing different fee structures
for Public Customers than for other market participants. Moreover, a
number of other exchanges, including CBOE and Amex, pass through
Linkage fees to Public Customers and assess different Linkage fees to
Public Customers than to other market participants (indeed, C2's
proposed pass-through of Public Customer Linkage Fees is favorable to
that on Amex, which passes through the fee and adds an $0.11 per
contract surcharge).\10\
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\10\ See CBOE Fees Schedule, table on Linkage Fees, and Amex
Routing Surcharge.
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Increasing the quoting bandwidth allowance is reasonable because it
will allow Market-Makers to quote more. This increase is equitable and
not unfairly discriminatory because it will apply to all Market-Maker
Permits. Further, the increase in quoting bandwidth allowance will
allow Market-Makers to quote more, which will provide more trading
opportunity for all market participants.
Crediting back to a Market-Maker the pro-rated amount of the
Market-Maker Permit fee for a Market-Maker Permit that is used solely
for a TPH to act as
[[Page 11254]]
a Market-Maker in SPXPM during February 2013 is reasonable because
SPXPM will only be listed and traded during a portion of the month of
February 2013, so it makes sense to only assess the Market-Maker Permit
fee for that portion of the month. This is equitable and not unfairly
discriminatory because it will apply to all Market-Maker Permits that
are used solely for a TPH to act as a Market-Maker in SPXPM during
February 2013.
Eliminating, for the purpose of Connectivity Charges, the
distinction between Sponsored Users and stating that these fees apply
to both TPHs and non-TPHs is reasonable because it will allow Sponsored
Users and other non-TPHs to pay half the amount that Sponsored Users
are currently assessed for such fees and ensure that TPHs and non-TPHs
pay the same amounts in connectivity fees. The proposed change is
equitable and not unfairly discriminatory because it will allow
Sponsored Users and non-TPHs to be assessed the same amounts as TPHs.
B. Self-Regulatory Organization's Statement on Burden on Competition
C2 does not believe that the proposed rule change will impose any
burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act.
C2 believes that assessing no fee for all complex order
transactions in equity options classes will not impose any burden on
intramarket competition because all market participants will be
assessed no fee for such transactions. C2 believes that this will not
impose a burden on intermarket competition, but to the extent that not
assessing transaction fees on all complex order transactions in equity
options classes may attract market participants on other exchanges to
C2, such market participants can always elect to become C2 market
participants.
The Exchange believes that passing through an away market's
transaction fees for Public Customer orders sent to such away market(s)
will not impose an unfair burden on intramarket competition because,
while it allows Public Customers to avoid the $0.50 per contract fee
(in addition to the applicable C2 taker fee) that is assessed to other
market participants for Linkage orders, it may encourage Public
Customers to send more orders to the Exchange (without worrying about
the fees that would be incurred if such orders are sent to away
markets). Thus, more Public Customer orders (some that do get sent to
away markets, and some that do not) may be sent to the Exchange. This
provides greater liquidity, which benefits all market participants.
Further, there is a history within the options marketplace of providing
different fee structures for Public Customers than for other market
participants. The Exchange believes that this will not impose an unfair
burden on intermarket competition because a number of other exchanges,
including CBOE and Amex, pass through Linkage fees to Public Customers
and assess different Linkage fees to Public Customers than to other
market participants (indeed, C2's proposed pass-through of Public
Customer Linkage Fees is favorable to that on Amex, which passes
through the fee and adds an $0.11 per contract surcharge).\11\ To the
extent that this pass-through may be attractive to Public Customers to
send orders to C2 instead of other markets, such Public Customers may
elect to do so.
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\11\ See CBOE Fees Schedule, table on Linkage Fees, and Amex
Routing Surcharge.
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The Exchange does not believe that increasing the quoting bandwidth
allowance for Market-Maker Permits will cause an unfair burden on
intramarket competition because this increase applies to only, and all,
C2 Market-Makers (just as does the current lower quoting bandwidth
allowance). Further, the increase in quoting bandwidth allowance will
allow Market-Makers to quote more, which will provide more trading
opportunity for all market participants. The Exchange does not believe
that this increase will cause an unfair burden on intermarket
competition because, to the extent that this increased quoting
bandwidth allowance may be attractive to Market-Makers at other
exchanges, such Market-Makers may register as Market-Makers on C2.
The Exchange does not believe that crediting back to a Market-Maker
the pro-rated amount of the Market-Maker Permit fee for a Market-Maker
Permit that is used solely for a TPH to act as a Market-Maker in SPXPM
during February 2013 will cause an unfair burden on intramarket
competition because it only applies to Market-Makers using a Market-
Maker Permit solely to act as a Market-Maker in SPXPM, which is the
only options class with a full 1.0 registration cost that the Exchange
intends to cease listing and trading in the middle of February 2013.
The Exchange does not believe that this will cause an unfair burden on
intermarket competition because SPXPM is only traded on C2.
The Exchange believes that eliminating, for the purpose of
Connectivity Charges, the distinction between Sponsored Users and
stating that these fees apply to both TPHs and non-TPHs will relieve
any possible burden on intramarket competition because it will ensure
that TPHs and non-TPHs will be paying the same fee amounts. The
Exchange believes that the proposed change will not impose any burden
on intermarket competition, or have an impact on intermarket
competition, because the proposed changes apply merely to connections
to C2, and each exchange has different manners and structures for
connectivity. Further, to the extent that the elimination of separate
higher fees for Sponsored Users and the statement that the regular fees
apply to both TPHs and non-TPHs could attract market participants
connecting to other exchanges to connect to C2, market participants
trading on other exchanges can always elect to do so.
The Exchange also 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 proposed rule change reflects a competitive pricing
structure designed to incent market participants to direct their order
flow to the Exchange, and the Exchange believes that such structure
will help the Exchange remain competitive with those fees and rebates
assessed by other venues.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange neither solicited nor received comments on the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A) of the Act \12\ and paragraph (f) of Rule 19b-4 \13\
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.
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\12\ 15 U.S.C. 78s(b)(3)(A).
\13\ 17 CFR 240.19b-4(f).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing,
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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 email to rule-comments@sec.gov. Please include
File Number SR-C2-2013-007 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-C2-2013-007. 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 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-C2-2013-007, and should be
submitted on or before March 8, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-03569 Filed 2-14-13; 8:45 am]
BILLING CODE 8011-01-P