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., 12803-12805 [2013-04268]
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Federal Register / Vol. 78, No. 37 / Monday, February 25, 2013 / Notices
submit a copy of such statement no later
than 5:00 p.m. Friday, March 1, 2013.
Such statement must be typewritten,
double-spaced, and may not exceed ten
(10) pages. Upon receipt of the required
notice, the Board will prepare an
agenda, which will be available at the
hearing, that identifies speakers and the
time allotted for each presentation.
1:30
p.m.–3:30 p.m.; 2100 K Street NW., 4th
Floor, Washington, DC 20427.
PORTION CLOSED TO THE PUBLIC:
CONTACT PERSON FOR MORE INFORMATION:
Susan Reingold, Chief Administrative
Officer, 202–331–1986.
Dated: February 21, 2013.
Claire McKenna,
Legal Counsel, Privacy and Civil Liberties
Oversight Board.
[FR Doc. 2013–04380 Filed 2–21–13; 4:15 pm]
BILLING CODE 6820–B3–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68951; File No. SR–BATS–
2013–012]
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.
mstockstill on DSK4VPTVN1PROD with NOTICES
February 19, 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
11, 2013, 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).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange 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 are 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
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
pricing applicable to the Exchange’s
options platform (‘‘BATS Options’’)
with respect to orders routed away by
the Exchange and executed at BOX
Options Exchange LLC (‘‘BOX’’) and C2
Options Exchange, Inc. (‘‘C2’’). The
Exchange also proposes to modify BATS
Options pricing for certain directed
intermarket sweep orders (‘‘Directed
ISOs’’) routed to BOX [sic], C2, NYSE
Arca, Inc. (‘‘ARCA’’) and NASDAQ
OMX BX, Inc. (‘‘BX Options’’), as
further described below.
BATS Options 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’’). As explained below,
2 17
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17:22 Feb 22, 2013
5 A Member is any registered broker or dealer that
has been admitted to membership in the Exchange.
Jkt 229001
PO 00000
Frm 00090
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12803
the Exchange proposes to impose the
same pricing for executions at C2 as is
currently charged by the Exchange for
orders routed to and executed at BX
Options in non-Penny Pilot Securities
and to eliminate fees for Customer
orders executed at BOX.6
Based on applicable Routing Costs,
the Exchange currently charges $0.11
per contract for Customer 7 orders
executed at BOX, NYSE MKT LLC
(‘‘AMEX’’), Chicago Board Options
Exchange, Inc. (‘‘CBOE’’), the MIAX
Options Exchange (‘‘MIAX’’), BX
Options in Penny Pilot Securities,
International Securities Exchange, LLC
(‘‘ISE’’) in Classic issues, and NASDAQ
OMX PHLX LLC (‘‘PHLX’’). The
Exchange currently charges $0.57 per
contract for Professional,8 Firm, and
Market Maker 9 orders executed at BOX,
AMEX, CBOE, MIAX, BX Options in
Penny Pilot Securities, ISE in Classic
issues, and PHLX. BOX currently
charges an initial base fee for
transactions that remove liquidity and
then certain credits are applied to such
transactions that remove liquidity. This
results in variable rebates for Customer
orders routed by the Exchange to BOX.
Based on this fee structure, the
Exchange proposes to provide routing of
Customer orders to BOX without
imposing a fee, which is the same
pricing currently applied by the
Exchange to executions of Customer
orders routed to BX Options in nonPenny Pilot Securities, which, like BOX,
6 The Exchange currently charges different fees
and provides different rebates depending on
whether an options class is an options class that
qualifies as a Penny Pilot Security pursuant to
Exchange Rule 21.5, Interpretation and Policy .01
or is a non-Penny Pilot Security. Certain other
options exchanges also have different pricing for
Penny Pilot Securities and non-Penny Pilot
Securities. Accordingly, in certain cases, the
Exchange’s routing fees also vary with respect to the
fees for orders executed at such exchanges.
However, in order to maintain a simple routing
table, depending on the level of applicable fees and
the affect of such fees upon Exchange Routing
Costs, the Exchange has also chosen to charge all
executions at certain venues a flat rate rather than
differentiating between Penny Pilot Securities and
non-Penny Pilot Securities. This is the case with
respect to routing to BOX and C2, as proposed to
be amended by this filing.
7 As defined on the Exchange’s fee schedule, a
‘‘Customer’’ order is any transaction identified by
a Member for clearing in the Customer range at the
Options Clearing Corporation (‘‘OCC’’), except for
those designated as ‘‘Professional’’.
8 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).
9 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
Options Clearing Corporation (‘‘OCC’’).
E:\FR\FM\25FEN1.SGM
25FEN1
mstockstill on DSK4VPTVN1PROD with NOTICES
12804
Federal Register / Vol. 78, No. 37 / Monday, February 25, 2013 / Notices
also provides rebates for Customer
orders. The Exchange is not proposing
to change pricing for executions for
Professional, Firm and Market Maker
orders at BOX and will continue to
charge $0.57 per contract for such
orders.
Based on applicable Routing Costs,
the Exchange currently charges $0.52
per contract for Customer orders
executed at C2, ARCA in Penny Pilot
Securities, and the NASDAQ Options
Market (‘‘NOM’’) in Penny Pilot
Securities. The Exchange currently
charges $0.57 per contract for
Professional, Firm, and Market Maker
orders executed at C2, ARCA in Penny
Pilot Securities, and NOM in Penny
Pilot Securities. Recent pricing changes
by C2 will result in a maximum fee of
$0.85 per contract for Professional, Firm
and Market Maker orders executed at C2
and rebates or free executions for
Customer orders executed at C2. Based
on such changes, the Exchange proposes
to align the pricing for orders routed to
and executed at C2 with the pricing
currently charged by the Exchange for
orders routed to and executed at BX
Options in non-Penny Pilot Securities.
Accordingly, with respect to orders
routed to C2, the Exchange proposes to
provide executions of Customer orders
without imposing a fee and to charge
$0.95 per contract for Professional, Firm
and Market Maker orders.
In order to cover the cost of removing
liquidity in non-Penny Pilot Securities
at NOM, including Routing Costs, the
Exchange currently charges a flat fee of
$0.95 per contract for all executions of
Directed ISOs routed to NOM in nonPenny Pilot Securities. This is the same
fee as the Exchange charges for
executions of Professional, Firm and
Market Maker orders routed to NOM in
non-Penny Pilot Securities generally.
The fee of $0.95 per contract is slightly
more than the Exchange’s standard fee
of $0.90 per contract for Customer
orders executed at NOM in non-Penny
Pilot Securities.
In order to achieve consistency with
the Exchange’s fees for Directed ISOs
routed to NOM, the Exchange proposes
to extend its Directed ISO pricing to all
other types of routed executions for
which the Exchange charges a routing
fee of $0.90 or more. Specifically, in
addition to continuing to charge $0.95
per contract for all executions of
Directed ISOs routed to NOM in nonPenny Pilot Securities, the Exchange
proposes to charge a flat fee of $0.95 per
contract for Directed ISOs routed to and
executed by: (1) ARCA in non-Penny
Pilot Securities, (2) BX Options in nonPenny Pilot Securities to the extent such
Directed ISOs are Professional, Firm or
VerDate Mar<15>2010
17:22 Feb 22, 2013
Jkt 229001
Market Maker orders, and (3) C2 to the
extent such Directed ISOs are
Professional, Firm or Market Maker
orders.
The Exchange will continue to impose
a flat fee of $0.60 per contract for any
other Directed ISO.
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.10
Specifically, the Exchange believes that
the proposed rule change is consistent
with Section 6(b)(4) of the Act,11 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 or providers of routing services
if they deem fee levels to be excessive.
As explained above, the Exchange
generally attempts to approximate the
cost of routing to other options
exchanges, including other applicable
costs to the Exchange for routing. The
Exchange believes that a pricing model
based on approximate Routing Costs is
a reasonable, fair and equitable
approach to pricing. Specifically, the
Exchange believes that its proposal to
modify fees to BOX and C2 is fair,
equitable and reasonable because the
fees are generally an approximation of
the cost to the Exchange for routing
orders to such exchanges. 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. 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 C2 and will
operate at a gain for Customer orders
routed to BOX. 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
such exchanges. The Exchange also
believes that the proposed fee structure
for orders routed to and executed at
these away options exchanges is fair and
equitable and not unreasonably
10 15
11 15
PO 00000
U.S.C. 78f.
U.S.C. 78f(b)(4).
Frm 00091
Fmt 4703
Sfmt 4703
discriminatory in that it applies equally
to all Members.
The Exchange notes that under their
pricing models, BOX and C2 provide
certain rebates for executions that the
Exchange is not proposing to pass on to
the entering Member; instead, the
Exchange proposes to provide such
executions free of charge. The Exchange
specifically believes that its pricing
structure for Customer orders routed to
BOX and C2 is reasonable because,
although not an approximation of the
cost of routing per se, Customer orders
will still receive executions free of
charge, whereas all other routed orders
(other than Customer orders to BX
Options) are charged a fee that includes
applicable Routing Costs. The Exchange
believes that the proposed pricing for
Customer orders routed to BOX and C2
is fair and equitable and nondiscriminatory because it will apply
equally to all Members, and because
Members can and will likely route
directly to BX Options to the extent they
are specifically seeking the rebate
provided for such orders. Finally, the
Exchange believes that its proposed fee
for routing of Professional, Firm and
Market Maker orders to C2 is reasonable
because it is an approximation of the
maximum fees the Exchange will be
charged for such executions, including
Routing Costs.
As explained above, the Exchange has
also proposed to increase fees for
Directed ISO’s to ARCA in non-Penny
Pilot Securities, to BX Options in nonPenny Pilot Securities (Professional,
Firm or Market Maker orders only), and
to C2 (Professional, Firm or Market
Maker orders) to $0.95 per contract
(from the current charge of $0.60 per
contract for all Directed ISO’s other than
in non-Penny Pilot Securities routed to
NOM). The Exchange believes that this
increase is fair, equitable and reasonable
because the fees are also an
approximation of the cost to the
Exchange for routing orders to such
options exchanges. The Exchange also
believes that the proposed fee structure
for orders routed to and executed at
these away options exchanges is fair and
equitable and not unreasonably
discriminatory in that it applies equally
to all Members.
The Exchange reiterates 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 to be
excessive or providers of routing
services if they deem fee levels to be
excessive. Finally, the Exchange notes
that it constantly evaluates its routing
fees, including profit and loss
attributable to routing, as applicable, in
E:\FR\FM\25FEN1.SGM
25FEN1
Federal Register / Vol. 78, No. 37 / Monday, February 25, 2013 / Notices
connection with the operation of a flat
fee routing service, and would consider
future adjustments to the proposed
pricing structure to the extent it was
recouping a significant profit from
routing to another options exchange.
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. The
proposed changes will assist the
Exchange in recouping costs for routing
orders to other options exchanges on
behalf of its participants. The Exchange
also notes that Members may choose to
mark their orders as ineligible for
routing to avoid incurring routing fees.12
As stated above, 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 to be
excessive or providers of routing
services if they deem fee levels to be
excessive.
mstockstill on DSK4VPTVN1PROD with NOTICES
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any written
comments from members or other
interested parties.
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 13 and Rule 19b–4(f)(2)
thereunder,14 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.
12 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).
13 15 U.S.C. 78s(b)(3)(A)(ii).
14 17 CFR 240.19b–4(f)(2).
VerDate Mar<15>2010
17:22 Feb 22, 2013
Jkt 229001
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
12805
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–04268 Filed 2–22–13; 8:45 am]
BILLING CODE 8011–01–P
Electronic Comments
SMALL BUSINESS ADMINISTRATION
• 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–2013–012 on the
subject line.
[Disaster Declaration #13492 and #13493]
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–2013–012. 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–
2013–012 and should be submitted on
or before March 18, 2013.
PO 00000
Mississippi Disaster #MS–00064
U.S. Small Business
Administration.
ACTION: Notice.
AGENCY:
This is a Notice of the
Presidential declaration of a major
disaster for the State of Mississippi
(FEMA–4101–DR), dated 02/13/2013.
Incident: Severe Storms, Tornadoes,
and Flooding.
Incident Period: 02/10/2013 and
continuing.
Effective Date: 02/13/2013.
Physical Loan Application Deadline
Date: 04/15/2013.
Economic Injury (EIDL) Loan
Application Deadline Date: 11/13/2013.
ADDRESSES: Submit completed loan
applications to: U.S. Small Business
Administration, Processing And
Disbursement Center, 14925 Kingsport
Road, Fort Worth, TX 76155.
FOR FURTHER INFORMATION CONTACT: A.
Escobar, Office of Disaster Assistance,
U.S. Small Business Administration,
409 3rd Street SW., Suite 6050,
Washington, DC 20416.
SUPPLEMENTARY INFORMATION: Notice is
hereby given that as a result of the
President’s major disaster declaration on
02/13/2013, applications for disaster
loans may be filed at the address listed
above or other locally announced
locations.
The following areas have been
determined to be adversely affected by
the disaster:
Primary Counties (Physical Damage and
Economic Injury Loans): Forrest,
Lamar.
Contiguous Counties (Economic Injury
Loans Only):
Mississippi: Covington, Jefferson Davis,
Jones, Marion, Pearl River, Perry,
Stone.
The Interest Rates are:
SUMMARY:
Percent
For Physical Damage:
Homeowners With Credit Available Elsewhere ......................
15 17
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CFR 200.30–3(a)(12).
25FEN1
3.375
Agencies
[Federal Register Volume 78, Number 37 (Monday, February 25, 2013)]
[Notices]
[Pages 12803-12805]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-04268]
=======================================================================
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68951; File No. SR-BATS-2013-012]
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.
February 19, 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 11, 2013, 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).
---------------------------------------------------------------------------
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
are 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 pricing applicable to the
Exchange's options platform (``BATS Options'') with respect to orders
routed away by the Exchange and executed at BOX Options Exchange LLC
(``BOX'') and C2 Options Exchange, Inc. (``C2''). The Exchange also
proposes to modify BATS Options pricing for certain directed
intermarket sweep orders (``Directed ISOs'') routed to BOX [sic], C2,
NYSE Arca, Inc. (``ARCA'') and NASDAQ OMX BX, Inc. (``BX Options''), as
further described below.
BATS Options 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''). As explained below, the
Exchange proposes to impose the same pricing for executions at C2 as is
currently charged by the Exchange for orders routed to and executed at
BX Options in non-Penny Pilot Securities and to eliminate fees for
Customer orders executed at BOX.\6\
---------------------------------------------------------------------------
\6\ The Exchange currently charges different fees and provides
different rebates depending on whether an options class is an
options class that qualifies as a Penny Pilot Security pursuant to
Exchange Rule 21.5, Interpretation and Policy .01 or is a non-Penny
Pilot Security. Certain other options exchanges also have different
pricing for Penny Pilot Securities and non-Penny Pilot Securities.
Accordingly, in certain cases, the Exchange's routing fees also vary
with respect to the fees for orders executed at such exchanges.
However, in order to maintain a simple routing table, depending on
the level of applicable fees and the affect of such fees upon
Exchange Routing Costs, the Exchange has also chosen to charge all
executions at certain venues a flat rate rather than differentiating
between Penny Pilot Securities and non-Penny Pilot Securities. This
is the case with respect to routing to BOX and C2, as proposed to be
amended by this filing.
---------------------------------------------------------------------------
Based on applicable Routing Costs, the Exchange currently charges
$0.11 per contract for Customer \7\ orders executed at BOX, NYSE MKT
LLC (``AMEX''), Chicago Board Options Exchange, Inc. (``CBOE''), the
MIAX Options Exchange (``MIAX''), BX Options in Penny Pilot Securities,
International Securities Exchange, LLC (``ISE'') in Classic issues, and
NASDAQ OMX PHLX LLC (``PHLX''). The Exchange currently charges $0.57
per contract for Professional,\8\ Firm, and Market Maker \9\ orders
executed at BOX, AMEX, CBOE, MIAX, BX Options in Penny Pilot
Securities, ISE in Classic issues, and PHLX. BOX currently charges an
initial base fee for transactions that remove liquidity and then
certain credits are applied to such transactions that remove liquidity.
This results in variable rebates for Customer orders routed by the
Exchange to BOX. Based on this fee structure, the Exchange proposes to
provide routing of Customer orders to BOX without imposing a fee, which
is the same pricing currently applied by the Exchange to executions of
Customer orders routed to BX Options in non-Penny Pilot Securities,
which, like BOX,
[[Page 12804]]
also provides rebates for Customer orders. The Exchange is not
proposing to change pricing for executions for Professional, Firm and
Market Maker orders at BOX and will continue to charge $0.57 per
contract for such orders.
---------------------------------------------------------------------------
\7\ As defined on the Exchange's fee schedule, a ``Customer''
order is any transaction identified by a Member for clearing in the
Customer range at the Options Clearing Corporation (``OCC''), except
for those designated as ``Professional''.
\8\ 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).
\9\ 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 Options Clearing Corporation (``OCC'').
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Based on applicable Routing Costs, the Exchange currently charges
$0.52 per contract for Customer orders executed at C2, ARCA in Penny
Pilot Securities, and the NASDAQ Options Market (``NOM'') in Penny
Pilot Securities. The Exchange currently charges $0.57 per contract for
Professional, Firm, and Market Maker orders executed at C2, ARCA in
Penny Pilot Securities, and NOM in Penny Pilot Securities. Recent
pricing changes by C2 will result in a maximum fee of $0.85 per
contract for Professional, Firm and Market Maker orders executed at C2
and rebates or free executions for Customer orders executed at C2.
Based on such changes, the Exchange proposes to align the pricing for
orders routed to and executed at C2 with the pricing currently charged
by the Exchange for orders routed to and executed at BX Options in non-
Penny Pilot Securities. Accordingly, with respect to orders routed to
C2, the Exchange proposes to provide executions of Customer orders
without imposing a fee and to charge $0.95 per contract for
Professional, Firm and Market Maker orders.
In order to cover the cost of removing liquidity in non-Penny Pilot
Securities at NOM, including Routing Costs, the Exchange currently
charges a flat fee of $0.95 per contract for all executions of Directed
ISOs routed to NOM in non-Penny Pilot Securities. This is the same fee
as the Exchange charges for executions of Professional, Firm and Market
Maker orders routed to NOM in non-Penny Pilot Securities generally. The
fee of $0.95 per contract is slightly more than the Exchange's standard
fee of $0.90 per contract for Customer orders executed at NOM in non-
Penny Pilot Securities.
In order to achieve consistency with the Exchange's fees for
Directed ISOs routed to NOM, the Exchange proposes to extend its
Directed ISO pricing to all other types of routed executions for which
the Exchange charges a routing fee of $0.90 or more. Specifically, in
addition to continuing to charge $0.95 per contract for all executions
of Directed ISOs routed to NOM in non-Penny Pilot Securities, the
Exchange proposes to charge a flat fee of $0.95 per contract for
Directed ISOs routed to and executed by: (1) ARCA in non-Penny Pilot
Securities, (2) BX Options in non-Penny Pilot Securities to the extent
such Directed ISOs are Professional, Firm or Market Maker orders, and
(3) C2 to the extent such Directed ISOs are Professional, Firm or
Market Maker orders.
The Exchange will continue to impose a flat fee of $0.60 per
contract for any other Directed ISO.
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.\10\
Specifically, the Exchange believes that the proposed rule change is
consistent with Section 6(b)(4) of the Act,\11\ 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 or providers of routing services
if they deem fee levels to be excessive.
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\10\ 15 U.S.C. 78f.
\11\ 15 U.S.C. 78f(b)(4).
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As explained above, the Exchange generally attempts to approximate
the cost of routing to other options exchanges, including other
applicable costs to the Exchange for routing. The Exchange believes
that a pricing model based on approximate Routing Costs is a
reasonable, fair and equitable approach to pricing. Specifically, the
Exchange believes that its proposal to modify fees to BOX and C2 is
fair, equitable and reasonable because the fees are generally an
approximation of the cost to the Exchange for routing orders to such
exchanges. 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. 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 C2 and will
operate at a gain for Customer orders routed to BOX. 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 such
exchanges. The Exchange also believes that the proposed fee structure
for orders routed to and executed at these away options exchanges is
fair and equitable and not unreasonably discriminatory in that it
applies equally to all Members.
The Exchange notes that under their pricing models, BOX and C2
provide certain rebates for executions that the Exchange is not
proposing to pass on to the entering Member; instead, the Exchange
proposes to provide such executions free of charge. The Exchange
specifically believes that its pricing structure for Customer orders
routed to BOX and C2 is reasonable because, although not an
approximation of the cost of routing per se, Customer orders will still
receive executions free of charge, whereas all other routed orders
(other than Customer orders to BX Options) are charged a fee that
includes applicable Routing Costs. The Exchange believes that the
proposed pricing for Customer orders routed to BOX and C2 is fair and
equitable and non-discriminatory because it will apply equally to all
Members, and because Members can and will likely route directly to BX
Options to the extent they are specifically seeking the rebate provided
for such orders. Finally, the Exchange believes that its proposed fee
for routing of Professional, Firm and Market Maker orders to C2 is
reasonable because it is an approximation of the maximum fees the
Exchange will be charged for such executions, including Routing Costs.
As explained above, the Exchange has also proposed to increase fees
for Directed ISO's to ARCA in non-Penny Pilot Securities, to BX Options
in non-Penny Pilot Securities (Professional, Firm or Market Maker
orders only), and to C2 (Professional, Firm or Market Maker orders) to
$0.95 per contract (from the current charge of $0.60 per contract for
all Directed ISO's other than in non-Penny Pilot Securities routed to
NOM). The Exchange believes that this increase is fair, equitable and
reasonable because the fees are also an approximation of the cost to
the Exchange for routing orders to such options exchanges. The Exchange
also believes that the proposed fee structure for orders routed to and
executed at these away options exchanges is fair and equitable and not
unreasonably discriminatory in that it applies equally to all Members.
The Exchange reiterates 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 to be excessive or providers
of routing services if they deem fee levels to be excessive. Finally,
the Exchange notes that it constantly evaluates its routing fees,
including profit and loss attributable to routing, as applicable, in
[[Page 12805]]
connection with the operation of a flat fee routing service, and would
consider future adjustments to the proposed pricing structure to the
extent it was recouping a significant profit from routing to another
options exchange.
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. The proposed changes will
assist the Exchange in recouping costs for routing orders to other
options exchanges on behalf of its participants. The Exchange also
notes that Members may choose to mark their orders as ineligible for
routing to avoid incurring routing fees.\12\ As stated above, 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 to be excessive or providers of routing
services if they deem fee levels to be excessive.
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\12\ 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 Received From Members, Participants, or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any written comments from members or other interested parties.
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 \13\ and Rule 19b-
4(f)(2) thereunder,\14\ 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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\13\ 15 U.S.C. 78s(b)(3)(A)(ii).
\14\ 17 CFR 240.19b-4(f)(2).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-BATS-2013-012 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-2013-012. 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-2013-012 and should be
submitted on or before March 18, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
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\15\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-04268 Filed 2-22-13; 8:45 am]
BILLING CODE 8011-01-P