Self-Regulatory Organizations; C2 Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Relating to PULSe Workstation Functionality, 43956-43958 [2013-17470]
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Federal Register / Vol. 78, No. 140 / Monday, July 22, 2013 / Notices
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
SECURITIES AND EXCHANGE
COMMISSION
some new functionality. No changes to
Exchange rule text are being proposed.
[Release No. 34–69991; File No. SR–C2–
2013–026]
Background
By way of background, the PULSe
workstation is a front-end order entry
system designed for use with respect to
orders that may be sent to the trading
systems of C2. In addition, the PULSe
workstation provides a user with the
capability to send options orders to
other U.S. options exchanges and/or
stock orders to other U.S. stock
exchanges and trading centers 3 (‘‘awaymarket routing’’).4 To use the awaymarket routing functionality, a C2
Trading Permit Holder (‘‘TPH’’) must
either be a PULSe Routing Intermediary
or establish a relationship with a third
party PULSe Routing Intermediary. A
‘‘PULSe Routing Intermediary’’ is a C2
TPH that has connectivity to, and is a
member of, other options and/or stock
exchanges and other trading centers. If
a TPH sends an order from the PULSe
workstation, the PULSe Routing
Intermediary will route that order to the
designated market on behalf of the
entering TPH. Among other things, the
PULSe workstation also causes C2 and/
or the Chicago Board Options Exchange,
Incorporated (‘‘CBOE’’) to be the default
destination exchange(s) for individually
executed marketable option orders if C2
and/or CBOE is at the national best bid
or offer (‘‘NBBO’’), regardless of size or
time, but allows any user to manually
override C2 and/or CBOE as the default
destination on an order-by-order basis
(the ‘‘default destination function’’).5
Similarly, the PULSe workstation may
also be configured by the Exchange to
cause the CBOE Stock Exchange, LLC
• 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–CBOE–2013–062 on the
subject line.
Self-Regulatory Organizations; C2
Options Exchange, Incorporated;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change Relating to PULSe Workstation
Functionality
Paper Comments
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 July 9,
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.
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–CBOE–2013–062. 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
publicly available. All submissions
should refer to File Number SR–CBOE–
2013–062 and should be submitted on
or before August 12, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–17469 Filed 7–19–13; 8:45 am]
July 16, 2013.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
C2 proposes to expand on the
Exchange’s past description of the
routing functionality made available
through the PULSe workstation. No
changes to Exchange rule text are being
proposed.
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 purpose of this proposed rule
change is to expand on the Exchange’s
past description of the routing
functionality made available through
the PULSe workstation and to explain
BILLING CODE 8011–01–P
1 15
13 17
CFR 200.30–3(a)(12).
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2 17
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U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00109
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3 A ‘‘trading center,’’ as provided under Rule
600(b)(78) of Regulation NMS, 17 CFR
242.600(b)(78), means a national securities
exchange or national securities association that
operates an SRO trading facility, an alternative
trading system, an exchange market maker, an OTC
market maker, or any other broker or dealer that
executes orders internally by trading as principal or
crossing orders as agent.
4 For a more detailed description of the PULSe
workstation and its other functionalities, see, e.g.,
Securities Exchange Act Release Nos. 63246
(November 4, 2010) 75 FR 69478 (November 12,
2010) (SR–C2–2010–007), 65279 (September 7,
2011), 76 FR 56824 (September 14, 2011) (SR–C2–
2011–020), and 65482 (October 4, 2011), 76 FR
62879 (October 11, 2011) (SR–C2–2011–028).
5 Nothing about the PULSe order routing
functionality would relieve any TPH that is using
the PULSe workstation from complying with its
best execution obligations. Specifically, just as with
any customer order and any other routing
functionality, a TPH would have an obligation to
consider the availability of price improvement at
various markets and whether routing a customer
order through the PULSe functionality would allow
for access to opportunities for price improvement
if readily available. Moreover, a TPH would need
to conduct best execution evaluations on a regular
basis, at a minimum quarterly, that would include
its use of the PULSe workstation.
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tkelley on DSK3SPTVN1PROD with NOTICES
(‘‘CBSX’’) to be the default designation
exchange for individually executed
marketable stock orders if CBSX is at the
NBBO, regardless of size or time, but
will allow the user to manually override
CBSX as the default destination on an
order-by-order basis. Under the current
Fees Schedule, the Exchange assesses,
in relevant part: 6
• an Away-Market Routing fee to the
entering TPH of $0.02 per executed
options contract (or equivalent share
amount in the case of stock) for awaymarket routing of orders through the
PULSe workstation;
• an Away-Market Routing
Intermediary fee to a Routing
Intermediary for utilizing the PULSe
away-market routing technology of
$0.02 per executed contract or share
equivalent for the first 1 million
contracts or share equivalent executed
in a given month, and $0.03 per contract
or share equivalent for each additional
contract or share equivalent executed in
the same month; 7 and
• a C2 Routing fee to a TPH that
makes the PULSe workstation available
to non-TPHs. This fee is only applicable
for routing to C2 from such non-TPH
PULSe workstations. The fee is $0.02
per contract or share equivalent for the
first 1 million contracts or share
equivalent executed in a month on C2
that originate from the non-TPH PULSe
workstations made available by the
TPH, and $0.03 per contract or share
equivalent for each additional contract
or share equivalent executed on C2 in
the same month from the non-TPH
PULSe workstations made available by
the TPH.8
6 For a complete listing of PULSe workstationrelated fees, please refer to the C2 Fees Schedule.
7 This fee is assessed to Routing Intermediaries
whether the Routing Intermediary is routing orders
on behalf of itself as a TPH or as a third party
Routing Intermediary for other TPHs. The fee is
only applicable for away-market routing from any
PULSe workstation. The fee rates are determined
based on the aggregate level of transactions across
all away-markets and across all PULSe workstations
for which firm serves as the Routing Intermediary.
The Exchange notes that the Away-Market
Routing Intermediary fee is not applicable for routes
to CBOE or CBSX to the extent that the C2 TPH
submitting the order to C2 is also a CBOE TPH or
a CBSX TPH. By way of background, the PULSe
workstation offers the ability to route orders to any
market, including C2 affiliates CBOE and CBSX. To
the extent a C2 TPH that is also a CBOE/CBSX TPH
obtains a PULSe workstation through C2, it is not
necessary for that TPH to obtain a separate PULSe
workstation through CBOE or CBSX to route orders
to CBOE or CBSX, as applicable. It is also not
necessary for that TPH to utilize the services of a
Routing Intermediary to route orders to CBOE or
CBSX, as applicable. As such, to the extent a C2
TPH is also a CBOE TPH or a CBSX TPH, a Routing
Intermediary fee would not be applicable because
the fee is only applicable for away-market routing
through a Routing Intermediary. The TPH would
not be routing away through a Routing
Intermediary, but instead would be submitting
orders directly to CBOE as a CBOE TPH, CBSX as
a CBSX TPH or C2 as a C2 TPH, as applicable,
where the TPH’s activity would be subject to the
transaction fee schedule of CBOE, CBSX or C2,
respectively. To the extent a C2 TPH is not a CBOE
TPH or CBSX TPH and utilizes the services of a
third party Routing Intermediary to route orders to
CBOE or CBSX, as applicable, the Routing
Intermediary would be subject to the fee for the C2
TPH’s executions on CBOE or CBSX, as applicable.
8 The Exchange notes that CBOE has a similar
‘‘CBOE/CBSX Routing’’ fee in the CBOE Fees
Schedule that is applicable to CBOE TPHs and
CBSX TPHs. To the extent that a C2 TPH making
the non-TPH PULSe workstations available is not
also a CBOE TPH or a CBSX TPH, routing from the
non-TPH workstations to CBOE or CBSX is not
considered ‘‘CBOE/CBSX Routing’’, and, therefore,
is not subject to those fees (it would instead be
considered ‘‘away-market routing’’ and subject to
the Away-Market Routing and Away-Market
Routing Intermediary fees described above). To the
extent that a C2 TPH making the non-TPH PULSe
workstations available is also a CBOE TPH or CBSX
TPH, routing from the non-TPH workstations to
CBOE or CBSX is considered ‘‘CBOE/CBSX
Routing,’’ and therefore is subject to that fee.
Example 1: Assume a C2 TPH that is not a CBOE
TPH makes a PULSe workstation available to NonTPH User A. To the extent that orders originating
from Non-TPH User A’s PULSe workstation are
routed to C2, any resulting executions would be
subject to the C2 Routing fee. To the extent that
orders originating from Non-TPH User A’s PULSe
workstation are routed to CBOE, any resulting
executions would be considered away-market
routing and subject to the Away-Market Routing
and Routing Intermediary fees (and not subject to
the CBOE/CBSX Routing fee).
Example 2: Assume a C2 TPH that is also a CBOE
TPH makes a PULSe workstation available to NonTPH User A. To the extent that orders originating
from Non-TPH User A’s PULSe workstation are
routed to C2, any resulting executions would be
subject to the C2 Routing fee. To the extent that
orders originating from Non-TPH User A’s PULSe
workstation are routed to CBOE, any resulting
executions would be subject to the CBOE/CBSX
Routing fee. (Given the C2 TPH’s status as a CBOE
TPH, such orders are not considered away-market
routing and therefore are not subject to the AwayMarket Routing and Routing Intermediary fees.)
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Proposal
The Exchange is proposing to expand
on its past description of the PULSe
workstation routing functionality in
various respects. First, with respect to
the default destination function, the
Exchange proposes to revise its past
description of the function to note that,
when the Exchange has finished
building the functionality, besides
allowing a user to manually override C2
and/or CBOE (CBSX) as the default
destination exchange(s) (trading center)
for individually executed marketable
option (stock) orders if C2 and/or CBOE
(CBSX) is at the NBBO on an order-byorder basis, users will be able to change
the default destination setting to any
other options exchange on a global basis
(e.g., rather than defaulting to C2 or
CBOE, a user could select another
options exchange as the default
exchange and a user will be able to
determine to manually override that
exchange as the default destination on
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43957
an order-by-order basis). The Exchange
notes that having the ability to change
the default destination market will have
no impact on the application of the
current PULSe workstation-related fees.
Second, the Exchange proposes to
expand on its past description of a
PULSe Routing Intermediary. The
Exchange notes that, currently, TPHs
may determine to utilize a Routing
Intermediary that employs ‘‘smart
router’’ functionality which, generally,
is functionality that determines where
to route an order based on pre-set
algorithmic logic. Thus, in addition to a
user having the ability to designate a
destination market to which to a
Routing Intermediary is to route an
order received from a PULSe
workstation, a user may direct a Routing
Intermediary to use its smart router
functionality to determine the
destination options exchange(s) (trading
center(s)) on the TPH’s behalf. The
Exchange further notes that users
currently have the flexibility to
determine when to route orders from
PULSe to a Routing Intermediary’s
smart router, e.g., the determination
could be made by default, on an orderby-order basis, etc. When it comes to the
default destination function (described
above), rather than defaulting to another
options exchange (trading center) for
individually executed marketable
option (stock) orders if the default
market is at the NBBO, a user will have
the flexibility to instead to utilize a
Routing Intermediary’s smart router
functionality as a default for
determining where to route such orders
on a global basis or as a manual override
on an order-by-order basis if some other
destination is configured for the default
destination function. The Exchange
notes that having the ability to route
orders through a smart router will have
no impact on the application of the
current PULSe workstation-related fees.
Finally, the third purpose of this
proposed rule change is to expand on
our past description of the PULSe
workstation routing functionality to
note that users will also have the
capability to send orders between
PULSe workstations. For example, a
user will be able to send an order from
a PULSe workstation located in New
York to a PULSe workstation located in
Chicago. The ability to send orders
‘‘PULSe-to-PULSe’’ will be available for
use within a TPH (and any Non-TPHs to
whom the TPH makes the PULSe
workstation available) and between
TPHs that use the PULSe workstation. A
TPH may establish a PULSe-to-PULSe
connection with another TPH by
contacting C2, who will permission the
connection. Before setting up the
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connection, both TPHs would need to
acknowledge in writing (e.g., including
via email) their agreement to establish
the mutual connection. The Exchanges
notes that there are no fees applicable to
the sending of orders from one PULSe
workstation to another. The Exchange
also notes that the Away-Market
Routing, Away-Market Routing
Intermediary and C2 Routing fees
(described above) apply to the TPH
associated with the PULSe workstation
that ultimately routes an order for
execution.
tkelley on DSK3SPTVN1PROD with NOTICES
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.9 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 10 requirements that the rules of
an exchange 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 regulating, clearing, settling,
processing information with respect to,
and facilitation 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.
Expanding on the Exchange’s past
description of the routing functionality
made available through the PULSe
workstation (for which the Exchange
assesses Away-Market Routing, AwayMarket Routing Intermediary, and C2
Routing fees) provides more information
to the public about such functionality
and confirmation of the application of
applicable fees, and the availability of
such information helps to perfect the
mechanism of a free and open market
and a national market system. Further,
permitting PULSe workstation users to
set their own default destinations, use
smart router as a default, and send
orders between PULSe workstations
provides such users with more freedom
in their uses of the PULSe workstations,
which perfects the mechanism of a free
and open market and a national market
system.
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. The Exchange does
not believe that the proposed rule
change will impose any burden on
intramarket competition that is not
necessary or appropriate in furtherance
of the purposes of the Act because the
features and functionalities described in
this expanded description apply to all
PULSe workstation users. The Exchange
does not believe that the proposed rule
change will impose any burden on
intermarket competition that is not
necessary or appropriate in furtherance
of the purposes of the Act because the
proposed rule change does not make
any changes to Exchange rules or the
Exchange Fees Schedule, but merely
expands on the Exchange’s past
description of the routing functionality
made available through the PULSe
workstation and confirms the
application of applicable fees. To the
extent the features and functionalities
described in this expanded description
of PULSe workstations make C2 a more
attractive marketplace for market
participants at other exchanges, such
market participants may elect to become
C2 market participants.
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 11 and paragraph (f) of Rule
19b–4 12 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. If the
Commission takes such action, the
Commission will institute proceedings
to determine whether the proposed rule
change should be approved or
disapproved.
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 rulecomments@sec.gov. Please include File
Number SR–C2–2013–026 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–C2–2013–026. 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
publicly available. All submissions
should refer to File Number SR–C2–
2013–026 and should be submitted on
or before August 12, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–17470 Filed 7–19–13; 8:45 am]
BILLING CODE 8011–01–P
9 15
U.S.C. 78f(b).
10 15 U.S.C. 78f(b)(5).
VerDate Mar<15>2010
17:15 Jul 19, 2013
11 15
U.S.C. 78s(b)(3)(A).
12 17 CFR 240.19b–4(f).
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Agencies
[Federal Register Volume 78, Number 140 (Monday, July 22, 2013)]
[Notices]
[Pages 43956-43958]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-17470]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69991; File No. SR-C2-2013-026]
Self-Regulatory Organizations; C2 Options Exchange, Incorporated;
Notice of Filing and Immediate Effectiveness of a Proposed Rule Change
Relating to PULSe Workstation Functionality
July 16, 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 July 9, 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.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
C2 proposes to expand on the Exchange's past description of the
routing functionality made available through the PULSe workstation. No
changes to Exchange rule text are being proposed.
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 purpose of this proposed rule change is to expand on the
Exchange's past description of the routing functionality made available
through the PULSe workstation and to explain some new functionality. No
changes to Exchange rule text are being proposed.
Background
By way of background, the PULSe workstation is a front-end order
entry system designed for use with respect to orders that may be sent
to the trading systems of C2. In addition, the PULSe workstation
provides a user with the capability to send options orders to other
U.S. options exchanges and/or stock orders to other U.S. stock
exchanges and trading centers \3\ (``away-market routing'').\4\ To use
the away-market routing functionality, a C2 Trading Permit Holder
(``TPH'') must either be a PULSe Routing Intermediary or establish a
relationship with a third party PULSe Routing Intermediary. A ``PULSe
Routing Intermediary'' is a C2 TPH that has connectivity to, and is a
member of, other options and/or stock exchanges and other trading
centers. If a TPH sends an order from the PULSe workstation, the PULSe
Routing Intermediary will route that order to the designated market on
behalf of the entering TPH. Among other things, the PULSe workstation
also causes C2 and/or the Chicago Board Options Exchange, Incorporated
(``CBOE'') to be the default destination exchange(s) for individually
executed marketable option orders if C2 and/or CBOE is at the national
best bid or offer (``NBBO''), regardless of size or time, but allows
any user to manually override C2 and/or CBOE as the default destination
on an order-by-order basis (the ``default destination function'').\5\
Similarly, the PULSe workstation may also be configured by the Exchange
to cause the CBOE Stock Exchange, LLC
[[Page 43957]]
(``CBSX'') to be the default designation exchange for individually
executed marketable stock orders if CBSX is at the NBBO, regardless of
size or time, but will allow the user to manually override CBSX as the
default destination on an order-by-order basis. Under the current Fees
Schedule, the Exchange assesses, in relevant part: \6\
---------------------------------------------------------------------------
\3\ A ``trading center,'' as provided under Rule 600(b)(78) of
Regulation NMS, 17 CFR 242.600(b)(78), means a national securities
exchange or national securities association that operates an SRO
trading facility, an alternative trading system, an exchange market
maker, an OTC market maker, or any other broker or dealer that
executes orders internally by trading as principal or crossing
orders as agent.
\4\ For a more detailed description of the PULSe workstation and
its other functionalities, see, e.g., Securities Exchange Act
Release Nos. 63246 (November 4, 2010) 75 FR 69478 (November 12,
2010) (SR-C2-2010-007), 65279 (September 7, 2011), 76 FR 56824
(September 14, 2011) (SR-C2-2011-020), and 65482 (October 4, 2011),
76 FR 62879 (October 11, 2011) (SR-C2-2011-028).
\5\ Nothing about the PULSe order routing functionality would
relieve any TPH that is using the PULSe workstation from complying
with its best execution obligations. Specifically, just as with any
customer order and any other routing functionality, a TPH would have
an obligation to consider the availability of price improvement at
various markets and whether routing a customer order through the
PULSe functionality would allow for access to opportunities for
price improvement if readily available. Moreover, a TPH would need
to conduct best execution evaluations on a regular basis, at a
minimum quarterly, that would include its use of the PULSe
workstation.
\6\ For a complete listing of PULSe workstation-related fees,
please refer to the C2 Fees Schedule.
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an Away-Market Routing fee to the entering TPH of $0.02
per executed options contract (or equivalent share amount in the case
of stock) for away-market routing of orders through the PULSe
workstation;
an Away-Market Routing Intermediary fee to a Routing
Intermediary for utilizing the PULSe away-market routing technology of
$0.02 per executed contract or share equivalent for the first 1 million
contracts or share equivalent executed in a given month, and $0.03 per
contract or share equivalent for each additional contract or share
equivalent executed in the same month; \7\ and
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\7\ This fee is assessed to Routing Intermediaries whether the
Routing Intermediary is routing orders on behalf of itself as a TPH
or as a third party Routing Intermediary for other TPHs. The fee is
only applicable for away-market routing from any PULSe workstation.
The fee rates are determined based on the aggregate level of
transactions across all away-markets and across all PULSe
workstations for which firm serves as the Routing Intermediary.
The Exchange notes that the Away-Market Routing Intermediary fee
is not applicable for routes to CBOE or CBSX to the extent that the
C2 TPH submitting the order to C2 is also a CBOE TPH or a CBSX TPH.
By way of background, the PULSe workstation offers the ability to
route orders to any market, including C2 affiliates CBOE and CBSX.
To the extent a C2 TPH that is also a CBOE/CBSX TPH obtains a PULSe
workstation through C2, it is not necessary for that TPH to obtain a
separate PULSe workstation through CBOE or CBSX to route orders to
CBOE or CBSX, as applicable. It is also not necessary for that TPH
to utilize the services of a Routing Intermediary to route orders to
CBOE or CBSX, as applicable. As such, to the extent a C2 TPH is also
a CBOE TPH or a CBSX TPH, a Routing Intermediary fee would not be
applicable because the fee is only applicable for away-market
routing through a Routing Intermediary. The TPH would not be routing
away through a Routing Intermediary, but instead would be submitting
orders directly to CBOE as a CBOE TPH, CBSX as a CBSX TPH or C2 as a
C2 TPH, as applicable, where the TPH's activity would be subject to
the transaction fee schedule of CBOE, CBSX or C2, respectively. To
the extent a C2 TPH is not a CBOE TPH or CBSX TPH and utilizes the
services of a third party Routing Intermediary to route orders to
CBOE or CBSX, as applicable, the Routing Intermediary would be
subject to the fee for the C2 TPH's executions on CBOE or CBSX, as
applicable.
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a C2 Routing fee to a TPH that makes the PULSe workstation
available to non-TPHs. This fee is only applicable for routing to C2
from such non-TPH PULSe workstations. The fee is $0.02 per contract or
share equivalent for the first 1 million contracts or share equivalent
executed in a month on C2 that originate from the non-TPH PULSe
workstations made available by the TPH, and $0.03 per contract or share
equivalent for each additional contract or share equivalent executed on
C2 in the same month from the non-TPH PULSe workstations made available
by the TPH.\8\
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\8\ The Exchange notes that CBOE has a similar ``CBOE/CBSX
Routing'' fee in the CBOE Fees Schedule that is applicable to CBOE
TPHs and CBSX TPHs. To the extent that a C2 TPH making the non-TPH
PULSe workstations available is not also a CBOE TPH or a CBSX TPH,
routing from the non-TPH workstations to CBOE or CBSX is not
considered ``CBOE/CBSX Routing'', and, therefore, is not subject to
those fees (it would instead be considered ``away-market routing''
and subject to the Away-Market Routing and Away-Market Routing
Intermediary fees described above). To the extent that a C2 TPH
making the non-TPH PULSe workstations available is also a CBOE TPH
or CBSX TPH, routing from the non-TPH workstations to CBOE or CBSX
is considered ``CBOE/CBSX Routing,'' and therefore is subject to
that fee.
Example 1: Assume a C2 TPH that is not a CBOE TPH makes a PULSe
workstation available to Non-TPH User A. To the extent that orders
originating from Non-TPH User A's PULSe workstation are routed to
C2, any resulting executions would be subject to the C2 Routing fee.
To the extent that orders originating from Non-TPH User A's PULSe
workstation are routed to CBOE, any resulting executions would be
considered away-market routing and subject to the Away-Market
Routing and Routing Intermediary fees (and not subject to the CBOE/
CBSX Routing fee).
Example 2: Assume a C2 TPH that is also a CBOE TPH makes a PULSe
workstation available to Non-TPH User A. To the extent that orders
originating from Non-TPH User A's PULSe workstation are routed to
C2, any resulting executions would be subject to the C2 Routing fee.
To the extent that orders originating from Non-TPH User A's PULSe
workstation are routed to CBOE, any resulting executions would be
subject to the CBOE/CBSX Routing fee. (Given the C2 TPH's status as
a CBOE TPH, such orders are not considered away-market routing and
therefore are not subject to the Away-Market Routing and Routing
Intermediary fees.)
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Proposal
The Exchange is proposing to expand on its past description of the
PULSe workstation routing functionality in various respects. First,
with respect to the default destination function, the Exchange proposes
to revise its past description of the function to note that, when the
Exchange has finished building the functionality, besides allowing a
user to manually override C2 and/or CBOE (CBSX) as the default
destination exchange(s) (trading center) for individually executed
marketable option (stock) orders if C2 and/or CBOE (CBSX) is at the
NBBO on an order-by-order basis, users will be able to change the
default destination setting to any other options exchange on a global
basis (e.g., rather than defaulting to C2 or CBOE, a user could select
another options exchange as the default exchange and a user will be
able to determine to manually override that exchange as the default
destination on an order-by-order basis). The Exchange notes that having
the ability to change the default destination market will have no
impact on the application of the current PULSe workstation-related
fees.
Second, the Exchange proposes to expand on its past description of
a PULSe Routing Intermediary. The Exchange notes that, currently, TPHs
may determine to utilize a Routing Intermediary that employs ``smart
router'' functionality which, generally, is functionality that
determines where to route an order based on pre-set algorithmic logic.
Thus, in addition to a user having the ability to designate a
destination market to which to a Routing Intermediary is to route an
order received from a PULSe workstation, a user may direct a Routing
Intermediary to use its smart router functionality to determine the
destination options exchange(s) (trading center(s)) on the TPH's
behalf. The Exchange further notes that users currently have the
flexibility to determine when to route orders from PULSe to a Routing
Intermediary's smart router, e.g., the determination could be made by
default, on an order-by-order basis, etc. When it comes to the default
destination function (described above), rather than defaulting to
another options exchange (trading center) for individually executed
marketable option (stock) orders if the default market is at the NBBO,
a user will have the flexibility to instead to utilize a Routing
Intermediary's smart router functionality as a default for determining
where to route such orders on a global basis or as a manual override on
an order-by-order basis if some other destination is configured for the
default destination function. The Exchange notes that having the
ability to route orders through a smart router will have no impact on
the application of the current PULSe workstation-related fees.
Finally, the third purpose of this proposed rule change is to
expand on our past description of the PULSe workstation routing
functionality to note that users will also have the capability to send
orders between PULSe workstations. For example, a user will be able to
send an order from a PULSe workstation located in New York to a PULSe
workstation located in Chicago. The ability to send orders ``PULSe-to-
PULSe'' will be available for use within a TPH (and any Non-TPHs to
whom the TPH makes the PULSe workstation available) and between TPHs
that use the PULSe workstation. A TPH may establish a PULSe-to-PULSe
connection with another TPH by contacting C2, who will permission the
connection. Before setting up the
[[Page 43958]]
connection, both TPHs would need to acknowledge in writing (e.g.,
including via email) their agreement to establish the mutual
connection. The Exchanges notes that there are no fees applicable to
the sending of orders from one PULSe workstation to another. The
Exchange also notes that the Away-Market Routing, Away-Market Routing
Intermediary and C2 Routing fees (described above) apply to the TPH
associated with the PULSe workstation that ultimately routes an order
for execution.
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.\9\ Specifically, the Exchange believes the proposed rule change is
consistent with the Section 6(b)(5) \10\ requirements that the rules of
an exchange 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 regulating,
clearing, settling, processing information with respect to, and
facilitation 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.
Expanding on the Exchange's past description of the routing
functionality made available through the PULSe workstation (for which
the Exchange assesses Away-Market Routing, Away-Market Routing
Intermediary, and C2 Routing fees) provides more information to the
public about such functionality and confirmation of the application of
applicable fees, and the availability of such information helps to
perfect the mechanism of a free and open market and a national market
system. Further, permitting PULSe workstation users to set their own
default destinations, use smart router as a default, and send orders
between PULSe workstations provides such users with more freedom in
their uses of the PULSe workstations, which perfects the mechanism of a
free and open market and a national market system.
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\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(5).
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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. The Exchange does not believe
that the proposed rule change will impose any burden on intramarket
competition that is not necessary or appropriate in furtherance of the
purposes of the Act because the features and functionalities described
in this expanded description apply to all PULSe workstation users. The
Exchange does not believe that the proposed rule change will impose any
burden on intermarket competition that is not necessary or appropriate
in furtherance of the purposes of the Act because the proposed rule
change does not make any changes to Exchange rules or the Exchange Fees
Schedule, but merely expands on the Exchange's past description of the
routing functionality made available through the PULSe workstation and
confirms the application of applicable fees. To the extent the features
and functionalities described in this expanded description of PULSe
workstations make C2 a more attractive marketplace for market
participants at other exchanges, such market participants may elect to
become C2 market participants.
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 \11\ and paragraph (f) of Rule 19b-4 \12\
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. If the Commission
takes such action, the Commission will institute proceedings to
determine whether the proposed rule change should be approved or
disapproved.
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\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 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, 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-C2-2013-026 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-C2-2013-026. 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 publicly available. All
submissions should refer to File Number SR-C2-2013-026 and should be
submitted on or before August 12, 2013.
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\13\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-17470 Filed 7-19-13; 8:45 am]
BILLING CODE 8011-01-P