Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Related to Fees for Use of BATS Exchange, Inc., 76355-76357 [2013-29896]
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Federal Register / Vol. 78, No. 242 / Tuesday, December 17, 2013 / Notices
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–BX–
2013–060 and should be submitted on
or before January 7, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–29894 Filed 12–16–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71041; File No. SR–BATS–
2013–061]
Self-Regulatory Organizations; BATS
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Related to Fees for Use
of BATS Exchange, Inc.
wreier-aviles on DSK5TPTVN1PROD with NOTICES
December 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 December
2, 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange filed a proposal to
amend the fee schedule applicable to
Members 5 and non-members of the
Exchange pursuant to BATS Rules
15.1(a) and (c). Changes to the fee
schedule pursuant to this proposal will
be effective upon filing.
The text of the proposed rule change
is available at the Exchange’s Web site
at https://www.batstrading.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
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 charged by the Exchange’s
options platform (‘‘BATS Options’’) for
orders routed away from the Exchange
and executed at the International
Securities Exchange, LLC (‘‘ISE’’) and
the NASDAQ OMX PHLX LLC
(‘‘PHLX’’).
Background
The Exchange currently charges
certain flat rates for routing to other
options exchanges that have been
3 15
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
5 A Member is any registered broker or dealer that
has been admitted to membership in the Exchange.
17 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
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76355
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’’). To address different
fees at various other options exchanges,
the Exchange in most instances
differentiates between either securities
subject to the options penny pilot
program (‘‘Penny Pilot Securities’’) and
non-Penny Pilot Securities or between
‘‘Make/Take issues’’ and ‘‘Classic
issues.’’ As set forth on the Exchange’s
fee schedule, pricing in Make/Take
issues is for executions at the identified
exchange under which rebates to post
liquidity (i.e., ‘‘Make’’) are credited by
that exchange and fees to take liquidity
(i.e., ‘‘Take’’) are charged by that
exchange; pricing in Classic issues
applies to all other executions at such
exchanges.
ISE Routing Fees
The Exchange currently charges $0.30
per contract for Customer 6 orders and
$0.57 per contract for Professional,7
Firm, and Market Maker 8 orders
executed at ISE in Make/Take issues.
Based on execution fees charged by ISE,
which currently exceed the fee charged
for Customer orders even without taking
other Routing Costs into consideration,
the Exchange proposes to increase fees
for Customer orders routed to and
executed at ISE in Make/Take issues.
Specifically, the Exchange proposes to
charge $0.52 per contract for Customer
orders executed at ISE in Make/Take
issues. This is the same fee charged for
executions in Penny Pilot Securities for
Customer orders routed to and executed
at the Topaz Exchange, LLC (‘‘ISE
Gemini’’), the NASDAQ Options Market
(‘‘NOM’’), and NYSE Arca, Inc.
(‘‘ARCA’’). Also, for consistency with
such other markets, because the ISE’s
pricing model is now clearly
differentiated between Penny Pilot
Securities and non-Penny Pilot
6 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’’.
7 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).
8 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\17DEN1.SGM
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Federal Register / Vol. 78, No. 242 / Tuesday, December 17, 2013 / Notices
wreier-aviles on DSK5TPTVN1PROD with NOTICES
Securities, the Exchange proposes to
change the references for such pricing
from Make/Take pricing to Penny Pilot
Security pricing.
The Exchange does not propose any
change to the fee of $0.57 per contract
for Professional, Firm, and Market
Maker orders executed at ISE other than
to re-designate such pricing as
applicable to Penny Pilot Securities
rather than Make/Take issues. The
Exchange also proposes to change the
references for ISE pricing in Classic
issues to refer to pricing in non-Penny
Pilot Securities. The Exchange is not
proposing any changes to the actual
pricing for orders executed at ISE in
non-Penny Pilot Securities, which will
remain at $0.11 per contract for
Customer orders and $0.57 per contract
for Professional, Firm, and Market
Maker orders.
PHLX Routing Fees
The Exchange currently charges $0.11
per contract for Customer orders and
$0.57 per contract for Professional,
Firm, and Market Maker orders routed
to and executed at PHLX in both Classic
and Make/Take issues. Based on
changes to pricing at PHLX that will set
the fee to remove liquidity in options
overlying the SPDR® S&P 500®
exchange-traded fund (‘‘SPY’’) for all
participants at $0.45 per contract
effective December 2, 2013, the
Exchange proposes to increase its fees
for all Customer orders routed to and
executed at PHLX from $0.11 to $0.45
per contract. The Exchange believes that
this increase will allow it to cover
applicable Routing Costs for all
Customer orders routed to and executed
at PHLX, as further described below.
Effective December 2, 2013, PHLX also
adopted increased rates to remove
liquidity in Classic issues to $0.60 per
contract. Based on this increase for
Routing Costs for Professional, Firm,
and Market Maker orders routed to and
executed at PHLX in Classic issues, the
Exchange proposes to increase the
routing rate for all Professional, Firm,
and Market Maker orders from $0.57 to
$0.65 per contract. The Exchange
believes that this increase will allow it
to cover applicable Routing Costs for all
Professional, Firm, and Market Maker
orders routed to and executed at PHLX.
The Exchange notes that while the
Exchange will be charging significantly
more for certain Customer orders routed
to and executed at PHLX than the PHLX
charges directly for such Customer
orders, in other instances the Exchange
will be charging less than the total
Routing Costs incurred by the Exchange
for routing Customer orders to PHLX,
namely in the most actively traded
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14:45 Dec 16, 2013
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options contract, SPY. Because options
on SPY account for a significant amount
of volume routed to away markets (as
well as executed on the Exchange), the
Exchange does not want to charge less
than the actual fee for executions of SPY
options on PHLX. Also, in order to
continue to maintain a relatively simple
routing table and fee schedule, the
Exchange does not want to charge a
routing fee specific to one underlying
security at this time. Similarly, with
respect to Professional, Firm, and
Market Maker orders, the Exchange’s
proposal to charge $0.65 per contract for
all such orders will allow the Exchange
to cover its Routing Costs for such
orders routed to PHLX while also
maintaining a simple pricing structure.
As it has done before, despite
identical fees, the Exchange is
maintaining separate references to
Make/Take and Classic pricing for
orders routed to and executed PHLX
because it believes that participants that
are accustomed to this distinction will
be less confused if it continues to
separately list each category.
The Exchange currently charges $0.60
per contract for Directed ISOs routed
and executed at away destinations, with
the exception of: (i) Directed ISOs in
Mini Options, for which the Exchange
charges $0.15 per contract; and (ii) in
the following situations, for which the
Exchange charges $0.95 per contract: (1)
Orders in non-Penny Pilot Securities
executed at NOM, ARCA and ISE
Gemini; (2) Professional, Firm and
Market Maker orders executed at BX
Options in non-Penny Pilot Securities;
and (3) Professional, Firm and Market
Maker orders executed at C2. In order to
cover anticipated Routing Costs for such
orders taking recent PHLX pricing
changes into account, the Exchange
proposes to charge $0.95 per contract for
Professional, Firm, and Market Maker
orders if such orders are Directed ISOs
routed to and executed at PHLX.
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.9
Specifically, the Exchange believes that
the proposed rule change is consistent
with Section 6(b)(4) of the Act,10 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
9 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
10 15
PO 00000
Frm 00088
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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 ISE and PHLX 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 slight loss for orders
routed to and executed at both ISE and
PHLX. 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.
As explained above, other than
Directed ISOs sent to ISE and PHLX that
are Customer orders, for which pricing
remains unchanged, the Exchange has
proposed to charge increased fees for
Customer orders routed to ISE and for
all orders routed to PHLX. The
Exchange believes that the proposed fee
structure for Customer orders routed to
and executed at ISE is fair, equitable
and reasonable because the fees are an
approximation of the cost to the
Exchange for routing such orders and
will allow the Exchange to recoup and
cover the costs of providing routing
services to ISE. The Exchange also
believes that the proposed fee structure
for Customer orders routed to and
executed at ISE is fair and equitable and
not unreasonably discriminatory in that
it applies equally to all Members. The
Exchange also believes that the change
of references for ISE routing pricing
from Classic and Make/Take to nonPenny Pilot Securities and Penny Pilot
Securities is consistent with the Act
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wreier-aviles on DSK5TPTVN1PROD with NOTICES
Federal Register / Vol. 78, No. 242 / Tuesday, December 17, 2013 / Notices
because this change is consistent with
the current ISE pricing structure.
Consistent with the Exchange’s
general approach to routing fees, as
described above, the Exchange believes
that maintaining a simple routing table
with respect to orders routed to PHLX
despite recent changes by PHLX that
will increase overall Routing Costs to
the Exchange is also a fair and equitable
approach to pricing. While the
Exchange has proposed to maintain
reference to both Classic and Make/Take
pricing with respect to PHLX routing
fees, the Exchange’s proposal will
actually maintain a single routing fee for
all Customer orders executed at PHLX
and a single routing fee for all
Professional, Firm, and Market Maker
orders executed at PHLX. The Exchange
believes that this simple routing
structure is fair, equitable and
reasonable for the reasons describe
above, including the certainty it
provides market participants that
choose to utilize the Exchange’s routing
services. The Exchange also believes
that the proposed fee structure for
orders routed to and executed at PHLX
is fair and equitable and not
unreasonably discriminatory in that it
applies equally to all Members.
The Exchange has also proposed an
increased fee for Directed ISOs routed to
and executed at PHLX to the extent such
orders are Professional, Firm, or Market
Maker orders. This increase is proposed
because without adjustment, the
Routing Costs incurred by the Exchange
for Directed ISOs in certain securities
sent on behalf of Professional, Firm, and
Market Maker participants to PHLX
would exceed the fee charged by the
Exchange for Directed ISOs. The
Exchange believes that the proposed fee
structure for Directed ISOs routed to
and executed at PHLX is fair, equitable
and reasonable because the fees are an
approximation of the cost to the
Exchange for routing such orders and
will allow the Exchange to recoup and
cover the costs of providing routing
services to PHLX. The Exchange also
believes that the proposed fee structure
for Directed ISOs routed to and
executed at PHLX 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
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14:45 Dec 16, 2013
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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 or loss
from routing to either ISE or PHLX.
(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 in a manner
that is a better approximation of actual
costs than is currently in place and that
reflects recent pricing changes by such
options exchanges. The Exchange also
notes that Members may choose to mark
their orders as ineligible for routing to
avoid incurring routing fees.11 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.
(C) Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has neither solicited
nor received written 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 thereunder.13 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,
11 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).
12 15 U.S.C. 78s(b)(3)(A).
13 17 CFR 240.19b–4(f).
PO 00000
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76357
including whether the proposal is
consistent with the Act. Comments may
be submitted by any of the following
methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File No. SR–
BATS–2013–061 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 No.
SR–BATS–2013–061. 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 will also 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 No. SR–BATS–
2013–061 and should be submitted on
or before January 7, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–29896 Filed 12–16–13; 8:45 am]
BILLING CODE 8011–01–P
14 17
E:\FR\FM\17DEN1.SGM
CFR 200.30–3(a)(12).
17DEN1
Agencies
[Federal Register Volume 78, Number 242 (Tuesday, December 17, 2013)]
[Notices]
[Pages 76355-76357]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-29896]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71041; File No. SR-BATS-2013-061]
Self-Regulatory Organizations; BATS Exchange, Inc.; Notice of
Filing and Immediate Effectiveness of a Proposed Rule Change Related to
Fees for Use of BATS Exchange, Inc.
December 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 December 2, 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 filed a proposal to amend the fee schedule applicable
to Members \5\ and non-members of the Exchange pursuant to BATS Rules
15.1(a) and (c). Changes to the fee schedule pursuant to this proposal
will be effective upon filing.
---------------------------------------------------------------------------
\5\ A Member is any registered broker or dealer that has been
admitted to membership in the Exchange.
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at https://www.batstrading.com, at the principal office of the
Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant parts of such
statements.
(A) Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to modify pricing charged by the Exchange's
options platform (``BATS Options'') for orders routed away from the
Exchange and executed at the International Securities Exchange, LLC
(``ISE'') and the NASDAQ OMX PHLX LLC (``PHLX'').
Background
The Exchange currently charges certain flat rates for routing to
other options exchanges that have been placed into groups based on the
approximate cost of routing to such venues. The grouping of away
options exchanges is based on the cost of transaction fees assessed by
each venue as well as costs to the Exchange for routing (i.e., clearing
fees, connectivity and other infrastructure costs, membership fees,
etc.) (collectively, ``Routing Costs''). To address different fees at
various other options exchanges, the Exchange in most instances
differentiates between either securities subject to the options penny
pilot program (``Penny Pilot Securities'') and non-Penny Pilot
Securities or between ``Make/Take issues'' and ``Classic issues.'' As
set forth on the Exchange's fee schedule, pricing in Make/Take issues
is for executions at the identified exchange under which rebates to
post liquidity (i.e., ``Make'') are credited by that exchange and fees
to take liquidity (i.e., ``Take'') are charged by that exchange;
pricing in Classic issues applies to all other executions at such
exchanges.
ISE Routing Fees
The Exchange currently charges $0.30 per contract for Customer \6\
orders and $0.57 per contract for Professional,\7\ Firm, and Market
Maker \8\ orders executed at ISE in Make/Take issues. Based on
execution fees charged by ISE, which currently exceed the fee charged
for Customer orders even without taking other Routing Costs into
consideration, the Exchange proposes to increase fees for Customer
orders routed to and executed at ISE in Make/Take issues. Specifically,
the Exchange proposes to charge $0.52 per contract for Customer orders
executed at ISE in Make/Take issues. This is the same fee charged for
executions in Penny Pilot Securities for Customer orders routed to and
executed at the Topaz Exchange, LLC (``ISE Gemini''), the NASDAQ
Options Market (``NOM''), and NYSE Arca, Inc. (``ARCA''). Also, for
consistency with such other markets, because the ISE's pricing model is
now clearly differentiated between Penny Pilot Securities and non-Penny
Pilot
[[Page 76356]]
Securities, the Exchange proposes to change the references for such
pricing from Make/Take pricing to Penny Pilot Security pricing.
---------------------------------------------------------------------------
\6\ 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''.
\7\ 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).
\8\ 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'').
---------------------------------------------------------------------------
The Exchange does not propose any change to the fee of $0.57 per
contract for Professional, Firm, and Market Maker orders executed at
ISE other than to re-designate such pricing as applicable to Penny
Pilot Securities rather than Make/Take issues. The Exchange also
proposes to change the references for ISE pricing in Classic issues to
refer to pricing in non-Penny Pilot Securities. The Exchange is not
proposing any changes to the actual pricing for orders executed at ISE
in non-Penny Pilot Securities, which will remain at $0.11 per contract
for Customer orders and $0.57 per contract for Professional, Firm, and
Market Maker orders.
PHLX Routing Fees
The Exchange currently charges $0.11 per contract for Customer
orders and $0.57 per contract for Professional, Firm, and Market Maker
orders routed to and executed at PHLX in both Classic and Make/Take
issues. Based on changes to pricing at PHLX that will set the fee to
remove liquidity in options overlying the SPDR[supreg] S&P 500[supreg]
exchange-traded fund (``SPY'') for all participants at $0.45 per
contract effective December 2, 2013, the Exchange proposes to increase
its fees for all Customer orders routed to and executed at PHLX from
$0.11 to $0.45 per contract. The Exchange believes that this increase
will allow it to cover applicable Routing Costs for all Customer orders
routed to and executed at PHLX, as further described below. Effective
December 2, 2013, PHLX also adopted increased rates to remove liquidity
in Classic issues to $0.60 per contract. Based on this increase for
Routing Costs for Professional, Firm, and Market Maker orders routed to
and executed at PHLX in Classic issues, the Exchange proposes to
increase the routing rate for all Professional, Firm, and Market Maker
orders from $0.57 to $0.65 per contract. The Exchange believes that
this increase will allow it to cover applicable Routing Costs for all
Professional, Firm, and Market Maker orders routed to and executed at
PHLX.
The Exchange notes that while the Exchange will be charging
significantly more for certain Customer orders routed to and executed
at PHLX than the PHLX charges directly for such Customer orders, in
other instances the Exchange will be charging less than the total
Routing Costs incurred by the Exchange for routing Customer orders to
PHLX, namely in the most actively traded options contract, SPY. Because
options on SPY account for a significant amount of volume routed to
away markets (as well as executed on the Exchange), the Exchange does
not want to charge less than the actual fee for executions of SPY
options on PHLX. Also, in order to continue to maintain a relatively
simple routing table and fee schedule, the Exchange does not want to
charge a routing fee specific to one underlying security at this time.
Similarly, with respect to Professional, Firm, and Market Maker orders,
the Exchange's proposal to charge $0.65 per contract for all such
orders will allow the Exchange to cover its Routing Costs for such
orders routed to PHLX while also maintaining a simple pricing
structure.
As it has done before, despite identical fees, the Exchange is
maintaining separate references to Make/Take and Classic pricing for
orders routed to and executed PHLX because it believes that
participants that are accustomed to this distinction will be less
confused if it continues to separately list each category.
The Exchange currently charges $0.60 per contract for Directed ISOs
routed and executed at away destinations, with the exception of: (i)
Directed ISOs in Mini Options, for which the Exchange charges $0.15 per
contract; and (ii) in the following situations, for which the Exchange
charges $0.95 per contract: (1) Orders in non-Penny Pilot Securities
executed at NOM, ARCA and ISE Gemini; (2) Professional, Firm and Market
Maker orders executed at BX Options in non-Penny Pilot Securities; and
(3) Professional, Firm and Market Maker orders executed at C2. In order
to cover anticipated Routing Costs for such orders taking recent PHLX
pricing changes into account, the Exchange proposes to charge $0.95 per
contract for Professional, Firm, and Market Maker orders if such orders
are Directed ISOs routed to and executed at PHLX.
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.\9\
Specifically, the Exchange believes that the proposed rule change is
consistent with Section 6(b)(4) of the Act,\10\ 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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\9\ 15 U.S.C. 78f.
\10\ 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 ISE and PHLX 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 slight loss for orders routed to and executed at both ISE and PHLX.
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.
As explained above, other than Directed ISOs sent to ISE and PHLX
that are Customer orders, for which pricing remains unchanged, the
Exchange has proposed to charge increased fees for Customer orders
routed to ISE and for all orders routed to PHLX. The Exchange believes
that the proposed fee structure for Customer orders routed to and
executed at ISE is fair, equitable and reasonable because the fees are
an approximation of the cost to the Exchange for routing such orders
and will allow the Exchange to recoup and cover the costs of providing
routing services to ISE. The Exchange also believes that the proposed
fee structure for Customer orders routed to and executed at ISE is fair
and equitable and not unreasonably discriminatory in that it applies
equally to all Members. The Exchange also believes that the change of
references for ISE routing pricing from Classic and Make/Take to non-
Penny Pilot Securities and Penny Pilot Securities is consistent with
the Act
[[Page 76357]]
because this change is consistent with the current ISE pricing
structure.
Consistent with the Exchange's general approach to routing fees, as
described above, the Exchange believes that maintaining a simple
routing table with respect to orders routed to PHLX despite recent
changes by PHLX that will increase overall Routing Costs to the
Exchange is also a fair and equitable approach to pricing. While the
Exchange has proposed to maintain reference to both Classic and Make/
Take pricing with respect to PHLX routing fees, the Exchange's proposal
will actually maintain a single routing fee for all Customer orders
executed at PHLX and a single routing fee for all Professional, Firm,
and Market Maker orders executed at PHLX. The Exchange believes that
this simple routing structure is fair, equitable and reasonable for the
reasons describe above, including the certainty it provides market
participants that choose to utilize the Exchange's routing services.
The Exchange also believes that the proposed fee structure for orders
routed to and executed at PHLX is fair and equitable and not
unreasonably discriminatory in that it applies equally to all Members.
The Exchange has also proposed an increased fee for Directed ISOs
routed to and executed at PHLX to the extent such orders are
Professional, Firm, or Market Maker orders. This increase is proposed
because without adjustment, the Routing Costs incurred by the Exchange
for Directed ISOs in certain securities sent on behalf of Professional,
Firm, and Market Maker participants to PHLX would exceed the fee
charged by the Exchange for Directed ISOs. The Exchange believes that
the proposed fee structure for Directed ISOs routed to and executed at
PHLX is fair, equitable and reasonable because the fees are an
approximation of the cost to the Exchange for routing such orders and
will allow the Exchange to recoup and cover the costs of providing
routing services to PHLX. The Exchange also believes that the proposed
fee structure for Directed ISOs routed to and executed at PHLX 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
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 or loss from routing to
either ISE or PHLX.
(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 in a manner that is a
better approximation of actual costs than is currently in place and
that reflects recent pricing changes by such options exchanges. The
Exchange also notes that Members may choose to mark their orders as
ineligible for routing to avoid incurring routing fees.\11\ 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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\11\ 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 neither solicited nor received written 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
thereunder.\13\ 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, including whether the proposal is
consistent with the Act. Comments may be submitted by any of the
following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File No. SR-BATS-2013-061 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 No. SR-BATS-2013-061. 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 will also 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 No. SR-BATS-2013-061 and should be
submitted on or before January 7, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
Kevin M. O'Neill,
Deputy Secretary.
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\14\ 17 CFR 200.30-3(a)(12).
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[FR Doc. 2013-29896 Filed 12-16-13; 8:45 am]
BILLING CODE 8011-01-P