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., 52532-52534 [2015-21402]
Download as PDF
52532
Federal Register / Vol. 80, No. 168 / Monday, August 31, 2015 / Notices
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 FINRA. 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–FINRA–
2015–030, and should be submitted on
or before September 21, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–21405 Filed 8–28–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75754; File No. SR–BATS–
2015–63]
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.
tkelley on DSK3SPTVN1PROD with NOTICES
August 25, 2015.
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 August
12, 2015, 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
13 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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16:19 Aug 28, 2015
Jkt 235001
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).
The text of the proposed rule change
is available at the Exchange’s Web site
at www.batstrading.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant parts of such
statements.
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to modify the
‘‘Options Pricing’’ section of its fee
schedule, effective immediately, in
order to modify pricing charged by the
Exchange’s options platform (‘‘BATS
Options’’) including: (i) To add
definitions of Broker Dealer, Joint Back
Office, and Non-BATS Market Maker;
(ii) to update the definitions of
Customer and Market Maker; (iii) to
make certain corresponding changes
associated with these new and updated
definitions; and (iv) to create a new
Professional Penny Pilot Add Volume
Tier.
The Exchange is proposing to add the
definitions of Broker Dealer, Joint Back
3 15
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
5 The term ‘‘Member’’ is defined as ‘‘any
registered broker or dealer that has been admitted
to membership in the Exchange.’’ See Exchange
Rule 1.5(n).
4 17
PO 00000
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Sfmt 4703
Office, and Non-BATS Market Maker to
the BATS Options fee schedule. More
specifically, the Exchange is proposing
to add the following definitions: (i)
‘‘Broker Dealer’’ applies to any order for
the account of a broker dealer, including
a foreign broker dealer, that clears in the
Customer range at the Options Clearing
Corporation (‘‘OCC’’); (ii) ‘‘Joint Back
Office’’ applies to any transaction
identified by a Member for clearing in
the Firm Range at the OCC that is
identified with an origin code as Joint
Back Office. A Joint Back Office
participant is a Member that maintains
a Joint Back Office arrangement with a
clearing broker-dealer; and (iii) ‘‘NonBATS Market Maker’’ applies to any
transaction identified by a Member for
clearing in the Market Maker range at
the OCC, where such Member is not
registered with the Exchange as a
Market Maker, but is registered as a
market maker on another options
exchange. In conjunction with the
proposed new defined terms above, the
Exchange proposes to amend the fee
schedule in multiple places (including
the Standard Rates and Fee Codes and
Associated Fees tables along with
Footnotes 2, 3, 4, 6, 7, and 8) such that
pricing for Broker Dealer and Joint Back
Office transactions is the same as for
Firm transactions and Non-BATS
Market Maker transactions is the same
as Market Maker transactions. In certain
places, this includes using the term
‘‘Non-Customer’’ in order to capture
pricing that relates to Professional,
Firm, Market Maker, Broker Dealer,
Joint Back Office, and Non-BATS
Market Maker transactions.
In conjunction with these proposed
additions, the Exchange is also
proposing to amend the current
definitions of Customer, Market Maker,
and Firm on the BATS Options fee
schedule. Currently, the fee schedule
states that ‘‘Customer’’ applies to any
transaction identified by a Member for
clearing in the Customer range at the
OCC, excluding any transaction for a
‘‘Professional’’ as defined in Exchange
Rule 16.1; ‘‘Market Maker’’ applies to
any transaction identified by a Member
for clearing in the Market Maker range
at the OCC; and ‘‘Firm’’ applies to any
transaction identified by a Member for
clearing in the Firm range at the OCC.
In order to make these definitions work
with proposed new definitions for
Broker Dealer, Non-BATS Market
Maker, and Joint Back Office described
above, the Exchange is proposing that
the definitions should read as follows:
(i) ‘‘Customer’’ applies to any
transaction identified by a Member for
clearing in the Customer range at the
E:\FR\FM\31AUN1.SGM
31AUN1
Federal Register / Vol. 80, No. 168 / Monday, August 31, 2015 / Notices
OCC, excluding any transaction for a
Broker Dealer or a ‘‘Professional’’ as
defined in Exchange Rule 16.1; (ii)
‘‘Market Maker’’ applies to any
transaction identified by a Member for
clearing in the Market Maker range at
the OCC, where such Member is
registered with the Exchange as a
Market Maker as defined in Rule
16.1(a)(37); and (iii) ‘‘Firm’’ applies to
any transaction identified by a Member
for clearing in the Firm range at the
OCC, excluding any Joint Back office
transaction.
Finally, the Exchange is proposing to
add a new ‘‘Professional Penny Pilot
Add Volume Tier’’. Currently,
Professional orders that add liquidity in
Penny Pilot Securities receive a
standard $0.40 rebate. Under the
proposed new tier, a Member that has a
combined ADAV 6 in Customer, as
proposed to be defined above, and
Professional 7 orders equal to or greater
than 0.20% of average TCV 8 would
receive a $0.43 rebate per contract for
each Professional order that adds
liquidity in Penny Pilot Securities.9
Implementation Date
As noted above, the Exchange
proposes to implement the amendments
to its fee schedule effective
immediately.
tkelley on DSK3SPTVN1PROD with NOTICES
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
6 ‘‘ADAV’’ means average daily added volume
calculated as the number of contracts added per
day.
7 ‘‘Professional’’ applies to any transaction
identified by a Member as such pursuant to
Exchange Rule 16.1.
8 ‘‘TCV’’ means total consolidated volume
calculated as the volume reported by all exchanges
to the consolidated transaction reporting plan for
the month for which the fees apply, excluding
volume on any day that the Exchange experiences
an Exchange System Disruption and on any day
with a scheduled early market close.
9 ‘‘Penny Pilot Securities’’ are those issues quoted
pursuant to Exchange Rule 21.5, Interpretation and
Policy .01.
10 15 U.S.C. 78f.
11 15 U.S.C. 78f(b)(4).
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16:19 Aug 28, 2015
Jkt 235001
in which market participants can
readily direct order flow to competing
venues if they deem fee levels to be
excessive.
Volume-based rebates and fees such
as the ones currently maintained on
BATS Options have been widely
adopted by equities and options
exchanges and are equitable because
they are open to all Members on an
equal basis and provide additional
benefits or discounts that are reasonably
related to the value to an exchange’s
market quality associated with higher
levels of market activity, such as higher
levels of liquidity provision and/or
growth patterns, and introduction of
higher volumes of orders into the price
and volume discovery processes.
The Exchange believes that the
proposed addition of the Professional
Penny Pilot Add Volume Tier is a
reasonable, fair and equitable, and not
unfairly discriminatory allocation of
fees and rebates because it marks an
increased rebate (from $0.40 per
contract to $0.43 per contract) available
to all Members where the Member has
a combined ADAV in Customer and
Professional orders equal to or greater
than 0.20% of average TCV. Such an
increased rebate will provide Members
entering Professional orders with the
opportunity to receive higher rebates
while simultaneously encouraging
greater participation on BATS Options
in both Professional and Customer
orders, which the Exchange believes
will result in higher levels of liquidity
provision and introduction of higher
volumes of orders into the price and
volume discovery processes, which will
benefit all participants on BATS
Options.
The Exchange believes that the
proposed additional definitions,
amendments to the existing definitions,
and the corresponding changes
throughout the fee schedule represent a
reasonable, fair and equitable, and not
unfairly discriminatory allocation of
fees and rebates because the
amendments are designed to allow
Members to more precisely mark the
capacity of orders entered on the
Exchange. The proposed changes to the
definitions will not affect fees or rebates
and the corresponding changes are
designed to make this clear. Further, the
additional order capacities will bring
the Exchange generally in line with
industry standards and Member
expectations, making the Exchange’s
pricing easier to understand.
The Exchange reiterates that it
operates in a highly competitive market
in which market participants can
readily direct order flow to competing
PO 00000
Frm 00094
Fmt 4703
Sfmt 4703
52533
venues if they deem fee levels to be
excessive.
(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. With respect
to the proposed new Professional Penny
Pilot Add Volume Tier, the Exchange
does not believe that the change
burdens competition, but instead, that it
enhances competition, as it is intended
to increase the competitiveness of and
draw additional volume to BATS
Options.
With respect to the proposed changes
to the definitions and the corresponding
changes throughout the fee schedule,
the Exchange does not believe that any
such changes burden competition, but
instead, that they enhance competition
by bringing the Exchange’s fee schedule
and capacities generally in line with
industry standards which will make it
easier for Members to understand.
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 the deem fee structures to be
unreasonable or excessive.
(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
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,
12 15
13 17
E:\FR\FM\31AUN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
31AUN1
52534
Federal Register / Vol. 80, No. 168 / Monday, August 31, 2015 / Notices
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–2015–63 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
tkelley on DSK3SPTVN1PROD with NOTICES
All submissions should refer to File No.
SR–BATS–2015–63. 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–
2015–63 and should be submitted on or
before September 21, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–21402 Filed 8–28–15; 8:45 am]
BILLING CODE 8011–01–P
14 17
CFR 200.30–3(a)(12).
VerDate Sep<11>2014
16:19 Aug 28, 2015
Jkt 235001
DEPARTMENT OF STATE
[Public Notice: 9242]
Determination by the Secretary of
State Relating to Iran Sanctions
ACTION:
Notice.
The Secretary of State determined on
August 13, 2015, pursuant to Section
1245(d)(4)(D) of the National Defense
Authorization Act for Fiscal Year 2012
(NDAA), (Pub. L. 112–81), as amended,
that as of August 14, 2015, each of the
following countries: Belgium, the Czech
Republic, France, Germany, Greece,
Italy, the Netherlands, Poland, Spain,
Sri Lanka, and the United Kingdom
have maintained their crude oil
purchases from Iran at zero over the
preceding 180-day period. The Secretary
of State last made exception
determinations under Section
1245(d)(4)(D) of the NDAA regarding
these purchasers on February 19, 2015.
FOR FURTHER INFORMATION CONTACT: Alex
Whittington, Deputy Director, Office of
the Middle East and Asia, Bureau of
Energy Resources, 202–736–7149,
WhittingtonAE@state.gov.
pursuant to a loan agreement with the
foreign owner or custodian. I also
determine that the exhibition or display
of the exhibit objects at The Jewish
Museum, New York, New York, from on
or about September 25, 2015, until on or
about February 7, 2016, at the Frist
Center for the Visual Arts, Nashville,
Tennessee, from on or about March 11,
2016, until on or about July 4, 2016, and
at possible additional exhibitions or
venues yet to be determined, is in the
national interest. I have ordered that
Public Notice of these Determinations
be published in the Federal Register.
FOR FURTHER INFORMATION CONTACT: For
further information, including a list of
the imported objects, contact the Office
of Public Diplomacy and Public Affairs
in the Office of the Legal Adviser, U.S.
Department of State (telephone: 202–
632–6471; email: section2459@
state.gov). The mailing address is U.S.
Department of State, L/PD, SA–5, Suite
5H03, Washington, DC 20522–0505.
Dated: August 26, 2015.
Kelly Keiderling,
Principal Deputy Assistant Secretary, Bureau
of Educational and Cultural Affairs,
Department of State.
Dated: August 24, 2015.
Amos Hochstein,
Special Envoy and Coordinator for
International Energy Affairs, Bureau of Energy
Resources, U.S. Department of State.
[FR Doc. 2015–21615 Filed 8–28–15; 8:45 am]
[FR Doc. 2015–21489 Filed 8–28–15; 8:45 am]
[Public Notice 9244]
BILLING CODE 4710–05–P
DEPARTMENT OF STATE
BILLING CODE 4710–AE–P
Culturally Significant Objects Imported
for Exhibition Determinations: ‘‘Alberto
Burri: The Trauma of Painting’’
Exhibition
DEPARTMENT OF STATE
[Public Notice 9247]
Culturally Significant Objects Imported
for Exhibition Determinations: ‘‘The
Power of Pictures: Early Soviet
Photography, Early Soviet Film’’
Exhibition
Notice is hereby given of the
following determinations: Pursuant to
the authority vested in me by the Act of
October 19, 1965 (79 Stat. 985; 22 U.S.C.
2459), Executive Order 12047 of March
27, 1978, the Foreign Affairs Reform and
Restructuring Act of 1998 (112 Stat.
2681, et seq.; 22 U.S.C. 6501 note, et
seq.), Delegation of Authority No. 234 of
October 1, 1999, Delegation of Authority
No. 236–3 of August 28, 2000 (and, as
appropriate, Delegation of Authority No.
257 of April 15, 2003), I hereby
determine that the objects to be
included in the exhibition ‘‘The Power
of Pictures: Early Soviet Photography,
Early Soviet Film,’’ imported from
abroad for temporary exhibition within
the United States, are of cultural
significance. The objects are imported
SUMMARY:
PO 00000
Frm 00095
Fmt 4703
Sfmt 4703
Notice is hereby given of the
following determinations: Pursuant to
the authority vested in me by the Act of
October 19, 1965 (79 Stat. 985; 22 U.S.C.
2459), Executive Order 12047 of March
27, 1978, the Foreign Affairs Reform and
Restructuring Act of 1998 (112 Stat.
2681, et seq.; 22 U.S.C. 6501 note, et
seq.), Delegation of Authority No. 234 of
October 1, 1999, Delegation of Authority
No. 236–3 of August 28, 2000 (and, as
appropriate, Delegation of Authority No.
257 of April 15, 2003), I hereby
determine that the objects to be
included in the exhibition ‘‘Alberto
Burri: The Trauma of Painting,’’
imported from abroad for temporary
exhibition within the United States, are
of cultural significance. The objects are
imported pursuant to loan agreements
with the foreign owners or custodians.
I also determine that the exhibition or
display of the exhibit objects at the
Solomon R. Guggenheim Museum, New
York, New York, from on or about
October 9, 2015, until on or about
SUMMARY:
E:\FR\FM\31AUN1.SGM
31AUN1
Agencies
[Federal Register Volume 80, Number 168 (Monday, August 31, 2015)]
[Notices]
[Pages 52532-52534]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-21402]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75754; File No. SR-BATS-2015-63]
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.
August 25, 2015.
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 August 12, 2015, 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).
---------------------------------------------------------------------------
\5\ The term ``Member'' is defined as ``any registered broker or
dealer that has been admitted to membership in the Exchange.'' See
Exchange Rule 1.5(n).
---------------------------------------------------------------------------
The text of the proposed rule change is available at the Exchange's
Web site at www.batstrading.com, at the principal office of the
Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant parts of such
statements.
(A) Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to modify the ``Options Pricing'' section of
its fee schedule, effective immediately, in order to modify pricing
charged by the Exchange's options platform (``BATS Options'')
including: (i) To add definitions of Broker Dealer, Joint Back Office,
and Non-BATS Market Maker; (ii) to update the definitions of Customer
and Market Maker; (iii) to make certain corresponding changes
associated with these new and updated definitions; and (iv) to create a
new Professional Penny Pilot Add Volume Tier.
The Exchange is proposing to add the definitions of Broker Dealer,
Joint Back Office, and Non-BATS Market Maker to the BATS Options fee
schedule. More specifically, the Exchange is proposing to add the
following definitions: (i) ``Broker Dealer'' applies to any order for
the account of a broker dealer, including a foreign broker dealer, that
clears in the Customer range at the Options Clearing Corporation
(``OCC''); (ii) ``Joint Back Office'' applies to any transaction
identified by a Member for clearing in the Firm Range at the OCC that
is identified with an origin code as Joint Back Office. A Joint Back
Office participant is a Member that maintains a Joint Back Office
arrangement with a clearing broker-dealer; and (iii) ``Non-BATS Market
Maker'' applies to any transaction identified by a Member for clearing
in the Market Maker range at the OCC, where such Member is not
registered with the Exchange as a Market Maker, but is registered as a
market maker on another options exchange. In conjunction with the
proposed new defined terms above, the Exchange proposes to amend the
fee schedule in multiple places (including the Standard Rates and Fee
Codes and Associated Fees tables along with Footnotes 2, 3, 4, 6, 7,
and 8) such that pricing for Broker Dealer and Joint Back Office
transactions is the same as for Firm transactions and Non-BATS Market
Maker transactions is the same as Market Maker transactions. In certain
places, this includes using the term ``Non-Customer'' in order to
capture pricing that relates to Professional, Firm, Market Maker,
Broker Dealer, Joint Back Office, and Non-BATS Market Maker
transactions.
In conjunction with these proposed additions, the Exchange is also
proposing to amend the current definitions of Customer, Market Maker,
and Firm on the BATS Options fee schedule. Currently, the fee schedule
states that ``Customer'' applies to any transaction identified by a
Member for clearing in the Customer range at the OCC, excluding any
transaction for a ``Professional'' as defined in Exchange Rule 16.1;
``Market Maker'' applies to any transaction identified by a Member for
clearing in the Market Maker range at the OCC; and ``Firm'' applies to
any transaction identified by a Member for clearing in the Firm range
at the OCC. In order to make these definitions work with proposed new
definitions for Broker Dealer, Non-BATS Market Maker, and Joint Back
Office described above, the Exchange is proposing that the definitions
should read as follows: (i) ``Customer'' applies to any transaction
identified by a Member for clearing in the Customer range at the
[[Page 52533]]
OCC, excluding any transaction for a Broker Dealer or a
``Professional'' as defined in Exchange Rule 16.1; (ii) ``Market
Maker'' applies to any transaction identified by a Member for clearing
in the Market Maker range at the OCC, where such Member is registered
with the Exchange as a Market Maker as defined in Rule 16.1(a)(37); and
(iii) ``Firm'' applies to any transaction identified by a Member for
clearing in the Firm range at the OCC, excluding any Joint Back office
transaction.
Finally, the Exchange is proposing to add a new ``Professional
Penny Pilot Add Volume Tier''. Currently, Professional orders that add
liquidity in Penny Pilot Securities receive a standard $0.40 rebate.
Under the proposed new tier, a Member that has a combined ADAV \6\ in
Customer, as proposed to be defined above, and Professional \7\ orders
equal to or greater than 0.20% of average TCV \8\ would receive a $0.43
rebate per contract for each Professional order that adds liquidity in
Penny Pilot Securities.\9\
---------------------------------------------------------------------------
\6\ ``ADAV'' means average daily added volume calculated as the
number of contracts added per day.
\7\ ``Professional'' applies to any transaction identified by a
Member as such pursuant to Exchange Rule 16.1.
\8\ ``TCV'' means total consolidated volume calculated as the
volume reported by all exchanges to the consolidated transaction
reporting plan for the month for which the fees apply, excluding
volume on any day that the Exchange experiences an Exchange System
Disruption and on any day with a scheduled early market close.
\9\ ``Penny Pilot Securities'' are those issues quoted pursuant
to Exchange Rule 21.5, Interpretation and Policy .01.
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Implementation Date
As noted above, the Exchange proposes to implement the amendments
to its fee schedule effective immediately.
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 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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Volume-based rebates and fees such as the ones currently maintained
on BATS Options have been widely adopted by equities and options
exchanges and are equitable because they are open to all Members on an
equal basis and provide additional benefits or discounts that are
reasonably related to the value to an exchange's market quality
associated with higher levels of market activity, such as higher levels
of liquidity provision and/or growth patterns, and introduction of
higher volumes of orders into the price and volume discovery processes.
The Exchange believes that the proposed addition of the
Professional Penny Pilot Add Volume Tier is a reasonable, fair and
equitable, and not unfairly discriminatory allocation of fees and
rebates because it marks an increased rebate (from $0.40 per contract
to $0.43 per contract) available to all Members where the Member has a
combined ADAV in Customer and Professional orders equal to or greater
than 0.20% of average TCV. Such an increased rebate will provide
Members entering Professional orders with the opportunity to receive
higher rebates while simultaneously encouraging greater participation
on BATS Options in both Professional and Customer orders, which the
Exchange believes will result in higher levels of liquidity provision
and introduction of higher volumes of orders into the price and volume
discovery processes, which will benefit all participants on BATS
Options.
The Exchange believes that the proposed additional definitions,
amendments to the existing definitions, and the corresponding changes
throughout the fee schedule represent a reasonable, fair and equitable,
and not unfairly discriminatory allocation of fees and rebates because
the amendments are designed to allow Members to more precisely mark the
capacity of orders entered on the Exchange. The proposed changes to the
definitions will not affect fees or rebates and the corresponding
changes are designed to make this clear. Further, the additional order
capacities will bring the Exchange generally in line with industry
standards and Member expectations, making the Exchange's pricing easier
to understand.
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.
(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. With respect to the proposed
new Professional Penny Pilot Add Volume Tier, the Exchange does not
believe that the change burdens competition, but instead, that it
enhances competition, as it is intended to increase the competitiveness
of and draw additional volume to BATS Options.
With respect to the proposed changes to the definitions and the
corresponding changes throughout the fee schedule, the Exchange does
not believe that any such changes burden competition, but instead, that
they enhance competition by bringing the Exchange's fee schedule and
capacities generally in line with industry standards which will make it
easier for Members to understand.
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 the deem fee structures to be
unreasonable or excessive.
(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
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,
[[Page 52534]]
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-2015-63 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File No. SR-BATS-2015-63. 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-2015-63 and should be
submitted on or before September 21, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-21402 Filed 8-28-15; 8:45 am]
BILLING CODE 8011-01-P