This fee, as is the SEC fee and OCC fee should be charged directly to the customer through the exchanges. The executing broker does all the CAT reporting already! And you want to charge them for the privilege of doing your job? If you want to charge us a fee then feel free to do the CAT reporting yourself! If this was charged trade by trade no one would even notice , but you want to charge executing firms 100's of thousnds of dollars for no service provided.