Self-Regulatory Organizations; Notice of Filing and Immediate Effectiveness of Proposed Rule Change by the Philadelphia Stock Exchange, Inc., Relating To Imposing a New Licensing Fee in Connection With the Firm-Related Equity Option and Index Option Fee Cap, 4178-4180 [E5-323]
Download as PDF
4178
Federal Register / Vol. 70, No. 18 / Friday, January 28, 2005 / Notices
therefore, believes that good cause
exists, consistent with section 6(b)(5) 25
and section 19(b) 26 of the Act, to
accelerate approval of Amendments No.
3, 4, 5, 6, and 7.
submissions should refer to File
Number SR–PCX–00–15 and should be
submitted on or before February 18,
2005.
IV. Solicitation of Comments
Concerning Amendments No. 3, 4, 5, 6,
and 7
It is therefore ordered, pursuant to
section 19(b)(2) of the Act,27 that the
proposed rule change (File No. SR–
PCX–00–15), as amended, be approved,
and that Amendments No. 3, 4, 5, 6, and
7 thereto be approved on an accelerated
basis.
Interested persons are invited to
submit written data, views, and
arguments concerning Amendments No.
3, 4, 5, 6, and 7, including whether they
are 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 e-mail to rulecomments@sec.gov. Please include File
Number SR–PCX–00–15 on the subject
line.
Paper Comments
• Send paper comments in triplicate
to Jonathan G. Katz, Secretary,
Securities and Exchange Commission,
450 Fifth Street, NW., Washington, DC
20549–0609.
All submissions should refer to File
Number SR–PCX–00–15. This file
number should be included on the
subject line if e-mail 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 inspection and copying in
the Commission’s Public Reference
Room. 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 available publicly. All
V. Conclusion
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.28
Margaret H. McFarland,
Deputy Secretary.
[FR Doc. E5–327 Filed 1–27–05; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–51060; File No. SR–Phlx–
2005–01]
Self-Regulatory Organizations; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change by the
Philadelphia Stock Exchange, Inc.,
Relating To Imposing a New Licensing
Fee in Connection With the FirmRelated Equity Option and Index
Option Fee Cap
January 19, 2005.
Pursuant to section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on January
10, 2005, the Philadelphia Stock
Exchange, Inc. (‘‘Exchange’’ or ‘‘Phlx’’)
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 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 Phlx, pursuant to section 19(b)(1)
of the Act and Rule 19b–4 thereunder,
proposes to amend its schedule of fees
to adopt a license fee of $.10 for options
traded on the Standard & Poor’s
Depositary Receipts, Trust Series 1
(‘‘SPDRs’’), traded under the symbol
filing and order granting accelerated approval to
SR–Phlx–2004–73).
25 15 U.S.C. 78f(b)(5).
26 15 U.S.C. 78s(b).
VerDate jul<14>2003
15:43 Jan 27, 2005
Jkt 205001
PO 00000
27 Id.
28 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
Frm 00095
Fmt 4703
Sfmt 4703
SPY (‘‘SPY’’),3 to be assessed per
contract side for equity option ‘‘firm’’
transactions (comprised of equity option
firm/proprietary comparison
transactions, equity option firm/
proprietary transactions and firm/
proprietary facilitation transactions).
This license fee will be imposed only
after the Exchange’s $60,000 ‘‘firmrelated’’ equity option and index option
comparison and transaction charge cap,
described more fully below, is reached.
Currently, the Exchange imposes a
cap of $60,000 per member
organization 4 on all ‘‘firm-related’’
equity option and index option
comparison and transaction charges
combined.5 Specifically, ‘‘firm-related’’
charges include equity option firm/
proprietary comparison charges, equity
option firm/proprietary transaction
charges, equity option firm/proprietary
facilitation transaction charges, index
option firm (proprietary and customer
executions) comparison charges, index
option firm/proprietary transaction
charges, and index option firm/
proprietary facilitation transaction
charges (collectively, ‘‘firm-related
charges’’). Thus, such firm-related
charges for equity options and index
options, in the aggregate for one billing
month, may not exceed $60,000 per
month per member organization.
The Exchange also imposes a license
fee of $0.10 per contract side for equity
option ‘‘firm’’ transactions on options
on Nasdaq-100 Index Tracking
Stocksm,6 traded under the symbol
3 ‘‘Standard & Poor’s,’’ ‘‘S&P,’’ ‘‘S&P 500,’’
‘‘Standard & Poor’s 500,’’ ‘‘Standard & Poor’s
Depositary Receipts,’’ and ‘‘500’’ are trademarks of
The McGraw-Hill Companies, Inc., and have been
licensed for use by the Philadelphia Stock
Exchange, Inc., in connection with the listing and
trading of SPDRs, on the Phlx. These products are
not sponsored, sold or endorsed by Standard &
Poor’s, a division of The McGraw-Hill Companies,
Inc., and Standard & Poor’s makes no representation
regarding the advisability of investing SPDRs.
4 The firm/proprietary comparison or transaction
charge applies to member organizations for orders
for the proprietary account of any member or nonmember broker-dealer that derives more than 35%
of its annual, gross revenues from commissions and
principal transactions with customers. Member
organizations are required to verify this amount to
the Exchange by certifying that they have reached
this threshold and by submitting a copy of their
annual report, which was prepared in accordance
with Generally Accepted Accounting Principles
(‘‘GAAP’’). In the event that a member organization
has not been in business for one year, the most
recent quarterly reports, prepared in accordance
with GAAP, will be accepted. See Securities
Exchange Act Release No. 43558 (November 14,
2000), 65 FR 69984 (November 21, 2000) (SR–Phlx–
00–85).
5 See Securities Exchange Act Release No. 51024
(January 11, 2005), 70 FR 3088 (January 19, 2005)
(File No. SR–Phlx–2004–94).
6 The Nasdaq-100, Nasdaq-100 Index,
Nasdaq, The Nasdaq Stock Market, Nasdaq-100
SharesSM, Nasdaq-100 TrustSM, Nasdaq-100 Index
E:\FR\FM\28JAN1.SGM
28JAN1
Federal Register / Vol. 70, No. 18 / Friday, January 28, 2005 / Notices
QQQQ (‘‘QQQ’’), and certain other
licensed products 7 (collectively,
‘‘licensed product’’) after the $60,000
cap, as described above, is reached.
Therefore, when a member organization
exceeds the $60,000 cap (comprised of
combined firm-related charges), the
member organization is charged
$60,000, plus license fees of $0.10 per
contract side for any applicable licensed
product trades (if any) over those that
were included in reaching the $60,000
cap. In other words, once the cap is
reached, the $0.10 license fee is
imposed on all subsequent firm-related
transactions; these license fees are
charged in addition to the $60,000 cap.
The Exchange proposes to adopt a
$.10 license fee per contract side for the
SPY for equity option firm transactions,
which will be imposed after the $60,000
cap is reached in the same way the
current licensed product fees are
assessed. Thus, when a member
organization exceeds the $60,000 cap,
the member organization will be
charged $60,000 plus any applicable
license fees for trades of licensed
products, including the SPY, over those
trades that were counted in reaching the
$60,000 cap.8
The fees set forth in this proposal are
scheduled to become effective for
transactions settling on or after January
10, 2005.
The Exchange also proposes to make
a minor change to its $60,000 Firm
Related Equity Option and Index Option
Cap Schedule by changing the reference
to ‘‘$50,000’’ to read ‘‘$60,000.’’
Although other references to $50,000
Tracking StockSM, and QQQSM are trademarks or
service marks of The Nasdaq Stock Market, Inc.
(‘‘Nasdaq’’) and have been licensed for use for
certain purposes by the Phlx pursuant to a License
Agreement with Nasdaq. The Nasdaq-100 Index
(‘‘Index’’) is determined, composed, and calculated
by Nasdaq without regard to the Licensee, the
Nasdaq-100 TrustSM, or the beneficial owners of
Nasdaq-100 SharesSM. Nasdaq has complete control
and sole discretion in determining, comprising, or
calculating the Index or in modifying in any way
its method for determining, comprising, or
calculating the Index in the future.
7 In addition to the QQQs, the following products
are assessed a $.10 license fee per contract side after
the $60,000 cap is reached: Russell 1000 Growth
iShares (‘‘IWF’’); Russell 2000 iShares (‘‘IWM’’);
Russell 2000 Value iShares (‘‘IWN’’): Russell 2000
Growth iShares (‘‘IWO’’); Russell Midcap Growth
iShares (‘‘IWP’’); Russell Midcap Value iShares
(‘‘IWS’’); NYSE Composite Index (‘‘NYC’’); and
NYSE U.S. 100 Index (‘‘NY’’).
8 Consistent with current practice, when
calculating the $60,000 cap, the Exchange first
calculates all equity option and index option
transaction and comparison charges for products
without license fees, and then equity option
transaction and comparison charges for products
with license fees (i.e., QQQ license fees) that are
assessed by the Exchange after the $60,000 cap is
reached. See Securities Exchange Act Release No.
50836 (December 10, 2004), 69 FR 75584 (December
17, 2004) (SR–Phlx–2004–70).
VerDate jul<14>2003
15:43 Jan 27, 2005
Jkt 205001
were changed to $60,000 in SR–Phlx–
2004–94, this reference was
inadvertently omitted.
A copy of the applicable portions of
the Exchange’s Summary of Equity
Options Charges and the Exchange’s
$60,000 ‘‘Firm Related’’ Equity Option
and Index Option Cap Schedule is
available on Phlx’s Web site (https://
www.phlx.com/exchange/
phlx_rule_fil.html), at Phlx’s Office of
the Secretary, 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 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 assessing the SPY
license fee of $.10 per contract side after
reaching the $60,000 cap as described in
this proposal is to help defray licensing
costs associated with the trading of this
product, while still capping member
organizations’ fees enough to attract
volume from other exchanges. The cap
operates this way in order to offer an
incentive for additional volume without
leaving the Exchange with out-of-pocket
costs.
2. Statutory Basis
The Exchange believes that the
proposal is consistent with Section
6(b)(4) of the Act,9 in that it provides for
the equitable allocation of reasonable
dues, fees and other charges among its
members and other persons using its
facilities.
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 that is not
necessary or appropriate in furtherance
of the purposes of the Act.
PO 00000
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule change
establishes or changes a due, fee or
other charge imposed by the Exchange,
it has become effective pursuant to
section 19(b)(3)(A)(ii) of the Act 10 and
Rule 19b–4(f)(2) 11 thereunder. At any
time within 60 days of the filing of the
proposed rule change, the Commission
may summarily abrogate such rule
change if it appears to the Commission
that such action is necessary or
appropriate in the public interest, for
the protection of investors, or otherwise
in furtherance of the purposes of the
Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an E-mail to rulecomments@sec.gov. Please include File
No. SR–Phlx–2005–01 on the subject
line.
Paper Comments
• Send paper comments in triplicate
to Jonathan G. Katz, Secretary,
Securities and Exchange Commission,
450 Fifth Street, NW., Washington, DC
20549–0609.
All submissions should refer to File
Number SR–Phlx–2005–01. This file
number should be included on the
subject line if e-mail 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
10 15
9 15
U.S.C. 78f(b)(4).
Frm 00096
Fmt 4703
11 17
Sfmt 4703
4179
E:\FR\FM\28JAN1.SGM
U.S.C. 78s(b)(3)(A)(ii).
CFR 19b–4(f)(2)
28JAN1
4180
Federal Register / Vol. 70, No. 18 / Friday, January 28, 2005 / Notices
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 inspection and copying in
the Commission’s Public Reference
Room. Copies of such filing also will be
available for inspection and copying at
the principal office of the Phlx. 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–Phlx–2005–01 and should
be submitted on or before February 18,
2005.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.12
Margaret H. McFarland,
Deputy Secretary.
[FR Doc. E5–323 Filed 1–27–05; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
19, 2005.4 The Commission is
publishing this notice to solicit
comment on the proposed rule change,
as amended, from interested persons,
and at the same time is granting
accelerated approval to the proposed
rule change, as amended.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
Phlx proposes to amend Phlx Rules
1014, 1063 and 1080, and to delete
Option Floor Procedure Advice A–1, to:
(1) Reflect that the Exchange’s
Automated Options Market (‘‘AUTOM’’)
System,5 and not the specialist, will
immediately display the full price and
size of any limit order that establishes
the Exchange’s disseminated price or
increases the size of the Exchange’s
disseminated bid or offer, subject to
certain exemptions; and (2) establish
new rules that require Exchange
Registered Options Traders (‘‘ROTs’’)
and Floor Brokers to place limit orders
on the limit order book electronically.
The text of the proposed rule change,
as amended, follows. Additions are in
italics. Deletions are in [brackets].
*
*
*
*
*
[Release No. 34–51064; File No. SR-Phlx2004–73
Rule 1014. Obligations and Restrictions
Applicable to Specialists and Registered
Options Traders
Self-Regulatory Organizations;
Philadelphia Stock Exchange, Inc.;
Notice of Filing and Order Granting
Accelerated Approval to a Proposed
Rule Change and Amendments No. 1
and 2 Thereto To Require the
Immediate Display of Customer
Options Limit Orders
(a)–(h) No Change.
Commentary:
.01–.17 No change.
.18. An ROT who wishes to place a
limit order on the limit order book must
submit such a limit order electronically.
*
*
*
*
*
January 21, 2005.
Pursuant to section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1, and Rule 19b–4 2 thereunder,
notice is hereby given that on November
3, 2004, the Philadelphia Stock
Exchange, Inc. (‘‘Phlx’’ or ‘‘Exchange’’)
filed with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
the proposed rule change as described
in items I, II, and III, below, which items
have been substantially prepared by the
Exchange. Phlx filed Amendment No. 1
to the proposed rule change on January
13, 2005,3 and filed Amendment No. 2
to the proposed rule change on January
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Amendment No. 1, dated January 13, 2005,
submitted by Richard S. Rudolph, Director and
Counsel, Phlx (‘‘Amendment No. 1’’). In
Amendment No. 1, Phlx proposes clarifying
language to be included in the previously submitted
proposed rules.
1 15
VerDate jul<14>2003
15:43 Jan 27, 2005
Jkt 205001
Rule 1063. Responsibilities of Floor
Brokers
(a)–(e) No change.
Commentary:
.01. A Floor Broker who wishes to
place a limit order on the limit order
book must submit such a limit order
4 See Amendment No. 2, dated January 19, 2005,
submitted by Richard S. Rudolph, Director and
Counsel, Phlx (‘‘Amendment No. 2’’). In
Amendment No. 2, Phlx proposes a minor
modification to the previously submitted proposed
rules.
5 AUTOM is the Exchange’s electronic order
delivery, routing, execution and reporting system,
which provides for the automatic entry and routing
of equity option and index option orders to the
Exchange trading floor. Orders delivered through
AUTOM may be executed manually, or certain
orders are eligible for AUTOM’s automatic
execution features: AUTO-X, Book Sweep, and
Book Match. Equity option and index option
specialists are required by the Exchange to
participate in AUTOM and its features and
enhancements. Option orders entered by Exchange
members into AUTOM are routed to the appropriate
specialist unit on the Exchange trading floor. See
Phlx Rule 1080.
PO 00000
Frm 00097
Fmt 4703
Sfmt 4703
electronically through the Options Floor
Broker Management System.
*
*
*
*
*
Rule 1080. Philadelphia Stock Exchange
Automated Options Market (AUTOM)
and Automatic Execution System
(AUTO–X)
(a)–(b) No change
(c) AUTO–X. * * *
(i)–(iii) No change.
(iv) Except as otherwise provided in
this Rule, in the following
circumstances, an order otherwise
eligible for automatic execution will
instead be manually handled by the
specialist:
(A)–(C) No change.
(D) When the [specialist posts]
Exchange’s best [a] bid or offer is
represented by a limit order on the book
[that is better than the specialist’s own
bid or offer] (except with respect to
orders eligible for ‘‘Book Sweep’’ as
described in Rule 1080(c)(iii) above, and
‘‘Book Match’’ as described in Rule
1080(g)(ii) below);
(E)–(H) No change.
(d)–(k) No change.
Commentary:
.01 No change.
.02 The Electronic Order Book is the
Exchange’s automated [specialist] limit
order book, which automatically routes
all unexecuted AUTOM orders to the
book and displays orders real-time in
order of price/time priority. [Orders not
delivered through AUTOM may also be
entered onto the Electronic Order Book.]
(a)(i) Except as provided in subparagraph (a)(ii) below, the AUTOM
System will immediately display the full
price and size of any limit order that
establishes the Exchange’s disseminated
price or increases the size of the
Exchange’s disseminated bid or offer.
(ii) The AUTOM System will not
display:
(A) An order executed upon receipt;
(B) An order where the customer who
placed it requests that it not be
displayed, and upon representation of
such order in the trading crowd the
Floor Broker announces in public outcry
the information concerning the order
that would be displayed if the order
were subject to being displayed;
(C) A customer limit order for which,
immediately upon receipt, a related
order for the principal account of the
specialist, reflecting the terms of the
customer order, is routed to another
options exchange;
(D) Orders received before or during a
trading rotation, however, such limit
orders will be displayed immediately
upon conclusion of the applicable
rotation if they represent the Exchange’s
best bid or offer;
E:\FR\FM\28JAN1.SGM
28JAN1
Agencies
[Federal Register Volume 70, Number 18 (Friday, January 28, 2005)]
[Notices]
[Pages 4178-4180]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E5-323]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-51060; File No. SR-Phlx-2005-01]
Self-Regulatory Organizations; Notice of Filing and Immediate
Effectiveness of Proposed Rule Change by the Philadelphia Stock
Exchange, Inc., Relating To Imposing a New Licensing Fee in Connection
With the Firm-Related Equity Option and Index Option Fee Cap
January 19, 2005.
Pursuant to section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on January 10, 2005, the Philadelphia Stock Exchange, Inc.
(``Exchange'' or ``Phlx'') 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 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
The Phlx, pursuant to section 19(b)(1) of the Act and Rule 19b-4
thereunder, proposes to amend its schedule of fees to adopt a license
fee of $.10 for options traded on the Standard & Poor's Depositary
Receipts[reg], Trust Series 1 (``SPDRs''), traded under the symbol SPY
(``SPY''),\3\ to be assessed per contract side for equity option
``firm'' transactions (comprised of equity option firm/proprietary
comparison transactions, equity option firm/proprietary transactions
and firm/proprietary facilitation transactions). This license fee will
be imposed only after the Exchange's $60,000 ``firm-related'' equity
option and index option comparison and transaction charge cap,
described more fully below, is reached.
---------------------------------------------------------------------------
\3\ ``Standard & Poor's,'' ``S&P[reg],'' ``S&P 500[reg],''
``Standard & Poor's 500[reg],'' ``Standard & Poor's Depositary
Receipts[reg],'' and ``500'' are trademarks of The McGraw-Hill
Companies, Inc., and have been licensed for use by the Philadelphia
Stock Exchange, Inc., in connection with the listing and trading of
SPDRs, on the Phlx. These products are not sponsored, sold or
endorsed by Standard & Poor's, a division of The McGraw-Hill
Companies, Inc., and Standard & Poor's makes no representation
regarding the advisability of investing SPDRs.
---------------------------------------------------------------------------
Currently, the Exchange imposes a cap of $60,000 per member
organization \4\ on all ``firm-related'' equity option and index option
comparison and transaction charges combined.\5\ Specifically, ``firm-
related'' charges include equity option firm/proprietary comparison
charges, equity option firm/proprietary transaction charges, equity
option firm/proprietary facilitation transaction charges, index option
firm (proprietary and customer executions) comparison charges, index
option firm/proprietary transaction charges, and index option firm/
proprietary facilitation transaction charges (collectively, ``firm-
related charges''). Thus, such firm-related charges for equity options
and index options, in the aggregate for one billing month, may not
exceed $60,000 per month per member organization.
---------------------------------------------------------------------------
\4\ The firm/proprietary comparison or transaction charge
applies to member organizations for orders for the proprietary
account of any member or non-member broker-dealer that derives more
than 35% of its annual, gross revenues from commissions and
principal transactions with customers. Member organizations are
required to verify this amount to the Exchange by certifying that
they have reached this threshold and by submitting a copy of their
annual report, which was prepared in accordance with Generally
Accepted Accounting Principles (``GAAP''). In the event that a
member organization has not been in business for one year, the most
recent quarterly reports, prepared in accordance with GAAP, will be
accepted. See Securities Exchange Act Release No. 43558 (November
14, 2000), 65 FR 69984 (November 21, 2000) (SR-Phlx-00-85).
\5\ See Securities Exchange Act Release No. 51024 (January 11,
2005), 70 FR 3088 (January 19, 2005) (File No. SR-Phlx-2004-94).
---------------------------------------------------------------------------
The Exchange also imposes a license fee of $0.10 per contract side
for equity option ``firm'' transactions on options on Nasdaq-100 Index
Tracking Stocksm,\6\ traded under the symbol
[[Page 4179]]
QQQQ (``QQQ''), and certain other licensed products \7\ (collectively,
``licensed product'') after the $60,000 cap, as described above, is
reached. Therefore, when a member organization exceeds the $60,000 cap
(comprised of combined firm-related charges), the member organization
is charged $60,000, plus license fees of $0.10 per contract side for
any applicable licensed product trades (if any) over those that were
included in reaching the $60,000 cap. In other words, once the cap is
reached, the $0.10 license fee is imposed on all subsequent firm-
related transactions; these license fees are charged in addition to the
$60,000 cap.
---------------------------------------------------------------------------
\6\ The Nasdaq-100[reg], Nasdaq-100 Index[reg], Nasdaq[reg], The
Nasdaq Stock Market[reg], Nasdaq-100 SharesSM, Nasdaq-100
TrustSM, Nasdaq-100 Index Tracking StockSM,
and QQQSM are trademarks or service marks of The Nasdaq
Stock Market, Inc. (``Nasdaq'') and have been licensed for use for
certain purposes by the Phlx pursuant to a License Agreement with
Nasdaq. The Nasdaq-100 Index[reg] (``Index'') is determined,
composed, and calculated by Nasdaq without regard to the Licensee,
the Nasdaq-100 TrustSM, or the beneficial owners of
Nasdaq-100 SharesSM. Nasdaq has complete control and sole
discretion in determining, comprising, or calculating the Index or
in modifying in any way its method for determining, comprising, or
calculating the Index in the future.
\7\ In addition to the QQQs, the following products are assessed
a $.10 license fee per contract side after the $60,000 cap is
reached: Russell 1000 Growth iShares (``IWF''); Russell 2000 iShares
(``IWM''); Russell 2000 Value iShares (``IWN''): Russell 2000 Growth
iShares (``IWO''); Russell Midcap Growth iShares (``IWP''); Russell
Midcap Value iShares (``IWS''); NYSE Composite Index (``NYC''); and
NYSE U.S. 100 Index (``NY'').
---------------------------------------------------------------------------
The Exchange proposes to adopt a $.10 license fee per contract side
for the SPY for equity option firm transactions, which will be imposed
after the $60,000 cap is reached in the same way the current licensed
product fees are assessed. Thus, when a member organization exceeds the
$60,000 cap, the member organization will be charged $60,000 plus any
applicable license fees for trades of licensed products, including the
SPY, over those trades that were counted in reaching the $60,000
cap.\8\
---------------------------------------------------------------------------
\8\ Consistent with current practice, when calculating the
$60,000 cap, the Exchange first calculates all equity option and
index option transaction and comparison charges for products without
license fees, and then equity option transaction and comparison
charges for products with license fees (i.e., QQQ license fees) that
are assessed by the Exchange after the $60,000 cap is reached. See
Securities Exchange Act Release No. 50836 (December 10, 2004), 69 FR
75584 (December 17, 2004) (SR-Phlx-2004-70).
---------------------------------------------------------------------------
The fees set forth in this proposal are scheduled to become
effective for transactions settling on or after January 10, 2005.
The Exchange also proposes to make a minor change to its $60,000
Firm Related Equity Option and Index Option Cap Schedule by changing
the reference to ``$50,000'' to read ``$60,000.'' Although other
references to $50,000 were changed to $60,000 in SR-Phlx-2004-94, this
reference was inadvertently omitted.
A copy of the applicable portions of the Exchange's Summary of
Equity Options Charges and the Exchange's $60,000 ``Firm Related''
Equity Option and Index Option Cap Schedule is available on Phlx's Web
site (https://www.phlx.com/exchange/phlx_rule_fil.html), at Phlx's
Office of the Secretary, 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 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 assessing the SPY license fee of $.10 per contract
side after reaching the $60,000 cap as described in this proposal is to
help defray licensing costs associated with the trading of this
product, while still capping member organizations' fees enough to
attract volume from other exchanges. The cap operates this way in order
to offer an incentive for additional volume without leaving the
Exchange with out-of-pocket costs.
2. Statutory Basis
The Exchange believes that the proposal is consistent with Section
6(b)(4) of the Act,\9\ in that it provides for the equitable allocation
of reasonable dues, fees and other charges among its members and other
persons using its facilities.
---------------------------------------------------------------------------
\9\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
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 that is not necessary or appropriate
in furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule change establishes or changes a due, fee
or other charge imposed by the Exchange, it has become effective
pursuant to section 19(b)(3)(A)(ii) of the Act \10\ and Rule 19b-
4(f)(2) \11\ thereunder. At any time within 60 days of the filing of
the proposed rule change, the Commission may summarily abrogate 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.
---------------------------------------------------------------------------
\10\ 15 U.S.C. 78s(b)(3)(A)(ii).
\11\ 17 CFR 19b-4(f)(2)
---------------------------------------------------------------------------
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 E-mail to rule-comments@sec.gov. Please include
File No. SR-Phlx-2005-01 on the subject line.
Paper Comments
Send paper comments in triplicate to Jonathan G. Katz,
Secretary, Securities and Exchange Commission, 450 Fifth Street, NW.,
Washington, DC 20549-0609.
All submissions should refer to File Number SR-Phlx-2005-01. This
file number should be included on the subject line if e-mail 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
[[Page 4180]]
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 inspection and copying in the Commission's Public
Reference Room. Copies of such filing also will be available for
inspection and copying at the principal office of the Phlx. 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-Phlx-2005-01 and should be
submitted on or before February 18, 2005.
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\12\
---------------------------------------------------------------------------
\12\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Margaret H. McFarland,
Deputy Secretary.
[FR Doc. E5-323 Filed 1-27-05; 8:45 am]
BILLING CODE 8010-01-P