Self-Regulatory Organizations; Philadelphia Stock Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Its Equity Payment for Order Flow Program, 47280-47282 [E6-13415]
Download as PDF
jlentini on PROD1PC65 with NOTICES
47280
Federal Register / Vol. 71, No. 158 / Wednesday, August 16, 2006 / Notices
customers of broker-dealers) impose
unnecessary risk and disproportionately
large expense to the industry and to
investors. In an attempt to address this
issue, NYSE’s rule change, along with
those of Amex and Nasdaq, should help
expand the use of DRS. As a result,
risks, costs, and processing
inefficiencies associated with the
physical delivery of securities
certificates should be reduced, and the
perfection of the national market system
should be promoted. Additionally, those
investors holding securities in listed
securities covered by the rule change
that decide to hold their securities in
DRS should realize the benefits of more
accurate, quicker, and more costefficient transfers; faster distribution of
sale proceeds; reduced number of lost or
stolen certificates and a reduction in the
associated certificate replacement costs;
and consistency of owning in bookentry across asset classes.
The Commission realizes that some
issuers and transfer agents may bear
expenses related to complying with the
rule change. In order to make a security
DRS-eligible, issuers of listed companies
must have a transfer agent, which is a
DRS Limited Participants.19 In order to
make an issue DRS-eligible, issuers may
need to amend their corporate governing
documents to permit the issuance of
book-entry shares. The Commission
believes, however, that the long-term
benefits of increased efficiencies and
reduced risks afforded by DRS outweigh
the costs that some issuers and transfer
agents may incur. Furthermore, the time
frames built into the proposal should
allow issuers sufficient time to make
any necessary changes to comply with
the rule change.
While the proposed rule change
should significantly reduce the number
of transactions in securities for which
settlement is effected by the physical
delivery of securities certificates, the
proposed rule change will not eliminate
the ability of investors to obtain
securities certificates, provided the
issuer has chosen to issue certificates.
Such investors can continue to contact
the issuer’s transfer agent, either
directly or through their broker-dealer,
to obtain a securities certificate.
Accordingly, for the reasons stated
above, the Commission finds that the
rule change is consistent with NYSE’s
obligation under Section 6(b) of the Act
to foster cooperation and coordination
with persons engaged in regulating,
clearing, settling, processing
information with respect to, and
facilitating transactions in securities, to
remove impediments to perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest.
V. Conclusion
On the basis of the foregoing, the
Commission finds that the proposed
rule change is consistent with the
requirements of the Act and the rules
and regulations thereunder applicable to
a national securities exchange and, in
particular, with the requirements of
Section 6(b)(5) of the Act and the rules
and regulations thereunder.
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that the
proposed rule change (File No. SR–
NYSE–2006–29) be and hereby is
approved.
For the Commission by the Division of
Market Regulation, pursuant to delegated
authority.20
Nancy M. Morris,
Secretary.
[FR Doc. E6–13421 Filed 8–15–06; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–54297; File No. SR–Phlx–
2006–47]
Self-Regulatory Organizations;
Philadelphia Stock Exchange, Inc.;
Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change Relating to Its Equity Payment
for Order Flow Program
August 9, 2006.
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 July 31,
2006, the Philadelphia Stock Exchange,
Inc. (‘‘Phlx’’ or ‘‘Exchange’’) 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 Phlx has designated this proposal
as one changing a fee imposed by the
Phlx under Section 19(b)(3)(A)(ii) of the
Act 3 and Rule 19b–4(f)(2) thereunder,4
which renders the proposal effective
upon filing with the Commission. The
Commission is publishing this notice to
20 17
CFR 200.30–3(a)(12).
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).
1 15
19 For a description of DTC’s rules relating to DRS
Limited Participants, see Securities Exchange Act
Release Nos. 37931 and 41862. Supra note 5.
VerDate Aug<31>2005
20:24 Aug 15, 2006
Jkt 208001
PO 00000
Frm 00118
Fmt 4703
Sfmt 4703
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 proposes to increase its
payment for order flow fee from $0.60
per contract to $0.70 per contract for
equity options other than options on the
Nasdaq-100 Index Tracking Stock SM
traded under the symbol QQQQ
(‘‘QQQQ’’),5 which would continue to
be assessed a payment for order flow fee
of $0.75, and options on the iShares
FTSE/Xinhua China 25 Index (‘‘FXI
Options’’), which would continue to not
be assessed a payment for order flow
fee. The Exchange represents that other
than the rate change described above, no
other changes to the Exchange’s current
payment for order flow program are
being proposed at this time.
This proposal would become effective
for trades settling on or after August 1,
2006.6
Below is the text of the proposed rule
change. Proposed deletions are in
[brackets]. Proposed additions are
italicized.
SUMMARY OF EQUITY OPTION
CHARGES (p. 3/6)
*
*
*
*
*
EQUITY OPTION PAYMENT FOR
ORDER FLOW FEES*
(1) For trades resulting from either
Directed or non-Directed Orders that are
delivered electronically and executed
on the Exchange: Assessed on ROTs,
specialists and Directed ROTs on those
trades when the specialist unit or
Directed ROT elects to participate in the
payment for order flow program.***
(2) No payment for order flow fees
will be assessed on trades that are not
delivered electronically.
QQQQ (NASDAQ–100 Index Tracking
Stock SM)—$0.75 per contract.
5 The Nasdaq-100 , Nasdaq-100 Index ,
Nasdaq , The Nasdaq Stock Market , Nasdaq-100
Shares SM, Nasdaq-100 Trust SM, Nasdaq-100 Index
Tracking Stock SM, and QQQ SM are trademarks or
service marks of The Nasdaq Stock Market, Inc.
(‘‘Nasdaq’’) and have been licensed for use for
certain purposes by the Philadelphia Stock
Exchange 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
Trust SM, or the beneficial owners of Nasdaq-100
Shares SM. The Exchange states that 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.
6 The Exchange’s payment for order flow program
is currently in effect until May 27, 2007. See
Securities Exchange Act Release No. 53841 (May
19, 2006), 71 FR 30461 (May 26, 2006) (SR–Phlx–
2006–33).
E:\FR\FM\16AUN1.SGM
16AUN1
Federal Register / Vol. 71, No. 158 / Wednesday, August 16, 2006 / Notices
Remaining Equity Options, except FXI
Options—$0.[6]70 per contract.
See Appendix A for additional fees.
*Assessed on transactions resulting
from customer orders. This proposal
will be in effect for trades settling on or
after October 1, 2005 and will remain in
effect as a pilot program that is
scheduled to expire on May 27, 2007.
***Any excess payment for order
flow funds billed but not utilized by the
specialist or Directed ROT will be
carried forward unless the Directed ROT
or specialist elects to have those funds
rebated to the applicable ROT, Directed
ROT or specialist on a pro rata basis,
reflected as a credit on the monthly
invoices. At the end of each calendar
quarter, the Exchange will calculate the
amount of excess funds from the
previous quarter and subsequently
rebate excess funds on a pro-rata basis
to the applicable ROT, Directed ROT or
specialist who paid into that pool of
funds.
*
*
*
*
*
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
Phlx 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 Phlx has prepared
summaries, set forth in Sections A, B,
and C below, of the most significant
aspects of such statements.
jlentini on PROD1PC65 with NOTICES
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Currently, the Exchange assesses a
payment for order flow fee of $0.60 per
contract for equity options other than
options on QQQQ and FXI Options.
Further, options on QQQQ are assessed
$0.75 per contract and no payment for
order flow fee is assessed on FXI
Options. Specialists,7 Directed
Registered Options Traders (‘‘Directed
ROTs’’) and Registered Options Traders
(‘‘ROTs’’) are assessed a payment for
order flow fee when a customer order is
directed to a specialist unit or Directed
ROT who participates in the Exchange’s
payment for order flow program.8
7 The Exchange uses the terms ‘‘specialist’’ and
‘‘specialist unit’’ interchangeably herein.
8 The Phlx states that the payment for order flow
fee is assessed, in effect, on equity option
transactions between a customer and a ROT, a
VerDate Aug<31>2005
20:24 Aug 15, 2006
Jkt 208001
Trades resulting from either Directed 9
or non-Directed Orders that are
delivered electronically over AUTOM 10
and executed on the Exchange are
assessed a payment for order flow fee,
while non-electronically-delivered
orders (i.e., represented by a floor
broker) are not assessed a payment for
order flow fee.11
The Phlx states that the purpose of the
proposal is to remain competitive with
other options exchanges. The Phlx notes
that the International Securities
Exchange, Inc. recently increased its
payment for order flow fee to $0.65 per
contract and the Chicago Board Options
Exchange, Incorporated also assesses a
payment for order flow fee of $0.65 per
contract.12
The Phlx states that the proposal is
effective for trades settling on or after
August 1, 2006.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 13 in general, and furthers the
objectives of Sections 6(b)(4) of the
Act 14 in particular, in that it is an
equitable allocation of reasonable dues,
fees, and other charges among Exchange
members.
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.
customer and a Directed ROT, or a customer and
a specialist when a customer order is directed to a
specialist or Directed ROT who participates in the
Exchange’s payment for order flow program.
9 The term ‘‘Directed Order’’ means any customer
order to buy or sell, which has been directed to a
particular specialist, Remote Streaming Quote
Trader or Streaming Quote Trader by an Order Flow
Provider.
10 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. See Exchange Rules
1014(b)(ii) and 1080.
11 Electronically-delivered orders do not include
orders delivered through the Floor Broker
Management System pursuant to Exchange Rule
1063.
12 See Securities Exchange Act Release Nos.
54152 (July 14, 2006), 71 FR 41488 (July 21, 2006)
(SR–ISE–2006–36); 53969 (June 9, 2006), 71 FR
34973 (June 16, 2006) (SR–CBOE–2006–53); and
53044 (December 30, 2005), 71 FR 957 (January 6,
2006) (SR–CBOE–2005–114). See also Securities
Exchange Act Release Nos. 53341 (February 21,
2006), 71 FR 10085 (February 28, 2006) (SR–Amex–
2006–15) and 54042 (June 26, 2006), 71 FR 37626
(June 30, 2006) (SR–Amex–2006–59).
13 15 U.S.C. 78f(b).
14 15 U.S.C. 78f(b)(4).
PO 00000
Frm 00119
Fmt 4703
Sfmt 4703
47281
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing proposed rule change
has been designated as a fee change
pursuant to Section 19(b)(3)(A)(ii) of the
Act 15 and Rule 19b–4(f)(2) 16
thereunder, because it establishes or
changes a due, fee, or other charge
imposed by the Exchange. Accordingly,
the proposal will take effect upon filing
with the Commission. At any time
within 60 days of the filing of such
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
Number SR–Phlx–2006–47 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Nancy M. Morris, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–Phlx–2006–47. 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
15 15
16 17
E:\FR\FM\16AUN1.SGM
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
16AUN1
47282
Federal Register / Vol. 71, No. 158 / Wednesday, August 16, 2006 / Notices
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 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–2006–47 and should
be submitted on or before September 6,
2006.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.17
Nancy M. Morris,
Secretary.
[FR Doc. E6–13415 Filed 8–15–06; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–54298; File No. SR–Phlx–
2006–41]
Self-Regulatory Organizations;
Philadelphia Stock Exchange, Inc.;
Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change Relating to the Automatic
Execution of a Customer Limit Order
Against an Order Entry Firm’s
Proprietary Order or a Solicited
Broker-Dealer Order After a Three
Second Exposure Period
jlentini on PROD1PC65 with NOTICES
August 9, 2006.
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 July 28,
2006, the Philadelphia Stock Exchange,
Inc. (‘‘Phlx’’ or ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by the Phlx. The Phlx
filed the proposed rule change as a
‘‘non-controversial’’ rule change
pursuant to Section 19(b)(3)(A) of the
17 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Aug<31>2005
20:24 Aug 15, 2006
Jkt 208001
Act 3 and Rule 19b–4(f)(6) thereunder,4
which renders the proposal 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 Phlx proposes to amend
Exchange Rule 1080, Philadelphia Stock
Exchange Automated Options Market
(AUTOM) 5 and Automatic Execution
System (AUTO–X), by: (1) Rescinding
Exchange Rule 1080(b)(ii)(A), which
requires Order Entry Firms 6 to comply
with certain order marking and
exposure requirements when sending a
proprietary order along with a customer
limit order to the limit order book; (2)
adopting Exchange Rule 1080(c)(ii)(C),
which would permit a customer limit
order to automatically execute against
an Order Entry Firm’s proprietary order
or quote, or solicited orders for the
accounts of member and non-member
broker-dealers, after a three second
exposure period; and (3) deleting
Exchange Rule 1080(b)(ii)(B) and reinserting similar language into proposed
Exchange Rule 1080(c)(ii)(C)(3)
providing that it shall be a violation of
Exchange Rule 1080(c)(ii)(C) for any
Exchange member or member
organization to be a party to any
arrangement designed to circumvent
Exchange Rule 1080(c)(ii)(C) by
providing an opportunity for a
customer, member, member
organization, or non-member brokerdealer to execute immediately against
agency orders delivered to the
Exchange, whether such orders are
delivered via AUTOM or represented in
the trading crowd by a member or a
member organization.
Exchange Rule 1080(b)(ii) prohibits
Order Entry Firms from interacting on a
principal basis with a customer limit
order without first marking the
3 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
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
Exchange Rule 1080.
6 An Order Entry Firm is a member organization
of the Exchange that is able to route orders to
AUTOM. See Exchange Rule 1080(c)(ii)(A)(1).
4 17
PO 00000
Frm 00120
Fmt 4703
Sfmt 4703
customer limit order with a ‘‘K’’
indicator and the proprietary order with
an ‘‘L’’ indicator. The customer limit
order must also be exposed to the crowd
for at least 30 seconds prior to the
manual execution of both orders. The
Exchange proposes to permit Order
Entry Firms, after exposing the customer
limit order for three seconds, to
automatically execute such order
against a proprietary order, or a solicited
order for the account of a member or
non-member broker-dealer under
proposed Exchange Rule 1080(c)(ii)(C).
The text of the proposed rule change is
set forth below. [Brackets] indicate
deletions; italics indicate new text.
Rule 1080. Philadelphia Stock Exchange
Automated Options Market (AUTOM)
and Automatic Execution System
(AUTO–X)
(a) No change.
(b) Eligible Orders
(i) No change.
(ii) The Exchange’s Options
Committee may determine to accept
additional types of orders as well as to
discontinue accepting certain types of
orders.
[(A) In accordance with this subparagraph (ii), the Options Committee
has determined to allow a customer
limit order to be delivered via AUTOM
onto the limit order book by an Order
Entry Firm (as defined in Rule
1080(c)(ii)). If the Order Entry Firm also
sends in a proprietary contraside order
for the account of such Order Entry
Firm, an affiliated firm, or a solicited
party (as defined in Rule 1064(c)(ii)), it
must label the customer order with a
‘‘K’’ indicator and the proprietary order
(which is an immediate-or-cancel order
that is not eligible for automatic
execution) with an ‘‘L’’ indicator. The
customer limit order labeled ‘‘K’’ may
be executed by the specialist or crowd
at any time. The customer limit order
labeled ‘‘K’’ must be exposed to the
trading crowd for not less than 30
seconds before it can be executed, in
whole or in part, against proprietary
orders with a labeled ‘‘L’’ indicator.
(B) It shall be a violation of Rule
1080(b)(ii)(A) for any Exchange member
or member organization to be a party to
any arrangement designed to
circumvent Rule 1080(b)(ii)(A) by
providing an opportunity for a
customer, member, member
organization, or non-member brokerdealer to execute immediately against
agency orders delivered to the
Exchange, whether such orders are
delivered via AUTOM or represented in
the trading crowd by a member or a
member organization.]
(iii) No change.
E:\FR\FM\16AUN1.SGM
16AUN1
Agencies
[Federal Register Volume 71, Number 158 (Wednesday, August 16, 2006)]
[Notices]
[Pages 47280-47282]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E6-13415]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-54297; File No. SR-Phlx-2006-47]
Self-Regulatory Organizations; Philadelphia Stock Exchange,
Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule
Change Relating to Its Equity Payment for Order Flow Program
August 9, 2006.
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 July 31, 2006, the Philadelphia Stock Exchange, Inc. (``Phlx'' or
``Exchange'') 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 Phlx
has designated this proposal as one changing a fee imposed by the Phlx
under Section 19(b)(3)(A)(ii) of the Act \3\ and Rule 19b-4(f)(2)
thereunder,\4\ which renders the proposal 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 Phlx proposes to increase its payment for order flow fee from
$0.60 per contract to $0.70 per contract for equity options other than
options on the Nasdaq-100 Index Tracking Stock SM traded
under the symbol QQQQ (``QQQQ''),\5\ which would continue to be
assessed a payment for order flow fee of $0.75, and options on the
iShares FTSE/Xinhua China 25 Index (``FXI Options''), which would
continue to not be assessed a payment for order flow fee. The Exchange
represents that other than the rate change described above, no other
changes to the Exchange's current payment for order flow program are
being proposed at this time.
---------------------------------------------------------------------------
\5\ The Nasdaq-100 [supreg], Nasdaq-100 Index [supreg], Nasdaq
[supreg], The Nasdaq Stock Market [supreg], Nasdaq-100 Shares
SM, Nasdaq-100 Trust SM, Nasdaq-100 Index
Tracking Stock SM, and QQQ SM are trademarks
or service marks of The Nasdaq Stock Market, Inc. (``Nasdaq'') and
have been licensed for use for certain purposes by the Philadelphia
Stock Exchange pursuant to a License Agreement with Nasdaq. The
Nasdaq-100 Index [supreg] (``Index'') is determined, composed, and
calculated by Nasdaq without regard to the Licensee, the Nasdaq-100
Trust SM, or the beneficial owners of Nasdaq-100 Shares
SM. The Exchange states that 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.
---------------------------------------------------------------------------
This proposal would become effective for trades settling on or
after August 1, 2006.\6\
---------------------------------------------------------------------------
\6\ The Exchange's payment for order flow program is currently
in effect until May 27, 2007. See Securities Exchange Act Release
No. 53841 (May 19, 2006), 71 FR 30461 (May 26, 2006) (SR-Phlx-2006-
33).
---------------------------------------------------------------------------
Below is the text of the proposed rule change. Proposed deletions
are in [brackets]. Proposed additions are italicized.
SUMMARY OF EQUITY OPTION CHARGES (p. 3/6)
* * * * *
EQUITY OPTION PAYMENT FOR ORDER FLOW FEES*
(1) For trades resulting from either Directed or non-Directed
Orders that are delivered electronically and executed on the Exchange:
Assessed on ROTs, specialists and Directed ROTs on those trades when
the specialist unit or Directed ROT elects to participate in the
payment for order flow program.***
(2) No payment for order flow fees will be assessed on trades that
are not delivered electronically.
QQQQ (NASDAQ-100 Index Tracking Stock SM)--$0.75 per
contract.
[[Page 47281]]
Remaining Equity Options, except FXI Options--$0.[6]70 per
contract.
See Appendix A for additional fees.
*Assessed on transactions resulting from customer orders. This
proposal will be in effect for trades settling on or after October 1,
2005 and will remain in effect as a pilot program that is scheduled to
expire on May 27, 2007.
***Any excess payment for order flow funds billed but not utilized
by the specialist or Directed ROT will be carried forward unless the
Directed ROT or specialist elects to have those funds rebated to the
applicable ROT, Directed ROT or specialist on a pro rata basis,
reflected as a credit on the monthly invoices. At the end of each
calendar quarter, the Exchange will calculate the amount of excess
funds from the previous quarter and subsequently rebate excess funds on
a pro-rata basis to the applicable ROT, Directed ROT or specialist who
paid into that pool of funds.
* * * * *
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 Phlx 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 Phlx 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
Currently, the Exchange assesses a payment for order flow fee of
$0.60 per contract for equity options other than options on QQQQ and
FXI Options. Further, options on QQQQ are assessed $0.75 per contract
and no payment for order flow fee is assessed on FXI Options.
Specialists,\7\ Directed Registered Options Traders (``Directed ROTs'')
and Registered Options Traders (``ROTs'') are assessed a payment for
order flow fee when a customer order is directed to a specialist unit
or Directed ROT who participates in the Exchange's payment for order
flow program.\8\ Trades resulting from either Directed \9\ or non-
Directed Orders that are delivered electronically over AUTOM \10\ and
executed on the Exchange are assessed a payment for order flow fee,
while non-electronically-delivered orders (i.e., represented by a floor
broker) are not assessed a payment for order flow fee.\11\
---------------------------------------------------------------------------
\7\ The Exchange uses the terms ``specialist'' and ``specialist
unit'' interchangeably herein.
\8\ The Phlx states that the payment for order flow fee is
assessed, in effect, on equity option transactions between a
customer and a ROT, a customer and a Directed ROT, or a customer and
a specialist when a customer order is directed to a specialist or
Directed ROT who participates in the Exchange's payment for order
flow program.
\9\ The term ``Directed Order'' means any customer order to buy
or sell, which has been directed to a particular specialist, Remote
Streaming Quote Trader or Streaming Quote Trader by an Order Flow
Provider.
\10\ 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. See Exchange Rules 1014(b)(ii) and 1080.
\11\ Electronically-delivered orders do not include orders
delivered through the Floor Broker Management System pursuant to
Exchange Rule 1063.
---------------------------------------------------------------------------
The Phlx states that the purpose of the proposal is to remain
competitive with other options exchanges. The Phlx notes that the
International Securities Exchange, Inc. recently increased its payment
for order flow fee to $0.65 per contract and the Chicago Board Options
Exchange, Incorporated also assesses a payment for order flow fee of
$0.65 per contract.\12\
---------------------------------------------------------------------------
\12\ See Securities Exchange Act Release Nos. 54152 (July 14,
2006), 71 FR 41488 (July 21, 2006) (SR-ISE-2006-36); 53969 (June 9,
2006), 71 FR 34973 (June 16, 2006) (SR-CBOE-2006-53); and 53044
(December 30, 2005), 71 FR 957 (January 6, 2006) (SR-CBOE-2005-114).
See also Securities Exchange Act Release Nos. 53341 (February 21,
2006), 71 FR 10085 (February 28, 2006) (SR-Amex-2006-15) and 54042
(June 26, 2006), 71 FR 37626 (June 30, 2006) (SR-Amex-2006-59).
---------------------------------------------------------------------------
The Phlx states that the proposal is effective for trades settling
on or after August 1, 2006.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \13\ in general, and furthers the objectives of
Sections 6(b)(4) of the Act \14\ in particular, in that it is an
equitable allocation of reasonable dues, fees, and other charges among
Exchange members.
---------------------------------------------------------------------------
\13\ 15 U.S.C. 78f(b).
\14\ 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 either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing proposed rule change has been designated as a fee
change pursuant to Section 19(b)(3)(A)(ii) of the Act \15\ and Rule
19b-4(f)(2) \16\ thereunder, because it establishes or changes a due,
fee, or other charge imposed by the Exchange. Accordingly, the proposal
will take effect upon filing with the Commission. At any time within 60
days of the filing of such 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.
---------------------------------------------------------------------------
\15\ 15 U.S.C. 78s(b)(3)(A)(ii).
\16\ 17 CFR 240.19b-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 Number SR-Phlx-2006-47 on the subject line.
Paper Comments
Send paper comments in triplicate to Nancy M. Morris,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-Phlx-2006-47. 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
[[Page 47282]]
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 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-2006-47 and should be
submitted on or before September 6, 2006.
---------------------------------------------------------------------------
\17\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\17\
Nancy M. Morris,
Secretary.
[FR Doc. E6-13415 Filed 8-15-06; 8:45 am]
BILLING CODE 8010-01-P