Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to the NYSE Arca Schedule of Fees and Charges for Exchange Services, 48571-48573 [E6-13729]
Download as PDF
Federal Register / Vol. 71, No. 161 / Monday, August 21, 2006 / Notices
available for inspection and copying at
the principal office of the Exchange. All
comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR–NYSE–2006–59 and should
be submitted on or before September 11,
2006.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.15
Nancy M. Morris,
Secretary.
[FR Doc. E6–13726 Filed 8–18–06; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–54309; File No. SR–
NYSEArca–2006–25]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Relating to the NYSE
Arca Schedule of Fees and Charges for
Exchange Services
obsolete fees and the implementation of
certain new fees. The changes to the
Schedule pursuant to this proposal
became effective on August 1, 2006. The
text of the proposed rule change is
available on NYSE Arca’s Web site at
https://www.nysearca.com, at the
principal office of NYSE Arca, and at
the Commission’s Public Reference
Room.5
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
NYSE Arca 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. NYSE
Arca 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
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 August 1,
2006, NYSE Arca, Inc. (‘‘NYSE Arca’’ 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. NYSE Arca
filed the proposed rule change pursuant
to 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.
hsrobinson on PROD1PC72 with NOTICES
August 11, 2006.
As part of its ongoing effort to
improve competitiveness through
technology and new rules, NYSE Arca is
proposing changes to its Schedule in
conjunction with the implementation of
its new OX trading platform.6 The new
rate Schedule will eliminate all
application fees, enhance Option
Trading Permit (‘‘OTP’’) fees and cut
transaction charges. A new per issue fee
conveying Lead Market Maker (‘‘LMM’’)
rights will also be implemented that
assesses monthly fees based on the
average daily trading volume of an
LMM’s allocations. Under the proposal,
the Cancellation fee will be phased out,
as it will only apply to issues trading on
PCX Plus. The 5% invoice surcharge
that the Exchange presently assesses
will be terminated. NYSE Arca also
proposes to update any reference to the
name of the Exchange contained in the
Schedule to reflect its recent name
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing to amend
its Schedule of Fees and Charges for
Exchange Services (‘‘Schedule’’) in
order make changes to transaction
charges, dues, and fees. The Exchange
also proposes the elimination of certain
15 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
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5 The Exchange effected certain technical changes
to the proposed Schedule via telephone.
Conversation between Janet Angstadt, Acting
General Counsel, NYSE Arca and Tim Fox, Special
Counsel, Commission, on August 9, 2006.
6 OX, the Exchange’s new electronic trading
platform for options will be replacing PCX Plus, the
Exchange’s existing electronic trading system. OX is
being introduced as a part of a phased-in rollout in
August 2006. See Securities Exchange Act Release
No. 54238 (July 28, 2006), 71 FR 44758 (August 7,
2006) (SR–NYSEArca–2006–13).
PO 00000
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48571
change.7 In order to offer a more userfriendly format, the Schedule has also
been reformatted with all footnotes
being replaced, as needed, with
endnotes contained in an easy to read
summary at the end of the Schedule.
What follows details the exact nature of
the changes in the Schedule.
Application Fees
All application fees will be
eliminated. These include the
Application fee, Reapplication fee, OTP
Activation fees and the Joint Account
Application fee. The OTP Intra Firm
Transfer fees are also being eliminated.
OTP Fees
OTP Trading Participant Rights will
replace the existing OTP Fee of $750 per
month, which has been applicable to
Floor Brokers, Market Makers and off
floor firms. OTP Trading Participation
Rights for Floor Brokers and Office
Firms will now be $1,000 per month per
OTP. Under the proposal, neither group
will pay for an access fee. The existing
Access fee of $130 will only be assessed
on registered floor personnel that do not
pay an OTP fee. The $5,000 per month
fee cap on Access fees will be
eliminated. The existing $500 per
month Floor Broker fee will no longer
apply.
OTP Trading Participant Rights for
NYSE Arca Market Makers will be
$4,000 fee per OTP. Participation Rights
for NYSE Arca Market Makers will be
subject to a monthly cap of $16,000 per
Market Maker. Under the proposed
changes, Market Makers will no longer
pay the existing $1,500 Market Maker
fee or the $130 Access fee. Although the
direct expense associated with a single
OTP will increase, the Exchange
believes that restructuring of fixed fees
relative to transaction fees will
encourage trading on the Exchange by
market makers. In addition, the
maximum cost for a market making firm
to stream quotes and transact business
in all issues on the Exchange has been
significantly reduced, from $33,280 per
month to $16,000 per month.
Lead Market Maker Rights
OTP Firms acting as LMMs will be
assessed a fee for LMM Rights on a per
issue basis in addition to the OTP Trade
Participant Rights. The LMM Rights,
assessed on every issue that an LMM
7 The Exchange recently amended its rules to
reflect these name changes: from Pacific Exchange,
Inc. to NYSE Arca, Inc.; from PCX Equities, Inc. to
NYSE Arca Equities, Inc.; from PCX Holdings, Inc.,
to NYSE Arca Holdings, Inc.; and from the
Archipelago Exchange, L.L.C. to NYSE Arca, L.L.C.
See Securities and Exchange Act Release No. 53615
(April 7, 2006), 71 FR 19226 (April 13, 2006) (SR–
PCX–2006–24).
E:\FR\FM\21AUN1.SGM
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48572
Federal Register / Vol. 71, No. 161 / Monday, August 21, 2006 / Notices
has been allocated, will be based on the
average daily volume (‘‘ADV’’) of
customer contracts traded in that issue.
The ADV will be calculated using
customer volume figures as reported by
the Options Clearing Corporation.8
For issues with an ADV of between 0–
2,000 contracts, the LMM Rights fee will
be $150 per stock. For issues with an
ADV of between 2,001 and 5,000
contracts, the LMM Rights fee will be
$400 per stock. For issues with an ADV
of between 5,001–15,000 contracts, the
LMM Rights fee will be $750 per stock.
For issues with an ADV of between
15,001 and 100,000 contracts, the LMM
Rights fee will be $1,500 per stock and
for issues that trade with an ADV in
excess of 100,000 contracts per month
the LMM Rights fee will be $3,000 per
stock. This fee will help offset the costs
incurred to provide technology and
other infrastructure to support firms
operating on the trading platform of the
Exchange. This fee will be assessed at
the end of each month on each issue
that an LMM holds in its LMM
appointment. In the event that an LMM
has voluntarily delisted an issue prior to
the end of the month, the full monthly
rate will still apply. LMMs will not
incur LMM fees on issues that they
trade that are not included in their LMM
appointment. An Interim LMM,9 that is
temporarily allocated an issue(s) by the
Exchange will not be assessed an LMM
rights fee for those issues. This fee will
not apply in the event an issue has been
designated for ‘‘closing transactions
only’’ and is subject to delisting by the
Exchange.
Rate per
contract
Order type
Customer Electronic ...................
Customer Manual .......................
Firm .............................................
0.00
0.00
0.15
hsrobinson on PROD1PC72 with NOTICES
NYSE Arca Market Maker charges will
be reduced from $0.26 per contact to
$0.16 per contract. A new $0.09 per
contract fee will now apply to LMMs on
all trades that they transact in issues in
which they are the appointed LMM.
Previously, LMMs were charged the
$0.26 Market Maker rate on all
transactions. Certain LMM transactions
previously qualified for the Firm
transaction fee. Going forward, in the
event of the LMM fee conflicts with the
Firm transaction fee, the lower rate will
always apply. The Exchange will
continue to rebate LMM transaction fees
for executions that result from the LMM
sending Linkage Orders 10 executed on
other exchanges. In addition to the
aforementioned rebate, the Exchange
will continue to credit Market Makers
$0.26 per contract for executions that
result from the LMM sending Linkage
Orders to other exchanges.
Manual broker dealer (‘‘BD’’)
executions, presently $0.26 per contract,
will remain unchanged. Electronic BD
executions will now be assessed a
transaction fee of $0.50 per contract
(instead of $0.51 total charge that was
comprised of the $0.26 transaction fee
and $0.25 surcharge). BD fees are not
assessed on NYSE Arca Market Makers.
The BD Surcharge is being eliminated to
provide for simplification of rates.
Specifically, the old rate schedule
required the addition of the Transaction
Per Contract Charges
charge and the Surcharge to come up
Options per contract transaction
with the total cost; the new rate
charges will reflect the following rate
schedule rolls it up into one category.
schedule:
In the descriptive language associated
with Limit of Fees on Strategy
Rate per
Order type
Executions under the Trade Related
contract
Charges section of the Schedule, a
LMM ............................................
$0.09 reference to the ‘‘on line comparison
NYSE Arca Market Maker ..........
0.16 fee’’ has been deleted. The on line
Broker Dealer Electronic ............
0.50 comparison fee as it applied to these
Broker Dealer Manual ................
0.26 trades was eliminated from the
Schedule in a recent filing with the
8 The Exchange notes that a number of
Commission.11 A reference to the fee
institutional and large size transactions sometimes
was inadvertently left in this section.
skew average daily volumes. These trades usually
clear under firm and market maker clearance
accounts. To ensure that LMMs are not
disadvantaged by these levels of activity, customer
volumes are therefore being used in the calculation
of the LMM Rights Fee. For the purposes of
calculating this fee, the ADV will be based on a
trailing 3-month average.
9 If an LMM has been relieved of an appointment
or resigns or if the allocation otherwise becomes
vacant, the Exchange may designate an interim
LMM or a Market Maker trading crowd pending the
conclusion of a new LMM selection process. The
designation of an interim LMM is not a
prejudgment of the new LMM selection process. See
NYSE Arca Rule 6.82(b)(4) (Interim LMMs).
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10 ‘‘Linkage Orders’’ are Immediate or Cancel
orders routed through the Intermarket Option
Linkage containing certain information prescribed
in the Plan for the Purpose of Creating and
Operating an Intermarket Option Linkage (‘‘Linkage
Plan’’). See Section 2(16) of the Linkage Plan. See
also NYSE Arca Rule 6.92(a)(12).
11 The Exchange amended the Schedule in order
to combine a $0.21 transaction fee and a $0.05
comparison fees into one $0.26 transaction fee for
Market Maker, Firm and Broker Dealer executions.
See Securities Exchange Act Release No. 53485
(March 14, 2006), 71 FR 14564 (March 22, 2006)
(SR–PCX–2006–15).
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This change is for housekeeping
purposes and makes no substantive
change.
Cancellation Fees
The order cancellation fee will be
phased out, as it will only be assessed
on issues trading on PCX Plus. This fee
has been typically assessed by most
options exchanges to help mitigate
congestion caused by trading
participants that have excessive
cancellations. NYSE Arca believes its
new OX trading platform will be robust
enough to handle this traffic, and
therefore a fee designed to mitigate
incoming order flow is no longer
necessary.
The 5% Surcharge Fee
NYSE Arca will no longer assess a 5%
Surcharge Fee on an OTP Holder’s and
OTP Firm’s monthly invoice.
Eliminating this fee will assist NYSE
Arca in being more price competitive
with other Exchanges.
Other Changes
Booth Fees on the Options Floor will
be consolidated into one rate: $350 per
month per booth, regardless of the size
or location of the booth. The ACTANT
server fee of $100 per month will be
eliminated. A $175 Electronic Order
Capture (‘‘EOC’’) fee will replace the
Floor Broker Hand Held device fee. The
EOC system will now encompass all
order handling functions previously
done on the Floor Brokers Hand Held.
The $175 fee will apply to each EOC
device.
NYSE Arca Equities Regulatory Fees
are being removed from the NYSE Arca
Options Schedule. These fees were
incorporated into the NYSE Arca
Equities Fee Schedule as part of a
separate filing.12
Various other charges that have
become obsolete over time will be
eliminated. Trade Match tables are no
longer used; therefore, the fee associated
with them will be deleted. The
Exchange will no longer have an Agency
Stock Execution Fee nor assess a Market
Maker give-up charge, as these fees are
no longer applicable in today’s
marketplace. POETS Workstations,
which are used in OTP floor booths,
will now include other applications,
and will now be called ‘‘Booth
Workstations.’’ The Standard Report
Package is a printed report that the
Exchange previously produced for OTP
Holders. The information contained in
the report is now available
12 SR–NYSEArca–06–43, filed with the
Commission on June 30, 2006, was effective upon
filing.
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Federal Register / Vol. 71, No. 161 / Monday, August 21, 2006 / Notices
electronically and can be accessed free
of charge. Therefore, the fee will be
eliminated.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6(b) of the
Act,13 in general, and with Section
6(b)(4) of the Act,14 in particular, in that
it provides for the equitable allocation
of reasonable dues, fees and other
charges among OTP Holders, OTP
Firms.15
B. Self-Regulatory Organization’s
Statement on Burden on Competition
NYSE Arca does not believe that the
proposed rule change will result in 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
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is subject to
Section 19(b)(3)(A)(ii) of the Act 16 and
subparagraph (f)(2) of Rule 19b–4
thereunder 17 because it establishes or
changes a due, fee, or other charge
applicable only to a member imposed by
the self-regulatory organization.
Accordingly, the proposal is effective
upon Commission receipt of the filing.
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.
13 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
15 The Exchange removed a reference in the
Statutory Basis Section of the filing relating to the
applicability of the fees to ‘‘other market
participants trading options contracts on certain
ETFs’’ via telephone. Conversation between Pete
Armstrong, NYSE Arca and Tim Fox, Special
Counsel, Commission, on August 10, 2006.
16 15 U.S.C. 78s(b)(3)(A)(ii).
17 17 CFR 240.19b–4(f)(2).
hsrobinson on PROD1PC72 with NOTICES
14 15
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17:53 Aug 18, 2006
Jkt 208001
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–NYSEArca–2006–25 on the
subject line.
48573
DEPARTMENT OF TRANSPORTATION
Federal Aviation Administration
Pubic Notice for Waiver of
Aeronautical Land-Use Assurance;
Detroit Metropolitan Wayne County
Airport, Detroit, MI
Federal Aviation
Administration, DOT.
ACTION: Notice of intent of waiver with
respect to land.
AGENCY:
Paper Comments
SUMMARY: The Federal Aviation
Administration (FAA) is considering a
• Send paper comments in triplicate
proposal to change a portion of the
to Nancy M. Morris, Secretary,
Detroit Metropolitan Wayne County
Securities and Exchange Commission,
Airport (DTW) from aeronautical use to
Station Place, 100 F Street, NE.,
non-aeronautical use and to authorize
Washington, DC 20549–1090.
the sale of the airport property. The
All submissions should refer to File
proposal consists of the sale of vacant,
No. SR–NYSEArca–2006–25. This file
unimproved land owned by the Wayne
number should be included on the
County Airport Authority (WCAA).
subject line if e-mail is used. To help the
The WCAA has requested from FAA
a ‘‘Release from Federal agreement
Commission process and review your
obligated land covenants’’ to sell
comments more efficiently, please use
only one method. The Commission will portions of six (6) parcels. The property
post all comments on the Commission’s proposed for release was acquired by
the WCAA and FAA Project Numbers:
Internet Web site (https://www.sec.gov/
3–26–0026–1991, 3–26–0026–2292, 3–
rules/sro.shtml). Copies of the
26–0026–3695, 3–0026–4197, and 3–26–
submission, all subsequent
0026–4398.
amendments, all written statements
There are no impacts to the airport by
with respect to the proposed rule
allowing the WCAA to dispose of the
change that are filed with the
vacant property. Approval does not
Commission, and all written
constitute a commitment by the FAA to
communications relating to the
financially assist in the disposal of the
proposed rule change between the
airport property nor a determination of
Commission and any person, other than eligibility for grant-in-aid funding from
those that may be withheld from the
the FAA. The disposition of proceeds
public in accordance with the
from the disposal of the airport property
provisions of 5 U.S.C. 552, will be
will be in accordance FAA’s Policy and
available for inspection and copying in
Procedures Concerning the Use of
the Commission’s Public Reference
Airport Revenue, published in the
Room. Copies of such filing will also be Federal Register on February 16, 1999.
available for inspection and copying at
In accordance with section 47107(h)
of title 49, United States Code, this
the principal office of the NYSE Arca.
notice is required to be published in the
All comments received will be posted
Federal Register 30 days before
without change; the Commission does
modifying the land-use assurance that
not edit personal identifying
requires the property to be used for an
information from submissions. You
aeronautical purpose.
should submit only information that
DATES: Comments must be received on
you wish to make available publicly.
or before September 20, 2006.
All submissions should refer to File
FOR FURTHER INFORMATION CONTACT: Mr.
No. SR–NYSEArca–2006–25 and should
be submitted on or before September 11, David J. Welhouse, Project Manager,
Detroit Airports District Office, 11677
2006.
South Wayne Road, Suite 107, Romulus,
For the Commission, by the Division of
Michigan 48174. Telephone Number
Market Regulation, pursuant to delegated
(734) 229–2952/FAX Number (734) 229–
authority.18
2950. Documents reflecting this FAA
Nancy M. Morris,
action may be reviewed at this same
location or at Detroit Metropolitan
Secretary.
Wayne County Airport, Detroit,
[FR Doc. E6–13729 Filed 8–18–06; 8:45 am]
Michigan.
BILLING CODE 8010–01–P
SUPPLEMENTARY INFORMATION: Following
is a legal description of the property
18 17 CFR 200.30–3(a)(12).
(portions of Parcels 63 (A&B), 64, 65, 66,
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Agencies
[Federal Register Volume 71, Number 161 (Monday, August 21, 2006)]
[Notices]
[Pages 48571-48573]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E6-13729]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-54309; File No. SR-NYSEArca-2006-25]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change Relating to the
NYSE Arca Schedule of Fees and Charges for Exchange Services
August 11, 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 August 1, 2006, NYSE Arca, Inc. (``NYSE Arca'' 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. NYSE Arca filed the proposed
rule change pursuant to 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 Exchange is proposing to amend its Schedule of Fees and Charges
for Exchange Services (``Schedule'') in order make changes to
transaction charges, dues, and fees. The Exchange also proposes the
elimination of certain obsolete fees and the implementation of certain
new fees. The changes to the Schedule pursuant to this proposal became
effective on August 1, 2006. The text of the proposed rule change is
available on NYSE Arca's Web site at https://www.nysearca.com, at the
principal office of NYSE Arca, and at the Commission's Public Reference
Room.\5\
---------------------------------------------------------------------------
\5\ The Exchange effected certain technical changes to the
proposed Schedule via telephone. Conversation between Janet
Angstadt, Acting General Counsel, NYSE Arca and Tim Fox, Special
Counsel, Commission, on August 9, 2006.
---------------------------------------------------------------------------
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, NYSE Arca 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. NYSE Arca 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
As part of its ongoing effort to improve competitiveness through
technology and new rules, NYSE Arca is proposing changes to its
Schedule in conjunction with the implementation of its new OX trading
platform.\6\ The new rate Schedule will eliminate all application fees,
enhance Option Trading Permit (``OTP'') fees and cut transaction
charges. A new per issue fee conveying Lead Market Maker (``LMM'')
rights will also be implemented that assesses monthly fees based on the
average daily trading volume of an LMM's allocations. Under the
proposal, the Cancellation fee will be phased out, as it will only
apply to issues trading on PCX Plus. The 5% invoice surcharge that the
Exchange presently assesses will be terminated. NYSE Arca also proposes
to update any reference to the name of the Exchange contained in the
Schedule to reflect its recent name change.\7\ In order to offer a more
user-friendly format, the Schedule has also been reformatted with all
footnotes being replaced, as needed, with endnotes contained in an easy
to read summary at the end of the Schedule. What follows details the
exact nature of the changes in the Schedule.
---------------------------------------------------------------------------
\6\ OX, the Exchange's new electronic trading platform for
options will be replacing PCX Plus, the Exchange's existing
electronic trading system. OX is being introduced as a part of a
phased-in rollout in August 2006. See Securities Exchange Act
Release No. 54238 (July 28, 2006), 71 FR 44758 (August 7, 2006) (SR-
NYSEArca-2006-13).
\7\ The Exchange recently amended its rules to reflect these
name changes: from Pacific Exchange, Inc. to NYSE Arca, Inc.; from
PCX Equities, Inc. to NYSE Arca Equities, Inc.; from PCX Holdings,
Inc., to NYSE Arca Holdings, Inc.; and from the Archipelago
Exchange, L.L.C. to NYSE Arca, L.L.C. See Securities and Exchange
Act Release No. 53615 (April 7, 2006), 71 FR 19226 (April 13, 2006)
(SR-PCX-2006-24).
---------------------------------------------------------------------------
Application Fees
All application fees will be eliminated. These include the
Application fee, Reapplication fee, OTP Activation fees and the Joint
Account Application fee. The OTP Intra Firm Transfer fees are also
being eliminated.
OTP Fees
OTP Trading Participant Rights will replace the existing OTP Fee of
$750 per month, which has been applicable to Floor Brokers, Market
Makers and off floor firms. OTP Trading Participation Rights for Floor
Brokers and Office Firms will now be $1,000 per month per OTP. Under
the proposal, neither group will pay for an access fee. The existing
Access fee of $130 will only be assessed on registered floor personnel
that do not pay an OTP fee. The $5,000 per month fee cap on Access fees
will be eliminated. The existing $500 per month Floor Broker fee will
no longer apply.
OTP Trading Participant Rights for NYSE Arca Market Makers will be
$4,000 fee per OTP. Participation Rights for NYSE Arca Market Makers
will be subject to a monthly cap of $16,000 per Market Maker. Under the
proposed changes, Market Makers will no longer pay the existing $1,500
Market Maker fee or the $130 Access fee. Although the direct expense
associated with a single OTP will increase, the Exchange believes that
restructuring of fixed fees relative to transaction fees will encourage
trading on the Exchange by market makers. In addition, the maximum cost
for a market making firm to stream quotes and transact business in all
issues on the Exchange has been significantly reduced, from $33,280 per
month to $16,000 per month.
Lead Market Maker Rights
OTP Firms acting as LMMs will be assessed a fee for LMM Rights on a
per issue basis in addition to the OTP Trade Participant Rights. The
LMM Rights, assessed on every issue that an LMM
[[Page 48572]]
has been allocated, will be based on the average daily volume (``ADV'')
of customer contracts traded in that issue. The ADV will be calculated
using customer volume figures as reported by the Options Clearing
Corporation.\8\
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\8\ The Exchange notes that a number of institutional and large
size transactions sometimes skew average daily volumes. These trades
usually clear under firm and market maker clearance accounts. To
ensure that LMMs are not disadvantaged by these levels of activity,
customer volumes are therefore being used in the calculation of the
LMM Rights Fee. For the purposes of calculating this fee, the ADV
will be based on a trailing 3-month average.
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For issues with an ADV of between 0-2,000 contracts, the LMM Rights
fee will be $150 per stock. For issues with an ADV of between 2,001 and
5,000 contracts, the LMM Rights fee will be $400 per stock. For issues
with an ADV of between 5,001-15,000 contracts, the LMM Rights fee will
be $750 per stock. For issues with an ADV of between 15,001 and 100,000
contracts, the LMM Rights fee will be $1,500 per stock and for issues
that trade with an ADV in excess of 100,000 contracts per month the LMM
Rights fee will be $3,000 per stock. This fee will help offset the
costs incurred to provide technology and other infrastructure to
support firms operating on the trading platform of the Exchange. This
fee will be assessed at the end of each month on each issue that an LMM
holds in its LMM appointment. In the event that an LMM has voluntarily
delisted an issue prior to the end of the month, the full monthly rate
will still apply. LMMs will not incur LMM fees on issues that they
trade that are not included in their LMM appointment. An Interim
LMM,\9\ that is temporarily allocated an issue(s) by the Exchange will
not be assessed an LMM rights fee for those issues. This fee will not
apply in the event an issue has been designated for ``closing
transactions only'' and is subject to delisting by the Exchange.
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\9\ If an LMM has been relieved of an appointment or resigns or
if the allocation otherwise becomes vacant, the Exchange may
designate an interim LMM or a Market Maker trading crowd pending the
conclusion of a new LMM selection process. The designation of an
interim LMM is not a prejudgment of the new LMM selection process.
See NYSE Arca Rule 6.82(b)(4) (Interim LMMs).
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Per Contract Charges
Options per contract transaction charges will reflect the following
rate schedule:
------------------------------------------------------------------------
Rate per
Order type contract
------------------------------------------------------------------------
LMM......................................................... $0.09
NYSE Arca Market Maker...................................... 0.16
Broker Dealer Electronic.................................... 0.50
Broker Dealer Manual........................................ 0.26
Customer Electronic......................................... 0.00
Customer Manual............................................. 0.00
Firm........................................................ 0.15
------------------------------------------------------------------------
NYSE Arca Market Maker charges will be reduced from $0.26 per
contact to $0.16 per contract. A new $0.09 per contract fee will now
apply to LMMs on all trades that they transact in issues in which they
are the appointed LMM. Previously, LMMs were charged the $0.26 Market
Maker rate on all transactions. Certain LMM transactions previously
qualified for the Firm transaction fee. Going forward, in the event of
the LMM fee conflicts with the Firm transaction fee, the lower rate
will always apply. The Exchange will continue to rebate LMM transaction
fees for executions that result from the LMM sending Linkage Orders
\10\ executed on other exchanges. In addition to the aforementioned
rebate, the Exchange will continue to credit Market Makers $0.26 per
contract for executions that result from the LMM sending Linkage Orders
to other exchanges.
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\10\ ``Linkage Orders'' are Immediate or Cancel orders routed
through the Intermarket Option Linkage containing certain
information prescribed in the Plan for the Purpose of Creating and
Operating an Intermarket Option Linkage (``Linkage Plan''). See
Section 2(16) of the Linkage Plan. See also NYSE Arca Rule
6.92(a)(12).
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Manual broker dealer (``BD'') executions, presently $0.26 per
contract, will remain unchanged. Electronic BD executions will now be
assessed a transaction fee of $0.50 per contract (instead of $0.51
total charge that was comprised of the $0.26 transaction fee and $0.25
surcharge). BD fees are not assessed on NYSE Arca Market Makers. The BD
Surcharge is being eliminated to provide for simplification of rates.
Specifically, the old rate schedule required the addition of the
Transaction charge and the Surcharge to come up with the total cost;
the new rate schedule rolls it up into one category.
In the descriptive language associated with Limit of Fees on
Strategy Executions under the Trade Related Charges section of the
Schedule, a reference to the ``on line comparison fee'' has been
deleted. The on line comparison fee as it applied to these trades was
eliminated from the Schedule in a recent filing with the
Commission.\11\ A reference to the fee was inadvertently left in this
section. This change is for housekeeping purposes and makes no
substantive change.
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\11\ The Exchange amended the Schedule in order to combine a
$0.21 transaction fee and a $0.05 comparison fees into one $0.26
transaction fee for Market Maker, Firm and Broker Dealer executions.
See Securities Exchange Act Release No. 53485 (March 14, 2006), 71
FR 14564 (March 22, 2006) (SR-PCX-2006-15).
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Cancellation Fees
The order cancellation fee will be phased out, as it will only be
assessed on issues trading on PCX Plus. This fee has been typically
assessed by most options exchanges to help mitigate congestion caused
by trading participants that have excessive cancellations. NYSE Arca
believes its new OX trading platform will be robust enough to handle
this traffic, and therefore a fee designed to mitigate incoming order
flow is no longer necessary.
The 5% Surcharge Fee
NYSE Arca will no longer assess a 5% Surcharge Fee on an OTP
Holder's and OTP Firm's monthly invoice. Eliminating this fee will
assist NYSE Arca in being more price competitive with other Exchanges.
Other Changes
Booth Fees on the Options Floor will be consolidated into one rate:
$350 per month per booth, regardless of the size or location of the
booth. The ACTANT server fee of $100 per month will be eliminated. A
$175 Electronic Order Capture (``EOC'') fee will replace the Floor
Broker Hand Held device fee. The EOC system will now encompass all
order handling functions previously done on the Floor Brokers Hand
Held. The $175 fee will apply to each EOC device.
NYSE Arca Equities Regulatory Fees are being removed from the NYSE
Arca Options Schedule. These fees were incorporated into the NYSE Arca
Equities Fee Schedule as part of a separate filing.\12\
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\12\ SR-NYSEArca-06-43, filed with the Commission on June 30,
2006, was effective upon filing.
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Various other charges that have become obsolete over time will be
eliminated. Trade Match tables are no longer used; therefore, the fee
associated with them will be deleted. The Exchange will no longer have
an Agency Stock Execution Fee nor assess a Market Maker give-up charge,
as these fees are no longer applicable in today's marketplace. POETS
Workstations, which are used in OTP floor booths, will now include
other applications, and will now be called ``Booth Workstations.'' The
Standard Report Package is a printed report that the Exchange
previously produced for OTP Holders. The information contained in the
report is now available
[[Page 48573]]
electronically and can be accessed free of charge. Therefore, the fee
will be eliminated.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the provisions of Section 6(b) of the Act,\13\ in general, and
with Section 6(b)(4) of the Act,\14\ in particular, in that it provides
for the equitable allocation of reasonable dues, fees and other charges
among OTP Holders, OTP Firms.\15\
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\13\ 15 U.S.C. 78f.
\14\ 15 U.S.C. 78f(b)(4).
\15\ The Exchange removed a reference in the Statutory Basis
Section of the filing relating to the applicability of the fees to
``other market participants trading options contracts on certain
ETFs'' via telephone. Conversation between Pete Armstrong, NYSE Arca
and Tim Fox, Special Counsel, Commission, on August 10, 2006.
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B. Self-Regulatory Organization's Statement on Burden on Competition
NYSE Arca does not believe that the proposed rule change will
result in 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
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change is subject to Section 19(b)(3)(A)(ii) of
the Act \16\ and subparagraph (f)(2) of Rule 19b-4 thereunder \17\
because it establishes or changes a due, fee, or other charge
applicable only to a member imposed by the self-regulatory
organization. Accordingly, the proposal is effective upon Commission
receipt of the filing. 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.
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\16\ 15 U.S.C. 78s(b)(3)(A)(ii).
\17\ 17 CFR 240.19b-4(f)(2).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the 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-NYSEArca-2006-25 on the subject line.
Paper Comments
Send paper comments in triplicate to Nancy M. Morris,
Secretary, Securities and Exchange Commission, Station Place, 100 F
Street, NE., Washington, DC 20549-1090.
All submissions should refer to File No. SR-NYSEArca-2006-25. 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 will also be available for inspection and copying at the
principal office of the NYSE Arca. 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-NYSEArca-2006-25 and
should be submitted on or before September 11, 2006.
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\18\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\18\
Nancy M. Morris,
Secretary.
[FR Doc. E6-13729 Filed 8-18-06; 8:45 am]
BILLING CODE 8010-01-P