Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change and Amendment No. 1 Thereto Relating to Fee Changes, 65857-65859 [E6-18956]
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Federal Register / Vol. 71, No. 217 / Thursday, November 9, 2006 / Notices
effective thirty days after an Important
Notice is issued to members informing
them that FICC’s systems are ready to
accommodate such changes. The
corresponding changes to FICC’s rules
would be made at that time.
(f) Alternative Proportions of Eligible
Collateral. As is currently the case
under FICC’s rules, FICC will continue
to reserve the right to require different
proportions of the Clearing Fund
collateral components as necessary to
address any heightened legal or
insolvency risks presented by a
member.10
FICC believes the proposed rule
change is consistent with the
requirements of Section 17A of the
Act 11 and the rules and regulations
thereunder because it will enable FICC
to standardize acceptable forms of
collateral across both of its Divisions,
which should lead to an increase of
liquidity and a decrease of risk to FICC
and its members. As such, FICC believes
it will better enable FICC to safeguard
the securities or funds in its possession
or control or for which it is responsible.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
FICC does not believe that the
proposed rule change will have any
impact or impose any burden on
competition.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments relating to the
proposed rule change have not yet been
solicited or received. FICC will notify
the Commission of any written
comments received by FICC.
sroberts on PROD1PC70 with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within thirty-five days of the date of
publication of this notice in the Federal
Register or within such longer period:
(i) As the Commission may designate up
to ninety days of such date if it finds
such longer period to be appropriate
and publishes its reasons for so finding;
or (ii) as to which the self-regulatory
organization consents, the Commission
will:
(A) By order approve such proposed
rule change or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.
10 GSD Rule 4, Section 2(o), MBSD Rule 2,
Section 4 of Article IV.
11 15 U.S.C. 78q–1.
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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:
• 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–FICC–2006–15 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–FICC–2006–15. 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
Section, 100 F Street, NE., Washington,
DC 20549. Copies of such filings also
will be available for inspection and
copying at the principal office of FICC
and on FICC’s Web site at https://
www.ficc.com/gov/notices/
GOV115.06.htm?NS-query. 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–FICC–2006–15 and should
be submitted on or before November 30,
2006.
Frm 00087
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For the Commission by the Division of
Market Regulation, pursuant to delegated
authority.12
Nancy M. Morris,
Secretary.
[FR Doc. E6–18948 Filed 11–8–06; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
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[Release No. 34–54697; File No. SR–ISE–
2006–61]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change and Amendment No. 1 Thereto
Relating to Fee Changes
November 2, 2006.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on October
5, 2006, the International Securities
Exchange, LLC (‘‘ISE’’ 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 ISE. On
October 17, 2006, ISE filed Amendment
No. 1 to the proposed rule change.3 The
ISE has designated this proposal as one
establishing or changing a due, fee, or
other charge imposed by the ISE under
Section 19(b)(3)(A)(ii) of the Act,4 and
Rule 19b–4(f)(2) thereunder,5 which
renders the proposal effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change, as amended, from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The ISE is proposing to amend its
Schedule of Fees to establish fees for
transactions in options on eight
Premium Products.6 The text of the
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 In Amendment No. 1, the Exchange revised
footnote 10, infra, to clarify that six of the Premium
Products that are the subject of this filing constitute
Fund Shares under ISE Rule 502(h), while the other
two Premium Products are narrow-based index
options listed pursuant to the Exchange’s generic
listing standards. The Exchange also represented
that Amendment No. 1 did not affect the proposed
fees covered by this filing.
4 15 U.S.C. 78s(b)(3)(A)(ii).
5 17 CFR 240.19b–4(f)(2).
6 ‘‘Premium Products’’ is defined in the Schedule
of Fees as the products enumerated therein.
1 15
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Federal Register / Vol. 71, No. 217 / Thursday, November 9, 2006 / Notices
proposed rule change, as amended, is
available on the ISE’s Web site (https://
www.iseoptions.com/legal/
proposed_rule_changes.asp), at the
principal office of the ISE, 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
ISE 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 ISE 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
sroberts on PROD1PC70 with NOTICES
1. Purpose
The Exchange is proposing to amend
its Schedule of Fees to establish fees for
transactions in options on the following
eight Premium Products: KBW Bank
Index (‘‘BKX’’), ISE Revere Natural Gas
Index (‘‘FUM’’), iShares Dow Jones U.S.
Energy Sector Index Fund (‘‘IYE’’),
iShares Dow Jones Transportation
Average Index Fund (‘‘IYT’’),7
PowerShares WilderHill Clean Energy
Portfolio (‘‘PBW’’),8 Merrill Lynch
7 iShares is a registered trademark of Barclays
Global Investors, N.A. (‘‘BGI’’), a wholly owned
subsidiary of Barclays Bank PLC. ‘‘Dow Jones,’’
‘‘Dow Jones U.S. Energy Sector Index Fund,’’ and
‘‘Dow Jones Transportation Average Index Fund’’
are trademarks and service marks of Dow Jones &
Company, Inc. (‘‘Dow Jones’’) and have been
licensed for use for certain purposes by BGI. All
other trademarks and service marks are the property
of their respective owners. Neither IYE nor IYT are
sponsored, endorsed, issued, sold or promoted by
Dow Jones. BGI and Dow Jones have not licensed
or authorized ISE to: (i) Engage in the creation,
listing, provision of a market for trading, marketing,
and promotion of options on IYE and IYT; or (ii)
use and refer to any of their trademarks or service
marks in connection with the listing, provision of
a market for trading, marketing, and promotion of
options on IYE and IYT or with making disclosures
concerning options on IYE and IYT under any
applicable federal or state laws, rules or regulations.
BGI and Dow Jones do not sponsor, endorse, or
promote such activity by ISE and are not affiliated
in any manner with ISE.
8 PowerSharesTM and PBWTM are trademarks of
PowerShares Capital Management LLC
(‘‘PowerShares’’ or the ‘‘Adviser’’). The WilderHill
Clean Energy Index is a service mark of
WilderShares, LLC (‘‘WilderShares’’). All other
trademarks and service marks are the property of
their respective owners. WilderShares is not
affiliated with the PBW or with the Adviser. PBW
is not sponsored, endorsed, sold or promoted by
WilderShares, and WilderShares makes no
representation regarding the advisability of
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Utilities HOLDRs Trust (‘‘UTH’’),9
Consumer Staples Select Sector SPDR
Fund (‘‘XLP’’), and Consumer
Discretionary Select Sector SPDR Fund
(‘‘XLY’’).10 Specifically, the Exchange is
proposing to adopt an execution fee and
a comparison fee for all transactions in
options on BKX, FUM, IYE, IYT, PBW,
UTH, XLP, and XLY.11 The amount of
the execution fee and comparison fee for
products covered by this filing shall be
$0.15 and $0.03 per contract,
respectively, for all Public Customer
Orders 12 and Firm Proprietary orders.
The amount of the execution fee and
comparison fee for all ISE Market Maker
transactions shall be equal to the
execution fee and comparison fee
currently charged by the Exchange for
ISE Market Maker transactions in equity
options.13 Finally, the amount of the
investing in PBW. WilderShares and PowerShares
have not licensed or authorized ISE to: (i) Engage
in the creation, listing, provision of a market for
trading, marketing, and promotion of options on
PBW; or (ii) use and refer to any of their trademarks
or service marks in connection with the listing,
provision of a market for trading, marketing, and
promotion of options on PBW or with making
disclosures concerning options on PBW under any
applicable federal or state laws, rules or regulations.
WilderShares and PowerShares do not sponsor,
endorse, or promote such activity by ISE and are
not affiliated in any manner with ISE.
9 UTH issues Depositary Receipts called Utilities
HOLDRSSM representing undivided beneficial
ownership in the U.S.-traded common stock of a
group of specified companies that, among other
things, are involved in various segments of the
utilities industry. ‘‘HOLDRS’’ and ‘‘HOLding
Company Depositary ReceiptS’’ are service marks of
Merrill Lynch & Co., Inc. (‘‘Merrill Lynch’’). All
other trademarks and service marks are the property
of their respective owners. Merrill Lynch has not
licensed or authorized ISE to: (i) Engage in the
creation, listing, provision of a market for trading,
marketing, and promotion of options on UTH; or (ii)
use and refer to any of their trademarks or service
marks in connection with the listing, provision of
a market for trading, marketing, and promotion of
options on UTH or with making disclosures
concerning options on UTH under any applicable
federal or state laws, rules or regulations. Merrill
Lynch does not sponsor, endorse, or promote such
activity by ISE and is not affiliated in any manner
with ISE.
10 The Exchange represents that IYE, IYT, PBW,
UTH, XLP and XLY constitute ‘‘Fund Shares,’’ as
defined by ISE Rule 502(h). The Exchange further
represents that BKX and FUM meet the standards
of ISE Rule 2002(b), which allows the ISE to begin
trading these products by filing Form 19b–4(e) at
least five business days after commencement of
trading these new products pursuant to Rule 19b–
4(e) of the Act. Accordingly, the ISE has submitted
Form 19b–4(e) to the Commission.
11 These fees will be charged only to Exchange
members. Under a pilot program that is set to expire
on July 31, 2007, these fees will also be charged to
Linkage Orders (as defined in ISE Rule 1900).
12 ‘‘Public Customer Order’’ is defined in ISE Rule
100(a)(33) as an order for the account of a Public
Customer. ‘‘Public Customer’’ is defined in ISE Rule
100(a)(32) as a person that is not a broker or dealer
in securities.
13 The execution fee is currently between $0.21
and $0.12 per contract side, depending on the
Exchange Average Daily Volume, and the
comparison fee is currently $0.03 per contract side.
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execution fee and comparison fee for all
non-ISE Market Maker transactions shall
be $0.16 and $0.03 per contract,
respectively. All of the applicable fees
covered by this filing are identical to
fees charged by the Exchange for all
other Premium Products. The Exchange
believes the proposed rule change will
further the Exchange’s goal of
introducing new products to the
marketplace that are competitively
priced.
Additionally, the Exchange has
entered into a license agreement with
Keefe, Bruyette & Woods, Inc. in
connection with the listing and trading
of options on BKX; with Revere Data,
LLC in connection with the listing and
trading of options on FUM; and with
Standard & Poor’s in connection with
the listing and trading of options on
XLP and XLY. As with certain other
licensed options, to defray the licensing
costs, the Exchange is adopting a
surcharge fee of $0.10 per contract for
trading in options on BKX, XLP and
XLY, and $0.05 per contract for trading
in options on FUM. The Exchange
believes charging the participants that
trade these products is the most
equitable means of recovering the costs
of the licenses. However, because of
competitive pressures in the industry,
the Exchange proposes to exclude
Public Customer Orders from this
surcharge fee. Accordingly, this
surcharge fee will only be charged to
Exchange members with respect to nonPublic Customer Orders (e.g., ISE
Market Maker, non-ISE Market Maker,
and Firm Proprietary orders) and shall
apply to Linkage Orders 14 under a pilot
program that is set to expire on July 31,
2007. Further, since options on BKX,
IYE, IYT, PBW, UTH, XLP and XLY are
multiply-listed, the Payment for Order
Flow fee shall also apply.
Finally, the Exchange has terminated
its development agreement with
Boenning & Scattergood, Inc. for options
on the ISE Water Index (‘‘HHO’’). As a
result, the Exchange proposes to no
longer charge a $0.05 per contract
surcharge fee for options on HHO.
Accordingly, the Exchange proposes to
delete the reference to a surcharge for
HHO on its Schedule of Fees.
2. Statutory Basis
The Exchanges believes that the basis
under the Act for this proposed rule
change is the requirement under Section
6(b)(4) of the Act 15 that an exchange
have an equitable allocation of
reasonable dues, fees and other charges
14 See
15 15
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ISE Rule 1900.
U.S.C. 78f(b)(4).
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Federal Register / Vol. 71, No. 217 / Thursday, November 9, 2006 / Notices
Paper Comments
among its members and other persons
using its facilities.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange believes that the
proposed rule change, as amended, does
not 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
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule change, as
amended, establishes or changes a due,
fee, or other charge imposed by the
Exchange, it has become effective
pursuant to Section 19(b)(3)(A) of the
Act 16 and Rule 19b–4(f)(2) 17
thereunder. At any time within 60 days
of the filing of such amended 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.18
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change, as amended, 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–ISE–2006–61 on the subject
line.
U.S.C. 78s(b)(3)(A).
CFR 19b–4(f)(2).
18 For purposes of calculating the 60-day period
within which the Commission may summarily
abrogate the proposed rule change under Section
19(b)(3)(C) of the Act, the Commission considers
the period to commence on October 17, 2006, the
date on which the ISE submitted Amendment
No. 1. See 15 U.S.C. 78s(b)(3)(C).
• 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
Number SR–ISE–2006–61. 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 ISE.
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–ISE–2006–61 and should be
submitted on or before November 30,
2006.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.19
Nancy M. Morris,
Secretary.
[FR Doc. E6–18956 Filed 11–8–06; 8:45 am]
BILLING CODE 8011–01–P
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[Release No. 34–54704; File No. SR–ISE–
2006–44]
Self-Regulatory Organizations;
International Securities Exchange, Inc.;
Order Approving a Proposed Rule
Change To Amend the Schedule of
Fees To Expand the Broker Marketing
Alliance To Include Non-BrokerDealers With Regard to the Enhanced
Sentiment Market Data Offering
November 3, 2006.
On July 25, 2006, the International
Securities Exchange, Inc. (‘‘ISE’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) a proposed rule
change, pursuant to Section 19(b)(1) of
the Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2 to
amend its Schedule of Fees regarding its
enhanced sentiment market data
offering to expand the Broker Marketing
Alliance by eliminating its limitation to
only broker-dealers. The proposed rule
change was published for comment in
the Federal Register on October 3,
2006.3 The Commission received no
comments on the proposal.
The Exchange offers an enhanced
sentiment market data product that
allows an end user to identify investor
sentiment for individual securities or
select industry sectors based on a
calculation methodology that utilizes
proprietary Exchange opening long
option customer trade data.4 Previously,
the Commission approved a fee
structure for this product.5 The amount
that a subscriber is charged depends
upon whether the subscription is
obtained directly from the Exchange or
indirectly through a U.S. broker-dealer
participating with the ISE in a Broker
Marketing Alliance. A Broker Marketing
Alliance is an arrangement between ISE
and a participating broker-dealer that
allows a participating U.S. broker-dealer
to be compensated for enlisting
subscribers to the enhanced sentiment
market data product. There are four
subscription levels of fees based on the
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 54508
(September 26, 2006), 71 FR 58459 (‘‘Notice’’).
4 The enhanced sentiment market data is based on
the ISE Sentiment Index or ISEE. The ISEE, which
is created by the ISE, provides an intra-day picture
of how investors view stock prices by assessing
customers’ option trading activity. See Securities
Exchange Act Release Nos. 53756 (May 3, 2006), 71
FR 27529 (May 11, 2006) (SR–ISE–2005–56) (order
approving the prior fee structure for the product)
(‘‘Prior Order’’); and 53532 (March 21, 2006), 71 FR
15501 (March 28, 2006) (SR–ISE–2005–56).
5 See Prior Order, supra at n.4.
2 17
17 17
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1 15
16 15
19 17
PO 00000
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Agencies
[Federal Register Volume 71, Number 217 (Thursday, November 9, 2006)]
[Notices]
[Pages 65857-65859]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E6-18956]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-54697; File No. SR-ISE-2006-61]
Self-Regulatory Organizations; International Securities
Exchange, LLC; Notice of Filing and Immediate Effectiveness of Proposed
Rule Change and Amendment No. 1 Thereto Relating to Fee Changes
November 2, 2006.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on October 5, 2006, the International Securities Exchange, LLC
(``ISE'' 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 ISE.
On October 17, 2006, ISE filed Amendment No. 1 to the proposed rule
change.\3\ The ISE has designated this proposal as one establishing or
changing a due, fee, or other charge imposed by the ISE under Section
19(b)(3)(A)(ii) of the Act,\4\ and Rule 19b-4(f)(2) thereunder,\5\
which renders the proposal effective upon filing with the Commission.
The Commission is publishing this notice to solicit comments on the
proposed rule change, as amended, from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ In Amendment No. 1, the Exchange revised footnote 10, infra,
to clarify that six of the Premium Products that are the subject of
this filing constitute Fund Shares under ISE Rule 502(h), while the
other two Premium Products are narrow-based index options listed
pursuant to the Exchange's generic listing standards. The Exchange
also represented that Amendment No. 1 did not affect the proposed
fees covered by this filing.
\4\ 15 U.S.C. 78s(b)(3)(A)(ii).
\5\ 17 CFR 240.19b-4(f)(2).
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The ISE is proposing to amend its Schedule of Fees to establish
fees for transactions in options on eight Premium Products.\6\ The text
of the
[[Page 65858]]
proposed rule change, as amended, is available on the ISE's Web site
(https://www.iseoptions.com/legal/proposed_rule_changes.asp), at the
principal office of the ISE, and at the Commission's Public Reference
Room.
---------------------------------------------------------------------------
\6\ ``Premium Products'' is defined in the Schedule of Fees as
the products enumerated therein.
---------------------------------------------------------------------------
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 ISE 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 ISE 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 Exchange is proposing to amend its Schedule of Fees to
establish fees for transactions in options on the following eight
Premium Products: KBW Bank Index (``BKX''), ISE Revere Natural Gas
Index (``FUM''), iShares Dow Jones U.S. Energy Sector Index Fund
(``IYE''), iShares Dow Jones Transportation Average Index Fund
(``IYT''),\7\ PowerShares WilderHill Clean Energy Portfolio
(``PBW''),\8\ Merrill Lynch Utilities HOLDRs Trust (``UTH''),\9\
Consumer Staples Select Sector SPDR Fund (``XLP''), and Consumer
Discretionary Select Sector SPDR Fund (``XLY'').\10\ Specifically, the
Exchange is proposing to adopt an execution fee and a comparison fee
for all transactions in options on BKX, FUM, IYE, IYT, PBW, UTH, XLP,
and XLY.\11\ The amount of the execution fee and comparison fee for
products covered by this filing shall be $0.15 and $0.03 per contract,
respectively, for all Public Customer Orders \12\ and Firm Proprietary
orders. The amount of the execution fee and comparison fee for all ISE
Market Maker transactions shall be equal to the execution fee and
comparison fee currently charged by the Exchange for ISE Market Maker
transactions in equity options.\13\ Finally, the amount of the
execution fee and comparison fee for all non-ISE Market Maker
transactions shall be $0.16 and $0.03 per contract, respectively. All
of the applicable fees covered by this filing are identical to fees
charged by the Exchange for all other Premium Products. The Exchange
believes the proposed rule change will further the Exchange's goal of
introducing new products to the marketplace that are competitively
priced.
---------------------------------------------------------------------------
\7\ iShares[supreg] is a registered trademark of Barclays Global
Investors, N.A. (``BGI''), a wholly owned subsidiary of Barclays
Bank PLC. ``Dow Jones,'' ``Dow Jones U.S. Energy Sector Index
Fund,'' and ``Dow Jones Transportation Average Index Fund'' are
trademarks and service marks of Dow Jones & Company, Inc. (``Dow
Jones'') and have been licensed for use for certain purposes by BGI.
All other trademarks and service marks are the property of their
respective owners. Neither IYE nor IYT are sponsored, endorsed,
issued, sold or promoted by Dow Jones. BGI and Dow Jones have not
licensed or authorized ISE to: (i) Engage in the creation, listing,
provision of a market for trading, marketing, and promotion of
options on IYE and IYT; or (ii) use and refer to any of their
trademarks or service marks in connection with the listing,
provision of a market for trading, marketing, and promotion of
options on IYE and IYT or with making disclosures concerning options
on IYE and IYT under any applicable federal or state laws, rules or
regulations. BGI and Dow Jones do not sponsor, endorse, or promote
such activity by ISE and are not affiliated in any manner with ISE.
\8\ PowerSharesTM and PBWTM are trademarks
of PowerShares Capital Management LLC (``PowerShares'' or the
``Adviser''). The WilderHill Clean Energy Index is a service mark of
WilderShares, LLC (``WilderShares''). All other trademarks and
service marks are the property of their respective owners.
WilderShares is not affiliated with the PBW or with the Adviser. PBW
is not sponsored, endorsed, sold or promoted by WilderShares, and
WilderShares makes no representation regarding the advisability of
investing in PBW. WilderShares and PowerShares have not licensed or
authorized ISE to: (i) Engage in the creation, listing, provision of
a market for trading, marketing, and promotion of options on PBW; or
(ii) use and refer to any of their trademarks or service marks in
connection with the listing, provision of a market for trading,
marketing, and promotion of options on PBW or with making
disclosures concerning options on PBW under any applicable federal
or state laws, rules or regulations. WilderShares and PowerShares do
not sponsor, endorse, or promote such activity by ISE and are not
affiliated in any manner with ISE.
\9\ UTH issues Depositary Receipts called Utilities
HOLDRSSM representing undivided beneficial ownership in
the U.S.-traded common stock of a group of specified companies that,
among other things, are involved in various segments of the
utilities industry. ``HOLDRS'' and ``HOLding Company Depositary
ReceiptS'' are service marks of Merrill Lynch & Co., Inc. (``Merrill
Lynch''). All other trademarks and service marks are the property of
their respective owners. Merrill Lynch has not licensed or
authorized ISE to: (i) Engage in the creation, listing, provision of
a market for trading, marketing, and promotion of options on UTH; or
(ii) use and refer to any of their trademarks or service marks in
connection with the listing, provision of a market for trading,
marketing, and promotion of options on UTH or with making
disclosures concerning options on UTH under any applicable federal
or state laws, rules or regulations. Merrill Lynch does not sponsor,
endorse, or promote such activity by ISE and is not affiliated in
any manner with ISE.
\10\ The Exchange represents that IYE, IYT, PBW, UTH, XLP and
XLY constitute ``Fund Shares,'' as defined by ISE Rule 502(h). The
Exchange further represents that BKX and FUM meet the standards of
ISE Rule 2002(b), which allows the ISE to begin trading these
products by filing Form 19b-4(e) at least five business days after
commencement of trading these new products pursuant to Rule 19b-4(e)
of the Act. Accordingly, the ISE has submitted Form 19b-4(e) to the
Commission.
\11\ These fees will be charged only to Exchange members. Under
a pilot program that is set to expire on July 31, 2007, these fees
will also be charged to Linkage Orders (as defined in ISE Rule
1900).
\12\ ``Public Customer Order'' is defined in ISE Rule 100(a)(33)
as an order for the account of a Public Customer. ``Public
Customer'' is defined in ISE Rule 100(a)(32) as a person that is not
a broker or dealer in securities.
\13\ The execution fee is currently between $0.21 and $0.12 per
contract side, depending on the Exchange Average Daily Volume, and
the comparison fee is currently $0.03 per contract side.
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Additionally, the Exchange has entered into a license agreement
with Keefe, Bruyette & Woods, Inc. in connection with the listing and
trading of options on BKX; with Revere Data, LLC in connection with the
listing and trading of options on FUM; and with Standard & Poor's in
connection with the listing and trading of options on XLP and XLY. As
with certain other licensed options, to defray the licensing costs, the
Exchange is adopting a surcharge fee of $0.10 per contract for trading
in options on BKX, XLP and XLY, and $0.05 per contract for trading in
options on FUM. The Exchange believes charging the participants that
trade these products is the most equitable means of recovering the
costs of the licenses. However, because of competitive pressures in the
industry, the Exchange proposes to exclude Public Customer Orders from
this surcharge fee. Accordingly, this surcharge fee will only be
charged to Exchange members with respect to non-Public Customer Orders
(e.g., ISE Market Maker, non-ISE Market Maker, and Firm Proprietary
orders) and shall apply to Linkage Orders \14\ under a pilot program
that is set to expire on July 31, 2007. Further, since options on BKX,
IYE, IYT, PBW, UTH, XLP and XLY are multiply-listed, the Payment for
Order Flow fee shall also apply.
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\14\ See ISE Rule 1900.
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Finally, the Exchange has terminated its development agreement with
Boenning & Scattergood, Inc. for options on the ISE Water Index
(``HHO''). As a result, the Exchange proposes to no longer charge a
$0.05 per contract surcharge fee for options on HHO. Accordingly, the
Exchange proposes to delete the reference to a surcharge for HHO on its
Schedule of Fees.
2. Statutory Basis
The Exchanges believes that the basis under the Act for this
proposed rule change is the requirement under Section 6(b)(4) of the
Act \15\ that an exchange have an equitable allocation of reasonable
dues, fees and other charges
[[Page 65859]]
among its members and other persons using its facilities.
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\15\ 15 U.S.C. 78f(b)(4).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange believes that the proposed rule change, as amended,
does not 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
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from members or other interested
parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule change, as amended, establishes or
changes a due, fee, or other charge imposed by the Exchange, it has
become effective pursuant to Section 19(b)(3)(A) of the Act \16\ and
Rule 19b-4(f)(2) \17\ thereunder. At any time within 60 days of the
filing of such amended 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.\18\
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\16\ 15 U.S.C. 78s(b)(3)(A).
\17\ 17 CFR 19b-4(f)(2).
\18\ For purposes of calculating the 60-day period within which
the Commission may summarily abrogate the proposed rule change under
Section 19(b)(3)(C) of the Act, the Commission considers the period
to commence on October 17, 2006, the date on which the ISE submitted
Amendment No. 1. See 15 U.S.C. 78s(b)(3)(C).
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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, as amended, 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-ISE-2006-61 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 Number SR-ISE-2006-61. 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 ISE.
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-ISE-2006-61
and should be submitted on or before November 30, 2006.
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\19\
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\19\ 17 CFR 200.30-3(a)(12).
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Nancy M. Morris,
Secretary.
[FR Doc. E6-18956 Filed 11-8-06; 8:45 am]
BILLING CODE 8011-01-P