Self-Regulatory Organizations; Philadelphia Stock Exchange, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change and Amendment No. 1 Thereto Relating to Fees for Full Value Russell Index and Reduced Value Russell Index, 13338-13340 [E7-5060]
Download as PDF
13338
Federal Register / Vol. 72, No. 54 / Wednesday, March 21, 2007 / Notices
For example, the Exchange has a March
2007 ABCD futures contract, which has
a trading unit of 100 shares of ABCD.
ABCD announces a spin-off in which an
entity PQRS has been created and the
spin-off ratio is one share of PQRS for
every 10 shares of ABCD. The spin-off
will occur (‘‘the Ex date’’) before the
expiration of the March 2007 ABCD
futures contract. After the Ex date, the
trading unit or deliverable shares for the
March 2007 ABCD futures contracts
would be 100 shares of ABCD and 10
shares of PQRS. The minimum block
trade size for the March 2007 ABCD
futures contract after the Ex date would
be 91. Another example would be when
a corporate event results in a three for
two split of shares. In that case, the
trading unit or deliverable shares would
be 150 (provided the trading unit for the
futures contract was 100 shares), making
the minimum block trade size 67
contracts.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6(b) of the Act 4 in general and
Section 6(b)(5) of the Act 5 in particular
in that it is designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, and, in general, to
protect investors and the public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
OneChicago 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
Comments on the proposed rule
change have not been solicited and none
have been received.
jlentini on PROD1PC65 with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing proposed rule change
has become effective pursuant to
Section 19(b)(7) of the Act.6 Within 60
days of the date of effectiveness of the
proposed rule change, the Commission,
after consultation with the CFTC, may
summarily abrogate the proposed rule
change and require that the proposed
rule change be refiled in accordance
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
6 15 U.S.C. 78s(b)(7).
with the provisions of Section 19(b)(1)
of the Act.7
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–OC–2007–02 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–OC–2007–02. 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 OneChicago. 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–OC–2007–02 and should be
submitted on or before April 11, 2007.
VerDate Aug<31>2005
17:08 Mar 20, 2007
7 15
8 17
Jkt 211001
PO 00000
U.S.C. 78s(b)(1).
CFR 200.30–3(a)(73).
Frm 00103
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BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–55473; File No. SR–Phlx–
2007–12]
Electronic Comments
4 15
5 15
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.8
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–5114 Filed 3–20–07; 8:45 am]
Sfmt 4703
Self-Regulatory Organizations;
Philadelphia Stock Exchange, Inc.;
Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change and Amendment No. 1 Thereto
Relating to Fees for Full Value Russell
Index and Reduced Value Russell
Index
March 14, 2007.
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 February
16, 2007, 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 substantially prepared by the
Exchange. On March 8, 2007, the Phlx
submitted Amendment No. 1 to the
proposed rule change. The Phlx has
designated this proposal as one
changing a due, fee, or other charge
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, as amended, from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Phlx, pursuant to Section 19(b)(1)
of the Act 5 and Rule 19b–4 thereunder,6
proposes to assess equity option
charges, as opposed to index option
charges on: (1) Options on the Russell
2000 Index 7 traded under the symbol
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A)(ii).
4 17 CFR 240.19b–4(f)(2).
5 15 U.S.C. 78s(b)(1).
6 17 CFR 240.19b–4.
7 Russell 2000 is a trademark and service mark
of the Frank Russell Company, used under license.
Neither Frank Russell Company’s publication of the
Russell Indexes nor its licensing of its trademarks
for use in connection with securities or other
2 17
E:\FR\FM\21MRN1.SGM
21MRN1
Federal Register / Vol. 72, No. 54 / Wednesday, March 21, 2007 / Notices
jlentini on PROD1PC65 with NOTICES
RUT (the ‘‘Full Value Russell Index’’);
and (2) options on the one-tenth value
Russell 2000 Index traded under the
symbol RMN (the ‘‘Reduced Value
Russell Index’’)(the Full Value and the
Reduced Value Russell Indexes together
are referred to herein as the ‘‘Russell
Products’’).8 Therefore, the Exchange
proposes to charge the Russell Products,
which are index options, in the same
manner that it charges for equity
options.
In addition, the Exchange proposes to
adopt a $0.15 per side license fee on
‘‘firm-related’’ comparison and
transaction charges.9 This license fee
will be imposed only after the
Exchange’s $60,000 ‘‘firm-related’’
equity option and index option
comparison and transaction charge cap
is reached.10
financial products derived from a Russell Index in
any way suggests or implies a representation or
opinion by Frank Russell Company as to the
attractiveness of investment in any securities or
other financial products based upon or derived
from any Russell Index. Frank Russell Company is
not the issuer of any such securities or other
financial products and makes no express or implied
warranties of merchantability or fitness for any
particular purpose with respect to any Russell
Index or any data included or reflected therein, nor
as to results to be obtained by any person or any
entity from the use of the Russell Index or any data
included or reflected therein.
8 See Securities Exchange Act Release No. 55305
(February 15, 2007), 72 FR 8240 (February 23, 2007)
(SR–Phlx–2006–65) (order approving listing and
trading equity and FLEX options on the Russell
Products, and LEAPS on the Full Value Russell
Index). FLEX options are customized or flexible
index and equity options and LEAPS are Long-term
Equity Anticipation Securities or long term options
series. See Phlx Rules 1079, 1012 and 1101A.
9 Specifically, ‘‘firm-related’’ charges include
equity option firm/proprietary comparison charges,
equity option firm/proprietary transaction charges,
equity option firm/proprietary facilitation
transaction charges, index option firm (proprietary
and customer executions) comparison charges,
index option firm/proprietary transaction charges,
and index option firm/proprietary facilitation
transaction charges (collectively, the ‘‘firm-related
charges’’).
10 The Exchange currently imposes a license fee
of $0.10 per contract side for equity option and
index option ‘‘firm’’ transactions on certain
licensed products (collectively, ‘‘licensed
products’’) after the $60,000 cap per member
organization on all ‘‘firm-related’’ equity option and
index option comparison and transaction charges
combined is reached. Therefore, when a member
organization exceeds the $60,000 cap (comprised of
combined firm-related charges), the member
organization is charged $60,000, plus the applicable
license fee per contract side for any contracts in
licensed products (if any) over those that were
included in reaching the $60,000 cap. Thus, such
firm-related charges in the aggregate for one billing
month may not exceed $60,000 per month per
member organization. For a complete list of the
licensed products that are assessed a $0.10 license
fee per contract side after the $60,000 cap is
reached, see $60,000 ‘‘Firm Related’’ Equity Option
and Index Option Cap on the Exchange’s fee
schedule. Consistent with current practice, when
calculating the $60,000 cap, the Exchange first
calculates all equity option and index option
transaction and comparison charges for products
VerDate Aug<31>2005
17:08 Mar 20, 2007
Jkt 211001
The Exchange also proposes to amend
its Summary of Equity Option Charges
to reflect that a $0.15 license fee on the
Russell Products will be assessed in
connection with the Exchange’s current
cap on Registered Options Traders
(‘‘ROT’’) comparison charges and ROT
and specialist transaction charges 11 on
non-AUTOM delivered equity option
contracts 12 when an ROT or specialist
executes over 14,000 contracts
calculated on a daily basis. These terms
apply only to transactions when an ROT
or specialist is the contra-party to a
customer order.13 Therefore, after the
14,000 non-AUTOM delivered contract
level is reached in a specific option,
additional comparison and transaction
charges are not assessed on subsequent
option contracts in excess of 14,000 that
are executed on that day in that specific
option when the ROT or specialist is the
contra-party to a customer order. Even
when the 14,000 cap is reached, the
license fee of $0.10 per contract side (or
$0.15 per contract side for each of the
Russell Products) will be imposed on
applicable ROTs and specialists for
equity option transactions on those
licensed products that carry a license
fee.14
This proposal is scheduled to become
effective for transactions settling on or
after February 20, 2007.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.Phlx.com, at the Phlx,
and at the Commission’s Public
Reference Room.
without license fees and then equity option and
index option transaction and comparison charges
for products with license fees that are assessed by
the Exchange after the $60,000 cap is reached. See
Securities Exchange Act Release No. 50836
(December 10, 2004), 69 FR 75584 (December 17,
2004) (SR–Phlx–2004–70); and see e.g., Securities
Exchange Act Release No. 53287 (February 14,
2006), 71 FR 9186 (February 22, 2006) (SR–Phlx–
2006–10).
11 The Exchange does not currently assess a
comparison charge on specialist transactions.
Therefore, the proposed cap will apply to ROT
comparison and transaction charges combined and
separately to specialist transaction charges.
12 For purposes of this fee, orders delivered via
the Floor Broker Management System shall be
deemed to be non-AUTOM delivered orders. See
Phlx Rule 1063.
13 See Securities Exchange Act Release No. 54659
(October 27, 2006), 71 FR 64603 (November 2, 2006)
(SR–Phlx–2006–67) (capping ROT comparison
charges and ROT and specialist transaction charges
when certain requirements are met. For equity
options, ROT transaction and comparison charges
and specialist transaction charges are not assessed
on additional qualifying transactions on option
contracts that number greater than 14,000,
calculated per day per equity option overlying the
same underlying security).
14 For a complete list of the licensed products that
will be assessed a license fee per contract side after
the 14,000 equity option contract cap is reached,
see $60,000 ‘‘Firm Related’’ Equity Option and
Index Option Cap on the Exchange’s fee schedule.
PO 00000
Frm 00104
Fmt 4703
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13339
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this proposal is to
assess equity option charges, including
payment for order flow charges, which
are competitive with charges assessed
on these same products by other
exchanges.15 Thus, the Russell Products
will not be assessed customer
comparison or transaction charges in
accordance with the Exchange’s equity
option fee schedule.
The purpose of assessing the Russell
Products a license fee of $0.15 per
contract side after reaching the $60,000
cap and the 14,000 cap as described in
this proposal is to help defray licensing
costs associated with the trading of
these products, while still capping
member organizations’ fees enough to
attract volume from other exchanges.16
The caps operate this way in order to
offer an incentive for additional volume
without leaving the Exchange with
significant out-of-pocket costs.
2. Statutory Basis
The Exchange believes that its
proposal to amend its schedule of dues,
fees and charges is consistent with
15 See e.g., Securities Exchange Act Release No.
51858 (June 16, 2005), 70 FR 36218 (June 22, 2005)
(SR–ISE–2005–26) (establishing fees for
transactions in options on RUT and RMN).
16 See e.g., Securities Exchange Act Release Nos.
55099 (January 12, 2007), 72 FR 2720 (January 22,
2007) (SR–NYSEArca–2006–91) (adopting a $0.15
per contract Royalty Fee on options traded on RUT);
55000 (December 21, 2006), 71 FR 78479 (December
29, 2006) (SR–BSE–2006–47) (establishing a $0.15
surcharge fee for transactions in options on RUT);
53968 (June 9, 2006), 71 FR 34971 (June 16, 2006)
(SR–Amex–2006–56) (adopting a per contract
licensing fee for the orders of specialists, registered
options traders, firms, non-member market makers,
and broker-dealers in connection with options
transactions on the RUT); and 51858 (June 16,
2005), 70 FR 36218 (June 22, 2005) (SR–ISE–2005–
26) (adopting a surcharge fee of $0.10 per contract
for trading in RUT and RMN).
E:\FR\FM\21MRN1.SGM
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13340
Federal Register / Vol. 72, No. 54 / Wednesday, March 21, 2007 / Notices
Section 6(b) of the Act,17 in general, and
furthers the objectives of Section 6(b)(4)
of the Act,18 in particular, in that it is
an equitable allocation of reasonable
dues, fees and other charges among
Exchange members and issuers and
other persons using its facilities.19
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 20 and Rule 19b–4(f)(2)
thereunder,21 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 the proposed rule change the
Commission may summarily abrogate
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
jlentini on PROD1PC65 with NOTICES
17 15
Market Regulation, pursuant to delegated
authority.22
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–5060 Filed 3–20–07; 8:45 am]
SMALL BUSINESS ADMINISTRATION
U.S.C. 78f(b).
18 15 U.S.C. 78f(b)(4).
19 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 March 8, 2007, the date
on which the Phlx filed Amendment No. 1. See 15
U.S.C. 78s(b)(3)(C).
20 15 U.S.C. 78s(b)(3)(A)(ii).
21 17 CFR 240.19b–4(f)(2).
17:08 Mar 20, 2007
Administration’s intentions to request
approval on a new and/or currently
approved information collection.
DATES: Submit comments on or before
May 21, 2007.
Paper Comments
ADDRESSES: Send all comments
• Send paper comments in triplicate
regarding whether this information
to Nancy M. Morris, Secretary,
collection is necessary for the proper
Securities and Exchange Commission,
performance of the function of the
Station Place, 100 F Street, NE.,
agency, whether the burden estimates
Washington, DC 20549–1090.
are accurate, and if there are ways to
All submissions should refer to File
minimize the estimated burden and
Number SR–Phlx–2007–12. This file
enhance the quality of the collection, to
number should be included on the
subject line if e-mail is used. To help the Frank Lalumiere, Director, Office of
Surety Bonds, Small Business
Commission process and review your
Administration, 409 3rd Street, SW., 8th
comments more efficiently, please use
only one method. The Commission will Floor, Wash., DC 20416.
post all comments on the Commission’s FOR FURTHER INFORMATION CONTACT:
Frank Lalumiere, Director, Office of
Internet Web site (https://www.sec.gov/
Surety Bonds 202–401–8275
rules/sro.shtml). Copies of the
frank.lalumiere@sba.gov, Curtis B. Rich,
submission, all subsequent
Management Analyst, 202–205–7030
amendments, all written statements
curtis.rich@sba.gov.
with respect to the proposed rule
change that are filed with the
SUPPLEMENTARY INFORMATION:
Commission, and all written
Title: ‘‘Small Business Administration
communications relating to the
(SBA) Surety Bond Guarantee Customer
proposed rule change between the
Survey’’
Commission and any person, other than
Description of Respondents: Small
those that may be withheld from the
Businesses within the Construction
public in accordance with the
Industry.
provisions of 5 U.S.C. 552, will be
Form No: N/A.
available for inspection and copying in
Annual Responses: 600.
the Commission’s Public Reference
Annual Burden: 13.33.
Room. Copies of such filing also will be
Jacqueline White,
available for inspection and copying at
Chief, Administrative Information Branch.
the principal office of the Phlx. All
[FR Doc. E7–5083 Filed 3–20–07; 8:45 am]
comments received will be posted
BILLING CODE 8025–01–P
without change; the Commission does
not edit personal identifying
information from submissions. You
SMALL BUSINESS ADMINISTRATION
should submit only information that
you wish to make available publicly. All [License No. 09/79–0450]
submissions should refer to File
Rustic Canyon Ventures SBIC, L.P.;
Number SR–Phlx–2007–12 and should
Notice Seeking Exemption Under
be submitted on or before April 11,
Section 312 of the Small Business
2007.
Investment Act, Conflicts of Interest
For the Commission, by the Division of
BILLING CODE 8010–01–P
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
VerDate Aug<31>2005
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–Phlx–2007–12 on the
subject line.
Jkt 211001
Data Collection Available for Public
Comments and Recommendations
Notice and request for
comments.
ACTION:
SUMMARY: In accordance with the
Paperwork Reduction Act of 1995, this
notice announces the Small Business
22 17
PO 00000
CFR 200.30–3(a)(12).
Frm 00105
Fmt 4703
Sfmt 4703
Notice is hereby given that Rustic
Canyon Ventures SBIC, L.P., 2425
Olympic Blvd., Suite 6050W, Santa
Monica, CA 90404, a Federal Licensee
under the Small Business Investment
Act of 1958, as amended (‘‘the Act’’), in
connection with the financing of a small
concern, has sought an exemption under
Section 312 of the Act and Section
107.730, Financings which Constitute
Conflicts of Interest of the Small
Business Administration (‘‘SBA’’) Rules
and Regulations (13 CFR 107.730
(2006)). Rustic Canyon Ventures SBIC,
L.P. proposes to provide equity security
financing to Meximerica Media, Inc.,
115 E. Travis #800, San Antonio, TX
78205. The financing is contemplated
for operating expenses and for general
corporate purposes.
E:\FR\FM\21MRN1.SGM
21MRN1
Agencies
[Federal Register Volume 72, Number 54 (Wednesday, March 21, 2007)]
[Notices]
[Pages 13338-13340]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E7-5060]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-55473; File No. SR-Phlx-2007-12]
Self-Regulatory Organizations; Philadelphia Stock Exchange, Inc.;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
and Amendment No. 1 Thereto Relating to Fees for Full Value Russell
Index and Reduced Value Russell Index
March 14, 2007.
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 February 16, 2007, 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 substantially prepared by the
Exchange. On March 8, 2007, the Phlx submitted Amendment No. 1 to the
proposed rule change. The Phlx has designated this proposal as one
changing a due, fee, or other charge 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,
as amended, 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, pursuant to Section 19(b)(1) of the Act \5\ and Rule 19b-
4 thereunder,\6\ proposes to assess equity option charges, as opposed
to index option charges on: (1) Options on the Russell 2000[supreg]
Index \7\ traded under the symbol
[[Page 13339]]
RUT (the ``Full Value Russell Index''); and (2) options on the one-
tenth value Russell 2000[supreg] Index traded under the symbol RMN (the
``Reduced Value Russell Index'')(the Full Value and the Reduced Value
Russell Indexes together are referred to herein as the ``Russell
Products'').\8\ Therefore, the Exchange proposes to charge the Russell
Products, which are index options, in the same manner that it charges
for equity options.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78s(b)(1).
\6\ 17 CFR 240.19b-4.
\7\ Russell 2000[supreg] is a trademark and service mark of the
Frank Russell Company, used under license. Neither Frank Russell
Company's publication of the Russell Indexes nor its licensing of
its trademarks for use in connection with securities or other
financial products derived from a Russell Index in any way suggests
or implies a representation or opinion by Frank Russell Company as
to the attractiveness of investment in any securities or other
financial products based upon or derived from any Russell Index.
Frank Russell Company is not the issuer of any such securities or
other financial products and makes no express or implied warranties
of merchantability or fitness for any particular purpose with
respect to any Russell Index or any data included or reflected
therein, nor as to results to be obtained by any person or any
entity from the use of the Russell Index or any data included or
reflected therein.
\8\ See Securities Exchange Act Release No. 55305 (February 15,
2007), 72 FR 8240 (February 23, 2007) (SR-Phlx-2006-65) (order
approving listing and trading equity and FLEX options on the Russell
Products, and LEAPS on the Full Value Russell Index). FLEX options
are customized or flexible index and equity options and LEAPS are
Long-term Equity Anticipation Securities or long term options
series. See Phlx Rules 1079, 1012 and 1101A.
---------------------------------------------------------------------------
In addition, the Exchange proposes to adopt a $0.15 per side
license fee on ``firm-related'' comparison and transaction charges.\9\
This license fee will be imposed only after the Exchange's $60,000
``firm-related'' equity option and index option comparison and
transaction charge cap is reached.\10\
---------------------------------------------------------------------------
\9\ Specifically, ``firm-related'' charges include equity option
firm/proprietary comparison charges, equity option firm/proprietary
transaction charges, equity option firm/proprietary facilitation
transaction charges, index option firm (proprietary and customer
executions) comparison charges, index option firm/proprietary
transaction charges, and index option firm/proprietary facilitation
transaction charges (collectively, the ``firm-related charges'').
\10\ The Exchange currently imposes a license fee of $0.10 per
contract side for equity option and index option ``firm''
transactions on certain licensed products (collectively, ``licensed
products'') after the $60,000 cap per member organization on all
``firm-related'' equity option and index option comparison and
transaction charges combined is reached. Therefore, when a member
organization exceeds the $60,000 cap (comprised of combined firm-
related charges), the member organization is charged $60,000, plus
the applicable license fee per contract side for any contracts in
licensed products (if any) over those that were included in reaching
the $60,000 cap. Thus, such firm-related charges in the aggregate
for one billing month may not exceed $60,000 per month per member
organization. For a complete list of the licensed products that are
assessed a $0.10 license fee per contract side after the $60,000 cap
is reached, see $60,000 ``Firm Related'' Equity Option and Index
Option Cap on the Exchange's fee schedule. Consistent with current
practice, when calculating the $60,000 cap, the Exchange first
calculates all equity option and index option transaction and
comparison charges for products without license fees and then equity
option and index option transaction and comparison charges for
products with license fees that are assessed by the Exchange after
the $60,000 cap is reached. See Securities Exchange Act Release No.
50836 (December 10, 2004), 69 FR 75584 (December 17, 2004) (SR-Phlx-
2004-70); and see e.g., Securities Exchange Act Release No. 53287
(February 14, 2006), 71 FR 9186 (February 22, 2006) (SR-Phlx-2006-
10).
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The Exchange also proposes to amend its Summary of Equity Option
Charges to reflect that a $0.15 license fee on the Russell Products
will be assessed in connection with the Exchange's current cap on
Registered Options Traders (``ROT'') comparison charges and ROT and
specialist transaction charges \11\ on non-AUTOM delivered equity
option contracts \12\ when an ROT or specialist executes over 14,000
contracts calculated on a daily basis. These terms apply only to
transactions when an ROT or specialist is the contra-party to a
customer order.\13\ Therefore, after the 14,000 non-AUTOM delivered
contract level is reached in a specific option, additional comparison
and transaction charges are not assessed on subsequent option contracts
in excess of 14,000 that are executed on that day in that specific
option when the ROT or specialist is the contra-party to a customer
order. Even when the 14,000 cap is reached, the license fee of $0.10
per contract side (or $0.15 per contract side for each of the Russell
Products) will be imposed on applicable ROTs and specialists for equity
option transactions on those licensed products that carry a license
fee.\14\
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\11\ The Exchange does not currently assess a comparison charge
on specialist transactions. Therefore, the proposed cap will apply
to ROT comparison and transaction charges combined and separately to
specialist transaction charges.
\12\ For purposes of this fee, orders delivered via the Floor
Broker Management System shall be deemed to be non-AUTOM delivered
orders. See Phlx Rule 1063.
\13\ See Securities Exchange Act Release No. 54659 (October 27,
2006), 71 FR 64603 (November 2, 2006) (SR-Phlx-2006-67) (capping ROT
comparison charges and ROT and specialist transaction charges when
certain requirements are met. For equity options, ROT transaction
and comparison charges and specialist transaction charges are not
assessed on additional qualifying transactions on option contracts
that number greater than 14,000, calculated per day per equity
option overlying the same underlying security).
\14\ For a complete list of the licensed products that will be
assessed a license fee per contract side after the 14,000 equity
option contract cap is reached, see $60,000 ``Firm Related'' Equity
Option and Index Option Cap on the Exchange's fee schedule.
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This proposal is scheduled to become effective for transactions
settling on or after February 20, 2007.
The text of the proposed rule change is available on the Exchange's
Web site at https://www.Phlx.com, at the Phlx, and at the Commission's
Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of, and basis for, the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this proposal is to assess equity option charges,
including payment for order flow charges, which are competitive with
charges assessed on these same products by other exchanges.\15\ Thus,
the Russell Products will not be assessed customer comparison or
transaction charges in accordance with the Exchange's equity option fee
schedule.
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\15\ See e.g., Securities Exchange Act Release No. 51858 (June
16, 2005), 70 FR 36218 (June 22, 2005) (SR-ISE-2005-26)
(establishing fees for transactions in options on RUT and RMN).
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The purpose of assessing the Russell Products a license fee of
$0.15 per contract side after reaching the $60,000 cap and the 14,000
cap as described in this proposal is to help defray licensing costs
associated with the trading of these products, while still capping
member organizations' fees enough to attract volume from other
exchanges.\16\ The caps operate this way in order to offer an incentive
for additional volume without leaving the Exchange with significant
out-of-pocket costs.
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\16\ See e.g., Securities Exchange Act Release Nos. 55099
(January 12, 2007), 72 FR 2720 (January 22, 2007) (SR-NYSEArca-2006-
91) (adopting a $0.15 per contract Royalty Fee on options traded on
RUT); 55000 (December 21, 2006), 71 FR 78479 (December 29, 2006)
(SR-BSE-2006-47) (establishing a $0.15 surcharge fee for
transactions in options on RUT); 53968 (June 9, 2006), 71 FR 34971
(June 16, 2006) (SR-Amex-2006-56) (adopting a per contract licensing
fee for the orders of specialists, registered options traders,
firms, non-member market makers, and broker-dealers in connection
with options transactions on the RUT); and 51858 (June 16, 2005), 70
FR 36218 (June 22, 2005) (SR-ISE-2005-26) (adopting a surcharge fee
of $0.10 per contract for trading in RUT and RMN).
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2. Statutory Basis
The Exchange believes that its proposal to amend its schedule of
dues, fees and charges is consistent with
[[Page 13340]]
Section 6(b) of the Act,\17\ in general, and furthers the objectives of
Section 6(b)(4) of the Act,\18\ in particular, in that it is an
equitable allocation of reasonable dues, fees and other charges among
Exchange members and issuers and other persons using its
facilities.\19\
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\17\ 15 U.S.C. 78f(b).
\18\ 15 U.S.C. 78f(b)(4).
\19\ 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 March 8, 2007, the date on which the Phlx filed
Amendment No. 1. See 15 U.S.C. 78s(b)(3)(C).
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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 \20\ and Rule
19b-4(f)(2) thereunder,\21\ 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.
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\20\ 15 U.S.C. 78s(b)(3)(A)(ii).
\21\ 17 CFR 240.19b-4(f)(2).
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At any time within 60 days of the filing of the proposed rule
change the Commission may summarily abrogate such rule change if it
appears to the Commission that such action is necessary or appropriate
in the public interest, for the protection of investors, or otherwise
in furtherance of the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://
www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-Phlx-2007-12 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-Phlx-2007-12. 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 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-2007-12 and should be submitted on or before April
11, 2007.
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\22\
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\22\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7-5060 Filed 3-20-07; 8:45 am]
BILLING CODE 8010-01-P