Self-Regulatory Organizations; Notice of Filing of Proposed Rule Change by NASDAQ OMX PHLX, Inc. Relating to Reducing the Exposure Time for Option Limit Orders to One Second, 71709-71711 [E8-27897]
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Federal Register / Vol. 73, No. 228 / Tuesday, November 25, 2008 / Notices
Alexandria, VA 22312 or send an e-mail
to: PRA_Mailbox@sec.gov.
Dated: November 19, 2008.
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–27987 Filed 11–24–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Proposed Collection; Comment
Request
Upon Written Request, Copies Available
From: U.S. Securities and Exchange
Commission, Office of Investor
Education and Advocacy,
Washington, DC 20549–0213.
jlentini on PROD1PC65 with NOTICES
Extension:
Rule 15c1–7; OMB Control No. 3235–0134;
SEC File No. 270–146.
Notice is hereby given that pursuant
to the Paperwork Reduction Act of 1995
(44 U.S.C. 3501 et seq.) the Securities
and Exchange Commission
(‘‘Commission’’) has submitted to the
Office of Management and Budget a
request for approval of extension of the
existing collection of information
provided for in the following rule: Rule
15c1–7 (17 CFR 240.15c1–7) under the
Securities Exchange Act of 1934 (15
U.S.C. 78a et seq.) (‘‘Exchange Act’’).
Rule 15c1–7 states that any act of a
broker-dealer designed to effect
securities transactions with or for a
customer account over which the
broker-dealer (directly or through an
agent or employee) has discretion will
be considered a fraudulent,
manipulative, or deceptive practice
under the federal securities laws, unless
a record is made of the transaction
immediately by the broker-dealer. The
record must include (a) the name of the
customer, (b) the name, amount, and
price of the security, and (c) the date
and time when such transaction took
place. The Commission estimates that
556 respondents collect information
related to approximately 400,000
transactions annually under Rule 15c1–
7 and that each respondent would
spend approximately 5 minutes on the
collection of information for each
transaction, for approximately 33,333
aggregate hours per year (approximately
60 hours per respondent).
Written comments are invited on: (a)
Whether the proposed collection of
information is necessary for the proper
performance of the functions of the
Commission, including whether the
information shall have practical utility;
(b) the accuracy of the Commission’s
estimates of the burden of the proposed
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collection of information; (c) ways to
enhance the quality, utility, and clarity
of the information to be collected; and
(d) ways to minimize the burden of the
collection of information on
respondents, including through the use
of automated collection techniques or
other forms of information technology.
Consideration will be given to
comments and suggestions submitted in
writing within 60 days of this
publication.
Comments should be directed to
Lewis W. Walker, Acting Director/Chief
Information Officer, Securities and
Exchange Commission, c/o Shirley
Martinson, 6432 General Green Way,
Alexandria, VA 22312 or send an e-mail
to: PRA_Mailbox@sec.gov.
Dated: November 19, 2008.
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–27988 Filed 11–24–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
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Sunshine Act Meeting
Federal Register Citation of Previous
Announcement [73 FR 68464,
November 18, 2008].
STATUS:
PLACE:
Closed Meeting.
100 F Street, NW., Washington,
DC.
DATE AND TIME OF PREVIOUSLY ANNOUNCED
MEETING: November 20, 2008 at 2 p.m.
Deletion of an
Item.
The following item will not be
considered during the Closed Meeting
on Thursday, November 20, 2008:
CHANGE IN THE MEETING:
Consideration of amicus participation.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items. For further
information and to ascertain what, if
any, matters have been added, deleted
or postponed, please contact the Office
of the Secretary at (202) 551–5400.
Dated: November 20, 2008.
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–28046 Filed 11–24–08; 8:45 am]
BILLING CODE 8011–01–P
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71709
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–58949; File No. SR–Phlx–
2008–79]
Self-Regulatory Organizations; Notice
of Filing of Proposed Rule Change by
NASDAQ OMX PHLX, Inc. Relating to
Reducing the Exposure Time for
Option Limit Orders to One Second
November 14, 2008.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1, and Rule 19b–4 2, thereunder,
notice is hereby given that on November
10, 2008, NASDAQ OMX PHLX, Inc.
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III, below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange, pursuant to Section
19(b)(1) of the Act 3 and Rule 19b–4
thereunder,4 proposes to amend
Exchange Rule 1080(c) to provide that:
(i) Order Entry Firms 5 may not execute
as principal against orders on the limit
order book they represent as agent
unless such agency orders are first
exposed on the limit order book for at
least one (1) second, or the Order Entry
Firm has been bidding or offering on the
Exchange for at least one (1) second
prior to receiving an agency order that
is executable against such order, and (ii)
Order Entry Firms must expose orders
they represent as agent for at least one
(1) second before such orders may be
automatically executed, in whole or in
part, against orders solicited from
members and non-member brokerdealers to transact with such orders.
The text of the proposed rule change
is available on the Exchange’s Website
at https://www.phlx.com/regulatory/
reg_rulefilings.aspx.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(1).
4 17 CFR 240.19b–4.
5 The term ‘‘Order Entry Firm’’ means a member
organization of the Exchange that is able to route
orders to the Exchange’s AUTOM system. See
Exchange Rule 1080(c)(ii)(A)(1).
2 17
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Federal Register / Vol. 73, No. 228 / Tuesday, November 25, 2008 / Notices
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 the proposed rule
change is to reduce the exposure time
during which Order Entry Firms may
not execute as principal against orders
they represent as agent while continuing
to afford the opportunity for other
market participants to execute at or
better than the limit order price during
such exposure period.
Rules 1080(c)(ii)(C)(1) and (2)
currently provide that an Order Entry
Firm may not execute as principal
against orders on the limit order book
they represent as agent unless: (a)
Agency orders are first exposed on the
limit order book for at least three
seconds, (b) the Order Entry Firm has
been bidding or offering on the
Exchange for at least three (3) seconds
prior to receiving an agency order that
is executable against such order, or (c)
the Order Entry Firm proceeds in
accordance with the crossing rules
contained in Rule 1064.6
In addition, Order Entry Firms must
expose orders they represent as agent for
at least three (3) seconds before such
orders may be automatically executed,
in whole or in part, against orders
solicited from members and non-
jlentini on PROD1PC65 with NOTICES
6 Exchange
Rule 1064 states, in relevant part: ‘‘An
Options Floor Broker who holds orders to buy and
sell the same option series may cross such orders,
provided that he proceeds in the following manner:
(i) In accordance with his responsibilities for due
diligence, pursuant to Rule 155, an Options Floor
Broker shall request bids and offers for such options
series and make all persons in the trading crowd
aware of his request. (ii) After providing an
opportunity for such bids and offers to be made, he
must bid and offer at prices differing by the
minimum increment and must improve the market
by bidding above the highest bid or offering below
the lowest offer. (iii) If such higher bid or lower
offer is not taken, he may cross the orders at such
higher bid or lower offer by announcing by public
outcry that he is crossing and giving the quantity
and price.’’
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member broker-dealers to transact with
such orders. Under the proposal, these
exposure periods would be reduced to
one second.
The Exchange adopted the 3-second
exposure period in August, 2006, in
response to similar functionality already
in existence on other options
exchanges.7 The Exchange notes that in
adopting the three-second order
handling and exposure period, it
recognized that three seconds would not
be long enough to allow human
interaction with the orders. Rather,
market participants had become
sufficiently automated that they could
react to these orders electronically. In
this context, the Exchange believes it
would be in all market participants’ best
interest to minimize the exposure
period to a time frame that continues to
allow adequate time for market
participants to respond electronically,
as both the order being exposed and the
participants responding are subject to
market risk during the exposure period.
In this respect, the Exchange states that
its experience with the three-second
exposure time period indicates that one
second would provide an adequate
response time. The Exchange does not
believe it is necessary or beneficial to
the orders being exposed to continue to
subject them to market risk for a full
three seconds.
The Exchange has numerous market
participants that have the capability and
do opt to respond within a one-second
exposure period on the Exchange’s fully
automated trading platform for options,
Phlx XL.8 Recently, the Exchange
distributed a survey to members that
regularly participate in orders executed
on Phlx XL that would be affected by
the proposal. To substantiate that its
members could receive, process, and
communicate a response back to the
Exchange within one second, the survey
asked members to identify how many
milliseconds it took for (i) a broadcast
from the Exchange to reach their
systems; (ii) their systems to generate
responses; and (iii) their responses to
reach the Exchange. The survey results
indicate that the time it takes a message
to travel between the Exchange and its
members is not more than 100
milliseconds each way. The survey also
indicated that it typically takes not more
than 50 milliseconds for member
systems to process the information and
generate a response. Thus, the survey
indicated that it typically takes not more
7 See Securities Exchange Act Release No. 54298
(August 9, 2006), 71 FR 47282 (August 16, 2006)
(SR–Phlx–2006–41).
8 See Securities Exchange Act Release No. 50100
(July 27, 2004), 69 FR 44612 (August 3, 2004) (SR–
Phlx–2003–59).
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than 250 milliseconds for members to
receive, process, and respond to
broadcast messages related to the
various Mechanisms. Additionally, all 8
members that responded to the survey
indicated that reducing the exposure
period to one second would not impair
their ability to participate in orders
affected by the proposal. The Exchange
believes that this information provides
additional support for its assertion that
reducing the exposure periods from
three seconds to one second will
continue to provide members with
sufficient time to ensure effective
interaction with orders.
The Exchange is submitting the
instant proposal in order to remain
competitive with other exchanges that
have reduced the exposure period from
3 seconds to 1 second.9 The Exchange
believes that reducing its order handling
and exposure periods from three
seconds to one second will benefit
market participants. The Exchange
further believes that reducing the time
periods to one second will allow it to
provide investors and other market
participants with more timely
executions, thereby reducing market
risk.10
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 11 in general, and furthers the
objectives of Section 6(b)(5) of the Act 12
in particular, in that it is designed to
promote just and equitable principles of
trade, to remove impediments to and
perfect the mechanism of a free and
open market and a national market
system, and, in general to protect
investors and the public interest, by
providing investors with more timely
execution of their options orders, while
ensuring that there is an adequate
exposure of limit orders in the
Exchange’s marketplace.
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 not
9 See Securities Exchange Act Release Nos. 57849
(May 22, 2008), 73 FR 31167 (May 30, 2008) (SR–
CBOE–2008–16); and 58224 (July 25, 2008), 73 FR
44303 (July 30, 2008) (SR–ISE–2007–94).
10 The Exchange believes that the proposed
timeframe would give market participants sufficient
time to respond, compete, and provide price
improvement for orders. The Exchange also notes
that electronic systems are readily available to, if
not already in place for, Exchange members that
allow them to respond in a meaningful way within
the proposed timeframe.
11 15 U.S.C. 78f(b).
12 15 U.S.C. 78f(b)(5).
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Federal Register / Vol. 73, No. 228 / Tuesday, November 25, 2008 / Notices
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
Within 35 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
90 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 Phlx 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.
The Exchange has requested
accelerated approval of this proposed
rule change prior to the 30th day after
the date of publication of the notice in
the Federal Register. The Commission
is considering granting accelerated
approval of the proposed rule change at
the end of a 15-day comment period.
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:
jlentini on PROD1PC65 with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–Phlx–2008–79 on the
subject line.
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 the filing also will be
available for inspection and copying at
the principal office of the Exchange. All
comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR–Phlx–2008–79 and should
be submitted on or before December 10,
2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–27897 Filed 11–24–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–58975; File No. SR–NYSE–
2008–121]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Establish
Fees for Transactions in Stocks With a
Price of Less than $1.00 per Share
November 19, 2008.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
Paper Comments
notice is hereby given that on November
14, 2008, New York Stock Exchange
• Send paper comments in triplicate
LLC (‘‘NYSE’’ or ‘‘Exchange’’) filed with
to Florence E. Harmon, Acting
the Securities and Exchange
Secretary, Securities and Exchange
Commission, 100 F Street, NE.,
Commission (‘‘Commission’’) the
Washington, DC 20549–1090.
proposed rule changes as described in
All submissions should refer to File
Items I, II and III below, which Items
Number SR–Phlx–2008–79. This file
have been prepared by the Exchange.
number should be included on the
The Commission is publishing this
subject line if e-mail is used. To help the notice to solicit comments on the
Commission process and review your
proposed rule changes from interested
comments more efficiently, please use
persons.
only one method. The Commission will
post all comments on the Commission’s
13 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
Internet Web site (https://www.sec.gov/
2 17 CFR 240.19b–4.
rules/sro.shtml).
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71711
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing to
establish a fee for all transactions in
stocks that have a trading price below
$1.00 equal to the lesser of (i) .3% of the
aggregate transaction value and (ii) the
fee that would have applied if the stock
did not have a trading price below
$1.00. Transactions subject to this fee
limitation will include orders routed to
other markets, but not transactions that
would not otherwise be subject to a
transaction fee. With respect to
transactions in stocks with a trading
price below $1.00, Designated Market
Makers (‘‘DMMs’’) will receive a rebate
of $0.0004 per share for all transactions
when adding liquidity in round lots in
both Less Active Securities and More
Active Securities. This filing also
deletes the Exchange Traded Funds
(‘‘ETFs’’) pricing from the Exchange’s
2008 Price List, as ETFs are no longer
traded on the Exchange. The text of the
proposed rule change is available on the
Exchange’s Web site (https://
www.nyse.com), at the Exchange’s
Office of the Secretary, and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization 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 NYSE 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
establish a fee for all transactions in
stocks that have a trading price below
$1.00 equal to the lesser of (i) .3% of the
aggregate transaction value and (ii) the
fee that would have applied if the stock
did not have a trading price below
$1.00. Transactions subject to this fee
limitation will include orders routed to
other markets, but not transactions that
would not otherwise be subject to a
transaction fee. With respect to
transactions in stocks with a trading
price below $1.00, DMMs will receive a
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Agencies
[Federal Register Volume 73, Number 228 (Tuesday, November 25, 2008)]
[Notices]
[Pages 71709-71711]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-27897]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-58949; File No. SR-Phlx-2008-79]
Self-Regulatory Organizations; Notice of Filing of Proposed Rule
Change by NASDAQ OMX PHLX, Inc. Relating to Reducing the Exposure Time
for Option Limit Orders to One Second
November 14, 2008.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\, and Rule 19b-4 \2\, thereunder, notice is hereby given
that on November 10, 2008, NASDAQ OMX PHLX, Inc. (``Phlx'' or
``Exchange'') filed with the Securities and Exchange Commission
(``SEC'' or ``Commission'') the proposed rule change as described in
Items I, II, and III, below, which Items have been prepared by the
Exchange. The Commission is publishing this notice to solicit comments
on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange, pursuant to Section 19(b)(1) of the Act \3\ and Rule
19b-4 thereunder,\4\ proposes to amend Exchange Rule 1080(c) to provide
that: (i) Order Entry Firms \5\ may not execute as principal against
orders on the limit order book they represent as agent unless such
agency orders are first exposed on the limit order book for at least
one (1) second, or the Order Entry Firm has been bidding or offering on
the Exchange for at least one (1) second prior to receiving an agency
order that is executable against such order, and (ii) Order Entry Firms
must expose orders they represent as agent for at least one (1) second
before such orders may be automatically executed, in whole or in part,
against orders solicited from members and non-member broker-dealers to
transact with such orders.
---------------------------------------------------------------------------
\3\ 15 U.S.C. 78s(b)(1).
\4\ 17 CFR 240.19b-4.
\5\ The term ``Order Entry Firm'' means a member organization of
the Exchange that is able to route orders to the Exchange's AUTOM
system. See Exchange Rule 1080(c)(ii)(A)(1).
---------------------------------------------------------------------------
The text of the proposed rule change is available on the Exchange's
Website at https://www.phlx.com/regulatory/reg_rulefilings.aspx.
[[Page 71710]]
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 the proposed rule change is to reduce the exposure
time during which Order Entry Firms may not execute as principal
against orders they represent as agent while continuing to afford the
opportunity for other market participants to execute at or better than
the limit order price during such exposure period.
Rules 1080(c)(ii)(C)(1) and (2) currently provide that an Order
Entry Firm may not execute as principal against orders on the limit
order book they represent as agent unless: (a) Agency orders are first
exposed on the limit order book for at least three seconds, (b) the
Order Entry Firm has been bidding or offering on the Exchange for at
least three (3) seconds prior to receiving an agency order that is
executable against such order, or (c) the Order Entry Firm proceeds in
accordance with the crossing rules contained in Rule 1064.\6\
---------------------------------------------------------------------------
\6\ Exchange Rule 1064 states, in relevant part: ``An Options
Floor Broker who holds orders to buy and sell the same option series
may cross such orders, provided that he proceeds in the following
manner: (i) In accordance with his responsibilities for due
diligence, pursuant to Rule 155, an Options Floor Broker shall
request bids and offers for such options series and make all persons
in the trading crowd aware of his request. (ii) After providing an
opportunity for such bids and offers to be made, he must bid and
offer at prices differing by the minimum increment and must improve
the market by bidding above the highest bid or offering below the
lowest offer. (iii) If such higher bid or lower offer is not taken,
he may cross the orders at such higher bid or lower offer by
announcing by public outcry that he is crossing and giving the
quantity and price.''
---------------------------------------------------------------------------
In addition, Order Entry Firms must expose orders they represent as
agent for at least three (3) seconds before such orders may be
automatically executed, in whole or in part, against orders solicited
from members and non-member broker-dealers to transact with such
orders. Under the proposal, these exposure periods would be reduced to
one second.
The Exchange adopted the 3-second exposure period in August, 2006,
in response to similar functionality already in existence on other
options exchanges.\7\ The Exchange notes that in adopting the three-
second order handling and exposure period, it recognized that three
seconds would not be long enough to allow human interaction with the
orders. Rather, market participants had become sufficiently automated
that they could react to these orders electronically. In this context,
the Exchange believes it would be in all market participants' best
interest to minimize the exposure period to a time frame that continues
to allow adequate time for market participants to respond
electronically, as both the order being exposed and the participants
responding are subject to market risk during the exposure period. In
this respect, the Exchange states that its experience with the three-
second exposure time period indicates that one second would provide an
adequate response time. The Exchange does not believe it is necessary
or beneficial to the orders being exposed to continue to subject them
to market risk for a full three seconds.
---------------------------------------------------------------------------
\7\ See Securities Exchange Act Release No. 54298 (August 9,
2006), 71 FR 47282 (August 16, 2006) (SR-Phlx-2006-41).
---------------------------------------------------------------------------
The Exchange has numerous market participants that have the
capability and do opt to respond within a one-second exposure period on
the Exchange's fully automated trading platform for options, Phlx
XL.\8\ Recently, the Exchange distributed a survey to members that
regularly participate in orders executed on Phlx XL that would be
affected by the proposal. To substantiate that its members could
receive, process, and communicate a response back to the Exchange
within one second, the survey asked members to identify how many
milliseconds it took for (i) a broadcast from the Exchange to reach
their systems; (ii) their systems to generate responses; and (iii)
their responses to reach the Exchange. The survey results indicate that
the time it takes a message to travel between the Exchange and its
members is not more than 100 milliseconds each way. The survey also
indicated that it typically takes not more than 50 milliseconds for
member systems to process the information and generate a response.
Thus, the survey indicated that it typically takes not more than 250
milliseconds for members to receive, process, and respond to broadcast
messages related to the various Mechanisms. Additionally, all 8 members
that responded to the survey indicated that reducing the exposure
period to one second would not impair their ability to participate in
orders affected by the proposal. The Exchange believes that this
information provides additional support for its assertion that reducing
the exposure periods from three seconds to one second will continue to
provide members with sufficient time to ensure effective interaction
with orders.
---------------------------------------------------------------------------
\8\ See Securities Exchange Act Release No. 50100 (July 27,
2004), 69 FR 44612 (August 3, 2004) (SR-Phlx-2003-59).
---------------------------------------------------------------------------
The Exchange is submitting the instant proposal in order to remain
competitive with other exchanges that have reduced the exposure period
from 3 seconds to 1 second.\9\ The Exchange believes that reducing its
order handling and exposure periods from three seconds to one second
will benefit market participants. The Exchange further believes that
reducing the time periods to one second will allow it to provide
investors and other market participants with more timely executions,
thereby reducing market risk.\10\
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\9\ See Securities Exchange Act Release Nos. 57849 (May 22,
2008), 73 FR 31167 (May 30, 2008) (SR-CBOE-2008-16); and 58224 (July
25, 2008), 73 FR 44303 (July 30, 2008) (SR-ISE-2007-94).
\10\ The Exchange believes that the proposed timeframe would
give market participants sufficient time to respond, compete, and
provide price improvement for orders. The Exchange also notes that
electronic systems are readily available to, if not already in place
for, Exchange members that allow them to respond in a meaningful way
within the proposed timeframe.
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2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \11\ in general, and furthers the objectives of Section
6(b)(5) of the Act \12\ in particular, in that it is designed to
promote just and equitable principles of trade, to remove impediments
to and perfect the mechanism of a free and open market and a national
market system, and, in general to protect investors and the public
interest, by providing investors with more timely execution of their
options orders, while ensuring that there is an adequate exposure of
limit orders in the Exchange's marketplace.
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\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(5).
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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 not
[[Page 71711]]
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
Within 35 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 90 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 Phlx 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.
The Exchange has requested accelerated approval of this proposed
rule change prior to the 30th day after the date of publication of the
notice in the Federal Register. The Commission is considering granting
accelerated approval of the proposed rule change at the end of a 15-day
comment period.
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-2008-79 on the subject line.
Paper Comments
Send paper comments in triplicate to Florence E. Harmon,
Acting Secretary, Securities and Exchange Commission, 100 F Street,
NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-Phlx-2008-79. 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 the filing also will be
available for inspection and copying at the principal office of the
Exchange. All comments received will be posted without change; the
Commission does not edit personal identifying information from
submissions. You should submit only information that you wish to make
available publicly. All submissions should refer to File Number SR-
Phlx-2008-79 and should be submitted on or before December 10, 2008.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
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\13\ 17 CFR 200.30-3(a)(12).
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8-27897 Filed 11-24-08; 8:45 am]
BILLING CODE 8011-01-P