Self-Regulatory Organizations; NASDAQ OMX PHLX, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to the Cancellation Fee, 28083-28085 [E9-13809]
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Federal Register / Vol. 74, No. 112 / Friday, June 12, 2009 / Notices
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, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of such filing also will be
available for inspection and copying at
the principal office of the MSRB. 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–MSRB–2009–07 and should
be submitted on or before July 6, 2009.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–13810 Filed 6–11–09; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–60046; File No. SR–Phlx–
–2009–44]
Self-Regulatory Organizations;
NASDAQ OMX PHLX, Inc.; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to the
Cancellation Fee
June 4, 2009.
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 June 1,
2009, 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,
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
17:53 Jun 11, 2009
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to: (i) Increase
the Cancellation Fee from $1.10 per
order to $2.10 per order; (ii) modify the
Cancellation Fee by limiting its
applicability to cancelled AUTOMdelivered customer orders instead of all
cancelled AUTOM-delivered orders;
and (iii) specify the types of order
activity that are exempt from the
Cancellation Fee. The Exchange also
proposes to amend an endnote to reflect
recently approved Exchange By-Laws
and a Rule.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
nasdaqomxphlx.cchwallstreet.com/
NASDAQOMXPHLX/Filings/, at the
principal office of the Exchange, 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 the proposed rule
change is to amend the Cancellation Fee
to assist the Exchange in recouping
costs associated with a large number of
order cancellations. Specifically, the
costs arise from increased bandwidth
and capacity concerns related to
increased message traffic.
The Exchange proposes to increase
the Cancellation Fee from $1.10 per
order for each cancelled AUTOMdelivered 3 order in excess of the
3 AUTOM is the Exchange’s electronic order
delivery, routing, execution and reporting system,
which provides for the automatic entry and routing
1 15
VerDate Nov<24>2008
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.
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28083
number of orders executed on the
Exchange by a member organization in
a given month to $2.10 per order. The
Exchange believes this increase will
cover costs to the Exchange associated
with system congestion resulting from a
rising number of cancellation orders.
Currently, the Exchange assesses a
Cancellation Fee of $ 1.10 per order on
member organizations for each
cancelled AUTOM-delivered order in
excess of the number of orders executed
on the Exchange by that member
organization in a given month. The
Exchange calculates the Cancellation
Fee by aggregating all orders and
cancels received by the Exchange and
totaling those orders by member
organization. At least 500 cancellations
must be made in a given month by a
member organization in order for a
member organization to be assessed the
Cancellation Fee. The Cancellation Fee
is not assessed in a month in which
fewer than 500 AUTOM-delivered
orders are cancelled. Simple cancels
and cancel-replacement orders are the
types of orders that are counted when
calculating the number of AUTOMdelivered orders.4 Also, pre-market
cancellations 5 are not included in the
calculation of the Cancellation Fee as
well as Complex Orders 6 that are
submitted electronically.
The Exchange proposes to modify the
Cancellation Fee to limit its
applicability to cancelled AUTOMdelivered customer 7 orders instead of
all cancelled AUTOM-delivered orders.
This proposal would assess the $2.10
of equity option and index option orders to the
Exchange trading floor. See Exchange Rule 1080.
See also proposed rule change SR–Phlx–2009–32
which proposes to amend Rule 1080 to state,
‘‘AUTOM and AUTO–X were replaced by the Phlx
XL System, such that references to both terms refer
to Phlx XL.’’ Therefore, in light of proposed rule
change SR–Phlx–2009–32, references throughout
this rule filing to AUTOM-delivered orders would
be referenced as electronically delivered orders
upon the approval of SR–Phlx–2009–32.
4 A cancel-replacement order is a contingency
order consisting of two or more parts which require
the immediate cancellation of a previously received
order prior to the replacement of a new order with
new terms and conditions. If the previously placed
order is already filled partially or in its entirety the
replacement order is automatically canceled or
reduced by such number. See Exchange Rule
1066(c)(7).
5 See Securities Exchange Act Release Nos. 53226
(February 3, 2006), 71 FR 7602 (February 13, 2006)
(SR–Phlx–2005–92); and 53670 (April 18, 2006), 71
FR 21087 (April 24, 2006) (SR–Phlx–2006–21).
6 A Complex Order is composed of two or more
option components and is priced as a single order
(a ‘‘Complex Order Strategy’’) on a net debit or net
credit basis.
7 See e.g. Exchange Rule 1080(b)(i)(A) ‘‘* * * is
any order entered on behalf of a public customer,
and does not include any order entered for the
account of a broker-dealer, or any account in which
a broker-dealer or an associated person of a brokerdealer has any direct or indirect interest.’’
E:\FR\FM\12JNN1.SGM
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28084
Federal Register / Vol. 74, No. 112 / Friday, June 12, 2009 / Notices
proposed Cancellation Fee on cancelled
customer orders that are in excess of the
number of customer orders executed on
the Exchange by a member organization
in a given month. The Exchange
believes that by modifying the
cancellation calculation to customer
orders, the Exchange would be able to
fairly allocate costs among members
according to system use.
The Exchange also proposes to amend
the types of order activity that are
exempt from the Cancellation Fee. As
previously stated, currently the
Cancellation Fee is not assessed in a
month in which fewer than 500
AUTOM-delivered orders are cancelled;
only simple cancels and cancelreplacement orders are the types of
orders that are counted when
calculating the number of AUTOMdelivered orders. Also, currently premarket cancellations and Complex
Orders that are submitted electronically
are not included in the calculation of
the Cancellation Fee.
The Exchange proposes to continue to
exempt fewer than 500 AUTOMdelivered orders that are cancelled, but
proposes to amend that provision to
state that it will exempt fewer than 500
AUTOM-delivered customer orders that
are cancelled in a month. Additionally,
the Exchange proposes to exempt
unfilled Immediate-or-Cancel 8 customer
orders and cancelled customer orders
that improved the Exchange’s prevailing
bid or offer (PBBO) market at the time
the customer orders were received by
the Exchange. The Exchange believes
that these types of order activity should
be exempt from the Cancellation Fee
because the activity does not contribute
excessively to system congestion. The
pre-market cancellations and Complex
Orders that are submitted electronically
will continue to not be included in the
calculation of the Cancellation Fee.
As previously stated, the Exchange
currently exempts these types of order
activities. However, the Exchange
proposes to specifically mention the
pre-market cancellation exemption in
the Fee Schedule by noting that premarket cancellations are exempt.9 The
Exchange inadvertently excluded such
language from the Fee Schedule in the
past and believes that the addition of
such language will clarify the Fee
Schedule. Similarly, the Exchange still
believes that the pre-market cancellation
and Complex Order activity do not
8 An Immediate-or-Cancel (IOC) order is a limit
order that is to be executed in whole or in part upon
receipt. Any portion not so executed shall be
cancelled.
9 The Complex Order exemption is currently
specified in the Fee Schedule.
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17:53 Jun 11, 2009
Jkt 217001
excessively contribute to increased
order flow traffic.
Finally, the Exchange proposes to
amend endnote 70 to reflect the recently
approved changes to proposed rules SR–
Phlx–2009–23 10 and SR–Phlx–2009–
17,11 which amended Exchange By-Law
Article VI, Sections 11–1 and 11–3 and
Exchange Rule 960.9 to rename certain
standing committees and eliminate
reference to a Hearing Officer. These
proposed amendments to endnote 70
will conform the endnote to the
Exchange’s current By-Laws and Rules.
2. Statutory Basis
The Exchange believes that its
proposal to amend its schedule of fees
is consistent with Section 6(b) of the
Act 12 in general, and furthers the
objectives of Section 6(b)(4) of the Act 13
in particular, in that it is an equitable
allocation of reasonable fees and other
charges among Exchange members. The
Exchange believes that the proposed
amendments to the Cancellation Fee
will continue to fairly allocate costs
among members according to system
use as well as ease system congestion.
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
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 rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act 14 and
paragraph (f)(2) of Rule 19b–4 15
thereunder. 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,
10 See Securities Exchange Act Release No. 59924
(May 14, 2009), 74 FR 23759 (May 20, 2009) (SR–
Phlx–2009–23).
11 See Securities Exchange Act Release No. 59794
(April 20, 2009), 74 FR 18761 (April 24, 2009) (SR–
Phlx–2009–17).
12 15 U.S.C. 78f(b).
13 15 U.S.C. 78f(b)(4).
14 15 U.S.C. 78s(b)(3)(A)(ii).
15 17 CFR 240.19b–4(f)(2).
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Frm 00090
Fmt 4703
Sfmt 4703
or otherwise in furtherance of the
purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–Phlx–2009–44 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–Phlx–2009–44. 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, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
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–2009–44 and should
be submitted on or before July 6, 2009.
E:\FR\FM\12JNN1.SGM
12JNN1
Federal Register / Vol. 74, No. 112 / Friday, June 12, 2009 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–13809 Filed 6–11–09; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–60036; File No. SR–DTC–
2009–09]
Self-Regulatory Organizations; The
Depository Trust Company; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Establish an
Alternate Choice in DTC’s Profile
Modification System Indemnity
Insurance Program
June 3, 2009.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 notice is hereby given that on
May 11, 2009, The Depository Trust
Company (‘‘DTC’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change described in Items I, II, and III
below, which items have been prepared
primarily by DTC. DTC filed the
proposal pursuant to Section
19(b)(3)(A)(iii) of the Act 2 and Rule
19b–4(f)(4) 3 thereunder so that the
proposal was effective upon filing with
the Commission. The Commission is
publishing this notice to solicit
comments on the rule change from
interested parties.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The purpose of the rule change is to
establish an alternate choice in DTC’s
Profile Modification System Indemnity
Insurance Program.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
DTC 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. DTC has prepared
summaries, set forth in sections (A), (B),
16 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78s(b)(3)(A)(iii).
3 17 CFR 240.19b–4(f)(4).
1 15
VerDate Nov<24>2008
17:53 Jun 11, 2009
Jkt 217001
and (C) below, of the most significant
aspects of these statements.4
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
DTC’s Profile Modification System
(‘‘Profile’’) is an electronic
communication hub between transfer
agents that participate in the Direct
Registration System (‘‘DRS’’), which
transfer agents are Limited Participants
(‘‘Limited Participants’’) of DTC, and
broker-dealers that participate in DRS,
which broker-dealers are DTC
Participants (‘‘Participants;’’
Participants together with Limited
Participants are collectively referred to
as ‘‘Users’’).5 Profile allows Participants
to submit an investor’s instruction to
move a share position from the
investor’s DRS account at the transfer
agent to the Participant’s account at
DTC (‘‘Electronic Participant
Instruction’’). Profile also allows
Limited Participants to submit an
investor’s instruction to move its share
position from the Participant’s account
at DTC to the DRS account at the
transfer agent (‘‘Electronic Limited
Participant Instruction;’’ Electronic
Limited Participant Instruction and
Electronic Participant Instruction are
collectively referred to as ‘‘Electronic
Instructions’’). A User submitting an
Electronic Instruction through Profile is
required to agree to a Participant
Terminal System (‘‘PTS’’) screen
indemnity (‘‘Screen Indemnity’’).6
On August 22, 2005, the Commission
approved a rule filing establishing the
DTC Profile Indemnity Insurance
Program (‘‘PIP’’),7 on as an alternative to
the existing DTC Profile Surety Program
(‘‘PSP’’).8 Profile users who agree to the
4 The Commission has modified the text of the
summaries prepared by DTC.
5 For a description of Profile, see Securities
Exchange Act Release No. 41862 (September 10,
1999), 64 FR 51162 (September 21, 1999) (order
approving implementation of Profile).
6 The Screen Indemnity protects, among others,
the party delivering the share position from liability
in connection with the transaction arising from a
User’s breach of the representation of authority and
consent to initiate the transaction. For a broader
description of the Screen Indemnity, see Securities
Exchange Act Release No. 42704 (April 19, 2000),
65 FR 24242 (April 25, 2000) (order approving
modification of Profile to incorporate use of the
Screen Indemnity).
7 Securities Exchange Act Release No. 42422
(September 14, 2005), 70 FR 55196 (September 20,
2005).
8 Under PSP, each user of Profile that agrees to
the Screen Indemnity must procure a surety bond
to back its obligations under such indemnity
(‘‘Surety Bond’’). Participation in PSP requires the
payment of an annual premium of $3,150 to a
surety provider and a DTC administration fee of
$250. The current PSP surety provider provides for
PO 00000
Frm 00091
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28085
Screen Indemnity have the option to
procure Profile Indemnity Insurance
(‘‘Insurance’’) relating to a particular
transaction according to the value of
each individual securities transaction.
The Insurance option provides a
coverage limit of $25 million per
transaction with an annual aggregate
limit of $100 million. In addition to any
pass-through fee from the insurer, DTC
charges users participating in PIP an
annual administration fee of $250 and a
$27.50 per transaction fee.
DTC is proposing to provide Profile
users an option to procure insurance
with a different coverage limit than that
currently offered (‘‘PIP II’’). The
coverage limit for PIP II will be $7.5
million per transaction with an annual
aggregate limit of $15 million. PIP II
users will be required to pay an annual
premium of $6,000 to an insurance
provider and a DTC administration fee
of $250. The intent of this program is to
provide an alternative insurance option
for Profile users with high volume and
moderate value and also for contingency
planning if a provider is no longer able
to provide insurance or surety. Users
will be permitted to participate with
each provider but will continue to be
required to select only one provider per
Profile transaction.
The insurance company issuing the
insurance policy will either be a
company selected by DTC as the
administrator of such insurance
program, or an insurance company
selected by the User. If a User elects to
use an insurance company other than
the one DTC has selected, the insurance
company selected must issue its
insurance policy in a form consistent
with the policy issued by the insurance
company selected by DTC.
The proposed rule change is
consistent with Section 17A of the Act,9
as amended, because it modifies an
existing service by establishing an
alternate choice for Profile insurance
users to provide a broader range of
options to safeguard transactions
processed within Profile.
(B) Self-Regulatory Organization’s
Statement on Burden on Competition
DTC does not believe that the
proposed rule change will have any
impact or impose any burden on
competition.
a coverage limit of $3 million per transaction with
an annual aggregate limit of $6 million. The
Commission approved a rule filing establishing an
alternate to PSP in June 2008 (‘‘PSP II’’). Securities
Exchange Act Release No. 58042 (June 26, 2008), 73
FR 39067 (July 8, 2008).
9 15 U.S.C. 78q–1.
E:\FR\FM\12JNN1.SGM
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Agencies
[Federal Register Volume 74, Number 112 (Friday, June 12, 2009)]
[Notices]
[Pages 28083-28085]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E9-13809]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-60046; File No. SR-Phlx--2009-44]
Self-Regulatory Organizations; NASDAQ OMX PHLX, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
the Cancellation Fee
June 4, 2009.
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 June 1, 2009, 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 proposes to: (i) Increase the Cancellation Fee from
$1.10 per order to $2.10 per order; (ii) modify the Cancellation Fee by
limiting its applicability to cancelled AUTOM-delivered customer orders
instead of all cancelled AUTOM-delivered orders; and (iii) specify the
types of order activity that are exempt from the Cancellation Fee. The
Exchange also proposes to amend an endnote to reflect recently approved
Exchange By-Laws and a Rule.
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqomxphlx.cchwallstreet.com/NASDAQOMXPHLX/Filings/, at the principal office of the Exchange, 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 the proposed rule change is to amend the
Cancellation Fee to assist the Exchange in recouping costs associated
with a large number of order cancellations. Specifically, the costs
arise from increased bandwidth and capacity concerns related to
increased message traffic.
The Exchange proposes to increase the Cancellation Fee from $1.10
per order for each cancelled AUTOM-delivered \3\ order in excess of the
number of orders executed on the Exchange by a member organization in a
given month to $2.10 per order. The Exchange believes this increase
will cover costs to the Exchange associated with system congestion
resulting from a rising number of cancellation orders.
---------------------------------------------------------------------------
\3\ AUTOM is the Exchange's electronic order delivery, routing,
execution and reporting system, which provides for the automatic
entry and routing of equity option and index option orders to the
Exchange trading floor. See Exchange Rule 1080. See also proposed
rule change SR-Phlx-2009-32 which proposes to amend Rule 1080 to
state, ``AUTOM and AUTO-X were replaced by the Phlx XL System, such
that references to both terms refer to Phlx XL.'' Therefore, in
light of proposed rule change SR-Phlx-2009-32, references throughout
this rule filing to AUTOM-delivered orders would be referenced as
electronically delivered orders upon the approval of SR-Phlx-2009-
32.
---------------------------------------------------------------------------
Currently, the Exchange assesses a Cancellation Fee of $ 1.10 per
order on member organizations for each cancelled AUTOM-delivered order
in excess of the number of orders executed on the Exchange by that
member organization in a given month. The Exchange calculates the
Cancellation Fee by aggregating all orders and cancels received by the
Exchange and totaling those orders by member organization. At least 500
cancellations must be made in a given month by a member organization in
order for a member organization to be assessed the Cancellation Fee.
The Cancellation Fee is not assessed in a month in which fewer than 500
AUTOM-delivered orders are cancelled. Simple cancels and cancel-
replacement orders are the types of orders that are counted when
calculating the number of AUTOM-delivered orders.\4\ Also, pre-market
cancellations \5\ are not included in the calculation of the
Cancellation Fee as well as Complex Orders \6\ that are submitted
electronically.
---------------------------------------------------------------------------
\4\ A cancel-replacement order is a contingency order consisting
of two or more parts which require the immediate cancellation of a
previously received order prior to the replacement of a new order
with new terms and conditions. If the previously placed order is
already filled partially or in its entirety the replacement order is
automatically canceled or reduced by such number. See Exchange Rule
1066(c)(7).
\5\ See Securities Exchange Act Release Nos. 53226 (February 3,
2006), 71 FR 7602 (February 13, 2006) (SR-Phlx-2005-92); and 53670
(April 18, 2006), 71 FR 21087 (April 24, 2006) (SR-Phlx-2006-21).
\6\ A Complex Order is composed of two or more option components
and is priced as a single order (a ``Complex Order Strategy'') on a
net debit or net credit basis.
---------------------------------------------------------------------------
The Exchange proposes to modify the Cancellation Fee to limit its
applicability to cancelled AUTOM-delivered customer \7\ orders instead
of all cancelled AUTOM-delivered orders. This proposal would assess the
$2.10
[[Page 28084]]
proposed Cancellation Fee on cancelled customer orders that are in
excess of the number of customer orders executed on the Exchange by a
member organization in a given month. The Exchange believes that by
modifying the cancellation calculation to customer orders, the Exchange
would be able to fairly allocate costs among members according to
system use.
---------------------------------------------------------------------------
\7\ See e.g. Exchange Rule 1080(b)(i)(A) ``* * * is any order
entered on behalf of a public customer, and does not include any
order entered for the account of a broker-dealer, or any account in
which a broker-dealer or an associated person of a broker-dealer has
any direct or indirect interest.''
---------------------------------------------------------------------------
The Exchange also proposes to amend the types of order activity
that are exempt from the Cancellation Fee. As previously stated,
currently the Cancellation Fee is not assessed in a month in which
fewer than 500 AUTOM-delivered orders are cancelled; only simple
cancels and cancel-replacement orders are the types of orders that are
counted when calculating the number of AUTOM-delivered orders. Also,
currently pre-market cancellations and Complex Orders that are
submitted electronically are not included in the calculation of the
Cancellation Fee.
The Exchange proposes to continue to exempt fewer than 500 AUTOM-
delivered orders that are cancelled, but proposes to amend that
provision to state that it will exempt fewer than 500 AUTOM-delivered
customer orders that are cancelled in a month. Additionally, the
Exchange proposes to exempt unfilled Immediate-or-Cancel \8\ customer
orders and cancelled customer orders that improved the Exchange's
prevailing bid or offer (PBBO) market at the time the customer orders
were received by the Exchange. The Exchange believes that these types
of order activity should be exempt from the Cancellation Fee because
the activity does not contribute excessively to system congestion. The
pre-market cancellations and Complex Orders that are submitted
electronically will continue to not be included in the calculation of
the Cancellation Fee.
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\8\ An Immediate-or-Cancel (IOC) order is a limit order that is
to be executed in whole or in part upon receipt. Any portion not so
executed shall be cancelled.
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As previously stated, the Exchange currently exempts these types of
order activities. However, the Exchange proposes to specifically
mention the pre-market cancellation exemption in the Fee Schedule by
noting that pre-market cancellations are exempt.\9\ The Exchange
inadvertently excluded such language from the Fee Schedule in the past
and believes that the addition of such language will clarify the Fee
Schedule. Similarly, the Exchange still believes that the pre-market
cancellation and Complex Order activity do not excessively contribute
to increased order flow traffic.
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\9\ The Complex Order exemption is currently specified in the
Fee Schedule.
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Finally, the Exchange proposes to amend endnote 70 to reflect the
recently approved changes to proposed rules SR-Phlx-2009-23 \10\ and
SR-Phlx-2009-17,\11\ which amended Exchange By-Law Article VI, Sections
11-1 and 11-3 and Exchange Rule 960.9 to rename certain standing
committees and eliminate reference to a Hearing Officer. These proposed
amendments to endnote 70 will conform the endnote to the Exchange's
current By-Laws and Rules.
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\10\ See Securities Exchange Act Release No. 59924 (May 14,
2009), 74 FR 23759 (May 20, 2009) (SR-Phlx-2009-23).
\11\ See Securities Exchange Act Release No. 59794 (April 20,
2009), 74 FR 18761 (April 24, 2009) (SR-Phlx-2009-17).
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2. Statutory Basis
The Exchange believes that its proposal to amend its schedule of
fees is consistent with Section 6(b) of the Act \12\ in general, and
furthers the objectives of Section 6(b)(4) of the Act \13\ in
particular, in that it is an equitable allocation of reasonable fees
and other charges among Exchange members. The Exchange believes that
the proposed amendments to the Cancellation Fee will continue to fairly
allocate costs among members according to system use as well as ease
system congestion.
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\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(4).
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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 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 rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act \14\ and paragraph (f)(2) of Rule 19b-4 \15\
thereunder. At any time within 60 days of the filing of the proposed
rule change, the Commission may summarily abrogate such rule change if
it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act.
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\14\ 15 U.S.C. 78s(b)(3)(A)(ii).
\15\ 17 CFR 240.19b-4(f)(2).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-Phlx-2009-44 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-Phlx-2009-44. 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, 100 F Street, NE.,
Washington, DC 20549, on official business days between the hours of 10
a.m. and 3 p.m. 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-2009-44 and should be
submitted on or before July 6, 2009.
[[Page 28085]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
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\16\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9-13809 Filed 6-11-09; 8:45 am]
BILLING CODE 8010-01-P