Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Related to Stopped Orders, 25897-25898 [2010-10963]
Download as PDF
Federal Register / Vol. 75, No. 89 / Monday, May 10, 2010 / Notices
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
[Release No. 34–62027; File No. SR–ISE–
2010–28]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change Related to Stopped Orders
May 4, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Exchange Act’’),1 and Rule 19b–4
thereunder,2 notice is hereby given that
on April 28, 2010, International
Securities Exchange, LLC (the
‘‘Exchange’’ or the ‘‘ISE’’) filed with the
Securities and Exchange Commission
(the ‘‘SEC’’ or the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the selfregulatory organization. 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 proposes to implement
the trade-through exception for stopped
orders contained in ISE Rule 1901(b)(8).
The text of the rule amendment is as
follows (additions are in italics):
Rule 715. Types of Orders
(a) no change.
(b) Limit Orders. A limit order is an
order to buy or sell a stated number of
options contracts at a specified price or
better.
(1) through (5) no change.
(6) Stopped Order. A stopped order is
a limit order that meets the
requirements of Rule 1901(b)(8). To
execute stopped orders, Members must
enter them into the Facilitation
Mechanism or Solicited Order
Mechanism pursuant to Rule 716.
(c) through (l) no change.
Supplementary Material to Rule 715
.01 no change.
*
*
*
*
*
jlentini on DSKJ8SOYB1PROD with 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
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
VerDate Mar<15>2010
17:18 May 07, 2010
Jkt 220001
and a national market system, and in
general, to protect investors and the
public interest. In particular, the
proposal will provide a means by which
members execute orders on the ISE that
qualify for the previously approved
exception to the trade-through rule.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
SECURITIES AND EXCHANGE
COMMISSION
1 15
25897
B. Self-Regulatory Organization’s
Statement on Burden on Competition
1. Purpose
On August 21, 2009, the Commission
approved changes to the Exchange’s
rules related to intermarket linkage.
These rules provide, among other
things, that transactions not be executed
at prices that are inferior to the national
best bid or offer (the ‘‘trade-through
rule’’). ISE Rule 1901 (Order Protection)
contains several exceptions to the tradethrough rule, including an exception for
stopped orders. A stopped order is
defined as an order for which, at the
time of receipt of the order, a member
had guaranteed an execution at no
worse than a specified price, where: (i)
The stopped order was for the account
of a Customer; (ii) the Customer agreed
to the specified price on an order-byorder basis; and (iii) the price of the
Trade-Through was, for a stopped buy
order, lower than the national Best Bid
in the options series at the time of
execution, or, for a stopped sell order,
higher than the national Best Offer in
the options series at the time of
execution.
In order for members to execute trades
that qualify for the trade-through
exception for stopped order,3 they must
indicate on the order that the order was
stopped and enter the order into the
Facilitation Mechanism or Solicited
Order Mechanism pursuant to Rule 716.
While stopped orders will continue to
be executed at prices that are at or
between the ISE BBO, such orders may
receive executions that trade through
prices available on other exchanges as
permitted by ISE Rule 1901(b)(8).
2. Statutory Basis
The basis under the Exchange Act for
this proposed rule change is the
requirement under Section 6(b)(5) that
an exchange have rules that are
designed to promote just and equitable
principles of trade, and to remove
impediments to and perfect the
mechanism for a free and open market
3 The Exchange will surveil for compliance with
the terms of the exception. Members must be able
to demonstrate compliance with all of the terms of
the stopped-order exception. In this respect, the
Exchange requests that members indicate the time
that the order was stopped on the order ticket.
PO 00000
Frm 00069
Fmt 4703
Sfmt 4703
The proposed rule change does not
impose any burden on competition that
is not necessary or appropriate in
furtherance of the purposes of the
Exchange Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days after the date of
the filing, or such shorter time as the
Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 4 and Rule 19b–
4(f)(6) thereunder.5
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:
4 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the Exchange to give the
Commission written notice of the Exchange’s intent
to file the proposed rule change along with a brief
description and text of the proposed rule change,
or such shorted time as designated by the
Commission. The Exchange provided a copy of this
rule filing to the Commission at least five business
days prior to the date of this filing.
5 17
E:\FR\FM\10MYN1.SGM
10MYN1
25898
Federal Register / Vol. 75, No. 89 / Monday, May 10, 2010 / 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–ISE–2010–28 on the subject
line.
Paper Comments
jlentini on DSKJ8SOYB1PROD with NOTICES
• 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–ISE–2010–28. 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 Web site viewing and
printing 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
ISE. All comments received will be
posted without change; the Commission
does not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR–ISE–2010–28 and should be
submitted on or before June 1, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.6
Florence E. Harmon,
Deputy Secretary.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62009; File No. SR–Phlx2010–64]
Self-Regulatory Organizations;
NASDAQ OMX PHLX, Inc.; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change Relating to
Rebates for Adding and Fees for
Removing Liquidity
April 30, 2010.
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 April 26,
2010, NASDAQ OMX PHLX, 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
prepared by the Exchange. Phlx has
designated this proposal as one
establishing or changing a member due,
fee, or other charge imposed 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 from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
Exchange’s Fee Schedule to increase the
number of options to be included in the
Exchange’s current schedule of
transaction rebates for adding, and fees
for removing, liquidity.
While changes to the Fee Schedule
pursuant to this proposal are effective
upon filing, the Exchange has
designated these changes to be operative
for transactions settling on or after May
3, 2010.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaqtrader.com/
micro.aspx?id=PHLXfilings, at the
principal office of the Exchange, at the
Commission’s Public Reference Room,
and on the Commission’s Web site at
https://www.sec.gov.
[FR Doc. 2010–10963 Filed 5–7–10; 8:45 am]
BILLING CODE 8011–01–P
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).
2 17
6 17
CFR 200.30–3(a)(12).
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17:18 May 07, 2010
Jkt 220001
PO 00000
Frm 00070
Fmt 4703
Sfmt 4703
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 Exchange proposes to increase
liquidity and to attract order flow by
increasing the number of options to be
included in the Exchange’s current
schedule of rebates for adding liquidity,
and fees for removing liquidity.
Specifically, the Exchange proposes to
add the following options: Brocade
Communications Systems, Inc.
(‘‘BRCD’’); International Business
Machines Corp., (‘‘IBM’’); Nokia Corp.
(‘‘NOK’’); Sirius XM Radio, Inc. (‘‘SIRI’’);
and Direxion Daily Small Cap Bear 3X
Shares (‘‘TZA’’) collectively (‘‘the
options’’). The options would be subject
to the rebates for adding and fees for
removing liquidity.
The Exchange currently assesses a
per-contract transaction charge in
various select symbols 5 (the ‘‘select
Symbols’’) on six different categories of
market participants that submit orders
and/or quotes that remove, or ‘‘take,’’
liquidity from the Exchange: (i)
Specialists, Registered Options Traders
(‘‘ROTs’’), Streaming Quote Traders
(‘‘SQTs’’) 6 and Remote Streaming Quote
5 The fees and rebates for adding and removing
liquidity are applicable to executions in options
overlying AA, AAPL, AIG, ALL, AMD, AMR,
AMZN, BAC, C, CAT, CSCO, DELL, DIA, DRYS, EK,
F, FAS, FAZ, GDX, GE, GLD, GS, INTC, IWM, JPM,
LVS, MGM, MSFT, MU, NEM, PALM, PFE, POT,
QCOM, QQQQ, RIMM, SBUX, SKF, SLV, SMH,
SNDK, SPY, T, UAUA, UNG, USO, UYG, VZ,
WYNN, X and XLF (‘‘Symbols’’).
6 An SQT is an Exchange Registered Options
Trader (‘‘ROT’’) who has received permission from
the Exchange to generate and submit option
quotations electronically through an electronic
interface with AUTOM via an Exchange approved
proprietary electronic quoting device in eligible
options to which such SQT is assigned. See
Exchange Rule 1014(b)(ii)(A).
E:\FR\FM\10MYN1.SGM
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Agencies
[Federal Register Volume 75, Number 89 (Monday, May 10, 2010)]
[Notices]
[Pages 25897-25898]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-10963]
[[Page 25897]]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62027; File No. SR-ISE-2010-28]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule
Change Related to Stopped Orders
May 4, 2010.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Exchange Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is
hereby given that on April 28, 2010, International Securities Exchange,
LLC (the ``Exchange'' or the ``ISE'') filed with the Securities and
Exchange Commission (the ``SEC'' or the ``Commission'') the proposed
rule change as described in Items I, II, and III below, which Items
have been prepared by the self-regulatory organization. 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 implement the trade-through exception for
stopped orders contained in ISE Rule 1901(b)(8). The text of the rule
amendment is as follows (additions are in italics):
Rule 715. Types of Orders
(a) no change.
(b) Limit Orders. A limit order is an order to buy or sell a stated
number of options contracts at a specified price or better.
(1) through (5) no change.
(6) Stopped Order. A stopped order is a limit order that meets the
requirements of Rule 1901(b)(8). To execute stopped orders, Members
must enter them into the Facilitation Mechanism or Solicited Order
Mechanism pursuant to Rule 716.
(c) through (l) no change.
Supplementary Material to Rule 715
.01 no change.
* * * * *
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 self-regulatory organization
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
On August 21, 2009, the Commission approved changes to the
Exchange's rules related to intermarket linkage. These rules provide,
among other things, that transactions not be executed at prices that
are inferior to the national best bid or offer (the ``trade-through
rule''). ISE Rule 1901 (Order Protection) contains several exceptions
to the trade-through rule, including an exception for stopped orders. A
stopped order is defined as an order for which, at the time of receipt
of the order, a member had guaranteed an execution at no worse than a
specified price, where: (i) The stopped order was for the account of a
Customer; (ii) the Customer agreed to the specified price on an order-
by-order basis; and (iii) the price of the Trade-Through was, for a
stopped buy order, lower than the national Best Bid in the options
series at the time of execution, or, for a stopped sell order, higher
than the national Best Offer in the options series at the time of
execution.
In order for members to execute trades that qualify for the trade-
through exception for stopped order,\3\ they must indicate on the order
that the order was stopped and enter the order into the Facilitation
Mechanism or Solicited Order Mechanism pursuant to Rule 716. While
stopped orders will continue to be executed at prices that are at or
between the ISE BBO, such orders may receive executions that trade
through prices available on other exchanges as permitted by ISE Rule
1901(b)(8).
---------------------------------------------------------------------------
\3\ The Exchange will surveil for compliance with the terms of
the exception. Members must be able to demonstrate compliance with
all of the terms of the stopped-order exception. In this respect,
the Exchange requests that members indicate the time that the order
was stopped on the order ticket.
---------------------------------------------------------------------------
2. Statutory Basis
The basis under the Exchange Act for this proposed rule change is
the requirement under Section 6(b)(5) that an exchange have rules that
are designed to promote just and equitable principles of trade, and to
remove impediments to and perfect the mechanism for a free and open
market and a national market system, and in general, to protect
investors and the public interest. In particular, the proposal will
provide a means by which members execute orders on the ISE that qualify
for the previously approved exception to the trade-through rule.
B. Self-Regulatory Organization's Statement on Burden on Competition
The proposed rule change does not impose any burden on competition
that is not necessary or appropriate in furtherance of the purposes of
the Exchange Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from members or other interested
parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days after the date of the filing, or such
shorter time as the Commission may designate, it has become effective
pursuant to Section 19(b)(3)(A) of the Act \4\ and Rule 19b-4(f)(6)
thereunder.\5\
---------------------------------------------------------------------------
\4\ 15 U.S.C. 78s(b)(3)(A).
\5\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires the Exchange to give the Commission written notice of the
Exchange's intent to file the proposed rule change along with a
brief description and text of the proposed rule change, or such
shorted time as designated by the Commission. The Exchange provided
a copy of this rule filing to the Commission at least five business
days prior to the date of this filing.
---------------------------------------------------------------------------
At any time within 60 days of the filing of the proposed rule
change, the Commission may summarily abrogate such rule change if it
appears to the Commission that such action is necessary or appropriate
in the public interest, for the protection of investors, or otherwise
in furtherance of the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
[[Page 25898]]
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-ISE-2010-28 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-ISE-2010-28. 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 Web site viewing and
printing 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 ISE. All comments
received will be posted without change; the Commission does not edit
personal identifying information from submissions. You should submit
only information that you wish to make available publicly. All
submissions should refer to File Number SR-ISE-2010-28 and should be
submitted on or before June 1, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\6\
---------------------------------------------------------------------------
\6\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-10963 Filed 5-7-10; 8:45 am]
BILLING CODE 8011-01-P