Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend the Qualification Standards for Market Makers To Receive a Rebate for Adding Liquidity, 42802-42804 [2010-17928]
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42802
Federal Register / Vol. 75, No. 140 / Thursday, July 22, 2010 / Notices
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this proposed rule
change is to amend the Exchange’s
Schedule of Fees. The Exchange
currently has a fee cap for large-size
foreign currency (‘‘FX’’) options orders.
This fee discount applies for orders of
5,000 contracts or more and waives fees
on incremental volume above 5,000
contracts. Contracts at or under the
threshold are charged the constituent’s
prescribed execution fee. This waiver
applies to customer 3 orders and Firm
Proprietary orders. ISE adopted this fee
discount to encourage members to
execute large-sized FX options orders on
the Exchange in a manner that is cost
effective. The current pilot program is
set to expire on June 30, 2010.4 The
Exchange now proposes to extend this
fee discount through June 30, 2011 in a
continuing effort to attract more activity
in its FX options.
Additionally, the Exchange proposes
to make one change to the current fee
discount, namely to lower the threshold
from 5,000 contracts to 250 contracts.
When ISE initially adopted this fee
discount, the Exchange believed that the
5,000 contract threshold was adequate.
The Exchange’s experience, however,
shows that only a limited number of
trades have been executed at this level.
The Exchange believes lowering the
threshold will provide a greater
opportunity for members to avail
themselves of the fee discount.
sroberts on DSKD5P82C1PROD with NOTICES
2. Basis
The basis under the Securities
Exchange Act of 1934 (the ‘‘Exchange
Act’’) for this proposed rule change is
the requirement under Section 6(b)(4)
that an exchange have an equitable
allocation of reasonable dues, fees and
other charges among its members and
other persons using its facilities. In
particular, this proposed rule change
would extend a current fee discount,
thus effectively maintaining low fees.
3 The fee waiver applies to both professional and
priority customer orders. A Priority Customer is
defined in ISE Rule 100(a)(37A) as a person or
entity that is not a broker/dealer in securities, and
does not place more than 390 orders in listed
options per day on average during a calendar month
for its own beneficial account(s). A Customer
(Professional) is a person who is not a broker/dealer
and is not a Priority Customer.
4 See Securities Exchange Act Release No. 60192
(June 30, 2009), 74 FR 32211 (July 7, 2009) (SR–
ISE–2009–42).
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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 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
The foregoing rule change has become
effective pursuant to section 19(b)(3) of
the Act 5 and Rule 19b–4(f)(2) 6
thereunder. At any time within 60 days
of the filing of such proposed rule
change, the Commission may summarily
abrogate such rule change if it appears
to the Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–ISE–2010–67 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–2010–67. 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
PO 00000
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 such 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–ISE–
2010–67 and should be submitted on or
before August 12, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.7
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–17927 Filed 7–21–10; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62507; File No. SR–ISE–
2010–68]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend the Qualification
Standards for Market Makers To
Receive a Rebate for Adding Liquidity
July 15, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 28,
2010, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) filed with the Securities and
Exchange Commission the proposed
rule change, as described in Items I, II,
and III below, which items have been
prepared by the self-regulatory
7 17
5 15
U.S.C. 78s(b)(3)(A).
6 17 CFR 240.19b–4(f)(2).
Frm 00125
Fmt 4703
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CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Federal Register / Vol. 75, No. 140 / Thursday, July 22, 2010 / Notices
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 ISE is proposing to amend the
qualification standards for market
makers to receive a rebate under the
Exchange’s maker/taker pricing
program. The text of the proposed rule
change is available on the Exchange’s
Web site (https://www.ise.com), 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.
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
sroberts on DSKD5P82C1PROD with NOTICES
1. Purpose
The purpose of this proposed rule
change is to amend the qualification
standards for market makers to receive
a rebate under the Exchange’s maker/
taker pricing program. The Exchange
recently adopted transaction fees and
rebates for adding and removing
liquidity (‘‘maker/taker fees’’).3 The
maker/taker fees currently apply to
trading in a select number of options
classes 4 to the following categories of
3 See Securities Exchange Act Release Nos. 61869
(April 7, 2010), 75 FR 19449 (April 14, 2010); 62048
(May 6, 2010), 75 FR 26830 (May 12, 2010); and
62319 (June 17, 2010), 75 FR 36134 (June 24, 2010).
4 As of June 1, 2010, the following options classes
were subject to maker/taker fees: QQQQ, BAC, C,
SPY, IWM, XLF, AAPL, GE, JPM, INTC, GS, RIMM,
T, VZ, UNG, FCX, CSCO, DIA, AMZN, X, AA, AIG,
AXP, BBY, CAT, CHK, DNDN, EEM, EFA, EWZ, F,
FAS, FAZ, FSLR, GDX, GLD, IYR, MGM, MS,
MSFT, MU, PALM, PBR, PG, POT, RIG, SDS, SLV,
XLE, and XOM. On June 28, 2010, the Exchange
submitted a proposed rule change, SR–ISE–2010–
65, to be effective on July 1, 2010, to add the
following 30 options classes to be included in the
Exchange’s maker/taker fee schedule: ABX, BMY,
BP, COP, DELL, DRYS, FXI, HAL, IBM, KO, LVS,
MCD, MO, MON, NOK, ORCL, PFE, QCOM, S, SLB,
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market participants: (i) Market Maker;
(ii) Market Maker Plus; (iii) Non-ISE
Market Maker; 5 (iv) Firm Proprietary;
(v) Customer (Professional); 6 (vi)
Priority Customer,7 100 or more
contracts; and (vii) Priority Customer,
less than 100 contracts.
In order to promote and encourage
liquidity in options classes that are
subject to maker/taker fees, the
Exchange currently offers a $0.10 per
contract rebate for Market Maker Plus
orders sent to the Exchange.8 A Market
Maker Plus is currently defined by the
Exchange as a market maker who is on
the National Best Bid or National Best
Offer 80% of the time for series trading
between $0.03 and $5.00 in premium in
each of the front two expiration months
and 80% of the time for all series
trading between $0.03 and $5.00 in
premium for all expiration months for
that symbol during the current trading
month.9
The Exchange now proposes to amend
the qualification standards in order for
a market maker to qualify for the $0.10
per contract rebate. Specifically, the
Exchange proposes to define a Market
Maker Plus as a market maker who is on
the National Best Bid or National Best
Offer 80% of the time for series trading
between $0.03 and $5.00 (for options
whose underlying stock’s previous
trading day’s last sale price was less
than or equal to $100) and between
$0.10 and $5.00 (for options whose
underlying stock’s previous trading
day’s last sale price was greater than
$100) in premium in each of the front
two expiration months and 80% of the
SMH, SNDK, TBT, USO, V, VALE, WFT, XLI, XRT,
and YHOO.
5 A Non-ISE Market Maker, or Far Away Market
Maker (‘‘FARMM’’), is a market maker as defined in
Section 3(a)(38) of the Securities Exchange Act of
1934, as amended (‘‘Exchange Act’’), registered in
the same options class on another options
exchange.
6 A Customer (Professional) is a person who is not
a broker/dealer and is not a Priority Customer.
7 A Priority Customer is defined in ISE Rule
100(a)(37A) as a person or entity that is not a
broker/dealer in securities, and does not place more
than 390 orders in listed options per day on average
during a calendar month for its own beneficial
account(s).
8 The concept of incenting market makers with a
rebate is not novel. In 2008, the CBOE established
a program for its Hybrid Agency Liaison whereby
it provides a $0.20 per contact rebate to its market
makers provided that at least 80% of the market
maker’s quotes in a class during a month are on one
side of the national best bid or offer. Market makers
not meeting CBOE’s criteria are not eligible to
receive a rebate. See Securities Exchange Act
Release No. 57231 (January 30, 2008), 73 FR 6752
(February 5, 2008). The CBOE has since lowered the
criteria from 80% to 60%. See Securities Exchange
Act Release No. 57470 (March 11, 2008), 73 FR
14514 (March 18, 2008).
9 See Securities Exchange Act Release No. 62282
(June 11, 2010), 75 FR 34499 (June 17, 2010).
PO 00000
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42803
time for series trading between $0.03
and $5.00 (for options whose underlying
stock’s previous trading day’s last sale
price was less than or equal to $100)
and between $0.10 and $5.00 (for
options whose underlying stock’s
previous trading day’s last sale price
was greater than $100) in premium
across all expiration months for that
symbol during the current trading
month.
The Exchange currently determines
whether a market maker qualifies as a
Market Maker Plus at the end of each
month by looking back at each market
maker’s quoting statistics during that
month. If at the end of the month, a
market maker meets the Exchange’s
current stated criteria, the Exchange
rebates $0.10 per contract for
transactions executed by that market
maker during that month. The Exchange
will continue to monitor each market
maker’s quoting statistics to determine
whether a market maker qualifies for a
rebate under the standards proposed
herein.
The Exchange also currently provides
market makers a report on a daily basis
with quoting statistics so that market
makers can determine whether or not
they are meeting the Exchange’s current
stated criteria. Again, the Exchange will
continue to provide market makers a
daily report so that market makers can
determine whether or not they are
meeting the Exchange’s new quoting
requirement to qualify for a rebate.
The Exchange believes the proposed
rule change will encourage market
makers to post tighter markets in the
options classes that are subject to
maker/taker fees and thereby increase
liquidity and attract order flow to the
Exchange.
The Exchange has designated this
proposal to be operative on July 1, 2010.
2. Statutory Basis
The basis under the Exchange Act for
this proposed rule change is the
requirement under Section 6(b)(4) that
an exchange have an equitable
allocation of reasonable dues, fees and
other charges among its members and
other persons using its facilities. The
impact of the proposal upon the net fees
paid by a particular market participant
will depend on a number of variables,
most important of which will be its
propensity to add or remove liquidity in
the options classes that are subject to
the Exchange’s maker/taker fees. The
Exchange operates in a highly
competitive market in which market
participants can readily direct order
flow to another exchange if they deem
fee levels at a particular exchange to be
excessive. The Exchange believes that
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Federal Register / Vol. 75, No. 140 / Thursday, July 22, 2010 / Notices
the fees it charges for options classes
that are subject to the Exchange’s
maker/taker fees remain competitive
with fees charged by other exchanges
and therefore continue to be reasonable
and equitably allocated to those
members that opt to direct orders to the
Exchange rather than to a competing
exchange. The Exchange further
believes that amending the qualification
standards for market makers to qualify
for a rebate will encourage these market
participants to post tighter markets in
the options classes that are subject to
the Exchange’s maker/taker fees and
thereby increase liquidity and attract
order flow to the Exchange.
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 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
The foregoing rule change has become
effective pursuant to Section 19(b)(3) of
the Act 10 and Rule 19b–4(f)(2) 11
thereunder. At any time within 60 days
of the filing of such 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.
sroberts on DSKD5P82C1PROD with NOTICES
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:
Number SR–ISE–2010–68 on the subject
line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
Station Place, 100 F Street, NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–ISE–2010–68. 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 such 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
publicly available. All submissions
should refer to File Number SR–ISE–
2010–68 and should be submitted on or
before August 12, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–17928 Filed 7–21–10; 8:45 am]
BILLING CODE 8010–01–P
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
10 15
11 17
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(2).
VerDate Mar<15>2010
18:46 Jul 21, 2010
PO 00000
[Release No. 34–62509; File No. SR–Phlx–
2010–91]
Self-Regulatory Organizations; Notice
of Filing of Proposed Rule Change by
NASDAQ OMX PHLX, Inc., as Modified
by Amendment No. 1 Thereto, Relating
to Registration and Qualification
Requirements for PSX
July 15, 2010.
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 June 29,
2010, 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. On July 13,
2010, Phlx filed Amendment No. 1 to
the proposed rule change. The
Commission is publishing this notice to
solicit comments on the proposed rule
change, as amended, from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange, pursuant to Section
19(b)(1) of the Act 3 and Rule 19b–4
thereunder,4 proposes to amend Rule
604 to adopt several new provisions
governing the registration and
qualification of members and persons
associated with member organizations
that are registered with the Exchange for
the purpose of trading NMS Stocks 5
through the facilities of the Exchange.
Specifically, the Exchange proposes to
adopt Rule 604(h) to govern the
registration of representatives and
Supplementary Material .04 to Rule 604
regarding the category of such
registration. In addition, with respect to
principal registration, the Exchange
proposes to adopt Rule 604(g), Principal
Registration, and Supplementary
Material .01—.03 governing the specific
categories of principal registration, to
require that every member organization
covered by these rules has at least two
registered Principals as well as a
Financial/Operations Principal. The
Exchange also proposes to adopt Rule
604(i) to establish which persons are
exempt from registration.
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 See Rule 1(t).
2 17
12 17
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COMMISSION
CFR 200.30–3(a)(12).
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Agencies
[Federal Register Volume 75, Number 140 (Thursday, July 22, 2010)]
[Notices]
[Pages 42802-42804]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-17928]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62507; File No. SR-ISE-2010-68]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule
Change To Amend the Qualification Standards for Market Makers To
Receive a Rebate for Adding Liquidity
July 15, 2010.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on June 28, 2010, the International Securities Exchange, LLC (the
``Exchange'' or the ``ISE'') filed with the Securities and Exchange
Commission the proposed rule change, as described in Items I, II, and
III below, which items have been prepared by the self-regulatory
[[Page 42803]]
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 ISE is proposing to amend the qualification standards for
market makers to receive a rebate under the Exchange's maker/taker
pricing program. The text of the proposed rule change is available on
the Exchange's Web site (https://www.ise.com), 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.
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
The purpose of this proposed rule change is to amend the
qualification standards for market makers to receive a rebate under the
Exchange's maker/taker pricing program. The Exchange recently adopted
transaction fees and rebates for adding and removing liquidity
(``maker/taker fees'').\3\ The maker/taker fees currently apply to
trading in a select number of options classes \4\ to the following
categories of market participants: (i) Market Maker; (ii) Market Maker
Plus; (iii) Non-ISE Market Maker; \5\ (iv) Firm Proprietary; (v)
Customer (Professional); \6\ (vi) Priority Customer,\7\ 100 or more
contracts; and (vii) Priority Customer, less than 100 contracts.
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release Nos. 61869 (April 7,
2010), 75 FR 19449 (April 14, 2010); 62048 (May 6, 2010), 75 FR
26830 (May 12, 2010); and 62319 (June 17, 2010), 75 FR 36134 (June
24, 2010).
\4\ As of June 1, 2010, the following options classes were
subject to maker/taker fees: QQQQ, BAC, C, SPY, IWM, XLF, AAPL, GE,
JPM, INTC, GS, RIMM, T, VZ, UNG, FCX, CSCO, DIA, AMZN, X, AA, AIG,
AXP, BBY, CAT, CHK, DNDN, EEM, EFA, EWZ, F, FAS, FAZ, FSLR, GDX,
GLD, IYR, MGM, MS, MSFT, MU, PALM, PBR, PG, POT, RIG, SDS, SLV, XLE,
and XOM. On June 28, 2010, the Exchange submitted a proposed rule
change, SR-ISE-2010-65, to be effective on July 1, 2010, to add the
following 30 options classes to be included in the Exchange's maker/
taker fee schedule: ABX, BMY, BP, COP, DELL, DRYS, FXI, HAL, IBM,
KO, LVS, MCD, MO, MON, NOK, ORCL, PFE, QCOM, S, SLB, SMH, SNDK, TBT,
USO, V, VALE, WFT, XLI, XRT, and YHOO.
\5\ A Non-ISE Market Maker, or Far Away Market Maker
(``FARMM''), is a market maker as defined in Section 3(a)(38) of the
Securities Exchange Act of 1934, as amended (``Exchange Act''),
registered in the same options class on another options exchange.
\6\ A Customer (Professional) is a person who is not a broker/
dealer and is not a Priority Customer.
\7\ A Priority Customer is defined in ISE Rule 100(a)(37A) as a
person or entity that is not a broker/dealer in securities, and does
not place more than 390 orders in listed options per day on average
during a calendar month for its own beneficial account(s).
---------------------------------------------------------------------------
In order to promote and encourage liquidity in options classes that
are subject to maker/taker fees, the Exchange currently offers a $0.10
per contract rebate for Market Maker Plus orders sent to the
Exchange.\8\ A Market Maker Plus is currently defined by the Exchange
as a market maker who is on the National Best Bid or National Best
Offer 80% of the time for series trading between $0.03 and $5.00 in
premium in each of the front two expiration months and 80% of the time
for all series trading between $0.03 and $5.00 in premium for all
expiration months for that symbol during the current trading month.\9\
---------------------------------------------------------------------------
\8\ The concept of incenting market makers with a rebate is not
novel. In 2008, the CBOE established a program for its Hybrid Agency
Liaison whereby it provides a $0.20 per contact rebate to its market
makers provided that at least 80% of the market maker's quotes in a
class during a month are on one side of the national best bid or
offer. Market makers not meeting CBOE's criteria are not eligible to
receive a rebate. See Securities Exchange Act Release No. 57231
(January 30, 2008), 73 FR 6752 (February 5, 2008). The CBOE has
since lowered the criteria from 80% to 60%. See Securities Exchange
Act Release No. 57470 (March 11, 2008), 73 FR 14514 (March 18,
2008).
\9\ See Securities Exchange Act Release No. 62282 (June 11,
2010), 75 FR 34499 (June 17, 2010).
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The Exchange now proposes to amend the qualification standards in
order for a market maker to qualify for the $0.10 per contract rebate.
Specifically, the Exchange proposes to define a Market Maker Plus as a
market maker who is on the National Best Bid or National Best Offer 80%
of the time for series trading between $0.03 and $5.00 (for options
whose underlying stock's previous trading day's last sale price was
less than or equal to $100) and between $0.10 and $5.00 (for options
whose underlying stock's previous trading day's last sale price was
greater than $100) in premium in each of the front two expiration
months and 80% of the time for series trading between $0.03 and $5.00
(for options whose underlying stock's previous trading day's last sale
price was less than or equal to $100) and between $0.10 and $5.00 (for
options whose underlying stock's previous trading day's last sale price
was greater than $100) in premium across all expiration months for that
symbol during the current trading month.
The Exchange currently determines whether a market maker qualifies
as a Market Maker Plus at the end of each month by looking back at each
market maker's quoting statistics during that month. If at the end of
the month, a market maker meets the Exchange's current stated criteria,
the Exchange rebates $0.10 per contract for transactions executed by
that market maker during that month. The Exchange will continue to
monitor each market maker's quoting statistics to determine whether a
market maker qualifies for a rebate under the standards proposed
herein.
The Exchange also currently provides market makers a report on a
daily basis with quoting statistics so that market makers can determine
whether or not they are meeting the Exchange's current stated criteria.
Again, the Exchange will continue to provide market makers a daily
report so that market makers can determine whether or not they are
meeting the Exchange's new quoting requirement to qualify for a rebate.
The Exchange believes the proposed rule change will encourage
market makers to post tighter markets in the options classes that are
subject to maker/taker fees and thereby increase liquidity and attract
order flow to the Exchange.
The Exchange has designated this proposal to be operative on July
1, 2010.
2. Statutory Basis
The basis under the Exchange Act for this proposed rule change is
the requirement under Section 6(b)(4) that an exchange have an
equitable allocation of reasonable dues, fees and other charges among
its members and other persons using its facilities. The impact of the
proposal upon the net fees paid by a particular market participant will
depend on a number of variables, most important of which will be its
propensity to add or remove liquidity in the options classes that are
subject to the Exchange's maker/taker fees. The Exchange operates in a
highly competitive market in which market participants can readily
direct order flow to another exchange if they deem fee levels at a
particular exchange to be excessive. The Exchange believes that
[[Page 42804]]
the fees it charges for options classes that are subject to the
Exchange's maker/taker fees remain competitive with fees charged by
other exchanges and therefore continue to be reasonable and equitably
allocated to those members that opt to direct orders to the Exchange
rather than to a competing exchange. The Exchange further believes that
amending the qualification standards for market makers to qualify for a
rebate will encourage these market participants to post tighter markets
in the options classes that are subject to the Exchange's maker/taker
fees and thereby increase liquidity and attract order flow to the
Exchange.
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 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
The foregoing rule change has become effective pursuant to Section
19(b)(3) of the Act \10\ and Rule 19b-4(f)(2) \11\ thereunder. At any
time within 60 days of the filing of such 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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\10\ 15 U.S.C. 78s(b)(3)(A).
\11\ 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-ISE-2010-68 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, Station Place, 100 F
Street, NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-ISE-2010-68. 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 such 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 publicly available. All
submissions should refer to File Number SR-ISE-2010-68 and should be
submitted on or before August 12, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
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\12\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-17928 Filed 7-21-10; 8:45 am]
BILLING CODE 8010-01-P