Self-Regulatory Organizations; NASDAQ OMX PHLX, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Complex Orders, 43219-43221 [2010-18036]
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Federal Register / Vol. 75, No. 141 / Friday, July 23, 2010 / Notices
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
persons who seek to associate with a
member firm.18
In order to meet its obligations under
Section 6 of the Act 19 to enforce
compliance by member firms and their
associated persons with the Act, the
rules thereunder, and the exchange’s
own rules, an exchange must have
baseline registration and examination or
qualification requirements for all
persons conducting business on an
exchange, as well as for those
supervising such activity. In addition,
most SROs have continuing education
requirements for registered persons
which help ensure that associated
persons are up to date on changes to
rules and regulations that govern their
activities. Furthermore, an exchange
must know if an associated person of a
member firm is subject to a statutory
disqualification.20 This information is
elicited by the Uniform Application for
Securities Industry Registration or
Transfer (‘‘Form U4’’), which is used by
most exchanges and FINRA to register
associated persons.
The Commission believes that the
requirement that firms have a minimum
of two principals responsible for
oversight of Authorized Traders and
activity on BATS who must be
registered and pass the Series 24 exam
should help BATS strengthen the
regulation of its member firms.
Requiring a minimum of two persons,
both of whom meet specified
proficiency standards, should help
ensure that member firms have adequate
supervision, and that those overseeing
member firms are prepared for the
responsibility. The nature of the firm,
however, may dictate that more than
two principals are needed to provide
appropriate supervision. In addition, the
Commission believes that requiring
chief compliance officers and any
employee operating in the capacity of a
FINOP to register with the Exchange as
principals and take either the Series 24
or Series 27, respectively, is appropriate
based on the heightened level of
accountability inherent in the duty of
overseeing compliance by an Exchange
member, and in the oversight and
18 See Section 6(c)(2) of the Act and Rule 19h–
1 under the Act.
19 Section 6 requires exchanges to have the ability
to enforce compliance by their members and
associated persons with the federal securities laws
and with their own rules. 15 U.S.C. 78f.
20 In addition, the Commission believes that it is
important to ensure that information, such as
whether an associated person is subject to a
statutory disqualification, is available to exchanges
and other regulators, including the Commission and
the state securities regulators, through FINRA’s
Central Registration Depository System (‘‘WebCRD’’)
as well as members of the public through
BrokerCheck, which derives information from
WebCRD.
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15:15 Jul 22, 2010
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preparation of financial reports and the
oversight of those employed in the
financial and operational capacities at
each firm.
The Commission believes BATS’s
proposed exceptions from the above
requirements are appropriate. The
Commission notes that a member
seeking a waiver from BATS’s FINOP
requirement must prove that it has
satisfied the financial and operational
requirements of its designated
examining authority applicable to
registration.21 Additionally, any
member seeking an exception from
BATS’s requirement that each firm have
two principals must provide evidence
that conclusively indicates to the
Exchange that only one principal is
necessary. The Commission expects this
authority to be used sparingly as
principals are charged with oversight of
the operations of member firms, and
provide the first line of defense in
ensuring that member firms are
complying with the rules of the
exchange as well as the federal
securities laws.
Additionally, the Commission
believes that the proposed rule change
is consistent with the principles of
Section 11A(a)(1) 22 of the Act in that it
seeks to assure fair competition among
brokers and dealers and among
exchange markets. The Commission
believes that the proposed rule will
promote uniformity of regulation across
markets, thus reducing opportunities for
regulatory arbitrage. BATS’ proposed
rule change helps ensure that all
persons conducting a securities business
through BATS are appropriately
supervised, as the Commission expects
of all SROs. In addition, the exceptions
to the general rules in BATS’s proposed
rule change are substantively the same
as exceptions provided to similar rules
at other SROs.
Finally, the Commission believes that
the compliance date proposed by the
Exchange of September 30, 2010 will
provide the Exchange’s members
adequate time to pass any qualification
examinations necessary to become
compliant with the proposed rules.
VI. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,23 that the
proposed rule change (SR–BATS–2010–
008), as modified by Amendment No. 1,
be, and hereby is, approved.
PO 00000
21 See
footnote 10 infra.
U.S.C. 78k–1(a)(1).
23 15 U.S.C. 78s(b)(2).
22 15
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43219
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.24
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–18037 Filed 7–22–10; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62518; File No. SR–Phlx2010–90]
Self-Regulatory Organizations;
NASDAQ OMX PHLX, Inc.; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Complex Orders
July 16, 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 June 28,
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. 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 [sic] amend
its Section II equity options fees to: (i)
Pay a $0.05 per contract side rebate to
members for certain Customer complex
orders 3; and (ii) assess a $0.05 fee to
Firms on the contra-side of a Customer
complex order that have reached the
maximum on the Firm Related Equity
Option Cap.
While changes to the Exchange’s Fee
Schedule pursuant to this proposal are
effective upon filing, the Exchange has
designated this proposal to be effective
24 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 A complex order is a spread, straddle,
combination, ratio or collar order, all of which
consist of more than one component, priced like a
single order at a net debit or credit based on the
prices of the individual components. See Exchange
Rule 1080.08 Commentary .08(a)(i). In 2008, the
Exchange automated the handling of complex
orders on its electronic trading platform for options,
PHLX XL. See Securities Exchange Act Release No.
58361 (August 14, 2008), 73 FR 49529 (August 21,
2008) (SR–Phlx-2008–50). Since that time, the
Exchange has enhanced its options trading
platform, now known as Phlx XL II. See Securities
Exchange Act Release No. 59995 (May 28, 2009), 74
FR 26750 (June 3, 2009) (SR–Phlx-2009–32).
1 15
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43220
Federal Register / Vol. 75, No. 141 / Friday, July 23, 2010 / Notices
for trades settling on or after July 1,
2010.
The text of the proposed rule change
is available on Phlx’s Web site at http:
//www.nasdaqtrader.com, on the
Commission’s Web site at https://
www.sec.gov, at Phlx, and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
1. Purpose
The purpose of the proposed rule
change is to attract additional complex
order business, specifically by
amending the equity options fees to pay
a $0.05 rebate per contract to members
for Customer complex orders in equity
options that are electronically 4
executed against a non-Customer contraside 5 complex order or a non-Customer
contra-side individual order or quote.
Currently, members are assessed the
equity options fees in Section II of the
Fee Schedule for executing Customer
complex orders that are electronically
executed against non-Customer contraside complex orders.6 Now, instead of
4 Complex Orders executed on the floor of the
Exchange and not electronically executed are not
subject to the $0.05 per contract rebate described in
this proposal.
5 This would be a complex order that is contra to
an order from a specialist, Registered Options
Trader (as defined in Exchange Rule 1014(b)(i) and
(ii)), Streaming Quote Trader (as defined in
Exchange Rule 1014(b)(ii)(A)), Remote Streaming
Quote Specialist (as defined in Exchange Rule
1014(b)((ii)(B)), Professional (as defined in
Exchange Rule 1000(b)(14)), Broker-Dealer or Firm.
A complex order strategy means any Complex
Order involving any option series which is priced
at a net debit or credit (based on the relative prices
of each component). The Exchange will calculate
both a bid price and an offer price for each Complex
Order Strategy based on the current PBBO (as
defined below) [sic] for each component of the
Complex Order and the bid/ask differential for each
component. See Exchange Rule 1080, Commentary
.08(a)(ii).
6 The proposed rebate and fee do not apply to any
of the symbols listed in Section 1, titled ‘‘Rebates
for Adding and Fees for Removing Liquidity in
Select Symbols.’’
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15:15 Jul 22, 2010
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assessing a fee of $0.00 per contract, the
Exchange is proposing to pay a $0.05
rebate. Similarly, the Exchange also
proposes to pay a $0.05 rebate to
members for Customer complex orders
where the complex order is executed
against or ‘‘legged’’ against individual
non-Customer contra-side orders or
quotes.
The Exchange would continue to
assess other market participants the
current equity options fees. The
payment for order flow fees will
continue to apply to complex order
transactions. The Exchange believes that
paying rebates for executing such
Customer complex orders as described
herein will increase the volume of
complex orders that are executed on
Phlx XL II.
The Exchange also proposes to assess
a $0.05 per contract fee to Firms that: (i)
Are on the contra-side of a Customer
complex order; and (ii) have reached the
maximum of the Firm Related Equity
Option Cap. Currently, the Exchange
has in place a Firm Related Equity
Option Cap of $75,000. Firms are
subject to this Firm Related Equity
Option Cap per member organization for
equity option transactions, in the
aggregate, for one billing month.7 The
Exchange believes that assessing such a
fee to Firms for transacting Customer
complex orders, once that Firm has
reached the maximum of the Firm
Related Equity Option Cap, will help
defray the cost of paying the $0.05 per
contract rebate to Customers. For
example, when a Firm exceeds the
$75,000 Firm Related Equity Option
Cap, a $0.05 per contract fee will be
added to the Firm Related Equity
Option Cap, over those trades that were
counted in reaching the $75,000, when
a Firm is contra to a Customer Complex
Order. The Exchange proposes to amend
the current language in the Fee
Schedule, relating to equity option fees,
concerning the Firm Related Equity
Option Cap, to reflect the proposal and
also amend the language to provide
more clarity to the $75,000 cap.
While changes to the Exchange’s Fee
Schedule pursuant to this proposal are
effective upon filing, the Exchange has
designated this proposal to be effective
for trades settling on or after July 1,
2010.
2. Statutory Basis
The Exchange believes that its
proposal to amend its Fee Schedule is
7 The exception to this is for orders of joint backoffice participants. The equity options transaction
charges are waived for firms executing facilitation
orders pursuant to Exchange Rule 1064 when such
members are trading in their own proprietary
account.
PO 00000
Frm 00084
Fmt 4703
Sfmt 4703
consistent with Section 6(b) of the Act 8
in general, and furthers the objectives of
Section 6(b)(4) of the Act 9 in particular,
in that it is an equitable allocation of
reasonable fees and other charges among
Exchange members.
The Exchange believes that paying a
rebate to members for electronicallydelivered complex orders is equitable
because it is similar to rebates currently
being paid by the International Stock
Exchange LLC (‘‘ISE’’) for select
symbols.10 By offering the $0.05 per
contract rebate, the Exchange hopes to
encourage more customer complex
orders to be executed via Phlx XL. The
$0.05 per contract rebate is reasonable
because it is similar to rebates paid by
other exchanges for customer orders.11
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) of
the Act 12 and Rule 19b–4(f)(2) 13
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:
8 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
10 See ISE’s Schedule of Fees.
11 See Securities Exchange Release Act. 59478
(February 27, 2009), 74 FR 9857 (March 6, 2009)
(SR–NYSEALTR–2009–19).
12 15 U.S.C. 78s(b)(3).
13 17 CFR 240.19b–4(f)(2).
9 15
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43221
Federal Register / Vol. 75, No. 141 / Friday, July 23, 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–Phlx–2010–90 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.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62513; File No. SR–ISE–
2010–75]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change Relating to the Extension of
the Price Improvement Mechanism
Pilot Program
July 16, 2010.
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
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 July 14,
All submissions should refer to File
2010, the International Securities
Number SR–Phlx-2010–90. This file
Exchange, LLC (the ‘‘Exchange’’ or ‘‘ISE’’)
number should be included on the
filed with the Securities and Exchange
subject line if e-mail is used. To help the
Commission (‘‘Commission’’) the
Commission process and review your
proposed rule change as described in
comments more efficiently, please use
Items I and II below, which Items have
only one method. The Commission will been prepared by the ISE. The ISE has
post all comments on the Commission’s designated the proposed rule change as
Internet Web site (https://www.sec.gov/
a ‘‘non-controversial’’ rule change
rules/sro/shtml). Copies of the
pursuant to Section 19(b)(3)(A) of the
submission, all subsequent
Act 3 and Rule 19b–4(f)(6) thereunder,4
amendments, all written statements
which renders the proposed rule change
with respect to the proposed rule
effective upon filing with the
change that are filed with the
Commission. The Commission is
Commission, and all written
publishing this notice to solicit
communications relating to the
comments on the proposed rule change
proposed rule change between the
from interested persons.
Commission and any person, other than
I. Self-Regulatory Organization’s
those that may be withheld from the
Statement of the Terms of Substance of
public in accordance with the
the Proposed Rule Change
provisions of 5 U.S.C. 552, will be
The Exchange is proposing to extend
available for Web site viewing and
two pilot programs related to its Price
printing in the Commission’s Public
Improvement Mechanism (‘‘PIM’’). The
Reference Room, 100 F Street, NE.,
text of the proposed rule amendment is
Washington, DC 20549, on official
as follows, with proposed deletions in
business days between the hours of 10
[brackets], and proposed additions in
a.m. and 3 p.m. Copies of such filing
italics:
will also be available for inspection and
copying at the principal office of the
Rule 723. Price Improvement Mechanism for
Crossing Transactions
Exchange. All comments received will
be posted without change; the
*
*
*
*
*
Commission does not edit personal
Supplementary Material to Rule 723
identifying information from
.01–.02 No Change.
submissions. You should submit only
.03 Initially, and for at least a Pilot Period
information that you wish to make
expiring on July 18, 2011 [July 17, 2010],
there will be no minimum size requirements
available publicly. All submissions
should refer to File No. SR–Phlx–2010– for orders to be eligible for the Price
90 and should be submitted on or before Improvement Mechanism. During the Pilot
Period, the Exchange will submit certain
August 13, 2010.
data, periodically as required by the
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Florence E. Harmon,
Deputy Secretary.
Commission, to provide supporting evidence
that, among other things, there is meaningful
competition for all size orders within the
Price Improvement Mechanism, that there is
significant price improvement for all orders
executed through the Price Improvement
[FR Doc. 2010–18036 Filed 7–22–10; 8:45 am]
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6).
BILLING CODE 8011–01–P
2 17
14 17
CFR 200.30–3(a)(12).
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15:15 Jul 22, 2010
Jkt 220001
PO 00000
Frm 00085
Fmt 4703
Sfmt 4703
Mechanism, and that there is an active and
liquid market functioning on the Exchange
outside of the Price Improvement
Mechanism. Any data which is submitted to
the Commission will be provided on a
confidential basis.
.04 No Change.
.05 Paragraphs (c)(5), (d)(5) and (d)(6)
will be effective for a Pilot Period expiring
on July 18, 2011 [July 17, 2010]. During the
Pilot Period, the Exchange will submit
certain data relating to the frequency with
which the exposure period is terminated by
unrelated orders. Any data which is
submitted to the Commission will be
provided on a confidential basis.
.06–.07 No Change.
*
*
*
*
*
II. Self-Regulatory Organization’s
Statement of 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 Exchange currently has two pilot
programs related to its PIM.5 The
current pilot period provided in
paragraphs .03 and .05 of the
Supplementary Material to Rule 723 is
set to expire on July 17, 2010.6
5 See Securities Exchange Act Release Nos. 50819
(December 8, 2004), 69 FR 75093 (December 15,
2004) (Approving the PIM pilot (the ‘‘Approval
Order’’)); 52027 (July 13, 2005), 70 FR 41804 (July
20, 2005) Notice of Filing and Immediate
Effectiveness of Proposed Rule Change Relating to
a One-Year Pilot Extension for the Price
Improvement Mechanism); 54146 (July 14, 2006),
71 FR 41490 (July 21, 2006) (Notice of Filing and
Immediate Effectiveness of Proposed Rule Change
Relating to a One-Year Pilot Extension Until July
18, 2007 for the Price Improvement Mechanism);
56106 (July 19, 2007), 72 FR 40914 (July 25, 2007)
(Notice of Filing and Immediate Effectiveness of
Proposed Rule Change Relating to a One-Week
Extension for the Price Improvement Mechanism
Pilot Program); and[sic] 56156 (July 27, 2007), 72
FR 43305 (August 3, 2007) (Notice of Filing and
Immediate Effectiveness of Proposed Rule Change
Relating to an Extension for the Price Improvement
Mechanism Pilot Program); and 58197 (July 18,
2008), 73 FR 43810 (July 28, 2008) (Notice of Filing
and Immediate Effectiveness of Proposed Rule
Change Relating to the Extension of the Price
Improvement Mechanism Pilot Program).
6 See Securities Exchange Act Release No. 60333
(July 17, 2009), 74 FR 36792 (July 24, 2009) (Notice
Continued
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Agencies
[Federal Register Volume 75, Number 141 (Friday, July 23, 2010)]
[Notices]
[Pages 43219-43221]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-18036]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62518; File No. SR-Phlx-2010-90]
Self-Regulatory Organizations; NASDAQ OMX PHLX, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Complex Orders
July 16, 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 June 28, 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. 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 [sic] amend its Section II equity options
fees to: (i) Pay a $0.05 per contract side rebate to members for
certain Customer complex orders \3\; and (ii) assess a $0.05 fee to
Firms on the contra-side of a Customer complex order that have reached
the maximum on the Firm Related Equity Option Cap.
---------------------------------------------------------------------------
\3\ A complex order is a spread, straddle, combination, ratio or
collar order, all of which consist of more than one component,
priced like a single order at a net debit or credit based on the
prices of the individual components. See Exchange Rule 1080.08
Commentary .08(a)(i). In 2008, the Exchange automated the handling
of complex orders on its electronic trading platform for options,
PHLX XL. See Securities Exchange Act Release No. 58361 (August 14,
2008), 73 FR 49529 (August 21, 2008) (SR-Phlx-2008-50). Since that
time, the Exchange has enhanced its options trading platform, now
known as Phlx XL II. See Securities Exchange Act Release No. 59995
(May 28, 2009), 74 FR 26750 (June 3, 2009) (SR-Phlx-2009-32).
---------------------------------------------------------------------------
While changes to the Exchange's Fee Schedule pursuant to this
proposal are effective upon filing, the Exchange has designated this
proposal to be effective
[[Page 43220]]
for trades settling on or after July 1, 2010.
The text of the proposed rule change is available on Phlx's Web
site at https://www.nasdaqtrader.com, on the Commission's Web site at
https://www.sec.gov, at Phlx, and at the Commission's Public Reference
Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of, and basis for, the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to attract additional
complex order business, specifically by amending the equity options
fees to pay a $0.05 rebate per contract to members for Customer complex
orders in equity options that are electronically \4\ executed against a
non-Customer contra-side \5\ complex order or a non-Customer contra-
side individual order or quote. Currently, members are assessed the
equity options fees in Section II of the Fee Schedule for executing
Customer complex orders that are electronically executed against non-
Customer contra-side complex orders.\6\ Now, instead of assessing a fee
of $0.00 per contract, the Exchange is proposing to pay a $0.05 rebate.
Similarly, the Exchange also proposes to pay a $0.05 rebate to members
for Customer complex orders where the complex order is executed against
or ``legged'' against individual non-Customer contra-side orders or
quotes.
---------------------------------------------------------------------------
\4\ Complex Orders executed on the floor of the Exchange and not
electronically executed are not subject to the $0.05 per contract
rebate described in this proposal.
\5\ This would be a complex order that is contra to an order
from a specialist, Registered Options Trader (as defined in Exchange
Rule 1014(b)(i) and (ii)), Streaming Quote Trader (as defined in
Exchange Rule 1014(b)(ii)(A)), Remote Streaming Quote Specialist (as
defined in Exchange Rule 1014(b)((ii)(B)), Professional (as defined
in Exchange Rule 1000(b)(14)), Broker-Dealer or Firm. A complex
order strategy means any Complex Order involving any option series
which is priced at a net debit or credit (based on the relative
prices of each component). The Exchange will calculate both a bid
price and an offer price for each Complex Order Strategy based on
the current PBBO (as defined below) [sic] for each component of the
Complex Order and the bid/ask differential for each component. See
Exchange Rule 1080, Commentary .08(a)(ii).
\6\ The proposed rebate and fee do not apply to any of the
symbols listed in Section 1, titled ``Rebates for Adding and Fees
for Removing Liquidity in Select Symbols.''
---------------------------------------------------------------------------
The Exchange would continue to assess other market participants the
current equity options fees. The payment for order flow fees will
continue to apply to complex order transactions. The Exchange believes
that paying rebates for executing such Customer complex orders as
described herein will increase the volume of complex orders that are
executed on Phlx XL II.
The Exchange also proposes to assess a $0.05 per contract fee to
Firms that: (i) Are on the contra-side of a Customer complex order; and
(ii) have reached the maximum of the Firm Related Equity Option Cap.
Currently, the Exchange has in place a Firm Related Equity Option Cap
of $75,000. Firms are subject to this Firm Related Equity Option Cap
per member organization for equity option transactions, in the
aggregate, for one billing month.\7\ The Exchange believes that
assessing such a fee to Firms for transacting Customer complex orders,
once that Firm has reached the maximum of the Firm Related Equity
Option Cap, will help defray the cost of paying the $0.05 per contract
rebate to Customers. For example, when a Firm exceeds the $75,000 Firm
Related Equity Option Cap, a $0.05 per contract fee will be added to
the Firm Related Equity Option Cap, over those trades that were counted
in reaching the $75,000, when a Firm is contra to a Customer Complex
Order. The Exchange proposes to amend the current language in the Fee
Schedule, relating to equity option fees, concerning the Firm Related
Equity Option Cap, to reflect the proposal and also amend the language
to provide more clarity to the $75,000 cap.
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\7\ The exception to this is for orders of joint back-office
participants. The equity options transaction charges are waived for
firms executing facilitation orders pursuant to Exchange Rule 1064
when such members are trading in their own proprietary account.
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While changes to the Exchange's Fee Schedule pursuant to this
proposal are effective upon filing, the Exchange has designated this
proposal to be effective for trades settling on or after July 1, 2010.
2. Statutory Basis
The Exchange believes that its proposal to amend its Fee Schedule
is consistent with Section 6(b) of the Act \8\ in general, and furthers
the objectives of Section 6(b)(4) of the Act \9\ in particular, in that
it is an equitable allocation of reasonable fees and other charges
among Exchange members.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that paying a rebate to members for
electronically-delivered complex orders is equitable because it is
similar to rebates currently being paid by the International Stock
Exchange LLC (``ISE'') for select symbols.\10\ By offering the $0.05
per contract rebate, the Exchange hopes to encourage more customer
complex orders to be executed via Phlx XL. The $0.05 per contract
rebate is reasonable because it is similar to rebates paid by other
exchanges for customer orders.\11\
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\10\ See ISE's Schedule of Fees.
\11\ See Securities Exchange Release Act. 59478 (February 27,
2009), 74 FR 9857 (March 6, 2009) (SR-NYSEALTR-2009-19).
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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) of the Act \12\ and Rule 19b-4(f)(2) \13\ 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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\12\ 15 U.S.C. 78s(b)(3).
\13\ 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:
[[Page 43221]]
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-2010-90 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-2010-90. 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 will also 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 No. SR-Phlx-2010-90 and should be
submitted on or before August 13, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-18036 Filed 7-22-10; 8:45 am]
BILLING CODE 8011-01-P