Self-Regulatory Organizations; NASDAQ OMX PHLX, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Floor Broker Responsibilities, 63876-63878 [2010-26130]
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63876
Federal Register / Vol. 75, No. 200 / Monday, October 18, 2010 / Notices
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Commission also notes that the
Exchange will obtain a representation
from the Fund that the NAV per Share
will be calculated daily and that the
NAV and the Disclosed Portfolio will be
made available to all market
participants at the same time.14
Additionally, if it becomes aware that
the NAV or the Disclosed Portfolio is
not disseminated to all market
participants at the same time, the
Exchange will halt trading in the Shares
until such information is available to all
market participants. Further, if the PIV
is not being disseminated as required,
the Exchange may halt trading during
the day in which the interruption
occurs; if the interruption persists past
the day in which it occurred, the
Exchange will halt trading no later than
the beginning of the trading day
following the interruption.15 Finally,
the Commission notes that the
Reporting Authority that provides the
Disclosed Portfolio must implement and
maintain, or be subject to, procedures
designed to prevent the use and
dissemination of material non-public
information regarding the actual
components of the portfolio.16
The Exchange has represented that
the Shares are equity securities subject
to the Exchange’s rules governing the
trading of equity securities. In support
of this proposal, the Exchange has made
representations, including:
(1) The Shares will conform to the
initial and continued listing criteria
under NYSE Arca Equities Rule 8.600.
(2) The Exchange’s surveillance
procedures are adequate to properly
monitor Exchange trading of the Shares
in all trading sessions and to deter and
detect violations of Exchange rules and
applicable federal securities laws.
(3) Prior to the commencement of
trading, the Exchange will inform its
ETP Holders in an Information Bulletin
of the special characteristics and risks
associated with trading the Shares.
Specifically, the Information Bulletin
will discuss the following: (a) The
procedures for purchases and
redemptions of Shares and that Shares
decisions on the Fund’s portfolio composition must
be subject to procedures designed to prevent the use
and dissemination of material non-public
information regarding the portfolio.
14 See NYSE Arca Equities Rule 8.600(d)(1)(B).
15 See NYSE Arca Equities Rule 8.600(d)(2)(D).
Trading in the Shares may also be halted because
of market conditions or for reasons that, in the view
of the Exchange, make trading in the Shares
inadvisable. These may include: (1) The extent to
which trading is not occurring in the securities
comprising the Disclosed Portfolio and/or the
financial instruments of the Fund; or (2) whether
other unusual conditions or circumstances
detrimental to the maintenance of a fair and orderly
market are present.
16 See NYSE Arca Equities Rule 8.600(d)(2)(B)(ii).
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are not individually redeemable; (b)
NYSE Arca Equities Rule 9.2(a), which
imposes a duty of due diligence on its
ETP Holders to learn the essential facts
relating to every customer prior to
trading the Shares; (c) the risks involved
in trading the Shares during the
Opening and Late Trading Sessions
when an updated PIV will not be
calculated or publicly disseminated; (d)
how information regarding the PIV is
disseminated; (e) the requirement that
ETP Holders deliver a prospectus to
investors purchasing newly issued
Shares prior to or concurrently with the
confirmation of a transaction; and (f)
trading information.
(4) The Fund will be in compliance
with Rule 10A–3 under the Act.17
(5) Except for Underlying ETFs that
may hold non-U.S. issues, the Fund will
not otherwise invest in non-U.S. issues.
In addition, the Commission notes
that it has not received any comments
regarding the proposed rule change.
For the forgoing reasons, the
Commission believes that the
Exchange’s proposal to list and trade the
Shares is consistent with the Act. This
order is based on the Exchange’s
representations.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,18 that the
proposed rule change (SR–NYSEArca–
2010–79) be, and it hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–26132 Filed 10–15–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–63071; File No. SR–Phlx–
2010–139]
Self-Regulatory Organizations;
NASDAQ OMX PHLX, Inc.; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Floor Broker Responsibilities
October 8, 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 October
5, 2010, NASDAQ OMX PHLX, Inc.
17 17
CFR 240.10A–3.
U.S.C. 78s(b)(2).
19 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
18 15
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(‘‘Phlx’’ or the ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(the ‘‘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 to amend
Exchange Rule 1063, Responsibility of
Floor Brokers, and Option Floor
Procedure Advice (‘‘OFPA’’) C–2,
Options Floor Broker Management
System: to: (i) Require floor brokers to
enter specific identifying information on
their orders; and (ii) amend the current
language applicable to the entry of
clearing information by floor brokers.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.nasdaqtrader.com/
micro.aspx?id=PHLXRulefilings, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of those
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 parts 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 require floor brokers to
enter certain identifying information on
their orders to enhance the Exchange’s
audit trail to provide more specificity in
identifying a market participant’s
executing order. The Exchange is
proposing to require floor brokers 3 to
3 An Options Floor Broker (‘‘Floor Broker’’) is an
individual who is registered with the Exchange for
the purpose, while on the Options Floor, of
accepting and executing options orders received
from members and member organizations. An
Options Floor Broker shall not accept an order from
any other source unless he is the nominee of a
member organization qualified to transact business
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enter certain alpha/numeric identifying
information in addition to their own
account number.
Currently, floor brokers enter their
own alpha/numeric identification
information,4 assigned by the Exchange,
on the Options Floor Broker
Management System,5 for each order
they receive and represent in the trading
crowd.6 Similarly, Advice F–1 requires
ROTs to enter their complete alpha/
numeric identification assigned by the
Exchange on the FBMS for each order
they receive in the trading crowd. The
Exchange is proposing to amend
Exchange Rule 1063 and Option Floor
Procedure Advice C–2 to require Floor
Brokers to enter alpha/numeric
identification for all orders entered on
behalf of ROTs,7 not just for orders they
receive and represent themselves in a
trading crowd.
Additionally, the Exchange is
proposing to amend the timeframe
within which floor brokers enter certain
clearing information into the FBMS.
Currently, a floor broker is required to
contemporaneously upon receipt of an
order and prior to the representation of
such an order record the following
specific information with respect to
orders represented by a floor broker into
FBMS: (i) The order type (i.e., customer,
firm, broker-dealer, professional); (ii)
the option symbol; (iii) buy, sell, cross
or cancel; (iv) call, put, complex (i.e.,
spread, straddle), or contingency order
as described in Rule 1066; (v) number
of contracts; (vi) limit price or market
order or, in the case of a complex order,
net debit or credit, if applicable; (vii)
whether the transaction is to open or
with the public in which event he may accept
orders from public customers of the organization.
See Exchange Rule 1060.
4 This is an identifying letter that is assigned by
the Exchange that follows the account number and
identifies a Registered Options Trader (‘‘ROT’’). A
Registered Options Trader may have more than one
alpha/numeric.
5 The Options Floor Broker Management System
(‘‘FBMS’’) is a component of the Exchange’s system
designed to enable Floor Brokers and/or their
employees to enter, route and report transactions
stemming from options orders received on the
Exchange. The FBMS also is designed to establish
an electronic audit trail for options orders
represented and executed by Floor Brokers on the
Exchange, such that the audit trial provides an
accurate, time-sequenced record of electronic and
other orders, quotations and transactions on the
Exchange, beginning with the receipt of an order by
the Exchange, and further documenting the life of
the order through the process of execution, partial
execution, or cancellation of that order.
6 See Option Floor Procedure Advice F–1 titled
Use of Identification Letters and Numbers.
Specialists and ROTs are also required to comply
with F–1 in addition to Floor Brokers.
7 A ROT includes a Streaming Quote Trader
(‘‘SQT’’), a Remote Streaming Quote Trader
(‘‘RSQT’’) and a Non-SQT, which by definition is
neither a SQT or a RSQT. See Exchange Rule 1014
(b)(i) and (ii).
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close a position; and (viii) The Options
Clearing Corporation (‘‘OCC’’) clearing
number of the broker-dealer that
submitted the order (collectively, the
‘‘required information’’).8
In addition, floor brokers or their
employees are required to enter clearing
information onto the FBMS no later
than five minutes after the execution of
the trade. The clearing information,
which is the contra-side clearing
information, is not required to be
entered pursuant to COATS.9 Rather,
this information facilitates the
identification of the trade for clearing.10
The Exchange proposes to amend the
current language to state any additional
information with respect to the order
shall be inputted into the Exchange’s
systems contemporaneously upon
receipt, which may occur after the
representation and execution of the
order.11
The Exchange believes this
amendment to the time, from a five
minute timer to a ‘‘upon receipt’’
requirement, is necessary to allow floor
brokers to enter the requisite clearing
information. Currently, certain types of
trades that are handled in a trading
crowd are being entered upon receipt
and prior to the expiration of the five
minute timer without incident. Other
types of transactions which are received
by a floor broker from an upstairs firm 12
8 The required information complies with the
Consolidated Options Audit Trail System
(‘‘COATS’’) requirements. COATS effectively
enhances intermarket options surveillance by
enabling the options exchanges to reconstruct the
market promptly to effectively surveil certain rules.
Through its participation in the Intermarket
Surveillance Group (‘‘ISG’’), the Exchange shares
information and coordinates inquiries and
investigations with other exchanges designed to
address potential intermarket manipulation and
trading abuses. The Exchange’s participation in ISG
helps it to satisfy the Exchange Act requirement
that it have coordinated surveillance with markets
on which security futures are traded and markets
on which any security underlying security futures
are traded to detect manipulation and insider
trading. ISG is an industry organization formed in
1983 to coordinate intermarket surveillance among
the SROs by cooperatively sharing regulatory
information pursuant to a written agreement
between the parties. The goal of the ISG’s
information sharing is to coordinate regulatory
efforts to address potential intermarket trading
abuses and manipulations.
9 This COATS requirement is not to be confused
with the requirement to submit the clearing
information of the Broker-Dealer that submitted the
order.
10 Such clearing information includes the account
number(s) of each contra-side participant to the
floor broker’s trade in the crowd and the number
of contracts bought or sold. This information would
be immediately reported to the clearing firm of each
crowd participant involved in the trade.
11 See Chicago Board Options Exchange, Inc.
(‘‘CBOE’’) Rule 6.24(a)(2) which contains similar
language.
12 An ‘‘upstairs firm’’ is a broker-dealer, not
located on the trading floor that submits an order
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63877
which may involve Prime Brokerage 13
relationships may require additional
time, beyond five minutes, because the
clearing information may not be readily
ascertainable. Likewise, complex orders
with multiple legs can take longer than
five minutes to input into the FBMS
system simply because of the quantity of
information that is required to be
entered. The Exchange believes that
upon receipt means as soon as that
clearing information becomes available
to a floor broker. That timeframe must
be reasonable and will be monitored by
the Exchange’s surveillance staff to
ensure such timing is not unreasonable.
The Exchange believes that this
modification to the rules will prevent a
large number of change orders from
floor brokers who are concerned with
meeting the current five minute timer
and enter information which is later
found out to be inaccurate and a change
order is required. With the more
reasonable timeframe, a floor broker
may properly enter the information the
first time. Also, the additional flexibility
will allow floor brokers with complex
orders to comply with Exchange rules.
Today, even if a floor broker begins to
enter the clearing information for a
complex order immediately after the
trade was executed, they may run afoul
of the five minute timer simply because
the information is too large in volume
to physically input within five minutes.
This amendment would alleviate these
concerns. The Exchange does not
anticipate a change in behavior for the
remainder of the floor brokers who are
currently able to enter the clearing
information promptly upon execution
and do so today.
The Exchange previously amended its
rules to add the five minute timer
because once the clearing information is
reported crowd participants involved in
the trade would receive a position
update enabling them to know their
respective positions on a real-time basis
and to make appropriate informed and
timely hedging transactional decisions.
The Exchange believes that this
language will continue to enable to
allow Specialists and ROTs, in
particular, to receive such position
updates going forward. Additionally,
FBMS technology provided to floor
brokers offers them an efficient means to
enter clearing information for trade
participants contemporaneously upon
to a floor broker for execution. The floor brokers
typically are not affiliated with the ‘‘upstairs firms’’.
13 Prime Brokerage is a mechanism for centralized
securities clearing at one facility which allows
multiple execution arrangements. A customer who
has a Prime Brokerage account may have accounts
with multiple firms used for executing trades.
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Federal Register / Vol. 75, No. 200 / Monday, October 18, 2010 / Notices
receipt. This technology was not
previously available.
The Exchange proposes this
amendment to both Exchange Rule 1063
as well as OFPA C–2, which is part of
the minor rule plan.14
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 15 in general, and furthers the
objectives of Section 6(b)(5) of the Act 16
in particular, in that it is designed to
promote just and equitable principles of
trade, to remove impediments to and
perfect the mechanism of a free and
open market and a national market
system, and, in general to protect
investors and the public interest, by
requiring a floor broker to enter more
specific information to identify trades.
This proposal would enhance the
Exchange’s audit trail.
Further, the Exchange believes that
amending the language concerning
clearing information related to the
contra-side of the trade to require the
information to be entered into FBMS
contemporaneously upon receipt on the
Exchange is consistent with the
language of other exchanges and still
allows for the timely entry of
information for clearing purposes.
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.
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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
Because the foregoing proposed rule
change: (i) Does not significantly affect
the protection of investors or the public
interest; (ii) does not impose any
significant burden on competition; and
(iii) by its terms, does not become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, if
consistent with the protection of
14 The
Exchange’s minor rule plan consists of
options floor procedure advices (‘‘OFPAs’’ or
‘‘Advices’’) with preset fines, pursuant to Rule 19d–
1(c) under the Act. 17 CFR 240.19d–1(c). Most
OFPAs have corresponding options rules.
15 15 U.S.C. 78f(b).
16 15 U.S.C. 78f(b)(5).
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investors and the public interest, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 17 and Rule 19b–
4(f)(6) thereunder.18
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend 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. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–Phlx–2010–139 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–2010–139. 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
17 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the self-regulatory organization
to submit to the Commission written notice of its
intent to file the proposed rule change, along with
a brief description and text of the proposed rule
change, at least five business days prior to the date
of filing of the proposed rule change, or such
shorter time as designated by the Commission. The
Exchange has satisfied this requirement.
18 17
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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–Phlx–
2010–139 and should be submitted on
or before November 8, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–26130 Filed 10–15–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–63082; File No. SR–Phlx–
2010–130]
Self-Regulatory Organizations; SelfRegulatory Organizations; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change by NASDAQ
OMX PHLX LLC Relating to PIXL Fees
October 13, 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
September 29, 2010, NASDAQ OMX
PHLX LLC (‘‘Phlx’’ or the ‘‘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 to amend its
Fee Schedule to add pricing applicable
to members utilizing the Exchange’s
19 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Agencies
[Federal Register Volume 75, Number 200 (Monday, October 18, 2010)]
[Notices]
[Pages 63876-63878]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-26130]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-63071; File No. SR-Phlx-2010-139]
Self-Regulatory Organizations; NASDAQ OMX PHLX, Inc.; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Floor Broker Responsibilities
October 8, 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 October 5, 2010, NASDAQ OMX PHLX, Inc. (``Phlx'' or the
``Exchange'') filed with the Securities and Exchange Commission (the
``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Exchange Rule 1063, Responsibility
of Floor Brokers, and Option Floor Procedure Advice (``OFPA'') C-2,
Options Floor Broker Management System: to: (i) Require floor brokers
to enter specific identifying information on their orders; and (ii)
amend the current language applicable to the entry of clearing
information by floor brokers.
The text of the proposed rule change is available on the Exchange's
Web site at https://www.nasdaqtrader.com/micro.aspx?id=PHLXRulefilings,
at the principal office of the Exchange, and at the Commission's Public
Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of, and basis for, the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of those 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 parts 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 require floor brokers
to enter certain identifying information on their orders to enhance the
Exchange's audit trail to provide more specificity in identifying a
market participant's executing order. The Exchange is proposing to
require floor brokers \3\ to
[[Page 63877]]
enter certain alpha/numeric identifying information in addition to
their own account number.
---------------------------------------------------------------------------
\3\ An Options Floor Broker (``Floor Broker'') is an individual
who is registered with the Exchange for the purpose, while on the
Options Floor, of accepting and executing options orders received
from members and member organizations. An Options Floor Broker shall
not accept an order from any other source unless he is the nominee
of a member organization qualified to transact business with the
public in which event he may accept orders from public customers of
the organization. See Exchange Rule 1060.
---------------------------------------------------------------------------
Currently, floor brokers enter their own alpha/numeric
identification information,\4\ assigned by the Exchange, on the Options
Floor Broker Management System,\5\ for each order they receive and
represent in the trading crowd.\6\ Similarly, Advice F-1 requires ROTs
to enter their complete alpha/numeric identification assigned by the
Exchange on the FBMS for each order they receive in the trading crowd.
The Exchange is proposing to amend Exchange Rule 1063 and Option Floor
Procedure Advice C-2 to require Floor Brokers to enter alpha/numeric
identification for all orders entered on behalf of ROTs,\7\ not just
for orders they receive and represent themselves in a trading crowd.
---------------------------------------------------------------------------
\4\ This is an identifying letter that is assigned by the
Exchange that follows the account number and identifies a Registered
Options Trader (``ROT''). A Registered Options Trader may have more
than one alpha/numeric.
\5\ The Options Floor Broker Management System (``FBMS'') is a
component of the Exchange's system designed to enable Floor Brokers
and/or their employees to enter, route and report transactions
stemming from options orders received on the Exchange. The FBMS also
is designed to establish an electronic audit trail for options
orders represented and executed by Floor Brokers on the Exchange,
such that the audit trial provides an accurate, time-sequenced
record of electronic and other orders, quotations and transactions
on the Exchange, beginning with the receipt of an order by the
Exchange, and further documenting the life of the order through the
process of execution, partial execution, or cancellation of that
order.
\6\ See Option Floor Procedure Advice F-1 titled Use of
Identification Letters and Numbers. Specialists and ROTs are also
required to comply with F-1 in addition to Floor Brokers.
\7\ A ROT includes a Streaming Quote Trader (``SQT''), a Remote
Streaming Quote Trader (``RSQT'') and a Non-SQT, which by definition
is neither a SQT or a RSQT. See Exchange Rule 1014 (b)(i) and (ii).
---------------------------------------------------------------------------
Additionally, the Exchange is proposing to amend the timeframe
within which floor brokers enter certain clearing information into the
FBMS. Currently, a floor broker is required to contemporaneously upon
receipt of an order and prior to the representation of such an order
record the following specific information with respect to orders
represented by a floor broker into FBMS: (i) The order type (i.e.,
customer, firm, broker-dealer, professional); (ii) the option symbol;
(iii) buy, sell, cross or cancel; (iv) call, put, complex (i.e.,
spread, straddle), or contingency order as described in Rule 1066; (v)
number of contracts; (vi) limit price or market order or, in the case
of a complex order, net debit or credit, if applicable; (vii) whether
the transaction is to open or close a position; and (viii) The Options
Clearing Corporation (``OCC'') clearing number of the broker-dealer
that submitted the order (collectively, the ``required
information'').\8\
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\8\ The required information complies with the Consolidated
Options Audit Trail System (``COATS'') requirements. COATS
effectively enhances intermarket options surveillance by enabling
the options exchanges to reconstruct the market promptly to
effectively surveil certain rules. Through its participation in the
Intermarket Surveillance Group (``ISG''), the Exchange shares
information and coordinates inquiries and investigations with other
exchanges designed to address potential intermarket manipulation and
trading abuses. The Exchange's participation in ISG helps it to
satisfy the Exchange Act requirement that it have coordinated
surveillance with markets on which security futures are traded and
markets on which any security underlying security futures are traded
to detect manipulation and insider trading. ISG is an industry
organization formed in 1983 to coordinate intermarket surveillance
among the SROs by cooperatively sharing regulatory information
pursuant to a written agreement between the parties. The goal of the
ISG's information sharing is to coordinate regulatory efforts to
address potential intermarket trading abuses and manipulations.
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In addition, floor brokers or their employees are required to enter
clearing information onto the FBMS no later than five minutes after the
execution of the trade. The clearing information, which is the contra-
side clearing information, is not required to be entered pursuant to
COATS.\9\ Rather, this information facilitates the identification of
the trade for clearing.\10\ The Exchange proposes to amend the current
language to state any additional information with respect to the order
shall be inputted into the Exchange's systems contemporaneously upon
receipt, which may occur after the representation and execution of the
order.\11\
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\9\ This COATS requirement is not to be confused with the
requirement to submit the clearing information of the Broker-Dealer
that submitted the order.
\10\ Such clearing information includes the account number(s) of
each contra-side participant to the floor broker's trade in the
crowd and the number of contracts bought or sold. This information
would be immediately reported to the clearing firm of each crowd
participant involved in the trade.
\11\ See Chicago Board Options Exchange, Inc. (``CBOE'') Rule
6.24(a)(2) which contains similar language.
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The Exchange believes this amendment to the time, from a five
minute timer to a ``upon receipt'' requirement, is necessary to allow
floor brokers to enter the requisite clearing information. Currently,
certain types of trades that are handled in a trading crowd are being
entered upon receipt and prior to the expiration of the five minute
timer without incident. Other types of transactions which are received
by a floor broker from an upstairs firm \12\ which may involve Prime
Brokerage \13\ relationships may require additional time, beyond five
minutes, because the clearing information may not be readily
ascertainable. Likewise, complex orders with multiple legs can take
longer than five minutes to input into the FBMS system simply because
of the quantity of information that is required to be entered. The
Exchange believes that upon receipt means as soon as that clearing
information becomes available to a floor broker. That timeframe must be
reasonable and will be monitored by the Exchange's surveillance staff
to ensure such timing is not unreasonable.
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\12\ An ``upstairs firm'' is a broker-dealer, not located on the
trading floor that submits an order to a floor broker for execution.
The floor brokers typically are not affiliated with the ``upstairs
firms''.
\13\ Prime Brokerage is a mechanism for centralized securities
clearing at one facility which allows multiple execution
arrangements. A customer who has a Prime Brokerage account may have
accounts with multiple firms used for executing trades.
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The Exchange believes that this modification to the rules will
prevent a large number of change orders from floor brokers who are
concerned with meeting the current five minute timer and enter
information which is later found out to be inaccurate and a change
order is required. With the more reasonable timeframe, a floor broker
may properly enter the information the first time. Also, the additional
flexibility will allow floor brokers with complex orders to comply with
Exchange rules. Today, even if a floor broker begins to enter the
clearing information for a complex order immediately after the trade
was executed, they may run afoul of the five minute timer simply
because the information is too large in volume to physically input
within five minutes. This amendment would alleviate these concerns. The
Exchange does not anticipate a change in behavior for the remainder of
the floor brokers who are currently able to enter the clearing
information promptly upon execution and do so today.
The Exchange previously amended its rules to add the five minute
timer because once the clearing information is reported crowd
participants involved in the trade would receive a position update
enabling them to know their respective positions on a real-time basis
and to make appropriate informed and timely hedging transactional
decisions. The Exchange believes that this language will continue to
enable to allow Specialists and ROTs, in particular, to receive such
position updates going forward. Additionally, FBMS technology provided
to floor brokers offers them an efficient means to enter clearing
information for trade participants contemporaneously upon
[[Page 63878]]
receipt. This technology was not previously available.
The Exchange proposes this amendment to both Exchange Rule 1063 as
well as OFPA C-2, which is part of the minor rule plan.\14\
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\14\ The Exchange's minor rule plan consists of options floor
procedure advices (``OFPAs'' or ``Advices'') with preset fines,
pursuant to Rule 19d-1(c) under the Act. 17 CFR 240.19d-1(c). Most
OFPAs have corresponding options rules.
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2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \15\ in general, and furthers the objectives of Section
6(b)(5) of the Act \16\ in particular, in that it is designed to
promote just and equitable principles of trade, to remove impediments
to and perfect the mechanism of a free and open market and a national
market system, and, in general to protect investors and the public
interest, by requiring a floor broker to enter more specific
information to identify trades. This proposal would enhance the
Exchange's audit trail.
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\15\ 15 U.S.C. 78f(b).
\16\ 15 U.S.C. 78f(b)(5).
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Further, the Exchange believes that amending the language
concerning clearing information related to the contra-side of the trade
to require the information to be entered into FBMS contemporaneously
upon receipt on the Exchange is consistent with the language of other
exchanges and still allows for the timely entry of information for
clearing purposes.
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
Because the foregoing proposed rule change: (i) Does not
significantly affect the protection of investors or the public
interest; (ii) does not impose any significant burden on competition;
and (iii) by its terms, does not become operative for 30 days from the
date on which it was filed, or such shorter time as the Commission may
designate, if consistent with the protection of investors and the
public interest, it has become effective pursuant to Section
19(b)(3)(A) of the Act \17\ and Rule 19b-4(f)(6) thereunder.\18\
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\17\ 15 U.S.C. 78s(b)(3)(A).
\18\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires the self-regulatory organization to submit to the
Commission written notice of its intent to file the proposed rule
change, along with a brief description and text of the proposed rule
change, at least five business days prior to the date of filing of
the proposed rule change, or such shorter time as designated by the
Commission. The Exchange has satisfied this requirement.
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend 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. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-Phlx-2010-139 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-2010-139. 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 available publicly. All
submissions should refer to File Number SR-Phlx-2010-139 and should be
submitted on or before November 8, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
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\19\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-26130 Filed 10-15-10; 8:45 am]
BILLING CODE 8011-01-P