Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Qualified Contingent Cross Transaction Fees, 40417-40419 [2011-17120]
Download as PDF
Federal Register / Vol. 76, No. 131 / Friday, July 8, 2011 / Notices
Electronic Comments
disclosure documents also apply to
trading in Alpha Index options.
Exchange Rules Applicable
All other Exchange rules applicable to
Alpha Options will also apply to the
Alpha Options proposed herein.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 10 in general, and furthers the
objectives of Section 6(b)(5) of the Act 11
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
making available additional options for
investors. In particular, the listing of the
proposed new Alpha Index options will
present investors with new investment
alternatives.
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.
mstockstill on DSK4VPTVN1PROD with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period
up to 90 days (i) as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or (ii) as to which
the self-regulatory organization
consents, the Commission will:
(A) By order approve or disapprove
such proposed rule change, or
(B) Institute proceedings to determine
whether the proposed rule change
should be 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:
10 15
11 15
• 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–2011–89 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.
17:52 Jul 07, 2011
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Cathy H. Ahn,
Deputy Secretary.
[FR Doc. 2011–17119 Filed 7–7–11; 8:45 am]
BILLING CODE 8011–01–P
12 17
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–64790; File No. SR–Phlx–
2011–84]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Qualified Contingent Cross
Transaction Fees
July 1, 2011.
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 24,
2011, NASDAQ OMX PHLX LLC
All submissions should refer to File
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Number SR–Phlx–2011–89. This file
Securities and Exchange Commission
number should be included on the
subject line if e-mail is used. To help the (‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
Commission process and review your
and III below, which Items have been
comments more efficiently, please use
only one method. The Commission will prepared by the Exchange. The
post all comments on the Commission’s Commission is publishing this notice to
solicit comments on the proposed rule
Internet Web site (https://www.sec.gov/
change from interested persons.
rules/sro.shtml). Copies of the
I. Self-Regulatory Organization’s
submission, all subsequent
Statement of the Terms of Substance of
amendments, all written statements
the Proposed Rule Change
with respect to the proposed rule
change that are filed with the
The Exchange proposes to amend its
Commission, and all written
Fee Schedule to adopt fees applicable to
communications relating to the
a Floor Qualified Contingent Cross order
proposed rule change between the
(‘‘Floor QCC Order’’) for execution in
Commission and any person, other than the Phlx XL II System.3
those that may be withheld from the
The text of the proposed rule change
public in accordance with the
is available on the Exchange’s Web site
at https://nasdaqtrader.com/
provisions of 5 U.S.C. 552, will be
micro.aspx?id=PHLXRulefilings, at the
available for Web site viewing and
principal office of the Exchange, at the
printing in the Commission’s Public
Commission’s Public Reference Room,
Reference Room, 100 F Street, NE.,
and on the Commission’s Web site at
Washington, DC 20549, on official
https://www.sec.gov.
business days between the hours of 10
a.m. and 3 p.m. Copies of the filing also II. Self-Regulatory Organization’s
will be available for inspection and
Statement of the Purpose of, and
copying at the principal office of the
Statutory Basis for, the Proposed Rule
Exchange. All comments received will
Change
be posted without change; the
In its filing with the Commission, the
Commission does not edit personal
Exchange included statements
identifying information from
concerning the purpose of and basis for
submissions. You should submit only
the proposed rule change and discussed
information that you wish to make
any comments it received on the
available publicly. All submissions
proposed rule change. The text of these
should refer to File Number SR–Phlx–
1 15 U.S.C. 78s(b)(1).
2011–89 and should be submitted on or
2 17 CFR 240.19b–4.
before July 29, 2011.
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
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40417
PO 00000
CFR 200.30–3(a)(12).
Frm 00096
Fmt 4703
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3 A Floor QCC Order must: (i) Be for at least 1,000
contracts, (ii) meet the six requirements of Rule
1080(o)(3) which are modeled on the QCT
Exemption, (iii) be executed at a price at or between
the National Best Bid and Offer (‘‘NBBO’’); and (iv)
be rejected if a Customer order is resting on the
Exchange book at the same price. In order to satisfy
the 1,000-contract requirement, a Floor QCC Order
must be for 1,000 contracts and could not be, for
example, two 500-contract orders or two 500contract legs. See Rule 1064(e). See also Securities
Exchange Act Release No. 64688 (June 16, 2011)
(SR–Phlx–2011–56).
E:\FR\FM\08JYN1.SGM
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40418
Federal Register / Vol. 76, No. 131 / Friday, July 8, 2011 / Notices
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
mstockstill on DSK4VPTVN1PROD with NOTICES
The purpose of the proposed rule
change is to amend Sections I and II, of
the Exchange’s Fee Schedule, entitled
‘‘Rebates and Fees for Adding and
Removing Liquidity in Select
Symbols’’ 4 and ‘‘Equity Options Fees’’ 5
to indicate that Qualified Contingent
Cross Transaction Fees (‘‘QCC
Transaction Fees’’) apply to both
electronic Qualified Contingent Cross
orders (‘‘QCC Orders’’) 6 and Floor QCC
Orders, which are orders that are
electronically entered by a Floor
Broker 7 on the floor of the Exchange
using the Floor Broker Management
System (‘‘FBMS’’).8 The Exchange
currently assesses QCC Transaction Fees
on QCC Orders (electronic).9 The
Exchange is proposing to assess the
4 Section I fees and rebates are applicable to
certain select symbols which are defined in Section
I (‘‘Select Symbols’’).
5 Section II includes options overlying equities,
ETFs, ETNs, indexes and HOLDRS which are
Multiply Listed.
6 A QCC Order is comprised of an order to buy
or sell at least 1,000 contracts that is identified as
being part of a qualified contingent trade, as that
term is defined in Rule 1080(o)(3), coupled with a
contra-side order to buy or sell an equal number of
contracts. The QCC Order must be executed at a
price at or between the National Best Bid and Offer
and be rejected if a Customer order is resting on the
Exchange book at the same price. A QCC Order
shall only be submitted electronically from off the
floor to the PHLX XL II System. See Rule 1080(o).
See also Securities Exchange Act Release No. 64249
(April 7, 2011), 76 FR 20773 (April 13, 2011) (SR–
Phlx–2011–47) (a rule change to establish a QCC
Order to facilitate the execution of stock/option
Qualified Contingent Trades (‘‘QCTs’’) that satisfy
the requirements of the trade through exemption in
connection with Rule 611(d) of the Regulation
NMS).
7 Floor QCC Orders must include data reflecting
the number of shares of stock sold/purchased in the
stock leg of the QCT trade. Floor QCC Orders
lacking this data will be rejected by the Exchange
system.
8 Once entered into the FBMS by a Floor Broker,
the execution will be executed electronically. Only
Floor Brokers will be permitted to enter Floor QCC
Orders. See Exchange Rule 1064. Exchange Rule
1064(e)(2) prohibits Options Floor Brokers from
entering Floor QCC Orders for their own accounts,
the account of an associated person, or an account
with respect to which it or an associated person
thereof exercises investment discretion.
9 See Securities Exchange Act Release No. 64520
(May 19, 2011), 76 FR 30223 (May 24, 2011) (SR–
Phlx–2011–66).
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17:52 Jul 07, 2011
Jkt 223001
same QCC Transaction Fees on Floor
QCC Orders.
There are currently several categories
of market participants: Customers,
Directed Participants,10 Specialists,11
Registered Options Traders,12 SQTs,13
RSQTs,14 Broker-Dealers, Firms and
Professional.15 The Exchange currently
assesses Directed Participants,
Specialists, ROTs, SQTs, RSQTs,
Broker-Dealers, Firms and Professionals
a $0.20 per contract QCC Transaction
Fee for QCC Orders (electronic) in both
Select Symbols 16 (Section I of the
Exchange’s Fee Schedule) and Multiply
Listed Option Symbols (Section II of the
Exchange’s Fee Schedule). Customers
are not assessed a QCC Transaction Fee.
The QCC Transaction Fees are subject to
the Firm Related Equity Option Cap and
the Monthly Cap. The Firm Related
Equity Option Cap is currently
$75,000.17 ROTs and Specialists are
10 A Directed Participant is a Specialist,
Streaming Quote Trader (‘‘SQT’’), or Remote
Streaming Quote Trader (‘‘RSQT’’) that receives a
Directed Order that is directed to them by an Order
Flow Provider. See Exchange Rule 1080(l).
11 A Specialist is an Exchange member who is
registered as an options specialist pursuant to Rule
1020(a).
12 A Registered Options Trader (‘‘ROT’’) includes
a SQT, a RSQT and a Non-SQT ROT, which by
definition is neither a SQT or a RSQT. A ROT is
defined in Exchange Rule 1014(b) as a regular
member or a foreign currency options participant of
the Exchange located on the trading floor who has
received permission from the Exchange to trade in
options for his own account. See Exchange Rule
1014(b)(i) and (ii).
13 An SQT is defined in Exchange Rule
1014(b)(ii)(A) as an ROT who has received
permission from the Exchange to generate and
submit option quotations electronically in options
to which such SQT is assigned.
14 An RSQT is [sic] defined Exchange Rule in [sic]
1014(b)(ii)(B) as an ROT that is a member or
member organization with no physical trading floor
presence who has received permission from the
Exchange to generate and submit option quotations
electronically in options to which such RSQT has
been assigned. An RSQT may only submit such
quotations electronically from off the floor of the
Exchange.
15 The Exchange defines a ‘‘professional’’ as any
person or entity that (i) is not a broker or dealer in
securities, and (ii) places more than 390 orders in
listed options per day on average during a calendar
month for its own beneficial account(s) (hereinafter
‘‘Professional’’).
16 Select Symbols are defined in Section I of the
Exchange’s Fee Schedule.
17 Firm equity option transaction charges, in the
aggregate, for one billing month will not exceed the
Firm Related Equity Option Cap per member
organization when such members are trading in
their own proprietary account. The Firm equity
options transaction charges will be waived for
members executing facilitation orders pursuant to
Exchange Rule 1064 when such members are
trading in their own proprietary account. Firms that
(i) are on the contra-side of an electronicallydelivered and executed Customer complex order;
and (ii) have reached the Firm Related Equity
Option Cap will be assessed a $0.05 per contract
fee. See Securities Exchange Act Release No. 63780
(January 26, 2011), 76 FR 5846 (February 2, 2011)
(SR–Phlx–2011–07).
PO 00000
Frm 00097
Fmt 4703
Sfmt 4703
currently subject to a Monthly Cap of
$550,000.18
2. Statutory Basis
The Exchange believes that its
proposal to amend its Fee Schedule is
consistent with Section 6(b) of the Act 19
in general, and furthers the objectives of
Section 6(b)(4) of the Act 20 in
particular, in that it is an equitable
allocation of reasonable fees and other
charges among Exchange members.
The Exchange believes that the
proposed fees for Floor QCC Orders are
equitable because the QCC Transaction
Fees which would apply to Floor QCC
Orders are currently applied to QCC
Orders (electronic) today. For this
reason, the Exchange believes that it is
equitable to assess QCC Orders
(electronic) and Floor QCC Orders the
same rates.
Additionally, the Exchange believes
that QCC Transaction Fees proposed to
be applied to Floor QCC Orders are
within the range of fees currently
assessed in Section II for Multiply
Listed equity options. Customers are not
assessed a fee for options overlying
equities which are Multiply Listed.
Other market participants are assessed
transaction fees, pursuant to Section II,
which range from $.20 per contract to
$.25 per contract, generally.21 In
addition, the Exchange is proposing to
assess the same QCC Transaction Fee for
Floor QCC Orders on all market
participants uniformly, with the
exception of Customers. The Exchange
believes that its proposal to not assess
Customers QCC Transaction Fees for
Floor QCC Orders is not unfairly
discriminatory because the Exchange is
seeking to incentivize Broker-Dealers,
Firms and Professionals to execute
Customer Floor QCC Orders on the
Exchange.
The Exchange believes that the
proposed fees are reasonable because
the fees are comparable to the
Exchange’s fees, as stated above, and
because the fees are within the range of
fees assessed by the International
Securities Exchange, LLC (‘‘ISE’’) for
18 The trading activity of separate ROTs and
Specialist member organizations will be aggregated
in calculating the Monthly Cap if there is at least
75% common ownership between the member
organizations. In addition, ROTs and Specialists
that (i) are on the contra-side of an electronicallydelivered and executed Customer complex order;
and (ii) have reached the Monthly Cap will be
assessed a $0.05 per contract fee. See Securities
Exchange Act Release No. 64113 (March 23, 2011),
76 FR 17468 (March 29, 2011) (SR–Phlx–2011–36).
19 15 U.S.C. 78f(b).
20 15 U.S.C. 78f(b)(4).
21 A Broker-Dealer is the one exception to this
range. A Broker-Dealer is assessed $.45 per contract
for electronically submitted transactions in Penny
Pilot and non-Penny Pilot options.
E:\FR\FM\08JYN1.SGM
08JYN1
Federal Register / Vol. 76, No. 131 / Friday, July 8, 2011 / Notices
qualified contingent cross orders. ISE
assesses $0.20 per contract for qualified
contingent cross orders to all market
participants 22 except the priority
customer.23
The Exchange operates in a highly
competitive market comprised of nine
U.S. options exchanges in which
sophisticated and knowledgeable
market participants readily can, and do,
send order flow to competing exchanges
if they deem fee levels at a particular
exchange to be excessive. The Exchange
believes that the proposed QCC
Transaction Fees for Floor QCC Orders
it assesses must be competitive with
fees assessed on other options
exchanges. The Exchange believes that
this competitive marketplace impacts
the fees present on the Exchange today
and influences the proposals set forth
above.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.24 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.
mstockstill on DSK4VPTVN1PROD with NOTICES
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
22 The fee for an ISE market maker is either $.18
or $.20 per contract, depending on the product. See
ISE’s Fee Schedule. See also Securities Release Act
No. 64112 (March 23, 2011), 76 FR 17462 (March
29, 2011) (SR–ISE–2011–14).
23 An ISE priority customer is not assessed a fee.
See ISE’s Fee Schedule.
24 15 U.S.C. 78s(b)(3)(A)(ii).
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17:52 Jul 07, 2011
Jkt 223001
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:
40419
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.25
Cathy H. Ahn,
Deputy Secretary.
[FR Doc. 2011–17120 Filed 7–7–11; 8:45 am]
Electronic Comments
BILLING CODE 8011–01–P
• 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–2011–84 on the
subject line.
Paper Comments
DEPARTMENT OF STATE
[Public Notice: 7521]
Culturally Significant Objects Imported
for Exhibition Determinations: ‘‘Prints
and the Pursuit of Knowledge in Early
Modern Europe’’
Notice is hereby given of the
following determinations: Pursuant to
the authority vested in me by the Act of
October 19, 1965 (79 Stat. 985; 22 U.S.C.
2459), Executive Order 12047 of March
27, 1978, the Foreign Affairs Reform and
Restructuring Act of 1998 (112 Stat.
All submissions should refer to File
2681, et seq.; 22 U.S.C. 6501 note, et
Number SR–Phlx–2011–84. This file
seq.), Delegation of Authority No. 234 of
number should be included on the
subject line if e-mail is used. To help the October 1, 1999, and Delegation of
Authority No. 236–3 of August 28, 2000,
Commission process and review your
I hereby determine that the objects to be
comments more efficiently, please use
included in the exhibition ‘‘Prints and
only one method. The Commission will the Pursuit of Knowledge in Early
post all comments on the Commission’s Modern Europe,’’ imported from abroad
Internet Web site (https://www.sec.gov/
for temporary exhibition within the
rules/sro.shtml). Copies of the
United States, are of cultural
submission, all subsequent
significance. The objects are imported
amendments, all written statements
pursuant to loan agreements with the
with respect to the proposed rule
foreign owners or custodians. I also
change that are filed with the
determine that the exhibition or display
Commission, and all written
of the exhibit objects at the Harvard Art
Museums, Cambridge, MA, from on or
communications relating to the
about September 6, 2011, until on or
proposed rule change between the
Commission and any person, other than about December 10, 2011; The Mary and
Leigh Block Museum of Art,
those that may be withheld from the
Northwestern University, Evanston, IL,
public in accordance with the
from on or about January 17, 2012, until
provisions of 5 U.S.C. 552, will be
on about April 8, 2012, and at possible
available for Web site viewing and
additional exhibitions or venues yet to
printing in the Commission’s Public
be determined, is in the national
Reference Room, 100 F Street, NE.,
interest. I have ordered that Public
Washington, DC 20549, on official
Notice of these Determinations be
business days between the hours of 10
published in the Federal Register.
a.m. and 3 p.m. Copies of the filing also
FOR FURTHER INFORMATION CONTACT: For
will be available for inspection and
further information, including a list of
copying at the principal office of the
the exhibit objects, contact Julie
Exchange. All comments received will
Simpson, Attorney-Adviser, Office of
be posted without change; the
the Legal Adviser, U.S. Department of
Commission does not edit personal
State (telephone: 202–632–6467). The
identifying information from
mailing address is U.S. Department of
submissions. You should submit only
State, SA–5, L/PD, Fifth Floor (Suite
information that you wish to make
5H03), Washington, DC 20522–0505.
available publicly. All submissions
Dated: June 30, 2011.
should refer to File Number SR–Phlx–
Ann Stock,
2011–84 and should be submitted on or
Assistant Secretary, Bureau of Educational
before July 29, 2011.
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
PO 00000
SUMMARY:
and Cultural Affairs, Department of State.
[FR Doc. 2011–17212 Filed 7–7–11; 8:45 am]
BILLING CODE 4710–05–P
25 17
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CFR 200.30–3(a)(12).
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Agencies
[Federal Register Volume 76, Number 131 (Friday, July 8, 2011)]
[Notices]
[Pages 40417-40419]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-17120]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-64790; File No. SR-Phlx-2011-84]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Qualified Contingent Cross Transaction Fees
July 1, 2011.
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 24, 2011, NASDAQ OMX PHLX LLC (``Phlx'' or ``Exchange'')
filed with the Securities and Exchange Commission (``SEC'' or
``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend its Fee Schedule to adopt fees
applicable to a Floor Qualified Contingent Cross order (``Floor QCC
Order'') for execution in the Phlx XL II System.\3\
---------------------------------------------------------------------------
\3\ A Floor QCC Order must: (i) Be for at least 1,000 contracts,
(ii) meet the six requirements of Rule 1080(o)(3) which are modeled
on the QCT Exemption, (iii) be executed at a price at or between the
National Best Bid and Offer (``NBBO''); and (iv) be rejected if a
Customer order is resting on the Exchange book at the same price. In
order to satisfy the 1,000-contract requirement, a Floor QCC Order
must be for 1,000 contracts and could not be, for example, two 500-
contract orders or two 500-contract legs. See Rule 1064(e). See also
Securities Exchange Act Release No. 64688 (June 16, 2011) (SR-Phlx-
2011-56).
---------------------------------------------------------------------------
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqtrader.com/micro.aspx?id=PHLXRulefilings, 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 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
[[Page 40418]]
statements may be examined at the places specified in Item IV below.
The Exchange has prepared summaries, set forth in sections A, B, and C
below, of the most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to amend Sections I and
II, of the Exchange's Fee Schedule, entitled ``Rebates and Fees for
Adding and Removing Liquidity in Select Symbols'' \4\ and ``Equity
Options Fees'' \5\ to indicate that Qualified Contingent Cross
Transaction Fees (``QCC Transaction Fees'') apply to both electronic
Qualified Contingent Cross orders (``QCC Orders'') \6\ and Floor QCC
Orders, which are orders that are electronically entered by a Floor
Broker \7\ on the floor of the Exchange using the Floor Broker
Management System (``FBMS'').\8\ The Exchange currently assesses QCC
Transaction Fees on QCC Orders (electronic).\9\ The Exchange is
proposing to assess the same QCC Transaction Fees on Floor QCC Orders.
---------------------------------------------------------------------------
\4\ Section I fees and rebates are applicable to certain select
symbols which are defined in Section I (``Select Symbols'').
\5\ Section II includes options overlying equities, ETFs, ETNs,
indexes and HOLDRS which are Multiply Listed.
\6\ A QCC Order is comprised of an order to buy or sell at least
1,000 contracts that is identified as being part of a qualified
contingent trade, as that term is defined in Rule 1080(o)(3),
coupled with a contra-side order to buy or sell an equal number of
contracts. The QCC Order must be executed at a price at or between
the National Best Bid and Offer and be rejected if a Customer order
is resting on the Exchange book at the same price. A QCC Order shall
only be submitted electronically from off the floor to the PHLX XL
II System. See Rule 1080(o). See also Securities Exchange Act
Release No. 64249 (April 7, 2011), 76 FR 20773 (April 13, 2011) (SR-
Phlx-2011-47) (a rule change to establish a QCC Order to facilitate
the execution of stock/option Qualified Contingent Trades (``QCTs'')
that satisfy the requirements of the trade through exemption in
connection with Rule 611(d) of the Regulation NMS).
\7\ Floor QCC Orders must include data reflecting the number of
shares of stock sold/purchased in the stock leg of the QCT trade.
Floor QCC Orders lacking this data will be rejected by the Exchange
system.
\8\ Once entered into the FBMS by a Floor Broker, the execution
will be executed electronically. Only Floor Brokers will be
permitted to enter Floor QCC Orders. See Exchange Rule 1064.
Exchange Rule 1064(e)(2) prohibits Options Floor Brokers from
entering Floor QCC Orders for their own accounts, the account of an
associated person, or an account with respect to which it or an
associated person thereof exercises investment discretion.
\9\ See Securities Exchange Act Release No. 64520 (May 19,
2011), 76 FR 30223 (May 24, 2011) (SR-Phlx-2011-66).
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There are currently several categories of market participants:
Customers, Directed Participants,\10\ Specialists,\11\ Registered
Options Traders,\12\ SQTs,\13\ RSQTs,\14\ Broker-Dealers, Firms and
Professional.\15\ The Exchange currently assesses Directed
Participants, Specialists, ROTs, SQTs, RSQTs, Broker-Dealers, Firms and
Professionals a $0.20 per contract QCC Transaction Fee for QCC Orders
(electronic) in both Select Symbols \16\ (Section I of the Exchange's
Fee Schedule) and Multiply Listed Option Symbols (Section II of the
Exchange's Fee Schedule). Customers are not assessed a QCC Transaction
Fee. The QCC Transaction Fees are subject to the Firm Related Equity
Option Cap and the Monthly Cap. The Firm Related Equity Option Cap is
currently $75,000.\17\ ROTs and Specialists are currently subject to a
Monthly Cap of $550,000.\18\
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\10\ A Directed Participant is a Specialist, Streaming Quote
Trader (``SQT''), or Remote Streaming Quote Trader (``RSQT'') that
receives a Directed Order that is directed to them by an Order Flow
Provider. See Exchange Rule 1080(l).
\11\ A Specialist is an Exchange member who is registered as an
options specialist pursuant to Rule 1020(a).
\12\ A Registered Options Trader (``ROT'') includes a SQT, a
RSQT and a Non-SQT ROT, which by definition is neither a SQT or a
RSQT. A ROT is defined in Exchange Rule 1014(b) as a regular member
or a foreign currency options participant of the Exchange located on
the trading floor who has received permission from the Exchange to
trade in options for his own account. See Exchange Rule 1014(b)(i)
and (ii).
\13\ An SQT is defined in Exchange Rule 1014(b)(ii)(A) as an ROT
who has received permission from the Exchange to generate and submit
option quotations electronically in options to which such SQT is
assigned.
\14\ An RSQT is [sic] defined Exchange Rule in [sic]
1014(b)(ii)(B) as an ROT that is a member or member organization
with no physical trading floor presence who has received permission
from the Exchange to generate and submit option quotations
electronically in options to which such RSQT has been assigned. An
RSQT may only submit such quotations electronically from off the
floor of the Exchange.
\15\ The Exchange defines a ``professional'' as any person or
entity that (i) is not a broker or dealer in securities, and (ii)
places more than 390 orders in listed options per day on average
during a calendar month for its own beneficial account(s)
(hereinafter ``Professional'').
\16\ Select Symbols are defined in Section I of the Exchange's
Fee Schedule.
\17\ Firm equity option transaction charges, in the aggregate,
for one billing month will not exceed the Firm Related Equity Option
Cap per member organization when such members are trading in their
own proprietary account. The Firm equity options transaction charges
will be waived for members executing facilitation orders pursuant to
Exchange Rule 1064 when such members are trading in their own
proprietary account. Firms that (i) are on the contra-side of an
electronically-delivered and executed Customer complex order; and
(ii) have reached the Firm Related Equity Option Cap will be
assessed a $0.05 per contract fee. See Securities Exchange Act
Release No. 63780 (January 26, 2011), 76 FR 5846 (February 2, 2011)
(SR-Phlx-2011-07).
\18\ The trading activity of separate ROTs and Specialist member
organizations will be aggregated in calculating the Monthly Cap if
there is at least 75% common ownership between the member
organizations. In addition, ROTs and Specialists that (i) are on the
contra-side of an electronically-delivered and executed Customer
complex order; and (ii) have reached the Monthly Cap will be
assessed a $0.05 per contract fee. See Securities Exchange Act
Release No. 64113 (March 23, 2011), 76 FR 17468 (March 29, 2011)
(SR-Phlx-2011-36).
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2. Statutory Basis
The Exchange believes that its proposal to amend its Fee Schedule
is consistent with Section 6(b) of the Act \19\ in general, and
furthers the objectives of Section 6(b)(4) of the Act \20\ in
particular, in that it is an equitable allocation of reasonable fees
and other charges among Exchange members.
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\19\ 15 U.S.C. 78f(b).
\20\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that the proposed fees for Floor QCC Orders
are equitable because the QCC Transaction Fees which would apply to
Floor QCC Orders are currently applied to QCC Orders (electronic)
today. For this reason, the Exchange believes that it is equitable to
assess QCC Orders (electronic) and Floor QCC Orders the same rates.
Additionally, the Exchange believes that QCC Transaction Fees
proposed to be applied to Floor QCC Orders are within the range of fees
currently assessed in Section II for Multiply Listed equity options.
Customers are not assessed a fee for options overlying equities which
are Multiply Listed. Other market participants are assessed transaction
fees, pursuant to Section II, which range from $.20 per contract to
$.25 per contract, generally.\21\ In addition, the Exchange is
proposing to assess the same QCC Transaction Fee for Floor QCC Orders
on all market participants uniformly, with the exception of Customers.
The Exchange believes that its proposal to not assess Customers QCC
Transaction Fees for Floor QCC Orders is not unfairly discriminatory
because the Exchange is seeking to incentivize Broker-Dealers, Firms
and Professionals to execute Customer Floor QCC Orders on the Exchange.
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\21\ A Broker-Dealer is the one exception to this range. A
Broker-Dealer is assessed $.45 per contract for electronically
submitted transactions in Penny Pilot and non-Penny Pilot options.
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The Exchange believes that the proposed fees are reasonable because
the fees are comparable to the Exchange's fees, as stated above, and
because the fees are within the range of fees assessed by the
International Securities Exchange, LLC (``ISE'') for
[[Page 40419]]
qualified contingent cross orders. ISE assesses $0.20 per contract for
qualified contingent cross orders to all market participants \22\
except the priority customer.\23\
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\22\ The fee for an ISE market maker is either $.18 or $.20 per
contract, depending on the product. See ISE's Fee Schedule. See also
Securities Release Act No. 64112 (March 23, 2011), 76 FR 17462
(March 29, 2011) (SR-ISE-2011-14).
\23\ An ISE priority customer is not assessed a fee. See ISE's
Fee Schedule.
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The Exchange operates in a highly competitive market comprised of
nine U.S. options exchanges in which sophisticated and knowledgeable
market participants readily can, and do, send order flow to competing
exchanges if they deem fee levels at a particular exchange to be
excessive. The Exchange believes that the proposed QCC Transaction Fees
for Floor QCC Orders it assesses must be competitive with fees assessed
on other options exchanges. The Exchange believes that this competitive
marketplace impacts the fees present on the Exchange today and
influences the proposals set forth above.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act.\24\ 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.
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\24\ 15 U.S.C. 78s(b)(3)(A)(ii).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-Phlx-2011-84 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-2011-84. This file
number should be included on the subject line if e-mail is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official business days between the hours of 10
a.m. and 3 p.m. Copies of the filing also will be available for
inspection and copying at the principal office of the 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-2011-84 and should be
submitted on or before July 29, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\25\
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\25\ 17 CFR 200.30-3(a)(12).
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Cathy H. Ahn,
Deputy Secretary.
[FR Doc. 2011-17120 Filed 7-7-11; 8:45 am]
BILLING CODE 8011-01-P