Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Rebates and Fees for Adding and Removing Liquidity in Select Symbols, 49810-49812 [2011-20376]
Download as PDF
49810
Federal Register / Vol. 76, No. 155 / Thursday, August 11, 2011 / Notices
proprietary traders. This filing provides
the content outline and relevant
specifications for the Series 56
examination program, which NASDAQ
believes establishes the appropriate
qualifications for this new registration
category, because it tests the knowledge
generally applicable to proprietary
trading.
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.
srobinson on DSK4SPTVN1PROD with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Pursuant to Section 19(b)(3)(A) of the
Act 9 and Rule 19b–4(f)(6) 10 thereunder,
the Exchange has designated this
proposal as one that effects a change
that: (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 after the date of
the filing, or such shorter time as the
Commission may designate if consistent
with the protection of investors and the
public interest. Rule 19b–4(f)(6) 11
requires a self-regulatory organization to
give the Commission written notice of
its intent to file 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.
Under Rule 19b–4(f)(6) of the Act,12 a
proposal does not become operative for
30 days after the date of its filing, or
such shorter time as the Commission
may designate if consistent with the
protection of investors and the public
interest. The Exchange requests that the
Commission waive the 30 day operative
period for this filing so that it may
become effective and operative upon
filing with the Commission pursuant to
Section 19(b)(3)(A) 13 of the Act and
subparagraph (f)(6) thereunder. The
9 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
11 Id.
12 Id.
13 15 U.S.C. 78s(b)(3)(A).
17:47 Aug 10, 2011
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–NASDAQ–2011–108 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–NASDAQ–2011–108. 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
14 For purposes only of waiving the operative
delay of this proposal, the Commission has
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f). See also 17 CFR 200.30–3(a)(59).
10 17
VerDate Mar<15>2010
Exchange believes waiving the 30-day
operative delay is consistent with the
protection of investors and the public as
a waiver will make the examination
available as soon as possible to coincide
with availability on another exchange.
For the reasons stated above, the
Commission believes that waiving the
30-day operative delay is consistent
with the protection of investors and the
public interest and designates the
proposal as operative upon filing.14
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.
Jkt 223001
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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
NASDAQ. All comments received will
be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
publicly available. All submissions
should refer to File Number SR–
NASDAQ–2011–108 and should be
submitted on or before September 1,
2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–20370 Filed 8–10–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65049; File No. SR–Phlx–
2011–103]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Rebates and Fees for Adding and
Removing Liquidity in Select Symbols
August 5, 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 August
1, 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
Complex Order Fees in Section I of its
Fee Schedule titled ‘‘Rebates and Fees
15 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
E:\FR\FM\11AUN1.SGM
11AUN1
Federal Register / Vol. 76, No. 155 / Thursday, August 11, 2011 / Notices
for Adding and Removing Liquidity in
Select Symbols.’’
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
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.
srobinson on DSK4SPTVN1PROD with NOTICES
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 Section I, Part B of
the Exchange’s Fee Schedule for
Complex Orders. A Complex Order is
any order involving the simultaneous
purchase and/or sale of two or more
different options series in the same
underlying security, priced at a net
debit or credit based on the relative
prices of the individual components, for
the same account, for the purpose of
executing a particular investment
strategy. Furthermore, a Complex Order
can also be a stock-option order, which
is an order to buy or sell a stated
number of units of an underlying stock
or ETF coupled with the purchase or
sale of options contract(s).3
The Exchange proposes to increase
the current Customer Rebate for Adding
Liquidity with respect to Complex
Orders for options overlying: (i)
Standard and Poor’s Depositary
Receipts/SPDRs (‘‘SPY’’); 4 (ii) the
PowerShares QQQ Trust (‘‘QQQ’’)®; (iii)
Apple, Inc. (‘‘AAPL’’); (iv) iShares
Russell 2000 Index (‘‘IWM’’); (v) Bank of
America Corporation (’’BAC’’); (vi)
Citigroup, Inc. (’’C’’); (vii) SPDR Gold
Trust (’’GLD’’); (viii) Intel Corporation
(‘‘INTC’’); (ix) JPMorgan Chase & Co.
3 See
Exchange Rule 1080, Commentary .08(a)(i).
options are based on the SPDR exchangetraded fund (‘‘ETF’’), which is designed to track the
performance of the S&P 500 Index.
4 SPY
VerDate Mar<15>2010
17:47 Aug 10, 2011
Jkt 223001
(’’JPM’’); (x) iShares Silver Trust
(’’SLV’’); (xi) Financial Select Sector
SPDR (’’XLF’’); and (xii) Ford Motor
Company (‘‘F’’) (taken together,
‘‘Designated Options’’). The Exchange
also proposes to waive the Customer
Complex Order Fee for Removing
Liquidity of $0.25 per contract for the
following symbols: BAC, C, GLD, INTC,
JPM, SLV, XLF and F. The Exchange
believes that increasing the Customer
Complex Order Rebate to Add Liquidity
and waiving the Customer Complex
Order Fee for Removing Liquidity for
the symbols listed above, respectively,
would attract additional Customer order
flow to the Exchange.
Currently, the Exchange pays a
Customer Complex Order Rebate for
Adding Liquidity of $0.25 per contract
in certain Select Symbols, namely SPY,
QQQ, AAPL and IWM. The Exchange
currently pays a Customer Complex
Order Rebate for Adding Liquidity 5 of
$0.24 per contract in all other Select
Symbols, excluding SPY, QQQ, AAPL
and IWM.6 The Exchange also currently
waives the Customer Complex Order
Fee for Removing Liquidity for options
overlying SPY, QQQ, AAPL and IWM.7
The proposal would increase the
Customer Rebate for Adding Liquidity
to $0.26 per contract for all Designated
Options.8 In addition, the proposal
would extend the current waiver of the
Customer Complex Order Fee for
Removing Liquidity to include the
following symbols: BAC, C, GLD, INTC,
JPM, SLV, XLF and F.
Under this proposal, the Exchange
will pay Customer Complex Orders a
Rebate for Adding Liquidity of $0.24 per
contract, in any Select Symbol, except
the Designated Options. The Exchange
will also assess the Customer Complex
Order Fee for Removing Liquidity of
$0.25 per contract, in any Select
Symbol, except the Designated Options.
2. Statutory Basis
The Exchange believes that its
proposal to amend its Fee Schedule is
consistent with Section 6(b) of the Act 9
in general, and furthers the objectives of
Section 6(b)(4) of the Act 10 in
5 The only market participant that receives a
Rebate for Adding Liquidity for Complex Orders
today is a Customer.
6 A list of all symbols subject to the Rebates and
Fees for Adding and Removing Liquidity are listed
in Section I of the Exchange’s Fee Schedule and
titled ‘‘Select Symbols.’’
7 All other market participants are assessed a Fee
for Removing Liquidity today other than Customer
Complex Orders in SPY, QQQ, IWM and AAPL.
8 This would result in a $0.01 per contract rebate
increase for SPY, QQQ, IWM and AAPL and a $0.02
per contract rebate increase for BAC, C, GLD, INTC,
JPM, SLV, XLF and F.
9 15 U.S.C. 78f(b).
10 15 U.S.C. 78f(b)(4).
PO 00000
Frm 00087
Fmt 4703
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49811
particular, in that it is an equitable
allocation of reasonable fees and other
charges among Exchange members. The
Exchange also believes that there is an
equitable allocation of reasonable
rebates among Exchange members.
The Exchange believes that it is
reasonable and equitable to only pay a
Complex Order Rebate for Adding
Liquidity to Customers, as compared to
other market participants, because the
Customer rebate will attract Customer
order flow to the Exchange for the
benefit of all market participants.
Likewise, the Exchange believes that it
is reasonable to waive the Complex
Order Fee for Removing Liquidity for
Customers transacting BAC, C, GLD,
INTC, JPM, SLV, XLF and F, because by
waiving the fee, this also will attract
Customer order flow to the Exchange
which in turn also benefits all market
participants.
The Exchange believes that these
proposals are equitable and not unfairly
discriminatory because by paying an
increased Rebate for Adding Liquidity
to Customers transacting Complex
Orders in certain symbols and waiving
Fees for Adding Liquidity to Customers
transacting Complex Orders in certain
additional symbols, all market
participants will benefit from the
increased liquidity which increased
Customer order flow would bring to the
Exchange.
With respect to the Customer
Complex Order Rebate for Adding
Liquidity the Exchange believes that it
is reasonable to pay a different rebate for
transacting equity options in certain
symbols and with respect to the
Customer Complex Order Fee for
Removing Liquidity the Exchange
believes that it is reasonable to assess a
different Fee for Removing Liquidity in
certain symbols. The Exchange
currently pays a different Customer
Complex Order Rebate for Adding
Liquidity and assesses a different
Customer Complex Order Fee for
Removing Liquidity in SPY, QQQ, IWM
and AAPL as compared to other Select
Symbols. Trading in these Select
Symbols is different from trading in
other symbols in that they are more
liquid, have higher volume and
competition for executions is more
intense. The Exchange believes the same
rationale applies in paying a different
Customer Complex Order Rebate for
Adding Liquidity and assessing a
different Customer Complex Order Fee
for Removing Liquidity in BAC, C, GLD,
INTC, JPM, SLV, XLF and F in that
these symbols are also more liquid, have
higher volume and competition for
executions is more intense.
E:\FR\FM\11AUN1.SGM
11AUN1
49812
Federal Register / Vol. 76, No. 155 / Thursday, August 11, 2011 / Notices
The Exchange believes that its
proposal to pay a higher rebate for
transactions in equity options in the
Designated Options, as compared to the
other Select Symbols, is equitable and
not unfairly discriminatory because the
Exchange would uniformly pay the
same Customer Complex Order Rebate
for Adding Liquidity for all Customer
Complex Orders in all Designated
Options. The Exchange believes that
waiving the Customer Complex Order
Fee for Removing Liquidity for the
following additional symbols: BAC, C,
GLD, INTC, JPM, SLV, XLF and F is
equitable and not unfairly
discriminatory because the Exchange is
uniformly waiving the Customer
Complex Order Fee for Removing
Liquidity.
The Exchange operates in a highly
competitive market comprised of nine
U.S. options exchanges in which
sophisticated and knowledgeable
market participants can readily send
order flow to competing exchanges if
they deem fee levels at a particular
exchange to be excessive. The Exchange
believes that the Complex Order fees
and rebates it pays/assesses must be
competitive with fees and rebates in
place on other exchanges. The Exchange
believes that this competitive
marketplace impacts the fees and
rebates 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.
srobinson on DSK4SPTVN1PROD with NOTICES
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.11 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
11 15
U.S.C. 78s(b)(3)(A)(ii).
VerDate Mar<15>2010
15:59 Aug 10, 2011
Jkt 223001
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.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Elizabeth M. Murphy,
Secretary.
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:
[FR Doc. 2011–20376 Filed 8–10–11; 8:45 am]
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–2011–103 on the
subject line.
Self-Regulatory Organizations; NYSE
Amex LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending NYSE Amex
Options Rule 985NY To Permit
Qualified Contingent Cross Orders To
Be Electronically Submitted to the
NYSE Amex System From the Floor of
the Exchange for Potential Execution
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-2011–103. 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–
2011–103 and should be submitted on
or before September 1, 2011.
PO 00000
Frm 00088
Fmt 4703
Sfmt 4703
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65047; File No. SR–
NYSEAmex–2011–56]
August 5, 2011.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that on August 1,
2011, NYSE Amex LLC (the ‘‘Exchange’’
or ‘‘NYSE Amex’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
NYSE Amex Options Rule 985NY to
permit Qualified Contingent Cross
Orders (‘‘QCCs’’) to be electronically
submitted to the NYSE Amex System
from the Floor of the Exchange for
potential [sic]. The text of the proposed
rule change is available at the
Exchange’s Web site at https://
www.nyse.com, on the Commission’s
Web site at https://www.sec.gov, at the
Exchange’s principal office, 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
self-regulatory organization included
statements concerning the purpose of,
12 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
E:\FR\FM\11AUN1.SGM
11AUN1
Agencies
[Federal Register Volume 76, Number 155 (Thursday, August 11, 2011)]
[Notices]
[Pages 49810-49812]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-20376]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65049; File No. SR-Phlx-2011-103]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Rebates and Fees for Adding and Removing Liquidity in Select Symbols
August 5, 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 August 1, 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 Complex Order Fees in Section I
of its Fee Schedule titled ``Rebates and Fees
[[Page 49811]]
for Adding and Removing Liquidity in Select Symbols.''
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 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 Section I, Part
B of the Exchange's Fee Schedule for Complex Orders. A Complex Order is
any order involving the simultaneous purchase and/or sale of two or
more different options series in the same underlying security, priced
at a net debit or credit based on the relative prices of the individual
components, for the same account, for the purpose of executing a
particular investment strategy. Furthermore, a Complex Order can also
be a stock-option order, which is an order to buy or sell a stated
number of units of an underlying stock or ETF coupled with the purchase
or sale of options contract(s).\3\
---------------------------------------------------------------------------
\3\ See Exchange Rule 1080, Commentary .08(a)(i).
---------------------------------------------------------------------------
The Exchange proposes to increase the current Customer Rebate for
Adding Liquidity with respect to Complex Orders for options overlying:
(i) Standard and Poor's Depositary Receipts/SPDRs (``SPY''); \4\ (ii)
the PowerShares QQQ Trust (``QQQ'')[supreg]; (iii) Apple, Inc.
(``AAPL''); (iv) iShares Russell 2000 Index (``IWM''); (v) Bank of
America Corporation (''BAC''); (vi) Citigroup, Inc. (''C''); (vii) SPDR
Gold Trust (''GLD''); (viii) Intel Corporation (``INTC''); (ix)
JPMorgan Chase & Co. (''JPM''); (x) iShares Silver Trust (''SLV'');
(xi) Financial Select Sector SPDR (''XLF''); and (xii) Ford Motor
Company (``F'') (taken together, ``Designated Options''). The Exchange
also proposes to waive the Customer Complex Order Fee for Removing
Liquidity of $0.25 per contract for the following symbols: BAC, C, GLD,
INTC, JPM, SLV, XLF and F. The Exchange believes that increasing the
Customer Complex Order Rebate to Add Liquidity and waiving the Customer
Complex Order Fee for Removing Liquidity for the symbols listed above,
respectively, would attract additional Customer order flow to the
Exchange.
---------------------------------------------------------------------------
\4\ SPY options are based on the SPDR exchange-traded fund
(``ETF''), which is designed to track the performance of the S&P 500
Index.
---------------------------------------------------------------------------
Currently, the Exchange pays a Customer Complex Order Rebate for
Adding Liquidity of $0.25 per contract in certain Select Symbols,
namely SPY, QQQ, AAPL and IWM. The Exchange currently pays a Customer
Complex Order Rebate for Adding Liquidity \5\ of $0.24 per contract in
all other Select Symbols, excluding SPY, QQQ, AAPL and IWM.\6\ The
Exchange also currently waives the Customer Complex Order Fee for
Removing Liquidity for options overlying SPY, QQQ, AAPL and IWM.\7\ The
proposal would increase the Customer Rebate for Adding Liquidity to
$0.26 per contract for all Designated Options.\8\ In addition, the
proposal would extend the current waiver of the Customer Complex Order
Fee for Removing Liquidity to include the following symbols: BAC, C,
GLD, INTC, JPM, SLV, XLF and F.
---------------------------------------------------------------------------
\5\ The only market participant that receives a Rebate for
Adding Liquidity for Complex Orders today is a Customer.
\6\ A list of all symbols subject to the Rebates and Fees for
Adding and Removing Liquidity are listed in Section I of the
Exchange's Fee Schedule and titled ``Select Symbols.''
\7\ All other market participants are assessed a Fee for
Removing Liquidity today other than Customer Complex Orders in SPY,
QQQ, IWM and AAPL.
\8\ This would result in a $0.01 per contract rebate increase
for SPY, QQQ, IWM and AAPL and a $0.02 per contract rebate increase
for BAC, C, GLD, INTC, JPM, SLV, XLF and F.
---------------------------------------------------------------------------
Under this proposal, the Exchange will pay Customer Complex Orders
a Rebate for Adding Liquidity of $0.24 per contract, in any Select
Symbol, except the Designated Options. The Exchange will also assess
the Customer Complex Order Fee for Removing Liquidity of $0.25 per
contract, in any Select Symbol, except the Designated Options.
2. Statutory Basis
The Exchange believes that its proposal to amend its Fee Schedule
is consistent with Section 6(b) of the Act \9\ in general, and furthers
the objectives of Section 6(b)(4) of the Act \10\ in particular, in
that it is an equitable allocation of reasonable fees and other charges
among Exchange members. The Exchange also believes that there is an
equitable allocation of reasonable rebates among Exchange members.
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\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that it is reasonable and equitable to only
pay a Complex Order Rebate for Adding Liquidity to Customers, as
compared to other market participants, because the Customer rebate will
attract Customer order flow to the Exchange for the benefit of all
market participants. Likewise, the Exchange believes that it is
reasonable to waive the Complex Order Fee for Removing Liquidity for
Customers transacting BAC, C, GLD, INTC, JPM, SLV, XLF and F, because
by waiving the fee, this also will attract Customer order flow to the
Exchange which in turn also benefits all market participants.
The Exchange believes that these proposals are equitable and not
unfairly discriminatory because by paying an increased Rebate for
Adding Liquidity to Customers transacting Complex Orders in certain
symbols and waiving Fees for Adding Liquidity to Customers transacting
Complex Orders in certain additional symbols, all market participants
will benefit from the increased liquidity which increased Customer
order flow would bring to the Exchange.
With respect to the Customer Complex Order Rebate for Adding
Liquidity the Exchange believes that it is reasonable to pay a
different rebate for transacting equity options in certain symbols and
with respect to the Customer Complex Order Fee for Removing Liquidity
the Exchange believes that it is reasonable to assess a different Fee
for Removing Liquidity in certain symbols. The Exchange currently pays
a different Customer Complex Order Rebate for Adding Liquidity and
assesses a different Customer Complex Order Fee for Removing Liquidity
in SPY, QQQ, IWM and AAPL as compared to other Select Symbols. Trading
in these Select Symbols is different from trading in other symbols in
that they are more liquid, have higher volume and competition for
executions is more intense. The Exchange believes the same rationale
applies in paying a different Customer Complex Order Rebate for Adding
Liquidity and assessing a different Customer Complex Order Fee for
Removing Liquidity in BAC, C, GLD, INTC, JPM, SLV, XLF and F in that
these symbols are also more liquid, have higher volume and competition
for executions is more intense.
[[Page 49812]]
The Exchange believes that its proposal to pay a higher rebate for
transactions in equity options in the Designated Options, as compared
to the other Select Symbols, is equitable and not unfairly
discriminatory because the Exchange would uniformly pay the same
Customer Complex Order Rebate for Adding Liquidity for all Customer
Complex Orders in all Designated Options. The Exchange believes that
waiving the Customer Complex Order Fee for Removing Liquidity for the
following additional symbols: BAC, C, GLD, INTC, JPM, SLV, XLF and F is
equitable and not unfairly discriminatory because the Exchange is
uniformly waiving the Customer Complex Order Fee for Removing
Liquidity.
The Exchange operates in a highly competitive market comprised of
nine U.S. options exchanges in which sophisticated and knowledgeable
market participants can readily send order flow to competing exchanges
if they deem fee levels at a particular exchange to be excessive. The
Exchange believes that the Complex Order fees and rebates it pays/
assesses must be competitive with fees and rebates in place on other
exchanges. The Exchange believes that this competitive marketplace
impacts the fees and rebates 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.\11\ 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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\11\ 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-2011-103 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-2011-103. 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-2011-103 and should be
submitted on or before September 1, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
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\12\ 17 CFR 200.30-3(a)(12).
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Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011-20376 Filed 8-10-11; 8:45 am]
BILLING CODE 8011-01-P