Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Active Specialized Quote Feed Port Fee, 76213-76215 [2011-31204]
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Federal Register / Vol. 76, No. 234 / Tuesday, December 6, 2011 / Notices
proposal is designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in regulating, clearing, settling,
processing information with respect to,
and facilitating transactions in
securities, 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.
Specifically, the Exchange believes that
allowing for liquidations at a price less
than $1 per option contract pursuant to
the pilot program will better facilitate
the closing of options positions that are
worthless or not actively trading,
especially in Penny Pilot issues where
cabinet trades are not otherwise
permitted. The Exchange believes the
extension is of sufficient length to
permit both the Exchange and the
Commission to assess the impact of the
Exchange’s authority to allow
transactions to take place in open outcry
at a price of at least $0 but less than $1
per option in accordance with its
attendant obligations and conditions.
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, as amended.
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
jlentini on DSK4TPTVN1PROD with NOTICES
Because the foregoing proposed rule
change does not significantly affect the
protection of investors or the public
interest, does not impose any significant
burden on competition, and, 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, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 12 and Rule 19b–
4(f)(6) thereunder.13
12 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the Exchange to give the
Commission written notice of the Exchange’s 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
The Exchange has requested that the
Commission waive the 30-day operative
delay. The Commission believes that
waiver of the operative delay is
consistent with the protection of
investors and the public interest. Such
waiver will allow the benefits of the
pilot program to continue
uninterrupted, thereby avoiding any
investor confusion that could result
from a temporary interruption in the
pilot program, while the Exchange
considers whether to seek permanent
approval of the temporary procedures.
Therefore, the Commission designates
the proposal 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.
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:
17:04 Dec 05, 2011
Jkt 226001
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10 a.m. and 3 p.m. Copies of such filing
also will be available for inspection and
copying at the principal office of the
Exchange. All comments received will
be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
publicly available. All submissions
should refer to File Number SR–Phlx–
2011–156 and should be submitted on
or before December 27, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2011–31188 Filed 12–5–11; 8:45 am]
BILLING CODE 8011–01–P
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–Phlx–2011–156 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–2011–156. This file
number should be included on the
subject line if email 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
13 17
VerDate Mar<15>2010
76213
as designated by the Commission. The Exchange
has satisfied this requirement.
14 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
PO 00000
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65853; File No. SR–Phlx–
2011–157]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Active Specialized Quote Feed Port
Fee
November 30, 2011.
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 November
17, 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.
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\06DEN1.SGM
06DEN1
76214
Federal Register / Vol. 76, No. 234 / Tuesday, December 6, 2011 / Notices
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 modify the Active
Specialized Quote Feed (‘‘SQF’’) Port
Fee.
While changes to the Fee Schedule
pursuant to this proposal are effective
upon filing, the Exchange has
designated these changes to be operative
on January 3, 2012.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaqtrader.com/
micro.aspx?id=PHLXfilings, at the
principal office of the Exchange, on the
Commission’s Web site at https://
www.sec.gov/and at the Commission’s
Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
jlentini on DSK4TPTVN1PROD with NOTICES
1. Purpose
The Exchange proposes to amend the
Active SQF Port Fee in Section VI of the
Exchange’s Fee Schedule, titled ‘‘Access
Service, Cancellation, Membership,
Regulatory and Other Fees.’’ SQF is an
interface that enables specialists, SQTs
and Remote Streaming Quote Traders
(‘‘RSQTs’’) 3 to connect and send quotes
into Phlx XL.4 Active SQF ports are
ports that receive inbound quotes at any
time within that month.5 The Exchange
3 A RSQT is defined in Exchange Rule in
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.
4 See Securities Exchange Act Release No. 63034
(October 4, 2010), 75 FR 62441 (October 8, 2010)
(SR–Phlx–2010–124).
5 The current version, SQF 6.0, allows member
organizations to access, information such as
execution reports, execution report messages,
auction notifications, and administrative data
VerDate Mar<15>2010
17:04 Dec 05, 2011
Jkt 226001
intends to amend the tier structure,
eliminate the $500 per month cap
applicable to certain member
organization and establish a new
monthly cap now that all firms have
transitioned from SQF 5.0 to SQF 6.0.
The Exchange proposes these
amendments to recoup fees.
The Exchange currently has a tiered
Active SQF Port Fee as follows:
Number of Active SQF
Ports
0–4 ......................................
5–18 ....................................
19 and over ........................
Cost per port
per month
$350
1,350
2,500
The Exchange also proposes to
eliminate the $500 per month cap that
was applicable to certain member
organizations that met the above listed
criteria and replace the $40,000, per
Number of Active SQF
Cost per port
month cap that is set to expire after
Ports
per month
December 30, 2011, with a $41,000
monthly cap. The Exchange will also
0–4 ......................................
$350 remove the restriction that it will not
5–18 ....................................
1,250
assess the Active SQF Port Fee for the
19–40 ..................................
2,350
use of active SQF 5.0 ports to the extent
41 and over ........................
3,000
that the member organization is paying
for the same (or greater) number of
Today, the Exchange caps Active SQF active SQF 6.0 ports.
Ports at $500 per month for member
While changes to the Fee Schedule
organizations that meet the following
pursuant to this proposal are effective
criteria: (i) Are not members of another
upon filing, the Exchange has
national securities exchange (‘‘Phlx
designated these changes to be operative
Only Members’’); and (ii) have 50 or less on January 3, 2012.
Streaming Quote Trader (‘‘SQT’’) 6
2. Statutory Basis
assignments 7 affiliated with the
The Exchange believes that its
member organization. Also, Active SQF
proposal to amend its Fee Schedule is
Port Fees are capped at $40,000 per
month (‘‘Cap’’) until December 30, 2011 consistent with Section 6(b) of the Act 10
in general, and furthers the objectives of
for all member organizations other than
Section 6(b)(4) of the Act 11 in
those member organizations who meet
the requirements of the $500 per month particular, in that it is an equitable
allocation of reasonable fees and other
cap. The purpose of the Cap was to
charges among Exchange members.
ensure member organizations were not
The Exchange believes that it is
assessed fees in excess of the Active
reasonable to modify the Active SQF
SQF Port Fees while they transitioned
from SQF 5.0 to SQF 6.0 ports.8 The Cap Fee to amend the tiers and remove the
caps because the release of SQF 6.0 is
is not in effect beyond December 30,
complete 12 and the Exchange believes it
2011.9
has provided members ample
The Exchange is proposing to amend
opportunity to transition to SQF 6.0.13
the four SQF tiers to three SQF tiers and The Exchange believes that the new tier
assess the following Active SQF Port
structure is reasonable because the
Fees:
lower tier fee (0–4 ports) will remain the
through a single feed. Other data that is available
on SQF 6.0 includes: (1) Options Auction
Notifications (e.g., opening imbalance, market
exhaust, PIXL or other information currently
provided on SQF 5.0) ;(2) Options Symbol Directory
Messages (currently provided on SQF 5.0); (3)
System Event Messages (e.g., start of messages, start
of system hours, start of quoting, start of opening);
(4) Complex Order Strategy Auction Notifications
(COLA); (5) Complex Order Strategy messages; (6)
Option Trading Action Messages (e.g., trading halts,
resumption of trading); and (7) Complex Strategy
Trading Action Message (e.g., trading halts,
resumption of trading).
6 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.
7 See Exchange Rules 1014(b) and 507 for
qualifications relating to assignments.
8 See Securities Exchange Release No. 65046
(August 5, 2011), 76 FR 49821 (August 5, 2011)
(SR–Phlx–2011–105).
9 See Securities Exchange Release No. 65046
(August 5, 2011), 76 FR 49821 (August 5, 2011)
(SR–Phlx–2011–105).
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Frm 00095
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same and only the next two tiers, 5–18
and 19 and over, will increase. SQF 6.0
offers users increased efficiency by
allowing them to access in a single feed,
rather than through accessing multiple
feeds, information such as execution
reports and other relevant data.14 In
10 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
12 The Exchange released SQF 6.0 on October 11,
2010.
13 The Exchange anticipated that member
organizations would utilize both SQF 5.0 and SQF
6.0 for a period of time. The Exchange believes that
by January 3, 2012 all members should have
transitioned and ample time was provided in 2011
to complete the transition.
14 See Securities Exchange Act Release No. 63034
(October 4, 2010), 75 FR 62441 (October 8, 2010)
(SR–Phlx–2010–124). Data proposed for SQF 6.0
includes the following: (1) Options Auction
Notifications (e.g., opening imbalance, market
exhaust, PIXL or other information currently
provided on SQF 5.0); (2) Options Symbol Directory
Messages (currently provided on SQF 5.0); (3)
11 15
E:\FR\FM\06DEN1.SGM
06DEN1
Federal Register / Vol. 76, No. 234 / Tuesday, December 6, 2011 / Notices
jlentini on DSK4TPTVN1PROD with NOTICES
addition, non quoting firms that would
like to receive the relevant information
available over SQF will be allowed to
connect to the SQF interface, but not
send quotes.15 The tiers are designed to
recoup costs associated with the ports
while providing increased efficiency
with the new release.
The Exchange also believes that it is
reasonable to eliminate the $500 per
month cap for Phlx Only Members that
have 50 or less SQT assignments
affiliated with member organizations
because there are no members today
which meet the criteria for this cap.
The Exchange believes that the
amended tiers, which are increased for
two categories, are equitable and not
unfairly discriminatory because the
features of SQF 6.0 are available to all
participants. In addition, the member
organizations with the greater number of
ports, and therefore the greater system
usage, will experience the increase.
The Exchange believes that
eliminating the $500 per month cap for
the smaller organizations, defined as
Phlx Only Members with 50 or less SQT
assignments, is equitable and not
unfairly discriminatory because there
are no member organizations that will
be impacted today by the elimination of
this cap. There are no member
organizations today that are eligible for
the cap.
The Exchange believes that adopting
a $41,000 monthly cap is equitable and
not unfairly discriminatory because all
members utilizing SQF 6.0 ports may
take advantage of the $41,000 cap
without limitation. The Exchange
believes that the member organizations
with the greatest number of ports will
benefit from the proposed $41,000
monthly cap. These are also the member
organizations with the greatest system
usage and therefore the largest costs.
Finally, the Exchange believes that it
is reasonable, equitable and not unfairly
discriminatory to discontinue the
practice of only billing member
organizations for the use of active SQF
5.0 ports to the extent the member
organization was paying is paying the
same (or greater) number of active SQF
6.0 ports. As mentioned herein, the
Exchange believes that it has provided
member organizations ample time to
transition and this practice is no longer
System Event Messages (e.g., start of messages, start
of system hours, start of quoting, start of opening);
(4) Complex Order Strategy Auction Notifications
(COLA); (5) Complex Order Strategy messages; (6)
Option Trading Action Messages (e.g., halts,
resumes); and (7) Complex Strategy Trading Action
Message (e.g., halts, resumes).
15 See Securities Exchange Act Release No. 63034
(October 4, 2010), 75 FR 62441 (October 8, 2010)
(SR–Phlx–2010–124).
VerDate Mar<15>2010
17:04 Dec 05, 2011
Jkt 226001
necessary as there should be no member
organizations utilizing SQF 6.0 [sic] by
January 3, 2012.
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.16 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 email to rulecomments@sec.gov. Please include File
No. SR–Phlx–2011–157 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 No.
SR–Phlx–2011–157. This file number
should be included on the subject line
if email is used. To help the
16 15
PO 00000
U.S.C. 78s(b)(3)(A)(ii).
Frm 00096
Fmt 4703
Sfmt 4703
76215
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 No. SR–Phlx–2011–
157 and should be submitted on or
before December 27, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2011–31204 Filed 12–5–11; 8:45 am]
BILLING CODE 8011–01–P
DEPARTMENT OF STATE
[Public Notice 7709]
Privacy Act; System of Records:
State–78, Risk Analysis and
Management Records
Notice is hereby given that
the Department of State proposes to
create a system of records, Risk Analysis
and Management Records, State–78,
pursuant to the provisions of the
Privacy Act of 1974, as amended
(5 U.S.C. 552a) and Office of
Management and Budget Circular No.
A–130, Appendix I.
DATES: This system of records will be
effective on January 17, 2012, unless we
receive comments that will result in a
contrary determination.
ADDRESSES: Any persons interested in
commenting on the new system of
SUMMARY:
17 17
E:\FR\FM\06DEN1.SGM
CFR 200.30–3(a)(12).
06DEN1
Agencies
[Federal Register Volume 76, Number 234 (Tuesday, December 6, 2011)]
[Notices]
[Pages 76213-76215]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-31204]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65853; File No. SR-Phlx-2011-157]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Active Specialized Quote Feed Port Fee
November 30, 2011.
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 November 17, 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.
---------------------------------------------------------------------------
[[Page 76214]]
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 modify the
Active Specialized Quote Feed (``SQF'') Port Fee.
While changes to the Fee Schedule pursuant to this proposal are
effective upon filing, the Exchange has designated these changes to be
operative on January 3, 2012.
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqtrader.com/micro.aspx?id=PHLXfilings, at the
principal office of the Exchange, on the Commission's Web site at
https://www.sec.gov/and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend the Active SQF Port Fee in Section
VI of the Exchange's Fee Schedule, titled ``Access Service,
Cancellation, Membership, Regulatory and Other Fees.'' SQF is an
interface that enables specialists, SQTs and Remote Streaming Quote
Traders (``RSQTs'') \3\ to connect and send quotes into Phlx XL.\4\
Active SQF ports are ports that receive inbound quotes at any time
within that month.\5\ The Exchange intends to amend the tier structure,
eliminate the $500 per month cap applicable to certain member
organization and establish a new monthly cap now that all firms have
transitioned from SQF 5.0 to SQF 6.0. The Exchange proposes these
amendments to recoup fees.
---------------------------------------------------------------------------
\3\ A RSQT is defined in Exchange Rule in 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.
\4\ See Securities Exchange Act Release No. 63034 (October 4,
2010), 75 FR 62441 (October 8, 2010) (SR-Phlx-2010-124).
\5\ The current version, SQF 6.0, allows member organizations to
access, information such as execution reports, execution report
messages, auction notifications, and administrative data through a
single feed. Other data that is available on SQF 6.0 includes: (1)
Options Auction Notifications (e.g., opening imbalance, market
exhaust, PIXL or other information currently provided on SQF 5.0)
;(2) Options Symbol Directory Messages (currently provided on SQF
5.0); (3) System Event Messages (e.g., start of messages, start of
system hours, start of quoting, start of opening); (4) Complex Order
Strategy Auction Notifications (COLA); (5) Complex Order Strategy
messages; (6) Option Trading Action Messages (e.g., trading halts,
resumption of trading); and (7) Complex Strategy Trading Action
Message (e.g., trading halts, resumption of trading).
---------------------------------------------------------------------------
The Exchange currently has a tiered Active SQF Port Fee as follows:
------------------------------------------------------------------------
Cost per port
Number of Active SQF Ports per month
------------------------------------------------------------------------
0-4.................................................... $350
5-18................................................... 1,250
19-40.................................................. 2,350
41 and over............................................ 3,000
------------------------------------------------------------------------
Today, the Exchange caps Active SQF Ports at $500 per month for
member organizations that meet the following criteria: (i) Are not
members of another national securities exchange (``Phlx Only
Members''); and (ii) have 50 or less Streaming Quote Trader (``SQT'')
\6\ assignments \7\ affiliated with the member organization. Also,
Active SQF Port Fees are capped at $40,000 per month (``Cap'') until
December 30, 2011 for all member organizations other than those member
organizations who meet the requirements of the $500 per month cap. The
purpose of the Cap was to ensure member organizations were not assessed
fees in excess of the Active SQF Port Fees while they transitioned from
SQF 5.0 to SQF 6.0 ports.\8\ The Cap is not in effect beyond December
30, 2011.\9\
---------------------------------------------------------------------------
\6\ 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.
\7\ See Exchange Rules 1014(b) and 507 for qualifications
relating to assignments.
\8\ See Securities Exchange Release No. 65046 (August 5, 2011),
76 FR 49821 (August 5, 2011) (SR-Phlx-2011-105).
\9\ See Securities Exchange Release No. 65046 (August 5, 2011),
76 FR 49821 (August 5, 2011) (SR-Phlx-2011-105).
---------------------------------------------------------------------------
The Exchange is proposing to amend the four SQF tiers to three SQF
tiers and assess the following Active SQF Port Fees:
------------------------------------------------------------------------
Cost per port
Number of Active SQF Ports per month
------------------------------------------------------------------------
0-4.................................................... $350
5-18................................................... 1,350
19 and over............................................ 2,500
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The Exchange also proposes to eliminate the $500 per month cap that was
applicable to certain member organizations that met the above listed
criteria and replace the $40,000, per month cap that is set to expire
after December 30, 2011, with a $41,000 monthly cap. The Exchange will
also remove the restriction that it will not assess the Active SQF Port
Fee for the use of active SQF 5.0 ports to the extent that the member
organization is paying for the same (or greater) number of active SQF
6.0 ports.
While changes to the Fee Schedule pursuant to this proposal are
effective upon filing, the Exchange has designated these changes to be
operative on January 3, 2012.
2. Statutory Basis
The Exchange believes that its proposal to amend its Fee Schedule
is consistent with Section 6(b) of the Act \10\ in general, and
furthers the objectives of Section 6(b)(4) of the Act \11\ in
particular, in that it is an equitable allocation of reasonable fees
and other charges among Exchange members.
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\10\ 15 U.S.C. 78f(b).
\11\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that it is reasonable to modify the Active
SQF Fee to amend the tiers and remove the caps because the release of
SQF 6.0 is complete \12\ and the Exchange believes it has provided
members ample opportunity to transition to SQF 6.0.\13\ The Exchange
believes that the new tier structure is reasonable because the lower
tier fee (0-4 ports) will remain the same and only the next two tiers,
5-18 and 19 and over, will increase. SQF 6.0 offers users increased
efficiency by allowing them to access in a single feed, rather than
through accessing multiple feeds, information such as execution reports
and other relevant data.\14\ In
[[Page 76215]]
addition, non quoting firms that would like to receive the relevant
information available over SQF will be allowed to connect to the SQF
interface, but not send quotes.\15\ The tiers are designed to recoup
costs associated with the ports while providing increased efficiency
with the new release.
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\12\ The Exchange released SQF 6.0 on October 11, 2010.
\13\ The Exchange anticipated that member organizations would
utilize both SQF 5.0 and SQF 6.0 for a period of time. The Exchange
believes that by January 3, 2012 all members should have
transitioned and ample time was provided in 2011 to complete the
transition.
\14\ See Securities Exchange Act Release No. 63034 (October 4,
2010), 75 FR 62441 (October 8, 2010) (SR-Phlx-2010-124). Data
proposed for SQF 6.0 includes the following: (1) Options Auction
Notifications (e.g., opening imbalance, market exhaust, PIXL or
other information currently provided on SQF 5.0); (2) Options Symbol
Directory Messages (currently provided on SQF 5.0); (3) System Event
Messages (e.g., start of messages, start of system hours, start of
quoting, start of opening); (4) Complex Order Strategy Auction
Notifications (COLA); (5) Complex Order Strategy messages; (6)
Option Trading Action Messages (e.g., halts, resumes); and (7)
Complex Strategy Trading Action Message (e.g., halts, resumes).
\15\ See Securities Exchange Act Release No. 63034 (October 4,
2010), 75 FR 62441 (October 8, 2010) (SR-Phlx-2010-124).
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The Exchange also believes that it is reasonable to eliminate the
$500 per month cap for Phlx Only Members that have 50 or less SQT
assignments affiliated with member organizations because there are no
members today which meet the criteria for this cap.
The Exchange believes that the amended tiers, which are increased
for two categories, are equitable and not unfairly discriminatory
because the features of SQF 6.0 are available to all participants. In
addition, the member organizations with the greater number of ports,
and therefore the greater system usage, will experience the increase.
The Exchange believes that eliminating the $500 per month cap for
the smaller organizations, defined as Phlx Only Members with 50 or less
SQT assignments, is equitable and not unfairly discriminatory because
there are no member organizations that will be impacted today by the
elimination of this cap. There are no member organizations today that
are eligible for the cap.
The Exchange believes that adopting a $41,000 monthly cap is
equitable and not unfairly discriminatory because all members utilizing
SQF 6.0 ports may take advantage of the $41,000 cap without limitation.
The Exchange believes that the member organizations with the greatest
number of ports will benefit from the proposed $41,000 monthly cap.
These are also the member organizations with the greatest system usage
and therefore the largest costs.
Finally, the Exchange believes that it is reasonable, equitable and
not unfairly discriminatory to discontinue the practice of only billing
member organizations for the use of active SQF 5.0 ports to the extent
the member organization was paying is paying the same (or greater)
number of active SQF 6.0 ports. As mentioned herein, the Exchange
believes that it has provided member organizations ample time to
transition and this practice is no longer necessary as there should be
no member organizations utilizing SQF 6.0 [sic] by January 3, 2012.
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.\16\ 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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\16\ 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 email to rule-comments@sec.gov. Please include
File No. SR-Phlx-2011-157 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 No. SR-Phlx-2011-157. This file
number should be included on the subject line if email 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 No. SR-Phlx-2011-157 and should be
submitted on or before December 27, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
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\17\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2011-31204 Filed 12-5-11; 8:45 am]
BILLING CODE 8011-01-P