Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to the Firm Related Equity Option Cap, 77046-77048 [2011-31603]
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77046
Federal Register / Vol. 76, No. 237 / Friday, December 9, 2011 / Notices
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–
NYSEArca–2011–89 and should be
submitted on or before December 30,
2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2011–31605 Filed 12–8–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65888; File No. SR–Phlx–
2011–160]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to the
Firm Related Equity Option Cap
December 5, 2011.
srobinson on DSK4SPTVN1PROD with NOTICES
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
22, 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
Section II of the Fee Schedule entitled
‘‘Equity Options Fees’’ to apply the Firm
Related Equity Option Cap to certain
proprietary orders of affiliated member
organizations.
While fee changes pursuant to this
proposal are effective upon filing, the
Exchange has designated these changes
to be operative on December 1, 2011.
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
13 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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18:35 Dec 08, 2011
Jkt 226001
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of 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 purpose of this proposed rule
change is to apply the Firm Related
Equity Option Cap to proprietary orders
of certain affiliates of member
organizations. Currently, Firms are
subject to a maximum fee of $75,000
(’’Firm Related Equity Option Cap’’).
Firm equity option transaction fees and
QCC Transaction Fees 3, 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.4 The Firm equity
options transaction fees 5 will be waived
for members executing facilitation
orders 6 pursuant to Exchange Rule 1064
3 QCC Transaction Fees apply to QCC Orders as
defined in Exchange Rule 1080(o) and 1064(e). For
QCC Orders as defined in Exchange Rule 1080(o),
and Floor QCC Orders, as defined in 1064(e), a
Service Fee of $0.05 per side will apply once a Firm
has reached the Firm Related Equity Option Cap.
This $0.05 Service Fee will apply to every contract
side after a Firm has reached the Firm Related
Equity Option Cap.
4 Once Firms reach the Firm Related Equity
Option Cap by incurring qualifying fees, they will
not incur additional transaction fees beyond the
$75,000 Firm Related Equity Option Cap for that
month as long as those transactions occurred in
their own proprietary account. Member
organizations must notify the Exchange in writing
of all accounts in which the member is not trading
in its own proprietary account. The Exchange will
not make adjustments to billing invoices where
transactions are commingled in accounts which are
not subject to the Firm Related Equity Option Cap.
5 See Section II of the Exchange’s Fee Schedule
for equity option transaction fees.
6 A facilitation occurs when a floor broker holds
an options order for a public customer and a contraside order for the same option series and, after
providing an opportunity for all persons in the
trading crowd to participate in the transaction,
executes both orders as a facilitation cross. See
PO 00000
Frm 00113
Fmt 4703
Sfmt 4703
when such members are trading in their
own proprietary account.7
The Exchange proposes to apply the
Firm Related Equity Option Cap to
proprietary orders effected for the
purpose of hedging the proprietary overthe-counter trading of an affiliate of a
member organization that qualifies for
the Firm Related Equity Option Cap
(‘‘Qualifying Member Organization’’). A
Qualifying Member Organization would
be a 100% wholly-owned affiliate or
subsidiary of a member organization
that is not a Phlx member organization
and is registered as a United States or
foreign broker-dealer. In other words, a
Qualifying Member Organization must
be either a wholly-owned subsidiary of
a Phlx member organization or a
wholly-owned subsidiary of the parent
company of a Phlx member
organization. These orders must clear in
the customer range at The Options
Clearing Corporation and be subject to
the fees assessed to Broker-Dealers in
order for the trade to be eligible for the
Firm Related Equity Option Cap. The
Exchange would aggregate the
Qualifying Member Organization’s fees
in Multiply-Listed options 8 on the
Exchange with the transaction fees of
affiliated member organizations in
Multiply-Listed options on the
Exchange for purposes of determining
whether the Qualifying Member
Organization has reached the Firm
Related Equity Option Cap.
A member organization would be
required to certify the affiliate status of
any Qualifying Member Organization
whose trading activity it seeks to
aggregate and to certify that the trades
identified as eligible for the Firm
Related Equity Option Cap were made
for the purposes of hedging proprietary
over-the county [sic] trading of the
member organization or its affiliates.
The member organization would be
required to inform the Exchange
immediately of any event that causes an
entity to cease to be an affiliate. In
addition, member organizations must
notify the Exchange in writing of the
account(s) designated for purposes of
hedging the proprietary over-thecounter trading of the Qualifying
Member Organization or its affiliates.9
Exchange Rule 1064 entitled ‘‘Crossing, Facilitation
and Solicited Orders.’’
7 The waiver would not apply to orders where a
member is acting as agent on behalf of a nonmember.
8 Multiply Listed Securities include those
symbols which are subject to rebates and fees in
Section I, Rebates and Fees For Adding and
Removing Liquidity in Select Symbols, and Section
II, Equity Options Fees.
9 The Exchange assesses a $50 Account Fee for
each account beyond the number of permits billed
to the member organization.
E:\FR\FM\09DEN1.SGM
09DEN1
Federal Register / Vol. 76, No. 237 / Friday, December 9, 2011 / Notices
srobinson on DSK4SPTVN1PROD with NOTICES
The Exchange would require member
organizations to segregate other orders
from that of its affiliates for those orders
to be eligible for the Firm Related Equity
Option Cap by placing such orders in a
separate house account. If the member
organization does not segregate the
transactions into the specified house
account which was designated by the
member organization for the purpose of
affiliated eligible transactions, the
Exchange will not make any
adjustments to the billing invoice to
account for those transactions not
placed in the specified account and
those transactions will not be subject to
the Firm Related Equity Option Cap.
The Exchange believes that this practice
would not create an undue burden on
its member organizations and would
ensure a more efficient billing process.
The Exchange also proposes to
rename the ‘‘Firm Related Equity Option
Cap’’ as the ‘‘Monthly Firm Fee Cap’’ to
more accurately describe the cap. The
Exchange also proposes to amend a
reference to ‘‘members and member
organizations’’ in Section II of the Fee
Schedule as only ‘‘member
organizations’’ for clarity.
While fee changes pursuant to this
proposal are effective upon filing, the
Exchange has designated these changes
to be operative on December 1, 2011.
the purposes of calculating and
assessing certain fees.12 The Exchange
believes that it is reasonable to require
member organizations to segregate these
transactions in a separate account to
create an effective way to account and
bill for these transactions.
The Exchange believes that its
proposal is equitable and not unfairly
discriminatory because any member
organization may request that the
Exchange aggregate its trading activity
with the trading activity of a Qualifying
Member Organization for purposes of
calculating the Firm Related Equity
Option Cap. The Exchange believes that
it is equitable and not unfairly
discriminatory to require member
organizations to segregate these
transactions in a separate account as
this requirement would apply to all
member organizations.
The Exchange also believes that the
amendments to rename the Firm Related
Equity Option Cap and change a
reference from ‘‘members and member
organizations’’ to ‘‘member
organizations’’ are reasonable, equitable
and not unfairly discriminatory because
these amendments will more accurately
describe the cap and the member that is
being billed.
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.
Specifically, the Exchange believes
the proposed rule change is reasonable
because it would allow aggregation of
the trading activity of a member
organization and its Qualifying Member
Organization for purposes of the Firm
Related Equity Option Cap only in very
narrow circumstances, namely, where
the Qualifying Member Organization is
an affiliate, as defined herein, and the
trading activity of the Qualifying
Member Organization, which would be
included in the calculation of the Firm
Related Equity Option Cap, is limited to
proprietary orders of the Qualifying
Member Organization effected for
purposes of hedging the proprietary
over-the-counter trading of the member
organization or its affiliates.
Furthermore, other exchanges have
rules that permit the aggregation of the
trading activity of affiliated entities for
B. Self-Regulatory Organization’s
Statement on Burden on Competition
10 15
11 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
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18:35 Dec 08, 2011
Jkt 226001
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.
12 See the Chicago Board Options Exchange,
Incorporated (‘‘CBOE’’) Fees Schedule (CBOE’s
application of its Fee Cap and Scale to order to
certain non-Trading Permit Holder affiliates of a
clearing trading permit holder). See also NASDAQ
Stock Market LLC’s (‘‘NASDAQ’’) Rule 7027 (a
NASDAQ pricing rule which allows affiliated
members to aggregate their activity under certain
provision of NASDAQ’s fee schedule that make fees
dependent upon the volume of their activity). See
also the Chicago Stock Exchange, Inc. (‘‘CHX’’) Fee
Schedule at Section P entitled ‘‘Aggregation of
Activity of Affiliated Participants’’ (CHX allows a
participant to request the aggregation of its activity
with the activity of its affiliates). See also the
International Securities Exchange, LLC’s (‘‘ISE’’)
Fee Schedule at footnote 2 (ISE permits Non-ISE
Market-Maker transaction fees that are part of the
originating or contra side of a crossing transaction
to be included in the calculation of the monthly fee
cap).
PO 00000
Frm 00114
Fmt 4703
Sfmt 4703
77047
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.13 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–2011–160 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-2011–160. 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
13 15
E:\FR\FM\09DEN1.SGM
U.S.C. 78s(b)(3)(A)(ii).
09DEN1
77048
Federal Register / Vol. 76, No. 237 / Friday, December 9, 2011 / Notices
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–
160 and should be submitted on or
before December 30, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2011–31603 Filed 12–8–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65885; File No. SR–
BSECC–2011–03]
Self-Regulatory Organizations; Boston
Stock Exchange Clearing Corporation;
Order Approving Proposed Rule
Change With Respect to an
Amendment to the By-Laws of The
NASDAQ OMX Group, Inc.
December 5, 2011.
I. Introduction
srobinson on DSK4SPTVN1PROD with NOTICES
On October 11, 2011, Boston Stock
Exchange Clearing Corporation
(‘‘BSECC’’) filed with the Securities and
Exchange Commission (‘‘Commission’’)
the proposed rule change SR–BSECC–
2011–03 pursuant to Section 19(b)(1) of
the Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 2 thereunder.
The proposed rule change was
published for comment in the Federal
Register on October 28, 2011.3 The
Commission received no comment
letters regarding the proposal. For the
reasons discussed below, the
Commission is granting approval of the
proposed rule change.
14 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 Securities Exchange Act Release No. 34–65613
(October 24, 2011), 76 FR 67007 (October 28, 2011).
In its filing with the Commission, BSECC included
statements concerning the purpose of and basis for
the proposed rule change. The text of these
statements is incorporated into the discussion of the
proposed rule change in Section II below.
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18:35 Dec 08, 2011
Jkt 226001
II. Description
The rule change will permit an
amendment to the by-laws of BSECC’s
parent corporation, The NASDAQ OMX
Group, Inc. (‘‘NASDAQ OMX’’).
NASDAQ OMX is seeking to amend
provisions of its by-laws pertaining to
the composition of committees of the
NASDAQ OMX Board of Directors.
First, NASDAQ OMX is amending the
compositional requirements of its Audit
Committee in Section 4.13(g) to provide
that the committee shall include three
or more directors. Currently, the
provision provides that the Audit
Committee shall be composed of either
four or five directors. Second, NASDAQ
OMX is proposing to amend the
compositional requirements of the
Nominating & Governance Committee in
Section 4.13(h) to replace a requirement
that the committee comprise four or five
members with a requirement to include
two or more members. Third, NASDAQ
OMX proposes to delete a paragraph of
the by-laws (Section 4.13(k)) that
pertains to the qualifications of
committee members who are not
directors. Finally, NASDAQ OMX is
correcting a typographical error in the
numbering of the provisions of Section
4.13(h) of the by-laws.
III. Discussion
Section 19(b)(2)(B) of the Act directs
the Commission to approve a proposed
rule change of a self-regulatory
organization if it finds that such
proposed rule change is consistent with
the requirements of the Act and the
rules and regulations thereunder
applicable to such organization.4 In
particular, Section 17A(b)(3)(A) 5 of the
Act requires, among other things, that
the clearing agency be so organized and
have the capacity to facilitate the
prompt and accurate clearance and
settlement of securities transactions, to
safeguard the securities and funds
which are in the custody or control of
such clearing agency or for which it is
responsible, and to comply with the
provisions of the Act and the rules and
regulations thereunder.
The proposed change would allow the
NASDAQ OMX Board of Directors
(‘‘Board’’) to determine the size of its
Audit Committee, so long as the Audit
Committee includes at least three
directors, as well as the size of its
Nominating & Governance Committee,
so long as the Nominating & Governance
Committee includes at least two
directors. The proposal is intended to
provide greater flexibility to the
NASDAQ OMX Board to determine the
4 15
5 15
PO 00000
U.S.C. 78s(b)(2)(B).
U.S.C. 78q–1(b)(3)(A).
Frm 00115
Fmt 4703
Sfmt 4703
appropriate size for these committees.
The proposal does not change any other
compositional requirements of either
the Audit Committee or the Nominating
& Governance Committee, including
independence requirements. Moreover,
the Commission notes that the proposal
does not alter the application of Section
10A of the Exchange Act 6 and Rule
10A–3 thereunder 7 to the NASDAQ
OMX Audit Committee.
The proposal also deletes an obsolete
section from, and corrects a
typographical error in, the NASDAQ
OMX by-laws, which are clarifying
revisions. For the foregoing reasons, the
Commission believes that the proposed
rule change is consistent with the Act.
The proposal also deletes an obsolete
section from, and corrects a
typographical error in, the NASDAQ
OMX by-laws, which are clarifying
revisions.
IV. Conclusion
On the basis of the foregoing, the
Commission finds that the proposal is
consistent with the requirements of the
Act and in particular with the
requirements of Section 17A of the Act
and the rules and regulations
thereunder.
It is therefore ordered, pursuant to
Section 19(b)(2) 8 of the Act, that the
proposed rule change (File No. SR–
BSECC–2011–03) be, and hereby is,
approved.9
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2011–31601 Filed 12–8–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65883; File No. SR–Phlx–
2011–154]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change by NASDAQ
OMX PHLX LLC Relating to Routing
Fees for PSX
December 5, 2011.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
6 15
U.S.C. 78j–1.
CFR 240.10A–3.
8 15 U.S.C. 78s(b)(2).
9 In approving the proposed rule change, the
Commission considered the proposal’s impact on
efficiency, competition and capital formation. 15
U.S.C. 78c(f).
10 17 CFR 200.30–3(a)(12).
7 17
E:\FR\FM\09DEN1.SGM
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Agencies
[Federal Register Volume 76, Number 237 (Friday, December 9, 2011)]
[Notices]
[Pages 77046-77048]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-31603]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65888; File No. SR-Phlx-2011-160]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
the Firm Related Equity Option Cap
December 5, 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 22, 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 Section II of the Fee Schedule
entitled ``Equity Options Fees'' to apply the Firm Related Equity
Option Cap to certain proprietary orders of affiliated member
organizations.
While fee changes pursuant to this proposal are effective upon
filing, the Exchange has designated these changes to be operative on
December 1, 2011.
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, 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 purpose of this proposed rule change is to apply the Firm
Related Equity Option Cap to proprietary orders of certain affiliates
of member organizations. Currently, Firms are subject to a maximum fee
of $75,000 (''Firm Related Equity Option Cap''). Firm equity option
transaction fees and QCC Transaction Fees \3\, 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.\4\ The Firm equity options transaction fees \5\
will be waived for members executing facilitation orders \6\ pursuant
to Exchange Rule 1064 when such members are trading in their own
proprietary account.\7\
---------------------------------------------------------------------------
\3\ QCC Transaction Fees apply to QCC Orders as defined in
Exchange Rule 1080(o) and 1064(e). For QCC Orders as defined in
Exchange Rule 1080(o), and Floor QCC Orders, as defined in 1064(e),
a Service Fee of $0.05 per side will apply once a Firm has reached
the Firm Related Equity Option Cap. This $0.05 Service Fee will
apply to every contract side after a Firm has reached the Firm
Related Equity Option Cap.
\4\ Once Firms reach the Firm Related Equity Option Cap by
incurring qualifying fees, they will not incur additional
transaction fees beyond the $75,000 Firm Related Equity Option Cap
for that month as long as those transactions occurred in their own
proprietary account. Member organizations must notify the Exchange
in writing of all accounts in which the member is not trading in its
own proprietary account. The Exchange will not make adjustments to
billing invoices where transactions are commingled in accounts which
are not subject to the Firm Related Equity Option Cap.
\5\ See Section II of the Exchange's Fee Schedule for equity
option transaction fees.
\6\ A facilitation occurs when a floor broker holds an options
order for a public customer and a contra-side order for the same
option series and, after providing an opportunity for all persons in
the trading crowd to participate in the transaction, executes both
orders as a facilitation cross. See Exchange Rule 1064 entitled
``Crossing, Facilitation and Solicited Orders.''
\7\ The waiver would not apply to orders where a member is
acting as agent on behalf of a non-member.
---------------------------------------------------------------------------
The Exchange proposes to apply the Firm Related Equity Option Cap
to proprietary orders effected for the purpose of hedging the
proprietary over-the-counter trading of an affiliate of a member
organization that qualifies for the Firm Related Equity Option Cap
(``Qualifying Member Organization''). A Qualifying Member Organization
would be a 100% wholly-owned affiliate or subsidiary of a member
organization that is not a Phlx member organization and is registered
as a United States or foreign broker-dealer. In other words, a
Qualifying Member Organization must be either a wholly-owned subsidiary
of a Phlx member organization or a wholly-owned subsidiary of the
parent company of a Phlx member organization. These orders must clear
in the customer range at The Options Clearing Corporation and be
subject to the fees assessed to Broker-Dealers in order for the trade
to be eligible for the Firm Related Equity Option Cap. The Exchange
would aggregate the Qualifying Member Organization's fees in Multiply-
Listed options \8\ on the Exchange with the transaction fees of
affiliated member organizations in Multiply-Listed options on the
Exchange for purposes of determining whether the Qualifying Member
Organization has reached the Firm Related Equity Option Cap.
---------------------------------------------------------------------------
\8\ Multiply Listed Securities include those symbols which are
subject to rebates and fees in Section I, Rebates and Fees For
Adding and Removing Liquidity in Select Symbols, and Section II,
Equity Options Fees.
---------------------------------------------------------------------------
A member organization would be required to certify the affiliate
status of any Qualifying Member Organization whose trading activity it
seeks to aggregate and to certify that the trades identified as
eligible for the Firm Related Equity Option Cap were made for the
purposes of hedging proprietary over-the county [sic] trading of the
member organization or its affiliates. The member organization would be
required to inform the Exchange immediately of any event that causes an
entity to cease to be an affiliate. In addition, member organizations
must notify the Exchange in writing of the account(s) designated for
purposes of hedging the proprietary over-the-counter trading of the
Qualifying Member Organization or its affiliates.\9\
[[Page 77047]]
The Exchange would require member organizations to segregate other
orders from that of its affiliates for those orders to be eligible for
the Firm Related Equity Option Cap by placing such orders in a separate
house account. If the member organization does not segregate the
transactions into the specified house account which was designated by
the member organization for the purpose of affiliated eligible
transactions, the Exchange will not make any adjustments to the billing
invoice to account for those transactions not placed in the specified
account and those transactions will not be subject to the Firm Related
Equity Option Cap. The Exchange believes that this practice would not
create an undue burden on its member organizations and would ensure a
more efficient billing process.
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\9\ The Exchange assesses a $50 Account Fee for each account
beyond the number of permits billed to the member organization.
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The Exchange also proposes to rename the ``Firm Related Equity
Option Cap'' as the ``Monthly Firm Fee Cap'' to more accurately
describe the cap. The Exchange also proposes to amend a reference to
``members and member organizations'' in Section II of the Fee Schedule
as only ``member organizations'' for clarity.
While fee changes pursuant to this proposal are effective upon
filing, the Exchange has designated these changes to be operative on
December 1, 2011.
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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Specifically, the Exchange believes the proposed rule change is
reasonable because it would allow aggregation of the trading activity
of a member organization and its Qualifying Member Organization for
purposes of the Firm Related Equity Option Cap only in very narrow
circumstances, namely, where the Qualifying Member Organization is an
affiliate, as defined herein, and the trading activity of the
Qualifying Member Organization, which would be included in the
calculation of the Firm Related Equity Option Cap, is limited to
proprietary orders of the Qualifying Member Organization effected for
purposes of hedging the proprietary over-the-counter trading of the
member organization or its affiliates. Furthermore, other exchanges
have rules that permit the aggregation of the trading activity of
affiliated entities for the purposes of calculating and assessing
certain fees.\12\ The Exchange believes that it is reasonable to
require member organizations to segregate these transactions in a
separate account to create an effective way to account and bill for
these transactions.
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\12\ See the Chicago Board Options Exchange, Incorporated
(``CBOE'') Fees Schedule (CBOE's application of its Fee Cap and
Scale to order to certain non-Trading Permit Holder affiliates of a
clearing trading permit holder). See also NASDAQ Stock Market LLC's
(``NASDAQ'') Rule 7027 (a NASDAQ pricing rule which allows
affiliated members to aggregate their activity under certain
provision of NASDAQ's fee schedule that make fees dependent upon the
volume of their activity). See also the Chicago Stock Exchange, Inc.
(``CHX'') Fee Schedule at Section P entitled ``Aggregation of
Activity of Affiliated Participants'' (CHX allows a participant to
request the aggregation of its activity with the activity of its
affiliates). See also the International Securities Exchange, LLC's
(``ISE'') Fee Schedule at footnote 2 (ISE permits Non-ISE Market-
Maker transaction fees that are part of the originating or contra
side of a crossing transaction to be included in the calculation of
the monthly fee cap).
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The Exchange believes that its proposal is equitable and not
unfairly discriminatory because any member organization may request
that the Exchange aggregate its trading activity with the trading
activity of a Qualifying Member Organization for purposes of
calculating the Firm Related Equity Option Cap. The Exchange believes
that it is equitable and not unfairly discriminatory to require member
organizations to segregate these transactions in a separate account as
this requirement would apply to all member organizations.
The Exchange also believes that the amendments to rename the Firm
Related Equity Option Cap and change a reference from ``members and
member organizations'' to ``member organizations'' are reasonable,
equitable and not unfairly discriminatory because these amendments will
more accurately describe the cap and the member that is being billed.
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.\13\ 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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\13\ 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-2011-160 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-2011-160. 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
[[Page 77048]]
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-2011-160 and should be
submitted on or before December 30, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2011-31603 Filed 12-8-11; 8:45 am]
BILLING CODE 8011-01-P