Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Amending the Rebates and Fees for Adding and Removing Liquidity in Select Symbols, 8934-8936 [2012-3536]
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8934
Federal Register / Vol. 77, No. 31 / Wednesday, February 15, 2012 / Notices
All submissions should refer to File
Number SR–Phlx–2012–13. 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 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–2012–13 and should
be submitted on or before March 7,
2012.
For the Commission, by the Division
of Trading and Markets, pursuant to
delegated authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–3469 Filed 2–14–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–66367; File No. SR–Phlx–
2012–15]
sroberts on DSK5SPTVN1PROD with NOTICES
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Amending the
Rebates and Fees for Adding and
Removing Liquidity in Select Symbols
February 9, 2012.
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 January
30, 2012, 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 the
Rebates and Fees for Adding and
Removing Liquidity in Select Symbols
in Section I, Part A of the Exchange’s
Fee Schedule.
While changes to the Fee Schedule
pursuant to this proposal are effective
upon filing, the Exchange has
designated these changes to be operative
on February 1, 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, 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 the proposed rule
change is to amend Section I of the Fee
Schedule, entitled ‘‘Rebates and Fees for
Adding and Removing Liquidity in
Select Symbols,’’ at Part A, entitled
‘‘Single contra-side orders,’’ to amend
the Customer Fee for Removing
1 15
15 17
CFR 200.30–3(a)(12).
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17:09 Feb 14, 2012
2 17
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PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00134
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Sfmt 4703
Liquidity to increase the fee in order to
recoup additional costs associated with
paying rebates to attract additional order
flow.
Currently, Section I of the Fee
Schedule, which applies to certain
select symbols,3 is comprised of a Part
A, Single contra-side order fees, and a
Part B, Complex Order fees.4 There are
currently several categories of market
participants: Customers, Directed
Participants,5 Specialists,6 Registered
Options Traders,7 SQTs,8 RSQTs,9
Broker-Dealers, Firms and
Professionals.10 Currently, the Exchange
assesses the following Single contra-side
Fees for Removing Liquidity:
3 Select Symbols are defined as options overlying
the following symbols: AA, AAPL, ABX, AMD,
AMR, AMZN, AXP, BAC, C, CAT, CIEN, CSCO,
DELL, DIA, EBAY, EK, F, FAS, FAZ, FXI, GDX, GE,
GLD, GLW, GS, HAL, IBM, INTC, IWM, JPM, LVS,
MGM, MSFT, MU, NEM, NOK, NVDA, ORCL, PFE,
PG, POT, QCOM, QQQ, RIG, RIMM, RMBS, SBUX,
SDS, SIRI, SLV, SLW, SNDK, SPY, T, TBT, TZA,
UAL, UNG, USO, UUP, V, VALE, VXX, VZ, WYNN,
X, XLF, XOM, XOP and YHOO (‘‘Select Symbols’’).
These symbols are Multiply-Listed.
4 The Rebates and Fees for Adding and Removing
Liquidity in Select Symbols apply only to electronic
orders.
5 A Directed Participant is a Specialist, SQT, or
RSQT that executes a Customer order that is
directed to them by an Order Flow Provider and is
executed electronically on PHLX XL II.
6 A Specialist is an Exchange member who is
registered as an options specialist pursuant to Rule
1020(a).
7 A Registered Options Trader (‘‘ROT’’) includes
a Streaming Quote Trader (‘‘SQT’’), a Remote
Streaming Quote Trader (‘‘RSQT’’) and a Non-SQT
ROT, which by definition is neither a SQT or a
RSQT. A ROT is defined in Exchange Rule 1014(b)
as a regular member of the Exchange located on the
trading floor who has received permission from the
Exchange to trade in options for his own account.
See Exchange Rule 1014(b)(i) and (ii).
8 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.
9 An RSQT is defined 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.
10 The Exchange defines a ‘‘professional’’ as any
person or entity that (i) is not a broker or dealer in
securities, and (ii) places more than 390 orders in
listed options per day on average during a calendar
month for its own beneficial account(s) (hereinafter
‘‘Professional’’).
E:\FR\FM\15FEN1.SGM
15FEN1
Federal Register / Vol. 77, No. 31 / Wednesday, February 15, 2012 / Notices
Customer
Fee for Removing Liquidity ..................................
The Exchange proposes to increase
the Customer Fee for Removing
Liquidity for Single contra-side orders
from $0.31 per contract to $0.39 per
contract. The Exchange is not proposing
to amend any other rebates or fees in
Section I.
While changes to the Fee Schedule
pursuant to this proposal are effective
upon filing, the Exchange has
designated these changes to be operative
on February 1, 2012.
2. Statutory Basis
The Exchange believes that its
proposal to amend its Fee Schedule is
consistent with Section 6(b) of the Act 11
in general, and furthers the objectives of
Section 6(b)(4) of the Act 12 in
particular, in that it is an equitable
allocation of reasonable fees and other
charges among Exchange members and
other persons using its facilities.
The Exchange believes that its
proposal to increase the Single contraside Customer Fee for Removing
Liquidity is reasonable because the
Customer would pay a lower fee as
compared to all other market
participants except market makers,13
which includes Directed Participants.
Market makers have obligations to the
market, which do not apply to Firms,
Professionals and Broker-Dealers.14
Also, Directed Participants have higher
quoting obligations as compared to
other market makers.15 In addition, the
Exchange is filing this proposal to
recoup costs associated with paying
Customers higher rebates to attract order
flow to the Exchange.16 Customers will
continue to receive the highest Rebate
for Adding Liquidity, which rebate
incentivizes Broker-Dealers to route
Customer orders to the Exchange, which
in turn should increase liquidity and
11 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
13 A ‘‘market maker’’ includes Specialists (see
Rule 1020) and ROTs (Rule 1014(b)(i) and (ii),
which includes SQTs (see Rule 1014(b)(ii)(A)) and
RSQTs (see Rule 1014(b)(ii)(B)). Directed
Participants are also market makers. See note 5.
14 See Exchange Rule 1014 titled ‘‘Obligations
and Restrictions Applicable to Specialists and
Registered Options Traders.’’
15 See Exchange Rule 1014 titled ‘‘Obligations
and Restrictions Applicable to Specialists and
Registered Options Traders.’’
16 The Exchange recently increased the Rebate for
Adding Liquidity for Professionals. See Securities
Exchange Act Release No. 65940 (December 12,
2011), 76 FR 78322 (December 16, 2011) (SR–Phlx–
2011–162).
sroberts on DSK5SPTVN1PROD with NOTICES
12 15
17:09 Feb 14, 2012
Jkt 226001
Directed
participant
Specialist,
ROT, SQT
and RSQT
Firm
Brokerdealer
Professional
$0.31
%
VerDate Mar<15>2010
8935
$0.35
$0.37
$0.45
$0.45
$0.45
benefit all market participants. Also, the
fee is within the range of fees assessed
by NYSE Arca, Inc. (‘‘NYSE Arca’’) 17
and NASDAQ Stock Market LLC.18
The Exchange believes it is equitable
and not unfairly discriminatory to
increase the Customer Fee for Removing
Liquidity because, as mentioned,
compared to other participants, except
market makers,19 Customers would pay
the lowest Fee for Removing Liquidity
and Customers would also receive the
highest Rebate for Adding Liquidity as
compared to other market
participants.20 In addition, as
previously mentioned, the Exchange is
filing this proposal to recoup costs
associated with paying Customers
higher rebates to attract order flow to
the Exchange.
The Exchange operates in a highly
competitive market in which market
participants can readily direct order
flow to competing venues if they deem
fee levels at a particular venue to be
excessive. The Exchange believes that
the fees it charges and rebates it pays for
options overlying the various Select
Symbols remain competitive with fees
and rebates charged/paid by other
venues and therefore continue to be
reasonable and equitably allocated to
those members that opt to direct orders
to the Exchange rather than competing
venues.
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.
17 See NYSE Arca’s Fee Schedule. A customer
executing an electronic order is assessed a $0.45 per
contract fee to remove liquidity in Penny Pilot
Issues.
18 See NASDAQ Stock Market LLC’s Rules at
Chapter XV, Section 2. A NASDAQ Options Market
(‘‘NOM’’) Participant is assessed a $0.45 per
contract fee for removing liquidity electronically in
Penny Pilot Options and non-Penny Pilot Options.
19 See note 13.
20 The Exchange recently decreased the
Professional Rebate for Adding Liquidity for Single
contra-side orders to $0.23 per contract. The rule
change was filed as immediately effective with an
operative date of January 3, 2012. See SR–Phlx–
2011–184.
PO 00000
Frm 00135
Fmt 4703
Sfmt 4703
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.21 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–2012–15 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–2012–15. 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/
21 15
E:\FR\FM\15FEN1.SGM
U.S.C. 78s(b)(3)(A)(ii).
15FEN1
8936
Federal Register / Vol. 77, No. 31 / Wednesday, February 15, 2012 / Notices
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–2012–
15 and should be submitted on or before
March 7, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–3536 Filed 2–14–12; 8:45 am]
BILLING CODE 8011–01–P
proposed rule change from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
NASDAQ is proposing to modify its
NASDAQ’s Pre-Market Investor
Program. NASDAQ proposes to
implement the proposed rule change on
February 1, 2011. The text of the
proposed rule change is available at
https://nasdaq.cchwallstreet.com/, at
NASDAQ’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
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
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–66369; File No. SR–
NASDAQ–2012–024]
Self-Regulatory Organizations; the
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Modify
NASDAQ’s Pre-Market Investor
Program
sroberts on DSK5SPTVN1PROD with NOTICES
February 10, 2012.
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 February
1, 2012, The NASDAQ Stock Market
LLC (‘‘NASDAQ’’ or ‘‘Exchange’’), filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
22 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 Securities Exchange Act Release No. 65717
(November 9, 2011), 76 FR 70784 (November 15,
2011) (SR–NASDAQ–2011–150).
1 15
VerDate Mar<15>2010
17:09 Feb 14, 2012
Last year, NASDAQ introduced a PreMarket Investor Program to encourage
greater use of NASDAQ’s facilities for
trading before the market open at 9:30
a.m. and through the trading day.3 The
goal of the program is to encourage the
development of a deeper, more liquid
trading book during pre-market hours,
while also recognizing the correlation
observed by NASDAQ between levels of
liquidity provided during pre-market
hours and levels provided during
regular trading hours. While
maintaining the structure of the existing
program, NASDAQ is now proposing to
modify the program to also encourage
greater use of NASDAQ’s facilities for
trading after the market close at 4 p.m.
In connection with the change,
NASDAQ will also rename the program
as the ‘‘Extended Hours Investor
Program’’ (‘‘EHIP’’).
Under the program, a member is
required to designate one or more
market participant identifiers (‘‘MPIDs’’)
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for use under the program.4 The
member will then qualify for an extra
rebate of $0.0002 per share executed 5
with respect to all displayed liquidity
provided through a designated MPID
that executes at a price of $1 or more
during the month if the following
conditions are met:
(1) The MPID’s ‘‘EHIP Execution
Ratio’’ 6 for the month is less than 10.
The EHIP Execution Ratio is defined as
‘‘the ratio of (A) the total number of
liquidity-providing orders entered by a
member through an EHIP-designated
MPID during the specified time period
to (B) the number of liquidity-providing
orders entered by such member through
such EHIP-designated MPID and
executed (in full or partially) in the
Nasdaq Market Center during such time
period; provided that: (i) No order shall
be counted as executed more than once;
and (ii) no Pegged Orders, odd-lot
orders, or MIOC or SIOC orders 7 shall
be included in the tabulation.’’ Thus,
the requirement stipulates that a high
proportion of potentially liquidityproviding orders entered through the
MPID actually execute and provide
liquidity. This requirement is designed
to focus the availability of the program
on members representing retail and
institutional customers.
(2) Currently, the member must
provide an average daily volume of 2
million or more shares of liquidity
during the month using orders that are
executed prior to NASDAQ’s Opening
Cross. NASDAQ has observed that
members that provide higher volumes of
liquidity-providing orders during the
pre-market hours generally do so
throughout the rest of the trading day.
Accordingly, the program pays a credit
with respect to all liquidity-providing
orders, but only in the event that
comparatively large volumes of such
orders execute in pre-market hours. To
broaden the focus of the program to
include after-hours trading, NASDAQ is
proposing to modify this provision to
provide an alternative criterion for
participation in the program, but
without removing or modifying the
4 After the initial designation of NASDAQ MPIDs
for EHIP use, a member may add or remove such
EHIP designations for existing MPIDs, provided that
NASDAQ must be appropriately notified of such a
change on or before the first trading day of the
month when the change is to become effective. A
newly established MPID may be designated for
EHIP use immediately upon establishment.
5 Originally, the rebate was set at $0.0001 per
share executed, but effective February 1, 2012,
NASDAQ increased the rate to $0.0002 per share
executed. See SR–NASDAQ–2012–020 (January 27,
2012).
6 Formerly, the PMI Execution Ratio.
7 ‘‘Market Hours Immediate-or-Cancel’’ or
‘‘System Hours Immediate-or-Cancel’’ orders.
E:\FR\FM\15FEN1.SGM
15FEN1
Agencies
[Federal Register Volume 77, Number 31 (Wednesday, February 15, 2012)]
[Notices]
[Pages 8934-8936]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-3536]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-66367; File No. SR-Phlx-2012-15]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Amending the
Rebates and Fees for Adding and Removing Liquidity in Select Symbols
February 9, 2012.
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 January 30, 2012, 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 the Rebates and Fees for Adding and
Removing Liquidity in Select Symbols in Section I, Part A of the
Exchange's Fee Schedule.
While changes to the Fee Schedule pursuant to this proposal are
effective upon filing, the Exchange has designated these changes to be
operative on February 1, 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, 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 the proposed rule change is to amend Section I of
the Fee Schedule, entitled ``Rebates and Fees for Adding and Removing
Liquidity in Select Symbols,'' at Part A, entitled ``Single contra-side
orders,'' to amend the Customer Fee for Removing Liquidity to increase
the fee in order to recoup additional costs associated with paying
rebates to attract additional order flow.
Currently, Section I of the Fee Schedule, which applies to certain
select symbols,\3\ is comprised of a Part A, Single contra-side order
fees, and a Part B, Complex Order fees.\4\ There are currently several
categories of market participants: Customers, Directed Participants,\5\
Specialists,\6\ Registered Options Traders,\7\ SQTs,\8\ RSQTs,\9\
Broker-Dealers, Firms and Professionals.\10\ Currently, the Exchange
assesses the following Single contra-side Fees for Removing Liquidity:
---------------------------------------------------------------------------
\3\ Select Symbols are defined as options overlying the
following symbols: AA, AAPL, ABX, AMD, AMR, AMZN, AXP, BAC, C, CAT,
CIEN, CSCO, DELL, DIA, EBAY, EK, F, FAS, FAZ, FXI, GDX, GE, GLD,
GLW, GS, HAL, IBM, INTC, IWM, JPM, LVS, MGM, MSFT, MU, NEM, NOK,
NVDA, ORCL, PFE, PG, POT, QCOM, QQQ, RIG, RIMM, RMBS, SBUX, SDS,
SIRI, SLV, SLW, SNDK, SPY, T, TBT, TZA, UAL, UNG, USO, UUP, V, VALE,
VXX, VZ, WYNN, X, XLF, XOM, XOP and YHOO (``Select Symbols''). These
symbols are Multiply-Listed.
\4\ The Rebates and Fees for Adding and Removing Liquidity in
Select Symbols apply only to electronic orders.
\5\ A Directed Participant is a Specialist, SQT, or RSQT that
executes a Customer order that is directed to them by an Order Flow
Provider and is executed electronically on PHLX XL II.
\6\ A Specialist is an Exchange member who is registered as an
options specialist pursuant to Rule 1020(a).
\7\ A Registered Options Trader (``ROT'') includes a Streaming
Quote Trader (``SQT''), a Remote Streaming Quote Trader (``RSQT'')
and a Non-SQT ROT, which by definition is neither a SQT or a RSQT. A
ROT is defined in Exchange Rule 1014(b) as a regular member of the
Exchange located on the trading floor who has received permission
from the Exchange to trade in options for his own account. See
Exchange Rule 1014(b)(i) and (ii).
\8\ 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.
\9\ An RSQT is defined 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.
\10\ The Exchange defines a ``professional'' as any person or
entity that (i) is not a broker or dealer in securities, and (ii)
places more than 390 orders in listed options per day on average
during a calendar month for its own beneficial account(s)
(hereinafter ``Professional'').
[[Page 8935]]
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Specialist,
Customer Directed ROT, SQT and Firm Broker- Professional
participant RSQT dealer
--------------------------------------------------------------------------------------------------------------------------------------------------------
Fee for Removing Liquidity................................. $0.31 $0.35 $0.37 $0.45 $0.45 $0.45
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The Exchange proposes to increase the Customer Fee for Removing
Liquidity for Single contra-side orders from $0.31 per contract to
$0.39 per contract. The Exchange is not proposing to amend any other
rebates or fees in Section I.
While changes to the Fee Schedule pursuant to this proposal are
effective upon filing, the Exchange has designated these changes to be
operative on February 1, 2012.
2. Statutory Basis
The Exchange believes that its proposal to amend its Fee Schedule
is consistent with Section 6(b) of the Act \11\ in general, and
furthers the objectives of Section 6(b)(4) of the Act \12\ in
particular, in that it is an equitable allocation of reasonable fees
and other charges among Exchange members and other persons using its
facilities.
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\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that its proposal to increase the Single
contra-side Customer Fee for Removing Liquidity is reasonable because
the Customer would pay a lower fee as compared to all other market
participants except market makers,\13\ which includes Directed
Participants. Market makers have obligations to the market, which do
not apply to Firms, Professionals and Broker-Dealers.\14\ Also,
Directed Participants have higher quoting obligations as compared to
other market makers.\15\ In addition, the Exchange is filing this
proposal to recoup costs associated with paying Customers higher
rebates to attract order flow to the Exchange.\16\ Customers will
continue to receive the highest Rebate for Adding Liquidity, which
rebate incentivizes Broker-Dealers to route Customer orders to the
Exchange, which in turn should increase liquidity and benefit all
market participants. Also, the fee is within the range of fees assessed
by NYSE Arca, Inc. (``NYSE Arca'') \17\ and NASDAQ Stock Market
LLC.\18\
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\13\ A ``market maker'' includes Specialists (see Rule 1020) and
ROTs (Rule 1014(b)(i) and (ii), which includes SQTs (see Rule
1014(b)(ii)(A)) and RSQTs (see Rule 1014(b)(ii)(B)). Directed
Participants are also market makers. See note 5.
\14\ See Exchange Rule 1014 titled ``Obligations and
Restrictions Applicable to Specialists and Registered Options
Traders.''
\15\ See Exchange Rule 1014 titled ``Obligations and
Restrictions Applicable to Specialists and Registered Options
Traders.''
\16\ The Exchange recently increased the Rebate for Adding
Liquidity for Professionals. See Securities Exchange Act Release No.
65940 (December 12, 2011), 76 FR 78322 (December 16, 2011) (SR-Phlx-
2011-162).
\17\ See NYSE Arca's Fee Schedule. A customer executing an
electronic order is assessed a $0.45 per contract fee to remove
liquidity in Penny Pilot Issues.
\18\ See NASDAQ Stock Market LLC's Rules at Chapter XV, Section
2. A NASDAQ Options Market (``NOM'') Participant is assessed a $0.45
per contract fee for removing liquidity electronically in Penny
Pilot Options and non-Penny Pilot Options.
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The Exchange believes it is equitable and not unfairly
discriminatory to increase the Customer Fee for Removing Liquidity
because, as mentioned, compared to other participants, except market
makers,\19\ Customers would pay the lowest Fee for Removing Liquidity
and Customers would also receive the highest Rebate for Adding
Liquidity as compared to other market participants.\20\ In addition, as
previously mentioned, the Exchange is filing this proposal to recoup
costs associated with paying Customers higher rebates to attract order
flow to the Exchange.
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\19\ See note 13.
\20\ The Exchange recently decreased the Professional Rebate for
Adding Liquidity for Single contra-side orders to $0.23 per
contract. The rule change was filed as immediately effective with an
operative date of January 3, 2012. See SR-Phlx-2011-184.
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The Exchange operates in a highly competitive market in which
market participants can readily direct order flow to competing venues
if they deem fee levels at a particular venue to be excessive. The
Exchange believes that the fees it charges and rebates it pays for
options overlying the various Select Symbols remain competitive with
fees and rebates charged/paid by other venues and therefore continue to
be reasonable and equitably allocated to those members that opt to
direct orders to the Exchange rather than competing venues.
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.\21\ 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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\21\ 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-2012-15 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-2012-15. 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/
[[Page 8936]]
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-
2012-15 and should be submitted on or before March 7, 2012.
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\22\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\22\
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-3536 Filed 2-14-12; 8:45 am]
BILLING CODE 8011-01-P