Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Modify Phlx's Fee Schedule Governing Order Execution on its NASDAQ OMX PSX Facility, 47894-47896 [2012-19667]
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47894
Federal Register / Vol. 77, No. 155 / Friday, August 10, 2012 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–67601; File No. SR–Phlx–
2012–102]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Modify
Phlx’s Fee Schedule Governing Order
Execution on its NASDAQ OMX PSX
Facility
August 6, 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 July 31,
2012, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or the ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) a
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
Phlx proposes to modify Phlx’s fee
schedule governing order execution on
its NASDAQ OMX PSX (‘‘PSX’’) facility.
Phlx will implement the proposed
change on August 1, 2012. The text of
the proposed rule change is available at
https://
nasdaqomxphlx.cchwallstreet.com/
nasdaqomxphlx/phlx/, at Phlx’s
principal office, on the Commission’s
Web site at https://www.sec.gov, and at
the Commission’s Public Reference
Room.
mstockstill on DSK4VPTVN1PROD with NOTICES
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those 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 parts of such
statements.
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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Jkt 226001
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Phlx is proposing to modify its fee
schedule governing order execution on
PSX. Effective July 2, 2012, Phlx made
a number of modifications to the PSX
fee schedule.3 Because these changes
have negatively impacted PSX’s market
share, Phlx is proposing to revert to the
fee schedule in effect prior to July 2,
2012.
Under the fee schedule in effect
during July 2012, for securities priced at
$1 or more per share, an order that
accessed liquidity through a market
participant identifier (‘‘MPID’’) through
which a market participant provided an
average daily volume of 25,000 or more
shares of liquidity or accessed an
average daily volume of 3.5 million or
more shares of liquidity during the
month paid no fee when accessing
liquidity. Other orders that accessed
liquidity paid $0.0005 per share
executed. For securities priced at less
than $1, the fee was 0.10% of the total
transaction cost. Under the prior
schedule, to which PSX is reverting,
PSX will charge $0.0019 per share
executed for orders that access liquidity
in securities listed on the New York
Stock Exchange (‘‘NYSE’’) priced at $1
or more per share; and $0.0027 per
share executed for other liquidityaccessing orders priced at $1 or more
per share. For securities priced under
$1, PSX will revert to the prior fee of
0.20% of the total transaction cost.
Also, during July 2012, for securities
priced at $1 or more per share, Phlx
charged $0.0002 per share executed for
an order that provided liquidity through
an MPID through which a market
participant provided an average daily
volume of 10 million or more shares of
liquidity during the month, and charged
$0.0005 per share executed for other
orders that provided liquidity. Under
the prior schedule, to which PSX is
reverting, PSX will offer a credit to
liquidity providers in securities priced
at $1 or more per share that varies based
on the type and size of the liquidityproviding order and the market on
which the stock is listed. Specifically:
• For liquidity provided through
displayed orders with an original order
size 4 of 2,000 or more shares, the credit
3 Securities Exchange Act Release No. 67387 (July
10, 2012), 77 FR 41838 (July 16, 2012) (SR–Phlx–
2012–87).
4 An order will be treated as the original order if
it is decremented due to executions. However,
orders that are modified by the PSX Participant
entering the order or by System processes other
PO 00000
Frm 00095
Fmt 4703
Sfmt 4703
will be $0.0018 per share executed for
securities listed on NYSE and $0.0026
per share executed for other orders;
• For liquidity provided through
displayed orders with an original order
size of less than 2,000 shares, the credit
will be $0.0016 per share executed for
securities listed on NYSE and $0.0024
per share executed for other orders;
• For liquidity provided through
Minimum Life Orders,5 the credit will
be $0.0018 per share executed for
securities listed on NYSE and $0.0026
per share executed for other orders;
• For liquidity provided through nondisplayed orders, the credit will be
$0.0005 per share executed for
securities listed on NYSE and $0.0010
per share executed for other orders.
For securities priced below $1, Phlx
will continue neither to charge a fee nor
to pay a rebate with respect to orders
that provide liquidity. This aspect of the
PSX fee schedule was not changed in
July.
2. Statutory Basis
Phlx believes that the proposed rule
change is consistent with the provisions
of Section 6 of the Act,6 in general, and
with Sections 6(b)(4) and (5) of the Act,7
in particular, in that it provides for the
equitable allocation of reasonable dues,
fees and other charges among members
and issuers and other persons using any
facility or system which Phlx operates
or controls, and is not designed to
permit unfair discrimination between
customers, issuers, brokers or dealers.
All similarly situated members are
subject to the same fee structure, and
access to Phlx is offered on fair and nondiscriminatory terms.
The pricing change that PSX made for
July 2012 was premised on the belief
that market participants might be
attracted to a pricing model under
which both liquidity accessors and
liquidity providers were assessed a very
low fee (ranging from $0 to $0.0005). In
fact, the decrease in market share
experienced by PSX has demonstrated
that PSX’s market participants preferred
the maker-taker model that was
previously in effect. Under that model,
accessors of liquidity are charged a fee
ranging from $0.0019 to $0.0027 per
share executed for stocks priced at $1 or
more, and 0.20% of the transaction cost
for lower priced stocks. The Exchange
than execution and decrementation will be treated
as a new order.
5 ‘‘Minimum Life Orders’’ are orders that may not
be cancelled by the entering participant for a period
of 100 milliseconds following receipt. All Minimum
Life Orders must be designated as Displayed
Orders.
6 15 U.S.C. 78f.
7 15 U.S.C. 78f(b)(4) and (5).
E:\FR\FM\10AUN1.SGM
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mstockstill on DSK4VPTVN1PROD with NOTICES
Federal Register / Vol. 77, No. 155 / Friday, August 10, 2012 / Notices
believes that these fees are reasonable
because they are consistent with the
limitations imposed by SEC Rule 610 8
on access fees. The Exchange further
believes that the proposed access fees
are consistent with an equitable
allocation of fees, in that they are set at
levels that allow the Exchange to pay a
credit to liquidity providers that is only
slightly less than the corresponding
access fee. Because the payment of such
credits encourage liquidity providers to
post orders in PSX, they also benefit
liquidity accessors by increasing the
likelihood of execution at or near the
inside market. The Exchange further
believes that charging a lower fee with
respect to securities listed on NYSE
than securities listed on other exchanges
is not unfairly discriminatory because
the charges assessed by NYSE for
executing orders are generally lower
than those charged by other exchanges.
In addition, pricing incentives that
focus on securities listed on particular
listing venues are not uncommon,9 and
provide means by which venues such as
Phlx may compete more effectively with
listing venues such as NYSE.
Phlx further believes that the
proposed rebates for liquidity providers
are reasonable because they are set at
levels that had previously been effective
at attracting liquidity-providing orders
to PSX. In addition, Phlx believes that
the proposed rebates reflect an equitable
allocation of fees because they are
slightly lower than the corresponding
access fees. Moreover, to the extent that
the level of rebates varies based on the
type of order providing liquidity, the
Exchange believes that the variation is
not unreasonably discriminatory.
Specifically, the Exchange will pay
higher rebates with respect to Minimum
Life Orders and displayed orders with
an original size of 2,000 or more shares
because the Exchange believes that the
market benefits from the presence of
stable orders and orders with larger size;
specifically, the Exchange believes that
such orders have the potential to allow
market participants to trade larger
volumes at more predictable prices.
Accordingly, the Exchange believes that
it is not unreasonably discriminatory to
pay higher rebates with respect to such
orders, while paying lower rebates with
respect to smaller orders and nondisplayed orders. Phlx also believes that
it is not unreasonably discriminatory to
pay lower rebates for NYSE-listed
securities than for other securities, since
8 17
CFR 242.610.
e.g., Securities Exchange Act Release No.
66322 (February 3, 2012), 77 FR 6831 (February 9,
2012) (SR–NASDAQ–2012–020) (pricing incentives
focused on securities listed on exchanges other than
The NASDAQ Stock Market or NYSE).
9 See,
VerDate Mar<15>2010
18:02 Aug 09, 2012
Jkt 226001
47895
the rebates paid must be
correspondingly lower to allow PSX to
charge a lower access fee with respect
to such securities.
Finally, Phlx notes that it operates in
a highly competitive market in which
market participants can readily favor
competing venues if they deem fee
levels at a particular venue to be
excessive. In such an environment, Phlx
must continually adjust its fees to
remain competitive with other
exchanges and with alternative trading
systems that have been exempted from
compliance with the statutory standards
applicable to exchanges. Phlx believes
that the proposed rule change reflects
this competitive environment because it
is designed to create pricing incentives
for greater use of PSX’s trading services.
IV. Solicitation of Comments
B. Self-Regulatory Organization’s
Statement on Burden on Competition
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
Phlx does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
Because the market for order execution
is extremely competitive, members may
readily opt to disfavor Phlx’s execution
services if they believe that alternatives
offer them better value. The proposed
change is designed to enhance
competition by using pricing incentives
to encourage greater use of PSX’s
trading services.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
Written comments were neither
solicited nor 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.10 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.
10 15
PO 00000
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
Number SR–Phlx–2012–102 on the
subject line.
Paper Comments
All submissions should refer to File
Number SR–Phlx–2012–102. 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
publicly available. All submissions
should refer to File Number SR–Phlx–
2012–102 and should be submitted on
or before August 31, 2012.
U.S.C. 78s(b)(3)(A)(ii).
Frm 00096
Fmt 4703
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47896
Federal Register / Vol. 77, No. 155 / Friday, August 10, 2012 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–19667 Filed 8–9–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–67594; File No. SR–
NASDAQ–2012–093]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Modify
NASDAQ’s Fee Schedule Governing
Order Routing
August 6, 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 July 31,
2012, The NASDAQ Stock Market LLC
(‘‘NASDAQ’’ or the ‘‘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
proposed rule change from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
NASDAQ proposes to modify
NASDAQ’s fee schedule governing
order routing. NASDAQ will implement
the proposed change on August 1, 2012.
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.
mstockstill on DSK4VPTVN1PROD with NOTICES
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item III [sic]
below. The Exchange has prepared
summaries, set forth in sections A, B,
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
VerDate Mar<15>2010
18:02 Aug 09, 2012
Jkt 226001
and C below, of the most significant
parts of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
NASDAQ is making a minor
modification to the schedule governing
fees for use of its routing services.
Effective August 1, 2012, the NASDAQ
OMX PSX (‘‘PSX’’) facility of NASDAQ
OMX PHLX LLC (‘‘Phlx’’) has increased
the fees that it charges for accessing
liquidity.3 Accordingly, NASDAQ is
making a conforming change to the fee
that it charges for routing directed
orders to PSX, increasing the charge
from $0.0005 per share executed to
$0.0029 per share executed.
2. Statutory Basis
NASDAQ believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,4 in
general, and with Sections 6(b)(4) and
(5) of the Act,5 in particular, in that it
provides for the equitable allocation of
reasonable dues, fees and other charges
among members and issuers and other
persons using any facility or system
which NASDAQ operates or controls,
and is not designed to permit unfair
discrimination between customers,
issuers, brokers or dealers. All similarly
situated members are subject to the
same fee structure, and access to
NASDAQ is offered on fair and nondiscriminatory terms. The change is
reasonable because the proposed fee for
routing directed orders to PSX reflects
the fact that PSX is increasing the fee
that it charges NASDAQ with respect to
such orders.6 The change is consistent
3 See
SR–Phlx–2012–102 (July 31, 2012). In
making this change, Phlx undid a pricing change
made for July 2012 and reverted to the pricing in
effect prior to July 2, 2012. See Securities Exchange
Act Release No. 67387 (July 10, 2012), 77 FR 41838
(July 16, 2012) (SR–Phlx–2012–87). Similarly,
NASDAQ adjusted its routing fees in July 2012 to
reflect the change made by Phlx and is now
reverting to the fees formerly in effect. See
Securities Exchange Act Release No. 67355 (July 5,
2012), 77 FR 40926 (July 11, 2012) (SR–NASDAQ–
2012–079).
4 15 U.S.C. 78f.
5 15 U.S.C. 78f(b)(4) and (5).
6 Depending on the listing venue of the security,
NASDAQ will be charged either $0.0019 or $0.0027
per share executed. NASDAQ believes that it is
appropriate to charge a markup with respect to
directed orders to reflect the costs of offering
routing services and the value of such services.
Notably, in all instances NASDAQ charges a
markup with respect to the special processing
associated with the use of directed orders.
NASDAQ further notes that it does not currently
charge a markup with respect to non-directed
orders that are routed to PSX, so the markup with
respect to directed orders provides an opportunity
PO 00000
Frm 00097
Fmt 4703
Sfmt 4703
with an equitable allocation of fees
because it will bring the economic
attributes of routing directed orders to
PSX more in line with the cost of
executing orders there. Finally, the
change is not unfairly discriminatory
because it applies solely to members
that opt to route directed orders to PSX.
Finally, NASDAQ notes that it
operates in a highly competitive market
in which market participants can
readily favor competing venues if they
deem fee levels at a particular venue to
be excessive. In such an environment,
NASDAQ must continually adjust its
fees to remain competitive with other
exchanges and with alternative trading
systems that have been exempted from
compliance with the statutory standards
applicable to exchanges. NASDAQ
believes that the proposed rule change
reflects this competitive environment
because it is designed to ensure that the
charges for use of the NASDAQ routing
facility to route to PSX reflect an
increase in the cost of such routing.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
NASDAQ does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
Because the market for order execution
is extremely competitive, members may
readily opt to disfavor NASDAQ’s
routing services if they believe that
alternatives offer them better value. The
proposed change is designed to ensure
that the charges for use of the NASDAQ
routing facility to route to PSX reflect an
increase in the cost of such routing,
thereby ensuring that it does not incur
a loss when routing to PSX.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor 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.7 At any time
to recoup a portion of the general costs associated
with operating a routing service. Although the
amount of the markup varies depending on the
listing venue of the security, NASDAQ believes that
it is not inappropriate to charge a uniform fee for
the service of routing directed orders to a particular
venue, and further notes that the fee for routing
directed orders to PSX is lower than the $0.0035 per
share executed fee for routing directed orders to
other venues.
7 15 U.S.C. 78s(b)(3)(a)(ii) [sic].
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Agencies
[Federal Register Volume 77, Number 155 (Friday, August 10, 2012)]
[Notices]
[Pages 47894-47896]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-19667]
[[Page 47894]]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-67601; File No. SR-Phlx-2012-102]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change To Modify
Phlx's Fee Schedule Governing Order Execution on its NASDAQ OMX PSX
Facility
August 6, 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 July 31, 2012, NASDAQ OMX PHLX LLC (``Phlx'' or the ``Exchange'')
filed with the Securities and Exchange Commission (``Commission'') a
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
Phlx proposes to modify Phlx's fee schedule governing order
execution on its NASDAQ OMX PSX (``PSX'') facility. Phlx will implement
the proposed change on August 1, 2012. The text of the proposed rule
change is available at https://nasdaqomxphlx.cchwallstreet.com/nasdaqomxphlx/phlx/, at Phlx's principal office, 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 self-regulatory organization
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 those 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 parts of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
Phlx is proposing to modify its fee schedule governing order
execution on PSX. Effective July 2, 2012, Phlx made a number of
modifications to the PSX fee schedule.\3\ Because these changes have
negatively impacted PSX's market share, Phlx is proposing to revert to
the fee schedule in effect prior to July 2, 2012.
---------------------------------------------------------------------------
\3\ Securities Exchange Act Release No. 67387 (July 10, 2012),
77 FR 41838 (July 16, 2012) (SR-Phlx-2012-87).
---------------------------------------------------------------------------
Under the fee schedule in effect during July 2012, for securities
priced at $1 or more per share, an order that accessed liquidity
through a market participant identifier (``MPID'') through which a
market participant provided an average daily volume of 25,000 or more
shares of liquidity or accessed an average daily volume of 3.5 million
or more shares of liquidity during the month paid no fee when accessing
liquidity. Other orders that accessed liquidity paid $0.0005 per share
executed. For securities priced at less than $1, the fee was 0.10% of
the total transaction cost. Under the prior schedule, to which PSX is
reverting, PSX will charge $0.0019 per share executed for orders that
access liquidity in securities listed on the New York Stock Exchange
(``NYSE'') priced at $1 or more per share; and $0.0027 per share
executed for other liquidity-accessing orders priced at $1 or more per
share. For securities priced under $1, PSX will revert to the prior fee
of 0.20% of the total transaction cost.
Also, during July 2012, for securities priced at $1 or more per
share, Phlx charged $0.0002 per share executed for an order that
provided liquidity through an MPID through which a market participant
provided an average daily volume of 10 million or more shares of
liquidity during the month, and charged $0.0005 per share executed for
other orders that provided liquidity. Under the prior schedule, to
which PSX is reverting, PSX will offer a credit to liquidity providers
in securities priced at $1 or more per share that varies based on the
type and size of the liquidity-providing order and the market on which
the stock is listed. Specifically:
For liquidity provided through displayed orders with an
original order size \4\ of 2,000 or more shares, the credit will be
$0.0018 per share executed for securities listed on NYSE and $0.0026
per share executed for other orders;
---------------------------------------------------------------------------
\4\ An order will be treated as the original order if it is
decremented due to executions. However, orders that are modified by
the PSX Participant entering the order or by System processes other
than execution and decrementation will be treated as a new order.
---------------------------------------------------------------------------
For liquidity provided through displayed orders with an
original order size of less than 2,000 shares, the credit will be
$0.0016 per share executed for securities listed on NYSE and $0.0024
per share executed for other orders;
For liquidity provided through Minimum Life Orders,\5\ the
credit will be $0.0018 per share executed for securities listed on NYSE
and $0.0026 per share executed for other orders;
---------------------------------------------------------------------------
\5\ ``Minimum Life Orders'' are orders that may not be cancelled
by the entering participant for a period of 100 milliseconds
following receipt. All Minimum Life Orders must be designated as
Displayed Orders.
---------------------------------------------------------------------------
For liquidity provided through non-displayed orders, the
credit will be $0.0005 per share executed for securities listed on NYSE
and $0.0010 per share executed for other orders.
For securities priced below $1, Phlx will continue neither to
charge a fee nor to pay a rebate with respect to orders that provide
liquidity. This aspect of the PSX fee schedule was not changed in July.
2. Statutory Basis
Phlx believes that the proposed rule change is consistent with the
provisions of Section 6 of the Act,\6\ in general, and with Sections
6(b)(4) and (5) of the Act,\7\ in particular, in that it provides for
the equitable allocation of reasonable dues, fees and other charges
among members and issuers and other persons using any facility or
system which Phlx operates or controls, and is not designed to permit
unfair discrimination between customers, issuers, brokers or dealers.
All similarly situated members are subject to the same fee structure,
and access to Phlx is offered on fair and non-discriminatory terms.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78f.
\7\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
The pricing change that PSX made for July 2012 was premised on the
belief that market participants might be attracted to a pricing model
under which both liquidity accessors and liquidity providers were
assessed a very low fee (ranging from $0 to $0.0005). In fact, the
decrease in market share experienced by PSX has demonstrated that PSX's
market participants preferred the maker-taker model that was previously
in effect. Under that model, accessors of liquidity are charged a fee
ranging from $0.0019 to $0.0027 per share executed for stocks priced at
$1 or more, and 0.20% of the transaction cost for lower priced stocks.
The Exchange
[[Page 47895]]
believes that these fees are reasonable because they are consistent
with the limitations imposed by SEC Rule 610 \8\ on access fees. The
Exchange further believes that the proposed access fees are consistent
with an equitable allocation of fees, in that they are set at levels
that allow the Exchange to pay a credit to liquidity providers that is
only slightly less than the corresponding access fee. Because the
payment of such credits encourage liquidity providers to post orders in
PSX, they also benefit liquidity accessors by increasing the likelihood
of execution at or near the inside market. The Exchange further
believes that charging a lower fee with respect to securities listed on
NYSE than securities listed on other exchanges is not unfairly
discriminatory because the charges assessed by NYSE for executing
orders are generally lower than those charged by other exchanges. In
addition, pricing incentives that focus on securities listed on
particular listing venues are not uncommon,\9\ and provide means by
which venues such as Phlx may compete more effectively with listing
venues such as NYSE.
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\8\ 17 CFR 242.610.
\9\ See, e.g., Securities Exchange Act Release No. 66322
(February 3, 2012), 77 FR 6831 (February 9, 2012) (SR-NASDAQ-2012-
020) (pricing incentives focused on securities listed on exchanges
other than The NASDAQ Stock Market or NYSE).
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Phlx further believes that the proposed rebates for liquidity
providers are reasonable because they are set at levels that had
previously been effective at attracting liquidity-providing orders to
PSX. In addition, Phlx believes that the proposed rebates reflect an
equitable allocation of fees because they are slightly lower than the
corresponding access fees. Moreover, to the extent that the level of
rebates varies based on the type of order providing liquidity, the
Exchange believes that the variation is not unreasonably
discriminatory. Specifically, the Exchange will pay higher rebates with
respect to Minimum Life Orders and displayed orders with an original
size of 2,000 or more shares because the Exchange believes that the
market benefits from the presence of stable orders and orders with
larger size; specifically, the Exchange believes that such orders have
the potential to allow market participants to trade larger volumes at
more predictable prices. Accordingly, the Exchange believes that it is
not unreasonably discriminatory to pay higher rebates with respect to
such orders, while paying lower rebates with respect to smaller orders
and non-displayed orders. Phlx also believes that it is not
unreasonably discriminatory to pay lower rebates for NYSE-listed
securities than for other securities, since the rebates paid must be
correspondingly lower to allow PSX to charge a lower access fee with
respect to such securities.
Finally, Phlx notes that it operates in a highly competitive market
in which market participants can readily favor competing venues if they
deem fee levels at a particular venue to be excessive. In such an
environment, Phlx must continually adjust its fees to remain
competitive with other exchanges and with alternative trading systems
that have been exempted from compliance with the statutory standards
applicable to exchanges. Phlx believes that the proposed rule change
reflects this competitive environment because it is designed to create
pricing incentives for greater use of PSX's trading services.
B. Self-Regulatory Organization's Statement on Burden on Competition
Phlx does not believe that the proposed rule change will result in
any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act, as amended. Because the market
for order execution is extremely competitive, members may readily opt
to disfavor Phlx's execution services if they believe that alternatives
offer them better value. The proposed change is designed to enhance
competition by using pricing incentives to encourage greater use of
PSX's trading services.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
Written comments were neither solicited nor 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.\10\ 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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\10\ 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 Number SR-Phlx-2012-102 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-2012-102. 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 publicly available. All
submissions should refer to File Number SR-Phlx-2012-102 and should be
submitted on or before August 31, 2012.
[[Page 47896]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\11\
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\11\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-19667 Filed 8-9-12; 8:45 am]
BILLING CODE 8011-01-P