Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Fees for Certain Complex Orders Executed on the Exchange, 63911-63914 [2012-25498]
Download as PDF
Federal Register / Vol. 77, No. 201 / Wednesday, October 17, 2012 / Notices
mstockstill on DSK4VPTVN1PROD with NOTICES
copying at the principal office of
FINRA. 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–FINRA–2012–045 and
should be submitted on or before
November 7, 2012.
V. Commission’s Findings and Order
Granting Accelerated Approval of
Proposed Rule Change
After careful review of the proposed
rule change, the Commission finds that
the proposed rule change is consistent
with the requirements of the Act and the
rules and regulations thereunder
applicable to a national securities
association.25 In particular, the
Commission finds that the proposed
rule change is consistent with Section
15A(b)(6) of the Act.26 The proposal
primarily reflects the changes imposed
on FINRA’s rules by Sections 105(b) and
105(d) of the JOBS Act and thus is
primarily updating the language of
NASD Rule 2711 and Incorporated
NYSE Rule 472 to reflect that reality.
The one change not expressly mandated
by the JOBS Act, removing the quiet
periods regarding the secondary offering
of the securities of EGCs and after the
expiration, termination, or waiver of a
lock-up regarding such securities, is
consistent with the purpose of the JOBS
Act as part of an effort to improve
communications with investors
regarding EGCs. Furthermore, other
safeguards designed to protect the
objectivity of research and provide
investors with more useful and reliable
information remain in effect, including
Regulation AC and the parts of NASD
Rule 2711 and Incorporated NYSE Rule
472 not affected by these changes.
In its filing, FINRA has requested that
the Commission find good cause for
approving the proposed rule change
prior to the 30th day after publication in
the Federal Register. FINRA cites as the
reason for this request is because the
changes conforming to the JOBS Act
have been effective since April 5, 2012
and the additional proposed changes
further the policies underlying the
applicable JOBS Act provision.
The Commission finds good cause,
pursuant to Section 19(b)(2) of the
Act,27 for approving the proposed rule
change prior to the 30th day after the
25 In approving this rule change, the Commission
notes that it has considered the proposed rule
change’s impact on efficiency, competition, and
capital formation. See 15 U.S.C. 78c(f).
26 15 U.S.C. 78o–3(b)(6).
27 15 U.S.C. 78s(b)(2).
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date of publication of notice in the
Federal Register because the changes
required by the JOBS Act have been in
effect since April 5, 2012 and the
additional proposed changes further the
policies underlying the applicable JOBS
Act provision.
VI. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that the
proposed rule change (SR–FINRA–
2012–045) be, and hereby is, approved
on an accelerated basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.28
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–25501 Filed 10–16–12; 8:45 am]
BILLING CODE 8011–01–P
63911
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 these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68034; File No. SR–ISE–
2012–85]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Amend Fees for Certain
Complex Orders Executed on the
Exchange
October 11, 2012.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on October
1, 2012, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) filed with the Securities and
Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which items have been
prepared by the self-regulatory
organization. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The ISE is proposing to amend
transaction fees for certain complex
orders executed on the Exchange. The
text of the proposed rule change is
available on the Exchange’s Web site
(https://www.ise.com), at the principal
office of the Exchange, and at the
Commission’s Public Reference Room.
28 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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The Exchange currently assesses per
contract transaction fees and rebates to
market participants that add or remove
liquidity from the Exchange (‘‘maker/
taker fees and rebates’’) in a number of
options classes (the ‘‘Select Symbols’’).3
The Exchange’s maker/taker fees and
rebates are applicable to regular and
complex orders executed in the Select
Symbols. The Exchange also currently
assesses maker/taker fees and rebates for
complex orders in symbols that are in
the Penny Pilot program but are not a
Select Symbol (‘‘Non-Select Penny Pilot
Symbols’’) 4 and in all symbols that are
not in the Penny Pilot Program (‘‘NonPenny Pilot Symbols’’).5 The purpose of
this proposed rule change is to amend
maker/taker fees and rebates for
complex orders in the Select Symbols,
Non-Select Penny Pilot Symbols and
Non-Penny Pilot Symbols.
For complex orders in the Select
Symbols (excluding SPY), the Exchange
currently charges a taker fee of: (i) $0.37
per contract for Market Maker,6 Firm
3 Options classes subject to maker/taker fees are
identified by their ticker symbol on the Exchange’s
Schedule of Fees.
4 See Exchange Act Release Nos. 65724
(November 10, 2011), 76 FR 71413 (November 17,
2011) (SR–ISE–2011–72); 66597 (March 14, 2012),
77 FR 16295 (March 20, 2012) (SR–ISE–2012–17);
66961 (May 10, 2012), 77 FR 28914 (May 16, 2012)
(SR–ISE–2012–38); and 67628 (August 9, 2012), 77
FR 49049 (August 15, 2012) (SR–ISE–2012–71).
5 See Exchange Act Release Nos. 66084 (January
3, 2012), 77 FR 1103 (January 9, 2012) (SR–ISE–
2011–84); 66392 (February 14, 2012), 77 FR 10016
(February 21, 2012) (SR–ISE–2012–06); 66962 (May
10, 2012), 77 FR 28917 (May 16, 2012) (SR–ISE–
2012–35); 67400 (July 11, 2012), 77 FR 42036 (July
17, 2012) (SR–ISE- 2012–63) and 67628 (August 9,
2012), 77 FR 49049 (August 15, 2012) (SR–ISE–
2012–71).
6 The term ‘‘Market Makers’’ refers to
‘‘Competitive Market Makers’’ and ‘‘Primary Market
Makers’’ collectively. See ISE Rule 100(a)(25).
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Federal Register / Vol. 77, No. 201 / Wednesday, October 17, 2012 / Notices
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Proprietary/Broker-Dealer and
Professional Customer 7 orders; and (ii)
$0.39 per contract for Non-ISE Market
Maker 8 orders. Priority Customer 9
orders are not charged a taker fee for
complex orders in the Select Symbols
(excluding SPY). The Exchange now
proposes to increase the complex order
taker fee in the Select Symbols
(excluding SPY) to $0.39 per contract
for Firm Proprietary/Broker-Dealer and
Professional Customer orders. The
Exchange is not proposing any change
to the complex order taker fee in the
Select Symbols (excluding SPY) for
Market Maker, Non-ISE Market Maker
and Priority Customer orders.
For complex orders in SPY, the
Exchange currently charges a taker fee
of: (i) $0.38 per contract for Market
Maker, Firm Proprietary/Broker-Dealer
and Professional Customer orders, and
(ii) $0.40 per contract for Non-ISE
Market Maker Orders. Priority Customer
orders are not charged a taker fee for
complex orders in SPY. The Exchange
now proposes to increase the complex
order taker fee in SPY to $0.40 per
contract for Firm Proprietary/BrokerDealer and Professional Customer
orders. The Exchange is not proposing
any change to the complex order taker
fee in SPY for Market Maker, Non-ISE
Market Maker and Priority Customer
orders.
For complex orders in the Non-Select
Penny Pilot Symbols, the Exchange
currently charges a taker fee of: (i) $0.37
per contract for Market Maker, Firm
Proprietary/Broker-Dealer and
Professional Customer orders; and (ii)
$0.39 per contract for Non-ISE Market
Maker orders. Priority Customer orders
are not charged a taker fee for complex
orders in the Non-Select Penny Pilot
Symbols. The Exchange now proposes
to increase the complex order taker fee
in the Non-Select Penny Pilot Symbols
to $0.39 per contract for Firm
Proprietary/Broker-Dealer and
Professional Customer orders. The
Exchange is not proposing any change
to the complex order taker fee in the
Non-Select Penny Pilot Symbols for
Market Maker, Non-ISE Market Maker
and Priority Customer orders.
7 A Professional Customer is a person who is not
a broker/dealer and is not a Priority Customer.
8 A Non-ISE Market Maker, or Far Away Market
Maker (‘‘FARMM’’), is a market maker as defined
in Section 3(a)(38) of the Securities Exchange Act
of 1934, as amended (‘‘Exchange Act’’), registered
in the same options class on another options
exchange.
9 A Priority Customer is defined in ISE Rule
100(a)(37A) as a person or entity that is not a
broker/dealer in securities, and does not place more
than 390 orders in listed options per day on average
during a calendar month for its own beneficial
account(s).
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For complex orders in the Non-Penny
Pilot Symbols, the Exchange currently
charges a taker fee of: (i) $0.80 per
contract for Market Maker, Firm
Proprietary/Broker-Dealer and
Professional Customer orders, and (ii)
$0.83 per contract for Non-ISE Market
Maker orders. Priority Customer orders
are not charged a taker fee for complex
orders in the Non-Penny Pilot Symbols.
The Exchange now proposes to increase
the complex order taker fee in the NonPenny Pilot Symbols to $0.83 per
contract for Firm Proprietary/BrokerDealer and Professional Customer
orders. The Exchange is not proposing
any change to the complex order taker
fee in the Non-Penny Pilot Symbols for
Market Maker, Non-ISE Market Maker
and Priority Customer orders.
For Responses to Crossing Orders 10 in
the Non-Penny Pilot Symbols, ISE
currently charges $0.73 per contract for
Market Maker, Firm Proprietary/BrokerDealer and Professional Customer
orders. For Non-ISE Market Maker
orders, this fee is currently $0.78 per
contract. The Exchange now proposes to
increase the fee for Responses to
Crossing Orders for Non-Penny Pilot
Symbols to $0.80 per contract for
Market Maker Orders, and to $0.83 per
contract to Firm Proprietary/BrokerDealer, Professional Customer and NonISE Market Maker orders.
Additionally, the Exchange provides
Market Makers with a two cent discount
when trading against Priority Customer
orders that are preferenced to them.
This discount is applicable when
Market Makers remove liquidity in the
Select Symbols, SPY, Non-Select Penny
Pilot Symbols and Non-Penny Pilot
Symbols from the complex order book.
Market Makers that remove liquidity
from the complex order book by trading
against Priority Customer orders that are
preferenced to them will be charged: (i)
$0.35 per contract in the Select
Symbols; (ii) $0.36 per contract in SPY;
(iii) $0.35 per contract in the Non-Select
Penny Pilot Symbols; and (iv) $0.78 per
contract in the Non-Penny Pilot
Symbols Select Symbols.
Finally, the Exchange currently
allows Market Makers to enter
quotations for complex order strategies
in the complex order book.11 Given this
10 A Response to a Crossing Order (other than
Regular Orders in Non-Select Penny Pilot Symbols)
is any contra-side interest submitted after the
commencement of an auction in the Exchange’s
Facilitation Mechanism, Solicited Order
Mechanism, Block Order Mechanism or PIM. See
ISE Schedule of Fees, Preface. The term Response
to Crossing Orders was recently amended. See SR–
ISE–2012–73.
11 See Securities Exchange Act Release No. 65548
(October 13, 2011), 76 FR 64980 (October 19, 2011)
(SR–ISE–2011–39).
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enhancement to the complex order
functionality, and in order to maintain
a competitive fee and rebate structure
for Priority Customer orders, the
Exchange has adopted maker fees that
apply to transactions in the complex
order book when they interact with
Priority Customer orders in options
overlying AA, ABX, EFA, GLD, MSFT,
MU, NVDA, VXX, VZ, WFC, XLB and
XOP (‘‘Complex Quoting Symbols’’).
Specifically, the Exchange currently
charges a maker fee of $0.37 per contract
for Market Maker, Non-ISE Market
Maker, Firm Proprietary/Broker-Dealer
and Professional Customer orders when
these orders interact with Priority
Customer orders in the Complex
Quoting Symbols. Priority Customer
orders in the Complex Quoting Symbols
that trade in the complex order book are
not charged a fee and do not receive a
rebate when interacting with other
Priority Customer orders.
The Exchange now proposes to
increase the maker fee for Non-ISE
Market Maker, Firm Proprietary/BrokerDealer and Professional Customer orders
in the Complex Quoting Symbols from
$0.37 per contract to $0.39 per contract
when these orders interact with Priority
Customer orders in the complex order
book. The Exchange does not propose
any change to fees for Market Maker and
Priority Customer orders in the Complex
Quoting Symbols that trade in the
complex order book. Additionally, as
noted above, the Exchange provides
Market Makers with a two cent discount
when trading against Priority Customer
orders that are preferenced to them. For
Complex Quoting Symbols, this
discount is applicable when Market
Makers add or remove liquidity from the
complex order book. The Exchange does
not propose any change to this discount.
As such, Market Makers will continue to
receive the two cent discount.
2. Statutory Basis
The Exchange believes that its
proposal to amend its Schedule of Fees
is consistent with Section 6(b) of the
Exchange Act 12 in general, and furthers
the objectives of Section 6(b)(4) of the
Exchange Act 13 in particular, in that it
is an equitable allocation of reasonable
dues, fees and other charges among
Exchange members and other persons
using its facilities. The impact of the
proposal upon the net fees paid by a
particular market participant will
depend on a number of variables, most
important of which will be its
12 15
13 15
E:\FR\FM\17OCN1.SGM
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
17OCN1
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Federal Register / Vol. 77, No. 201 / Wednesday, October 17, 2012 / Notices
propensity to interact with and respond
to certain types of orders.
The Exchange believes it is reasonable
and equitable to charge Firm
Proprietary/Broker-Dealer and
Professional Customer orders a taker fee
of $0.39 per contract for complex orders
in the Select Symbols and Non-Select
Penny Pilot Symbols, $0.40 per contract
in SPY and $0.83 per contract in NonPenny Pilot Symbols because the
Exchange is seeking to recoup the cost
associated with paying increased rebates
for Priority Customer complex orders.
The Exchange believes the proposed
fees are also reasonable and equitably
allocated because they are within the
range of fees assessed by other
exchanges employing similar pricing
schemes and in some cases, is lower
that the fees assessed by other
exchanges. For example, NASDAQ
OMX PHLX, Inc. (‘‘PHLX’’) currently
charges $0.45 and $0.60 per contract for
Firm and Broker Dealer orders,
respectively, for non-Penny Pilot
symbols traded electronically on that
exchange.14 Therefore, while ISE is
proposing a fee increase for Firm
Proprietary/Broker-Dealer and
Professional Customer orders, the
resulting fee remains lower than the fee
charged by PHLX for similar orders.
The Exchange believes it is reasonable
and equitable to charge a fee of $0.80
per contract for Market Maker orders
($0.83 per contract for Non-ISE Market
Maker, Firm Proprietary/Broker-Dealer
and Professional Customer orders) when
such members are responding to
crossing orders because a response to a
crossing order is akin to taking liquidity,
thus the Exchange is proposing to adopt
an identical fee for Responses to
Crossing Orders in the Non-Penny Pilot
Symbols as that for taking liquidity in
these symbols.
The Exchange believes that it is
reasonable and equitable to provide a
two cent discount to Market Makers on
preferenced orders as an incentive for
them to quote in the complex order
book. Accordingly, Market Makers that
remove liquidity from the complex
order book by trading against Priority
Customer orders that are preferenced to
them will be charged: (i) $0.35 per
contract in the Select Symbols; (ii) $0.36
per contract in SPY; (iii) $0.35 per
contract in the Non-Select Penny Pilot
Symbols; and (iv) $0.78 per contract in
the Non-Penny Pilot Symbols Select
Symbols. ISE notes that with this
14 See
NASDAQ OMX PHLX LLC Pricing
Schedule at https://nasdaqomxphlx.cchwallstreet.
com/NASDAQOMXPHLXTools/PlatformViewer.
asp?selectednode=chp%5F1%5F4%5F1&manual=
%2Fnasdaqomxphlx%2Fphlx%2Fphlx%2
Drulesbrd%2F.
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18:49 Oct 16, 2012
Jkt 229001
proposed fee change, the Exchange will
continue to maintain a two cent
differential that was previously in place.
The complex order pricing employed
by the Exchange has proven to be an
effective pricing mechanism and
attractive to Exchange participants and
their customers. The Exchange believes
that this proposed rule change will
continue to attract additional complex
order business while at the same time
create a certain level of standardization
in complex order pricing across symbols
that make up the majority of the daily
volume in options trading. With this
proposed rule change, the Exchange is
standardizing the complex order taker
fee for Non-ISE Market Maker, Firm
Proprietary/Broker-Dealer and
Professional Customer orders in the
Select Symbols, SPY, Non-Select Penny
Pilot Symbols and Non-Penny Pilot
Symbols. With this proposed rule
change, the Exchange is also
standardizing the fee for Responses to
Crossing Orders for Non-ISE Market
Maker, Firm Proprietary/Broker-Dealer
and Professional Customer orders in the
Non-Penny Pilot Symbols.
The Exchange further believes that the
Exchange’s maker/taker fees are not
unfairly discriminatory because the fee
structure is consistent with fee
structures that exist today at other
options exchanges. Additionally, the
Exchange believes that the proposed
fees are fair, equitable and not unfairly
discriminatory because the proposed
fees are consistent with price
differentiation that exists today at other
option exchanges. The Exchange
operates in a highly competitive market
in which market participants can
readily direct order flow to another
exchange if they deem fee levels at a
particular exchange to be excessive.
With this proposed fee change, the
Exchange believes it remains an
attractive venue for market participants
to trade complex orders.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The proposed rule change does not
impose any burden on competition that
is 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
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
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63913
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.15 At any time
within 60 days of the filing of such
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
Number SR–ISE–2012–85 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–ISE–2012–85. 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
15 15
E:\FR\FM\17OCN1.SGM
U.S.C. 78s(b)(3)(A)(ii).
17OCN1
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Federal Register / Vol. 77, No. 201 / Wednesday, October 17, 2012 / Notices
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 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–ISE–
2012–85 and should be submitted on or
before November 7, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–25498 Filed 10–16–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68039; File No. SR–NSX–
2012–15]
Self-Regulatory Organizations;
National Stock Exchange, Inc.; Notice
of Filing of Proposed Rule Change and
Amendment No. 1 Thereto Amending
NSX Rule 15.5 To Comply With the
Requirements of Exchange Act Rule
10C–1
October 11, 2012.
mstockstill on DSK4VPTVN1PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on
September 26, 2012, National Stock
Exchange, Inc. (‘‘NSX®’’ 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 filing was amended
and replaced in its entirety by
Amendment No. 1 on October 10, 2012,
which Items have been prepared by the
Exchange. The Commission is
publishing this notice to solicit
comment 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
The Exchange is proposing to amend
NSX Rule 15.5 to incorporate additional
listing standard requirements applicable
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
to issuers of equity securities listed on
the Exchange as required by the
provisions of Section 952 of the DoddFrank Wall Street Reform and Consumer
Protection Act of 2010 (the ‘‘Dodd-Frank
Act’’), which added Section 10C to the
Securities Exchange Act of 1934, as
amended (‘‘Exchange Act’’), and
Exchange Act Rule 10C–1 which
implements these requirements.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.nsx.com, 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 parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
This Amendment No. 1 to SR–NSX–
2012–15 (the ‘‘Filing’’) amends and
replaces in its entirety the Filing as
originally submitted on September 26,
2012. The Exchange is proposing
Amendment No. 1 to (i) reflect the
approval of the Filing by the Executive
Committee of the Exchange’s Board of
Directors and the Regulatory Oversight
Committee, (ii) amend the rule text to
propose transition periods under NSX
Rule 15.5(b), and add corresponding
language to the Purpose section, (iii)
propose to exempt small business [sic]
as defined under Exchange Act Rule
12b–2 and clarify [sic] basis for other
proposed exemptions to NSX Rule 15.5
and (iv) remedy editorial
inconsistencies in the rule text. [sic]
The Dodd-Frank Act 3 added Section
10C to the Exchange Act.4 Section 10C
requires the Commission to adopt rules
directing the national securities
exchanges and national securities
associations to prohibit the listing of
any equity security of an issuer that is
not in compliance with Section 10C’s
compensation committee and
16 17
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18:49 Oct 16, 2012
3 Public
4 15
Jkt 229001
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Law 111–203, 124 Stat. 1900 (2010).
U.S.C. 78j–3.
Frm 00129
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compensation adviser requirements. On
June 20, 2012, the SEC adopted Rule
10C–1 to implement the requirements of
Section 10C, which directs the national
securities exchanges to adopt listing
rules effectuating the compensation
committee and compensation adviser
requirements of Section 10C.5
The Exchange is proposing to amend
NSX Rule 15.5 in accordance with
Exchange Act Rule 10C–1 to: (i) Prohibit
the listing or continued listing of an
equity security for a listed company that
is not in compliance with the
requirements set forth in NSX Rule 15.5,
(ii) clarify the definition of
‘‘independence’’ as applicable to
members of the ‘‘compensation
committee’’, (iii) clarify the definition of
the term compensation committee as
used in NSX Rule 15.5, (iv) authorize
the compensation committee to retain,
compensate and oversee the work of the
compensation advisers, and (v) require
a compensation committee to consider
the independence of a compensation
adviser prior to retaining their services.
Composition of Compensation
Committees
Section 10C(a)(1) of the Exchange Act
required the Commission to adopt rules
directing each national securities
exchange registered under Section 6 of
the Exchange Act, and certain national
securities associations registered
pursuant to Section 15A of the
Exchange Act, to establish listing
standards requiring a listed company’s
compensation committee to be
comprised of independent members of
the board of directors. Section 10C(a)(3)
of the Exchange Act and Exchange Act
Rule 10C–1(b) require Exchanges to
adopt an independence standard for
members of a compensation committee
after considering the following factors:
(i) The director’s source of
compensation including fees derived
from consulting or other advisory or
compensatory fees paid by the listed
company to the director and listed
company (ii) whether the director is
affiliated with the listed company, a
subsidiary of the listed company, or an
affiliate of a subsidiary of the listed
company.
NSX Rule 15.5 ‘‘Other Listing
Standards’’ currently requires listed
companies to have a compensation
committee that is composed entirely of
independent directors. The Exchange
now proposes to amend paragraph (a) of
Rule 15.5 6 in accordance with Exchange
5 Release Nos. 33–9330; 34–67220 (June 20, 2012);
77 FR 38422 (June 27, 2012) (‘‘Adopting Release’’).
6 The Commission notes that the reference to
paragraph (a) is incorrect as there have been no
E:\FR\FM\17OCN1.SGM
17OCN1
Agencies
[Federal Register Volume 77, Number 201 (Wednesday, October 17, 2012)]
[Notices]
[Pages 63911-63914]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-25498]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68034; File No. SR-ISE-2012-85]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule
Change To Amend Fees for Certain Complex Orders Executed on the
Exchange
October 11, 2012.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on October 1, 2012, the International Securities Exchange, LLC
(the ``Exchange'' or the ``ISE'') filed with the Securities and
Exchange Commission (the ``Commission'') the proposed rule change as
described in Items I, II, and III below, which items have been prepared
by the self-regulatory organization. The Commission is publishing this
notice to solicit comments on the proposed rule change from interested
persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The ISE is proposing to amend transaction fees for certain complex
orders executed on the Exchange. The text of the proposed rule change
is available on the Exchange's Web site (https://www.ise.com), 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 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 these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
has prepared summaries, set forth in sections A, B and C below, of the
most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange currently assesses per contract transaction fees and
rebates to market participants that add or remove liquidity from the
Exchange (``maker/taker fees and rebates'') in a number of options
classes (the ``Select Symbols'').\3\ The Exchange's maker/taker fees
and rebates are applicable to regular and complex orders executed in
the Select Symbols. The Exchange also currently assesses maker/taker
fees and rebates for complex orders in symbols that are in the Penny
Pilot program but are not a Select Symbol (``Non-Select Penny Pilot
Symbols'') \4\ and in all symbols that are not in the Penny Pilot
Program (``Non-Penny Pilot Symbols'').\5\ The purpose of this proposed
rule change is to amend maker/taker fees and rebates for complex orders
in the Select Symbols, Non-Select Penny Pilot Symbols and Non-Penny
Pilot Symbols.
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\3\ Options classes subject to maker/taker fees are identified
by their ticker symbol on the Exchange's Schedule of Fees.
\4\ See Exchange Act Release Nos. 65724 (November 10, 2011), 76
FR 71413 (November 17, 2011) (SR-ISE-2011-72); 66597 (March 14,
2012), 77 FR 16295 (March 20, 2012) (SR-ISE-2012-17); 66961 (May 10,
2012), 77 FR 28914 (May 16, 2012) (SR-ISE-2012-38); and 67628
(August 9, 2012), 77 FR 49049 (August 15, 2012) (SR-ISE-2012-71).
\5\ See Exchange Act Release Nos. 66084 (January 3, 2012), 77 FR
1103 (January 9, 2012) (SR-ISE-2011-84); 66392 (February 14, 2012),
77 FR 10016 (February 21, 2012) (SR-ISE-2012-06); 66962 (May 10,
2012), 77 FR 28917 (May 16, 2012) (SR-ISE-2012-35); 67400 (July 11,
2012), 77 FR 42036 (July 17, 2012) (SR-ISE- 2012-63) and 67628
(August 9, 2012), 77 FR 49049 (August 15, 2012) (SR-ISE-2012-71).
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For complex orders in the Select Symbols (excluding SPY), the
Exchange currently charges a taker fee of: (i) $0.37 per contract for
Market Maker,\6\ Firm
[[Page 63912]]
Proprietary/Broker-Dealer and Professional Customer \7\ orders; and
(ii) $0.39 per contract for Non-ISE Market Maker \8\ orders. Priority
Customer \9\ orders are not charged a taker fee for complex orders in
the Select Symbols (excluding SPY). The Exchange now proposes to
increase the complex order taker fee in the Select Symbols (excluding
SPY) to $0.39 per contract for Firm Proprietary/Broker-Dealer and
Professional Customer orders. The Exchange is not proposing any change
to the complex order taker fee in the Select Symbols (excluding SPY)
for Market Maker, Non-ISE Market Maker and Priority Customer orders.
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\6\ The term ``Market Makers'' refers to ``Competitive Market
Makers'' and ``Primary Market Makers'' collectively. See ISE Rule
100(a)(25).
\7\ A Professional Customer is a person who is not a broker/
dealer and is not a Priority Customer.
\8\ A Non-ISE Market Maker, or Far Away Market Maker
(``FARMM''), is a market maker as defined in Section 3(a)(38) of the
Securities Exchange Act of 1934, as amended (``Exchange Act''),
registered in the same options class on another options exchange.
\9\ A Priority Customer is defined in ISE Rule 100(a)(37A) as a
person or entity that is not a broker/dealer in securities, and does
not place more than 390 orders in listed options per day on average
during a calendar month for its own beneficial account(s).
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For complex orders in SPY, the Exchange currently charges a taker
fee of: (i) $0.38 per contract for Market Maker, Firm Proprietary/
Broker-Dealer and Professional Customer orders, and (ii) $0.40 per
contract for Non-ISE Market Maker Orders. Priority Customer orders are
not charged a taker fee for complex orders in SPY. The Exchange now
proposes to increase the complex order taker fee in SPY to $0.40 per
contract for Firm Proprietary/Broker-Dealer and Professional Customer
orders. The Exchange is not proposing any change to the complex order
taker fee in SPY for Market Maker, Non-ISE Market Maker and Priority
Customer orders.
For complex orders in the Non-Select Penny Pilot Symbols, the
Exchange currently charges a taker fee of: (i) $0.37 per contract for
Market Maker, Firm Proprietary/Broker-Dealer and Professional Customer
orders; and (ii) $0.39 per contract for Non-ISE Market Maker orders.
Priority Customer orders are not charged a taker fee for complex orders
in the Non-Select Penny Pilot Symbols. The Exchange now proposes to
increase the complex order taker fee in the Non-Select Penny Pilot
Symbols to $0.39 per contract for Firm Proprietary/Broker-Dealer and
Professional Customer orders. The Exchange is not proposing any change
to the complex order taker fee in the Non-Select Penny Pilot Symbols
for Market Maker, Non-ISE Market Maker and Priority Customer orders.
For complex orders in the Non-Penny Pilot Symbols, the Exchange
currently charges a taker fee of: (i) $0.80 per contract for Market
Maker, Firm Proprietary/Broker-Dealer and Professional Customer orders,
and (ii) $0.83 per contract for Non-ISE Market Maker orders. Priority
Customer orders are not charged a taker fee for complex orders in the
Non-Penny Pilot Symbols. The Exchange now proposes to increase the
complex order taker fee in the Non-Penny Pilot Symbols to $0.83 per
contract for Firm Proprietary/Broker-Dealer and Professional Customer
orders. The Exchange is not proposing any change to the complex order
taker fee in the Non-Penny Pilot Symbols for Market Maker, Non-ISE
Market Maker and Priority Customer orders.
For Responses to Crossing Orders \10\ in the Non-Penny Pilot
Symbols, ISE currently charges $0.73 per contract for Market Maker,
Firm Proprietary/Broker-Dealer and Professional Customer orders. For
Non-ISE Market Maker orders, this fee is currently $0.78 per contract.
The Exchange now proposes to increase the fee for Responses to Crossing
Orders for Non-Penny Pilot Symbols to $0.80 per contract for Market
Maker Orders, and to $0.83 per contract to Firm Proprietary/Broker-
Dealer, Professional Customer and Non-ISE Market Maker orders.
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\10\ A Response to a Crossing Order (other than Regular Orders
in Non-Select Penny Pilot Symbols) is any contra-side interest
submitted after the commencement of an auction in the Exchange's
Facilitation Mechanism, Solicited Order Mechanism, Block Order
Mechanism or PIM. See ISE Schedule of Fees, Preface. The term
Response to Crossing Orders was recently amended. See SR-ISE-2012-
73.
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Additionally, the Exchange provides Market Makers with a two cent
discount when trading against Priority Customer orders that are
preferenced to them. This discount is applicable when Market Makers
remove liquidity in the Select Symbols, SPY, Non-Select Penny Pilot
Symbols and Non-Penny Pilot Symbols from the complex order book. Market
Makers that remove liquidity from the complex order book by trading
against Priority Customer orders that are preferenced to them will be
charged: (i) $0.35 per contract in the Select Symbols; (ii) $0.36 per
contract in SPY; (iii) $0.35 per contract in the Non-Select Penny Pilot
Symbols; and (iv) $0.78 per contract in the Non-Penny Pilot Symbols
Select Symbols.
Finally, the Exchange currently allows Market Makers to enter
quotations for complex order strategies in the complex order book.\11\
Given this enhancement to the complex order functionality, and in order
to maintain a competitive fee and rebate structure for Priority
Customer orders, the Exchange has adopted maker fees that apply to
transactions in the complex order book when they interact with Priority
Customer orders in options overlying AA, ABX, EFA, GLD, MSFT, MU, NVDA,
VXX, VZ, WFC, XLB and XOP (``Complex Quoting Symbols''). Specifically,
the Exchange currently charges a maker fee of $0.37 per contract for
Market Maker, Non-ISE Market Maker, Firm Proprietary/Broker-Dealer and
Professional Customer orders when these orders interact with Priority
Customer orders in the Complex Quoting Symbols. Priority Customer
orders in the Complex Quoting Symbols that trade in the complex order
book are not charged a fee and do not receive a rebate when interacting
with other Priority Customer orders.
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\11\ See Securities Exchange Act Release No. 65548 (October 13,
2011), 76 FR 64980 (October 19, 2011) (SR-ISE-2011-39).
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The Exchange now proposes to increase the maker fee for Non-ISE
Market Maker, Firm Proprietary/Broker-Dealer and Professional Customer
orders in the Complex Quoting Symbols from $0.37 per contract to $0.39
per contract when these orders interact with Priority Customer orders
in the complex order book. The Exchange does not propose any change to
fees for Market Maker and Priority Customer orders in the Complex
Quoting Symbols that trade in the complex order book. Additionally, as
noted above, the Exchange provides Market Makers with a two cent
discount when trading against Priority Customer orders that are
preferenced to them. For Complex Quoting Symbols, this discount is
applicable when Market Makers add or remove liquidity from the complex
order book. The Exchange does not propose any change to this discount.
As such, Market Makers will continue to receive the two cent discount.
2. Statutory Basis
The Exchange believes that its proposal to amend its Schedule of
Fees is consistent with Section 6(b) of the Exchange Act \12\ in
general, and furthers the objectives of Section 6(b)(4) of the Exchange
Act \13\ in particular, in that it is an equitable allocation of
reasonable dues, fees and other charges among Exchange members and
other persons using its facilities. The impact of the proposal upon the
net fees paid by a particular market participant will depend on a
number of variables, most important of which will be its
[[Page 63913]]
propensity to interact with and respond to certain types of orders.
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\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(4).
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The Exchange believes it is reasonable and equitable to charge Firm
Proprietary/Broker-Dealer and Professional Customer orders a taker fee
of $0.39 per contract for complex orders in the Select Symbols and Non-
Select Penny Pilot Symbols, $0.40 per contract in SPY and $0.83 per
contract in Non-Penny Pilot Symbols because the Exchange is seeking to
recoup the cost associated with paying increased rebates for Priority
Customer complex orders. The Exchange believes the proposed fees are
also reasonable and equitably allocated because they are within the
range of fees assessed by other exchanges employing similar pricing
schemes and in some cases, is lower that the fees assessed by other
exchanges. For example, NASDAQ OMX PHLX, Inc. (``PHLX'') currently
charges $0.45 and $0.60 per contract for Firm and Broker Dealer orders,
respectively, for non-Penny Pilot symbols traded electronically on that
exchange.\14\ Therefore, while ISE is proposing a fee increase for Firm
Proprietary/Broker-Dealer and Professional Customer orders, the
resulting fee remains lower than the fee charged by PHLX for similar
orders.
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\14\ See NASDAQ OMX PHLX LLC Pricing Schedule at https://nasdaqomxphlx.cchwallstreet.com/NASDAQOMXPHLXTools/PlatformViewer.asp?selectednode=chp%5F1%5F4%5F1&manual=%2Fnasdaqomxphlx%2Fphlx%2Fphlx%2Drulesbrd%2F.
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The Exchange believes it is reasonable and equitable to charge a
fee of $0.80 per contract for Market Maker orders ($0.83 per contract
for Non-ISE Market Maker, Firm Proprietary/Broker-Dealer and
Professional Customer orders) when such members are responding to
crossing orders because a response to a crossing order is akin to
taking liquidity, thus the Exchange is proposing to adopt an identical
fee for Responses to Crossing Orders in the Non-Penny Pilot Symbols as
that for taking liquidity in these symbols.
The Exchange believes that it is reasonable and equitable to
provide a two cent discount to Market Makers on preferenced orders as
an incentive for them to quote in the complex order book. Accordingly,
Market Makers that remove liquidity from the complex order book by
trading against Priority Customer orders that are preferenced to them
will be charged: (i) $0.35 per contract in the Select Symbols; (ii)
$0.36 per contract in SPY; (iii) $0.35 per contract in the Non-Select
Penny Pilot Symbols; and (iv) $0.78 per contract in the Non-Penny Pilot
Symbols Select Symbols. ISE notes that with this proposed fee change,
the Exchange will continue to maintain a two cent differential that was
previously in place.
The complex order pricing employed by the Exchange has proven to be
an effective pricing mechanism and attractive to Exchange participants
and their customers. The Exchange believes that this proposed rule
change will continue to attract additional complex order business while
at the same time create a certain level of standardization in complex
order pricing across symbols that make up the majority of the daily
volume in options trading. With this proposed rule change, the Exchange
is standardizing the complex order taker fee for Non-ISE Market Maker,
Firm Proprietary/Broker-Dealer and Professional Customer orders in the
Select Symbols, SPY, Non-Select Penny Pilot Symbols and Non-Penny Pilot
Symbols. With this proposed rule change, the Exchange is also
standardizing the fee for Responses to Crossing Orders for Non-ISE
Market Maker, Firm Proprietary/Broker-Dealer and Professional Customer
orders in the Non-Penny Pilot Symbols.
The Exchange further believes that the Exchange's maker/taker fees
are not unfairly discriminatory because the fee structure is consistent
with fee structures that exist today at other options exchanges.
Additionally, the Exchange believes that the proposed fees are fair,
equitable and not unfairly discriminatory because the proposed fees are
consistent with price differentiation that exists today at other option
exchanges. The Exchange operates in a highly competitive market in
which market participants can readily direct order flow to another
exchange if they deem fee levels at a particular exchange to be
excessive. With this proposed fee change, the Exchange believes it
remains an attractive venue for market participants to trade complex
orders.
B. Self-Regulatory Organization's Statement on Burden on Competition
The proposed rule change does not impose any burden on competition
that is 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
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from members or other interested
parties.
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.\15\ At any time within 60 days of the
filing of such 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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\15\ 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-ISE-2012-85 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-ISE-2012-85. 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 63914]]
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 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-ISE-2012-85 and should be
submitted on or before November 7, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
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\16\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-25498 Filed 10-16-12; 8:45 am]
BILLING CODE 8011-01-P