Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Fees for SOX, OSX and HGX, 74703-74705 [2012-30269]
Download as PDF
Federal Register / Vol. 77, No. 242 / Monday, December 17, 2012 / Notices
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–
2012–93 and should be submitted on or
before January 7, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.21
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–30268 Filed 12–14–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68400; File No. SR–
NASDAQ–2012–136]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Fees for SOX, OSX and HGX
December 11, 2012.
srobinson on DSK4SPTVN1PROD with
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1, and Rule 19b–4 2 thereunder,
notice is hereby given that on November
30, 2012. The NASDAQ Stock Market
LLC (‘‘NASDAQ’’ 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 NASDAQ.
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
NASDAQ proposes to modify Chapter
XV, entitled ‘‘Options Pricing,’’ at
Section 2 governing pricing for
NASDAQ members using the NASDAQ
Options Market (‘‘NOM’’), NASDAQ’s
facility for executing and routing
standardized equity and index options.
Specifically, NOM proposes to increase
fees for options overlying the PHLX
Semiconductor SectorSM (SOXSM),
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
PHLX Housing SectorTM (HGXSM) and
PHLX Oil Service SectorSM (OSXSM).
While changes to the Pricing
Schedule pursuant to this proposal are
effective upon filing, the Exchange has
designated the proposed amendment to
be operative on December 3, 2012.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaq.cchwallstreet.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. 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
Statutory Basis for, the Proposed Rule
Change
1. Purpose
NASDAQ proposes to amend certain
fees in Chapter XV, Section 2.
Specifically, the Exchange proposes to
increase the Fees for Adding and
Removing Liquidity in SOX, HGX and
OSX. These products are only listed on
NOM and NASDAQ OMX PHLX LLC
(‘‘Phlx’’).3 Phlx recently filed an
immediately effective rule change to
amend its fees for Singly Listed Options,
which include SOX, HGX and OSX,
effective December 3, 2012.4 NASDAQ
proposes to make corresponding
changes to fees for SOX, HGX and OSX
effective as of December 3, 2012.
The Exchange currently assesses
Customers a Fee for Adding Liquidity
and a Fee for Removing Liquidity in
SOX, HGX and OSX of $0.35 per
contract. This fee will remain
unchanged. The Exchange assesses
Professionals, Firms and Non-NOM
Market Makers a Fee for Adding
Liquidity and a Fee for Removing
Liquidity in SOX, HGX and OSX of
$0.45 per contract. The Exchange is
proposing to increase these fees to $0.60
per contract. Finally, the Exchange
currently assesses NOM Market Makers
a $0.35 per contract Fee for Adding
Liquidity and a Fee for Removing
Liquidity in SOX, HGX and OSX. The
21 17
1 15
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3 See
4 See
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Phlx’s Pricing Schedule at Section III.
SR–Phlx–2012–135 (not yet published).
Frm 00071
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74703
Exchange proposes to increase this fee
to $0.40 per contract. The Exchange is
not proposing to amend other pricing in
Chapter XV, Section 2.
2. Statutory Basis
NASDAQ believes that its proposal to
amend its Pricing Schedule is consistent
with Section 6(b) of the Act 5 in general,
and furthers the objectives of Section
6(b)(4) of the Act 6 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 increasing
the Fees for Adding and Removing
Liquidity in SOX, HGX and OSX is
reasonable because the Exchange
proposes to assess the same fees which
were recently increased by Phlx for
SOX, HGX and OSX.7 Also, the
proposed fees are within the range of
similar fees assessed at other
exchanges.8 The Exchange has
previously distinguished other index
products from the Non-Penny Pilot
Options fees and rebates.9 The Exchange
5 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
7 Despite the fact that SOX, HGX and OSX are
Multiply Listed (listed on Phlx and NOM), Phlx
assesses its market participants the fees for Singly
Listed Options to transact index options in SOX,
HGX and OSX. See Securities Exchange Act Release
No. 66668 (March 28, 2012), 77 FR 20090 (April 3,
2012) (SR–Phlx–2012–35). See also Section III of
Phlx’s Pricing Schedule. Accordingly, Phlx recently
filed an immediately effective rule change to amend
its fees as of December 3, 2012 to assess the
following fees to transact index options in SOX,
HGX and OSX: Customers $0.35 per contract,
Professionals $0.60 per contract, Firms $0.60 per
contract, Market Makers $0.40 per contract, and
Broker-Dealers $0.60 per contract. Non-NOM
Market Makers are registered market makers on
another options market that append the market
maker designation to orders routed to NOM. This
is the equivalent of a Broker-Dealer on Phlx. While
Phlx does not assess both a Fee for Adding
Liquidity and Fee for Removing Liquidity, it
assesses each side of the transaction the options
transaction charge.
8 Chicago Board Options Exchange, Incorporated
(‘‘CBOE’’) assesses an $0.80 per contract fee to
Customers, Broker-Dealers, Non-Trading Permit
Holder Market Makers and Professional and
Voluntary Professional market participants for SPX
Range Options (SRO) transactions, a proprietary
index, in addition to a surcharge fee. SPX refers to
options on the Standard & Poor’s 500 Index. See
CBOE’s Fees Schedule. In addition, NOM assesses
Non-Penny Pilot Fees for Removing Liquidity
ranging from $0.82 to $0.89 per contract depending
on the market participant. See Chapter XV, Section
2 of NOM’s Rules. Phlx also assesses a BrokerDealer an electronic options transaction charge
(non-Penny Pilot) of $0.60 per contract for
transactions in Multiply Listed Options. See
Section II of the Exchange’s Pricing Schedule.
While Phlx does not assess both a Fee for Adding
Liquidity and Fee for Removing Liquidity, it
assesses each side of the transaction the options
transaction charge.
9 See Securities Exchange Act Release No. 67837
(September 12, 2012), 77 FR 57614, 77 FR 57614
6 15
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Federal Register / Vol. 77, No. 242 / Monday, December 17, 2012 / Notices
srobinson on DSK4SPTVN1PROD with
would continue to assess lower Fees for
Removing Liquidity in SOX, HGX and
OSX as compared to the Fees for
Removing Liquidity in Non-Penny Pilot
Options, which should continue to
encourage NOM Participants to transact
these newly listed index options. The
Fees for Adding Liquidity for
transactions in SOX, HGX and OSX are
higher than the Fees for Adding
Liquidity in Non-Penny Pilot Options,
but as previously noted, the fees
correspond to fees assessed by Phlx. The
Exchange believes that these fees are
reasonable because these fees
correspond to comparable fees in place
at Phlx for executions in SOX, HGX, and
OSX.10
The Exchange believes that increasing
the Fees for Adding and Removing
Liquidity in SOX, HGX and OSX is
equitable and not unfairly
discriminatory because the pricing will
be comparable among similar categories
of market participants, namely
Professionals, Firms and Non-NOM
Market Makers would continue to be
assessed the same fee of $0.60 per
contract. Customers and NOM Market
Makers would be assessed lower fees as
compared to other market participants,
as is the case today. Customer order
flow is assessed the lowest fee because
incentivizing members to continue to
offer Customer trading opportunities in
options overlying SOX, HGX and OSX
benefits all market participants through
increased liquidity. The Exchange notes
that NOM Market Makers are assessed
lower fees as compared to other market
participants, except Customers, because
they have burdensome quoting
obligations 11 to the market which do
not apply to Customers, Professionals,
Firms and Non-NOM Market Makers.
The proposed differentiation as between
Customers and NOM Market Makers as
compared to Professionals, Firms and
Non-NOM Market Makers recognizes
the differing contributions made to the
liquidity and trading environment on
the Exchange by these market
participants.
The Exchange also believes that it is
equitable and not unfairly
discriminatory to increase the NOM
Market Maker Fees for Adding and
Removing Liquidity in options
overlying SOX, HGX and OSX by $0.05
(September 18, 2012) (SR–NASDAQ–2012–102) (an
immediately effective rule change which adopted
rebates and fees relating to options on Facebook,
Inc. (‘‘FB’’), Google, Inc. (‘‘GOOG’’) and Groupon,
Inc. (‘‘GRPN’’) separate from other Non-Penny Pilot
fees).
10 See Phlx’s Pricing Schedule at Section III.
11 See Exchange Rules Section VII, Market
Participants, Sections 5, Obligations of Market
Makers, and Section 6, Market Maker Quotations.
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Jkt 229001
per contract as compared to the $0.15
per contract increase to Professionals,
Firms and Non-NOM Market Makers
because as explained above NOM
Market Makers have certain obligations
to the market that do not apply to other
market participants. The Exchange
desires to continue to assess NOM
Market Makers and Customers lower
fees as compared to other market
participants because these participants
contribute to the marketplace as
described above. The Customer Fees for
Adding and Removing Liquidity in
options overlying SOX, HGX and OSX
would remain unchanged at $0.35 per
contract. The Exchange believes that it
is reasonable to assess Customers and
NOM Market Makers lower fees as
compared to other market participants
because these market participants
contribute to the market in terms of
liquidity and trading environment as
compared to other market participants.
Also, the proposed lower fees are
comparable to pricing on NOM and
other options exchanges.12
B. Self-Regulatory Organization’s
Statement on Burden on Competition
NASDAQ 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. The Exchange
believes its fees for SOX, HGX and OSX
remain competitive with fees at other
options exchanges.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
12 The Exchange assesses a lower Penny Pilot
Options Fee for Removing Liquidity for Customers
($0.45 per contract versus $0.47 per contract for
other market participants) and assesses no NonPenny Pilot Options Fee for Adding Liquidity for
Customers as compared to other market
participants. The Exchange assesses a lower NonPenny Pilot Options Fee for Adding Liquidity for
NOM Market Makers as compared to other market
participants ($0.25 per contract versus $0.45 per
contract for other market participants). Finally, the
Exchange assesses lower Non-Penny Pilot Options
Fees for Removing Liquidity for Customers and
NOM Market Makers as compared to other market
participants ($0.82 per contract versus $0.87 per
contract for other market participants). See Chapter
XV, Section 2 pricing. Phlx does not assess
Customers options transaction charges for Penny or
Non-Penny Pilot options transactions. Also,
Specialists and Market Makers are assessed lower
electronic options transaction charges in Penny and
Non-Penny Pilot Options as compared to
Professionals, Broker-Dealers and Firms. See
Section II of the Exchange’s Pricing Schedule.
PO 00000
Frm 00072
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III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.13 At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act. If the Commission
takes such action, the Commission shall
institute proceedings to determine
whether the proposed rule should be
approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–NASDAQ–2012–136 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–NASDAQ–2012–136. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
13 15
E:\FR\FM\17DEN1.SGM
U.S.C. 78s(b)(3)(A)(ii).
17DEN1
Federal Register / Vol. 77, No. 242 / Monday, December 17, 2012 / Notices
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549–1090, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the
NASDAQ’s principal office. 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–NASDAQ–2012–136, and
should be submitted on or before
January 7, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–30269 Filed 12–14–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68403; File No. SR–OCC–
2012–23]
Self-Regulatory Organizations; The
Options Clearing Corporation; Notice
of Filing of Proposed Rule Change To
Accommodate Certain PhysicallySettled Options on U.S. Treasury
Securities
December 11, 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 November
30, 2012, The Options Clearing
Corporation (‘‘OCC’’) 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
primarily by OCC. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
srobinson on DSK4SPTVN1PROD with
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
OCC proposes to accommodate
certain physical-settled options on the
U.S. Treasury securities.
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
OCC 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. OCC has prepared
summaries, set forth in sections (A), (B),
and (C) below, of the most significant
aspects of such statements.3
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
The purpose of this proposed rule
change is to accommodate the clearing
of physically-settled options on certain
U.S. Treasury notes and U.S. Treasury
bonds (‘‘Treasury Options’’) proposed to
be traded by NASDAQ OMX PHLX, LLC
(‘‘PHLX’’). OCC’s current By-Laws and
Rules (collectively, the ‘‘Rules’’)
accommodate options on Treasury
securities, but the options on Treasury
securities contemplated by the Rules are
no longer traded and are different from
the Treasury Options that PHLX intends
to trade in certain respects. Accordingly,
OCC proposes to amend the Rules, as
described below, to accommodate such
Treasury Options as well as to
streamline Chapter XIV of its rulebook
by re-numbering certain rules and
deleting unused and ‘‘reserved’’ rules.
The PHLX Treasury Options are
limited to European-style options on
Treasury notes and bonds with a unit of
trading of $10,000. OCC therefore
proposes to remove provisions and
references within Chapter XIV of the
Rules to American-style options on
Treasury securities, Treasury bills as an
eligible underlying interest for options
on Treasury securities, and ‘‘mini
options’’ on Treasury securities. In
addition, OCC proposes to remove from
the Rules the defined term ‘‘adjusted
exercise price,’’ which related only to
options on Treasury bills and
consequently is no longer needed, and
update other definitions within the
Rules to reflect the limiting of the
underlying interests for Treasury
Options to Treasury bonds and notes.
Furthermore, OCC does not plan to
permit escrow deposits to be made in
connection with the clearing of Treasury
Options and proposes to remove related
provisions in Section 2 of Article XIII.
14 17
1 15
VerDate Mar<15>2010
16:21 Dec 14, 2012
3 The Commission has modified the text of the
summaries prepared by OCC.
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74705
OCC generally will apply current
expiration date exercise procedures to
Treasury Options, and will require
delivery settlement for exercised and
assigned Treasury Options to be effected
on a broker-to-broker basis through the
Fixed Income Clearing Corporation
(‘‘FICC’’). Clearing members interested
in Treasury Options have advised that it
would be operationally more efficient
for them if delivery settlement were
effected in this manner. As not all OCC
clearing members are participants of the
Government Securities Division
(‘‘GSD’’) of FICC, the proposed rules
would permit clearing members to
designate, with proper advance notice to
OCC, a representative that is a GSD
participant who would be responsible
for inputting trade information into
FICC’s systems for delivery settlement
purposes. The proposed rules make it
clear, however, OCC would have no
obligation to such designated
representative and contain the
agreement of the designating clearing
member to be bound by, and to hold
OCC harmless against any claims based
on, the designated representative’s
actions or delays in acting or failures to
act.
On the expiration date for a Treasury
Option, OCC will produce an exercise
and assignment report identifying the
delivering and receiving clearing
members and other relevant delivery
information. Clearing members that are
obligated to purchase or sell Treasury
securities as a result of the exercise or
assignment of positions in Treasury
Options will be required to submit the
terms of such trades to FICC’s real time
trade matching system. If the trade
information submitted by the delivering
and receiving clearing member matches
within FICC’s system, FICC becomes
obligated to guarantee settlement of the
trade pursuant to FICC’s rules, at the
point in time at which FICC makes
available to the delivering and receiving
clearing members a report indicating the
trade has been compared and OCC’s
obligation to guarantee delivery
settlement will be terminated. Delivery
settlement through FICC includes
delivery of the underlying securities
against payment of the aggregate
purchase price increased by the amount
of accrued interest. If a trade does not
match, the delivering and receiving OCC
clearing members will be required to
notify OCC within such time as OCC
may specify of such failure on the first
business day after the expiration date. If
no such notification is made within the
deadline, pursuant to proposed Rule
1403(d), OCC’s obligation to guarantee
settlement will be extinguished as of
E:\FR\FM\17DEN1.SGM
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Agencies
[Federal Register Volume 77, Number 242 (Monday, December 17, 2012)]
[Notices]
[Pages 74703-74705]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-30269]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68400; File No. SR-NASDAQ-2012-136]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Relating to Fees for SOX, OSX and HGX
December 11, 2012.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\, and Rule 19b-4 \2\ thereunder, notice is hereby given
that on November 30, 2012. The NASDAQ Stock Market LLC (``NASDAQ'' 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
NASDAQ. 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
NASDAQ proposes to modify Chapter XV, entitled ``Options Pricing,''
at Section 2 governing pricing for NASDAQ members using the NASDAQ
Options Market (``NOM''), NASDAQ's facility for executing and routing
standardized equity and index options. Specifically, NOM proposes to
increase fees for options overlying the PHLX Semiconductor Sector\SM\
(SOX\SM\), PHLX Housing Sector\TM\ (HGX\SM\) and PHLX Oil Service
Sector\SM\ (OSX\SM\).
While changes to the Pricing Schedule pursuant to this proposal are
effective upon filing, the Exchange has designated the proposed
amendment to be operative on December 3, 2012.
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaq.cchwallstreet.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. 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
Statutory Basis for, the Proposed Rule Change
1. Purpose
NASDAQ proposes to amend certain fees in Chapter XV, Section 2.
Specifically, the Exchange proposes to increase the Fees for Adding and
Removing Liquidity in SOX, HGX and OSX. These products are only listed
on NOM and NASDAQ OMX PHLX LLC (``Phlx'').\3\ Phlx recently filed an
immediately effective rule change to amend its fees for Singly Listed
Options, which include SOX, HGX and OSX, effective December 3, 2012.\4\
NASDAQ proposes to make corresponding changes to fees for SOX, HGX and
OSX effective as of December 3, 2012.
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\3\ See Phlx's Pricing Schedule at Section III.
\4\ See SR-Phlx-2012-135 (not yet published).
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The Exchange currently assesses Customers a Fee for Adding
Liquidity and a Fee for Removing Liquidity in SOX, HGX and OSX of $0.35
per contract. This fee will remain unchanged. The Exchange assesses
Professionals, Firms and Non-NOM Market Makers a Fee for Adding
Liquidity and a Fee for Removing Liquidity in SOX, HGX and OSX of $0.45
per contract. The Exchange is proposing to increase these fees to $0.60
per contract. Finally, the Exchange currently assesses NOM Market
Makers a $0.35 per contract Fee for Adding Liquidity and a Fee for
Removing Liquidity in SOX, HGX and OSX. The Exchange proposes to
increase this fee to $0.40 per contract. The Exchange is not proposing
to amend other pricing in Chapter XV, Section 2.
2. Statutory Basis
NASDAQ believes that its proposal to amend its Pricing Schedule is
consistent with Section 6(b) of the Act \5\ in general, and furthers
the objectives of Section 6(b)(4) of the Act \6\ in particular, in that
it is an equitable allocation of reasonable fees and other charges
among Exchange members and other persons using its facilities.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78f(b).
\6\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
The Exchange believes that increasing the Fees for Adding and
Removing Liquidity in SOX, HGX and OSX is reasonable because the
Exchange proposes to assess the same fees which were recently increased
by Phlx for SOX, HGX and OSX.\7\ Also, the proposed fees are within the
range of similar fees assessed at other exchanges.\8\ The Exchange has
previously distinguished other index products from the Non-Penny Pilot
Options fees and rebates.\9\ The Exchange
[[Page 74704]]
would continue to assess lower Fees for Removing Liquidity in SOX, HGX
and OSX as compared to the Fees for Removing Liquidity in Non-Penny
Pilot Options, which should continue to encourage NOM Participants to
transact these newly listed index options. The Fees for Adding
Liquidity for transactions in SOX, HGX and OSX are higher than the Fees
for Adding Liquidity in Non-Penny Pilot Options, but as previously
noted, the fees correspond to fees assessed by Phlx. The Exchange
believes that these fees are reasonable because these fees correspond
to comparable fees in place at Phlx for executions in SOX, HGX, and
OSX.\10\
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\7\ Despite the fact that SOX, HGX and OSX are Multiply Listed
(listed on Phlx and NOM), Phlx assesses its market participants the
fees for Singly Listed Options to transact index options in SOX, HGX
and OSX. See Securities Exchange Act Release No. 66668 (March 28,
2012), 77 FR 20090 (April 3, 2012) (SR-Phlx-2012-35). See also
Section III of Phlx's Pricing Schedule. Accordingly, Phlx recently
filed an immediately effective rule change to amend its fees as of
December 3, 2012 to assess the following fees to transact index
options in SOX, HGX and OSX: Customers $0.35 per contract,
Professionals $0.60 per contract, Firms $0.60 per contract, Market
Makers $0.40 per contract, and Broker-Dealers $0.60 per contract.
Non-NOM Market Makers are registered market makers on another
options market that append the market maker designation to orders
routed to NOM. This is the equivalent of a Broker-Dealer on Phlx.
While Phlx does not assess both a Fee for Adding Liquidity and Fee
for Removing Liquidity, it assesses each side of the transaction the
options transaction charge.
\8\ Chicago Board Options Exchange, Incorporated (``CBOE'')
assesses an $0.80 per contract fee to Customers, Broker-Dealers,
Non-Trading Permit Holder Market Makers and Professional and
Voluntary Professional market participants for SPX Range Options
(SRO) transactions, a proprietary index, in addition to a surcharge
fee. SPX refers to options on the Standard & Poor's 500 Index. See
CBOE's Fees Schedule. In addition, NOM assesses Non-Penny Pilot Fees
for Removing Liquidity ranging from $0.82 to $0.89 per contract
depending on the market participant. See Chapter XV, Section 2 of
NOM's Rules. Phlx also assesses a Broker-Dealer an electronic
options transaction charge (non-Penny Pilot) of $0.60 per contract
for transactions in Multiply Listed Options. See Section II of the
Exchange's Pricing Schedule. While Phlx does not assess both a Fee
for Adding Liquidity and Fee for Removing Liquidity, it assesses
each side of the transaction the options transaction charge.
\9\ See Securities Exchange Act Release No. 67837 (September 12,
2012), 77 FR 57614, 77 FR 57614 (September 18, 2012) (SR-NASDAQ-
2012-102) (an immediately effective rule change which adopted
rebates and fees relating to options on Facebook, Inc. (``FB''),
Google, Inc. (``GOOG'') and Groupon, Inc. (``GRPN'') separate from
other Non-Penny Pilot fees).
\10\ See Phlx's Pricing Schedule at Section III.
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The Exchange believes that increasing the Fees for Adding and
Removing Liquidity in SOX, HGX and OSX is equitable and not unfairly
discriminatory because the pricing will be comparable among similar
categories of market participants, namely Professionals, Firms and Non-
NOM Market Makers would continue to be assessed the same fee of $0.60
per contract. Customers and NOM Market Makers would be assessed lower
fees as compared to other market participants, as is the case today.
Customer order flow is assessed the lowest fee because incentivizing
members to continue to offer Customer trading opportunities in options
overlying SOX, HGX and OSX benefits all market participants through
increased liquidity. The Exchange notes that NOM Market Makers are
assessed lower fees as compared to other market participants, except
Customers, because they have burdensome quoting obligations \11\ to the
market which do not apply to Customers, Professionals, Firms and Non-
NOM Market Makers. The proposed differentiation as between Customers
and NOM Market Makers as compared to Professionals, Firms and Non-NOM
Market Makers recognizes the differing contributions made to the
liquidity and trading environment on the Exchange by these market
participants.
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\11\ See Exchange Rules Section VII, Market Participants,
Sections 5, Obligations of Market Makers, and Section 6, Market
Maker Quotations.
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The Exchange also believes that it is equitable and not unfairly
discriminatory to increase the NOM Market Maker Fees for Adding and
Removing Liquidity in options overlying SOX, HGX and OSX by $0.05 per
contract as compared to the $0.15 per contract increase to
Professionals, Firms and Non-NOM Market Makers because as explained
above NOM Market Makers have certain obligations to the market that do
not apply to other market participants. The Exchange desires to
continue to assess NOM Market Makers and Customers lower fees as
compared to other market participants because these participants
contribute to the marketplace as described above. The Customer Fees for
Adding and Removing Liquidity in options overlying SOX, HGX and OSX
would remain unchanged at $0.35 per contract. The Exchange believes
that it is reasonable to assess Customers and NOM Market Makers lower
fees as compared to other market participants because these market
participants contribute to the market in terms of liquidity and trading
environment as compared to other market participants. Also, the
proposed lower fees are comparable to pricing on NOM and other options
exchanges.\12\
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\12\ The Exchange assesses a lower Penny Pilot Options Fee for
Removing Liquidity for Customers ($0.45 per contract versus $0.47
per contract for other market participants) and assesses no Non-
Penny Pilot Options Fee for Adding Liquidity for Customers as
compared to other market participants. The Exchange assesses a lower
Non-Penny Pilot Options Fee for Adding Liquidity for NOM Market
Makers as compared to other market participants ($0.25 per contract
versus $0.45 per contract for other market participants). Finally,
the Exchange assesses lower Non-Penny Pilot Options Fees for
Removing Liquidity for Customers and NOM Market Makers as compared
to other market participants ($0.82 per contract versus $0.87 per
contract for other market participants). See Chapter XV, Section 2
pricing. Phlx does not assess Customers options transaction charges
for Penny or Non-Penny Pilot options transactions. Also, Specialists
and Market Makers are assessed lower electronic options transaction
charges in Penny and Non-Penny Pilot Options as compared to
Professionals, Broker-Dealers and Firms. See Section II of the
Exchange's Pricing Schedule.
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B. Self-Regulatory Organization's Statement on Burden on Competition
NASDAQ 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. The Exchange believes its fees for SOX, HGX
and OSX remain competitive with fees at other options exchanges.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act.\13\ At any time within 60 days of the
filing of the proposed rule change, the Commission summarily may
temporarily suspend such rule change if it appears to the Commission
that such action is necessary or appropriate in the public interest,
for the protection of investors, or otherwise in furtherance of the
purposes of the Act. If the Commission takes such action, the
Commission shall institute proceedings to determine whether the
proposed rule should be approved or disapproved.
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\13\ 15 U.S.C. 78s(b)(3)(A)(ii).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2012-136 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-NASDAQ-2012-136. 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 74705]]
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549-1090, on official business days between the hours
of 10:00 a.m. and 3:00 p.m. Copies of such filing also will be
available for inspection and copying at the NASDAQ's principal office.
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-NASDAQ-2012-
136, and should be submitted on or before January 7, 2013.
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\14\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-30269 Filed 12-14-12; 8:45 am]
BILLING CODE 8011-01-P