Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Routing Fees, 5530-5532 [2013-01492]
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Federal Register / Vol. 78, No. 17 / Friday, January 25, 2013 / Notices
disapprove, the proposed rule change
(File Number SR–NASDAQ–2012–129).
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority. 9
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–01488 Filed 1–24–13; 8:45 am]
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
1. Purpose
[Release No. 34–68698; File No. SR–Phlx–
2013–04]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Routing Fees
January 18, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1, and Rule 19b–4 thereunder,2
notice is hereby given that on January 8,
2013, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
mstockstill on DSK4VPTVN1PROD with
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend its
Routing Fees at Section V of the Pricing
Schedule. 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 February 1, 2013. The
text of the proposed rule change is
available on the Exchange’s Web site at
https://
nasdaqomxphlx.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 and discussed
any comments it received on the
9 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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18:39 Jan 24, 2013
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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.
The purpose of this filing is to amend
Routing Fees in Section V of the Pricing
Schedule in order to recoup costs that
the Exchange incurs for routing and
executing orders in equity options to
various away markets.
Today, the Exchange calculates
Routing Fees by assessing certain
Exchange costs related to routing orders
to away markets plus the away market’s
transaction fee. The Exchange assesses a
$0.04 per contract fixed Routing Fee
when routing orders to the NASDAQ
Options Market LLC (‘‘NOM’’) and
NASDAQ OMX BX, Inc. (‘‘BX Options)
and a $0.10 per contract fixed Routing
Fee to all other options exchanges in
addition to the actual transaction fee or
rebate paid by the away market.
The fixed Routing Fee is based on
costs that are incurred by the Exchange
when routing to an away market in
addition to the away market’s
transaction fee. For example, the
Exchange incurs a fee when it utilizes
Nasdaq Options Services LLC (‘‘NOS’’),
a member of the Exchange and the
Exchange’s exclusive order router,3 to
route orders in options listed and open
for trading on the PHLX XL system to
destination markets. Each time NOS
routes to away markets NOS incurs a
clearing-related cost 4 and, in the case of
certain exchanges, a transaction fee is
also charged in certain symbols, which
fees are passed through to the Exchange.
The Exchange also incurs administrative
and technical costs associated with
operating NOS, membership fees at
away markets, Options Regulatory Fees
3 In May 2009, the Exchange adopted Rule
1080(m)(iii)(A) to establish Nasdaq Options
Services LLC (‘‘NOS’’), a member of the Exchange,
as the Exchange’s exclusive order router. See
Securities Exchange Act Release No. 59995 (May
28, 2009), 74 FR 26750 (June 3, 2009) (SR–Phlx–
2009–32). NOS is utilized by the Exchange’s fully
automated options trading system, PHLX XL.®
‘‘PHLX XL’’ is the Exchange’s automated options
trading system.
4 The Options Clearing Corporation (‘‘OCC’’)
assesses a clearing fee of $0.01 per contract side.
See Securities Exchange Act Release No. 68025
(October 10, 2012), 77 FR 63398 (October 16, 2012)
(SR–OCC–2012–18).
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(‘‘ORFs’’) and technical costs associated
with routing options.
The Exchange proposes to amend its
Routing Fees to increase the current
fixed Routing Fee to BX Options and
NOM from $0.04 to $0.05 5 per contract
and the fixed Routing Fee to all other
options exchanges from $0.10 to $0.11 6
per contract to capture the increased
costs that the Exchange incurs when
routing to away markets in addition to
the transaction fee that is being assessed
by the away market. Specifically,
several exchanges have increased ORFs
or adopted ORFs and the Exchange
proposes to increase its Routing Fees to
recoup those increased fees.7
Today, the transaction fee assessed by
the Exchange is based on the away
market’s actual transaction fee or rebate
for a particular market participant at the
time that the order was entered into the
Exchange’s trading system. This
transaction fee is calculated on an orderby-order basis, since different away
markets charge different amounts.8 In
the event that there is no transaction fee
5 In a previous rule filing, the Exchange discussed
the manner in which it analyzed costs related to
routing to BX Options and NOM and determined
the costs are lower as compared to other away
markets because NOS is utilized by all three
exchanges to route orders. In that filing the
Exchange noted that because Phlx, BX Options and
NOM all utilize NOS, the cost to the Exchange is
less as compared to routing to other away markets.
In addition the fixed costs are reduced because NOS
is owned and operated by NASDAQ OMX and the
three exchanges and NOS share common
technology and related operational functions. See
Securities Exchange Act Release No. 68213
(November 13, 2012), 77 FR 69530 (November 19,
2012) (SR–Phlx–2012–129).
6 The $0.11 per contract fixed fee would apply to
all options exchanges other than BX Options and
NOM, which are discussed separately in this
proposal. The Exchange anticipates that if other
options exchanges are approved by the Commission
after the filing of this proposal, those exchanges
would be assessed the $0.11 per contract fee
applicable to ‘‘all other options exchanges.’’
7 The Chicago Board Options Exchange,
Incorporated (‘‘CBOE’’) recently increased its ORF
from $.0065 to $.0085 per contract. See Securities
Exchange Act Release No. 68480 (December 19,
2012), 77 FR 76119 (December 26, 2012) (SR–
CBOE–2012–118). C2 Options Exchange,
Incorporated (‘‘C2’’) recently increased its ORF from
$.0015 to $.002 per contract. See Securities
Exchange Act Release No. 68479 (December 19,
2012), 77 FR 76131 (December 26, 2012) (SR–C2–
2012–040). NYSE MKT LLC (‘‘NYSE Amex’’)
recently increased its ORF from $0.004 to $0.005
per contract. See Securities Exchange Act Release
No. 68183 (November 8, 2012), 77 FR 68186
(November 15, 2012) (SR–NYSEMKT–2012–54).
NYSE Arca, Inc. (‘‘NYSE Arca’’) recently increased
its ORF from $0.004 to $0.005 per contract. See
Securities Exchange Act Release No. 68174
(November 7, 2012), 77 FR 67845 (November 14,
2012) (SR–NYSEArca–2012–118). Miami
International Securities Exchange, LLC (‘‘MIAX’’)
recently adopted an ORF of $0.0040 per contract
side. See SR–MIAX–2012–06 (not yet published).
8 This is similar to the methodology utilized by
ISE in assessing Routing Fees. See ISE’s Fee
Schedule.
E:\FR\FM\25JAN1.SGM
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Federal Register / Vol. 78, No. 17 / Friday, January 25, 2013 / Notices
or rebate assessed by the away market,
the only fee assessed is the fixed
Routing Fee. With respect to the rebate,
the Exchange pays a market participant
the rebate offered by an away market
where there is such a rebate. Any rebate
available is netted against a fee assessed
by the Exchange.9 The Exchange is not
proposing to amend its calculation of
the away market’s transaction fee as
described herein.
As with all fees, the Exchange may
adjust these Routing Fees in response to
competitive conditions by filing a new
proposed rule change.
mstockstill on DSK4VPTVN1PROD with
2. Statutory Basis
The Exchange believes that its
proposal to amend its Pricing Schedule
is consistent with Section 6(b) of the
Act 10 in general, and furthers the
objectives of Section 6(b)(4) of the Act 11
in particular, in that it is an equitable
allocation of reasonable fees and other
charges among Exchange members.
The Exchange believes that the
proposed Routing Fees are reasonable
because they seek to recoup costs that
are incurred by the Exchange when
routing Customer, Professional, Firm,
Broker-Dealer, Specialist and Market
Maker orders to away markets on behalf
of members. Each destination market’s
transaction charge varies and there is a
cost incurred by the Exchange when
routing orders to away markets. The
costs to the Exchange include clearing
costs, administrative and technical costs
associated with operating NOS,
membership fees at away markets, ORFs
and technical costs associated with
routing options. The Exchange believes
that the proposed Routing Fees would
enable the Exchange to recover the costs
it incurs to route orders to away markets
in addition to transaction fees assessed
to market participants for the execution
of Customer, Professional, Firm, BrokerDealer, Specialist and Market Maker
orders by the away market. Specifically,
other options exchanges have increased
ORFs that are assessed per
transaction.12 The Exchange believes
9 For example, if a Customer order is routed to
BOX, and BOX offers a customer rebate of $0.20 per
contract, the Exchange would assess a $0.10 per
contract fixed fee which would net against the
rebate ($0.20 per contract in this example). The
market participant for whom the Customer contract
was routed would receive a $0.10 per contract
rebate. Today the market participant does not
receive a rebate and only pays the current $0.11 per
contract Routing Fee.
10 15 U.S.C. 78f(b).
11 15 U.S.C. 78f(b)(4).
12 CBOE recently increased its ORF from $.0065
to $.0085 per contract. See Securities Exchange Act
Release No. 68480 (December 19, 2012), 77 FR
76119 (December 26, 2012) (SR–CBOE–2012–118).
C2 recently increased its ORF from $.0015 to $.002
per contract. See Securities Exchange Act Release
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18:39 Jan 24, 2013
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that it is reasonable to recoup these
costs borne by the Exchange on each
transaction.
Further, the Exchange believes that it
is equitable and not unfairly
discriminatory to increase the fixed
Routing Fees from $0.04 to $0.05 per
contract and from $0.10 to $0.11 per
contract, depending on the away
market, because the Exchange would
uniformly assess these fees depending
on the away market. Further, the
Exchange believes that it is equitable
and not unfairly discriminatory to
assess a fixed cost of $0.05 per contract
to route orders to NASDAQ OMX away
markets (BX Options and NOM) because
the cost, in terms of actual cash outlays,
to the Exchange to route to those
markets is lower. For example, costs
related to routing to BX Options and
NOM are lower as compared to other
away markets because NOS is utilized
by all three exchanges to route orders.13
NOS and the three NASDAQ OMX
options markets have a common data
center and staff that are responsible for
the day-to-day operations of NOS.
Because the three exchanges are in a
common data center, Routing Fees are
reduced because costly expenses related
to, for example, telecommunication
lines to obtain connectivity are avoided
when routing orders in this instance.
The costs related to connectivity to
route orders to other NASDAQ OMX
exchanges are de minimis. When
routing orders to non-NASDAQ OMX
exchanges, the Exchange incurs costly
connectivity charges related to
telecommunication lines and other
related costs when routing orders.
While the proposal increases the fixed
fee for routing orders to all markets by
$0.01 per contract, the Exchange is not
proposing to amend the fee differential
of $0.06 per contract that exists today
when routing to a NASDAQ OMX
exchange ($0.04 per contract) as
compared to a non-NASDAQ OMX
exchange ($0.10 per contract). The
Exchange believes it is reasonable,
equitable and not unfairly
discriminatory to pass along savings
realized by leveraging NASDAQ OMX’s
No. 68479 (December 19, 2012), 77 FR 76131
(December 26, 2012) (SR–C2–2012–040). NYSE
Amex recently increased its ORF from $0.004 to
$0.005 per contract. See Securities Exchange Act
Release No. 68183 (November 8, 2012), 77 FR 68186
(November 15, 2012) (SR–NYSEMKT–2012–54).
NYSE Arca recently increased its ORF from $0.004
to $0.005 per contract. See Securities Exchange Act
Release No. 68174 (November 7, 2012), 77 FR 67845
(November 14, 2012) (SR–NYSEArca–2012–118).
MIAX recently adopted an ORF of $0.0040 per
contract side. See SR–MIAX–2012–06 (not yet
published).
13 See Chapter VI, Section 11 of the BX Options
and NOM Rules.
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Fmt 4703
Sfmt 4703
5531
infrastructure and scale to market
participants when those orders are
routed to BX Options and NOM.14 It is
important to note with respect to
routing to an away market that orders
are routed based on price first. PHLX XL
will route orders to away markets where
the Exchange’s disseminated bid or offer
is inferior to the national best bid (best
offer) (‘‘NBBO’’) price.15 Market
participants may submit orders to the
Exchange as ineligible for routing or
‘‘DNR’’ to avoid incurring the Routing
Fees proposed herein.16
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange believes that the rule change
would allow the Exchange to recoup its
costs when routing orders designated as
available for routing by the market
participant. Members and member
organizations may choose to mark the
order as ineligible for routing to avoid
incurring these fees.17 Today, other
options exchanges also assess similar
fees to recoup costs incurred by the
Exchange to route orders to away
markets. With respect to routing to BX
Options and NOM at a lower cost as
compared to other away markets, the
Exchange does not believe that the
proposed amendments to increase those
fees, while maintaining the same fee
differential, imposes a burden because
all market participants would be
assessed the same fees depending on the
away market and the fee increase is the
same for all market participants. Also,
the Exchange is proposing to recoup
costs incurred only when members
request the Exchange route their orders
14 Today, the Exchange assesses a $0.11 per
contract fixed fee for routing orders to BX Options
and NOM. That fee is proposed to be reduced to a
$0.04 per contract fixed fee, which would be in
addition to the actual transaction fee assessed by
the away market.
15 See Rule 1080(m). The Phlx XL II system will
contemporaneously route an order marked as an
Intermarket Sweep Order (‘‘ISO’’) to each away
market disseminating prices better than the
Exchange’s price, for the lesser of: (a) The
disseminated size of such away markets, or (b) the
order size and, if order size remains after such
routing, trade at the Exchange’s disseminated bid or
offer up to its disseminated size. If contracts still
remain unexecuted after routing, they are posted on
the book. Once on the book, should the order
subsequently be locked or crossed by another
market center, the Phlx XL II system will not route
the order to the locking or crossing market center,
with some exceptions noted in Rule 1080(m).
16 See Rule 1066(h) (Certain Types of Orders
Defined) and 1080(b)(i)(A) (PHLX XL and PHLX XL
II).
17 Id.
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Federal Register / Vol. 78, No. 17 / Friday, January 25, 2013 / Notices
to an away market. The Exchange is
passing along savings realized by
leveraging NASDAQ OMX’s
infrastructure and scale to market
participants when those orders are
routed to BX Options and NOM and is
providing those savings to all market
participants. Finally, PHLX XL routes
orders to away markets where the
Exchange’s disseminated bid or offer is
inferior to the national best bid (best
offer) (‘‘NBBO’’) price and based on
price first.18
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.19 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
mstockstill on DSK4VPTVN1PROD with
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
18 See Rule 1080(m). The Phlx XL II system will
contemporaneously route an order marked as an
Intermarket Sweep Order (‘‘ISO’’) to each away
market disseminating prices better than the
Exchange’s price, for the lesser of: (a) The
disseminated size of such away markets, or (b) the
order size and, if order size remains after such
routing, trade at the Exchange’s disseminated bid or
offer up to its disseminated size. If contracts still
remain unexecuted after routing, they are posted on
the book. Once on the book, should the order
subsequently be locked or crossed by another
market center, the Phlx XL II system will not route
the order to the locking or crossing market center,
with some exceptions noted in Rule 1080(m).
19 15 U.S.C. 78s(b)(3)(A)(ii).
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18:39 Jan 24, 2013
Jkt 229001
• Send an email to rulecomments@sec.gov. Please include File
Number SR–Phlx–2013–04 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–2013–04. 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
10:00 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–Phlx–
2013–04 and should be submitted on or
before February 15, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–01492 Filed 1–24–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–68701; File No. SR–FINRA–
2013–006]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Relating to FINRA Rule
4530 (Reporting Requirements)
January 18, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on January
14, 2013, Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’) 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 FINRA. FINRA has
designated the proposed rule change as
constituting a ‘‘non-controversial’’ rule
change under paragraph (f)(6) of Rule
19b–4 under the Act,3 which renders
the proposal effective upon receipt of
this filing by the Commission. 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
FINRA is proposing to amend FINRA
Rule 4530 (Reporting Requirements) to:
(1) Provide an exception from the rule
for information disclosed on the Form
U4 (Uniform Application for Securities
Industry Registration or Transfer); (2)
enable members to file required
documents with FINRA online; and (3)
provide an exception from the rule for
findings and actions by FINRA.
The text of the proposed rule change
is available on FINRA’s Web site at
https://www.finra.org, at the principal
office of FINRA 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,
FINRA 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. FINRA has prepared
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 17 CFR 240.19b–4(f)(6).
2 17
20 17
PO 00000
CFR 200.30–3(a)(12).
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E:\FR\FM\25JAN1.SGM
25JAN1
Agencies
[Federal Register Volume 78, Number 17 (Friday, January 25, 2013)]
[Notices]
[Pages 5530-5532]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-01492]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68698; File No. SR-Phlx-2013-04]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Routing Fees
January 18, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\, and Rule 19b-4 thereunder,\2\ notice is hereby given
that on January 8, 2013, NASDAQ OMX PHLX LLC (``Phlx'' or ``Exchange'')
filed with the Securities and Exchange Commission (``SEC'' or
``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend its Routing Fees at Section V of the
Pricing Schedule. 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 February 1, 2013. The text of
the proposed rule change is available on the Exchange's Web site at
https://nasdaqomxphlx.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 and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this filing is to amend Routing Fees in Section V of
the Pricing Schedule in order to recoup costs that the Exchange incurs
for routing and executing orders in equity options to various away
markets.
Today, the Exchange calculates Routing Fees by assessing certain
Exchange costs related to routing orders to away markets plus the away
market's transaction fee. The Exchange assesses a $0.04 per contract
fixed Routing Fee when routing orders to the NASDAQ Options Market LLC
(``NOM'') and NASDAQ OMX BX, Inc. (``BX Options) and a $0.10 per
contract fixed Routing Fee to all other options exchanges in addition
to the actual transaction fee or rebate paid by the away market.
The fixed Routing Fee is based on costs that are incurred by the
Exchange when routing to an away market in addition to the away
market's transaction fee. For example, the Exchange incurs a fee when
it utilizes Nasdaq Options Services LLC (``NOS''), a member of the
Exchange and the Exchange's exclusive order router,\3\ to route orders
in options listed and open for trading on the PHLX XL system to
destination markets. Each time NOS routes to away markets NOS incurs a
clearing-related cost \4\ and, in the case of certain exchanges, a
transaction fee is also charged in certain symbols, which fees are
passed through to the Exchange. The Exchange also incurs administrative
and technical costs associated with operating NOS, membership fees at
away markets, Options Regulatory Fees (``ORFs'') and technical costs
associated with routing options.
---------------------------------------------------------------------------
\3\ In May 2009, the Exchange adopted Rule 1080(m)(iii)(A) to
establish Nasdaq Options Services LLC (``NOS''), a member of the
Exchange, as the Exchange's exclusive order router. See Securities
Exchange Act Release No. 59995 (May 28, 2009), 74 FR 26750 (June 3,
2009) (SR-Phlx-2009-32). NOS is utilized by the Exchange's fully
automated options trading system, PHLX XL.[supreg] ``PHLX XL'' is
the Exchange's automated options trading system.
\4\ The Options Clearing Corporation (``OCC'') assesses a
clearing fee of $0.01 per contract side. See Securities Exchange Act
Release No. 68025 (October 10, 2012), 77 FR 63398 (October 16, 2012)
(SR-OCC-2012-18).
---------------------------------------------------------------------------
The Exchange proposes to amend its Routing Fees to increase the
current fixed Routing Fee to BX Options and NOM from $0.04 to $0.05 \5\
per contract and the fixed Routing Fee to all other options exchanges
from $0.10 to $0.11 \6\ per contract to capture the increased costs
that the Exchange incurs when routing to away markets in addition to
the transaction fee that is being assessed by the away market.
Specifically, several exchanges have increased ORFs or adopted ORFs and
the Exchange proposes to increase its Routing Fees to recoup those
increased fees.\7\
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\5\ In a previous rule filing, the Exchange discussed the manner
in which it analyzed costs related to routing to BX Options and NOM
and determined the costs are lower as compared to other away markets
because NOS is utilized by all three exchanges to route orders. In
that filing the Exchange noted that because Phlx, BX Options and NOM
all utilize NOS, the cost to the Exchange is less as compared to
routing to other away markets. In addition the fixed costs are
reduced because NOS is owned and operated by NASDAQ OMX and the
three exchanges and NOS share common technology and related
operational functions. See Securities Exchange Act Release No. 68213
(November 13, 2012), 77 FR 69530 (November 19, 2012) (SR-Phlx-2012-
129).
\6\ The $0.11 per contract fixed fee would apply to all options
exchanges other than BX Options and NOM, which are discussed
separately in this proposal. The Exchange anticipates that if other
options exchanges are approved by the Commission after the filing of
this proposal, those exchanges would be assessed the $0.11 per
contract fee applicable to ``all other options exchanges.''
\7\ The Chicago Board Options Exchange, Incorporated (``CBOE'')
recently increased its ORF from $.0065 to $.0085 per contract. See
Securities Exchange Act Release No. 68480 (December 19, 2012), 77 FR
76119 (December 26, 2012) (SR-CBOE-2012-118). C2 Options Exchange,
Incorporated (``C2'') recently increased its ORF from $.0015 to
$.002 per contract. See Securities Exchange Act Release No. 68479
(December 19, 2012), 77 FR 76131 (December 26, 2012) (SR-C2-2012-
040). NYSE MKT LLC (``NYSE Amex'') recently increased its ORF from
$0.004 to $0.005 per contract. See Securities Exchange Act Release
No. 68183 (November 8, 2012), 77 FR 68186 (November 15, 2012) (SR-
NYSEMKT-2012-54). NYSE Arca, Inc. (``NYSE Arca'') recently increased
its ORF from $0.004 to $0.005 per contract. See Securities Exchange
Act Release No. 68174 (November 7, 2012), 77 FR 67845 (November 14,
2012) (SR-NYSEArca-2012-118). Miami International Securities
Exchange, LLC (``MIAX'') recently adopted an ORF of $0.0040 per
contract side. See SR-MIAX-2012-06 (not yet published).
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Today, the transaction fee assessed by the Exchange is based on the
away market's actual transaction fee or rebate for a particular market
participant at the time that the order was entered into the Exchange's
trading system. This transaction fee is calculated on an order-by-order
basis, since different away markets charge different amounts.\8\ In the
event that there is no transaction fee
[[Page 5531]]
or rebate assessed by the away market, the only fee assessed is the
fixed Routing Fee. With respect to the rebate, the Exchange pays a
market participant the rebate offered by an away market where there is
such a rebate. Any rebate available is netted against a fee assessed by
the Exchange.\9\ The Exchange is not proposing to amend its calculation
of the away market's transaction fee as described herein.
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\8\ This is similar to the methodology utilized by ISE in
assessing Routing Fees. See ISE's Fee Schedule.
\9\ For example, if a Customer order is routed to BOX, and BOX
offers a customer rebate of $0.20 per contract, the Exchange would
assess a $0.10 per contract fixed fee which would net against the
rebate ($0.20 per contract in this example). The market participant
for whom the Customer contract was routed would receive a $0.10 per
contract rebate. Today the market participant does not receive a
rebate and only pays the current $0.11 per contract Routing Fee.
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As with all fees, the Exchange may adjust these Routing Fees in
response to competitive conditions by filing a new proposed rule
change.
2. Statutory Basis
The Exchange believes that its proposal to amend its Pricing
Schedule is consistent with Section 6(b) of the Act \10\ in general,
and furthers the objectives of Section 6(b)(4) of the Act \11\ in
particular, in that it is an equitable allocation of reasonable fees
and other charges among Exchange members.
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\10\ 15 U.S.C. 78f(b).
\11\ 15 U.S.C. 78f(b)(4).
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The Exchange believes that the proposed Routing Fees are reasonable
because they seek to recoup costs that are incurred by the Exchange
when routing Customer, Professional, Firm, Broker-Dealer, Specialist
and Market Maker orders to away markets on behalf of members. Each
destination market's transaction charge varies and there is a cost
incurred by the Exchange when routing orders to away markets. The costs
to the Exchange include clearing costs, administrative and technical
costs associated with operating NOS, membership fees at away markets,
ORFs and technical costs associated with routing options. The Exchange
believes that the proposed Routing Fees would enable the Exchange to
recover the costs it incurs to route orders to away markets in addition
to transaction fees assessed to market participants for the execution
of Customer, Professional, Firm, Broker-Dealer, Specialist and Market
Maker orders by the away market. Specifically, other options exchanges
have increased ORFs that are assessed per transaction.\12\ The Exchange
believes that it is reasonable to recoup these costs borne by the
Exchange on each transaction.
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\12\ CBOE recently increased its ORF from $.0065 to $.0085 per
contract. See Securities Exchange Act Release No. 68480 (December
19, 2012), 77 FR 76119 (December 26, 2012) (SR-CBOE-2012-118). C2
recently increased its ORF from $.0015 to $.002 per contract. See
Securities Exchange Act Release No. 68479 (December 19, 2012), 77 FR
76131 (December 26, 2012) (SR-C2-2012-040). NYSE Amex recently
increased its ORF from $0.004 to $0.005 per contract. See Securities
Exchange Act Release No. 68183 (November 8, 2012), 77 FR 68186
(November 15, 2012) (SR-NYSEMKT-2012-54). NYSE Arca recently
increased its ORF from $0.004 to $0.005 per contract. See Securities
Exchange Act Release No. 68174 (November 7, 2012), 77 FR 67845
(November 14, 2012) (SR-NYSEArca-2012-118). MIAX recently adopted an
ORF of $0.0040 per contract side. See SR-MIAX-2012-06 (not yet
published).
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Further, the Exchange believes that it is equitable and not
unfairly discriminatory to increase the fixed Routing Fees from $0.04
to $0.05 per contract and from $0.10 to $0.11 per contract, depending
on the away market, because the Exchange would uniformly assess these
fees depending on the away market. Further, the Exchange believes that
it is equitable and not unfairly discriminatory to assess a fixed cost
of $0.05 per contract to route orders to NASDAQ OMX away markets (BX
Options and NOM) because the cost, in terms of actual cash outlays, to
the Exchange to route to those markets is lower. For example, costs
related to routing to BX Options and NOM are lower as compared to other
away markets because NOS is utilized by all three exchanges to route
orders.\13\ NOS and the three NASDAQ OMX options markets have a common
data center and staff that are responsible for the day-to-day
operations of NOS. Because the three exchanges are in a common data
center, Routing Fees are reduced because costly expenses related to,
for example, telecommunication lines to obtain connectivity are avoided
when routing orders in this instance. The costs related to connectivity
to route orders to other NASDAQ OMX exchanges are de minimis. When
routing orders to non-NASDAQ OMX exchanges, the Exchange incurs costly
connectivity charges related to telecommunication lines and other
related costs when routing orders.
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\13\ See Chapter VI, Section 11 of the BX Options and NOM Rules.
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While the proposal increases the fixed fee for routing orders to
all markets by $0.01 per contract, the Exchange is not proposing to
amend the fee differential of $0.06 per contract that exists today when
routing to a NASDAQ OMX exchange ($0.04 per contract) as compared to a
non-NASDAQ OMX exchange ($0.10 per contract). The Exchange believes it
is reasonable, equitable and not unfairly discriminatory to pass along
savings realized by leveraging NASDAQ OMX's infrastructure and scale to
market participants when those orders are routed to BX Options and
NOM.\14\ It is important to note with respect to routing to an away
market that orders are routed based on price first. PHLX XL will route
orders to away markets where the Exchange's disseminated bid or offer
is inferior to the national best bid (best offer) (``NBBO'') price.\15\
Market participants may submit orders to the Exchange as ineligible for
routing or ``DNR'' to avoid incurring the Routing Fees proposed
herein.\16\
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\14\ Today, the Exchange assesses a $0.11 per contract fixed fee
for routing orders to BX Options and NOM. That fee is proposed to be
reduced to a $0.04 per contract fixed fee, which would be in
addition to the actual transaction fee assessed by the away market.
\15\ See Rule 1080(m). The Phlx XL II system will
contemporaneously route an order marked as an Intermarket Sweep
Order (``ISO'') to each away market disseminating prices better than
the Exchange's price, for the lesser of: (a) The disseminated size
of such away markets, or (b) the order size and, if order size
remains after such routing, trade at the Exchange's disseminated bid
or offer up to its disseminated size. If contracts still remain
unexecuted after routing, they are posted on the book. Once on the
book, should the order subsequently be locked or crossed by another
market center, the Phlx XL II system will not route the order to the
locking or crossing market center, with some exceptions noted in
Rule 1080(m).
\16\ See Rule 1066(h) (Certain Types of Orders Defined) and
1080(b)(i)(A) (PHLX XL and PHLX XL II).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. The Exchange believes that the
rule change would allow the Exchange to recoup its costs when routing
orders designated as available for routing by the market participant.
Members and member organizations may choose to mark the order as
ineligible for routing to avoid incurring these fees.\17\ Today, other
options exchanges also assess similar fees to recoup costs incurred by
the Exchange to route orders to away markets. With respect to routing
to BX Options and NOM at a lower cost as compared to other away
markets, the Exchange does not believe that the proposed amendments to
increase those fees, while maintaining the same fee differential,
imposes a burden because all market participants would be assessed the
same fees depending on the away market and the fee increase is the same
for all market participants. Also, the Exchange is proposing to recoup
costs incurred only when members request the Exchange route their
orders
[[Page 5532]]
to an away market. The Exchange is passing along savings realized by
leveraging NASDAQ OMX's infrastructure and scale to market participants
when those orders are routed to BX Options and NOM and is providing
those savings to all market participants. Finally, PHLX XL routes
orders to away markets where the Exchange's disseminated bid or offer
is inferior to the national best bid (best offer) (``NBBO'') price and
based on price first.\18\
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\17\ Id.
\18\ See Rule 1080(m). The Phlx XL II system will
contemporaneously route an order marked as an Intermarket Sweep
Order (``ISO'') to each away market disseminating prices better than
the Exchange's price, for the lesser of: (a) The disseminated size
of such away markets, or (b) the order size and, if order size
remains after such routing, trade at the Exchange's disseminated bid
or offer up to its disseminated size. If contracts still remain
unexecuted after routing, they are posted on the book. Once on the
book, should the order subsequently be locked or crossed by another
market center, the Phlx XL II system will not route the order to the
locking or crossing market center, with some exceptions noted in
Rule 1080(m).
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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.\19\ 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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\19\ 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-2013-04 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-2013-04. 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
10:00 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-Phlx-2013-04 and should be
submitted on or before February 15, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\20\
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\20\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-01492 Filed 1-24-13; 8:45 am]
BILLING CODE 8011-01-P