Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Routing Fees and the Customer Rebate Program, 20709-20714 [2013-07939]
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Federal Register / Vol. 78, No. 66 / Friday, April 5, 2013 / Notices
Commission’s action in the Temporary
Exemptions Extension Release, to
extend FINRA Rule 0180 for a limited
period, to February 11, 2014, so as to
coincide with the Commission’s
extension of the Temporary Exemptions.
FINRA has filed the proposed rule
change for immediate effectiveness.
FINRA is proposing that the
implementation date of the proposed
rule change will be July 17, 2013.
2. Statutory Basis
FINRA believes that the proposed rule
change is consistent with the provisions
of Section 15A(b)(6) of the Act,11 which
requires, among other things, that
FINRA rules must be designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, and, in
general, to protect investors and the
public interest. FINRA believes that the
proposed rule change would further the
purposes of the Act because, consistent
with the goals set forth by the
Commission in the Exemptive Release
and in the Temporary Exemptions
Extension Release, the proposed rule
change will help to avoid undue market
disruption that could result if the
expiration of FINRA Rule 0180 does not
align with the expiration of the
Temporary Exemptions.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
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FINRA does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. FINRA
believes that the proposed rule change
would prevent undue market disruption
that would otherwise result if securitybased swaps were, by virtue of the
expansion of the Act’s definition of
‘‘security’’ to encompass security-based
swaps, subject to the application of all
FINRA rules before the expiration of the
Temporary Exemptions. FINRA believes
that, by extending the expiration of
FINRA Rule 0180, the proposed rule
change will serve to promote regulatory
clarity and consistency, thereby
reducing burdens on the marketplace
and facilitating investor protection.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 12 and Rule 19b–
4(f)(6) thereunder.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–FINRA–2013–019 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–FINRA–2013–019. 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
11 15
U.S.C. 78s(b)(3)(A).
13 17 CFR 240.19b–4(f)(6).
U.S.C. 78o–3(b)(6).
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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 such
filing also will be available for
inspection and 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–2013–019
and should be submitted on or before
April 26, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–07941 Filed 4–4–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69253; File No. SR-Phlx–
2013–23]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend
Routing Fees and the Customer
Rebate Program
March 28, 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 March 19,
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.
14 17
12 15
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20709
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Federal Register / Vol. 78, No. 66 / Friday, April 5, 2013 / Notices
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Section V of the Pricing Schedule
entitled ‘‘Routing Fees.’’ The Exchange
is also proposing to amend the
Customer Rebate Program.
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 April 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 the
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. The Exchange is
also proposing to amend the Customer
Rebate Program to continue to
incentivize participants to transact
Customer orders.
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Routing
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
$0.05 per contract 3 fixed Routing Fee
3 In a previous rule filing, the Exchange discussed
the manner in which it analyzed costs related to
routing to PHLX 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
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when routing orders to the NASDAQ
Options Market LLC (‘‘NOM’’) and
NASDAQ OMX BX, Inc. (‘‘BX Options’’)
and a $0.11 per contract 4 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,5 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 6 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. 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. In the
event that there is no transaction fee or
rebate assessed by the away market, the
only fee assessed is the fixed Routing
Fee. With respect to the rebate, the
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).
4 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.’’
5 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.
6 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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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.7
C2 recently filed a rule change to
amend its transaction fees and rebates
for simple, non-complex orders, in
equity options classes which became
operative on February 1, 2013.8 As a
result of that filing the Exchange
amended its Pricing Schedule and today
assesses non-Customer simple, noncomplex orders in equity options (single
stock) that are routed to C2 a Routing
Fee which includes a fixed cost of $0.11
per contract plus a flat rate of $0.85 per
contract, except with respect to
Customers.9 With respect to Customers,
the Exchange does not pass the rebate
offered by C2, rather, Customer simple,
non-complex orders in equity options
(single stock) that are routed to C2 are
assessed $0.00 per contract.
The Exchange is proposing to further
simplify its Routing Fees by assessing a
flat rate of $0.95 per contract on all nonCustomer orders routed to any away
market. The Exchange would no longer
pass any rebate paid by an away market
for non-Customer orders. With respect
to Customer orders, the Exchange is
proposing to continue to assess
Customer orders routed to NOM a fixed
fee of $0.05 per contract (‘‘Fixed Fee’’)
in addition to the actual transaction fee
assessed by the away market. This fee is
not changing. With respect to Customer
orders that are routed to BX Options, the
Exchange will not assess a Routing Fee
and will not pass the rebate. Today, BX
Options pays a Customer Rebate to
Remove Liquidity as follows: Customers
are paid $0.12 per contract in IWM, SPY
and QQQ, $0.32 per contract in All
Other Penny Pilot Options and $0.70
per contract in Non-Penny Pilot
Options.10 The Exchange is proposing to
not assess a Routing Fee when routing
orders to BX Options because that
exchange pays a rebate. Instead of
netting the customer rebate paid by BX
7 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 $0.11 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 $0.09 per contract
rebate.
8 See Securities Exchange Act Release No. 68792
(January 31, 2013), 78 FR 8621 (February 6, 2013)
(SR–C2–2013–004).
9 See Securities Exchange Act Release No. 68984
(February 25, 2013), 78 FR 13925 (March 1, 2013)
(SR–Phlx–2013–17).
10 See BX Options Rules at Chapter XV, Section
2(1).
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Options against the fixed fee,11 the
Exchange would simply not assess a fee.
Although market participants routing to
BX Options will not receive a credit, as
is the case today, market participants
will not pay a Customer Routing Fee
when their orders are routed to BX
Options with this proposal. The
Exchange proposes to assess a Customer
Routing Fee of $0.11 per contract
(‘‘Fixed Fee’’) in addition to the actual
transaction fee when routing to an
options exchange other than NOM and
BX Options, as is the case today. The
Exchange is amending the payment of
rebates and will no longer pay rebates
when routing Customer orders to an
away market, instead the Exchange will
not assess a Routing Fee if a Customer
order is routed to an away market that
pays a rebate.
Customer Rebate Program
The Exchange is proposing to relocate
text from Section A of the Pricing
Schedule to Section V (Routing)
regarding credits applied to Routing
Fees when a member organization
qualifies for certain Customer rebate
tiers. Today, a member organization
qualifying for a Tier 2, 3 or 4 rebate in
the Customer Rebate Program in Section
A of the Pricing Schedule is entitled to
receive a credit of $0.10 per contract
toward the Routing Fee specified in
Section V of the Pricing Schedule if a
Customer order is routed to NOM and
a $0.05 per contract credit if a Customer
order is routed to BX Options. A
member organization qualifying for a
Tier 2, 3 or 4 rebate receives a credit of
$0.16 per contract toward the Routing
Fee specified in Section V of the Pricing
Schedule if the Customer order is routed
to an away market other than BX
Options or NOM unless the away
market transaction fee is $0.00 or the
away market pays a rebate, in which
case the member organization is entitled
to receive a credit of $0.11 per contract
toward the Routing Fee specified in
Section V of the Pricing Schedule.
The Exchange is proposing to relocate
this text to Section V of the Pricing
Schedule because it relates to Routing
Fees. The Exchange is also proposing to
amend the text to provide that a member
organization qualifying for a Tier 2, 3 or
4 rebate in the Customer Rebate Program
in Section A of the Pricing Schedule is
entitled to receive a credit equal to the
Fixed Fee (either $0.05 or $0.11 per
credit) plus $0.05 per contract, unless
the away market transaction fee is $0.00
per contract or the away market pays a
11 BX Options does not assess a Customer a Fee
to Remove Liquidity in any symbols today. See
Chapter V, Section 2(1) of the BX Options Rules.
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rebate, in which case the member
organization is entitled to receive a
credit equal to the Fixed Fee.
Finally, the Exchange is proposing to
amend the Customer Rebate Program.
Today, the Exchange’s four tier
Customer Rebate Program pays rebates
based on the percentage thresholds of
national customer multiply-listed
options volume by month based on four
Categories, A, B, C and D, of
transactions. Specifically, a market
participant’s qualification for a rebate is
based on the percentage of total national
customer volume in Multiply Listed
Options which are transacted monthly
on Phlx. The percentage is the total
number of electronically-delivered and
executed Customer contracts in
Multiply Listed Options, which
includes equity, ETF and index options
volume (excluding volume associated
with electronic QCC Orders, as defined
in Exchange Rule 1080(o), transacted on
Phlx (‘‘Qualifying Volume’’) divided by
Multiply Listed customer options
volume, which also includes equity,
ETF and Index options volume, as
reported by The Options Clearing
Corporation (‘‘OCC’’). The Exchange
proposes to amend this qualification so
that the Exchange would instead divide
Qualifying Volume by total Multiply
Listed equity and ETF options volume,
as reported by OCC. By amending the
calculation, the Exchange would
exclude index volume that is included
today from the total industry volume
that qualifies member organizations for
a rebate, which would mathematically
result in advantaging member
organizations by providing them the
opportunity to achieve higher
percentages because the indexes are
excluded from the industry volume.
2. Statutory Basis
The Exchange believes that its
proposal to amend its Pricing Schedule
is consistent with Section 6(b) of the
Act 12 in general, and furthers the
objectives of Section 6(b)(4) of the Act,13
in particular, in that it is an equitable
allocation of reasonable fees and other
charges among Exchange members.
Routing
The Exchange believes that its
proposal to amend its non-Customer
Routing Fees from a fixed fee plus
actual transaction charges to a flat rate
is reasonable because the flat rate makes
it easier for market participants to
anticipate the Routing Fees which they
would be assessed at any given time.
The Exchange believes that assessing all
12 15
13 15
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U.S.C. 78f(b).
U.S.C. 78f(b)(4).
Frm 00100
Fmt 4703
20711
non-Customer orders the same flat rate
will provide market participants with
certainty with respect to Routing Fees.
While, each destination market’s
transaction charge varies and there is a
cost incurred by the Exchange when
routing orders to away markets,
including 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 will enable it to recover
the costs it incurs to route nonCustomer orders to away markets. Other
exchanges similarly assess a fixed rate
fee to route non-Customer orders.14
The Exchange believes that its
proposal to amend the non-Customer
Routing Fees from a fixed fee plus
actual transaction charges to a flat rate
is equitable and not unfairly
discriminatory because the Exchange
would uniformly assess the same
Routing Fees to all non-Customer
market participants. Under its flat fee
structure, taking all costs to the
Exchange into account, the Exchange
may operate at a slight gain or a slight
loss for non-Customer orders routed to
and executed at away markets. The
proposed Routing Fee for non-Customer
orders is an approximation of the
maximum fees the Exchange will be
charged for such executions, including
costs, at away markets. As a general
matter, the Exchange believes that the
proposed fees will allow it to recoup
and cover its costs of providing routing
services for non-Customer orders. The
Exchange believes that the fixed rate
non-Customer Routing Fee is equitable
and not unfairly discriminatory because
market participants have the ability to
directly route orders to an away market
and avoid the Routing Fee. Also, market
participants may submit orders to the
Exchange as ineligible for routing or
‘‘DNR’’ to avoid Routing Fees.15 It is
important to note that when orders are
routed to an away market they are
routed based on price first.16
14 BATS Exchange, Inc. (‘‘BATS’’) assesses nonCustomer fixed rates of $0.57 and $0.95 per contract
when routing to away markets. See BATS BZX
Exchange Fee Schedule. The Chicago Board
Options Exchange Incorporated (‘‘CBOE’’) assesses
non-Customer orders a $0.50 per contract routing
fee in addition to the customary CBOE execution
charges. See CBOE’s Fees Schedule.
15 See Rule 1066(h) (Certain Types of Orders
Defined) and 1080(b)(i)(A) (PHLX XL and PHLX XL
II).
16 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. See Rule 1080(m). The Phlx XL II
system will contemporaneously route an order
marked as an Intermarket Sweep Order (‘‘ISO’’) to
Continued
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The Exchange believes that its
proposal to not pass a rebate that is
offered by an away market for nonCustomers orders is reasonable because
to the extent that another market is
paying a rebate, the Exchange will
assess a $0.95 per contract fee as its total
cost in each instance. The Routing Fee
is transparent and simple. If a market
participant desires the rebate, the
market participant has the option to
direct the order to that away market.
Other options exchanges today do not
pass the rebate.17 The Exchange believes
that its proposal to not pass a rebate that
is offered by an away market for nonCustomers orders is equitable and not
unfairly discriminatory because the
Exchange would not pay such a rebate
on any non-Customer order.
The Exchange believes that amending
the Customer Routing Fee to BX Options
from $0.05 per contract in addition to
the actual transaction fee to $0.00 is
reasonable, because, unlike NOM,18 BX
Options pays a Customer Rebate to
Remove Liquidity as follows: Customers
are paid $0.12 per contract in IWM, SPY
and QQQ, $0.32 per contract in All
Other Penny Pilot Options and $0.70
per contract in Non-Penny Pilot
Options.19 The Exchange believes that
not assessing a fee for routing orders to
BX Options, instead of netting the
customer rebate paid by BX Options
against the Fixed Fee 20 is reasonable
because although market participants
routing orders to BX Options will not
receive a credit, as is the case today
with respect to Customer orders routed
to BX Options, the Routing Fee will be
more transparent. Market participants
will not pay a Customer Routing Fee
when routing orders to BX Options with
this proposal instead of the $0.05 per
contract fee netted against the rebate, as
is the case today. The Exchange believes
that the proposed Customer Routing Fee
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).
17 See CBOE’s Fees Schedule and International
Securities Exchange LLC’s (‘‘ISE’’) Fee Schedule.
18 The NOM Customer Routing Fee is not being
amended by this proposal. The Exchange would
continue to assess Customer orders routed to NOM
a $0.05 per contact Fixed Fee along plus the actual
transaction fee.
19 See BX Options Rules at Chapter XV, Section
2(1).
20 BX Options does not assess a Customer a Fee
to Remove Liquidity in any symbols today. See
Chapter V, Section 2(1) of the BX Options Rules.
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to BX Options is equitable and not
unfairly discriminatory because the
proposal would apply uniformly to all
market participants.
Further, the Exchange believes that it
is reasonable to also not assess a
Customer Routing Fee when routing to
all other options exchanges, except
NOM and BX Options, if the away
market pays a rebate. The Exchange will
continue to assess a Fixed Fee of $0.11
per contract plus the actual transaction
charge assessed by the away market
when routing to all other options
exchanges, except NOM and BX
Options, but instead of paying the
rebate, as is the case today, the
Exchange will not assess a Customer
Routing Fee to that away market
because the Exchange will collect the
rebate to offset the fee. The Exchange
believes that market participants will
have more certainty as to the Customer
Routing Fee that will be assessed by the
Exchange. The Exchange believes that
the proposed pricing for the Customer
Routing Fee to all other away markets,
except NOM and BX Options, is
equitable and not unfairly
discriminatory because while the
Exchange may operate at a slight gain or
a slight loss when routing Customer
orders to the away market, depending
on the rebate paid by the away market,
the proposal would apply uniformly to
all market participants when routing to
an away market that pays a rebate.
The Exchange believes that it is
reasonable, equitable and not unfairly
discriminatory to continue to assess
Customer orders that are routed to NOM
a Fixed Fee of $0.05 per contract and
orders that are routed to other away
markets, other than NOM and BX
Options, a Fixed Fee of $0.11 per
contract because the cost, in terms of
actual cash outlays, to the Exchange to
route to NOM (and BX Options) 21 is
lower. For example, costs related to
routing to NOM are lower as compared
to other away markets because NOS is
utilized by all three exchanges to route
orders.22 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.
21 With this proposal, the Exchange would not
assess the $0.05 per contract Fixed Fee for routing
orders to BX Options because that exchange pays
Customer rebates, which the Exchange would retain
to offset its cost.
22 See Chapter VI, Section 11 of the NASDAQ and
BX Options Rules and Phlx Rule 1080(m)(iii)(A).
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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. 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 NOM.
Finally, the Exchange believes that it
is reasonable, equitable and not unfairly
discriminatory to assess different fees
for Customers orders as compared to
non-Customer orders because the
Exchange has traditionally assessed
lower fees to Customers as compared to
non-Customers. Customers will
continue to receive the lowest fees or no
fees when routing orders, as is the case
today. Other options exchanges also
assess lower Routing Fees for customer
orders as compared to non-customer
orders.23
Customer Rebates
The Exchange’s proposal to amend
the text, which was relocated from
Section A of the Pricing Schedule to
Section V, is reasonable because the
Exchange will continue to credit market
participants that qualify for Tiers 2, 3,
and 4 in the Customer Rebate Program
with the amendment in order to
incentivize those market participants to
transact Customer orders to the benefit
of all market participants. The Exchange
is proposing to relocate this text to
Section V of the Pricing Schedule
because it relates to Routing Fees.
The Exchange believes that the
amendment to the relocated text is
equitable and not unfairly
discriminatory because the Exchange
will continue to offer market
participants that qualify for the credit a
$0.10 credit for orders routed to NOM
and a $0.05 credit for orders routed to
BX Options, as is the case today. Also,
orders routed to other away markets,
with the exception of NOM and BX
Options, will continue to receive a
credit of $0.16 per contract (the $0.11
per contract Fixed Fee plus $0.05 per
contract) toward the Routing Fee unless
the away market transaction fee is $0.00
or the away market pays a rebate, the
Exchange would pay a credit toward the
23 BATS assesses lower customer routing fees as
compared to non-customer routing fees per the
away market. For example BATS assesses ISE
customer routing fees of $0.30 per contract and an
ISE non-customer routing fee of $0.57 per contract.
See BATS BZX Exchange Fee Schedule.
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Federal Register / Vol. 78, No. 66 / Friday, April 5, 2013 / Notices
Routing Fee equal to the Fixed Fee of
$0.11 per contract, as is the case today.
The Exchange is proposing to amend the
text to provide that a member
organization qualifying for a Tier 2, 3 or
4 rebate in the Customer Rebate Program
in Section A of the Pricing Schedule is
entitled to receive a credit equal to the
Fixed Fee (either $0.05 or $0.011 per
credit) plus $0.05 per contract, unless
the away market transaction fee is $0.00
per contract or the away market pays a
rebate, in which case the member
organization is entitled to receive a
credit equal to the Fixed Fee. Although
the Exchange is describing the credit
differently in the rule text, the credit
remains the same and the Exchange will
continue to apply the credit in a
uniform manner
Finally, the Exchange proposes to
amend the Customer Rebate
qualification to exclude indexes from
the industry volume that is utilized to
calculate a member organization’s
qualification for the Customer Rebate
Tier. The Exchange believes that this
amendment is reasonable because by
including equity, ETF and index option
volume in the calculation of member
contracts and excluding indexes from
the industry volume will provide
member organizations an opportunity to
achieve higher rebates because the
industry volume number will be
smaller.
The Exchange believes that its
proposal to amend the Customer Rebate
qualification is equitable and not
unfairly discriminatory because the
Customer Rebate Tiers would continue
to apply in a uniform manner to all
market participants.
mstockstill on DSK4VPTVN1PROD with NOTICES
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 does not believe that the
proposal creates intra-market
competition because the Exchange is
applying the same Routing Fees and
credits to all market participants in the
same manner dependent on the routing
venue, with the exception of Customers.
The Exchange has proposed separate
Customer Routing Fees. Customers will
continue to receive the lowest fees or no
fees when routing orders, as is the case
today. Other options exchanges also
assess lower Routing Fees for customer
orders as compared to non-customer
orders.24
24 Id.
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17:14 Apr 04, 2013
Jkt 229001
The Exchange’s proposal would allow
the Exchange to recoup its costs when
routing orders to away markets when
such orders are designated as available
for routing by the market participant.
The Exchange is passing along savings
realized by leveraging NASDAQ OMX’s
infrastructure and scale to market
participants when those orders are
routed to NOM and is providing those
saving to all market participants.
Members and member organizations
may choose to mark the order as
ineligible for routing to avoid incurring
these fees.25 Today, other options
exchanges also assess fixed routing fees
to recoup costs incurred by the
Exchange to route orders to away
markets.26
Further, the amendments to the
Customer Rebate Program are likewise
applied in the same manner to all
participants. The Exchange’s proposal,
which merely amends the manner in the
Customer Rebate Tiers will be
calculated, continues to impact all
market participants equally. The
Exchange does not believe that this
proposal will impose a burden on
competition.
The Exchange operates in a highly
competitive market, comprised of
eleven exchanges, in which market
participants can easily and readily
direct order flow to competing venues if
they deem fee levels at a particular
venue to be excessive. Accordingly, the
fees that are assessed by the Exchange
must remain competitive with fees
charged by other venues and therefore
must continue to be reasonable and
equitably allocated to those members
organizations that opt to direct orders to
the Exchange rather than competing
venues.
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.27 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
25 See
supra note 15.
CBOE’s Fees Schedule and ISE’s Fee
Schedule.
27 15 U.S.C. 78s(b)(3)(A)(ii).
26 See
PO 00000
Frm 00102
Fmt 4703
Sfmt 4703
20713
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–Phlx–2013–23 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–2013–23. 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 such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
E:\FR\FM\05APN1.SGM
05APN1
20714
Federal Register / Vol. 78, No. 66 / Friday, April 5, 2013 / Notices
should refer to File Number SR–Phlx–
2013–23, and should be submitted on or
before April 26, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.28
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–07939 Filed 4–4–13; 8:45 am]
BILLING CODE 8011–01–P
DEPARTMENT OF TRANSPORTATION
Federal Highway Administration
Environmental Impact Statement: Cook
County, Illinois
Federal Highway
Administration (FHWA), DOT.
ACTION: Revised Notice of Intent.
AGENCY:
The FHWA is issuing this
revised notice of intent to advise the
public that an environmental impact
statement is being prepared for the
proposed I–290 highway improvement
project in Cook County, Illinois, and
that the project limits in the Notice of
Intent (NOI) published in the Federal
Register on February 26, 2010 have been
expanded.
FOR FURTHER INFORMATION CONTACT: Mr.
J. Michael Bowen, P.E., Acting Division
Administrator, Federal Highway
Administration, 3250 Executive Park
Drive, Springfield, Illinois 62703,
Phone: (217) 492–4600. John Fortmann,
P.E., Acting Deputy Director of
Highways, Acting Region One Engineer,
District 1, Illinois Department of
Transportation, 201 W. Center Court,
Schaumburg, IL. 60196–1096, Phone:
(847) 705–4110.
SUPPLEMENTARY INFORMATION: The
FHWA, in cooperation with the Illinois
Department of Transportation, is
preparing an environmental impact
statement (EIS) on a proposal to
improve Interstate 290 (I–290) located in
Cook County, Illinois. Based on public
input and studies conducted to date,
FHWA and IDOT now will include an
additional section of I–290 from east of
IL 50 (Cicero Avenue) to Racine Avenue
in the EIS so that the limits of the
proposed improvements are from west
of Mannheim Road to Racine Avenue, a
total distance of 13.0 miles. The
additional section between east of
Cicero Avenue and Racine Avenue may
include operational improvements
consisting of the potential conversion of
two or more lanes of the eight lane
expressway to accommodate managed
lanes or various tolling strategies.
mstockstill on DSK4VPTVN1PROD with NOTICES
SUMMARY:
28 17
CFR 200.30–3(a)(12).
VerDate Mar<15>2010
17:14 Apr 04, 2013
Jkt 229001
Improvements to the corridor are
considered necessary due to safety
concerns, operational issues, traffic
congestion, and age of facility.
Alternatives under consideration
include (1) taking no action; (2) a full
range of multi-modal build alternatives
that involve reconstruction of all, or
portions of, I–290 and the rehabilitation
of the remainder to include operational
changes.
Improvements to I–290 have the
potential to affect environmental
features in the project area depending
on the alternative selected. The corridor
is located in a highly developed mature
urban setting with limited biological
and natural resources. The built
environment has the potential to be
effected. Some features include:
cemeteries, parks, special waste sites,
nearby historic districts, possible
residential and commercial
displacements, sensitive noise
receptors, a crossing of the Des Plaines
River, and related indirect and
cumulative impact considerations.
Letters have been sent to appropriate
Federal, State, and local agencies
reflecting the revised project limits,
describing the proposed action, and
soliciting comments. Input from
Resource Agencies will continue to be
obtained through the established
stakeholder involvement methods
including the Corridor Advisory Group
(CAG) and NEPA/404 Merger process.
The Illinois Department of
Transportation’s Context Sensitive
Solutions (CSS) process will continue to
be used for public involvement. The
existing Stakeholder Involvement Plan
(SIP) will be updated to ensure that the
full range of issues related to the change
in project limits are identified and
addressed. The SIP will continue to
provide meaningful opportunities for all
stakeholders to participate in defining
transportation issues and solutions for
the study area. The Corridor Advisory
Group will continue as a primary
method of stakeholder interaction. In
addition, a public hearing and comment
period will be held following the release
of the Draft EIS. Public notice will be
given for the time and place of the
public hearing. A project Web site has
been established
(www.eisenhowerexpressway.com) as
one element of the project public
involvement process.
To ensure that the full range of issues
related to this proposed action are
addressed and all significant issues
identified, comments and suggestions
are invited from all interested parties.
Comments or questions concerning this
proposed action and the EIS should be
PO 00000
Frm 00103
Fmt 4703
Sfmt 4703
directed to the FHWA at the address
provided above.
(Catalog of Federal Domestic Assistance
Program Number 20.205, Highway Planning
and Construction. The regulations
implementing Executive Order 12372
regarding intergovernmental consultation on
Federal programs and activities apply to this
program.)
Issued On: April 1, 2013.
J. Michael Bowen,
Acting Division Administrator, Springfield,
Illinois.
[FR Doc. 2013–07936 Filed 4–4–13; 8:45 am]
BILLING CODE 4910–22–P
DEPARTMENT OF TRANSPORTATION
Surface Transportation Board
[Docket No. AB 33 (Sub-No. 302X)]
Union Pacific Railroad Company—
Abandonment Exemption—in Dunn
County, WI.
Union Pacific Railroad Company (UP)
filed a verified notice of exemption
under 49 CFR part 1152 subpart F–
Exempt Abandonments to abandon a
0.58-mile line of railroad on its
Menomonie Industrial Lead from
milepost 0.32 near Cedar Falls Road to
the end of the line at milepost 0.90 near
Oak Avenue, in Menomonie, Dunn
County, Wis. (the Line). The Line
traverses United States Postal Service
Zip Code 54751.
UP has certified that: (1) No local
traffic has moved over the Line for at
least two years; (2) there is no overhead
traffic on the Line; (3) no formal
complaint filed by a user of rail service
on the Line (or by a state or local
government entity acting on behalf of
such user) regarding cessation of service
over the Line either is pending with the
Surface Transportation Board (Board) or
with any U.S. District Court or has been
decided in favor of complainant within
the two-year period; and (4) the
requirements at 49 CFR 1105.7(c)
(environmental report), 49 CFR 1105.11
(transmittal letter), 49 CFR 1105.12
(newspaper publication), and 49 CFR
1152.50(d)(1) (notice to governmental
agencies) have been met.
As a condition to this exemption, any
employee adversely affected by the
abandonment shall be protected under
Oregon Short Line Railroad—
Abandonment Portion Goshen Branch
Between Firth & Ammon, in Bingham &
Bonneville Counties, Idaho, 360 I.C.C.
91 (1979). To address whether this
condition adequately protects affected
employees, a petition for partial
revocation under 49 U.S.C. 10502(d)
must be filed.
E:\FR\FM\05APN1.SGM
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Agencies
[Federal Register Volume 78, Number 66 (Friday, April 5, 2013)]
[Notices]
[Pages 20709-20714]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-07939]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69253; File No. SR-Phlx-2013-23]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change To Amend
Routing Fees and the Customer Rebate Program
March 28, 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 March 19, 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.
---------------------------------------------------------------------------
[[Page 20710]]
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Section V of the Pricing Schedule
entitled ``Routing Fees.'' The Exchange is also proposing to amend the
Customer Rebate Program.
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 April 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 the
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. The Exchange is also proposing to amend the Customer Rebate
Program to continue to incentivize participants to transact Customer
orders.
Routing
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 $0.05 per contract
\3\ fixed Routing Fee when routing orders to the NASDAQ Options Market
LLC (``NOM'') and NASDAQ OMX BX, Inc. (``BX Options'') and a $0.11 per
contract \4\ 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,\5\ 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 \6\ 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. 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. In the event that there is no transaction fee
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.\7\
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\3\ In a previous rule filing, the Exchange discussed the manner
in which it analyzed costs related to routing to PHLX 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).
\4\ 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.''
\5\ 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.
\6\ 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).
\7\ 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 $0.11 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 $0.09 per
contract rebate.
---------------------------------------------------------------------------
C2 recently filed a rule change to amend its transaction fees and
rebates for simple, non-complex orders, in equity options classes which
became operative on February 1, 2013.\8\ As a result of that filing the
Exchange amended its Pricing Schedule and today assesses non-Customer
simple, non-complex orders in equity options (single stock) that are
routed to C2 a Routing Fee which includes a fixed cost of $0.11 per
contract plus a flat rate of $0.85 per contract, except with respect to
Customers.\9\ With respect to Customers, the Exchange does not pass the
rebate offered by C2, rather, Customer simple, non-complex orders in
equity options (single stock) that are routed to C2 are assessed $0.00
per contract.
---------------------------------------------------------------------------
\8\ See Securities Exchange Act Release No. 68792 (January 31,
2013), 78 FR 8621 (February 6, 2013) (SR-C2-2013-004).
\9\ See Securities Exchange Act Release No. 68984 (February 25,
2013), 78 FR 13925 (March 1, 2013) (SR-Phlx-2013-17).
---------------------------------------------------------------------------
The Exchange is proposing to further simplify its Routing Fees by
assessing a flat rate of $0.95 per contract on all non-Customer orders
routed to any away market. The Exchange would no longer pass any rebate
paid by an away market for non-Customer orders. With respect to
Customer orders, the Exchange is proposing to continue to assess
Customer orders routed to NOM a fixed fee of $0.05 per contract
(``Fixed Fee'') in addition to the actual transaction fee assessed by
the away market. This fee is not changing. With respect to Customer
orders that are routed to BX Options, the Exchange will not assess a
Routing Fee and will not pass the rebate. Today, BX Options pays a
Customer Rebate to Remove Liquidity as follows: Customers are paid
$0.12 per contract in IWM, SPY and QQQ, $0.32 per contract in All Other
Penny Pilot Options and $0.70 per contract in Non-Penny Pilot
Options.\10\ The Exchange is proposing to not assess a Routing Fee when
routing orders to BX Options because that exchange pays a rebate.
Instead of netting the customer rebate paid by BX
[[Page 20711]]
Options against the fixed fee,\11\ the Exchange would simply not assess
a fee. Although market participants routing to BX Options will not
receive a credit, as is the case today, market participants will not
pay a Customer Routing Fee when their orders are routed to BX Options
with this proposal. The Exchange proposes to assess a Customer Routing
Fee of $0.11 per contract (``Fixed Fee'') in addition to the actual
transaction fee when routing to an options exchange other than NOM and
BX Options, as is the case today. The Exchange is amending the payment
of rebates and will no longer pay rebates when routing Customer orders
to an away market, instead the Exchange will not assess a Routing Fee
if a Customer order is routed to an away market that pays a rebate.
---------------------------------------------------------------------------
\10\ See BX Options Rules at Chapter XV, Section 2(1).
\11\ BX Options does not assess a Customer a Fee to Remove
Liquidity in any symbols today. See Chapter V, Section 2(1) of the
BX Options Rules.
---------------------------------------------------------------------------
Customer Rebate Program
The Exchange is proposing to relocate text from Section A of the
Pricing Schedule to Section V (Routing) regarding credits applied to
Routing Fees when a member organization qualifies for certain Customer
rebate tiers. Today, a member organization qualifying for a Tier 2, 3
or 4 rebate in the Customer Rebate Program in Section A of the Pricing
Schedule is entitled to receive a credit of $0.10 per contract toward
the Routing Fee specified in Section V of the Pricing Schedule if a
Customer order is routed to NOM and a $0.05 per contract credit if a
Customer order is routed to BX Options. A member organization
qualifying for a Tier 2, 3 or 4 rebate receives a credit of $0.16 per
contract toward the Routing Fee specified in Section V of the Pricing
Schedule if the Customer order is routed to an away market other than
BX Options or NOM unless the away market transaction fee is $0.00 or
the away market pays a rebate, in which case the member organization is
entitled to receive a credit of $0.11 per contract toward the Routing
Fee specified in Section V of the Pricing Schedule.
The Exchange is proposing to relocate this text to Section V of the
Pricing Schedule because it relates to Routing Fees. The Exchange is
also proposing to amend the text to provide that a member organization
qualifying for a Tier 2, 3 or 4 rebate in the Customer Rebate Program
in Section A of the Pricing Schedule is entitled to receive a credit
equal to the Fixed Fee (either $0.05 or $0.11 per credit) plus $0.05
per contract, unless the away market transaction fee is $0.00 per
contract or the away market pays a rebate, in which case the member
organization is entitled to receive a credit equal to the Fixed Fee.
Finally, the Exchange is proposing to amend the Customer Rebate
Program. Today, the Exchange's four tier Customer Rebate Program pays
rebates based on the percentage thresholds of national customer
multiply-listed options volume by month based on four Categories, A, B,
C and D, of transactions. Specifically, a market participant's
qualification for a rebate is based on the percentage of total national
customer volume in Multiply Listed Options which are transacted monthly
on Phlx. The percentage is the total number of electronically-delivered
and executed Customer contracts in Multiply Listed Options, which
includes equity, ETF and index options volume (excluding volume
associated with electronic QCC Orders, as defined in Exchange Rule
1080(o), transacted on Phlx (``Qualifying Volume'') divided by Multiply
Listed customer options volume, which also includes equity, ETF and
Index options volume, as reported by The Options Clearing Corporation
(``OCC''). The Exchange proposes to amend this qualification so that
the Exchange would instead divide Qualifying Volume by total Multiply
Listed equity and ETF options volume, as reported by OCC. By amending
the calculation, the Exchange would exclude index volume that is
included today from the total industry volume that qualifies member
organizations for a rebate, which would mathematically result in
advantaging member organizations by providing them the opportunity to
achieve higher percentages because the indexes are excluded from the
industry volume.
2. Statutory Basis
The Exchange believes that its proposal to amend its Pricing
Schedule is consistent with Section 6(b) of the Act \12\ in general,
and furthers the objectives of Section 6(b)(4) of the Act,\13\ in
particular, in that it is an equitable allocation of reasonable fees
and other charges among Exchange members.
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\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(4).
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Routing
The Exchange believes that its proposal to amend its non-Customer
Routing Fees from a fixed fee plus actual transaction charges to a flat
rate is reasonable because the flat rate makes it easier for market
participants to anticipate the Routing Fees which they would be
assessed at any given time. The Exchange believes that assessing all
non-Customer orders the same flat rate will provide market participants
with certainty with respect to Routing Fees. While, each destination
market's transaction charge varies and there is a cost incurred by the
Exchange when routing orders to away markets, including 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 will enable it to recover the costs it incurs to route non-
Customer orders to away markets. Other exchanges similarly assess a
fixed rate fee to route non-Customer orders.\14\
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\14\ BATS Exchange, Inc. (``BATS'') assesses non-Customer fixed
rates of $0.57 and $0.95 per contract when routing to away markets.
See BATS BZX Exchange Fee Schedule. The Chicago Board Options
Exchange Incorporated (``CBOE'') assesses non-Customer orders a
$0.50 per contract routing fee in addition to the customary CBOE
execution charges. See CBOE's Fees Schedule.
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The Exchange believes that its proposal to amend the non-Customer
Routing Fees from a fixed fee plus actual transaction charges to a flat
rate is equitable and not unfairly discriminatory because the Exchange
would uniformly assess the same Routing Fees to all non-Customer market
participants. Under its flat fee structure, taking all costs to the
Exchange into account, the Exchange may operate at a slight gain or a
slight loss for non-Customer orders routed to and executed at away
markets. The proposed Routing Fee for non-Customer orders is an
approximation of the maximum fees the Exchange will be charged for such
executions, including costs, at away markets. As a general matter, the
Exchange believes that the proposed fees will allow it to recoup and
cover its costs of providing routing services for non-Customer orders.
The Exchange believes that the fixed rate non-Customer Routing Fee is
equitable and not unfairly discriminatory because market participants
have the ability to directly route orders to an away market and avoid
the Routing Fee. Also, market participants may submit orders to the
Exchange as ineligible for routing or ``DNR'' to avoid Routing
Fees.\15\ It is important to note that when orders are routed to an
away market they are routed based on price first.\16\
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\15\ See Rule 1066(h) (Certain Types of Orders Defined) and
1080(b)(i)(A) (PHLX XL and PHLX XL II).
\16\ 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. 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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[[Page 20712]]
The Exchange believes that its proposal to not pass a rebate that
is offered by an away market for non-Customers orders is reasonable
because to the extent that another market is paying a rebate, the
Exchange will assess a $0.95 per contract fee as its total cost in each
instance. The Routing Fee is transparent and simple. If a market
participant desires the rebate, the market participant has the option
to direct the order to that away market. Other options exchanges today
do not pass the rebate.\17\ The Exchange believes that its proposal to
not pass a rebate that is offered by an away market for non-Customers
orders is equitable and not unfairly discriminatory because the
Exchange would not pay such a rebate on any non-Customer order.
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\17\ See CBOE's Fees Schedule and International Securities
Exchange LLC's (``ISE'') Fee Schedule.
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The Exchange believes that amending the Customer Routing Fee to BX
Options from $0.05 per contract in addition to the actual transaction
fee to $0.00 is reasonable, because, unlike NOM,\18\ BX Options pays a
Customer Rebate to Remove Liquidity as follows: Customers are paid
$0.12 per contract in IWM, SPY and QQQ, $0.32 per contract in All Other
Penny Pilot Options and $0.70 per contract in Non-Penny Pilot
Options.\19\ The Exchange believes that not assessing a fee for routing
orders to BX Options, instead of netting the customer rebate paid by BX
Options against the Fixed Fee \20\ is reasonable because although
market participants routing orders to BX Options will not receive a
credit, as is the case today with respect to Customer orders routed to
BX Options, the Routing Fee will be more transparent. Market
participants will not pay a Customer Routing Fee when routing orders to
BX Options with this proposal instead of the $0.05 per contract fee
netted against the rebate, as is the case today. The Exchange believes
that the proposed Customer Routing Fee to BX Options is equitable and
not unfairly discriminatory because the proposal would apply uniformly
to all market participants.
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\18\ The NOM Customer Routing Fee is not being amended by this
proposal. The Exchange would continue to assess Customer orders
routed to NOM a $0.05 per contact Fixed Fee along plus the actual
transaction fee.
\19\ See BX Options Rules at Chapter XV, Section 2(1).
\20\ BX Options does not assess a Customer a Fee to Remove
Liquidity in any symbols today. See Chapter V, Section 2(1) of the
BX Options Rules.
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Further, the Exchange believes that it is reasonable to also not
assess a Customer Routing Fee when routing to all other options
exchanges, except NOM and BX Options, if the away market pays a rebate.
The Exchange will continue to assess a Fixed Fee of $0.11 per contract
plus the actual transaction charge assessed by the away market when
routing to all other options exchanges, except NOM and BX Options, but
instead of paying the rebate, as is the case today, the Exchange will
not assess a Customer Routing Fee to that away market because the
Exchange will collect the rebate to offset the fee. The Exchange
believes that market participants will have more certainty as to the
Customer Routing Fee that will be assessed by the Exchange. The
Exchange believes that the proposed pricing for the Customer Routing
Fee to all other away markets, except NOM and BX Options, is equitable
and not unfairly discriminatory because while the Exchange may operate
at a slight gain or a slight loss when routing Customer orders to the
away market, depending on the rebate paid by the away market, the
proposal would apply uniformly to all market participants when routing
to an away market that pays a rebate.
The Exchange believes that it is reasonable, equitable and not
unfairly discriminatory to continue to assess Customer orders that are
routed to NOM a Fixed Fee of $0.05 per contract and orders that are
routed to other away markets, other than NOM and BX Options, a Fixed
Fee of $0.11 per contract because the cost, in terms of actual cash
outlays, to the Exchange to route to NOM (and BX Options) \21\ is
lower. For example, costs related to routing to NOM are lower as
compared to other away markets because NOS is utilized by all three
exchanges to route orders.\22\ 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. 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 NOM.
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\21\ With this proposal, the Exchange would not assess the $0.05
per contract Fixed Fee for routing orders to BX Options because that
exchange pays Customer rebates, which the Exchange would retain to
offset its cost.
\22\ See Chapter VI, Section 11 of the NASDAQ and BX Options
Rules and Phlx Rule 1080(m)(iii)(A).
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Finally, the Exchange believes that it is reasonable, equitable and
not unfairly discriminatory to assess different fees for Customers
orders as compared to non-Customer orders because the Exchange has
traditionally assessed lower fees to Customers as compared to non-
Customers. Customers will continue to receive the lowest fees or no
fees when routing orders, as is the case today. Other options exchanges
also assess lower Routing Fees for customer orders as compared to non-
customer orders.\23\
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\23\ BATS assesses lower customer routing fees as compared to
non-customer routing fees per the away market. For example BATS
assesses ISE customer routing fees of $0.30 per contract and an ISE
non-customer routing fee of $0.57 per contract. See BATS BZX
Exchange Fee Schedule.
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Customer Rebates
The Exchange's proposal to amend the text, which was relocated from
Section A of the Pricing Schedule to Section V, is reasonable because
the Exchange will continue to credit market participants that qualify
for Tiers 2, 3, and 4 in the Customer Rebate Program with the amendment
in order to incentivize those market participants to transact Customer
orders to the benefit of all market participants. The Exchange is
proposing to relocate this text to Section V of the Pricing Schedule
because it relates to Routing Fees.
The Exchange believes that the amendment to the relocated text is
equitable and not unfairly discriminatory because the Exchange will
continue to offer market participants that qualify for the credit a
$0.10 credit for orders routed to NOM and a $0.05 credit for orders
routed to BX Options, as is the case today. Also, orders routed to
other away markets, with the exception of NOM and BX Options, will
continue to receive a credit of $0.16 per contract (the $0.11 per
contract Fixed Fee plus $0.05 per contract) toward the Routing Fee
unless the away market transaction fee is $0.00 or the away market pays
a rebate, the Exchange would pay a credit toward the
[[Page 20713]]
Routing Fee equal to the Fixed Fee of $0.11 per contract, as is the
case today. The Exchange is proposing to amend the text to provide that
a member organization qualifying for a Tier 2, 3 or 4 rebate in the
Customer Rebate Program in Section A of the Pricing Schedule is
entitled to receive a credit equal to the Fixed Fee (either $0.05 or
$0.011 per credit) plus $0.05 per contract, unless the away market
transaction fee is $0.00 per contract or the away market pays a rebate,
in which case the member organization is entitled to receive a credit
equal to the Fixed Fee. Although the Exchange is describing the credit
differently in the rule text, the credit remains the same and the
Exchange will continue to apply the credit in a uniform manner
Finally, the Exchange proposes to amend the Customer Rebate
qualification to exclude indexes from the industry volume that is
utilized to calculate a member organization's qualification for the
Customer Rebate Tier. The Exchange believes that this amendment is
reasonable because by including equity, ETF and index option volume in
the calculation of member contracts and excluding indexes from the
industry volume will provide member organizations an opportunity to
achieve higher rebates because the industry volume number will be
smaller.
The Exchange believes that its proposal to amend the Customer
Rebate qualification is equitable and not unfairly discriminatory
because the Customer Rebate Tiers would continue to apply in a uniform
manner to all market participants.
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 does not believe
that the proposal creates intra-market competition because the Exchange
is applying the same Routing Fees and credits to all market
participants in the same manner dependent on the routing venue, with
the exception of Customers. The Exchange has proposed separate Customer
Routing Fees. Customers will continue to receive the lowest fees or no
fees when routing orders, as is the case today. Other options exchanges
also assess lower Routing Fees for customer orders as compared to non-
customer orders.\24\
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\24\ Id.
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The Exchange's proposal would allow the Exchange to recoup its
costs when routing orders to away markets when such orders are
designated as available for routing by the market participant. The
Exchange is passing along savings realized by leveraging NASDAQ OMX's
infrastructure and scale to market participants when those orders are
routed to NOM and is providing those saving to all market participants.
Members and member organizations may choose to mark the order as
ineligible for routing to avoid incurring these fees.\25\ Today, other
options exchanges also assess fixed routing fees to recoup costs
incurred by the Exchange to route orders to away markets.\26\
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\25\ See supra note 15.
\26\ See CBOE's Fees Schedule and ISE's Fee Schedule.
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Further, the amendments to the Customer Rebate Program are likewise
applied in the same manner to all participants. The Exchange's
proposal, which merely amends the manner in the Customer Rebate Tiers
will be calculated, continues to impact all market participants
equally. The Exchange does not believe that this proposal will impose a
burden on competition.
The Exchange operates in a highly competitive market, comprised of
eleven exchanges, in which market participants can easily and readily
direct order flow to competing venues if they deem fee levels at a
particular venue to be excessive. Accordingly, the fees that are
assessed by the Exchange must remain competitive with fees charged by
other venues and therefore must continue to be reasonable and equitably
allocated to those members organizations that opt to direct orders to
the Exchange rather than competing venues.
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.\27\ 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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\27\ 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-2013-23 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-2013-23. 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 such filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions
[[Page 20714]]
should refer to File Number SR-Phlx-2013-23, and should be submitted on
or before April 26, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\28\
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\28\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-07939 Filed 4-4-13; 8:45 am]
BILLING CODE 8011-01-P