Self-Regulatory Organizations; International Securities Exchange, LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend the Schedule of Fees, 21999-22001 [2013-08608]
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Federal Register / Vol. 78, No. 71 / Friday, April 12, 2013 / Notices
to evaluate the quality of the options
markets during Limit States and
Straddle States and to assess whether
the additional protections noted by the
Exchange are sufficient safeguards
against the submission of erroneous
trades, and whether the Exchange’s
proposal appropriately balances the
protection afforded to an erroneous
order sender against the potential
hazards associated with providing
market participants additional time to
review trades submitted during a Limit
State or Straddle State.
Finally, the Commission notes that
the Plan, to which these rules relate,
will be implemented on April 8, 2013.
Accordingly, for the reasons stated
above, and in consideration of the April
8, 2013 implementation date of the Plan,
the Commission finds good cause,
pursuant to Section 19(b)(2) of the
Act,12 for approving the Exchange’s
proposal prior to the 30th day after the
publication of the notice in the Federal
Register.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,13 that the
proposed rule change (SR–NASDAQ–
2013–048), be, and hereby is, approved
on an accelerated basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–08605 Filed 4–11–13; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–69337; File No. SR–ISE–
2013–29]
April 8, 2013.
mstockstill on DSK6TPTVN1PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 1 and Rule 19b–4 thereunder,2
12 15 U.S.C. 78s(b)(2). The Commission noticed
substantially similar rules proposed by NYSE MKT
LLC and NYSE Arca, Inc. with a full 21 day
comment period. See Securities Exchange Act
Release No. 69033, 78 FR 15067 (March 8, 2013)
and Securities Exchange Act Release No. 69032, 78
FR 15080 (March 8, 2013).
13 15 U.S.C. 78s(b)(2).
14 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
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II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
1. Purpose
The purpose of this proposed rule
change is to amend the manner in
which the fees for Crossing Orders 3 and
the Fee for Responses to Crossing
Orders 4 is [sic] applied for regular and
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Amend the Schedule of
Fees
16:47 Apr 11, 2013
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The ISE proposes to amend its
Schedule of Fees. The text of the
proposed rule change is available on the
Exchange’s Web site (https://
www.ise.com), at the principal office of
the Exchange, and at the Commission’s
Public Reference Room.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
SECURITIES AND EXCHANGE
COMMISSION
VerDate Mar<15>2010
notice is hereby given that on March 27,
2013, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) filed with the Securities and
Exchange Commission (‘‘Commission’’)
the proposed rule change as described
in Items I, II, and III below, which items
have been prepared by the selfregulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
3 A Crossing Order is an order executed in the
Exchange’s Facilitation Mechanism, Solicited Order
Mechanism, Price Improvement Mechanism (PIM)
or submitted as a Qualified Contingent Cross order.
For purposes of the Schedule of Fees, orders
executed in the Block Order Mechanism are also
considered Crossing Orders. See Preface, ISE
Schedule of Fees.
4 ‘‘Responses to Crossing Order’’ (other than
Regular Orders in Non-Select Symbols) is any
contra-side interest submitted after the
commencement of an auction in the Exchange’s
Facilitation Mechanism, Solicited Order
Mechanism, Block Order Mechanism or PIM.
‘‘Responses to Crossing Order’’ (for Regular Orders
in Non-Select Symbols) is any response message
entered with respect to a specific auction in the
Exchange’s Facilitation Mechanism, Solicited Order
Mechanism, Block Order Mechanism or PIM. See
Preface, ISE Schedule of Fees.
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21999
complex orders traded on the Exchange.
The fee for Crossing Orders and the fee
for Responses to Crossing Orders
discussed below apply to both standard
options and Mini options traded on the
Exchange. The Exchange’s Schedule of
Fees has separate tables for fees and
rebates applicable to standard options
and Mini Options. The Exchange notes
that while the discussion below notes
the fees and rebates for standard
options, the fees and rebates for Mini
Options, which are not discussed below,
are 1/10th of the fees and rebates for
standard options.5
First, the Exchange currently charges
a fee of $0.20 per contract to Market
Maker, Market Maker Plus, Non-ISE
Market Maker, Firm Proprietary/BrokerDealer and Professional Customer orders
(except for Priority Customer, this fee is
currently $0.00 per contract) for regular
Crossing Orders in the Select Symbols.
The Exchange also currently charges a
fee of $0.20 per contract (for largest leg
only) to Market Maker, Non-ISE Market
Maker, Firm Proprietary/Broker-Dealer
and Professional Customer orders
(except for Priority Customer, this fee is
currently $0.00 per contract) for
complex Crossing Orders in all symbols.
As an incentive to attract crossing
orders for execution in the Exchange’s
various auction mechanisms, the
Exchange currently provides a per
contract rebate. This rebate is provided
to those contracts that do not trade with
the contra order in the Exchange’s
Facilitation Mechanism, Price
Improvement Mechanism and Solicited
Order Mechanism. This rebate currently
applies to regular and complex orders in
the Select Symbols. For the Facilitation
and Solicited Order Mechanisms, the
rebate is currently $0.15 per contract.
For the Price Improvement Mechanism,
the rebate is currently $0.25 per
contract. The Exchange does not
currently charge an execution fee for
contracts that receive the rebate.
The Exchange now proposes to apply
the existing crossing order fees for the
full size of a crossing order, regardless
if a portion of the order also receives a
rebate. For example, assume a member
enters a facilitation order for 1000
contracts; a market maker responds and
trades 200 contracts; and the remaining
800 contracts are traded by the member
that entered the order. Currently, the
member that entered the order is
charged a crossing fee for the 800
contracts it executed and receives a
rebate for the 200 contracts that were
executed by the market maker. Under
this proposed rule change, the member
that entered the order will be charged an
5 See
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execution fee for the full size of the
order (1000 contracts) and receive a
rebate for any portion of the order it did
not execute (200 contracts).
Second, the Exchange currently
charges a Fee for Responses to Crossing
Orders for regular orders in Non-Select
Symbols, as follows: (i) $0.20 per
contract to Market Maker (for orders
sent by Electronic Access Members),
Firm Proprietary/Broker-Dealer,
Professional Customer, Priority
Customer and Priority Customer (Singly
Listed Symbols) orders; (ii) $0.45 per
contract for Non-ISE Market Maker
orders; and (iii) $0.18 per contract for
Market Maker orders. This fee was
adopted in January 2007 and has always
been applied to ‘‘response messages’’
entered with respect to a particular
broadcast message, but not to orders that
are received on the limit order book
after an auction commences.6
The Exchange later adopted a similar
response fee for Regular Orders in Select
Symbols,7 for complex orders in Select
Symbols 8 of $0.40 per contract, and for
complex orders in Non-Select Symbols 9
for responses to special orders,10 but
specified that a ‘‘response’’ is any
contra-side interest submitted after the
commencement of an auction. Thus, the
fees for Regular Orders in Select
Symbols and all complex orders are
applied to both response messages and
to orders received on the limit order
book after an auction commences,
whereas the fees for Regular Orders in
Non-Select Symbols are applied to
response messages.
The distinction noted above is
reflected in the Preface of the fee
schedule where ‘‘Responses to Crossing
Order’’ (other than Regular Orders in
Non-Select Symbols) is defined as any
contra-side interest submitted after the
6 See Exchange Act Release No. 55060 (Jan. 8,
2007), 72 FR 2050 (Jan. 17, 2007) (SR–ISE–2006–
72).
7 See Exchange Act Release No. 63283 (Nov. 9,
2010), 75 FR 70059 (Nov. 16, 2010) (SR–ISE–2010–
106).
8 See Exchange Act Release No. 65550 (October
13, 2011), 76 FR 64984 (October 19, 2012 [sic]) (SR–
ISE–2011–65). In this filing, the Exchange also
adopted a response fee for complex orders for
symbols that are in the Penny Pilot Program.
9 See Exchange Act Release No. 66084 (January 3,
2012), 77 FR 1103 (January 9, 2012) (SR–ISE–2011–
84). This fee has since increased and is currently
$0.82 per contract for Market Makers ($0.84 per
contract for Non-ISE Market Maker, Firm
Proprietary/Broker-Dealer and Professional
Customer orders, and $0.00 per contract for Priority
Customer orders). See Exchange Act Release No.
68627 (January 11, 2013), 78 FR 3934 (January 17,
2013) (SR–ISE–2013–01).
10 The term ‘‘special order’’ was changed to
‘‘crossing order’’ when the Exchange re-formatted
its Schedule of Fees. See Exchange Act Release No.
67545 (July 31, 2012), 77 FR 46776 (August 6, 2012)
(SR–ISE–2012–65).
VerDate Mar<15>2010
16:47 Apr 11, 2013
Jkt 229001
commencement of an auction in the
Exchange’s Facilitation Mechanism,
Solicited Order Mechanism, Block
Order Mechanism or PIM, while
‘‘Responses to Crossing Order’’ (for
Regular Orders in Non-Select Symbols)
is defined as any response message
entered with respect to a specific
auction in the Exchange’s Facilitation
Mechanism, Solicited Order
Mechanism, Block Order Mechanism or
PIM.
The Exchange now proposes to charge
the Fee for Responses to Crossing
Orders in a consistent manner across all
symbols. Accordingly, the Exchange
proposes to adopt a single definition
that applies to regular and complex
orders in all symbols by removing the
term ‘‘Responses to Crossing Order’’ (for
Regular Orders in Non-Select Symbols)
entirely and renaming the term
‘‘Responses to Crossing Order’’ (other
than Regular Orders in Non-Select
Symbols) as simply ‘‘Responses to
Crossing Order.’’ The Exchange is not
proposing any change to the level of fees
charged for responses to crossing orders;
this proposed rule change only amends
the manner in which the current fee is
applied.
The Exchange has designated this
proposed rule change to be operative on
April 1, 2013.
2. Basis
The Exchange believes that its
proposal to amend its Schedule of Fees
is consistent with Section 6(b) of the
Securities and [sic] Exchange Act of
1934 (the ‘‘Exchange Act’’) 11 in general,
and furthers the objectives of Section
6(b)(4) of the Act 12 in particular, in that
it is an equitable allocation of
reasonable dues, fees and other charges
among Exchange members and other
persons using its facilities.
The Exchange believes it is reasonable
and equitable to charge the existing
crossing order fees to the full size of a
crossing order to recoup some of its
costs of providing rebates to crossing
orders and will result in a more
equitable distribution among market
participants of the costs associated with
crossing orders. The Exchange believes
the proposed fee to charge the existing
crossing order fees to the full size of a
crossing order is not unfairly
discriminatory because the fee would
apply uniformly to all categories of
participants in the same manner. All
market participants who execute
crossing orders would be uniformly
subject to these fees and all market
participants whose orders are broken-up
11 15
12 15
PO 00000
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
Frm 00096
Fmt 4703
Sfmt 4703
will continue to receive the break-up
rebate at current levels.
The Exchange believes that its
proposal to modify the application of
the Fee for Responses to Crossing
Orders in the Non-Select Symbols is
both reasonable and equitable because
the Exchange already applies this fee to
the Select Symbols in the manner in
which it proposes to apply to the NonSelect Symbols. With this proposed rule
change, this fee will now be applied in
a consistent manner across all symbols.
The Exchange believes its proposal to
uniformly apply the Fee for Responses
to Crossing Order across all symbols is
not unfairly discriminatory because the
fee would apply uniformly to all
categories of participants in the same
manner. All market participants that
submit a contra-side interest after the
commencement of an auction in the
Exchange’s various auction mechanisms
would be uniformly subject to these
fees.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
ISE does not believe that the proposed
rule change will impose any burden on
competition that is not necessary or
appropriate in furtherance of the
purposes of the Act. This proposed rule
change, which proposes to apply fees to
a full size of a crossing order and which
proposes to apply an existing fee
uniformly across all symbols, does not
impose any burden on competition.
With this proposed rule change, market
participants that trade on the Exchange
will be subject to fees for the full size
of a crossing order and will continue to
receive the rebate for the portion of the
order that was not previously charged a
fee. With this proposed rule change,
market participants that respond to
crossing orders will be subject to fees
that are already in place on the
Exchange. Therefore, this proposed rule
change does not impose any additional
burden on competition that is not
necessary or appropriate in furthering
the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
members or other interested parties.
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Federal Register / Vol. 78, No. 71 / Friday, April 12, 2013 / Notices
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act 13 and
subparagraph (f)(2) of Rule 19b–4
thereunder,14 because it establishes a
due, fee, or other charge imposed by
ISE.
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
mstockstill on DSK6TPTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–ISE–2013–29 on the subject
line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–ISE–2013–29. 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
13 15
14 17
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
VerDate Mar<15>2010
16:47 Apr 11, 2013
Jkt 229001
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 ISE. All comments received
will be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–ISE–
2013–29 and should be submitted on or
before May 3, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–08608 Filed 4–11–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69344; File No. SR–Phlx–
2013–29]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Order
Granting Accelerated Approval of a
Proposed Rule Change To Address
Obvious and Catastrophic Options
Errors in Response to the Regulation
NMS Plan To Address Extraordinary
Market Volatility
April 8, 2013.
I. Introduction
On March 14, 2013, NASDAQ OMX
PHLX LLC (‘‘Phlx’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (the ‘‘Act’’) 1 and
Rule 19b–4 thereunder,2 a proposed rule
change to provide for how the Exchange
proposes to treat obvious and
catastrophic options errors in response
to the Regulation NMS Plan to Address
Extraordinary Market Volatility (the
‘‘Plan’’). The proposed rule change was
published for comment in the Federal
Register on March 20, 2013.3 The
Commission received one comment
15 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 Securities Exchange Act Release No. 69141
(March 15, 2013), 78 FR 17262 (‘‘Notice’’).
1 15
PO 00000
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Fmt 4703
Sfmt 4703
22001
letter on the proposal.4 This order
approves the proposed rule change on
an accelerated basis.
II. Description of the Proposed Rule
Change
Since May 6, 2010, when the financial
markets experienced a severe
disruption, the equities exchanges and
the Financial Industry Regulatory
Authority have developed market-wide
measures to help prevent a recurrence.
In particular, on May 31, 2012, the
Commission approved the Plan, as
amended, on a one-year pilot basis.5
The Plan is designed to prevent trades
in individual NMS stocks from
occurring outside of specified Price
Bands, creating a market-wide limit uplimit down mechanism that is intended
to address extraordinary market
volatility in NMS Stocks.6
In connection with the
implementation of the Plan, the
Exchange proposes to adopt new Rule
1047(f)(v) to exclude electronic trades
that occur during a Limit State or
Straddle State from the obvious error or
catastrophic error review procedures
pursuant to Rule 1092(a)(i) or (ii) and
the nullification or adjustment
provisions pursuant to Rule
1092(c)(ii)(E) or (F), for a one year pilot
basis from the date of adoption of the
proposed rule change.7 The Exchange
proposes to retain the ability to review
electronic trades that occur during a
Limit State or Straddle State by
Exchange motion pursuant to Rule
1092(e)(i)(B).
Under Rule 1092(a)(i) and (ii),
obvious and catastrophic errors are
calculated by determining a theoretical
price and applying such price to
ascertain whether the trade should be
nullified or adjusted. Pursuant to Rule
1092(a)(i) and (ii), obvious and
catastrophic errors are determined by
comparing the theoretical price of the
option, calculated by one of the
methods in Rule 1092(b), to an
adjustment table in Rule 1092(a).
Generally, the theoretical price of an
4 See Letter to Heather Seidel, Associate Director,
Division of Trading and Markets, Commission, from
Thomas A. Wittman, President, Phlx, dated April 5,
2013 (‘‘Phlx Letter’’).
5 Securities Exchange Act Release No. 67091 (May
31, 2012), 77 FR 33498.
6 Unless otherwise specified, capitalized terms
used in this rule filing are based on the defined
terms of the Plan.
7 The Exchange stated that various members of
the Exchange staff have spoken to a number of
member organizations about obvious and
catastrophic errors during a Limit State or Straddle
State and that a variety of viewpoints emerged,
mostly focused on having many trades stand, on
fairness and fair and orderly markets, and on being
able to re-address the details during the course of
the pilot, if needed.
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Agencies
[Federal Register Volume 78, Number 71 (Friday, April 12, 2013)]
[Notices]
[Pages 21999-22001]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-08608]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69337; File No. SR-ISE-2013-29]
Self-Regulatory Organizations; International Securities Exchange,
LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule
Change To Amend the Schedule of Fees
April 8, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on March 27, 2013, the International Securities Exchange, LLC (the
``Exchange'' or the ``ISE'') filed with the Securities and Exchange
Commission (``Commission'') the proposed rule change as described in
Items I, II, and III below, which items have been prepared by the self-
regulatory organization. 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 ISE proposes to amend its Schedule of Fees. The text of the
proposed rule change is available on the Exchange's Web site (https://www.ise.com), at the principal office of the Exchange, and at the
Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of these statements may be examined at
the places specified in Item IV below. The self-regulatory organization
has prepared summaries, set forth in sections A, B and C below, of the
most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this proposed rule change is to amend the manner in
which the fees for Crossing Orders \3\ and the Fee for Responses to
Crossing Orders \4\ is [sic] applied for regular and complex orders
traded on the Exchange. The fee for Crossing Orders and the fee for
Responses to Crossing Orders discussed below apply to both standard
options and Mini options traded on the Exchange. The Exchange's
Schedule of Fees has separate tables for fees and rebates applicable to
standard options and Mini Options. The Exchange notes that while the
discussion below notes the fees and rebates for standard options, the
fees and rebates for Mini Options, which are not discussed below, are
1/10th of the fees and rebates for standard options.\5\
---------------------------------------------------------------------------
\3\ A Crossing Order is an order executed in the Exchange's
Facilitation Mechanism, Solicited Order Mechanism, Price Improvement
Mechanism (PIM) or submitted as a Qualified Contingent Cross order.
For purposes of the Schedule of Fees, orders executed in the Block
Order Mechanism are also considered Crossing Orders. See Preface,
ISE Schedule of Fees.
\4\ ``Responses to Crossing Order'' (other than Regular Orders
in Non-Select Symbols) is any contra-side interest submitted after
the commencement of an auction in the Exchange's Facilitation
Mechanism, Solicited Order Mechanism, Block Order Mechanism or PIM.
``Responses to Crossing Order'' (for Regular Orders in Non-Select
Symbols) is any response message entered with respect to a specific
auction in the Exchange's Facilitation Mechanism, Solicited Order
Mechanism, Block Order Mechanism or PIM. See Preface, ISE Schedule
of Fees.
\5\ See SR-ISE-2013-28 (not yet published).
---------------------------------------------------------------------------
First, the Exchange currently charges a fee of $0.20 per contract
to Market Maker, Market Maker Plus, Non-ISE Market Maker, Firm
Proprietary/Broker-Dealer and Professional Customer orders (except for
Priority Customer, this fee is currently $0.00 per contract) for
regular Crossing Orders in the Select Symbols.
The Exchange also currently charges a fee of $0.20 per contract
(for largest leg only) to Market Maker, Non-ISE Market Maker, Firm
Proprietary/Broker-Dealer and Professional Customer orders (except for
Priority Customer, this fee is currently $0.00 per contract) for
complex Crossing Orders in all symbols.
As an incentive to attract crossing orders for execution in the
Exchange's various auction mechanisms, the Exchange currently provides
a per contract rebate. This rebate is provided to those contracts that
do not trade with the contra order in the Exchange's Facilitation
Mechanism, Price Improvement Mechanism and Solicited Order Mechanism.
This rebate currently applies to regular and complex orders in the
Select Symbols. For the Facilitation and Solicited Order Mechanisms,
the rebate is currently $0.15 per contract. For the Price Improvement
Mechanism, the rebate is currently $0.25 per contract. The Exchange
does not currently charge an execution fee for contracts that receive
the rebate.
The Exchange now proposes to apply the existing crossing order fees
for the full size of a crossing order, regardless if a portion of the
order also receives a rebate. For example, assume a member enters a
facilitation order for 1000 contracts; a market maker responds and
trades 200 contracts; and the remaining 800 contracts are traded by the
member that entered the order. Currently, the member that entered the
order is charged a crossing fee for the 800 contracts it executed and
receives a rebate for the 200 contracts that were executed by the
market maker. Under this proposed rule change, the member that entered
the order will be charged an
[[Page 22000]]
execution fee for the full size of the order (1000 contracts) and
receive a rebate for any portion of the order it did not execute (200
contracts).
Second, the Exchange currently charges a Fee for Responses to
Crossing Orders for regular orders in Non-Select Symbols, as follows:
(i) $0.20 per contract to Market Maker (for orders sent by Electronic
Access Members), Firm Proprietary/Broker-Dealer, Professional Customer,
Priority Customer and Priority Customer (Singly Listed Symbols) orders;
(ii) $0.45 per contract for Non-ISE Market Maker orders; and (iii)
$0.18 per contract for Market Maker orders. This fee was adopted in
January 2007 and has always been applied to ``response messages''
entered with respect to a particular broadcast message, but not to
orders that are received on the limit order book after an auction
commences.\6\
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\6\ See Exchange Act Release No. 55060 (Jan. 8, 2007), 72 FR
2050 (Jan. 17, 2007) (SR-ISE-2006-72).
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The Exchange later adopted a similar response fee for Regular
Orders in Select Symbols,\7\ for complex orders in Select Symbols \8\
of $0.40 per contract, and for complex orders in Non-Select Symbols \9\
for responses to special orders,\10\ but specified that a ``response''
is any contra-side interest submitted after the commencement of an
auction. Thus, the fees for Regular Orders in Select Symbols and all
complex orders are applied to both response messages and to orders
received on the limit order book after an auction commences, whereas
the fees for Regular Orders in Non-Select Symbols are applied to
response messages.
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\7\ See Exchange Act Release No. 63283 (Nov. 9, 2010), 75 FR
70059 (Nov. 16, 2010) (SR-ISE-2010-106).
\8\ See Exchange Act Release No. 65550 (October 13, 2011), 76 FR
64984 (October 19, 2012 [sic]) (SR-ISE-2011-65). In this filing, the
Exchange also adopted a response fee for complex orders for symbols
that are in the Penny Pilot Program.
\9\ See Exchange Act Release No. 66084 (January 3, 2012), 77 FR
1103 (January 9, 2012) (SR-ISE-2011-84). This fee has since
increased and is currently $0.82 per contract for Market Makers
($0.84 per contract for Non-ISE Market Maker, Firm Proprietary/
Broker-Dealer and Professional Customer orders, and $0.00 per
contract for Priority Customer orders). See Exchange Act Release No.
68627 (January 11, 2013), 78 FR 3934 (January 17, 2013) (SR-ISE-
2013-01).
\10\ The term ``special order'' was changed to ``crossing
order'' when the Exchange re-formatted its Schedule of Fees. See
Exchange Act Release No. 67545 (July 31, 2012), 77 FR 46776 (August
6, 2012) (SR-ISE-2012-65).
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The distinction noted above is reflected in the Preface of the fee
schedule where ``Responses to Crossing Order'' (other than Regular
Orders in Non-Select Symbols) is defined as any contra-side interest
submitted after the commencement of an auction in the Exchange's
Facilitation Mechanism, Solicited Order Mechanism, Block Order
Mechanism or PIM, while ``Responses to Crossing Order'' (for Regular
Orders in Non-Select Symbols) is defined as any response message
entered with respect to a specific auction in the Exchange's
Facilitation Mechanism, Solicited Order Mechanism, Block Order
Mechanism or PIM.
The Exchange now proposes to charge the Fee for Responses to
Crossing Orders in a consistent manner across all symbols. Accordingly,
the Exchange proposes to adopt a single definition that applies to
regular and complex orders in all symbols by removing the term
``Responses to Crossing Order'' (for Regular Orders in Non-Select
Symbols) entirely and renaming the term ``Responses to Crossing Order''
(other than Regular Orders in Non-Select Symbols) as simply ``Responses
to Crossing Order.'' The Exchange is not proposing any change to the
level of fees charged for responses to crossing orders; this proposed
rule change only amends the manner in which the current fee is applied.
The Exchange has designated this proposed rule change to be
operative on April 1, 2013.
2. Basis
The Exchange believes that its proposal to amend its Schedule of
Fees is consistent with Section 6(b) of the Securities and [sic]
Exchange Act of 1934 (the ``Exchange Act'') \11\ in general, and
furthers the objectives of Section 6(b)(4) of the Act \12\ in
particular, in that it is an equitable allocation of reasonable dues,
fees and other charges among Exchange members and other persons using
its facilities.
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\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(4).
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The Exchange believes it is reasonable and equitable to charge the
existing crossing order fees to the full size of a crossing order to
recoup some of its costs of providing rebates to crossing orders and
will result in a more equitable distribution among market participants
of the costs associated with crossing orders. The Exchange believes the
proposed fee to charge the existing crossing order fees to the full
size of a crossing order is not unfairly discriminatory because the fee
would apply uniformly to all categories of participants in the same
manner. All market participants who execute crossing orders would be
uniformly subject to these fees and all market participants whose
orders are broken-up will continue to receive the break-up rebate at
current levels.
The Exchange believes that its proposal to modify the application
of the Fee for Responses to Crossing Orders in the Non-Select Symbols
is both reasonable and equitable because the Exchange already applies
this fee to the Select Symbols in the manner in which it proposes to
apply to the Non-Select Symbols. With this proposed rule change, this
fee will now be applied in a consistent manner across all symbols. The
Exchange believes its proposal to uniformly apply the Fee for Responses
to Crossing Order across all symbols is not unfairly discriminatory
because the fee would apply uniformly to all categories of participants
in the same manner. All market participants that submit a contra-side
interest after the commencement of an auction in the Exchange's various
auction mechanisms would be uniformly subject to these fees.
B. Self-Regulatory Organization's Statement on Burden on Competition
ISE does not believe that the proposed rule change will impose any
burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act. This proposed rule change,
which proposes to apply fees to a full size of a crossing order and
which proposes to apply an existing fee uniformly across all symbols,
does not impose any burden on competition. With this proposed rule
change, market participants that trade on the Exchange will be subject
to fees for the full size of a crossing order and will continue to
receive the rebate for the portion of the order that was not previously
charged a fee. With this proposed rule change, market participants that
respond to crossing orders will be subject to fees that are already in
place on the Exchange. Therefore, this proposed rule change does not
impose any additional burden on competition that is not necessary or
appropriate in furthering the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
The Exchange has not solicited, and does not intend to solicit,
comments on this proposed rule change. The Exchange has not received
any unsolicited written comments from members or other interested
parties.
[[Page 22001]]
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act \13\ and subparagraph (f)(2) of Rule 19b-4
thereunder,\14\ because it establishes a due, fee, or other charge
imposed by ISE.
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\13\ 15 U.S.C. 78s(b)(3)(A)(ii).
\14\ 17 CFR 240.19b-4(f)(2).
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At any time within 60 days of the filing of such proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-ISE-2013-29 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-ISE-2013-29. 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 ISE. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-ISE-2013-29 and should be
submitted on or before May 3, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
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\15\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-08608 Filed 4-11-13; 8:45 am]
BILLING CODE 8011-01-P