Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Port Fees, 1570-1572 [2015-00225]
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Federal Register / Vol. 80, No. 7 / Monday, January 12, 2015 / Notices
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
should refer to File Number SR–NYSE–
2014–73 and should be submitted on or
before February 2, 2015.
(‘‘Pricing Schedule’’). Specifically, the
Exchange proposes to amend the Port
Fees in Section VII of the Pricing
Schedule in order to increase the Order
Entry Port Fee, establish a CTI Port Fee,
and delete the Real-Time Risk
Management Fee.
While the changes proposed herein
are effective upon filing, the Exchange
has designated that the amendments be
operative on January 2, 2015.
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.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Brent J. Fields,
Secretary.
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.
[FR Doc. 2015–00222 Filed 1–9–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74000; File No. SR–Phlx–
2014–83]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Port Fees
January 6, 2015.
tkelley on DSK3SPTVN1PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on December
24, 2014, 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.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange proposes to modify
Section VII entitled ‘‘Other Member
Fees’’ of the Phlx Pricing Schedule
19 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
orders to the Exchange via an external
order entry port. Phlx members access
the Exchange’s network through order
entry ports. A Phlx member may have
more than one order entry port. Today,
the Exchange assesses members an
Order Entry Port Fee of $550 per month,
per mnemonic.4 The current practice
will continue whereby the Order Entry
Port Fee will be waived for mnemonics
that are used exclusively for Complex
Orders 5 where one of the components
of the Complex Order is the underlying
security. Member organizations will
continue not being assessed an Order
Entry Port Fee for additional ports
acquired for only ten business days for
the purpose of transitioning
technology.6
The Exchange proposes to increase
the Order Entry Port Fee of $550 per
month, per mnemonic to $600 per
month, per mnemonic, as described
below. This is exactly the same as a rule
change filed by NASDAQ Options
Market (‘‘NOM’’) proposing to assess
$600 for Order Entry Port Fees as of
January 2, 2015.7
Real-Time Risk Management Fee
The Exchange is eliminating the Realtime Risk Management Fee from
subsection B of Section VII of the
Pricing Schedule, entitled ‘‘Port Fees.’’
The proposal to delete the Real-Time
Risk Management Fee results in a price
reduction to member organizations and
members (clearing firms,8 Specialists,9
and Market Makers 10),
1. Purpose
The purpose of this filing is to amend
the Port Fees in Section VII of the
Pricing Schedule in order to increase
the Order Entry Port Fee, establish a CTI
Port Fee, and remove the Real-Time
Risk Management Fee.3
Today, all Port Fees on the Exchange
are located in subsection B of Section
VII of the Pricing Schedule. These Port
Fees include Order Entry Port Fees,
Real-time Risk Management Fees, and
Active SQF Port Fees, which are not
amended by this proposal. Each of the
amended fees is discussed below.
Order Entry Port Fee
The Order Entry Port Fee is a
connectivity fee related to routing
3 The Real-Time Risk Management Fee was
adopted well over a decade ago for members
receiving option trading information on-line (i.e.,
electronically) from the Exchange. See Securities
Exchange Act Release No. 43719 (December 13,
2000), 65 FR 80975 (December 22, 2000) (SR–Phlx–
00–97) (notice of filing and immediate
effectiveness). This fee is, as discussed, being
deleted as the CTI Port Fee, which is also used on
other exchanges, is added.
PO 00000
Frm 00078
Fmt 4703
Sfmt 4703
4 Mnemonics are codes that identify member
organization order entry ports.
5 A Complex Order is any order involving the
simultaneous purchase and/or sale of two or more
different options series in the same underlying
security, priced at a net debit or credit based on the
relative prices of the individual components, for the
same account, for the purpose of executing a
particular investment strategy. Furthermore, a
Complex Order can also be a stock-option order,
which is an order to buy or sell a stated number
of units of an underlying stock or exchange-traded
fund (‘‘ETF’’) coupled with the purchase or sale of
options contract(s). See Exchange Rule 1080,
Commentary .08(a)(i).
6 Similarly, member organizations will continue
to be required to provide the Exchange with written
notification of the transition and all additional ports
which were provided at no cost will be removed at
the end of the ten business days.
7 See Securities Exchange Act Release No. 73843
(December 16, 2014) (SR–NASDAQ–2014–122) (not
yet published).
8 A ‘‘clearing firm’’ is a member organization that
meets the requirements of Rule 165(c).
9 A ‘‘Specialist’’ is an Exchange member who is
registered as an options specialist pursuant to Rule
1020(a).
10 A ‘‘Market Maker’’ includes Registered Options
Traders (Rule 1014(b)(i) and (ii)), which includes
Streaming Quote Traders (Rule 1014(b)(ii)(A)) and
Remote Streaming Quote Traders (Rule
1014(b)(ii)(B)).
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Federal Register / Vol. 80, No. 7 / Monday, January 12, 2015 / Notices
which market participants are assessed
the Real-Time Risk Management Fees.
The Real-time Risk Management Fee
was established more than a decade ago
to assess a fee to members and member
organizations that receive electronic
option trading information on-line from
the Exchange. The purpose of the fee
was to provide members and member
organizations (e.g. clearing firms,
Specialists, and Market Makers) with
option trade information, electronically,
on a real-time basis. Members and
member organizations were able to log
on to an interface through AUTOM 11 to
receive options (among other
information) transaction information
real-time. The Exchange limited the
assessment of the Real-Time Risk
Management Fee to two ports, a
Specialized Quote Feed (‘‘SQF’’) 12 Port
and a CTI Port. As the Exchange has
previously noted,13 it was always the
intent of the Exchange to limit the RealTime Risk Management Fee to the SQF
and CTI ports, and this has been the
practice of the Exchange. The Exchange
is eliminating the Real-Time Risk
Management Fee and will instead only
assess port fees.
tkelley on DSK3SPTVN1PROD with NOTICES
CTI Port Fee
The Exchange now proposes to
establish a CTI Port Fee that is $600 per
port, per month for each of the first 5
CTI ports, and $100 per port for each
port thereafter. The Exchange proposes
to charge a smaller amount for the
subsequent ports in order to continue to
encourage use of ports on the Exchange.
CTI offers real-time clearing trade
updates. A real-time clearing trade
update is a message that is sent to a
member after an execution has occurred
and contains trade details. The message
containing the trade details is also
simultaneously sent to The Options
Clearing Corporation. The trade
messages are routed to a member’s
connection containing certain
information. The administrative and
market event messages include, but are
not limited to: System event messages to
11 AUTOM, now known as Phlx XL, is the
Exchange’s electronic order, execution, and trade
system.
12 SQF is an interface that allows specialists,
streaming quote traders and remote streaming quote
traders to connect and send quotes into Phlx XL.
SQF 6.0 allows participants to access information
in a single feed available to all participants, rather
than through accessing multiple feeds. The
information available includes execution reports
and other relevant data. Non quoting firms may also
receive relevant information available over SQF by
connecting to the SQF interface, but they may not
send quotes.
13 See Securities Exchange Act Release No. 66208
(January 20, 2012), 77 FR 4077 (January 26, 2012)
(SR–Phlx–2012–06) (notice of filing and immediate
effectiveness).
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communicate operational-related
events; options directory messages to
relay basic option symbol and contract
information for options traded on the
Exchange; complex strategy messages to
relay information for those strategies
traded on the Exchange; trading action
messages to inform market participants
when a specific option or strategy is
halted or released for trading on the
Exchange; and an indicator which
distinguishes electronic and nonelectronically delivered orders. This
information will be available to
members on a real-time basis.
The Exchange notes that the CTI Port
Fee is currently available on NOM at
$550 per port, per month.14 NOM
assesses port fees for similar ports,
namely the Order Entry and CTI Ports.
The Exchange desires to continue
assessing Order Entry Fees, and to
access CTI Post [sic] Fees on Phlx in
order to recoup costs associated with
these ports while encouraging members
to participate in the market.
By increasing the Order Entry Port
Fee and establishing a new CTI Port
Fee,15 the Exchange will only assess
port fees 16 and no longer assess other
types of fees, such as the Real-Time Risk
Management Fees. This proposal
reflects a modest price increase to
members and member organizations
while allowing the Exchange to recoup
a certain portion of costs associated
with ports, namely the Order Entry Port
and CTI Port.17
2. Statutory Basis
The Exchange believes that its
proposal to amend the Pricing Schedule
is consistent with Section 6(b) of the
Act 18 in general, and furthers the
objectives of Section 6(b)(4) and (b)(5) of
14 See, e.g., Securities Exchange Act Release No.
68502 (December 20, 2012), 77 FR 76572 (December
28, 2012) (SR–NASDAQ–2012–139) (notice of filing
and immediate effectiveness). NOM does not,
however, tier its CTI Port Fees, as proposed herein.
This port fee will increase to $600 as of January 2,
2015.
15 Today, members utilize CTI Ports at no cost.
16 The Pricing Schedule also notes an Active SQF
Port Fee, which fee remains unchanged by this
proposal. SQF is an interface that enables
specialists, Streaming Quote Traders (‘‘SQTs’’) and
Remote Streaming Quote Traders (‘‘RSQTs’’) to
connect and send quotes into Phlx XL, the options
trading system. Active SQF ports are ports that
receive inbound quotes at any time within that
month. SQTs and RSQTs are defined in Rule
1014(b)(ii)(A) and Rule 1014(b)(ii)(B), respectively.
17 The Exchange does not, by this proposal,
expect to fully offset the Real-Time Risk
Management Fee. Rather, the goal of the Exchange
is to eliminate the Real-Time Risk Management Fee
and assess only port fees. Members and member
organizations will be able to continue to obtain realtime information via CTI and SQF as discussed
herein.
18 15 U.S.C. 78f(b).
PO 00000
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1571
the Act 19 in particular, in that it
provides for the equitable allocation of
reasonable dues, fees and other charges
among members and issuers and other
persons using any facility or system
which Phlx operates or controls, and is
not designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers.
The Exchange believes that
eliminating the Real-Time Risk
Management Fee and proposing a new
CTI Port Fee on the Exchange 20 at $600
per port per month for each of the first
5 CTI ports, and $100 per port for each
port thereafter, is reasonable because it
would allow the Exchange to recoup
costs associated with offering the CTI
ports. The proposal to delete the RealTime Risk Management Fee results in a
price reduction to member organizations
and members (clearing firms,
Specialists, and Market Makers), which
market participants are assessed the
Real-Time Risk Management Fee. By
increasing the Order Entry Port Fee and
establishing new CTI Port Fee, the
Exchange will only assess port fees and
no longer assess other types of fees,
such as the Real-Time Risk Management
Fee. This proposal reflects a modest
price increase to members and member
organizations while allowing the
Exchange to recoup a certain portion of
costs associated with ports, namely the
Order Entry Port and CTI Port. The
Exchange does not, by this proposal,
expect to fully offset the Real-Time Risk
Management Fee. Rather, the goal of the
Exchange is to eliminate the Real-Time
Risk Management Fee and apply only
port fees. Members and member
organizations will be able to obtain realtime information via CTI and SQF as
discussed.
As with other port fees in subsection
B of Section VII of the Pricing Schedule,
the CTI Port Fees reflect a portion of the
costs that the Exchange bears with
respect to offering and maintaining the
CTI ports. The CTI Port Fees are
reasonable because they enable the
Exchange to offset, in part, its
connectivity costs associated with
making such ports available, including
costs based on gateway software and
hardware enhancements and resources
dedicated to gateway development,
quality assurance, and support.
Charging less for additional fees is
reasonable to continue to recoup costs
while encouraging members to connect
to the Exchange.
19 15
U.S.C. 78f(b)(4), (5).
Exchange has determined that the RealTime Risk Fee is no longer necessary in light of the
new CTI Port Fee and the increased Order Entry
Port Fee.
20 The
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Federal Register / Vol. 80, No. 7 / Monday, January 12, 2015 / Notices
The Exchange believes that assessing
CTI Port Fees for the CTI ports at $600
per port per month for each of the first
5 CTI ports, and $100 per port for each
port thereafter, is equitable and not
unfairly discriminatory because the
Exchange will assess the same fees for
all CTI ports to all members.
The Exchange believes that
continuing the Order Entry Port Fee at
$600 per month, per mnemonic on the
Exchange is reasonable because it will
allow the Exchange to continue to
recoup fees associated with offering the
Order Entry Port. As with other port fees
in subsection B of Section VII of the
Pricing Schedule, including the CTI Port
Fee, the Order Entry Port Fee reflects a
portion of the costs that the Exchange
bears with respect to offering and
maintaining the Order Entry Ports. The
Order Entry Port Fees are reasonable
because they enable the Exchange to
offset, in part, its connectivity costs
associated with making such ports
available, including costs based on
gateway software and hardware
enhancements and resources dedicated
to gateway development, quality
assurance, and support.
The Exchange believes that Order
Entry Fees for the Order Entry Ports at
$600 per month, per mnemonic is
equitable and not unfairly
discriminatory because the Exchange
will assess the same fees for all Order
Entry Ports to all members.
tkelley on DSK3SPTVN1PROD 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 believes the proposed Order
Entry Fees and CTI Port Fees are fair
and equitable, and therefore, will not
unduly burden any particular group of
market participants trading on the
Exchange. The Exchange’s proposal to
adopt CTI Port and continue Order
Entry Fees would be applied in a
uniform manner to all Exchange
members. The proposed fees are
designed to ensure a fair and reasonable
use of Exchange resources by allowing
the Exchange to recoup a certain portion
of connectivity costs, while continuing
to offer connectivity at competitive rates
to Exchange members.
The Exchange will not assess the
Real-Time Risk Management Fee with
respect to any member.
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C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.21 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 rule-comments@
sec.gov. Please include File Number SR–
Phlx–2014–83 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–Phlx–2014–83. 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
21 15
PO 00000
U.S.C. 78s(b)(3)(A)(ii).
Frm 00080
Fmt 4703
Sfmt 4703
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
should refer to File Number SR–Phlx–
2014–83, and should be submitted on or
before February 2, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Brent J. Fields,
Secretary.
[FR Doc. 2015–00225 Filed 1–9–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73997; File No. SR–NYSE–
2014–70]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Amending Its
Price List to Eliminate Transaction
Fees for Midpoint Passive Liquidity
Orders That Remove Liquidity From
the Exchange and That Are Designated
With a ‘‘Retail’’ Modifier as Defined in
Rule 13
January 6, 2015.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on December
22, 2014, New York Stock Exchange
LLC (‘‘NYSE’’ or the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the selfregulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
22 17
CFR 200.30–3(a)(12).
U.S.C.78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
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12JAN1
Agencies
[Federal Register Volume 80, Number 7 (Monday, January 12, 2015)]
[Notices]
[Pages 1570-1572]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-00225]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74000; File No. SR-Phlx-2014-83]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change Relating to
Port Fees
January 6, 2015.
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 December 24, 2014, NASDAQ OMX PHLX LLC (``Phlx'' or
``Exchange'') filed with the Securities and Exchange Commission
(``SEC'' or ``Commission'') the proposed rule change as described in
Items I, II, and III below, which Items have been prepared by the
Exchange. The Commission is publishing this notice to solicit comments
on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange proposes to modify Section VII entitled ``Other Member
Fees'' of the Phlx Pricing Schedule (``Pricing Schedule'').
Specifically, the Exchange proposes to amend the Port Fees in Section
VII of the Pricing Schedule in order to increase the Order Entry Port
Fee, establish a CTI Port Fee, and delete the Real-Time Risk Management
Fee.
While the changes proposed herein are effective upon filing, the
Exchange has designated that the amendments be operative on January 2,
2015.
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqomxphlx.cchwallstreet.com/, at the principal
office of the Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this filing is to amend the Port Fees in Section VII
of the Pricing Schedule in order to increase the Order Entry Port Fee,
establish a CTI Port Fee, and remove the Real-Time Risk Management
Fee.\3\
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\3\ The Real-Time Risk Management Fee was adopted well over a
decade ago for members receiving option trading information on-line
(i.e., electronically) from the Exchange. See Securities Exchange
Act Release No. 43719 (December 13, 2000), 65 FR 80975 (December 22,
2000) (SR-Phlx-00-97) (notice of filing and immediate
effectiveness). This fee is, as discussed, being deleted as the CTI
Port Fee, which is also used on other exchanges, is added.
---------------------------------------------------------------------------
Today, all Port Fees on the Exchange are located in subsection B of
Section VII of the Pricing Schedule. These Port Fees include Order
Entry Port Fees, Real-time Risk Management Fees, and Active SQF Port
Fees, which are not amended by this proposal. Each of the amended fees
is discussed below.
Order Entry Port Fee
The Order Entry Port Fee is a connectivity fee related to routing
orders to the Exchange via an external order entry port. Phlx members
access the Exchange's network through order entry ports. A Phlx member
may have more than one order entry port. Today, the Exchange assesses
members an Order Entry Port Fee of $550 per month, per mnemonic.\4\ The
current practice will continue whereby the Order Entry Port Fee will be
waived for mnemonics that are used exclusively for Complex Orders \5\
where one of the components of the Complex Order is the underlying
security. Member organizations will continue not being assessed an
Order Entry Port Fee for additional ports acquired for only ten
business days for the purpose of transitioning technology.\6\
---------------------------------------------------------------------------
\4\ Mnemonics are codes that identify member organization order
entry ports.
\5\ A Complex Order is any order involving the simultaneous
purchase and/or sale of two or more different options series in the
same underlying security, priced at a net debit or credit based on
the relative prices of the individual components, for the same
account, for the purpose of executing a particular investment
strategy. Furthermore, a Complex Order can also be a stock-option
order, which is an order to buy or sell a stated number of units of
an underlying stock or exchange-traded fund (``ETF'') coupled with
the purchase or sale of options contract(s). See Exchange Rule 1080,
Commentary .08(a)(i).
\6\ Similarly, member organizations will continue to be required
to provide the Exchange with written notification of the transition
and all additional ports which were provided at no cost will be
removed at the end of the ten business days.
---------------------------------------------------------------------------
The Exchange proposes to increase the Order Entry Port Fee of $550
per month, per mnemonic to $600 per month, per mnemonic, as described
below. This is exactly the same as a rule change filed by NASDAQ
Options Market (``NOM'') proposing to assess $600 for Order Entry Port
Fees as of January 2, 2015.\7\
---------------------------------------------------------------------------
\7\ See Securities Exchange Act Release No. 73843 (December 16,
2014) (SR-NASDAQ-2014-122) (not yet published).
---------------------------------------------------------------------------
Real-Time Risk Management Fee
The Exchange is eliminating the Real-time Risk Management Fee from
subsection B of Section VII of the Pricing Schedule, entitled ``Port
Fees.'' The proposal to delete the Real-Time Risk Management Fee
results in a price reduction to member organizations and members
(clearing firms,\8\ Specialists,\9\ and Market Makers \10\),
[[Page 1571]]
which market participants are assessed the Real-Time Risk Management
Fees.
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\8\ A ``clearing firm'' is a member organization that meets the
requirements of Rule 165(c).
\9\ A ``Specialist'' is an Exchange member who is registered as
an options specialist pursuant to Rule 1020(a).
\10\ A ``Market Maker'' includes Registered Options Traders
(Rule 1014(b)(i) and (ii)), which includes Streaming Quote Traders
(Rule 1014(b)(ii)(A)) and Remote Streaming Quote Traders (Rule
1014(b)(ii)(B)).
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The Real-time Risk Management Fee was established more than a
decade ago to assess a fee to members and member organizations that
receive electronic option trading information on-line from the
Exchange. The purpose of the fee was to provide members and member
organizations (e.g. clearing firms, Specialists, and Market Makers)
with option trade information, electronically, on a real-time basis.
Members and member organizations were able to log on to an interface
through AUTOM \11\ to receive options (among other information)
transaction information real-time. The Exchange limited the assessment
of the Real-Time Risk Management Fee to two ports, a Specialized Quote
Feed (``SQF'') \12\ Port and a CTI Port. As the Exchange has previously
noted,\13\ it was always the intent of the Exchange to limit the Real-
Time Risk Management Fee to the SQF and CTI ports, and this has been
the practice of the Exchange. The Exchange is eliminating the Real-Time
Risk Management Fee and will instead only assess port fees.
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\11\ AUTOM, now known as Phlx XL, is the Exchange's electronic
order, execution, and trade system.
\12\ SQF is an interface that allows specialists, streaming
quote traders and remote streaming quote traders to connect and send
quotes into Phlx XL. SQF 6.0 allows participants to access
information in a single feed available to all participants, rather
than through accessing multiple feeds. The information available
includes execution reports and other relevant data. Non quoting
firms may also receive relevant information available over SQF by
connecting to the SQF interface, but they may not send quotes.
\13\ See Securities Exchange Act Release No. 66208 (January 20,
2012), 77 FR 4077 (January 26, 2012) (SR-Phlx-2012-06) (notice of
filing and immediate effectiveness).
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CTI Port Fee
The Exchange now proposes to establish a CTI Port Fee that is $600
per port, per month for each of the first 5 CTI ports, and $100 per
port for each port thereafter. The Exchange proposes to charge a
smaller amount for the subsequent ports in order to continue to
encourage use of ports on the Exchange.
CTI offers real-time clearing trade updates. A real-time clearing
trade update is a message that is sent to a member after an execution
has occurred and contains trade details. The message containing the
trade details is also simultaneously sent to The Options Clearing
Corporation. The trade messages are routed to a member's connection
containing certain information. The administrative and market event
messages include, but are not limited to: System event messages to
communicate operational-related events; options directory messages to
relay basic option symbol and contract information for options traded
on the Exchange; complex strategy messages to relay information for
those strategies traded on the Exchange; trading action messages to
inform market participants when a specific option or strategy is halted
or released for trading on the Exchange; and an indicator which
distinguishes electronic and non-electronically delivered orders. This
information will be available to members on a real-time basis.
The Exchange notes that the CTI Port Fee is currently available on
NOM at $550 per port, per month.\14\ NOM assesses port fees for similar
ports, namely the Order Entry and CTI Ports. The Exchange desires to
continue assessing Order Entry Fees, and to access CTI Post [sic] Fees
on Phlx in order to recoup costs associated with these ports while
encouraging members to participate in the market.
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\14\ See, e.g., Securities Exchange Act Release No. 68502
(December 20, 2012), 77 FR 76572 (December 28, 2012) (SR-NASDAQ-
2012-139) (notice of filing and immediate effectiveness). NOM does
not, however, tier its CTI Port Fees, as proposed herein. This port
fee will increase to $600 as of January 2, 2015.
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By increasing the Order Entry Port Fee and establishing a new CTI
Port Fee,\15\ the Exchange will only assess port fees \16\ and no
longer assess other types of fees, such as the Real-Time Risk
Management Fees. This proposal reflects a modest price increase to
members and member organizations while allowing the Exchange to recoup
a certain portion of costs associated with ports, namely the Order
Entry Port and CTI Port.\17\
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\15\ Today, members utilize CTI Ports at no cost.
\16\ The Pricing Schedule also notes an Active SQF Port Fee,
which fee remains unchanged by this proposal. SQF is an interface
that enables specialists, Streaming Quote Traders (``SQTs'') and
Remote Streaming Quote Traders (``RSQTs'') to connect and send
quotes into Phlx XL, the options trading system. Active SQF ports
are ports that receive inbound quotes at any time within that month.
SQTs and RSQTs are defined in Rule 1014(b)(ii)(A) and Rule
1014(b)(ii)(B), respectively.
\17\ The Exchange does not, by this proposal, expect to fully
offset the Real-Time Risk Management Fee. Rather, the goal of the
Exchange is to eliminate the Real-Time Risk Management Fee and
assess only port fees. Members and member organizations will be able
to continue to obtain real-time information via CTI and SQF as
discussed herein.
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2. Statutory Basis
The Exchange believes that its proposal to amend the Pricing
Schedule is consistent with Section 6(b) of the Act \18\ in general,
and furthers the objectives of Section 6(b)(4) and (b)(5) of the Act
\19\ in particular, in that it provides for the equitable allocation of
reasonable dues, fees and other charges among members and issuers and
other persons using any facility or system which Phlx operates or
controls, and is not designed to permit unfair discrimination between
customers, issuers, brokers, or dealers.
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\18\ 15 U.S.C. 78f(b).
\19\ 15 U.S.C. 78f(b)(4), (5).
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The Exchange believes that eliminating the Real-Time Risk
Management Fee and proposing a new CTI Port Fee on the Exchange \20\ at
$600 per port per month for each of the first 5 CTI ports, and $100 per
port for each port thereafter, is reasonable because it would allow the
Exchange to recoup costs associated with offering the CTI ports. The
proposal to delete the Real-Time Risk Management Fee results in a price
reduction to member organizations and members (clearing firms,
Specialists, and Market Makers), which market participants are assessed
the Real-Time Risk Management Fee. By increasing the Order Entry Port
Fee and establishing new CTI Port Fee, the Exchange will only assess
port fees and no longer assess other types of fees, such as the Real-
Time Risk Management Fee. This proposal reflects a modest price
increase to members and member organizations while allowing the
Exchange to recoup a certain portion of costs associated with ports,
namely the Order Entry Port and CTI Port. The Exchange does not, by
this proposal, expect to fully offset the Real-Time Risk Management
Fee. Rather, the goal of the Exchange is to eliminate the Real-Time
Risk Management Fee and apply only port fees. Members and member
organizations will be able to obtain real-time information via CTI and
SQF as discussed.
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\20\ The Exchange has determined that the Real-Time Risk Fee is
no longer necessary in light of the new CTI Port Fee and the
increased Order Entry Port Fee.
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As with other port fees in subsection B of Section VII of the
Pricing Schedule, the CTI Port Fees reflect a portion of the costs that
the Exchange bears with respect to offering and maintaining the CTI
ports. The CTI Port Fees are reasonable because they enable the
Exchange to offset, in part, its connectivity costs associated with
making such ports available, including costs based on gateway software
and hardware enhancements and resources dedicated to gateway
development, quality assurance, and support. Charging less for
additional fees is reasonable to continue to recoup costs while
encouraging members to connect to the Exchange.
[[Page 1572]]
The Exchange believes that assessing CTI Port Fees for the CTI
ports at $600 per port per month for each of the first 5 CTI ports, and
$100 per port for each port thereafter, is equitable and not unfairly
discriminatory because the Exchange will assess the same fees for all
CTI ports to all members.
The Exchange believes that continuing the Order Entry Port Fee at
$600 per month, per mnemonic on the Exchange is reasonable because it
will allow the Exchange to continue to recoup fees associated with
offering the Order Entry Port. As with other port fees in subsection B
of Section VII of the Pricing Schedule, including the CTI Port Fee, the
Order Entry Port Fee reflects a portion of the costs that the Exchange
bears with respect to offering and maintaining the Order Entry Ports.
The Order Entry Port Fees are reasonable because they enable the
Exchange to offset, in part, its connectivity costs associated with
making such ports available, including costs based on gateway software
and hardware enhancements and resources dedicated to gateway
development, quality assurance, and support.
The Exchange believes that Order Entry Fees for the Order Entry
Ports at $600 per month, per mnemonic is equitable and not unfairly
discriminatory because the Exchange will assess the same fees for all
Order Entry Ports to all members.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. The Exchange believes the
proposed Order Entry Fees and CTI Port Fees are fair and equitable, and
therefore, will not unduly burden any particular group of market
participants trading on the Exchange. The Exchange's proposal to adopt
CTI Port and continue Order Entry Fees would be applied in a uniform
manner to all Exchange members. The proposed fees are designed to
ensure a fair and reasonable use of Exchange resources by allowing the
Exchange to recoup a certain portion of connectivity costs, while
continuing to offer connectivity at competitive rates to Exchange
members.
The Exchange will not assess the Real-Time Risk Management Fee with
respect to any member.
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.\21\ 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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\21\ 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-2014-83 on the subject line.
Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-Phlx-2014-83. 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 should refer to File Number SR-Phlx-2014-83, and should be
submitted on or before February 2, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\22\
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\22\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2015-00225 Filed 1-9-15; 8:45 am]
BILLING CODE 8011-01-P