Web Services has become popular in modern distributed applications, and the SOAP technology currently is the most used in Web Services. Recent middleware research works widely use interception approach for many problem domains, for example Fault Tolerance, Continuous Audit (CA), security etc. Instead of providing a Portable Interceptor as CORBA does, SOAP 1.2 provides an intermediary mechanism. Due to backward compatibility issue, we found intermediary mechanism is not a feasible solution for interception. Furthermore, our use case analysis found that CORBA Portable Interceptor functionality does not fulfill all requirements of Continuous Audit. This motivates us to develop a new Portable Interceptor Mechanism (PIM) on SOAP for CA. In this paper, we propose a PIM on SOAP to meet the interception requirements for Web Services. Our PIM includes portable interceptor management in SOAP engine and portable interceptor interface definitions.