Where is the frame of this picture?

Frame-within-a-frame is a motif that shows up in all kinds of art, from René Magritte to Norman Rockwell to Alfred Hitchcock's films to the Frame Within a Frame group at Flickr. I visited Siena for a day and took lots of photos of all the beautiful architecture and art, just for my own memory. Boring. Well, you might want to see them and they might cause you extreme envy, but I can't claim they are my own artistic creations. However, when I deviated from the usual touristic camera behavior and started looking for the offbeat and quirky, which I guess is where my forte lies, I found this fun subject walking right across my field of view. I like it because though I've chosen to frame it in a certain way, the frame the man is holding makes its own declaration about what is the subject of the picture -- the man's legs and the bag of the lady behind him. Because he's holding two frames (which, incidentally, make a nice repeated shape), the people on either side of him got that experience (though I with my camera could only see one of those views).