Self-Regulatory Organizations; National Association of Securities Dealers, Inc.; Notice of Filing of Amendments No. 3 and 4 to Proposed Rule Change To Amend NASD Rule 2320(a) Governing Best Execution, 61861-61864 [E5-5922]
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Federal Register / Vol. 70, No. 206 / Wednesday, October 26, 2005 / Notices
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–9303.
All submissions should refer to File
Number SR–FICC–2005–14. This file
number should be included on the
subject line if e-mail 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 inspection and copying in
the Commission’s Public Reference
Section, 100 F Street, NE., Washington,
DC 20549. Copies of such filing also will
be available for inspection and copying
at the principal office of FICC and on
FICC’s Web site at https://www.ficc.com.
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–FICC–2005–14 and should
be submitted on or before November 16,
2005.
For the Commission by the Division of
Market Regulation, pursuant to delegated
authority.10
Jonathan G. Katz,
Secretary.
[FR Doc. E5–5943 Filed 10–25–05; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–52637; File No. SR–NASD–
2004–026]
Self-Regulatory Organizations;
National Association of Securities
Dealers, Inc.; Notice of Filing of
Amendments No. 3 and 4 to Proposed
Rule Change To Amend NASD Rule
2320(a) Governing Best Execution
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 22
and September 22, 2005, the National
Association of Securities Dealers, Inc.
(‘‘NASD’’) filed with the Securities and
Exchange Commission (‘‘Commission’’
or ‘‘SEC’’) Amendments No. 3 and 4 to
the proposed rule change as described
in Items I, II, and III below which Items
have substantially been prepared by the
NASD. The proposed rule change,
incorporating Amendments No. 1 and 2,
was published for comment in the
Federal Register on February 25, 2005.3
The Commission is publishing this
notice to solicit comments on the
proposed rule change, as amended by
Amendments No. 3 and 4 from
interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
In response to comments on the
original proposal, NASD is proposing
additional amendments to Rule 2320(a)
(‘‘Best Execution Rule’’). Below is the
text of the proposed rule change marked
to show changes from the text that was
published previously.4 Proposed
deletions are in brackets. The discussion
section of this notice focuses on the
changes made in Amendments No. 3
and 4. For an explanation of the original
filing, see the release cited in footnote
3.
2300. TRANSACTIONS WITH
CUSTOMERS
2320. Best Execution and
Interpositioning
(a) In any transaction for or with a
customer or a customer of another
broker-dealer, a member and persons
associated with a member shall use
reasonable diligence to ascertain the
best market [center] for the subject
security and buy or sell in such market
[center] so that the resultant price to the
customer is as favorable as possible
under prevailing market conditions.
Among the factors that will be
considered in determining whether a
member has used ‘‘reasonable
diligence’’ are:
(1) The character of the market for the
security, e.g., price, volatility, relative
liquidity, and pressure on available
communications;
(2) The size and type of transaction;
(3) The number of markets checked;
(4) Accessibility of the quotation; and
October 19, 2005.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
10 CFR
200.30–3(a)(12).
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1 15
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 51229
(Feb. 18, 2005), 70 FR 9416.
4 Id.
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(5) The terms and conditions of the
order which result in the transaction, as
communicated to the member and
persons associated with the member.
(b) through (g) No change.
*
*
*
*
*
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
NASD 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. NASD 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
Background
The Best Execution Rule currently
requires a member, in any transaction
for or with a customer, to use reasonable
diligence to ascertain the best interdealer market for a security and to buy
or sell in such a market so that the price
to the customer is as favorable as
possible under the prevailing market
conditions. NASD has received a
number of questions regarding the
application of the term ‘‘customer,’’ in
the context of best execution. NASD
Rule 0120(g) defines ‘‘customer’’ to
exclude a broker or dealer, unless the
context otherwise requires. For
example, if a firm that receives an order
from a customer (‘‘originating brokerdealer’’) routes the order to a member
firm (‘‘recipient member’’) and the
recipient member executes the order in
a manner inconsistent with the Best
Execution Rule, the recipient member
could argue that it has not violated the
Best Execution Rule because the
transaction was not ‘‘for or with a
customer,’’ but rather for or with a
broker-dealer.
NASD believes that not applying the
Best Execution Rule to recipient
members is contrary to both the
interests of the investing public and the
general intent of the Best Execution
Rule.
Proposal
NASD filed Amendments No. 3 and 4
in response to the commenters’
concerns about how the proposed rule
change would apply to the debt markets
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and in instances where another brokerdealer is simply executing a customer
order against a member’s quote.
Amendment No. 3 deletes proposed
references to market centers and instead
uses the term ‘‘market.’’ NASD is
making this change in response to
comments that suggest that the term
‘‘market center’’ would: (1) Create an
unfair competitive disparity in the
equity market; and (2) create confusion
and problems of interpretation,
application, and enforcement in the
debt market. While the term ‘‘market’’
has been in the text of NASD Rule 2320
since its adoption, it is an undefined
term. Accordingly, NASD is providing
interpretive guidance that states that, for
purposes of NASD Rule 2320, the term
‘‘market’’ or ‘‘markets’’ should be
interpreted broadly to include a variety
of different venues, including, but not
limited to, market centers that are
trading a particular security. Such an
expansive interpretation is for the
purposes of both informing brokerdealers as to the scope of venues that
must be considered in the furtherance of
their best execution obligations and
promoting fair competition among
broker-dealers, exchange markets, and
markets other than exchange markets, as
well as any other venue that may
emerge, by not mandating that certain
trading venues have less relevance than
others in the course of best execution.
In Amendment No. 3, NASD also is
providing interpretive guidance
concerning how the Best Execution Rule
should be applied in the debt market
with respect to one of the factors used
to determine if a member has used
reasonable diligence: Accessibility of
the quotation. When quotations are
available, such as for certain liquid debt
securities, NASD will consider the
‘‘accessibility of such quotations’’ when
examining whether a member has used
reasonable diligence. For purposes of
debt, the term ‘‘quotation’’ refers to
either dollar (or other currency) pricing
or yield pricing.5
Amendment No. 4 clarified that a
member’s duty to provide best
execution in any transaction ‘‘for or
with a customer of another brokerdealer’’ does not apply in instances
when another broker-dealer is simply
executing a customer order against the
member’s quote. Stated in another
manner, the duty to provide best
execution to customer orders received
from other broker-dealers arises only
when an order is routed from the
broker-dealer to the member for the
purpose of order handling and
execution. This clarification is intended
to draw a distinction between those
situations in which the member is
acting solely as the buyer or seller in
connection with orders presented by a
broker-dealer against the member’s
quote, as opposed to those
circumstances in which the member is
accepting order flow from another
broker-dealer for the purpose of
facilitating the handling and execution
of such orders.
2. Statutory Basis
NASD believes that the proposed rule
change is consistent with the provisions
of Section 15A of the Act,6 in general,
and with Section 15A(b)(6) of the Act,7
in particular, which requires that NASD
rules 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. The
obligation of a member firm to provide
best execution to its customers has long
been an important investor protection
rule, characteristic of fair and orderly
markets and a central focus of NASD’s
examination, customer complaint, and
automated surveillance programs.
NASD believes that the proposed rule
change will expand customer protection
under the Best Execution Rule, provide
better clarity to members, and enhance
NASD’s ability to pursue actions for
failure to provide best execution.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
NASD 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, as amended.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
On February 25, 2005, the SEC
published SR–NASD–2004–026 for
comment in the Federal Register.8 The
SEC received three comment letters in
response to the publication of the rule
proposal in the Federal Register.9 On
6 15
U.S.C. 78o–3.
U.S.C. 78o–3(b)(6).
8 See footnote 3, supra.
9 See letters from Amal Aly, Vice President and
Associate General Counsel, and Ann Vlcek, Vice
President and Associate General Counsel, Securities
Industry Association (‘‘SIA’’) dated March 18, 2005
(‘‘SIA Letter’’); Paul A. Merolla, Executive Vice
President and General Counsel, Instinet Group, Inc.
7 15
5 NASD notes, however, that accessibility is only
one of the non-exhaustive reasonable diligence
factors set out in NASD Rule 2320. In the absence
of accessibility, members are not relieved from
taking reasonable steps and employing their market
expertise in achieving the best execution of
customer orders.
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June 22, 2005, the NASD responded to
the comments.10 BMA responded to the
NASD’s response.11
The BMA submitted a comment letter
stating, among other things, its belief
that NASD only considered equities
trading when drafting the proposed rule
change.12 Specifically, BMA states that
NASD’s proposed change of terminology
in an attempt to clarify and modernize
the Best Execution Rule exemplifies
how the rule change was drafted to
address equities trading only and states
further that changing ‘‘inter-dealer’’
markets to ‘‘market centers’’ has no
meaning in the context of the bond
market. BMA believes the proposal is
inappropriate for fixed income
securities and, if adopted, would
exacerbate existing difficulties with
regard to bond trading. In addition,
BMA believes applying the Best
Execution Rule, as amended, is
impractical, unfair, anti-competitive,
unworkable in the case of the bond
market, and inconsistent with a
customer’s reasonable expectations of
how its orders will be handled.
NASD appreciates the comments of
BMA but does not find them to be
persuasive. Essentially, BMA is
advocating, for a number of reasons, that
the Best Execution Rule is not
applicable to the debt market. However,
the terms of NASD Rule 2320 have
never been limited to equity securities
and the consistency of this observation
is expressed in NASD Rule 0116 in
which the Best Execution Rule, among
others, is made applicable to
transactions and business activities
relating to exempted securities (other
than municipal securities) conducted by
members and associated persons.13
(‘‘Instinet’’) dated March 22, 2005 (‘‘Instinet
Letter’’); Michele C. David, Vice President and
Assistant General Counsel, The Bond Market
Association (‘‘BMA’’) dated April 5, 2005 (‘‘BMA
Letter’’); all of which were addressed to Jonathan
G. Katz, Secretary, Commission.
10 See Amendment No. 3.
11 See letter from Marjorie Gross, Senior Vice
President and Regulatory Counsel, BMA to Jonathan
G. Katz, Secretary Commission, dated September 6,
2005 (‘‘BMA Letter 2’’).
12 NASD did not intend to only consider equity
trading when drafting this proposal. In this rule
proposal, NASD is again clarifying that the Best
Execution Rule is applicable to the debt market, and
is providing additional interpretive guidance.
Specifically, NASD is providing interpretive
guidance with respect to the ‘‘accessibility of the
quotations’’ reasonable diligence factor and the
application of this factor in the debt market. When
quotations are available, such as for certain liquid
debt securities, NASD will consider the
‘‘accessibility of such quotations’’ when examining
whether a member has used due diligence. In such
instances, the term ‘‘quotation’’ refers to either
dollar (or other currency) pricing or yield pricing.
13 See Securities Exchange Act Release No. 44631
(July 31, 2001), 66 FR 41283 (August 7, 2001)
(Approval of SR–NASD–2000–38).
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Further, BMA asserts that the term
‘‘market center’’ is an equity term and
cannot be applied in the context of debt.
The NASD acknowledges that the term
‘‘market center’’ has traditionally been
used in connection with certain equity
securities. For example, Rule 600(b)(38)
under the Act,14 which is applicable to
national market system securities,
defined ‘‘market center’’ as any
exchange market maker, over-thecounter (OTC) market maker, alternative
trading system, national securities
exchange, or national securities
association. In seeking to modernize the
Best Execution Rule, NASD sought a
recognized term that was aimed broadly
at capturing order execution venues.
However, in response to comments,
including BMA’s concerns that use of
this term may introduce confusion in
the debt market; NASD has determined
to amend the Best Execution Rule to
instead use the term ‘‘market.’’ It should
be noted, as discussed above, that the
term ‘‘market’’ or ‘‘markets’’ for
purposes of NASD Rule 2320, should be
interpreted broadly to include a variety
of different venues, including but not
limited to market centers that are
trading a particular security. Such an
expansive interpretation is for the
purposes of both informing brokerdealers as to the scope of venues that
must be considered in the furtherance of
their best execution obligations and
promoting fair competition among
broker-dealers, exchange markets, and
markets other than exchange markets, as
well as any other venue that may
emerge; it is not NASD’s intention to
mandate that certain trading venues
have less relevance than others in the
course of best execution.
BMA also believes imposing a best
execution obligation on a ‘‘downstream’’
chain of dealers is impractical, unfair,
anti-competitive, and unworkable in the
case of the bond market. BMA argues
that such an obligation should not be
imposed on recipient broker-dealers
because there is no pre-trade quote
transparency, no mandatory firm quote
obligation, and no uniform, regulated
inter-market and inter-dealer linkage.15
14 17
CFR 242.600(b)(38).
notes in its comment letter that the fixed
income market is, in fact, not a single market, but
in effect, several different markets ranging from the
U.S. Treasury market, where dealer quotations may
be very representative of market prices and
quotations on trading systems may be executable,
to the corporate bond market, where large and
active issuers may be actively quoted and where
screens may provide good transparency for certain
securities of active issuers (but not for other
securities or issuers), to the market for distressed
and emerging market paper and derivative
instruments, such as structured notes, where there
may be limited trading, quoting or transparency.
15 BMA
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BMA fails to recognize that the Best
Execution Rule has been in place since
1968. It was adopted at a time when the
market structure of the OTC market was
quite different. There was significantly
less market transparency. Trading
decisions and pricing information were
based upon telephone and wire
quotations as well as quotations in the
National Quotation Bureau sheet. At
that time, in response to a
recommendation made in Chapter VII of
the Report of Special Study of Securities
Markets of the Securities and Exchange
Commission,16 NASD had recently
adopted a policy with respect to
firmness of quotations. Furthermore, no
uniform, regulated inter-market, interdealer linkage existed. The fact is that
the Best Execution Rule has been in
force since the time when the OTC
equity market more closely resembled
the current fixed income market.
The principles embodied in the Best
Execution Rule have evolved over time
with changes in technology and the
structure of the financial markets.17 This
evolution arises because the standard in
the Best Execution Rule is one of
‘‘reasonable diligence’’ that is assessed
by examining specific factors including
‘‘the character of the market for the
security.’’ Accordingly, the
determination as to whether a member
has satisfied its best execution
obligations necessarily involves a ‘‘facts
and circumstances’’ analysis. In sum, in
its refutation of the best execution
obligation in the context of the debt
markets, BMA is incorrect as a matter of
law and regulation. Moreover, BMA’s
policy attack on this important investor
protection safeguard is fatally
Notwithstanding these observations, they do not
obviate the application of the Best Execution Rule
in wholesale fashion. As discussed subsequently in
the text, NASD’s Best Execution Rule looks at a
number of factors, including the character of the
market for the security, to determine whether a
member or associated person(s) has used reasonable
diligence. Accordingly, it can be applied in a
variety of different markets that can possess
divergent characteristics, including the U.S. debt
market.
16 See Report of Special Study of Securities
Markets of the Securities and Exchange
Commission, H.R. Doc. No. 95, 88th Cong., 1st
Sess., pt. II, 674 (1963).
17 The SEC has expressly recognized the evolving
nature of the best execution obligations of brokerdealers. See, e.g., Final Rules, 61 FR at 48322–23
(‘‘The scope of this duty of best execution must
evolve as changes occur in the market that give rise
to improved executions for customer orders,
including opportunities to trade more advantageous
prices. As these changes occur, broker-dealers’
procedures for seeking to obtain best execution for
customer orders also must be modified to consider
price opportunities that become ‘reasonably
available.’ ’’). Accordingly, the principles embodied
in the text of the Best Execution Rule are applicable
to a variety of different market structures and
evolve as the market structure for a particular type
of security evolves.
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61863
undermined by the elasticity of NASD
Rule 2320 in its recognition that the
character of the market will be among
the reasonable diligence factors in the
execution of the obligation.
BMA posits that extending best
execution obligations to customers of
another broker-dealer is inconsistent
with a customer’s reasonable
expectations of how its orders will be
handled because the customer would
not have the same expectations of the
chain of ‘‘unknown’’ intermediary firms
involved in its transactions. NASD
strongly disagrees with BMA.18 BMA’s
assertion that customers’ expectations
would somehow be different when an
‘‘unknown’’ intermediary is involved is
inconsistent with the generally
recognized principle that customers
generally seek their own economic gain
and that broker-dealers have a
corresponding duty to use reasonable
efforts to maximize the economic
benefits for their customers.19 There is
nothing in the case law that suggests
that a broker-dealer’s determination to
use an unrelated intermediary should
relieve its duties in this regard. NASD
strongly believes that customers are
entitled to receive equivalent best
execution protections without regard to
whether their order is executed by the
originating broker-dealer or routed to or
through another broker-dealer for
execution.
The SIA and Instinet submitted
comment letters that, taken together,
promote the view that a recipient
broker-dealer’s compliance with the
terms and conditions of the order, as
communicated by the originating
broker-dealer, solely, should constitute
satisfaction of its best execution
obligation with regard to such routed
orders. SIA and Instinet assert that this
is appropriate because the recipient
broker-dealer is not in the same position
as the routing firm to weigh the relative
18 It has been NASD’s consistent position since at
least 1963 that ‘‘the integrity of the industry can be
maintained only if the fundamental principle that
a customer should at all times get the best available
price which can reasonably be obtained for him is
followed.’’ See, Report of Special Study of
Securities Markets of the Securities and Exchange
Commission, H.R. Doc. No. 95, 88th Cong., 1st
Sess., pt. II, 624 (1963).
19 See, e.g., Newton v. Merrill Lynch, Pierce,
Fenner & Smith, Inc., 135 F.3d 266, 270 (3d Cir.
1998) (en banc) (citation omitted), cert. denied sub
nom., Merrill Lynch, Pierce, Fenner & Smith Inc. v.
Kravitz, 525 U.S. 811 (1998). The Court, in the
context of an agency relationship, recognized that
customers seek their own economic gain.
Specifically, the Court stated that ‘‘* * * the clientprincipal seeks his own economic gain and the
purpose of the agency is to help the client-principal
achieve that objective, the broker-dealer, absent
instructions to the contrary, is expected to use
reasonable efforts to maximize the economic benefit
to the client in each transaction.’’
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importance of various factors related to
each customer, as it usually has no
knowledge of the actual customer.
NASD disagrees with the arguments
of SIA and Instinet. The recipient
member is certainly entitled to rely on
the routing member to understand the
terms of the order absent any other
direct contact with the customer; with
that allowance noted, the recipient
member is not at any further
disadvantage in complying with the
terms of Rule NASD 2320, and,
consequently, investor protection
requires that recipient members must be
subject to all of the relevant reasonable
diligence factors in determining
whether best execution has occurred as
a matter of fact and circumstance.
Instinet also asserted that the proposal
would create an unfair competitive
disparity between otherwise similarly
situated market centers that execute
orders on an electronic agency basis
because the proposed rule would not
apply to market centers operated by
NASD and other self-regulatory
organizations (‘‘SROs’’). Instinet
requests that NASD revise the proposal
to exclude member-operated Electronic
Communication Networks and
Alternative Trading Systems that
interact with orders on a fully
automated basis, or else apply the same
obligations under the proposal to the
market centers operated by NASD and
other SROs.20 As noted above, NASD
has responded to this comment, as well
as BMA’s, by deleting proposed
references to market centers and simply
using the term ‘‘market.’’ For purposes
of NASD Rule 2320, this term should be
interpreted broadly to include a variety
of different venues, including, but not
limited to, market centers that are
trading a particular security. Finally, in
response to the commenters’ concerns,
in Amendment No. 4, NASD clarified
that a member’s duty to provide best
execution to customer orders received
from other broker-dealers ‘‘arises only
when an order is routed from the
broker-dealer to the member for the
purpose of order handling and
20 Instinet also claims that, in light of Regulation
NMS’ effects on interaction among market centers
and the potential conflicts and interpretive issues,
NASD’s proposal could be interpreted to require a
market center (the recipient broker-dealer) to
consider routing an order to another market center
displaying a better price even though the
originating broker-dealer already has indicated that
it has attempted to access such interest. NASD’s
Best Execution Rule contains a number of factors
that are examined to determine whether a member
or associated person has used reasonable diligence,
including ‘‘accessibility of the quotation.’’
Accordingly, the facts and circumstances
surrounding the ‘‘accessibility of the quotations’’
would be considered to the extent they are
appropriate.
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execution’’ and does not arise when
another broker-dealer is simply
executing against a member’s quote.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the self-regulatory
organization consents, the Commission
will:
A. By order approve such proposed
rule change, or
B. Institute proceedings to determine
whether the proposed rule change
should be 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, as amended, 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 e-mail to rulecomments@sec.gov. Please include File
Number SR–NASD–2004–026 on the
subject line.
the Commission’s Public Reference
Room. Copies of the filing also will be
available for inspection and copying at
the principal office of NASD. 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–NASD–2004–026 and
should be submitted on or before
November 16, 2005.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.21
Jonathan G. Katz,
Secretary.
[FR Doc. E5–5922 Filed 10–25–05; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–52645; File No. SR–NASD–
2005–116]
Self-Regulatory Organizations;
National Association of Securities
Dealers, Inc.; Notice of Filing of
Proposed Rule Change To Modify
Nasdaq’s Auditor Peer Review
Requirement
October 20, 2005.
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
September 29, 2005, the National
Paper Comments
Association of Securities Dealers, Inc.
• Send paper comments in triplicate
(‘‘NASD’’), through its subsidiary, The
to Jonathan G. Katz, Secretary,
Nasdaq Stock Market, Inc. (‘‘Nasdaq’’),
Securities and Exchange Commission,
filed with the Securities and Exchange
100 F Street, NE., Washington, DC
Commission (‘‘Commission’’) the
20549–9303.
proposed rule change as described in
All submissions should refer to File
Items I, II, and III below, which Items
Number SR–NASD–2004–026. This file
have been prepared by Nasdaq. The
number should be included on the
subject line if e-mail is used. To help the Commission is publishing this notice to
solicit comments on the proposed rule
Commission process and review your
change from interested persons.
comments more efficiently, please use
only one method. The Commission will I. Self-Regulatory Organization’s
post all comments on the Commission’s Statement of the Terms of Substance of
Internet Web site (https://www.sec.gov/
the Proposed Rule Change
rules/sro.shtml). Copies of the
Nasdaq proposes to modify NASD
submission, all subsequent
Rule 4350(k) to reflect changes to the
amendments, all written statements
oversight of auditors mandated by the
with respect to the proposed rule
Sarbanes-Oxley Act of 2002 (the
change that are filed with the
‘‘Sarbanes-Oxley Act’’) 3 and to make a
Commission, and all written
conforming amendment to NASD Rule
communications relating to the
4200(a). Nasdaq will implement the
proposed rule change between the
proposed rule immediately upon
Commission and any person, other than
those that may be withheld from the
21 17 CFR 200.30–3(a)(12).
public in accordance with the
1 15 U.S.C. 78s(b)(1)
2 17 CFR 240.19b–4
provisions of 5 U.S.C. 552, will be
3 Pub. L. 107–204, 116 Stat. 745 (2002).
available for inspection and copying in
PO 00000
Frm 00088
Fmt 4703
Sfmt 4703
E:\FR\FM\26OCN1.SGM
26OCN1
Agencies
[Federal Register Volume 70, Number 206 (Wednesday, October 26, 2005)]
[Notices]
[Pages 61861-61864]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E5-5922]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-52637; File No. SR-NASD-2004-026]
Self-Regulatory Organizations; National Association of Securities
Dealers, Inc.; Notice of Filing of Amendments No. 3 and 4 to Proposed
Rule Change To Amend NASD Rule 2320(a) Governing Best Execution
October 19, 2005.
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 June 22 and September 22, 2005, the National Association of
Securities Dealers, Inc. (``NASD'') filed with the Securities and
Exchange Commission (``Commission'' or ``SEC'') Amendments No. 3 and 4
to the proposed rule change as described in Items I, II, and III below
which Items have substantially been prepared by the NASD. The proposed
rule change, incorporating Amendments No. 1 and 2, was published for
comment in the Federal Register on February 25, 2005.\3\ The Commission
is publishing this notice to solicit comments on the proposed rule
change, as amended by Amendments No. 3 and 4 from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 51229 (Feb. 18,
2005), 70 FR 9416.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
In response to comments on the original proposal, NASD is proposing
additional amendments to Rule 2320(a) (``Best Execution Rule''). Below
is the text of the proposed rule change marked to show changes from the
text that was published previously.\4\ Proposed deletions are in
brackets. The discussion section of this notice focuses on the changes
made in Amendments No. 3 and 4. For an explanation of the original
filing, see the release cited in footnote 3.
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\4\ Id.
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2300. TRANSACTIONS WITH CUSTOMERS
2320. Best Execution and Interpositioning
(a) In any transaction for or with a customer or a customer of
another broker-dealer, a member and persons associated with a member
shall use reasonable diligence to ascertain the best market [center]
for the subject security and buy or sell in such market [center] so
that the resultant price to the customer is as favorable as possible
under prevailing market conditions. Among the factors that will be
considered in determining whether a member has used ``reasonable
diligence'' are:
(1) The character of the market for the security, e.g., price,
volatility, relative liquidity, and pressure on available
communications;
(2) The size and type of transaction;
(3) The number of markets checked;
(4) Accessibility of the quotation; and
(5) The terms and conditions of the order which result in the
transaction, as communicated to the member and persons associated with
the member.
(b) through (g) No change.
* * * * *
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, NASD 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. NASD 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
Background
The Best Execution Rule currently requires a member, in any
transaction for or with a customer, to use reasonable diligence to
ascertain the best inter-dealer market for a security and to buy or
sell in such a market so that the price to the customer is as favorable
as possible under the prevailing market conditions. NASD has received a
number of questions regarding the application of the term ``customer,''
in the context of best execution. NASD Rule 0120(g) defines
``customer'' to exclude a broker or dealer, unless the context
otherwise requires. For example, if a firm that receives an order from
a customer (``originating broker-dealer'') routes the order to a member
firm (``recipient member'') and the recipient member executes the order
in a manner inconsistent with the Best Execution Rule, the recipient
member could argue that it has not violated the Best Execution Rule
because the transaction was not ``for or with a customer,'' but rather
for or with a broker-dealer.
NASD believes that not applying the Best Execution Rule to
recipient members is contrary to both the interests of the investing
public and the general intent of the Best Execution Rule.
Proposal
NASD filed Amendments No. 3 and 4 in response to the commenters'
concerns about how the proposed rule change would apply to the debt
markets
[[Page 61862]]
and in instances where another broker-dealer is simply executing a
customer order against a member's quote. Amendment No. 3 deletes
proposed references to market centers and instead uses the term
``market.'' NASD is making this change in response to comments that
suggest that the term ``market center'' would: (1) Create an unfair
competitive disparity in the equity market; and (2) create confusion
and problems of interpretation, application, and enforcement in the
debt market. While the term ``market'' has been in the text of NASD
Rule 2320 since its adoption, it is an undefined term. Accordingly,
NASD is providing interpretive guidance that states that, for purposes
of NASD Rule 2320, the term ``market'' or ``markets'' should be
interpreted broadly to include a variety of different venues,
including, but not limited to, market centers that are trading a
particular security. Such an expansive interpretation is for the
purposes of both informing broker-dealers as to the scope of venues
that must be considered in the furtherance of their best execution
obligations and promoting fair competition among broker-dealers,
exchange markets, and markets other than exchange markets, as well as
any other venue that may emerge, by not mandating that certain trading
venues have less relevance than others in the course of best execution.
In Amendment No. 3, NASD also is providing interpretive guidance
concerning how the Best Execution Rule should be applied in the debt
market with respect to one of the factors used to determine if a member
has used reasonable diligence: Accessibility of the quotation. When
quotations are available, such as for certain liquid debt securities,
NASD will consider the ``accessibility of such quotations'' when
examining whether a member has used reasonable diligence. For purposes
of debt, the term ``quotation'' refers to either dollar (or other
currency) pricing or yield pricing.\5\
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\5\ NASD notes, however, that accessibility is only one of the
non-exhaustive reasonable diligence factors set out in NASD Rule
2320. In the absence of accessibility, members are not relieved from
taking reasonable steps and employing their market expertise in
achieving the best execution of customer orders.
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Amendment No. 4 clarified that a member's duty to provide best
execution in any transaction ``for or with a customer of another
broker-dealer'' does not apply in instances when another broker-dealer
is simply executing a customer order against the member's quote. Stated
in another manner, the duty to provide best execution to customer
orders received from other broker-dealers arises only when an order is
routed from the broker-dealer to the member for the purpose of order
handling and execution. This clarification is intended to draw a
distinction between those situations in which the member is acting
solely as the buyer or seller in connection with orders presented by a
broker-dealer against the member's quote, as opposed to those
circumstances in which the member is accepting order flow from another
broker-dealer for the purpose of facilitating the handling and
execution of such orders.
2. Statutory Basis
NASD believes that the proposed rule change is consistent with the
provisions of Section 15A of the Act,\6\ in general, and with Section
15A(b)(6) of the Act,\7\ in particular, which requires that NASD rules
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. The obligation of a member
firm to provide best execution to its customers has long been an
important investor protection rule, characteristic of fair and orderly
markets and a central focus of NASD's examination, customer complaint,
and automated surveillance programs. NASD believes that the proposed
rule change will expand customer protection under the Best Execution
Rule, provide better clarity to members, and enhance NASD's ability to
pursue actions for failure to provide best execution.
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\6\ 15 U.S.C. 78o-3.
\7\ 15 U.S.C. 78o-3(b)(6).
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B. Self-Regulatory Organization's Statement on Burden on Competition
NASD 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, as amended.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
On February 25, 2005, the SEC published SR-NASD-2004-026 for
comment in the Federal Register.\8\ The SEC received three comment
letters in response to the publication of the rule proposal in the
Federal Register.\9\ On June 22, 2005, the NASD responded to the
comments.\10\ BMA responded to the NASD's response.\11\
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\8\ See footnote 3, supra.
\9\ See letters from Amal Aly, Vice President and Associate
General Counsel, and Ann Vlcek, Vice President and Associate General
Counsel, Securities Industry Association (``SIA'') dated March 18,
2005 (``SIA Letter''); Paul A. Merolla, Executive Vice President and
General Counsel, Instinet Group, Inc. (``Instinet'') dated March 22,
2005 (``Instinet Letter''); Michele C. David, Vice President and
Assistant General Counsel, The Bond Market Association (``BMA'')
dated April 5, 2005 (``BMA Letter''); all of which were addressed to
Jonathan G. Katz, Secretary, Commission.
\10\ See Amendment No. 3.
\11\ See letter from Marjorie Gross, Senior Vice President and
Regulatory Counsel, BMA to Jonathan G. Katz, Secretary Commission,
dated September 6, 2005 (``BMA Letter 2'').
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The BMA submitted a comment letter stating, among other things, its
belief that NASD only considered equities trading when drafting the
proposed rule change.\12\ Specifically, BMA states that NASD's proposed
change of terminology in an attempt to clarify and modernize the Best
Execution Rule exemplifies how the rule change was drafted to address
equities trading only and states further that changing ``inter-dealer''
markets to ``market centers'' has no meaning in the context of the bond
market. BMA believes the proposal is inappropriate for fixed income
securities and, if adopted, would exacerbate existing difficulties with
regard to bond trading. In addition, BMA believes applying the Best
Execution Rule, as amended, is impractical, unfair, anti-competitive,
unworkable in the case of the bond market, and inconsistent with a
customer's reasonable expectations of how its orders will be handled.
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\12\ NASD did not intend to only consider equity trading when
drafting this proposal. In this rule proposal, NASD is again
clarifying that the Best Execution Rule is applicable to the debt
market, and is providing additional interpretive guidance.
Specifically, NASD is providing interpretive guidance with respect
to the ``accessibility of the quotations'' reasonable diligence
factor and the application of this factor in the debt market. When
quotations are available, such as for certain liquid debt
securities, NASD will consider the ``accessibility of such
quotations'' when examining whether a member has used due diligence.
In such instances, the term ``quotation'' refers to either dollar
(or other currency) pricing or yield pricing.
---------------------------------------------------------------------------
NASD appreciates the comments of BMA but does not find them to be
persuasive. Essentially, BMA is advocating, for a number of reasons,
that the Best Execution Rule is not applicable to the debt market.
However, the terms of NASD Rule 2320 have never been limited to equity
securities and the consistency of this observation is expressed in NASD
Rule 0116 in which the Best Execution Rule, among others, is made
applicable to transactions and business activities relating to exempted
securities (other than municipal securities) conducted by members and
associated persons.\13\
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\13\ See Securities Exchange Act Release No. 44631 (July 31,
2001), 66 FR 41283 (August 7, 2001) (Approval of SR-NASD-2000-38).
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[[Page 61863]]
Further, BMA asserts that the term ``market center'' is an equity
term and cannot be applied in the context of debt. The NASD
acknowledges that the term ``market center'' has traditionally been
used in connection with certain equity securities. For example, Rule
600(b)(38) under the Act,\14\ which is applicable to national market
system securities, defined ``market center'' as any exchange market
maker, over-the-counter (OTC) market maker, alternative trading system,
national securities exchange, or national securities association. In
seeking to modernize the Best Execution Rule, NASD sought a recognized
term that was aimed broadly at capturing order execution venues.
However, in response to comments, including BMA's concerns that use of
this term may introduce confusion in the debt market; NASD has
determined to amend the Best Execution Rule to instead use the term
``market.'' It should be noted, as discussed above, that the term
``market'' or ``markets'' for purposes of NASD Rule 2320, should be
interpreted broadly to include a variety of different venues, including
but not limited to market centers that are trading a particular
security. Such an expansive interpretation is for the purposes of both
informing broker-dealers as to the scope of venues that must be
considered in the furtherance of their best execution obligations and
promoting fair competition among broker-dealers, exchange markets, and
markets other than exchange markets, as well as any other venue that
may emerge; it is not NASD's intention to mandate that certain trading
venues have less relevance than others in the course of best execution.
---------------------------------------------------------------------------
\14\ 17 CFR 242.600(b)(38).
---------------------------------------------------------------------------
BMA also believes imposing a best execution obligation on a
``downstream'' chain of dealers is impractical, unfair, anti-
competitive, and unworkable in the case of the bond market. BMA argues
that such an obligation should not be imposed on recipient broker-
dealers because there is no pre-trade quote transparency, no mandatory
firm quote obligation, and no uniform, regulated inter-market and
inter-dealer linkage.\15\ BMA fails to recognize that the Best
Execution Rule has been in place since 1968. It was adopted at a time
when the market structure of the OTC market was quite different. There
was significantly less market transparency. Trading decisions and
pricing information were based upon telephone and wire quotations as
well as quotations in the National Quotation Bureau sheet. At that
time, in response to a recommendation made in Chapter VII of the Report
of Special Study of Securities Markets of the Securities and Exchange
Commission,\16\ NASD had recently adopted a policy with respect to
firmness of quotations. Furthermore, no uniform, regulated inter-
market, inter-dealer linkage existed. The fact is that the Best
Execution Rule has been in force since the time when the OTC equity
market more closely resembled the current fixed income market.
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\15\ BMA notes in its comment letter that the fixed income
market is, in fact, not a single market, but in effect, several
different markets ranging from the U.S. Treasury market, where
dealer quotations may be very representative of market prices and
quotations on trading systems may be executable, to the corporate
bond market, where large and active issuers may be actively quoted
and where screens may provide good transparency for certain
securities of active issuers (but not for other securities or
issuers), to the market for distressed and emerging market paper and
derivative instruments, such as structured notes, where there may be
limited trading, quoting or transparency. Notwithstanding these
observations, they do not obviate the application of the Best
Execution Rule in wholesale fashion. As discussed subsequently in
the text, NASD's Best Execution Rule looks at a number of factors,
including the character of the market for the security, to determine
whether a member or associated person(s) has used reasonable
diligence. Accordingly, it can be applied in a variety of different
markets that can possess divergent characteristics, including the
U.S. debt market.
\16\ See Report of Special Study of Securities Markets of the
Securities and Exchange Commission, H.R. Doc. No. 95, 88th Cong.,
1st Sess., pt. II, 674 (1963).
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The principles embodied in the Best Execution Rule have evolved
over time with changes in technology and the structure of the financial
markets.\17\ This evolution arises because the standard in the Best
Execution Rule is one of ``reasonable diligence'' that is assessed by
examining specific factors including ``the character of the market for
the security.'' Accordingly, the determination as to whether a member
has satisfied its best execution obligations necessarily involves a
``facts and circumstances'' analysis. In sum, in its refutation of the
best execution obligation in the context of the debt markets, BMA is
incorrect as a matter of law and regulation. Moreover, BMA's policy
attack on this important investor protection safeguard is fatally
undermined by the elasticity of NASD Rule 2320 in its recognition that
the character of the market will be among the reasonable diligence
factors in the execution of the obligation.
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\17\ The SEC has expressly recognized the evolving nature of the
best execution obligations of broker-dealers. See, e.g., Final
Rules, 61 FR at 48322-23 (``The scope of this duty of best execution
must evolve as changes occur in the market that give rise to
improved executions for customer orders, including opportunities to
trade more advantageous prices. As these changes occur, broker-
dealers' procedures for seeking to obtain best execution for
customer orders also must be modified to consider price
opportunities that become `reasonably available.' ''). Accordingly,
the principles embodied in the text of the Best Execution Rule are
applicable to a variety of different market structures and evolve as
the market structure for a particular type of security evolves.
---------------------------------------------------------------------------
BMA posits that extending best execution obligations to customers
of another broker-dealer is inconsistent with a customer's reasonable
expectations of how its orders will be handled because the customer
would not have the same expectations of the chain of ``unknown''
intermediary firms involved in its transactions. NASD strongly
disagrees with BMA.\18\ BMA's assertion that customers' expectations
would somehow be different when an ``unknown'' intermediary is involved
is inconsistent with the generally recognized principle that customers
generally seek their own economic gain and that broker-dealers have a
corresponding duty to use reasonable efforts to maximize the economic
benefits for their customers.\19\ There is nothing in the case law that
suggests that a broker-dealer's determination to use an unrelated
intermediary should relieve its duties in this regard. NASD strongly
believes that customers are entitled to receive equivalent best
execution protections without regard to whether their order is executed
by the originating broker-dealer or routed to or through another
broker-dealer for execution.
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\18\ It has been NASD's consistent position since at least 1963
that ``the integrity of the industry can be maintained only if the
fundamental principle that a customer should at all times get the
best available price which can reasonably be obtained for him is
followed.'' See, Report of Special Study of Securities Markets of
the Securities and Exchange Commission, H.R. Doc. No. 95, 88th
Cong., 1st Sess., pt. II, 624 (1963).
\19\ See, e.g., Newton v. Merrill Lynch, Pierce, Fenner & Smith,
Inc., 135 F.3d 266, 270 (3d Cir. 1998) (en banc) (citation omitted),
cert. denied sub nom., Merrill Lynch, Pierce, Fenner & Smith Inc. v.
Kravitz, 525 U.S. 811 (1998). The Court, in the context of an agency
relationship, recognized that customers seek their own economic
gain. Specifically, the Court stated that ``* * * the client-
principal seeks his own economic gain and the purpose of the agency
is to help the client-principal achieve that objective, the broker-
dealer, absent instructions to the contrary, is expected to use
reasonable efforts to maximize the economic benefit to the client in
each transaction.''
---------------------------------------------------------------------------
The SIA and Instinet submitted comment letters that, taken
together, promote the view that a recipient broker-dealer's compliance
with the terms and conditions of the order, as communicated by the
originating broker-dealer, solely, should constitute satisfaction of
its best execution obligation with regard to such routed orders. SIA
and Instinet assert that this is appropriate because the recipient
broker-dealer is not in the same position as the routing firm to weigh
the relative
[[Page 61864]]
importance of various factors related to each customer, as it usually
has no knowledge of the actual customer.
NASD disagrees with the arguments of SIA and Instinet. The
recipient member is certainly entitled to rely on the routing member to
understand the terms of the order absent any other direct contact with
the customer; with that allowance noted, the recipient member is not at
any further disadvantage in complying with the terms of Rule NASD 2320,
and, consequently, investor protection requires that recipient members
must be subject to all of the relevant reasonable diligence factors in
determining whether best execution has occurred as a matter of fact and
circumstance.
Instinet also asserted that the proposal would create an unfair
competitive disparity between otherwise similarly situated market
centers that execute orders on an electronic agency basis because the
proposed rule would not apply to market centers operated by NASD and
other self-regulatory organizations (``SROs''). Instinet requests that
NASD revise the proposal to exclude member-operated Electronic
Communication Networks and Alternative Trading Systems that interact
with orders on a fully automated basis, or else apply the same
obligations under the proposal to the market centers operated by NASD
and other SROs.\20\ As noted above, NASD has responded to this comment,
as well as BMA's, by deleting proposed references to market centers and
simply using the term ``market.'' For purposes of NASD Rule 2320, this
term should be interpreted broadly to include a variety of different
venues, including, but not limited to, market centers that are trading
a particular security. Finally, in response to the commenters'
concerns, in Amendment No. 4, NASD clarified that a member's duty to
provide best execution to customer orders received from other broker-
dealers ``arises only when an order is routed from the broker-dealer to
the member for the purpose of order handling and execution'' and does
not arise when another broker-dealer is simply executing against a
member's quote.
---------------------------------------------------------------------------
\20\ Instinet also claims that, in light of Regulation NMS'
effects on interaction among market centers and the potential
conflicts and interpretive issues, NASD's proposal could be
interpreted to require a market center (the recipient broker-dealer)
to consider routing an order to another market center displaying a
better price even though the originating broker-dealer already has
indicated that it has attempted to access such interest. NASD's Best
Execution Rule contains a number of factors that are examined to
determine whether a member or associated person has used reasonable
diligence, including ``accessibility of the quotation.''
Accordingly, the facts and circumstances surrounding the
``accessibility of the quotations'' would be considered to the
extent they are appropriate.
---------------------------------------------------------------------------
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date if it finds such longer period to
be appropriate and publishes its reasons for so finding or (ii) as to
which the self-regulatory organization consents, the Commission will:
A. By order approve such proposed rule change, or
B. Institute proceedings to determine whether the proposed rule
change should be 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, as amended, 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 e-mail to rule-comments@sec.gov. Please include
File Number SR-NASD-2004-026 on the subject line.
Paper Comments
Send paper comments in triplicate to Jonathan G. Katz,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-9303.
All submissions should refer to File Number SR-NASD-2004-026. This
file number should be included on the subject line if e-mail 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 inspection
and copying in the Commission's Public Reference Room. Copies of the
filing also will be available for inspection and copying at the
principal office of NASD. 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-NASD-2004-026 and should be submitted on or before November 16,
2005.
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\21\
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\21\ 17 CFR 200.30-3(a)(12).
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Jonathan G. Katz,
Secretary.
[FR Doc. E5-5922 Filed 10-25-05; 8:45 am]
BILLING CODE 8010-01-P