Self-Regulatory Organizations; National Association of Securities Dealers, Inc.; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend NASD Rule 7010 To Modify Pricing for NASD Members Using ITS/CAES System and Inet Facility, 7787-7789 [E7-2841]
Download as PDF
Federal Register / Vol. 72, No. 33 / Tuesday, February 20, 2007 / Notices
such shorter time as the Commission
may designate if consistent with the
protection of investors and the public
interest, it has become effective
pursuant to Section 19(b)(3)(A) of the
Act,16 and Rule 19b–4(f)(6)
thereunder.17 At any time within 60
days of the filing of the proposed rule
change the Commission may summarily
abrogate 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.
A proposed rule change filed under
Rule 19b–4(f)(6) 18 normally does not
become operative prior to 30 days after
the date of filing. However, pursuant to
Rule 19b–4(f)(6)(iii),19 the Commission
may designate a shorter time if such
action is consistent with the protection
of investors and the public interest. The
NASD has asked the Commission to
waive the 30-day pre-operative delay.
The Commission believes that such
waiver is consistent with the protection
of investors and the public interest
because it would allow the NASD to
update and clarify its rules.20 The
Commission notes that the proposed
rule change will facilitate the
implementation of NASD rules that
were subject to notice and comment and
approved by the Commission on
November 21, 2006. For this reason, the
Commission designates the proposed
rule change to be operative on the date
that the Nasdaq Exchange begins
operations as a national securities
exchange for non-Nasdaq exchangelisted securities.
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
Paper Comments
• Send paper comments in triplicate
to Nancy M. Morris, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–NASD–2007–012. 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 such 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–2007–012 and
should be submitted on or before March
13, 2007.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.21
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–2839 Filed 2–16–07; 8:45 am]
BILLING CODE 8010–01–P
hsrobinson on PROD1PC76 with NOTICES
• 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–2007–012 on the
subject line.
16 15
17 17
[Release No. 34–55283; File No. SR–NASD–
2007–010]
Self-Regulatory Organizations;
National Association of Securities
Dealers, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend NASD Rule
7010 To Modify Pricing for NASD
Members Using ITS/CAES System and
Inet Facility
February 12, 2007.
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 January
29, 2007, the National Association of
Securities Dealers, Inc. (‘‘NASD’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared substantially by
NASD. NASD submitted the proposed
rule change under Section 19(b)(3)(A) of
the Act 3 and Rule 19b–4(f)(2)
thereunder,4 which renders the proposal
effective upon filing with the
Commission.5 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 Substance of
the Proposed Rule Change
NASD proposes to amend NASD Rule
7010 to modify the pricing for its
members using the ITS/CAES System
and the Inet facility (the ‘‘Nasdaq
Facilities’’), which are currently
operated by The Nasdaq Stock Market,
Inc. and its subsidiaries (‘‘Nasdaq’’) as
facilities of NASD. The text of the
proposed rule change is available on the
NASD’s Web site at https://
www.nasd.com, at NASD 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
1 15
18 Id.
16:14 Feb 16, 2007
Jkt 211001
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(2).
5 NASD stipulated the implementation date to be
February 1, 2007.
2 17
19 17
VerDate Aug<31>2005
SECURITIES AND EXCHANGE
COMMISSION
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
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
CFR 240.19b–4(f)(6)(iii).
20 For purposes only of waiving the operative date
of this proposal, the Commission has considered
the rule’s impact on efficiency, competition and
capital formation. 15 U.S.C. 78c(f).
7787
21 17
PO 00000
CFR 200.30–3(a)(12).
Frm 00025
Fmt 4703
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E:\FR\FM\20FEN1.SGM
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7788
Federal Register / Vol. 72, No. 33 / Tuesday, February 20, 2007 / Notices
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
hsrobinson on PROD1PC76 with NOTICES
1. Purpose
This proposed rule change modifies
the pricing schedule for the systems for
trading non-Nasdaq exchange-listed
securities that are currently operated as
NASD facilities by Nasdaq. The fees
apply to the Nasdaq Facilities, but as is
currently the case with respect to fees
for these systems, the fee schedule
reflects the volume of a member’s use of
ITS/CAES, Inet, and the Nasdaq Market
Center (a facility of The NASDAQ Stock
Market LLC (the ‘‘Nasdaq Exchange’’))
in determining applicable fees.6 The
changes made by this proposed rule
change relate to order execution fees for
ITS/CAES and Inet, fees for routing to
venues other than the New York Stock
Exchange (the ‘‘NYSE’’), and fees for
routing orders in exchange-traded funds
to the NYSE; fees to route other orders
to the NYSE are unchanged.
Currently, members with an average
daily volume in all securities during the
month of (i) More than 30 million shares
of liquidity provided, and (ii) more than
50 million shares of liquidity accessed
and/or routed; or members with an
average daily volume through the
Nasdaq Facilities in all securities during
the month of (i) More than 20 million
shares of liquidity provided, and (ii)
more than 60 million shares of liquidity
accessed and/or routed, pay a fee of
$0.0027 per share executed when their
6 The consideration of volumes through the
Nasdaq Exchange is a function of the phased
transition of Nasdaq from an operator of NASD
facilities to a separate national securities exchange.
As such, NASD fee schedules will be amended to
remove all references to Nasdaq at or shortly after
the time when the Nasdaq Exchange begins to trade
non-Nasdaq exchange-listed securities, which is
currently expected to occur on February 12, 2007.
The Nasdaq Exchange has submitted a comparable
filing to establish the same fees for Nasdaq-listed
securities, which likewise considers trading
volumes through ITS/CAES and Inet. See SR–
NASDAQ–2007–003.
When the Nasdaq Exchange begins to trade nonNasdaq securities, Inet will no longer be operated
as an NASD facility for trading non-Nasdaq
securities. Accordingly, for the month of February,
the volumes used to determine fees for ITS/CAES
and Inet will also consider volumes in non-Nasdaq
securities through the Nasdaq Market Center. For
this reason, a reference to ‘‘Nasdaq-listed
securities’’ is being deleted from the explanatory
text of Rule 7010(i)(1). This change is necessary to
ensure that members using Inet and ITS/CAES prior
to the anticipated transition on February 12, 2007
pay fees for that period that reflect a full month’s
worth of their trading activity.
VerDate Aug<31>2005
16:14 Feb 16, 2007
Jkt 211001
orders access liquidity on ITS/CAES or
Inet or are routed. Members with lower
volumes pay a fee of $0.0028 or $0.003,
depending on their volumes. The
proposed rule change raises the volume
thresholds needed to qualify for the
$0.0027 fee, such that it will be
available to market participants that (i)
Add more than 35 million shares of
liquidity per day during the month and
route or remove more than 55 million
shares of liquidity per day during the
month, or (ii) add more than 25 million
shares of liquidity per day during the
month and route or remove more than
65 million share of liquidity per day
during the month.
Currently, members adding more than
30 million shares of liquidity per day
during the month receive a liquidity
provider credit of $0.0025 per share
executed; members providing less
liquidity receive a credit of $0.002. The
proposed rule change raises the
threshold needed to qualify for the
$0.0025 rebate to 35 million shares per
day. However, the proposed rule change
also introduces an intermediate credit of
$0.0022 per share executed for members
that provide more than 20 million
shares of liquidity during the month.
The fees reflected in this proposed
rule change were announced by Nasdaq
on November 30, 2006,7 as part of a
market-wide evolution in the pricing
structure for non-Nasdaq listed
securities and an effort by Nasdaq to
adopt consistent pricing for all types of
securities. Previously, the fees charged
by Nasdaq and other venues for nonNasdaq securities had been
characterized by low execution and
routing fees and no credits for liquidity
providers. During the fall of 2006,
however, other markets began to adopt
higher execution fees, coupled with
liquidity provider credits, thereby
moving toward a structure that had long
been in effect for Nasdaq-listed
securities. As of January 2, 2007, NASD
likewise introduced fees for the ITS/
CAES and Inet that reflected this
evolving pricing structure.8 However,
the fees filed for January were intended
as a one-month transition away from the
previous structure, and therefore
included lower thresholds to qualify for
favorable pricing. In addition, the new
higher thresholds proposed by this
proposed rule change reflect the
growing volumes of orders for NYSElisted securities that are executed or
7 See Nasdaq Head Trader Alert #2006–199
(November 30, 2006), available at https://
www.nasdaqtrader.com/trader/news/2006/
headtraderalerts/hta2006–199.stm.
8 See Securities Exchange Act Release No. 55129
(January 18, 2007), 72 FR 03894 (January 26, 2007).
PO 00000
Frm 00026
Fmt 4703
Sfmt 4703
routed through Inet and ITS/CAES, and
are intended to encourage further usage.
2. Statutory Basis
NASD believes that the proposed rule
change is consistent with Section 15A of
the Act,9 in general, and furthers the
objectives of Section 15A(b)(5) of the
Act,10 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 the
NASD operates or controls.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
NASD does not believe that the
proposed rule change will impose any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
NASD has neither solicited nor
received comments on the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The proposed rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act 11 and
subparagraph (f)(2) of Rule 19b-4
thereunder,12 because it establishes or
changes a due, fee, or other charge
imposed by the NASD. At any time
within 60 days of the filing of the
proposed rule change, the Commission
may summarily abrogate 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.
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
9 15
U.S.C. 78o-3.
U.S.C. 78o-3(b)(5).
11 15 U.S.C. 78s(b)(3)(a)(ii).
12 17 CFR 240.19b-4(f)(2).
10 15
E:\FR\FM\20FEN1.SGM
20FEN1
Federal Register / Vol. 72, No. 33 / Tuesday, February 20, 2007 / Notices
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NASD–2007–010 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Nancy M. Morris, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–NASD–2007–010. 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 such filing also will be
available for inspection and copying at
the principal offices 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–2007–010 and
should be submitted on or before March
13, 2007.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.13
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–2841 Filed 2–16–07; 8:45 am]
hsrobinson on PROD1PC76 with NOTICES
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–55280; File No. SR–NASD–
2007–003]
Self-Regulatory Organizations;
National Association of Securities
Dealers, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Regarding Fees and
Credits for the NASD/BSE Trade
Reporting Facility
February 12, 2007.
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 January
16, 2007, the National Association of
Securities Dealers, Inc. (‘‘NASD’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by NASD. NASD filed the
proposed rule change pursuant to
Section 19(b)(3)(A) of the Act 3 and Rule
19b–4(f)(6) thereunder,4 which renders
it effective upon filing with the
Commission. 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 Substance of
the Proposed Rule Change
NASD proposes to adopt a new NASD
Rule 7000D Series relating to fees and
credits for the Trade Reporting Facility
(‘‘NASD/BSE TRF’’) established by
NASD and the Boston Stock Exchange
(‘‘BSE’’). The text of the proposed rule
change is available at www.nasd.com,
NASD, and 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,
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.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6).
2 17
13 17
CFR 200.30–3(a)(12).
VerDate Aug<31>2005
16:14 Feb 16, 2007
Jkt 211001
PO 00000
Frm 00027
Fmt 4703
Sfmt 4703
7789
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
On December 13, 2006, the
Commission approved SR–NASD–2006–
115,5 which established rules relating to
the new NASD/BSE TRF. The NASD/
BSE TRF will provide NASD members
with another mechanism for reporting to
NASD locked-in transactions in
exchange-listed securities effected
otherwise than on an exchange. It is
anticipated that the NASD/BSE TRF
will commence operation in February
2007 upon successful completion of
system testing and certification. The
instant proposed rule change would
adopt a new NASD Rule 7000D Series
relating to fees and credits applicable to
the NASD/BSE TRF.
NASD is proposing that under new
Rule 7002D there will be no transaction
fee for reporting locked-in trades to the
NASD/BSE TRF in securities listed on
the New York Stock Exchange (‘‘Tape
A’’), the American Stock Exchange
(‘‘Tape B’’), and the Nasdaq Exchange
(‘‘Tape C’’). Although NASD is not
required to file a proposed rule change
where no fees are to be assessed, for
members’ convenience and to avoid
potential confusion with the fee
structures of other NASD facilities,
NASD is proposing Rule 7002D to
clarify that there will be no charge for
use of the NASD/BSE TRF to report
locked-in transactions in exchangelisted securities effected otherwise than
on an exchange. The text of proposed
Rule 7002D is identical to the text of
current Rule 7002C relating to the
NASD/NSX TRF.
In addition, NASD is proposing a
transaction credit program under new
Rule 7001D that is identical to the
existing transaction credit program for
the NASD/Nasdaq TRF under Rule
7001B.6 NASD members reporting
trades in Tape A, Tape B and Tape C
stocks to the NASD/BSE TRF will
receive a 50% pro rata credit on market
data revenue earned by the NASD/BSE
TRF with respect to those trade reports
after deducting the amount, if any, that
the Trade Reporting Facility pays to the
5 See Securities Exchange Act Release No. 54932
(December 13, 2006), 71 FR 76409 (December 20,
2006)(order).
6 See Securities Exchange Act Release No. 54353
(August 23, 2006), 71 FR 51255 (August 29, 2006).
NASD also notes that the proposed transaction
credit program is substantially equivalent to the
existing transaction credit program for the NASD/
NSX TRF under Rule 7001C. The only difference
between the two programs is that under the NASD/
NSX TRF transaction credit program, members
receive 50% of gross revenue.
E:\FR\FM\20FEN1.SGM
20FEN1
Agencies
[Federal Register Volume 72, Number 33 (Tuesday, February 20, 2007)]
[Notices]
[Pages 7787-7789]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E7-2841]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-55283; File No. SR-NASD-2007-010]
Self-Regulatory Organizations; National Association of Securities
Dealers, Inc.; Notice of Filing and Immediate Effectiveness of Proposed
Rule Change To Amend NASD Rule 7010 To Modify Pricing for NASD Members
Using ITS/CAES System and Inet Facility
February 12, 2007.
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 January 29, 2007, the National Association of Securities Dealers,
Inc. (``NASD'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared substantially by NASD.
NASD submitted the proposed rule change under Section 19(b)(3)(A) of
the Act \3\ and Rule 19b-4(f)(2) thereunder,\4\ which renders the
proposal effective upon filing with the Commission.\5\ 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.
\3\ 15 U.S.C. 78s(b)(3)(A).
\4\ 17 CFR 240.19b-4(f)(2).
\5\ NASD stipulated the implementation date to be February 1,
2007.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
NASD proposes to amend NASD Rule 7010 to modify the pricing for its
members using the ITS/CAES System and the Inet facility (the ``Nasdaq
Facilities''), which are currently operated by The Nasdaq Stock Market,
Inc. and its subsidiaries (``Nasdaq'') as facilities of NASD. The text
of the proposed rule change is available on the NASD's Web site at
https://www.nasd.com, at NASD 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, 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
[[Page 7788]]
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
This proposed rule change modifies the pricing schedule for the
systems for trading non-Nasdaq exchange-listed securities that are
currently operated as NASD facilities by Nasdaq. The fees apply to the
Nasdaq Facilities, but as is currently the case with respect to fees
for these systems, the fee schedule reflects the volume of a member's
use of ITS/CAES, Inet, and the Nasdaq Market Center (a facility of The
NASDAQ Stock Market LLC (the ``Nasdaq Exchange'')) in determining
applicable fees.\6\ The changes made by this proposed rule change
relate to order execution fees for ITS/CAES and Inet, fees for routing
to venues other than the New York Stock Exchange (the ``NYSE''), and
fees for routing orders in exchange-traded funds to the NYSE; fees to
route other orders to the NYSE are unchanged.
---------------------------------------------------------------------------
\6\ The consideration of volumes through the Nasdaq Exchange is
a function of the phased transition of Nasdaq from an operator of
NASD facilities to a separate national securities exchange. As such,
NASD fee schedules will be amended to remove all references to
Nasdaq at or shortly after the time when the Nasdaq Exchange begins
to trade non-Nasdaq exchange-listed securities, which is currently
expected to occur on February 12, 2007. The Nasdaq Exchange has
submitted a comparable filing to establish the same fees for Nasdaq-
listed securities, which likewise considers trading volumes through
ITS/CAES and Inet. See SR-NASDAQ-2007-003.
When the Nasdaq Exchange begins to trade non-Nasdaq securities,
Inet will no longer be operated as an NASD facility for trading non-
Nasdaq securities. Accordingly, for the month of February, the
volumes used to determine fees for ITS/CAES and Inet will also
consider volumes in non-Nasdaq securities through the Nasdaq Market
Center. For this reason, a reference to ``Nasdaq-listed securities''
is being deleted from the explanatory text of Rule 7010(i)(1). This
change is necessary to ensure that members using Inet and ITS/CAES
prior to the anticipated transition on February 12, 2007 pay fees
for that period that reflect a full month's worth of their trading
activity.
---------------------------------------------------------------------------
Currently, members with an average daily volume in all securities
during the month of (i) More than 30 million shares of liquidity
provided, and (ii) more than 50 million shares of liquidity accessed
and/or routed; or members with an average daily volume through the
Nasdaq Facilities in all securities during the month of (i) More than
20 million shares of liquidity provided, and (ii) more than 60 million
shares of liquidity accessed and/or routed, pay a fee of $0.0027 per
share executed when their orders access liquidity on ITS/CAES or Inet
or are routed. Members with lower volumes pay a fee of $0.0028 or
$0.003, depending on their volumes. The proposed rule change raises the
volume thresholds needed to qualify for the $0.0027 fee, such that it
will be available to market participants that (i) Add more than 35
million shares of liquidity per day during the month and route or
remove more than 55 million shares of liquidity per day during the
month, or (ii) add more than 25 million shares of liquidity per day
during the month and route or remove more than 65 million share of
liquidity per day during the month.
Currently, members adding more than 30 million shares of liquidity
per day during the month receive a liquidity provider credit of $0.0025
per share executed; members providing less liquidity receive a credit
of $0.002. The proposed rule change raises the threshold needed to
qualify for the $0.0025 rebate to 35 million shares per day. However,
the proposed rule change also introduces an intermediate credit of
$0.0022 per share executed for members that provide more than 20
million shares of liquidity during the month.
The fees reflected in this proposed rule change were announced by
Nasdaq on November 30, 2006,\7\ as part of a market-wide evolution in
the pricing structure for non-Nasdaq listed securities and an effort by
Nasdaq to adopt consistent pricing for all types of securities.
Previously, the fees charged by Nasdaq and other venues for non-Nasdaq
securities had been characterized by low execution and routing fees and
no credits for liquidity providers. During the fall of 2006, however,
other markets began to adopt higher execution fees, coupled with
liquidity provider credits, thereby moving toward a structure that had
long been in effect for Nasdaq-listed securities. As of January 2,
2007, NASD likewise introduced fees for the ITS/CAES and Inet that
reflected this evolving pricing structure.\8\ However, the fees filed
for January were intended as a one-month transition away from the
previous structure, and therefore included lower thresholds to qualify
for favorable pricing. In addition, the new higher thresholds proposed
by this proposed rule change reflect the growing volumes of orders for
NYSE-listed securities that are executed or routed through Inet and
ITS/CAES, and are intended to encourage further usage.
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\7\ See Nasdaq Head Trader Alert 2006-199 (November 30,
2006), available at https://www.nasdaqtrader.com/trader/news/2006/
headtraderalerts/hta2006-199.stm.
\8\ See Securities Exchange Act Release No. 55129 (January 18,
2007), 72 FR 03894 (January 26, 2007).
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2. Statutory Basis
NASD believes that the proposed rule change is consistent with
Section 15A of the Act,\9\ in general, and furthers the objectives of
Section 15A(b)(5) of the Act,\10\ 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 the NASD operates or controls.
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\9\ 15 U.S.C. 78o-3.
\10\ 15 U.S.C. 78o-3(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
NASD does not believe that the proposed rule change will impose any
burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
NASD has neither solicited nor received comments on the proposed
rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The proposed rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act \11\ and subparagraph (f)(2) of Rule 19b-4
thereunder,\12\ because it establishes or changes a due, fee, or other
charge imposed by the NASD. At any time within 60 days of the filing of
the proposed rule change, the Commission may summarily abrogate 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.
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\11\ 15 U.S.C. 78s(b)(3)(a)(ii).
\12\ 17 CFR 240.19b-4(f)(2).
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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
[[Page 7789]]
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-NASD-2007-010 on the subject line.
Paper Comments
Send paper comments in triplicate to Nancy M. Morris,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NASD-2007-010. 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 such
filing also will be available for inspection and copying at the
principal offices 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-2007-010 and should be submitted on or before March 13, 2007.
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\13\
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\13\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7-2841 Filed 2-16-07; 8:45 am]
BILLING CODE 8010-01-P