Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Modify Pricing for Nasdaq Members Using the Nasdaq Market Center, 8231-8233 [E7-3093]
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Federal Register / Vol. 72, No. 36 / Friday, February 23, 2007 / Notices
governing the trading of equity
securities.
The Commission further believes that
the proposal is consistent with Section
11A(a)(1)(C)(iii) of the Act,33 which sets
forth Congress’s finding that it is in the
public interest and appropriate for the
protection of investors and the
maintenance of fair and orderly markets
to assure the availability to brokers,
dealers, and investors of information
with respect to quotations for and
transactions in securities. Quotations for
and last sale information regarding the
Fund Shares are disseminated through
CTS. Furthermore, an IOPV for each
Fund, updated to reflect changes in the
amount of the Portfolio Deposit, on a
per-Share basis, is calculated and
published by a third-party service
provider through CTS on a 15-second
delayed basis during Nasdaq’s regular
trading hours. Major market data
vendors calculate and disseminate once
each trading day the value of each Index
and the NAV for each Fund. Amex and
NYSE, as applicable, disseminate
information with respect to NAV and
cash amounts per Creation Unit
Aggregation, and the iShares Web site
supplies additional trading data for the
Shares, both current and historical. If
the listing market halts trading in the
Shares, or the IOPV or any Index value
is not being calculated or disseminated,
the Exchange would halt trading in the
Shares.
The Commission notes that, if the
Shares should be delisted by the listing
exchange, the Exchange would no
longer have authority to trade the Shares
pursuant to this order.
In support of this proposal, the
Exchange has made the following
representations:
(1) The Exchange’s surveillance
procedures are adequate to address any
concerns associated with the trading of
the Shares on a UTP basis.
(2) The Exchange would inform its
members in an Information Circular of
the special characteristics and risks
associated with trading the Shares,
including suitability recommendation
requirements.
(3) The Exchange would require its
members to deliver a prospectus or
product description to investors
purchasing Shares prior to or
concurrently with a transaction in such
Shares and will note this prospectus
delivery requirement in the Information
Circular.
This approval order is conditioned on
the Exchange’s adherence to these
representations.
33 15
U.S.C. 78k–1(a)(1)(C)(iii).
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The Commission finds good cause for
approving this proposal before the
thirtieth day after the publication of
notice thereof in the Federal Register.
As noted above, the Commission
previously found that the listing and
trading of the Shares on NYSE and
Amex, as applicable, is consistent with
the Act. The Commission presently is
not aware of any regulatory issue that
should cause it to revisit that finding or
would preclude the trading of the
Shares on the Exchange pursuant to
UTP. Furthermore, accelerated approval
of this proposal will facilitate Nasdaq’s
ability to continue trading certain nonNasdaq-listed ETFs as Nasdaq becomes
an exchange with respect to nonNasdaq-listed securities, where there
appears to be no regulatory concerns
about such trading. Therefore,
accelerating approval of this proposal
should benefit investors by creating,
without undue delay, additional
competition in the market for such
Shares.
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,34 that the
proposed rule change (SR–NASDAQ–
2007–002), as modified by Amendment
No. 1, be, and it hereby is, approved on
an accelerated basis.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.35
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–3076 Filed 2–22–07; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–55284; File No. SR–
NASDAQ–2007–003]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Modify
Pricing for Nasdaq Members Using the
Nasdaq Market Center
February 13, 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 NASDAQ Stock Market
LLC (‘‘Nasdaq’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
34 15
U.S.C. 78s(b)(2).
35 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
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Fmt 4703
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8231
change as described in Items I, II, and
III below, which Items have been
prepared substantially by Nasdaq.
Pursuant to Section 19(b)(3)(A)(ii) of the
Act 3 and Rule 19b–4(f)(2) 4 thereunder,
Nasdaq has designated the proposed
rule change as establishing or changing
a member due, fee, or other charge,
which renders the proposed rule change
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
Nasdaq proposes to modify the
pricing for Nasdaq members using the
Nasdaq Market Center (‘‘Center’’).
Nasdaq will implement this proposed
rule change on February 1, 2007. The
text of the proposed rule change is
available at Nasdaq, www.nasdaq.com,
and the Commission’s Public Reference
Room.5
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
Nasdaq 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. Nasdaq 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 trading
securities through the Center. In
addition to modifying the level of
certain fees, the filing also adds
language reflecting the fees to be
charged for trading non-Nasdaq
securities through the Center. Nasdaq
anticipates that such trading will begin
on February 12, 2007. The fee schedule
reflects the volume of a member’s use of
the Center and also the ITS/CAES and
Inet systems operated by Nasdaq and its
3 15
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
5 Changes to the proposed rule text are marked to
the rule text that appears in the electronic Nasdaq
Manual found at nasdaq.complinet.com/nasdaq/
display/.
4 17
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Federal Register / Vol. 72, No. 36 / Friday, February 23, 2007 / Notices
cprice-sewell on PROD1PC61 with NOTICES
affiliates as facilities of NASD, in
determining applicable fees.6 The
changes proposed by this filing relate to
order execution fees for the Nasdaq
Market Center and fees for routing to
venues other than the New York Stock
Exchange (‘‘NYSE’’). When the Center
begins to route orders to NYSE, the
changes will also apply to such routing.
Currently, members with an average
daily volume through the Center 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 Center 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 the Center 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 shares 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 would raise 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.
Nasdaq announced the fees reflected
in this proposed rule change on
November 30, 2006,7 as part of a market6 The consideration of volumes through ITS/
CAES and Inet is a function of the phased transition
of Nasdaq from an operator of NASD facilities to a
separate national securities exchange. As such,
NASD fees schedules will be amended to remove
all references to Nasdaq shortly after the time when
Nasdaq begins to trade non-Nasdaq exchange-listed
securities as an exchange. NASD is submitting a
comparable filing to modify fees for non-Nasdaq
exchange-listed securities, which likewise
considers trading volumes through the Center.
7 See Nasdaq Head Trader Alert #2006–199
(November 30, 2006) (available at https://
www.nasdaqtrader.com/trader/news/2006/
headtraderalerts/hta2006–199.stm).
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15:07 Feb 22, 2007
Jkt 211001
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 towards a structure that
had long been in effect for Nasdaq-listed
securities. As of January 2, 2007, NASD
filed fees for ITS/CAES and Inet that
reflected this evolving pricing structure,
and Nasdaq adopted comparable fees for
Nasdaq-listed securities traded through
the Center.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 reflecting 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.
2. Statutory Basis
Nasdaq believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,9 in
general, and with Section 6(b)(4) of the
Act,10 in particular, in that the proposed
rule change 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 Nasdaq
operates or controls. Nasdaq believes
that the fees are reasonably allocated
among members based on their usage of
the trading systems operated by Nasdaq,
and are generally consistent with fees
charged by other market centers for
comparable services.11
8 See Securities Exchange Act Release No. 55129
(January 18, 2007), 72 FR 3894 (January 26,
2007)(SR–NASD–2006–137). See also Securities
Exchange Act Release No. 55137 (January 19, 2007),
72 FR 3452 (January 25, 2007) (SR–NASDAQ–2006–
068).
9 15 U.S.C. 78f.
10 15 U.S.C. 78f(b)(4).
11 NYSE Arca’s fees are structured the same as
Nasdaq’s fees; Nasdaq’s fees are generally the same
or slightly lower. See https://www.nyse.com/
productservices/nysearcaequities/
1157018931977.html. BATS fees are also structured
similarly, and are generally lower. See https://
www.batstrading.com/subscriber_resources/
BATS_Fee_Schedule_20070201.pdf. NYSE uses a
different pricing model, but recently made changes
to its fees that are reflected in Nasdaq’s fees for
routing to NYSE. See https://www.nyse.com/
Frameset.html?nyseref=&displayPage=/press/
PressReleases.html (November 30, 2006 press
release). February 12, 2007 email from John Yetter,
Nasdaq, to Joseph Morra, Commission.
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B. Self-Regulatory Organization’s
Statement on Burden on Competition
Nasdaq 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
Written comments were neither
solicited nor received.
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 12 and Rule
19b–4(f)(2) thereunder,13 in that the
proposed rule change establishes or
changes a member due, fee, or other
charge. 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
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NASDAQ–2007–003 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Nancy M. Morris, Secretary,
Securities and Exchange Commission,
Station Place, 100 F Street, NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NASDAQ–2007–003. 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
12 15
13 17
E:\FR\FM\23FEN1.SGM
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
23FEN1
Federal Register / Vol. 72, No. 36 / Friday, February 23, 2007 / Notices
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 NASDAQ. 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–NASDAQ–2007–003 and
should be submitted on or before March
16, 2007.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.14
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–3093 Filed 2–22–07; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–55299; File No. SR–NYSE–
2007–01]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing of Proposed Rule Change to
Amend Listing and Annual Fees
Applicable to Investment Company
Units, Currency Trust Shares,
Commodity Trust Shares and
streetTRACKS Gold Shares
cprice-sewell on PROD1PC61 with NOTICES
February 15, 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
24, 2007, the New York Stock Exchange
LLC (‘‘NYSE’’ or ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule changes as described in
Items I, II and III below, which Items
have been substantially prepared by the
NYSE. The Commission is publishing
this notice to solicit comments on the
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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15:07 Feb 22, 2007
Jkt 211001
proposed rule changes from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Changes
The Exchange proposes to amend
initial listing fees and annual fees
applicable to Investment Company
Units (‘‘ICUs’’), Currency Trust Shares,
Commodity Trust Shares and
streetTRACKS Gold Shares in Section
902.07 of the NYSE Listed Company
Manual (‘‘Manual’’), and to make
conforming amendments to Sections
902.02 and 902.03 of the Manual. The
text of the proposed rule change is
available at the Commission’s Public
Reference Room, at the NYSE, and at its
Web site: https://www.nyse.com/
Frameset.html?displayPage=https://
apps.nyse.com/commdata/pub19b4.nsf/
rulefilings?openview.
8233
with the initial listing of each issue of
Currency Trust Shares as defined in
NYSE Rule 1300A and Commodity
Trust Shares as defined in NYSE Rule
1300B. In addition, the proposed
amendment reflects the $5,000 Listing
Fee applicable to the currently-listed
streetTRACKS Gold Trust.3 The
Exchange has previously specified in its
filings pursuant to Rule 19b–4 4 under
the Act with respect to Currency Trust
Shares and Commodity Trust Shares
that a $5,000 initial listing fee applies,5
and the Exchange believes it is
appropriate to include such fee in the
Exchange’s Listing Fee schedule in
Section 902.07.
Annual Fees
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In filings with the Commission, the
Exchange included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments received on the proposed
rule change. The text of these statements
may be examined at the places specified
in Item IV below. The NYSE has
prepared summaries, set forth in
sections A, B, and C below, of the most
significant aspects of such statements.
The Exchange currently imposes a flat
Annual Fee of $2,000 for each series of
ICUs listed on the Exchange. The
Exchange has previously specified in its
filings pursuant to Rule 19b–4 with
respect to streetTRACKS Gold Shares,
Currency Trust Shares and Commodity
Trust Shares that a $2,000 annual fee
applies,6 and the Exchange believes it is
appropriate to include the Annual Fee,
as proposed to be amended, in the
Exchange’s Listing Fee schedule in
Section 902.07.
The proposed Annual Fee will be
tiered based on the number of shares
outstanding of each issue of ICUs,
Currency Trust Shares or Commodity
Trust Shares, and to streetTRACKS
Gold Shares as follows:
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
Number of Shares Outstanding
(each issue)
Annual Fee
Less than 25 million .................
25 million up to 50 million ........
50 million up to 99,999,999 ......
100 million up to 249,999,999 ..
250 million up to 499,999,999 ..
500 million and over .................
$2,000
4,000
8,000
15,000
20,000
25,000
1. Purpose
The Exchange proposes to amend the
Listing Fees and Annual Fees in Section
902.07 of the Manual applicable to
Investment Company Units listed under
Section 703.16, and to apply such fees
to Currency Trust Shares as defined in
Exchange Rule 1300A, Commodity
Trust Shares as defined in Exchange
Rule 1300B, and streetTRACKS Gold
Shares as defined in Exchange Rule
1300. The Exchange also proposes to
make conforming amendments to
Sections 902.02 (General Information on
Fees) and 902.03 (Fees for Listed Equity
Securities) of the Manual.
Listing Fees
The Exchange currently imposes a flat
Original Listing Fee of $5,000 in
connection with listing a series of
Investment Company Units. The
Exchange proposes to amend Section
902.07 to specify that a $5,000 Listing
Fee will also be imposed in connection
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Fmt 4703
Sfmt 4703
The Annual Fee will be billed each
calendar quarter and will be
apportioned based on the number of
shares outstanding for an issue at the
end of the preceding calendar quarter,
as described below.
3 The Commission approved Exchange listing of
streetTRACKS Gold Shares in Securities Exchange
Act Release No. 50603 (October 28, 2004), 69 FR
64614 (November 5, 2004) (SR–NYSE–2004–22).
The Exchange indicated in such filing that the
listing fee for the streetTRACKS Gold Trust was
$5,000.
4 17 CFR 240.19b–4.
5 See, e.g., Securities Exchange Act Release No.
54020 (June 20, 2006), 71 FR 36579 (June 27, 2006)
(SR–NYSE–2006–35) (Listing of Six CurrencyShares
Trusts).
6 Id.
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Agencies
[Federal Register Volume 72, Number 36 (Friday, February 23, 2007)]
[Notices]
[Pages 8231-8233]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E7-3093]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-55284; File No. SR-NASDAQ-2007-003]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Modify Pricing for Nasdaq Members Using the Nasdaq Market Center
February 13, 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 NASDAQ Stock Market LLC (``Nasdaq'') 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 Nasdaq. Pursuant to Section
19(b)(3)(A)(ii) of the Act \3\ and Rule 19b-4(f)(2) \4\ thereunder,
Nasdaq has designated the proposed rule change as establishing or
changing a member due, fee, or other charge, which renders the proposed
rule change effective upon filing with the Commission. 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)(ii).
\4\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
Nasdaq proposes to modify the pricing for Nasdaq members using the
Nasdaq Market Center (``Center''). Nasdaq will implement this proposed
rule change on February 1, 2007. The text of the proposed rule change
is available at Nasdaq, www.nasdaq.com, and the Commission's Public
Reference Room.\5\
---------------------------------------------------------------------------
\5\ Changes to the proposed rule text are marked to the rule
text that appears in the electronic Nasdaq Manual found at
nasdaq.complinet.com/nasdaq/display/.
---------------------------------------------------------------------------
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, Nasdaq 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. Nasdaq 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 trading
securities through the Center. In addition to modifying the level of
certain fees, the filing also adds language reflecting the fees to be
charged for trading non-Nasdaq securities through the Center. Nasdaq
anticipates that such trading will begin on February 12, 2007. The fee
schedule reflects the volume of a member's use of the Center and also
the ITS/CAES and Inet systems operated by Nasdaq and its
[[Page 8232]]
affiliates as facilities of NASD, in determining applicable fees.\6\
The changes proposed by this filing relate to order execution fees for
the Nasdaq Market Center and fees for routing to venues other than the
New York Stock Exchange (``NYSE''). When the Center begins to route
orders to NYSE, the changes will also apply to such routing.
---------------------------------------------------------------------------
\6\ The consideration of volumes through ITS/CAES and Inet is a
function of the phased transition of Nasdaq from an operator of NASD
facilities to a separate national securities exchange. As such, NASD
fees schedules will be amended to remove all references to Nasdaq
shortly after the time when Nasdaq begins to trade non-Nasdaq
exchange-listed securities as an exchange. NASD is submitting a
comparable filing to modify fees for non-Nasdaq exchange-listed
securities, which likewise considers trading volumes through the
Center.
---------------------------------------------------------------------------
Currently, members with an average daily volume through the Center
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 Center 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 the
Center 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 shares 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 would raise 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.
Nasdaq announced the fees reflected in this proposed rule change 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 towards a structure that had long been in
effect for Nasdaq-listed securities. As of January 2, 2007, NASD filed
fees for ITS/CAES and Inet that reflected this evolving pricing
structure, and Nasdaq adopted comparable fees for Nasdaq-listed
securities traded through the Center.\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 reflecting
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 3894 (January 26, 2007)(SR-NASD-2006-137). See also
Securities Exchange Act Release No. 55137 (January 19, 2007), 72 FR
3452 (January 25, 2007) (SR-NASDAQ-2006-068).
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2. Statutory Basis
Nasdaq believes that the proposed rule change is consistent with
the provisions of Section 6 of the Act,\9\ in general, and with Section
6(b)(4) of the Act,\10\ in particular, in that the proposed rule change
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 Nasdaq operates or controls. Nasdaq believes
that the fees are reasonably allocated among members based on their
usage of the trading systems operated by Nasdaq, and are generally
consistent with fees charged by other market centers for comparable
services.\11\
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\9\ 15 U.S.C. 78f.
\10\ 15 U.S.C. 78f(b)(4).
\11\ NYSE Arca's fees are structured the same as Nasdaq's fees;
Nasdaq's fees are generally the same or slightly lower. See https://
www.nyse.com/productservices/nysearcaequities/1157018931977.html.
BATS fees are also structured similarly, and are generally lower.
See https://www.batstrading.com/subscriber_resources/BATS_Fee_
Schedule_20070201.pdf. NYSE uses a different pricing model, but
recently made changes to its fees that are reflected in Nasdaq's
fees for routing to NYSE. See https://www.nyse.com/
Frameset.html?nyseref=&displayPage=/press/ PressReleases.html
(November 30, 2006 press release). February 12, 2007 email from John
Yetter, Nasdaq, to Joseph Morra, Commission.
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B. Self-Regulatory Organization's Statement on Burden on Competition
Nasdaq 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
Written comments were neither solicited nor received.
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 \12\ and Rule 19b-4(f)(2) thereunder,\13\ in
that the proposed rule change establishes or changes a member due, fee,
or other charge. 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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\12\ 15 U.S.C. 78s(b)(3)(A)(ii).
\13\ 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
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2007-003 on the subject line.
Paper Comments
Send paper comments in triplicate to Nancy M. Morris,
Secretary, Securities and Exchange Commission, Station Place, 100 F
Street, NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-NASDAQ-2007-003.
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
[[Page 8233]]
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 NASDAQ. 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-NASDAQ-2007-003 and should
be submitted on or before March 16, 2007.
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7-3093 Filed 2-22-07; 8:45 am]
BILLING CODE 8010-01-P