Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Notice of Filing of a Proposed Rule Change To Amend NASD Rule 7001B To Adjust the Percentage of Market Data Revenue Shared With NASD/Nasdaq TRF Participants, 4295-4297 [E8-1156]
Download as PDF
Federal Register / Vol. 73, No. 16 / Thursday, January 24, 2008 / Notices
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 CBOE 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 is consistent with the Act.
Comments may be submitted by any of
the following methods:
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR–CBOE–2006–36 and should
be submitted on or before February 14,
2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.
Nancy M. Morris,
Secretary.
[FR Doc. E8–1178 Filed 1–23–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–57164; File No. SR–FINRA–
2007–041]
jlentini on PROD1PC65 with NOTICES
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–CBOE–2006–36 on the
subject line.
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing of a
Proposed Rule Change To Amend
NASD Rule 7001B To Adjust the
Percentage of Market Data Revenue
Shared With NASD/Nasdaq TRF
Participants
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–CBOE–2006–36. 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, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of such filing also will be
available for inspection and copying at
the principal office of the CBOE. All
comments received will be posted
without change; the Commission does
not edit personal identifying
January 17, 2008.
VerDate Aug<31>2005
20:35 Jan 23, 2008
Jkt 214001
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 December
21, 2007, Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’) (f/k/a
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 FINRA. 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
FINRA is proposing to amend NASD
Rule 7001B (Securities Transaction
Credit) to modify the percentage of New
York Stock Exchange (‘‘Tape A’’),
American Stock Exchange and regional
exchange (‘‘Tape B’’), and Nasdaq
Exchange (‘‘Tape C’’) market data
revenue shared with FINRA members
reporting trades to the NASD/Nasdaq
Trade Reporting Facility (the ‘‘NASD/
Nasdaq TRF’’).3 The text of the
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 Effective July 30, 2007, FINRA was formed
through the consolidation of NASD and the member
regulatory functions of NYSE Regulation.
Accordingly, the NASD/Nasdaq TRF is now doing
2 17
PO 00000
Frm 00124
Fmt 4703
Sfmt 4703
4295
proposed rule change is available at
https://www.finra.org, the principal
offices of FINRA, 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,
FINRA 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. FINRA 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 NASD/Nasdaq TRF provides
FINRA members a mechanism for
reporting locked-in transactions in
exchange-listed securities effected
otherwise than on an exchange. In
connection with the establishment of
the NASD/Nasdaq TRF, FINRA and The
Nasdaq Stock Market, Inc. (‘‘Nasdaq’’)
entered into the Limited Liability
Company Agreement of the Trade
Reporting Facility LLC (‘‘the NASD/
Nasdaq TRF LLC Agreement’’), a copy of
which appears in the NASD Manual.
Under the NASD/Nasdaq TRF LLC
Agreement, FINRA, the ‘‘SRO Member,’’
has sole regulatory responsibility for the
NASD/Nasdaq TRF. Nasdaq, the
‘‘Business Member,’’ is primarily
responsible for the management of the
NASD/Nasdaq TRF’s business affairs to
the extent those activities are not
inconsistent with the regulatory and
oversight functions of FINRA.
Additionally, the Business Member is
obligated to pay the cost of regulation
and is entitled to the profits and losses,
if any, derived from the operation of the
NASD/Nasdaq TRF.
On July 21, 2006, FINRA filed a
proposed rule change for immediate
effectiveness to adopt a new NASD Rule
7000B Series relating to fees and credits
applicable to the NASD/Nasdaq TRF.4
business as the FINRA/Nasdaq TRF. The formal
name change of each Trade Reporting Facility
(‘‘TRF’’) is pending and once completed, FINRA
will file a separate proposed rule change to reflect
those changes in the Manual.
4 See Securities Exchange Act Release No. 54353
(August 23, 2006), 71 FR 51255 (August 29, 2006)
(SR–NASD–2006–090).
E:\FR\FM\24JAN1.SGM
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4296
Federal Register / Vol. 73, No. 16 / Thursday, January 24, 2008 / Notices
Pursuant to NASD Rule 7001B, FINRA
members reporting trades in Tape A,
Tape B 5 and Tape C securities to the
NASD/Nasdaq TRF currently receive a
50% pro rata credit on market data
revenue earned by the NASD/Nasdaq
TRF. At present, the revenue eligible for
sharing is the revenue received by the
NASD/Nasdaq TRF from the three tape
associations after deducting the amount,
if any, that the NASD/Nasdaq TRF pays
to the Consolidated Tape Association or
the Nasdaq Securities Information
Processor for capacity usage.6
jlentini on PROD1PC65 with NOTICES
Proposal to Adjust Securities
Transaction Credit
FINRA is proposing to amend Rule
7001B to base the percentage of market
data revenue shared with a FINRA
member reporting trades to the NASD/
Nasdaq TRF on the member’s ‘‘Market
Share.’’ FINRA proposes to define
‘‘Market Share’’ in Rule 7001B as the
percentage calculated by dividing the
total number of shares represented by
trades reported by a member to the
NASD/Nasdaq TRF during a given
calendar quarter by the total number of
shares represented by all trades reported
to the Consolidated Tape Association or
the Nasdaq Securities Information
Processor, as applicable, during that
quarter. Market Share will be calculated
separately for each tape.
Pursuant to the proposed rule change,
the percentage of Market Share required
to receive particular percentages of
revenue will vary among the three tapes.
Thus, for example, a member whose
trade reports in NYSE-listed stocks
constitute 0.25% or more of the total
consolidated volume in those stocks
would receive 100% of the attributable
market data revenue, a member with
less than 0.25% but at least 0.15%
would receive 80% of the attributable
market data revenue, a member with
less than 0.15% but at least 0.10%
would receive 50%, and a member with
less than 0.1% would not be eligible for
the market data revenue sharing
program. For Tape B stocks, a member
5 The proposed rule change would clarify an
ambiguity in the current rule. Both Rule 7001B and
the predecessor rule in effect prior to Nasdaq’s
separation from FINRA referred to ‘‘Amex’’ and
‘‘Tape B’’ as synonymous, but in fact the Tape B
revenue sharing program has always been
interpreted to include stocks listed on regional
exchanges, such as NYSE Arca, because
transactions in such stocks are reported to Tape B.
This ambiguity also exists in the market data
revenue sharing rules relating to the other TRFs,
which FINRA will propose to clarify in a separate
filing.
6 The proposed rule change would eliminate the
deduction for capacity usage. Nasdaq, as the
Business Member, believes that the amount of the
deduction is small and needlessly complicates the
administration of the revenue sharing program.
VerDate Aug<31>2005
20:35 Jan 23, 2008
Jkt 214001
whose trade reports constitute 0.5% or
more of the total consolidated volume in
those stocks would receive 100% of the
attributable market data revenue, a
member with less than 0.5% but at least
0.25% would receive 80% of the
attributable market data revenue, a
member with less than 0.25% but at
least 0.10% would receive 50%, and a
member with less than 0.1% would not
be eligible for the program. For Tape C
stocks, a member whose trade reports
constitute 0.75% or more of the total
consolidated volume in those stocks
would receive 100% of the attributable
market data revenue, a member with
less than 0.75% but at least 0.25%
would receive 80% of the attributable
market data revenue, a member with
less than 0.25% but at least 0.10%
would receive 50%, and a member with
less than 0.1% would not be eligible for
the program. According to Nasdaq, as
the Business Member under the NASD/
Nasdaq TRF LLC Agreement, the
different percentages required for
different tapes reflect the current extent
to which participants use the NASD/
Nasdaq TRF to report trades in different
stocks, i.e., comparatively higher
volumes of trades in Tape C stocks are
reported through the NASD/Nasdaq TRF
than in Tape B or Tape A stocks, and
thus for Tape C, the levels of revenue
sharing are tied to higher market share
levels.
As the Business Member, Nasdaq has
determined that the proposed changes
in the percentage of market data revenue
shared with NASD/Nasdaq TRF
participants may be necessary for
competitive reasons. FINRA recently
filed proposed rule changes to share
100% and 75% of the revenues paid
with respect to trades reported to the
NASD/NYSE TRF and the NASD/NSX
TRF, respectively.7 Nasdaq believes that
market data revenue associated with
over-the-counter trade reporting should
continue to serve its traditional function
of defraying at least a portion of the
regulatory costs associated with the
activity and is reluctant to impose the
regulatory costs of the NASD/Nasdaq
TRF exclusively on customers that lack
a nexus to its operations. Even with
50% revenue sharing, however, the
amount of remaining market data
revenue is not sufficient to defray the
regulatory costs of the NASD/Nasdaq
TRF. Without a significant pricing
change, Nasdaq believes that the NASD/
Nasdaq TRF would have greater
7 See Securities Exchange Act Release No. 56754
(November 6, 2007), 72 FR 64101 (November 14,
2007) (SR–NASD–2007–031); Securities Exchange
Act Release No. 56752 (November 6, 2007), 72 FR
64099 (November 14, 2007) (SR–NASD–2007–043).
PO 00000
Frm 00125
Fmt 4703
Sfmt 4703
difficulty competing. Nasdaq believes
that the proposed tiered revenue sharing
program, in which market participants
that make the most use of the NASD/
Nasdaq TRF are eligible for the highest
level of revenue sharing with others
receiving progressively lower
percentages, will allow the NASD/
Nasdaq TRF to remain competitive
while still funding a portion of its
regulatory costs out of market data
revenue. Nevertheless, Nasdaq will be
required to fund a portion of the
regulatory costs associated with the
NASD/Nasdaq TRF from Nasdaq’s
general revenues.
FINRA is proposing that the
implementation date of the proposed
rule change shall be retroactive to
January 1, 2008.
2. Statutory Basis
FINRA believes that the proposed rule
change is consistent with the provisions
of Section 15A of the Act,8 in general,
and with Section 15A(b)(5) of the Act,9
in particular, which requires, among
other things, that FINRA rules provide
for the equitable allocation of reasonable
dues, fees and other charges among
members and issuers and other persons
using any facility or system that FINRA
operates or controls. FINRA believes
that the proposed rule change is a
reasonable and equitable credit
structure in that it bases the percentage
of revenue shared on members’
respective contributions to the revenues
of the NASD/Nasdaq TRF, and further
Nasdaq has indicated that all regulatory
costs owed by Nasdaq as the Business
Member related to the NASD/Nasdaq
TRF that are not funded out of market
data revenue or trade reporting fees will
be funded by Nasdaq general revenues.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
FINRA 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
Written comments were neither
solicited nor received.
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
8 15
9 15
E:\FR\FM\24JAN1.SGM
U.S.C. 78o–3.
U.S.C. 78o–3(b)(5).
24JAN1
Federal Register / Vol. 73, No. 16 / Thursday, January 24, 2008 / Notices
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 FINRA 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 is consistent with the Act.
Comments may be submitted by any of
the following methods:
jlentini on PROD1PC65 with NOTICES
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–FINRA–2007–041 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–FINRA–2007–041. 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, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of such filing also will be
available for inspection and copying at
the principal office of FINRA. All
comments received will be posted
without change; the Commission does
not edit personal identifying
VerDate Aug<31>2005
20:35 Jan 23, 2008
Jkt 214001
information from submissions. You
should submit only information that
you wish to make publicly available. All
submissions should refer to File
Number SR–FINRA–2007–041 and
should be submitted on or before
February 14, 2008.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8–1156 Filed 1–23–08; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–57163; File No. SR–OCC–
2007–18]
Self-Regulatory Organizations; The
Options Clearing Corporation; Notice
of Filing and Order Granting
Accelerated Approval of a Proposed
Rule Change Relating to Expiration
Date Exercise Procedure
January 16, 2008.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 notice is hereby given that on
December 7, 2007, The Options Clearing
Corporation (‘‘OCC’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change described in Items I and II
below, which items have been prepared
primarily by OCC. The Commission is
publishing this notice and order to
solicit comments from interested
persons and to grant accelerated
approval to the proposed rule change.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The proposed rule change would
reduce the threshold amounts used to
determine the equity options that are
deemed to be in the money for purposes
of exercise by exception processing.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
OCC 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. OCC has prepared
summaries, set forth in sections (A), (B),
10 17
1 15
PO 00000
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
Frm 00126
Fmt 4703
Sfmt 4703
4297
and (C) below, of the most significant
aspects of these statements.2
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
OCC is proposing to amend Rule 805,
which prescribes expiration date
exercise procedures including exercise
by exception processing, to reduce from
$.05 to $.01 the threshold amount used
to determine the equity options that are
deemed to be in the money for purposes
of exercise by exception processing.3
(1) Background
OCC has for years maintained an
‘‘exercise by exception’’ procedure.
Under that procedure, options that are
in the money at expiration by more than
a specified threshold amount are
exercised automatically unless the
clearing member carrying the position
instructs otherwise. Equity options are
determined to be in the money or not
based on the difference between the
exercise price and the closing price of
the underlying equity interest on the
last trading day before expiration. In
each of the last two years, OCC has
reduced the threshold amounts for
equity options in order to streamline
expiration processing.4 These changes
were implemented at the request of the
OCC Roundtable 5 and benefited both
OCC and clearing members by reducing
the time required for the submission of
exercise instructions on an average
expiration weekend.
(2) Discussion
In view of the high options volumes
experienced in 2007, the OCC
Roundtable once again recommended
that OCC decrease the threshold
applicable to equity options in an effort
to continue to improve expiration
2 The Commission has modified the text of the
summaries prepared by OCC.
3 A conforming change is also being made to Rule
1106, which concerns the treatment of open
positions following the suspension of a clearing
member.
4 In September, 2005, the threshold was reduced
from $.75 to $.25 for equity options in a clearing
member’s customers’ account and from $.25 to $.15
for equity options in any other account (i.e., firm
and market makers’ accounts). Securities Exchange
Act Release No. 50178 (August 10, 2004), 69 FR
51343 (August 18, 2004) [File No. SR–OCC–2004–
04]. In October, 2006, the threshold became $.05 for
equity options in all account types. Securities
Exchange Act Release No. 54514 (September 26,
2006), 71 FR 58656 (October 4, 2006) [File No. SR–
OCC–2006–05].
5 OCC’s Roundtable is an OCC sponsored
advisory group comprised of representatives from
OCC’s participant exchanges, OCC, a cross-section
of OCC clearing members, and industry service
bureaus. The Roundtable considers operational
improvements that may be made to increase
efficiencies and lower costs in the options industry.
E:\FR\FM\24JAN1.SGM
24JAN1
Agencies
[Federal Register Volume 73, Number 16 (Thursday, January 24, 2008)]
[Notices]
[Pages 4295-4297]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-1156]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-57164; File No. SR-FINRA-2007-041]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Notice of Filing of a Proposed Rule Change To Amend
NASD Rule 7001B To Adjust the Percentage of Market Data Revenue Shared
With NASD/Nasdaq TRF Participants
January 17, 2008.
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 December 21, 2007, Financial Industry Regulatory Authority, Inc.
(``FINRA'') (f/k/a 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 FINRA.
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.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
FINRA is proposing to amend NASD Rule 7001B (Securities Transaction
Credit) to modify the percentage of New York Stock Exchange (``Tape
A''), American Stock Exchange and regional exchange (``Tape B''), and
Nasdaq Exchange (``Tape C'') market data revenue shared with FINRA
members reporting trades to the NASD/Nasdaq Trade Reporting Facility
(the ``NASD/Nasdaq TRF'').\3\ The text of the proposed rule change is
available at https://www.finra.org, the principal offices of FINRA, and
the Commission's Public Reference Room.
---------------------------------------------------------------------------
\3\ Effective July 30, 2007, FINRA was formed through the
consolidation of NASD and the member regulatory functions of NYSE
Regulation. Accordingly, the NASD/Nasdaq TRF is now doing business
as the FINRA/Nasdaq TRF. The formal name change of each Trade
Reporting Facility (``TRF'') is pending and once completed, FINRA
will file a separate proposed rule change to reflect those changes
in the Manual.
---------------------------------------------------------------------------
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, FINRA 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. FINRA 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 NASD/Nasdaq TRF provides FINRA members a mechanism for
reporting locked-in transactions in exchange-listed securities effected
otherwise than on an exchange. In connection with the establishment of
the NASD/Nasdaq TRF, FINRA and The Nasdaq Stock Market, Inc.
(``Nasdaq'') entered into the Limited Liability Company Agreement of
the Trade Reporting Facility LLC (``the NASD/Nasdaq TRF LLC
Agreement''), a copy of which appears in the NASD Manual. Under the
NASD/Nasdaq TRF LLC Agreement, FINRA, the ``SRO Member,'' has sole
regulatory responsibility for the NASD/Nasdaq TRF. Nasdaq, the
``Business Member,'' is primarily responsible for the management of the
NASD/Nasdaq TRF's business affairs to the extent those activities are
not inconsistent with the regulatory and oversight functions of FINRA.
Additionally, the Business Member is obligated to pay the cost of
regulation and is entitled to the profits and losses, if any, derived
from the operation of the NASD/Nasdaq TRF.
On July 21, 2006, FINRA filed a proposed rule change for immediate
effectiveness to adopt a new NASD Rule 7000B Series relating to fees
and credits applicable to the NASD/Nasdaq TRF.\4\
[[Page 4296]]
Pursuant to NASD Rule 7001B, FINRA members reporting trades in Tape A,
Tape B \5\ and Tape C securities to the NASD/Nasdaq TRF currently
receive a 50% pro rata credit on market data revenue earned by the
NASD/Nasdaq TRF. At present, the revenue eligible for sharing is the
revenue received by the NASD/Nasdaq TRF from the three tape
associations after deducting the amount, if any, that the NASD/Nasdaq
TRF pays to the Consolidated Tape Association or the Nasdaq Securities
Information Processor for capacity usage.\6\
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 54353 (August 23,
2006), 71 FR 51255 (August 29, 2006) (SR-NASD-2006-090).
\5\ The proposed rule change would clarify an ambiguity in the
current rule. Both Rule 7001B and the predecessor rule in effect
prior to Nasdaq's separation from FINRA referred to ``Amex'' and
``Tape B'' as synonymous, but in fact the Tape B revenue sharing
program has always been interpreted to include stocks listed on
regional exchanges, such as NYSE Arca, because transactions in such
stocks are reported to Tape B.
This ambiguity also exists in the market data revenue sharing
rules relating to the other TRFs, which FINRA will propose to
clarify in a separate filing.
\6\ The proposed rule change would eliminate the deduction for
capacity usage. Nasdaq, as the Business Member, believes that the
amount of the deduction is small and needlessly complicates the
administration of the revenue sharing program.
---------------------------------------------------------------------------
Proposal to Adjust Securities Transaction Credit
FINRA is proposing to amend Rule 7001B to base the percentage of
market data revenue shared with a FINRA member reporting trades to the
NASD/Nasdaq TRF on the member's ``Market Share.'' FINRA proposes to
define ``Market Share'' in Rule 7001B as the percentage calculated by
dividing the total number of shares represented by trades reported by a
member to the NASD/Nasdaq TRF during a given calendar quarter by the
total number of shares represented by all trades reported to the
Consolidated Tape Association or the Nasdaq Securities Information
Processor, as applicable, during that quarter. Market Share will be
calculated separately for each tape.
Pursuant to the proposed rule change, the percentage of Market
Share required to receive particular percentages of revenue will vary
among the three tapes. Thus, for example, a member whose trade reports
in NYSE-listed stocks constitute 0.25% or more of the total
consolidated volume in those stocks would receive 100% of the
attributable market data revenue, a member with less than 0.25% but at
least 0.15% would receive 80% of the attributable market data revenue,
a member with less than 0.15% but at least 0.10% would receive 50%, and
a member with less than 0.1% would not be eligible for the market data
revenue sharing program. For Tape B stocks, a member whose trade
reports constitute 0.5% or more of the total consolidated volume in
those stocks would receive 100% of the attributable market data
revenue, a member with less than 0.5% but at least 0.25% would receive
80% of the attributable market data revenue, a member with less than
0.25% but at least 0.10% would receive 50%, and a member with less than
0.1% would not be eligible for the program. For Tape C stocks, a member
whose trade reports constitute 0.75% or more of the total consolidated
volume in those stocks would receive 100% of the attributable market
data revenue, a member with less than 0.75% but at least 0.25% would
receive 80% of the attributable market data revenue, a member with less
than 0.25% but at least 0.10% would receive 50%, and a member with less
than 0.1% would not be eligible for the program. According to Nasdaq,
as the Business Member under the NASD/Nasdaq TRF LLC Agreement, the
different percentages required for different tapes reflect the current
extent to which participants use the NASD/Nasdaq TRF to report trades
in different stocks, i.e., comparatively higher volumes of trades in
Tape C stocks are reported through the NASD/Nasdaq TRF than in Tape B
or Tape A stocks, and thus for Tape C, the levels of revenue sharing
are tied to higher market share levels.
As the Business Member, Nasdaq has determined that the proposed
changes in the percentage of market data revenue shared with NASD/
Nasdaq TRF participants may be necessary for competitive reasons. FINRA
recently filed proposed rule changes to share 100% and 75% of the
revenues paid with respect to trades reported to the NASD/NYSE TRF and
the NASD/NSX TRF, respectively.\7\ Nasdaq believes that market data
revenue associated with over-the-counter trade reporting should
continue to serve its traditional function of defraying at least a
portion of the regulatory costs associated with the activity and is
reluctant to impose the regulatory costs of the NASD/Nasdaq TRF
exclusively on customers that lack a nexus to its operations. Even with
50% revenue sharing, however, the amount of remaining market data
revenue is not sufficient to defray the regulatory costs of the NASD/
Nasdaq TRF. Without a significant pricing change, Nasdaq believes that
the NASD/Nasdaq TRF would have greater difficulty competing. Nasdaq
believes that the proposed tiered revenue sharing program, in which
market participants that make the most use of the NASD/Nasdaq TRF are
eligible for the highest level of revenue sharing with others receiving
progressively lower percentages, will allow the NASD/Nasdaq TRF to
remain competitive while still funding a portion of its regulatory
costs out of market data revenue. Nevertheless, Nasdaq will be required
to fund a portion of the regulatory costs associated with the NASD/
Nasdaq TRF from Nasdaq's general revenues.
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\7\ See Securities Exchange Act Release No. 56754 (November 6,
2007), 72 FR 64101 (November 14, 2007) (SR-NASD-2007-031);
Securities Exchange Act Release No. 56752 (November 6, 2007), 72 FR
64099 (November 14, 2007) (SR-NASD-2007-043).
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FINRA is proposing that the implementation date of the proposed
rule change shall be retroactive to January 1, 2008.
2. Statutory Basis
FINRA believes that the proposed rule change is consistent with the
provisions of Section 15A of the Act,\8\ in general, and with Section
15A(b)(5) of the Act,\9\ in particular, which requires, among other
things, that FINRA rules provide for the equitable allocation of
reasonable dues, fees and other charges among members and issuers and
other persons using any facility or system that FINRA operates or
controls. FINRA believes that the proposed rule change is a reasonable
and equitable credit structure in that it bases the percentage of
revenue shared on members' respective contributions to the revenues of
the NASD/Nasdaq TRF, and further Nasdaq has indicated that all
regulatory costs owed by Nasdaq as the Business Member related to the
NASD/Nasdaq TRF that are not funded out of market data revenue or trade
reporting fees will be funded by Nasdaq general revenues.
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\8\ 15 U.S.C. 78o-3.
\9\ 15 U.S.C. 78o-3(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
FINRA 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
Written comments were neither solicited nor received.
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
[[Page 4297]]
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 FINRA 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 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-FINRA-2007-041 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-FINRA-2007-041. 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, 100 F Street,
NE., Washington, DC 20549, on official business days between the hours
of 10 a.m. and 3 p.m. Copies of such filing also will be available for
inspection and copying at the principal office of FINRA. 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 publicly available. All
submissions should refer to File Number SR-FINRA-2007-041 and should be
submitted on or before February 14, 2008.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
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\10\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E8-1156 Filed 1-23-08; 8:45 am]
BILLING CODE 8011-01-P