Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing of Amendment No. 2 and Order Granting Accelerated Approval to Proposed Rule Change, as Modified by Amendment Nos. 1 and 2 Thereto, To Establish Nasdaq Last Sale Data Feeds, 35178-35180 [E8-13955]
Download as PDF
35178
Federal Register / Vol. 73, No. 120 / Friday, June 20, 2008 / Notices
jlentini on PROD1PC65 with NOTICES
Company issuing the Managed Fund
Shares has failed to file any required
filings with the Commission, or if the
Exchange becomes aware that the
Investment Company is not in
compliance with the conditions of any
exemptive order or no-action relief
granted by the Commission to the
Investment Company with respect to the
series of Managed Fund Shares; or (4)
such other event shall occur or
condition exists which, in the opinion
of the Exchange, makes further dealings
of the Managed Fund Shares on the
Exchange inadvisable.
The Commission believes that the
requirements of proposed Nasdaq Rule
4420(o) should help to prevent trading
when a reasonable degree of
transparency cannot be assured and to
maintain a fair and orderly market for
Managed Fund Shares. The Commission
also believes that the proposed listing
and trading rules for Managed Fund
Shares, many of which track existing
Exchange rules relating to exchangetraded funds, are reasonably designed to
promote a fair and orderly market for
such Managed Fund Shares.
Specifically, proposed Nasdaq Rule
4420(o)(7) requires that: (1) If the
investment adviser of the Investment
Company is affiliated with a brokerdealer, such investment adviser must
erect a ‘‘firewall’’ between such
investment adviser and broker-dealer
with respect to access to information
regarding the composition and/or
changes to the Investment Company’s
portfolio; and (2) personnel who make
decisions on the Investment Company’s
portfolio composition must be subject to
procedures designed to prevent the use
and dissemination of material nonpublic information regarding the
Investment Company’s portfolio.18 In
addition, proposed Nasdaq Rule
4420(o)(4)(B)(ii)(b) requires that the
Reporting Authority that provides the
Disclosed Portfolio implement and
maintain, or be subject to, procedures
designed to prevent the use and
dissemination of material, non-public
information regarding the actual
components of the portfolio. The
proposed rules also require surveillance
procedures,19 establish trading
18 See
supra note 6.
proposed Nasdaq Rule 4420(o)(2)(D)
(providing that the Exchange will implement
written surveillance procedures for Managed Fund
Shares).
19 See
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16:53 Jun 19, 2008
Jkt 214001
guidelines,20 and impose other
requirements.21
SECURITIES AND EXCHANGE
COMMISSION
Conforming Changes and Listing Fees
[Release No. 34–57965; File No. SR–
NASDAQ–2006–060]
Trading in Managed Fund Shares will
be halted as provided in Nasdaq Rule
4120(a)(9), as proposed to be amended.
In addition, Managed Fund Shares will
be included under the term ‘‘Derivative
Securities Product,’’ as defined in
Nasdaq Rule 4120(b)(4)(A), in
connection with trading halts for trading
pursuant to UTP on the Exchange. The
Commission also notes that Managed
Fund Shares will be included in Nasdaq
Rules 4540(a) and (b), and, as a result,
the Exchange’s listing fees will be
applicable to a series of Managed Fund
Shares. The Commission finds that the
conforming changes made to the
Exchange’s rules, including those
governing trading halts and listing fees,
are reasonable and promote
transparency of the rules to be imposed
with respect to a series of Managed
Fund Shares listed and traded on the
Exchange.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,22 that the
proposed rule change (SR–NASDAQ–
2008–039), as modified by Amendment
No. 1 thereto, be, and it hereby is,
approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–13914 Filed 6–19–08; 8:45 am]
BILLING CODE 8010–01–P
20 See proposed Nasdaq Rule 4420(o)(2)(B) and
(C) (providing that transactions in Managed Fund
Shares will occur throughout Nasdaq’s trading
hours and that the minimum price variation for
quoting and entry of orders in Managed Fund
Shares must be $0.01). See also supra note 5.
21 See e.g., proposed Nasdaq Rule 4420(o)(2)(E)
(requiring certain statutory prospectuses for an
issue of Managed Fund Shares based on an
international or global portfolio to make certain
specific statements regarding creations and
redemptions); proposed Nasdaq Rule
4420(o)(4)(B)(v) (requiring, upon termination of an
Investment Company, the Managed Fund Shares
issued in connection with such Investment
Company to be removed from listing on the
Exchange); proposed Nasdaq Rule 4420(o)(4)(B)(vi)
(providing that the voting rights will be as set forth
in the applicable Investment Company prospectus);
and proposed Nasdaq Rule 4420(o)(6) (requiring
certain disclosures to be made in the case of a series
of Managed Fund Shares that are subject of an order
by the Commission exempting such securities from
certain prospectus delivery requirements under
Section 24(d) of the 1940 Act and are not otherwise
subject to prospectus delivery requirements under
the Securities Act of 1933).
22 15 U.S.C. 78s(b)(2).
23 See 17 CFR 200.30–3(a)(12).
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Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing of Amendment No. 2 and Order
Granting Accelerated Approval to
Proposed Rule Change, as Modified by
Amendment Nos. 1 and 2 Thereto, To
Establish Nasdaq Last Sale Data Feeds
June 16, 2008.
I. Introduction
On December 19, 2006, The NASDAQ
Stock Market LLC (‘‘Nasdaq’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change to
create, and impose fees for, the ‘‘Nasdaq
Last Sale for Nasdaq’’ and ‘‘Nasdaq Last
Sale for NYSE/Amex’’ data feeds
(‘‘Nasdaq Last Sale Data Feeds’’). The
Nasdaq Last Sale Data Feeds would
provide real-time last sale information
for executions occurring within the
Nasdaq Market Center, as well as those
reported to the jointly operated FINRA/
Nasdaq Trade Reporting Facility
(‘‘Nasdaq TRF’’). On January 26, 2007,
Nasdaq filed Amendment No. 1 to the
proposed rule change. The proposed
rule change, as modified by Amendment
No. 1, was published for comment in
the Federal Register on February 14,
2007.3 The Commission received three
comment letters on the proposal.4 On
December 13, 2007, Nasdaq responded
to the comment letters.5 On June 10,
2008, Nasdaq filed Amendment No. 2 to
the proposed rule change. In
Amendment No. 2, Nasdaq proposed to
impose fees for the Nasdaq Last Sale
Data Feeds only for a four-month pilot
period beginning July 1, 2008.6
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Securities Exchange Act Release No. 55255
(February 8, 2007), 72 FR 7100.
4 Letters to Nancy M. Morris, Secretary,
Commission, from Christopher Gilkerson and
Gregory Babyak, Co-Chairs of the Market Data
Subcommittee of the Technology and Regulation
Committee, Securities Industry and Financial
Markets Association (‘‘SIFMA’’), dated March 7,
2007 (‘‘SIFMA Letter’’); Chuck Thompson,
President, eSignal, Interactive Data Corporation,
dated March 8, 2007 (‘‘eSignal Letter’’); and letter
to Chairman Cox, Commission, from Alan
Davidson, Senior Policy Counsel, Google Inc.
(‘‘Google’’), dated June 12, 2007 (‘‘Google Letter’’).
5 Letters to Nancy M. Morris, Secretary,
Commission, from Jeffrey S. Davis, Vice President
and Deputy General Counsel, Nasdaq, dated
December 13, 2007.
6 On June 2, 2008, Nasdaq filed a proposed rule
change, designated as eligible for immediate
2 17
3 See
E:\FR\FM\20JNN1.SGM
20JNN1
Federal Register / Vol. 73, No. 120 / Friday, June 20, 2008 / Notices
The Commission is publishing this
notice to solicit comments on the
proposed rule change as modified by
Amendment Nos. 1 and 2 and is
simultaneously approving the proposed
rule change, as modified by Amendment
Nos. 1 and 2, on an accelerated basis.
II. Description of the Proposal
jlentini on PROD1PC65 with NOTICES
Nasdaq proposes to create two
separate data products containing realtime last sale information for trades
executed on Nasdaq or reported to the
Nasdaq TRF.7 First, the Nasdaq Last
Sale for Nasdaq data product would be
a real-time data feed providing last sale
information, including execution price,
volume, and time, for Nasdaq securities
executions on the Nasdaq system or
reported to the Nasdaq TRF. Second, the
Nasdaq Last Sale for NYSE/Amex data
product would be a real-time data feed
providing last sale information,
including execution price, volume, and
time, for NYSE and Amex securities
executions on the Nasdaq system or
reported to the Nasdaq TRF.
Nasdaq proposes two different pricing
models, one for clients that are able to
maintain username/password
entitlement systems and/or quote
counting mechanisms to account for
usage, and a second for those that are
not. Firms with the ability to maintain
username/password entitlement systems
or quote counting mechanisms would be
eligible for a specified fee schedule for
the Nasdaq Last Sale for Nasdaq product
and a separate fee schedule for the
Nasdaq Last Sale for NYSE/Amex
product. This pricing would be ‘‘stairstepped,’’ such that the tiered fees
would be effective for incremental users
in the new tier. For example, a
distributor of the Nasdaq Last Sale for
Nasdaq product with 20,000 users
would pay $0.60 for each of the first
10,000 users and $0.48 for each of the
next 10,000 users. Distributors may elect
to pay per query for their users if, for
example, a substantial portion of their
users request a relatively small number
of queries each month. Firms would
also be permitted to ‘‘cap’’ their
payments for individual queries at the
corresponding monthly user rate.
effectiveness pursuant to Section 19(b)(3)(A) of the
Act, to offer the Nasdaq Last Sale Data Feeds
immediately without charge for one month, and
thereafter impose fees for an additional five-month
pilot period. See SR–NASDAQ–2008–050. On June
16, 2008, Nasdaq withdrew SR–NASDAQ–2008–
050, except for the provisions permitting Nasdaq to
offer the Nasdaq Last Sale Data Feeds at no charge
for one month.
7 In Amendment No. 2, Nasdaq removed from the
proposal Nasdaq Market Velocity and Nasdaq
Market Forces services that Nasdaq included in its
initial proposal and Amendment No. 1.
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Firms that are unable to maintain
username/password entitlement systems
or quote counting mechanisms would
also have options for purchasing the
Nasdaq Last Sale Data Feeds. These
firms could choose between a ‘‘Unique
Visitor’’ model for Internet delivery or a
‘‘Household’’ model for Television
delivery. Unique Visitor and Household
populations would have to be reported
monthly and validated by a third party
vendor or ratings agency approved by
Nasdaq at Nasdaq’s sole discretion. This
proposed pricing would also be stairstepped such that the tiered fees would
be effective for the incremental users in
the new tier. For example, a distributor
of Nasdaq Last Sale for Nasdaq product
that reports 600,000 Unique Visitors
would pay $0.036 for the first 100,000
visitors and $0.03 for the next 500,000
visitors. A Distributor that reports
3,000,000 households reached would
pay $0.0096 for each of the first
1,000,000 households and $0.0084 for
each of the next 2,000,000 households.
In addition, Nasdaq proposes to offer
reduced fees for a single distributor of
Nasdaq Last Sale Data Feeds via
multiple distribution mechanisms.
Specifically, Nasdaq would discount the
applicable fees for distribution of
Nasdaq Last Sale Data Feeds via
Television for Distributors that also
distribute those products via the
Internet and achieve a new pricing tier
for Unique Visitors, Users, or Queries.
Nasdaq proposes the following tiered
discounts for a firm’s Television fees
based on its number of Unique Visitors,
Users, or Queries—10% discount for the
second tier, 15% discount for the third
tier, and a 20% discount for the fourth
tier. In addition, Nasdaq proposes to
establish a cap of $100,000 per month
for Nasdaq Last Sale for Nasdaq data
product and $50,000 per month for
Nasdaq Last Sale for NYSE/Amex data
product.
As with other Nasdaq proprietary
products, all distributors of the Nasdaq
Last Sale for Nasdaq and/or Nasdaq Last
Sale for NYSE/Amex products would
pay a single $1500/month Nasdaq Last
Sale Distributor Fee in addition to any
applicable usage fees. The $1,500
monthly fee would apply to all
distributors and would not vary based
on whether the data is distributed
internally or externally or via both the
Internet and Television.
III. Commission’s Findings and Order
Granting Accelerated Approval of
Proposed Rule Change
The Commission finds that the
proposed rule change, to be
implemented on a four-month pilot
basis, is consistent with the
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35179
requirements of the Act and the rules
and regulations thereunder applicable to
a national securities exchange.8 In
particular, it is consistent with Section
6(b)(4) of the Act,9 which requires that
the rules of a national securities
exchange provide for the equitable
allocation of reasonable dues, fees, and
other charges among its members and
issuers and other parties using its
facilities, and Section 6(b)(5) of the
Act,10 which requires, among other
things, that the rules of a national
securities exchange be designed to
promote just and equitable principles of
trade, to remove impediments to and
perfect the mechanism of a free and
open market and a national market
system and, in general, to protect
investors and the public interest, and
not be designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers.
The Commission also finds that the
proposed rule change is consistent with
the provisions of Section 6(b)(8) of the
Act,11 which requires that the rules of
an exchange not impose any burden on
competition not necessary or
appropriate in furtherance of the
purposes of the Act. Finally, the
Commission finds that the proposed
rule change is consistent with Rule
603(a) of Regulation NMS,12 adopted
under Section 11A(c)(1) of the Act,
which requires an exclusive processor
that distributes information with respect
to quotations for or transactions in an
NMS stock to do so on terms that are
fair and reasonable and that are not
unreasonably discriminatory.13
The Commission received two
comment letters expressing concerns
with the proposed rule change, and one
comment letter supporting the proposed
rule change. Generally, SIFMA and
eSignal suggested that Nasdaq did not
adequately demonstrate that the
proposed rule change was consistent
with the Act.14 SIFMA asserted that
Nasdaq had failed to demonstrate that
its proposal met the relevant
requirements of the Act, including that
its market data fees be fair and
reasonable and not unreasonably
8 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
9 15 U.S.C. 78f(b)(4).
10 15 U.S.C. 78f(b)(5).
11 15 U.S.C. 78f(b)(8).
12 17 CFR 242.603(a).
13 Nasdaq is an exclusive processor of its last sale
data under Section 3(a)(22)(B) of the Act, 15 U.S.C.
78c(a)(22)(B), which defines an exclusive processor
as, among other things, an exchange that distributes
data on an exclusive basis on its own behalf.
14 See SIFMA Letter and eSignal Letter.
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35180
Federal Register / Vol. 73, No. 120 / Friday, June 20, 2008 / Notices
discriminatory.15 eSignal asserted that
Nasdaq’s proposal unreasonably
discriminated against smaller market
data distributors.16 Google, however,
expressed strong support for the
proposal and noted its enthusiasm
regarding the opportunity to give more
of its users access to real-time financial
information online.17
The Commission notes that Nasdaq
amended the proposed rule change so
that its fees would be imposed only for
a four-month pilot period. On June 4,
2008, the Commission published for
public comment a draft approval order
that sets forth a market-based approach
for analyzing proposals by selfregulatory organizations to impose fees
for ‘‘non-core’’ market data products
that would encompass the Nasdaq Last
Sale Data Feeds.18 The Commission
believes that Nasdaq’s proposal is
consistent with the Act for the reasons
noted preliminarily in the Draft
Approval Order. Pending review by the
Commission of comments received on
the Draft Approval Order, and final
Commission action thereon, the
Commission believes that approving
Nasdaq’s proposal on a pilot basis
would be beneficial to investors and in
the public interest, in that it should
result in broad public dissemination of
real-time pricing information. Therefore,
the Commission is approving Nasdaq’s
proposed fees for a four-month pilot
beginning July 1, 2008. The broader
approach ultimately taken by the
Commission with respect to non-core
market data fees will necessarily guide
Commission action regarding fees for
the Nasdaq Last Sale Data Feeds beyond
the four-month pilot period.
The Commission finds good cause for
approving the proposed rule change, as
modified by Amendment Nos. 1 and 2
thereto, before the thirtieth day after the
date of publication of notice of filing
thereof in the Federal Register . As
noted above, accelerating approval of
this proposal should benefit investors
by facilitating their prompt access to
widespread, free, real-time pricing
information contained in the Nasdaq
Last Sale Data Feeds. In addition, the
Commission notes that the proposal is
approved only on a four-month pilot
period while the Commission analyzes
comments on the Draft Approval Order.
Therefore, the Commission finds good
15 See
SIFMA Letter.
eSignal Letter.
17 See Google Letter.
18 See Securities Exchange Act Release No. 57917
(June 4, 2008), 73 FR 32751 (June 10, 2008) (Notice
of Proposed Order Approving Proposal by NYSE
Arca, Inc. to Establish Fees for Certain Market Data
and Request for Comment) (‘‘Draft Approval
Order’’).
jlentini on PROD1PC65 with NOTICES
16 See
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16:53 Jun 19, 2008
Jkt 214001
cause, consistent with Section 19(b)(2)
of the Act, to approve the proposed rule
change, as modified by Amendment
Nos. 1 and 2, on an accelerated basis.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning Amendment No.
2, including whether Amendment No. 2
is consistent with the Act. Comments
may be submitted by any of the
following methods:
• 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
No. SR–NASDAQ–2006–060 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street, NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NASDAQ–2006–060. 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 Exchange. 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–2006–060 and
should be submitted on or before July
11, 2008.
Frm 00065
Fmt 4703
By the Commission.
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8–13955 Filed 6–19–08; 8:45 am]
BILLING CODE 8010–01–P
Electronic Comments
PO 00000
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,19 that the
proposed rule change (SR–NASDAQ–
2006–060), as modified by Amendment
Nos. 1 and 2, be, and it hereby is,
approved on an accelerated basis until
October 31, 2008.
Sfmt 4703
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–57964; File No. SR–NASD–
2006–005]
Self-Regulatory Organizations;
National Association of Securities
Dealers, Inc. (n/k/a Financial Industry
Regulatory Authority, Inc.); Order
Approving Proposed Rule Change and
Amendment No. 1 Thereto To Expand
the Scope of NASD Rule 2440 and
Interpretive Material 2440–1 Relating to
Fair Prices and Commissions To Apply
to All Securities Transactions
June 13, 2008.
I. Introduction
On January 19, 2006, the National
Association of Securities Dealers, Inc.
(‘‘NASD’’) (n/k/a Financial Industry
Regulatory Authority, Inc. (‘‘FINRA’’))
filed with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’)1 and Rule
19b–4 thereunder,2 a proposed rule
change to expand the coverage of NASD
Rule 2440 and Interpretive Material
(‘‘IM’’) 2440 relating to fair prices and
commissions, to all securities
transactions that involve members and
their customers.3 The proposed rule
change was published for comment in
the Federal Register on April 4, 2006.4
The Commission received two comment
letters regarding the proposal.5 NASD
19 15
U.S.C. 78s(b)(2).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 IM–2440–1, which was designated as IM–2440
at the time of this filing, was proposed to be renumbered in SR–NASD–2003–141, which was filed
before this proposal was filed and approved while
this proposal was pending. See Securities Exchange
Act Release No. 55638 (April 16, 2007), 72 FR
20150 (April 23, 2007) (SR–NASD–2003–141).
4 See Securities Exchange Act Release No. 53562
(March 29, 2006), 71 FR 16849.
5 See submission via SEC WebForm from Dan
Mayfield, President, Sanderlin Securities, dated
April 6, 2006 (‘‘First Commenter’’); letter from Mary
C.M. Kuan, Vice President and Assistant General
Counsel, The Bond Market Association, to Nancy
1 15
E:\FR\FM\20JNN1.SGM
20JNN1
Agencies
[Federal Register Volume 73, Number 120 (Friday, June 20, 2008)]
[Notices]
[Pages 35178-35180]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E8-13955]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-57965; File No. SR-NASDAQ-2006-060]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing of Amendment No. 2 and Order Granting Accelerated
Approval to Proposed Rule Change, as Modified by Amendment Nos. 1 and 2
Thereto, To Establish Nasdaq Last Sale Data Feeds
June 16, 2008.
I. Introduction
On December 19, 2006, The NASDAQ Stock Market LLC (``Nasdaq'' or
``Exchange'') filed with the Securities and Exchange Commission
(``Commission''), pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 thereunder,\2\ a
proposed rule change to create, and impose fees for, the ``Nasdaq Last
Sale for Nasdaq'' and ``Nasdaq Last Sale for NYSE/Amex'' data feeds
(``Nasdaq Last Sale Data Feeds''). The Nasdaq Last Sale Data Feeds
would provide real-time last sale information for executions occurring
within the Nasdaq Market Center, as well as those reported to the
jointly operated FINRA/Nasdaq Trade Reporting Facility (``Nasdaq
TRF''). On January 26, 2007, Nasdaq filed Amendment No. 1 to the
proposed rule change. The proposed rule change, as modified by
Amendment No. 1, was published for comment in the Federal Register on
February 14, 2007.\3\ The Commission received three comment letters on
the proposal.\4\ On December 13, 2007, Nasdaq responded to the comment
letters.\5\ On June 10, 2008, Nasdaq filed Amendment No. 2 to the
proposed rule change. In Amendment No. 2, Nasdaq proposed to impose
fees for the Nasdaq Last Sale Data Feeds only for a four-month pilot
period beginning July 1, 2008.\6\
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 55255 (February 8,
2007), 72 FR 7100.
\4\ Letters to Nancy M. Morris, Secretary, Commission, from
Christopher Gilkerson and Gregory Babyak, Co-Chairs of the Market
Data Subcommittee of the Technology and Regulation Committee,
Securities Industry and Financial Markets Association (``SIFMA''),
dated March 7, 2007 (``SIFMA Letter''); Chuck Thompson, President,
eSignal, Interactive Data Corporation, dated March 8, 2007
(``eSignal Letter''); and letter to Chairman Cox, Commission, from
Alan Davidson, Senior Policy Counsel, Google Inc. (``Google''),
dated June 12, 2007 (``Google Letter'').
\5\ Letters to Nancy M. Morris, Secretary, Commission, from
Jeffrey S. Davis, Vice President and Deputy General Counsel, Nasdaq,
dated December 13, 2007.
\6\ On June 2, 2008, Nasdaq filed a proposed rule change,
designated as eligible for immediate effectiveness pursuant to
Section 19(b)(3)(A) of the Act, to offer the Nasdaq Last Sale Data
Feeds immediately without charge for one month, and thereafter
impose fees for an additional five-month pilot period. See SR-
NASDAQ-2008-050. On June 16, 2008, Nasdaq withdrew SR-NASDAQ-2008-
050, except for the provisions permitting Nasdaq to offer the Nasdaq
Last Sale Data Feeds at no charge for one month.
---------------------------------------------------------------------------
[[Page 35179]]
The Commission is publishing this notice to solicit comments on the
proposed rule change as modified by Amendment Nos. 1 and 2 and is
simultaneously approving the proposed rule change, as modified by
Amendment Nos. 1 and 2, on an accelerated basis.
II. Description of the Proposal
Nasdaq proposes to create two separate data products containing
real-time last sale information for trades executed on Nasdaq or
reported to the Nasdaq TRF.\7\ First, the Nasdaq Last Sale for Nasdaq
data product would be a real-time data feed providing last sale
information, including execution price, volume, and time, for Nasdaq
securities executions on the Nasdaq system or reported to the Nasdaq
TRF. Second, the Nasdaq Last Sale for NYSE/Amex data product would be a
real-time data feed providing last sale information, including
execution price, volume, and time, for NYSE and Amex securities
executions on the Nasdaq system or reported to the Nasdaq TRF.
---------------------------------------------------------------------------
\7\ In Amendment No. 2, Nasdaq removed from the proposal Nasdaq
Market Velocity and Nasdaq Market Forces services that Nasdaq
included in its initial proposal and Amendment No. 1.
---------------------------------------------------------------------------
Nasdaq proposes two different pricing models, one for clients that
are able to maintain username/password entitlement systems and/or quote
counting mechanisms to account for usage, and a second for those that
are not. Firms with the ability to maintain username/password
entitlement systems or quote counting mechanisms would be eligible for
a specified fee schedule for the Nasdaq Last Sale for Nasdaq product
and a separate fee schedule for the Nasdaq Last Sale for NYSE/Amex
product. This pricing would be ``stair-stepped,'' such that the tiered
fees would be effective for incremental users in the new tier. For
example, a distributor of the Nasdaq Last Sale for Nasdaq product with
20,000 users would pay $0.60 for each of the first 10,000 users and
$0.48 for each of the next 10,000 users. Distributors may elect to pay
per query for their users if, for example, a substantial portion of
their users request a relatively small number of queries each month.
Firms would also be permitted to ``cap'' their payments for individual
queries at the corresponding monthly user rate.
Firms that are unable to maintain username/password entitlement
systems or quote counting mechanisms would also have options for
purchasing the Nasdaq Last Sale Data Feeds. These firms could choose
between a ``Unique Visitor'' model for Internet delivery or a
``Household'' model for Television delivery. Unique Visitor and
Household populations would have to be reported monthly and validated
by a third party vendor or ratings agency approved by Nasdaq at
Nasdaq's sole discretion. This proposed pricing would also be stair-
stepped such that the tiered fees would be effective for the
incremental users in the new tier. For example, a distributor of Nasdaq
Last Sale for Nasdaq product that reports 600,000 Unique Visitors would
pay $0.036 for the first 100,000 visitors and $0.03 for the next
500,000 visitors. A Distributor that reports 3,000,000 households
reached would pay $0.0096 for each of the first 1,000,000 households
and $0.0084 for each of the next 2,000,000 households.
In addition, Nasdaq proposes to offer reduced fees for a single
distributor of Nasdaq Last Sale Data Feeds via multiple distribution
mechanisms. Specifically, Nasdaq would discount the applicable fees for
distribution of Nasdaq Last Sale Data Feeds via Television for
Distributors that also distribute those products via the Internet and
achieve a new pricing tier for Unique Visitors, Users, or Queries.
Nasdaq proposes the following tiered discounts for a firm's Television
fees based on its number of Unique Visitors, Users, or Queries--10%
discount for the second tier, 15% discount for the third tier, and a
20% discount for the fourth tier. In addition, Nasdaq proposes to
establish a cap of $100,000 per month for Nasdaq Last Sale for Nasdaq
data product and $50,000 per month for Nasdaq Last Sale for NYSE/Amex
data product.
As with other Nasdaq proprietary products, all distributors of the
Nasdaq Last Sale for Nasdaq and/or Nasdaq Last Sale for NYSE/Amex
products would pay a single $1500/month Nasdaq Last Sale Distributor
Fee in addition to any applicable usage fees. The $1,500 monthly fee
would apply to all distributors and would not vary based on whether the
data is distributed internally or externally or via both the Internet
and Television.
III. Commission's Findings and Order Granting Accelerated Approval of
Proposed Rule Change
The Commission finds that the proposed rule change, to be
implemented on a four-month pilot basis, is consistent with the
requirements of the Act and the rules and regulations thereunder
applicable to a national securities exchange.\8\ In particular, it is
consistent with Section 6(b)(4) of the Act,\9\ which requires that the
rules of a national securities exchange provide for the equitable
allocation of reasonable dues, fees, and other charges among its
members and issuers and other parties using its facilities, and Section
6(b)(5) of the Act,\10\ which requires, among other things, that the
rules of a national securities exchange be designed to promote just and
equitable principles of trade, to remove impediments to and perfect the
mechanism of a free and open market and a national market system and,
in general, to protect investors and the public interest, and not be
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers.
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\8\ In approving this proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
\9\ 15 U.S.C. 78f(b)(4).
\10\ 15 U.S.C. 78f(b)(5).
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The Commission also finds that the proposed rule change is
consistent with the provisions of Section 6(b)(8) of the Act,\11\ which
requires that the rules of an exchange not impose any burden on
competition not necessary or appropriate in furtherance of the purposes
of the Act. Finally, the Commission finds that the proposed rule change
is consistent with Rule 603(a) of Regulation NMS,\12\ adopted under
Section 11A(c)(1) of the Act, which requires an exclusive processor
that distributes information with respect to quotations for or
transactions in an NMS stock to do so on terms that are fair and
reasonable and that are not unreasonably discriminatory.\13\
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\11\ 15 U.S.C. 78f(b)(8).
\12\ 17 CFR 242.603(a).
\13\ Nasdaq is an exclusive processor of its last sale data
under Section 3(a)(22)(B) of the Act, 15 U.S.C. 78c(a)(22)(B), which
defines an exclusive processor as, among other things, an exchange
that distributes data on an exclusive basis on its own behalf.
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The Commission received two comment letters expressing concerns
with the proposed rule change, and one comment letter supporting the
proposed rule change. Generally, SIFMA and eSignal suggested that
Nasdaq did not adequately demonstrate that the proposed rule change was
consistent with the Act.\14\ SIFMA asserted that Nasdaq had failed to
demonstrate that its proposal met the relevant requirements of the Act,
including that its market data fees be fair and reasonable and not
unreasonably
[[Page 35180]]
discriminatory.\15\ eSignal asserted that Nasdaq's proposal
unreasonably discriminated against smaller market data
distributors.\16\ Google, however, expressed strong support for the
proposal and noted its enthusiasm regarding the opportunity to give
more of its users access to real-time financial information online.\17\
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\14\ See SIFMA Letter and eSignal Letter.
\15\ See SIFMA Letter.
\16\ See eSignal Letter.
\17\ See Google Letter.
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The Commission notes that Nasdaq amended the proposed rule change
so that its fees would be imposed only for a four-month pilot period.
On June 4, 2008, the Commission published for public comment a draft
approval order that sets forth a market-based approach for analyzing
proposals by self-regulatory organizations to impose fees for ``non-
core'' market data products that would encompass the Nasdaq Last Sale
Data Feeds.\18\ The Commission believes that Nasdaq's proposal is
consistent with the Act for the reasons noted preliminarily in the
Draft Approval Order. Pending review by the Commission of comments
received on the Draft Approval Order, and final Commission action
thereon, the Commission believes that approving Nasdaq's proposal on a
pilot basis would be beneficial to investors and in the public
interest, in that it should result in broad public dissemination of
real-time pricing information. Therefore, the Commission is approving
Nasdaq's proposed fees for a four-month pilot beginning July 1, 2008.
The broader approach ultimately taken by the Commission with respect to
non-core market data fees will necessarily guide Commission action
regarding fees for the Nasdaq Last Sale Data Feeds beyond the four-
month pilot period.
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\18\ See Securities Exchange Act Release No. 57917 (June 4,
2008), 73 FR 32751 (June 10, 2008) (Notice of Proposed Order
Approving Proposal by NYSE Arca, Inc. to Establish Fees for Certain
Market Data and Request for Comment) (``Draft Approval Order'').
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The Commission finds good cause for approving the proposed rule
change, as modified by Amendment Nos. 1 and 2 thereto, before the
thirtieth day after the date of publication of notice of filing thereof
in the Federal Register . As noted above, accelerating approval of this
proposal should benefit investors by facilitating their prompt access
to widespread, free, real-time pricing information contained in the
Nasdaq Last Sale Data Feeds. In addition, the Commission notes that the
proposal is approved only on a four-month pilot period while the
Commission analyzes comments on the Draft Approval Order. Therefore,
the Commission finds good cause, consistent with Section 19(b)(2) of
the Act, to approve the proposed rule change, as modified by Amendment
Nos. 1 and 2, on an accelerated basis.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning Amendment No. 2, including whether Amendment No. 2
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 No. SR-NASDAQ-2006-060 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street, NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-NASDAQ-2006-060. 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 Exchange. 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-2006-060 and should
be submitted on or before July 11, 2008.
V. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\19\ that the proposed rule change (SR-NASDAQ-2006-060), as
modified by Amendment Nos. 1 and 2, be, and it hereby is, approved on
an accelerated basis until October 31, 2008.
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\19\ 15 U.S.C. 78s(b)(2).
By the Commission.
Florence E. Harmon,
Acting Secretary.
[FR Doc. E8-13955 Filed 6-19-08; 8:45 am]
BILLING CODE 8010-01-P