Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Modify Fees for Members Using the NASDAQ Market Center, 9457-9459 [E9-4563]
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Federal Register / Vol. 74, No. 41 / Wednesday, March 4, 2009 / Notices
and C below, of the most significant
aspects of such statements.
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.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
BX is proposing to reduce its fee to
access liquidity posted on the BX book
from $0.0022 per share executed to
$0.0014 per share executed. Since its
launch on January 16, 2009, BX has
begun to acquire market share in U.S.
equities trading. However, in a highly
competitive environment in which
routing decisions are affected by
execution costs and the likelihood of
accessing liquidity, BX believes that a
fee reduction will increase the
likelihood of BX receiving orders ahead
of other venues posting the same prices,
thereby encouraging further liquidity
provision through BX and enhancing its
market quality through greater depth of
book.
2. Statutory Basis
BX believes that the proposed rule
change is consistent with the provisions
of Section 6 of the Act,4 in general, and
with Section 6(b)(4) of the Act,5 in
particular, in that it provides for the
equitable allocation of reasonable dues,
fees and other charges among members
and issuers and other persons using any
facility or system which BX operates or
controls. The proposed fee change
applies uniformly to all BX members.
The impact of the changes upon the net
fees paid by a particular market
participant will depend upon the order
types that it uses and the prices of its
quotes and orders (i.e., its propensity to
add or remove liquidity). BX notes that
it operates in a highly competitive
market in which market participants can
readily direct order flow to competing
venues if they deem fee levels at a
particular venue to be excessive. The
proposed changes will lower the cost of
accessing liquidity through BX.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
BX 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.
4 15
5 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
VerDate Nov<24>2008
15:08 Mar 03, 2009
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act 6 and
subparagraph (f)(2) of Rule 19b–4
thereunder.7 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–BX–2009–012 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–BX–2009–012. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
6 15
7 17
Jkt 217001
PO 00000
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
Frm 00076
Fmt 4703
Sfmt 4703
9457
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 the filing will also be available
for inspection and copying at the
principal office of the self-regulatory
organization. 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–BX–
2009–012 and should be submitted on
or before March 25, 2009.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–4556 Filed 3–3–09; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–59455; File No. SR–
NASDAQ–2009–013]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Modify Fees
for Members Using the NASDAQ
Market Center
February 25, 2009.
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 February
19, 2009, 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 by NASDAQ. Pursuant to
Section 19(b)(3)(A)(ii) of the Act 3 and
Rule 19b–4(f)(2) thereunder,4 NASDAQ
has designated this proposal as
establishing or changing a due, fee, or
other charge, which renders the
proposed rule change effective upon
filing.
The Commission is publishing this
notice to solicit comments on the
8 17
CFR 200.30–3(a)(12).
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).
1 15
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9458
Federal Register / Vol. 74, No. 41 / Wednesday, March 4, 2009 / Notices
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 pricing for
NASDAQ members using the NASDAQ
Market Center. NASDAQ will
implement this rule change on March 2,
2009. The text of the proposed rule
change is attached as Exhibit 5 5 and is
available at https://
www.cchwallstreet.com/nasdaq.
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
NASDAQ is proposing several
changes to its fees for order execution
and routing through the NASDAQ
Market Center. The changes are
primarily a response to pricing changes
that were recently announced by the
New York Stock Exchange (‘‘NYSE’’)
that affect the fees paid by NASDAQ
when it routes orders to NYSE.6 As a
result, NASDAQ is changing its routing
fees to ensure that its members are not
disadvantaged when their orders are
routed to NYSE.
The changes in fees for routing to
NYSE apply to securities other than
exchange-traded funds. An order that
attempts to execute in the NASDAQ
Market Center for the full size of the
order prior to routing and being
executed at NYSE will receive a $0.0010
rebate if the order adds liquidity at the
5 The Commission notes that while provided in
Exhibit 5 to the filing, the text of the proposed rule
change is not attached to this notice but is available
at the Commission’s Public Reference Room and at
https://www.cchwallstreet.com/nasdaq.
6 See NYSE and NYSE Arca Announce Changes
in Equities Transaction Pricing, Effective March 1
(February 2, 2009) (available at https://
www.nyse.com/press/1233573357875.html. The key
features of NYSE’s changes are the introduction of
a liquidity provider rebate and an increase in order
execution fees.
VerDate Nov<24>2008
15:08 Mar 03, 2009
Jkt 217001
NYSE after routing, to pass through the
rebate that NYSE itself will pay. Other
orders that attempt to execute in the
NASDAQ Market Center for the full size
of the order prior to routing will be
assessed a fee of $0.0018 to reflect the
NYSE’s new fee to access liquidity.7 For
orders that do not attempt to execute in
the NASDAQ Market Center for the full
size of the order prior to routing, the fee
will generally be $0.0020 per share
executed. However, the fee will be
$0.0019 per share executed for members
with an average daily volume through
the NASDAQ Market Center in all
securities during the month of more
than 35 million shares of liquidity
provided, in the case of orders of such
members that do not attempt to execute
in the NASDAQ Market Center and are
not designated as intermarket sweep
orders. The corresponding fees are
currently $0.0010 and $0.0009,
respectively. A pricing tier for members
with an average daily volume of more
than 50 million shares of liquidity
routed to NYSE is being removed, since
NASDAQ has concluded that members
would not generally qualify for this tier
unless they also qualify for the tier for
members with an average daily volume
of more than 35 million shares of
liquidity provided. In addition, obsolete
language regarding orders that add
liquidity to the NYSE book but do not
attempt to execute in NASDAQ prior to
routing is being removed, since all
orders that post to the NYSE book must
check the NASDAQ book prior to
routing.8
The fee for an order that executes in
the NYSE closing process as a ‘‘marketat-the-close’’ or ‘‘limit-at-the-close’’
order is being increased from $0.0004 to
$0.0005, and fee for orders that execute
at the NYSE as an odd lot transaction
(including the odd lot portion of a
partial round lot order) is being
increased from $0.0004 to $0.0010, to
reflect corresponding changes by NYSE.
NASDAQ is also introducing a new
per order fee for members that make
inefficient use of certain features of
NASDAQ’s routing facility. When
NASDAQ members route to the NYSE
after having their orders check the
NASDAQ book, they may designate
their orders as eligible for posting to the
NASDAQ book after accessing available
7 The current fees are $0.0008 if the order is
designated as eligible only to remove liquidity from
the NASDAQ book prior to routing, and $0.00075
if the order is eligible to post back to the NASDAQ
book if not executable at the NYSE. There is
currently no charge or credit for orders that add
liquidity at NYSE after routing.
8 See Securities Exchange Act Release No. 58721
(October 2, 2008), 73 FR 59696 (October 9, 2008)
(SR–NASDAQ–2008–079).
PO 00000
Frm 00077
Fmt 4703
Sfmt 4703
liquidity at NYSE and elsewhere, or
they may designate their orders for
posting the NYSE book. The new fee
will apply to round lot or mixed lot
orders that attempt to execute in the
NASDAQ Market Center for the full size
of the order prior to routing, but that are
designated as not eligible to post in the
NASDAQ Market Center (‘‘DOTI
Orders’’). If a member sends an average
of more than 10,000 DOTI Orders per
day during the month, and the ratio
between total DOTI Orders and DOTI
Orders that are fully or partially
executed (either at NASDAQ or NYSE)
exceeds 300 to 1, then the member will
be charged a fee of $0.01 for each order
that exceeds the ratio. For example, if a
member sends 200,000 DOTI Orders
during the month and only 100 of the
orders result in executions, a ratio of
300 to 1 would equate to 30,000 DOTI
Orders. Accordingly, the 170,000 DOTI
Orders in excess of this level would
each be assessed a fee of $0.01, resulting
in a charge of $1,700.
NASDAQ is introducing this new fee
to address the practice of members
routing an order to the NYSE book
through NASDAQ and quickly
cancelling the order and resubmitting it
at a different price if it does not execute
within a short period of time. The
practice offers no benefits in terms of
liquidity posted to the NASDAQ book or
execution or routing revenues, and
could place unwarranted burdens on
NASDAQ routing systems. Members
wishing to continue to use this routing
strategy may do so through other means
of routing to NYSE, but will be
discouraged from doing so through
NASDAQ systems.
NASDAQ is also changing its fee for
routing directed orders (including
directed intermarket sweep orders) to
NASDAQ OMX BX, Inc. (‘‘BX’’),
decreasing the applicable fee from
$0.0035 per share executed to $0.0016
per share executed. The change reflects
the fact that effective March 2, 2009, BX
will reduce its fee for order executions
to $0.0014.9 Accordingly, the current fee
for routing to BX is disproportionate to
the fee that NASDAQ will be charged by
BX when conducting such routing. In
this respect, the change is similar to
pricing in effect at NYSE Arca, whose
fees to route to NYSE are lower than its
fees to route to other venues, to reflect
the lower fees charged by NYSE itself.10
Finally, with respect to executions of
securities listed on exchanges other than
9 See SR–BX–2009–012 (February 19, 2009),
Securities Exchange Act Release No. 59452
(February 25, 2009).
10 See https://www.nyse.com/pdfs/
NYSEArca_Equities_Fees.pdf.
E:\FR\FM\04MRN1.SGM
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Federal Register / Vol. 74, No. 41 / Wednesday, March 4, 2009 / Notices
NASDAQ and NYSE, NASDAQ is
decreasing the liquidity provider rebate
it pays to members with an average
daily volume through the NASDAQ
Market Center in all securities during
the month of more than 35 million
shares of liquidity provided, from
$0.0031 per share to $0.0028 per share.
The change reverses an ‘‘inverted’’
pricing structure that had previously
been in effect for this group of members
with respect to these securities, under
which the rebate for providing liquidity
exceeded the charge of $0.0029 to access
liquidity.
2. Statutory Basis
NASDAQ believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,11 in
general, and with Section 6(b)(4) of the
Act,12 in particular, in that it provides
for the equitable allocation of reasonable
dues, fees and other charges among
members and issuers and other persons
using any facility or system which
NASDAQ operates or controls. The
impact of the changes upon the net fees
paid by a particular market participant
will depend upon a number of variables,
including its monthly volume, the order
types it uses, and the prices of its quotes
and orders (i.e., its propensity to add or
remove liquidity). NASDAQ notes that
it operates in a highly competitive
market in which market participants can
readily direct order flow to competing
venues if they deem fee levels at a
particular venue to be excessive. In
general, the proposed changes are
designed to ensure that the fees charged
by NASDAQ to route to NYSE and BX
reflect the fees charged to, and rebates
received by, NASDAQ in connection
with such routing. The proposal also
reduces the rebate paid to certain
members with respect to providing
liquidity in stocks listed on venues
other than NYSE and NASDAQ.
NASDAQ believes, however, that its
fees for trading such stocks remain
competitive with those charged by other
venues and therefore continue to be
reasonable and equitably allocated to
those members that opt to direct orders
to NASDAQ rather than competing
venues.
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.
11 15
12 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
VerDate Nov<24>2008
15:08 Mar 03, 2009
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 foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act 13 and
subparagraph (f)(2) of Rule 19b–4
thereunder.14 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–2009–013 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–NASDAQ–2009–013. 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
13 15
14 17
Jkt 217001
PO 00000
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
Frm 00078
Fmt 4703
Sfmt 4703
9459
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 the filing will also be available
for inspection and copying at the
principal office of the self-regulatory
organization. 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–2009–013 and should be
submitted on or before March 25, 2009.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–4563 Filed 3–3–09; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–59450; File No. SR–NYSE–
2009–14]
Self-Regulatory Organizations; Notice
of Filing and Immediate Effectiveness
of Proposed Rule Change and
Amendment No. 1 Thereto by New
York Stock Exchange LLC Amending
NYSE Rule 472 (Communications With
the Public)
February 25, 2009.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that, on February
5, 2009, New York Stock Exchange LLC
(‘‘NYSE’’ or the ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I and II, below, which Items have
been prepared by the self-regulatory
organization. The Exchange filed the
proposal as a ‘‘non-controversial’’
proposed rule change pursuant to
Section 19(b)(3)(A)(iii) of the Act 4 and
Rule 19b–4(f)(6) thereunder.5 NYSE
filed Amendment No. 1 to the proposed
15 17
CFR 200.30–3(a)(12).
U.S.C.78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
4 15 U.S.C. 78s(b)(3)(A)(iii).
5 17 CFR 240.19b–4(f)(6).
1 15
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Agencies
[Federal Register Volume 74, Number 41 (Wednesday, March 4, 2009)]
[Notices]
[Pages 9457-9459]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E9-4563]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-59455; File No. SR-NASDAQ-2009-013]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Modify Fees for Members Using the NASDAQ Market Center
February 25, 2009.
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 February 19, 2009, 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 by NASDAQ. Pursuant to Section 19(b)(3)(A)(ii)
of the Act \3\ and Rule 19b-4(f)(2) thereunder,\4\ NASDAQ has
designated this proposal as establishing or changing a due, fee, or
other charge, which renders the proposed rule change effective upon
filing.
---------------------------------------------------------------------------
\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).
---------------------------------------------------------------------------
The Commission is publishing this notice to solicit comments on the
[[Page 9458]]
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 pricing for NASDAQ members using the
NASDAQ Market Center. NASDAQ will implement this rule change on March
2, 2009. The text of the proposed rule change is attached as Exhibit 5
\5\ and is available at https://www.cchwallstreet.com/nasdaq.
---------------------------------------------------------------------------
\5\ The Commission notes that while provided in Exhibit 5 to the
filing, the text of the proposed rule change is not attached to this
notice but is available at the Commission's Public Reference Room
and at https://www.cchwallstreet.com/nasdaq.
---------------------------------------------------------------------------
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
NASDAQ is proposing several changes to its fees for order execution
and routing through the NASDAQ Market Center. The changes are primarily
a response to pricing changes that were recently announced by the New
York Stock Exchange (``NYSE'') that affect the fees paid by NASDAQ when
it routes orders to NYSE.\6\ As a result, NASDAQ is changing its
routing fees to ensure that its members are not disadvantaged when
their orders are routed to NYSE.
---------------------------------------------------------------------------
\6\ See NYSE and NYSE Arca Announce Changes in Equities
Transaction Pricing, Effective March 1 (February 2, 2009) (available
at https://www.nyse.com/press/1233573357875.html. The key features of
NYSE's changes are the introduction of a liquidity provider rebate
and an increase in order execution fees.
---------------------------------------------------------------------------
The changes in fees for routing to NYSE apply to securities other
than exchange-traded funds. An order that attempts to execute in the
NASDAQ Market Center for the full size of the order prior to routing
and being executed at NYSE will receive a $0.0010 rebate if the order
adds liquidity at the NYSE after routing, to pass through the rebate
that NYSE itself will pay. Other orders that attempt to execute in the
NASDAQ Market Center for the full size of the order prior to routing
will be assessed a fee of $0.0018 to reflect the NYSE's new fee to
access liquidity.\7\ For orders that do not attempt to execute in the
NASDAQ Market Center for the full size of the order prior to routing,
the fee will generally be $0.0020 per share executed. However, the fee
will be $0.0019 per share executed for members with an average daily
volume through the NASDAQ Market Center in all securities during the
month of more than 35 million shares of liquidity provided, in the case
of orders of such members that do not attempt to execute in the NASDAQ
Market Center and are not designated as intermarket sweep orders. The
corresponding fees are currently $0.0010 and $0.0009, respectively. A
pricing tier for members with an average daily volume of more than 50
million shares of liquidity routed to NYSE is being removed, since
NASDAQ has concluded that members would not generally qualify for this
tier unless they also qualify for the tier for members with an average
daily volume of more than 35 million shares of liquidity provided. In
addition, obsolete language regarding orders that add liquidity to the
NYSE book but do not attempt to execute in NASDAQ prior to routing is
being removed, since all orders that post to the NYSE book must check
the NASDAQ book prior to routing.\8\
---------------------------------------------------------------------------
\7\ The current fees are $0.0008 if the order is designated as
eligible only to remove liquidity from the NASDAQ book prior to
routing, and $0.00075 if the order is eligible to post back to the
NASDAQ book if not executable at the NYSE. There is currently no
charge or credit for orders that add liquidity at NYSE after
routing.
\8\ See Securities Exchange Act Release No. 58721 (October 2,
2008), 73 FR 59696 (October 9, 2008) (SR-NASDAQ-2008-079).
---------------------------------------------------------------------------
The fee for an order that executes in the NYSE closing process as a
``market-at-the-close'' or ``limit-at-the-close'' order is being
increased from $0.0004 to $0.0005, and fee for orders that execute at
the NYSE as an odd lot transaction (including the odd lot portion of a
partial round lot order) is being increased from $0.0004 to $0.0010, to
reflect corresponding changes by NYSE.
NASDAQ is also introducing a new per order fee for members that
make inefficient use of certain features of NASDAQ's routing facility.
When NASDAQ members route to the NYSE after having their orders check
the NASDAQ book, they may designate their orders as eligible for
posting to the NASDAQ book after accessing available liquidity at NYSE
and elsewhere, or they may designate their orders for posting the NYSE
book. The new fee will apply to round lot or mixed lot orders that
attempt to execute in the NASDAQ Market Center for the full size of the
order prior to routing, but that are designated as not eligible to post
in the NASDAQ Market Center (``DOTI Orders''). If a member sends an
average of more than 10,000 DOTI Orders per day during the month, and
the ratio between total DOTI Orders and DOTI Orders that are fully or
partially executed (either at NASDAQ or NYSE) exceeds 300 to 1, then
the member will be charged a fee of $0.01 for each order that exceeds
the ratio. For example, if a member sends 200,000 DOTI Orders during
the month and only 100 of the orders result in executions, a ratio of
300 to 1 would equate to 30,000 DOTI Orders. Accordingly, the 170,000
DOTI Orders in excess of this level would each be assessed a fee of
$0.01, resulting in a charge of $1,700.
NASDAQ is introducing this new fee to address the practice of
members routing an order to the NYSE book through NASDAQ and quickly
cancelling the order and resubmitting it at a different price if it
does not execute within a short period of time. The practice offers no
benefits in terms of liquidity posted to the NASDAQ book or execution
or routing revenues, and could place unwarranted burdens on NASDAQ
routing systems. Members wishing to continue to use this routing
strategy may do so through other means of routing to NYSE, but will be
discouraged from doing so through NASDAQ systems.
NASDAQ is also changing its fee for routing directed orders
(including directed intermarket sweep orders) to NASDAQ OMX BX, Inc.
(``BX''), decreasing the applicable fee from $0.0035 per share executed
to $0.0016 per share executed. The change reflects the fact that
effective March 2, 2009, BX will reduce its fee for order executions to
$0.0014.\9\ Accordingly, the current fee for routing to BX is
disproportionate to the fee that NASDAQ will be charged by BX when
conducting such routing. In this respect, the change is similar to
pricing in effect at NYSE Arca, whose fees to route to NYSE are lower
than its fees to route to other venues, to reflect the lower fees
charged by NYSE itself.\10\
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\9\ See SR-BX-2009-012 (February 19, 2009), Securities Exchange
Act Release No. 59452 (February 25, 2009).
\10\ See https://www.nyse.com/pdfs/NYSEArca_Equities_Fees.pdf.
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Finally, with respect to executions of securities listed on
exchanges other than
[[Page 9459]]
NASDAQ and NYSE, NASDAQ is decreasing the liquidity provider rebate it
pays to members with an average daily volume through the NASDAQ Market
Center in all securities during the month of more than 35 million
shares of liquidity provided, from $0.0031 per share to $0.0028 per
share. The change reverses an ``inverted'' pricing structure that had
previously been in effect for this group of members with respect to
these securities, under which the rebate for providing liquidity
exceeded the charge of $0.0029 to access liquidity.
2. Statutory Basis
NASDAQ believes that the proposed rule change is consistent with
the provisions of Section 6 of the Act,\11\ in general, and with
Section 6(b)(4) of the Act,\12\ in particular, in that it provides for
the equitable allocation of reasonable dues, fees and other charges
among members and issuers and other persons using any facility or
system which NASDAQ operates or controls. The impact of the changes
upon the net fees paid by a particular market participant will depend
upon a number of variables, including its monthly volume, the order
types it uses, and the prices of its quotes and orders (i.e., its
propensity to add or remove liquidity). NASDAQ notes that it operates
in a highly competitive market in which market participants can readily
direct order flow to competing venues if they deem fee levels at a
particular venue to be excessive. In general, the proposed changes are
designed to ensure that the fees charged by NASDAQ to route to NYSE and
BX reflect the fees charged to, and rebates received by, NASDAQ in
connection with such routing. The proposal also reduces the rebate paid
to certain members with respect to providing liquidity in stocks listed
on venues other than NYSE and NASDAQ. NASDAQ believes, however, that
its fees for trading such stocks remain competitive with those charged
by other venues and therefore continue to be reasonable and equitably
allocated to those members that opt to direct orders to NASDAQ rather
than competing venues.
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\11\ 15 U.S.C. 78f.
\12\ 15 U.S.C. 78f(b)(4).
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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 foregoing rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act \13\ and subparagraph (f)(2) of Rule 19b-4
thereunder.\14\ 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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\13\ 15 U.S.C. 78s(b)(3)(A)(ii).
\14\ 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-2009-013 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NASDAQ-2009-013. 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 the filing will also be available for
inspection and copying at the principal office of the self-regulatory
organization. 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-2009-013 and should be submitted on or before March 25, 2009.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\15\
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\15\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9-4563 Filed 3-3-09; 8:45 am]
BILLING CODE 8011-01-P