Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Order Approving Proposed Rule Change, as Modified by Amendment No. 1, Relating to the Elimination of a Market Maker Requirement for Each Option Series, 14227-14229 [2010-6516]
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Federal Register / Vol. 75, No. 56 / Wednesday, March 24, 2010 / Notices
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
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–6517 Filed 3–23–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61735; File No. SR–
NASDAQ–2010–007]
• 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–ISE–2010–22 on the subject
line.
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Order
Approving Proposed Rule Change, as
Modified by Amendment No. 1,
Relating to the Elimination of a Market
Maker Requirement for Each Option
Series
Paper Comments
March 18, 2010.
I. Introduction
On January 14, 2010, The NASDAQ
Stock Market LLC (‘‘Nasdaq’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’), pursuant to Section
All submissions should refer to File
19(b)(1) of the Securities Exchange Act
Number SR–ISE–2010–22. This file
of 1934 (‘‘Act’’) 1 and Rule 19b–4
number should be included on the
thereunder,2 a proposed rule change to
subject line if e-mail is used. To help the eliminate the requirement that at least
Commission process and review your
one Options Market Maker 3 must be
comments more efficiently, please use
registered for trading a particular series
only one method. The Commission will before it may be opened for trading on
post all comments on the Commission’s the Nasdaq Options Market (‘‘NOM’’).
Internet Web site (https://www.sec.gov/
On January 26, 2009, the Exchange filed
rules/sro.shtml). Copies of the
Amendment No. 1 to the proposal. The
submission, all subsequent
proposed rule change, as modified by
amendments, all written statements
Amendment No. 1, was published for
with respect to the proposed rule
comment in the Federal Register on
change that are filed with the
February 4, 2009.4 The Commission
Commission, and all written
received one comment letter on the
communications relating to the
proposal.5 This order approves the
proposed rule change between the
proposed rule change, as modified by
Commission and any person, other than Amendment No. 1.
those that may be withheld from the
II. Description of the Proposal
public in accordance with the
Currently, Chapter IV, Section 5 of the
provisions of 5 U.S.C. 552, will be
NOM rulebook provides, in relevant
available for Web site viewing and
printing in the Commission’s Public
11 17 CFR 200.30–3(a)(12).
Reference Room, 100 F Street, NE.,
1 15 U.S.C. 78s(b)(1).
Washington, DC 20549, on official
2 17 CFR 240.19b–4.
business days between the hours of 10
3 An ‘‘Options Market Maker’’ is a Participant
a.m. and 3 p.m. Copies of the filing also registered with NASDAQ as a Market Maker. See
NOM Rules, Chapter I, Section 1(a)(26) and Chapter
will be available for inspection and
VII, Section 2. An ‘‘Options Participant’’ or
copying at the principal office of the
‘‘Participant’’ is a firm or organization that is
Exchange. All comments received will
registered with the Exchange pursuant to Chapter
be posted without change; the
II of the NOM Rules for purposes of participating
in options trading on NOM as a ‘‘NASDAQ Options
Commission does not edit personal
Order Entry Firm’’ or ‘‘NASDAQ Options Market
identifying information from
Maker.’’ See NOM Rules, Chapter I, Section 1(a)(40).
submissions. You should submit only
4 See Securities Exchange Act Release No. 61443
information that you wish to make
(January 29, 2010), 74 FR 46267 (‘‘Notice’’).
5 See letter from Janet M. Kissane, Senior Vice
available publicly. All submissions
President—Legal and Corporate Secretary, NYSE
should refer to File Number SR–ISE–
2010–22 and should be submitted on or Euronext, to Elizabeth M. Murphy, Secretary,
Commission, dated February 26, 2010 (‘‘NYSE
before April 14, 2010.
Euronext Comment Letter’’).
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• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
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part, that after a particular class of
options has been approved for listing on
NOM by NASDAQ Regulation,
NASDAQ will open trading in series of
options in that class only if there is at
least one Market Maker registered for
trading that particular series. The
Exchange is now proposing to eliminate
this requirement to have a Market Maker
in every series. The Exchange argues
that removing this requirement will
expand the number of series available to
investors for trading and for hedging
risks associated with securities
underlying those options. Further, the
Exchange asserts that market makers
currently may choose to register as
Market Makers in a particular series
solely to permit an option to trade on
NOM. The Exchange believes that the
proposed rule change will permit
Market Makers to focus their expertise
on the products that are more consistent
with their business objectives or more
likely to attract customer order flow.
The Exchange also notes that the
Options Order Protection and Locked/
Crossed Market Plan requires plan
participants (such as Nasdaq) to
establish, maintain and enforce written
policies and procedures that are
reasonably designed to prevent tradethroughs in that participant’s market in
Eligible Options Classes.6 Further, the
Exchange notes that NOM has put in
place rules to implement this provision
of the Plan, and that its systems are
designed to systematically avoid trading
through protected quotations on other
options exchanges.7 Thus, the Exchange
believes that the lack of a two-sided or
tight market on NOM would not cause
customer orders to be executed at prices
inferior to the best prices available
across all exchanges.
In addition, the Exchange is
proposing to delete paragraph (b) of
Section 5, Chapter IV, which states that
a class of options will be put into a nonregulatory halt if at least one series for
that class is not open for trading. The
Exchange explains that this provision
was put in place so that the Exchange
could approve underlying securities for
the listing of options but delay the
listing if the Market Makers on the
Exchange were not yet ready to register
in any series of options for that class.
With the elimination of the other
6 See Securities Exchange Act Release No. 60405
(July 30, 2009), 74 FR 39362 (August 6, 2009) (File
No. 4–546) (approval order for the Protection and
Locked/Crossed Plan).
7 See NOM Rules, Chapter XII, Section 2; and
Securities Exchange Act Release No. 60525 (August
18, 2009), 74 FR 43188 (August 26, 2009) (approval
order for NOM’s proposed rule change to
implement the Protection and Locked/Crossed
Plan).
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Federal Register / Vol. 75, No. 56 / Wednesday, March 24, 2010 / Notices
paragraph in Section 5 requiring a
Market Maker in each option series, the
Exchange believes this provision is no
longer necessary.
III. Discussion and Commission
Findings
After careful review, the Commission
finds that the proposed rule change, as
amended, is consistent with the
requirements of the Act and the rules
and regulations thereunder applicable to
a national securities exchange and, in
particular, with Section 6(b)(5) of the
Act,8 which requires, among other
things, that the rules of a national
securities exchange be designed to
prevent fraudulent and manipulative
acts and practices, 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.9
The Commission has stated
previously that it does not believe that
the Act requires an exchange to have
market makers.10 In making this finding
in connection with its approval of NOM,
the Commission stated that the Act does
not mandate a particular market model
for national securities exchanges, and
many different types of market models
can satisfy the requirements of the Act.
The Commission further noted that
although Market Makers could be an
important source of liquidity on NOM,
they likely would not be the only
source.11 Similarly, in adopting
Regulation ATS, the Commission found
that assuring liquidity through the
posting of continuous two-sided
quotations was not a necessary
component of an exchange.12
8 15
U.S.C. 78f(b)(5).
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).
10 See Securities Exchange Act Release Nos.
57478 (March 12, 2008), 73 FR 14521, 14527 (March
18, 2008) (File No. SR–NASDAQ–2007–004) (‘‘NOM
Approval Order’’) and Securities Exchange Act
Release No. 40760 (December 8, 1998), 63 FR 70844
(December 22, 1998) (‘‘Regulation ATS Release’’).
11 See NOM Approval Order, supra note 10, at
14527.
12 Regulation ATS Release, supra note 10, at
70898–70900. Specifically, the Commission stated,
‘‘[A]lthough traditional exchanges still provide
liquidity through two-sided quotations and, hence,
raise an expectation of execution at the quoted
price, this is no longer an essential characteristic of
a securities market * * * Market makers and
specialists may be important liquidity providers on
a particular exchange, but liquidity now comes
from many sources across multiple markets. For
example, the public exposure of investor limit
orders means that it is now easier to access liquidity
in trading venues that do not have market makers
or specialists.’’ Id. at 70899.
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In its comment letter, NYSE Euronext
notes that NOM Market Makers are
considered specialists under the Act
and are required to engage in a course
of dealings for their own account to
assist in the maintenance of a fair and
orderly market. As such, NYSE
Euronext argues that the Exchange’s
proposal would result in no one being
responsible for the maintenance of a fair
and orderly market on NOM where
there is no Market Maker registered in
a series.13 NYSE Euronext also suggests
that Nasdaq seek an exemption under
Section 11(c) of the Act ‘‘to be relieved
of the obligation to appoint a
specialist.’’ 14
As stated above, the Commission
believes that the Act does not require an
exchange to have specialists or market
markets and that Market Makers are not
the only source of liquidity on an
exchange. Moreover, Section 11 of the
Act does not require exchanges to have
specialists or market makers. Section
11(b) of the Act permits, but does not
require, a national securities exchange
to allow a member to be registered as a
specialist.15 Accordingly, the
Commission disagrees with NYSE
Euronext’s assertion that Nasdaq is
required to seek an exemption to allow
it to eliminate its Market Maker listing
requirement.
NYSE Euronext also argues that when
Nasdaq originally adopted its rules
governing NOM, the Securities Industry
and Financial Markets Association
(‘‘SIFMA’’) submitted a comment letter
that raised the issue of having a market
maker appointed in each series (‘‘SIFMA
Comment Letter’’).16 In particular, NYSE
Euronext notes that the SIFMA
Comment Letter stated that Nasdaq
should clarify the treatment of option
series without a market maker,
including what actions would be taken
should a Market Maker withdraw from
making a market in a particular series
and whether NOM would continue to
match orders in such series. NYSE
Euronext maintains that Nasdaq should
address why SIFMA’s concerns are no
longer valid.
The Commission notes that these
comments in the SIFMA Comment
Letter did not raise questions as to
whether having a series without a
Market Maker would be consistent with
the Act, but rather sought clarification
as to what would occur should a Market
Maker stop quoting or withdraw from
13 See NYSE Euronext Comment Letter, supra
note 5, at 1.
14 See NYSE Euronext Comment Letter, supra
note 5, at 1.
15 15 U.S.C. 78k(b).
16 See NYSE Euronext Comment Letter, supra
note 5, at 1–2.
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Frm 00106
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making a market in a particular option
series.17 As NYSE Euronext
acknowledged in its comment letter,
Nasdaq addressed the SIFMA Comment
Letter by amending its rules to clarify
the treatment of option series in such
cases.18
NYSE Euronext also contends that
Nasdaq should be required to assist
brokers in fulfilling their duty of best
execution because many permit holders
on NYSE Arca Inc. (‘‘Arca’’) and NYSE
Amex LLC (‘‘Amex’’) routinely route
orders to multiple exchanges as part of
their due diligence.19 Specifically,
NYSE Euronext states that Nasdaq
should be required to cancel back to
brokers any resting orders in a series
where a registered market maker is not
quoting or to send an alert that a
registered market maker quotation is no
longer present.20
The duty of best execution requires a
broker-dealer to seek the most favorable
terms reasonably available under the
circumstances for a customer’s
transaction.21 The Commission has not
viewed the duty of best execution as
requiring automated routing on an
order-by-order basis to the market with
the best quoted price at that time.
Rather, the duty of best execution
requires broker-dealers to periodically
assess the quality of competing markets
to assure that order flow is directed to
markets providing the most beneficial
terms for their customer orders.22
Broker-dealers must examine their
procedures for seeking to obtain best
execution in light of market and
technology changes and modify those
practices if necessary to enable their
customers to obtain the best reasonably
available terms.23 In doing so, brokerdealers must take into account price
improvement opportunities, and
whether different markets may be more
suitable for different types of orders or
17 See NOM Approval Order, supra note 10, at
14526.
18 See NYSE Euronext Comment Letter, supra
note 5, at 1–2.
19 See NYSE Euronext Comment Letter, supra
note 5, at 2.
20 See id.
21 See, e.g., Securities Exchange Act Release No.
37619A (September 6, 1996), 61 FR 48290
(September 12, 1996), at 48322 (‘‘Order Handling
Rules Release’’).
22 Id. at 48322–48333 (‘‘[I]n conducting the
requisite evaluation of its internal order handling
procedures, a broker-dealer must regularly and
rigorously examine execution quality likely to be
obtained from different markets or market makers
trading a security.’’). See also Newton v. Merrill,
Lynch, Pierce, Fenner & Smith, Inc., 135 F.3d 266,
at 271, 274 (3d Cir.), cert. denied, 525 U.S. 811
(1998); Payment for Order Flow, Securities
Exchange Act Release No. 34902 (October 27, 1994),
59 FR 55006 (November 2, 1994), at 55009.
23 Order Handling Rules Release, supra note 21,
at 48323.
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particular securities.24 The Commission
believes that the potential lack of a
Market Maker quoting in particular
series will be a factor to be considered
in a broker-dealer’s best execution
routing determination, similar to other
factors a broker-dealer must consider in
connection with its best execution
obligation.
The NYSE Euronext Comment Letter
also questions how Nasdaq’s proposal
fosters transparency, price competition,
and the development of the national
market system.25 The Commission does
not believe that the proposal will have
a negative affect on price transparency,
as the prices and sizes of orders on
NOM will continue to be disseminated
on the consolidated tape even though
Market Makers may not be posting twosided quotations. Further, the
Commission believes that the proposal
could foster intermarket price
competition by providing an additional
market and source of liquidity for
options series that would otherwise
have been prohibited from trading on
NOM due to the lack of a Market Maker
registered in that series. Finally, the
Commission does not believe that the
proposal will have a negative effect on
the development of a national market
system. As noted above,
notwithstanding the elimination of the
requirement to have a registered Market
Maker trading in a particular series,
NOM is designed to ensure, and the
Options Order Protection and Locked/
Crossed Market Plan requires that
procedures are in place to ensure, that
orders executed on NOM will not tradethrough better prices on other options
exchanges.
Finally, the NYSE Euronext Comment
Letter expresses doubt about the
necessity of the proposed rule change
and suggests that if there is no Market
Maker to trade a series, NOM should
simply not list such series.26 The
Commission notes that a proposed rule
change is not required to be ‘‘necessary’’
in order to be found consistent with the
Act. Further, as Nasdaq noted, one of
the primary purposes of the proposal is
to expand the number of series available
to investors for trading and hedging
purposes on NOM, and NYSE
Euronext’s recommendation would not
advance this objective.
For the reasons noted above, the
Commission believes that the proposed
rule change is consistent with the Act.
24 Id.
25 See NYSE Euronext Comment Letter, supra
note 5, at 2.
26 See NYSE Euronext Comment Letter, supra
note 5, at 2.
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IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,27 that the
proposed rule change (SR–NASDAQ–
2010–007), as modified by Amendment
No. 1, be, and hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.28
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–6516 Filed 3–23–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61736; File No. SR–
NASDAQ–2010–038]
Self-Regulatory Organizations; Notice
of Filing and Immediate Effectiveness
of a Proposed Rule Change by The
NASDAQ Stock Market LLC To Permit
the Concurrent Listing of $3.50 and $4
Strikes for Classes Participating in the
$0.50 Strike Program and the $1 Strike
Program
March 18, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’)1, and Rule 19b–42 thereunder,
notice is hereby given that on March 16,
2010, The NASDAQ Stock Market LLC
(‘‘NASDAQ’’) filed with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III, below, which Items have been
prepared by NASDAQ. The Commission
is publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
NASDAQ is filing with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) a proposal for the
NASDAQ Options Market (‘‘NOM’’ or
‘‘Exchange’’) to amend Chapter IV,
Section 6 (Series of Options Contracts
Open for Trading) to permit the
concurrent listing of $3.50 and $4
strikes for classes that participate in
both the $0.50 Strike Price Program
(‘‘$0.50 Strike Program’’)3 and the $1
27 15
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 The $0.50 Strike Program was initiated in an
immediately effective filing on November 6, 2009.
See Securities Exchange Act Release No. 60952
(November 6, 2009), 74 FR 59277 (November 17,
2009) (SR–NASDAQ–2009–099) (notice of filing
and immediate effectiveness).
28 17
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14229
Strike Price Program (‘‘$1 Strike
Program’’).4
The Exchange requests that the
Commission waive the 30-day operative
delay period contained in Exchange Act
Rule 19b–4(f)(6)(iii).5
The text of the proposed rule change
is available from NASDAQ’s Web site at
https://nasdaq.cchwallstreet.com/
Filings/, at NASDAQ’s principal office,
and at the Commission’s Public
Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization 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 those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this proposal is to
amend Chapter IV, Section 6 to permit
the concurrent listing of $3.50 and $4
strikes for classes that participate in
both the $0.50 Strike Program and the
$1 Strike Program.
The Exchange recently implemented a
rule change that permits strike price
intervals of $0.50 for options on stocks
trading at or below $3.00 pursuant to
the $0.50 Strike Program.6 As part of the
filing to establish the $0.50 Strike
Program, the Exchange contemplated
that a class may be selected to
4 The $1 Strike Program was initially approved as
a pilot on March 12, 2008. See Securities Exchange
Act Release No. 57478 (March 12, 2008), 73 FR
14521(March 18, 2008) (SR–NASDAQ–2007–004
and SR–NASDAQ–2007–080) (order approving).
The program was subsequently made permanent
and expanded. See Securities Exchange Act Release
Nos. 58093 (July 3, 2008), 73 FR 39756 (July 10,
2008) (SR–NASDAQ–2008–057) (notice of filing
and immediate effectiveness); 59588 (March 17,
2009), 74 FR 12410 (March 24, 2009) (SR–
NASDAQ–2009–025) (notice of filing and
immediate effectiveness); and 61347 (January 13,
2010), 75 FR 3513 (January 21, 2010) (SR–
NASDAQ–2010–003) (notice of filing and
immediate effectiveness).
5 17 CFR 240.19b–4(f)(6)(iii).
6 See Securities Exchange Act Release No. 60952
(November 6, 2009), 74 FR 59277 (November 17,
2009) (SR–NASDAQ–2009–099) (notice of filing
and immediate effectiveness); and Chapter IV,
Section 6, Supplementary Material .05 to Section 6.
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[Federal Register Volume 75, Number 56 (Wednesday, March 24, 2010)]
[Notices]
[Pages 14227-14229]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-6516]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-61735; File No. SR-NASDAQ-2010-007]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Order
Approving Proposed Rule Change, as Modified by Amendment No. 1,
Relating to the Elimination of a Market Maker Requirement for Each
Option Series
March 18, 2010.
I. Introduction
On January 14, 2010, 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 eliminate the requirement that at least one
Options Market Maker \3\ must be registered for trading a particular
series before it may be opened for trading on the Nasdaq Options Market
(``NOM''). On January 26, 2009, the Exchange filed Amendment No. 1 to
the proposal. The proposed rule change, as modified by Amendment No. 1,
was published for comment in the Federal Register on February 4,
2009.\4\ The Commission received one comment letter on the proposal.\5\
This order approves the proposed rule change, as modified by Amendment
No. 1.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ An ``Options Market Maker'' is a Participant registered with
NASDAQ as a Market Maker. See NOM Rules, Chapter I, Section 1(a)(26)
and Chapter VII, Section 2. An ``Options Participant'' or
``Participant'' is a firm or organization that is registered with
the Exchange pursuant to Chapter II of the NOM Rules for purposes of
participating in options trading on NOM as a ``NASDAQ Options Order
Entry Firm'' or ``NASDAQ Options Market Maker.'' See NOM Rules,
Chapter I, Section 1(a)(40).
\4\ See Securities Exchange Act Release No. 61443 (January 29,
2010), 74 FR 46267 (``Notice'').
\5\ See letter from Janet M. Kissane, Senior Vice President--
Legal and Corporate Secretary, NYSE Euronext, to Elizabeth M.
Murphy, Secretary, Commission, dated February 26, 2010 (``NYSE
Euronext Comment Letter'').
---------------------------------------------------------------------------
II. Description of the Proposal
Currently, Chapter IV, Section 5 of the NOM rulebook provides, in
relevant part, that after a particular class of options has been
approved for listing on NOM by NASDAQ Regulation, NASDAQ will open
trading in series of options in that class only if there is at least
one Market Maker registered for trading that particular series. The
Exchange is now proposing to eliminate this requirement to have a
Market Maker in every series. The Exchange argues that removing this
requirement will expand the number of series available to investors for
trading and for hedging risks associated with securities underlying
those options. Further, the Exchange asserts that market makers
currently may choose to register as Market Makers in a particular
series solely to permit an option to trade on NOM. The Exchange
believes that the proposed rule change will permit Market Makers to
focus their expertise on the products that are more consistent with
their business objectives or more likely to attract customer order
flow.
The Exchange also notes that the Options Order Protection and
Locked/Crossed Market Plan requires plan participants (such as Nasdaq)
to establish, maintain and enforce written policies and procedures that
are reasonably designed to prevent trade-throughs in that participant's
market in Eligible Options Classes.\6\ Further, the Exchange notes that
NOM has put in place rules to implement this provision of the Plan, and
that its systems are designed to systematically avoid trading through
protected quotations on other options exchanges.\7\ Thus, the Exchange
believes that the lack of a two-sided or tight market on NOM would not
cause customer orders to be executed at prices inferior to the best
prices available across all exchanges.
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release No. 60405 (July 30,
2009), 74 FR 39362 (August 6, 2009) (File No. 4-546) (approval order
for the Protection and Locked/Crossed Plan).
\7\ See NOM Rules, Chapter XII, Section 2; and Securities
Exchange Act Release No. 60525 (August 18, 2009), 74 FR 43188
(August 26, 2009) (approval order for NOM's proposed rule change to
implement the Protection and Locked/Crossed Plan).
---------------------------------------------------------------------------
In addition, the Exchange is proposing to delete paragraph (b) of
Section 5, Chapter IV, which states that a class of options will be put
into a non-regulatory halt if at least one series for that class is not
open for trading. The Exchange explains that this provision was put in
place so that the Exchange could approve underlying securities for the
listing of options but delay the listing if the Market Makers on the
Exchange were not yet ready to register in any series of options for
that class. With the elimination of the other
[[Page 14228]]
paragraph in Section 5 requiring a Market Maker in each option series,
the Exchange believes this provision is no longer necessary.
III. Discussion and Commission Findings
After careful review, the Commission finds that the proposed rule
change, as amended, is consistent with the requirements of the Act and
the rules and regulations thereunder applicable to a national
securities exchange and, in particular, with Section 6(b)(5) of the
Act,\8\ which requires, among other things, that the rules of a
national securities exchange be designed to prevent fraudulent and
manipulative acts and practices, 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.\9\
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\8\ 15 U.S.C. 78f(b)(5).
\9\ 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).
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The Commission has stated previously that it does not believe that
the Act requires an exchange to have market makers.\10\ In making this
finding in connection with its approval of NOM, the Commission stated
that the Act does not mandate a particular market model for national
securities exchanges, and many different types of market models can
satisfy the requirements of the Act. The Commission further noted that
although Market Makers could be an important source of liquidity on
NOM, they likely would not be the only source.\11\ Similarly, in
adopting Regulation ATS, the Commission found that assuring liquidity
through the posting of continuous two-sided quotations was not a
necessary component of an exchange.\12\
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\10\ See Securities Exchange Act Release Nos. 57478 (March 12,
2008), 73 FR 14521, 14527 (March 18, 2008) (File No. SR-NASDAQ-2007-
004) (``NOM Approval Order'') and Securities Exchange Act Release
No. 40760 (December 8, 1998), 63 FR 70844 (December 22, 1998)
(``Regulation ATS Release'').
\11\ See NOM Approval Order, supra note 10, at 14527.
\12\ Regulation ATS Release, supra note 10, at 70898-70900.
Specifically, the Commission stated, ``[A]lthough traditional
exchanges still provide liquidity through two-sided quotations and,
hence, raise an expectation of execution at the quoted price, this
is no longer an essential characteristic of a securities market * *
* Market makers and specialists may be important liquidity providers
on a particular exchange, but liquidity now comes from many sources
across multiple markets. For example, the public exposure of
investor limit orders means that it is now easier to access
liquidity in trading venues that do not have market makers or
specialists.'' Id. at 70899.
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In its comment letter, NYSE Euronext notes that NOM Market Makers
are considered specialists under the Act and are required to engage in
a course of dealings for their own account to assist in the maintenance
of a fair and orderly market. As such, NYSE Euronext argues that the
Exchange's proposal would result in no one being responsible for the
maintenance of a fair and orderly market on NOM where there is no
Market Maker registered in a series.\13\ NYSE Euronext also suggests
that Nasdaq seek an exemption under Section 11(c) of the Act ``to be
relieved of the obligation to appoint a specialist.'' \14\
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\13\ See NYSE Euronext Comment Letter, supra note 5, at 1.
\14\ See NYSE Euronext Comment Letter, supra note 5, at 1.
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As stated above, the Commission believes that the Act does not
require an exchange to have specialists or market markets and that
Market Makers are not the only source of liquidity on an exchange.
Moreover, Section 11 of the Act does not require exchanges to have
specialists or market makers. Section 11(b) of the Act permits, but
does not require, a national securities exchange to allow a member to
be registered as a specialist.\15\ Accordingly, the Commission
disagrees with NYSE Euronext's assertion that Nasdaq is required to
seek an exemption to allow it to eliminate its Market Maker listing
requirement.
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\15\ 15 U.S.C. 78k(b).
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NYSE Euronext also argues that when Nasdaq originally adopted its
rules governing NOM, the Securities Industry and Financial Markets
Association (``SIFMA'') submitted a comment letter that raised the
issue of having a market maker appointed in each series (``SIFMA
Comment Letter'').\16\ In particular, NYSE Euronext notes that the
SIFMA Comment Letter stated that Nasdaq should clarify the treatment of
option series without a market maker, including what actions would be
taken should a Market Maker withdraw from making a market in a
particular series and whether NOM would continue to match orders in
such series. NYSE Euronext maintains that Nasdaq should address why
SIFMA's concerns are no longer valid.
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\16\ See NYSE Euronext Comment Letter, supra note 5, at 1-2.
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The Commission notes that these comments in the SIFMA Comment
Letter did not raise questions as to whether having a series without a
Market Maker would be consistent with the Act, but rather sought
clarification as to what would occur should a Market Maker stop quoting
or withdraw from making a market in a particular option series.\17\ As
NYSE Euronext acknowledged in its comment letter, Nasdaq addressed the
SIFMA Comment Letter by amending its rules to clarify the treatment of
option series in such cases.\18\
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\17\ See NOM Approval Order, supra note 10, at 14526.
\18\ See NYSE Euronext Comment Letter, supra note 5, at 1-2.
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NYSE Euronext also contends that Nasdaq should be required to
assist brokers in fulfilling their duty of best execution because many
permit holders on NYSE Arca Inc. (``Arca'') and NYSE Amex LLC
(``Amex'') routinely route orders to multiple exchanges as part of
their due diligence.\19\ Specifically, NYSE Euronext states that Nasdaq
should be required to cancel back to brokers any resting orders in a
series where a registered market maker is not quoting or to send an
alert that a registered market maker quotation is no longer
present.\20\
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\19\ See NYSE Euronext Comment Letter, supra note 5, at 2.
\20\ See id.
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The duty of best execution requires a broker-dealer to seek the
most favorable terms reasonably available under the circumstances for a
customer's transaction.\21\ The Commission has not viewed the duty of
best execution as requiring automated routing on an order-by-order
basis to the market with the best quoted price at that time. Rather,
the duty of best execution requires broker-dealers to periodically
assess the quality of competing markets to assure that order flow is
directed to markets providing the most beneficial terms for their
customer orders.\22\ Broker-dealers must examine their procedures for
seeking to obtain best execution in light of market and technology
changes and modify those practices if necessary to enable their
customers to obtain the best reasonably available terms.\23\ In doing
so, broker-dealers must take into account price improvement
opportunities, and whether different markets may be more suitable for
different types of orders or
[[Page 14229]]
particular securities.\24\ The Commission believes that the potential
lack of a Market Maker quoting in particular series will be a factor to
be considered in a broker-dealer's best execution routing
determination, similar to other factors a broker-dealer must consider
in connection with its best execution obligation.
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\21\ See, e.g., Securities Exchange Act Release No. 37619A
(September 6, 1996), 61 FR 48290 (September 12, 1996), at 48322
(``Order Handling Rules Release'').
\22\ Id. at 48322-48333 (``[I]n conducting the requisite
evaluation of its internal order handling procedures, a broker-
dealer must regularly and rigorously examine execution quality
likely to be obtained from different markets or market makers
trading a security.''). See also Newton v. Merrill, Lynch, Pierce,
Fenner & Smith, Inc., 135 F.3d 266, at 271, 274 (3d Cir.), cert.
denied, 525 U.S. 811 (1998); Payment for Order Flow, Securities
Exchange Act Release No. 34902 (October 27, 1994), 59 FR 55006
(November 2, 1994), at 55009.
\23\ Order Handling Rules Release, supra note 21, at 48323.
\24\ Id.
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The NYSE Euronext Comment Letter also questions how Nasdaq's
proposal fosters transparency, price competition, and the development
of the national market system.\25\ The Commission does not believe that
the proposal will have a negative affect on price transparency, as the
prices and sizes of orders on NOM will continue to be disseminated on
the consolidated tape even though Market Makers may not be posting two-
sided quotations. Further, the Commission believes that the proposal
could foster intermarket price competition by providing an additional
market and source of liquidity for options series that would otherwise
have been prohibited from trading on NOM due to the lack of a Market
Maker registered in that series. Finally, the Commission does not
believe that the proposal will have a negative effect on the
development of a national market system. As noted above,
notwithstanding the elimination of the requirement to have a registered
Market Maker trading in a particular series, NOM is designed to ensure,
and the Options Order Protection and Locked/Crossed Market Plan
requires that procedures are in place to ensure, that orders executed
on NOM will not trade-through better prices on other options exchanges.
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\25\ See NYSE Euronext Comment Letter, supra note 5, at 2.
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Finally, the NYSE Euronext Comment Letter expresses doubt about the
necessity of the proposed rule change and suggests that if there is no
Market Maker to trade a series, NOM should simply not list such
series.\26\ The Commission notes that a proposed rule change is not
required to be ``necessary'' in order to be found consistent with the
Act. Further, as Nasdaq noted, one of the primary purposes of the
proposal is to expand the number of series available to investors for
trading and hedging purposes on NOM, and NYSE Euronext's recommendation
would not advance this objective.
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\26\ See NYSE Euronext Comment Letter, supra note 5, at 2.
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For the reasons noted above, the Commission believes that the
proposed rule change is consistent with the Act.
IV. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\27\ that the proposed rule change (SR-NASDAQ-2010-007), as
modified by Amendment No. 1, be, and hereby is, approved.
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\27\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\28\
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\28\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-6516 Filed 3-23-10; 8:45 am]
BILLING CODE 8011-01-P