Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of Filing of Proposed Rule Change To Establish New Fee for TotalView Service Available to Non-Professionals and To Establish an Optional Non-Display Usage Cap for Internal Distributors of TotalView, 25014-25018 [2010-10597]
Download as PDF
25014
Federal Register / Vol. 75, No. 87 / Thursday, May 6, 2010 / Notices
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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Currently, pursuant to NYSE Arca
Equities Rule 7.31(h)(5), when the
market is locked, an MPL Order will
trade at the locked price, but where the
market is crossed, the MPL Order will
wait for the market to uncross before
becoming eligible to trade again. By this
proposal, the Exchange seeks to have
MPL Orders wait to execute while the
market is locked, before becoming
eligible to trade again when the market
is no longer locked. The Exchange
believes that this change, based on
feedback from customers, is a minor
adjustment to an existing order type.
2. Statutory Basis
The proposed rule change is
consistent with Section 6(b) 4 of the
Securities Exchange Act of 1934 (the
‘‘Act’’), in general, and furthers the
objectives of Section 6(b)(5) 5 in
particular in that it is designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities, and to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system.
Specifically, the proposed rule change is
a minor adjustment to an existing order
type.
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The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
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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 rulecomments@sec.gov. Please include File
Number SR–NYSEArca–2010–27 on the
subject line.
• 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–NYSEArca–2010–27. This
6 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6).
8 15 U.S.C. 78s(b)(3)(A).
9 17 CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the Exchange to give the
Commission written notice of the Exchange’s intent
to file the proposed rule change along with a brief
description and text of the proposed rule change,
at least five business days prior to the date of filing
of the proposed rule change, or such shorter time
as designated by the Commission. The Exchange
has satisfied the pre-filing requirement.
7 17
No written comments were solicited
or received with respect to the proposed
rule change.
U.S.C. 78f(b).
5 15 U.S.C. 78f(b)(5).
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 6 and Rule
19b–4(f)(6) thereunder.7 Because the
proposed rule change does not: (i)
Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
prior to 30 days from the date on which
it was filed, or such shorter time as the
Commission may designate, if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 8 and Rule 19b–4(f)(6)(iii)
thereunder.9
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.
Paper Comments
B. Self-Regulatory Organization’s
Statement on Burden on Competition
4 15
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
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Frm 00150
Fmt 4703
Sfmt 4703
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 Web site viewing and
printing in the Commission’s Public
Reference Section, 100 F Street, NE.,
Washington, DC 20549–1090 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 NYSE Arca’s principal office
and on its Internet Web site at https://
www.nyse.com. 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–
NYSEArca–2010–27 and should be
submitted on or before May 27, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–10599 Filed 5–5–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62001; File No. SR–BX–
2010–027]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
of Proposed Rule Change To Establish
New Fee for TotalView Service
Available to Non-Professionals and To
Establish an Optional Non-Display
Usage Cap for Internal Distributors of
TotalView
April 29, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Federal Register / Vol. 75, No. 87 / Thursday, May 6, 2010 / Notices
notice is hereby given that on April 23,
2010, NASDAQ OMX BX, Inc. (the
‘‘Exchange’’) 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 the Exchange. 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
The Exchange proposes to establish a
$1 per month fee for non-professional
use of real-time quotation and order
information from the BX Market Center
quoting and trading of The NASDAQ
Stock Market LLC (‘‘Nasdaq’’), The New
York Stock Exchange LLC (‘‘NYSE’’),
NYSE Amex LLC (‘‘Amex’’) and other
regional exchange-listed securities; and
(ii) to approve the creation of an
optional non-display usage cap of
$16,000 per month for internal
distributors of BX TotalView.
The text of the proposed rule change
is below. Proposed new language is in
italics and proposed deletions are in
brackets.
*
*
*
*
*
7023. BX TotalView
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(a) BX TotalView Entitlement
The BX TotalView entitlement allows
a subscriber to see all individual
NASDAQ OMX BX Equities System
participant orders and quotes displayed
in the system [as well as] the aggregate
size of such orders and quotes at each
price level, and the trade data for
executions that occur within [in the
execution functionality of] the NASDAQ
OMX BX Equities System.
(1) Except as provided elsewhere in
this rule, [in (a)(2)], for the BX
TotalView entitlement there shall be a
$20 monthly charge for each Subscriber
of BX TotalView for Nasdaq issues and
a $20 monthly charge for each
Subscriber of BX TotalView for NYSE
and regional issues.
(2) As an alternative to (a)(1), a
market participant may purchase an
enterprise license at a rate of $16,000
per month for internal use of nondisplay data. The enterprise license
entitles a distributor to provide BX
TotalView to an unlimited number of
non-display devices within its firm.
(3) Free-Trial Offers
(A)–(B) No change.
(b) Non-Professional Services
(1) The charge to be paid by nonprofessional subscribers for access to
TotalView Service through an
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16:53 May 05, 2010
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authorized vendor shall be $1.00 per
interrogation device per month.
(2) A ‘‘non-professional’’ is a natural
person who is neither:
(A) registered or qualified in any
capacity with the Commission, the
Commodities Futures Trading
Commission, any state securities
agency, any securities exchange or
association, or any commodities or
futures contract market or association;
(B) engaged as an ‘‘investment
adviser’’ as that term is defined in
Section 201(11) of the Investment
Advisors Act of 1940 (whether or not
registered or qualified under that Act);
nor
(C) employed by a bank or other
organization exempt from registration
under federal or state securities laws to
perform functions that would require
registration or qualification if such
functions were performed for an
organization not so exempt.
(c) No change.
*
*
*
*
*
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
Exchange 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. The
Exchange 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
The Exchange proposes: (i) To
establish a $1 per month fee for nonprofessional use of real-time quotation
and order information from the BX
Market Center quoting and trading of
Nasdaq-, NYSE-, Amex- and other
regional exchange-listed securities; and
(ii) to approve the creation of an
optional non-display usage cap of
$16,000 per month for internal
distributors of BX TotalView.
BX TotalView $1 Fee for NonProfessional Subscribers:
The Exchange proposes to establish a
new fee for its BX TotalView data
product that is similar to that of Nasdaq.
Like Nasdaq TotalView, BX TotalView
provides all displayed quotes and orders
in the market, with attribution to the
PO 00000
Frm 00151
Fmt 4703
Sfmt 4703
25015
relevant market participant, at every
price level, as well as total displayed
anonymous interest at every price level.
To encourage more competition in the
trading and quoting of U.S. exchangelisted stocks, as well as to encourage
subscribership to Exchange full-depth
products, the Exchange is proposing
Rule 7023(b) to establish a $1 per month
fee for non-professional subscribers to
BX TotalView.3 BX TotalView consists
of real-time market participant
quotation information regarding the
Exchange’s trading of Nasdaq-, NYSE-,
Amex- and other exchange-listed stocks.
The Commission has previously only
approved a fee of $20 per month for
both BX TotalView for Nasdaq and
NYSE and all other regional exchangelisted issues combined. BX intended to
establish these as separate fees and
charged users beginning in January of
2010 a fee of $20 per month for BX
TotalView and an additional fee of $20
for NYSE and all other regional
exchange-listed issues. Therefore, Rule
7023(a)(1) is being amended to correct
this inadvertent error since the existing
rule language does not clearly establish
a fee of $20 per month for BX TotalView
for Nasdaq issues and a separate fee of
$20 per month for BX TotalView for
NYSE and all other regional exchangelisted issues, as intended. All such fees
exceeding the $20 combined fee as
currently stated in the rulebook are
being refunded and BX will continue to
assess a single $20 fee until this
proposed rule change is approved. The
Exchange notes that it operates in a
highly competitive market in which
market participants can readily switch
to competing venues if they deem fee
levels at a particular venue to be
excessive. The Exchange believes that
its fees continue to be reasonable and
equitably allocated.
The Exchange believes that
establishing a $1 per month fee for nonprofessional subscribers to BX
TotalView will promote wider
distribution of data and benefit
investors wishing to use that data in
making investment decisions. The
establishment of non-professional fees is
a well-established practice of the
network processors that distribute realtime consolidated data for Nasdaq,
NYSE, and Amex stocks. As such, nonprofessional fees have been determined
to be consistent with the Act and also
3 Both NYSE Arca, Inc. and the New York Stock
Exchange LLC offer full-depth products. See, e.g.,
Securities Exchange Act Release No. 53469 (March
10, 2006), 71 FR 14045 (March 20, 2006) (SR–PCX–
2006–24) and Securities Exchange Act Release No.
44138 (December 7, 2001), 66 FR 64895 (December
14, 2001) (SR–NYSE–2001–42), respectively.
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mstockstill on DSKH9S0YB1PROD with NOTICES
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Federal Register / Vol. 75, No. 87 / Thursday, May 6, 2010 / Notices
to be in the best interests of investors
and the public.
The fees are not unreasonably
discriminatory, since the fees for nonprofessionals are uniform for all nonprofessionals. The fees are fair and
reasonable in that they compare
favorably to fees charged by other
exchanges for comparable products.
Rule 7023(a) is also being amended to
clarify the data that is included in the
BX TotalView Entitlement specifically
includes trade data for executions that
occur within the NASDAQ OMX
Equities System. The data included
remains consistent with what has
always been included in the BX
TotalView Entitlement, as well as the
data included in the Nasdaq TotalView
Entitlement. This revision is intended
for clarification purposes only.
BX TotalView Enterprise License:
The Exchange is proposing to amend
Exchange Rule 7023 and establish an
optional $16,000 per month non-display
BX TotalView fee cap for internal
distributors, which would encompass
both BX TotalView for Nasdaq issues
and BX TotalView for NYSE and
regional issues. The BX TotalView fee
cap would not include distributor fees.
By providing this non-display usage
cap, firms will have more administrative
flexibility in their consumption of BX
TotalView information.
Currently, the Exchange requires that
internal distributors count and report
each server and display device that
processes BX TotalView-ITCH data as a
professional BX TotalView user. Some
firms report upwards of 500 devices,
while other firms report as few as one
non-display device using BX TotalViewITCH data.
The Exchange proposes to permit a
market participant to purchase an
enterprise license at a rate of $16,000
per month for non-display usage in a
firm. As the number of devices increase,
so does the administrative burden on
the end customer of counting these
devices. For firms that feel they are near
the capped amount, this new enterprise
license helps relieve this administrative
burden. Additionally, firms would
purchase this optional enterprise license
to reduce fees so no firms would
experience a fee increase as a result of
this filing. The Exchange’s filing is
substantially similar to a recent Nasdaq
filing.4
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,5
in general, and with Sections 6(b)(4) and
6(b)(5) of the Act,6 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 the Exchange operates or
controls and is not designed to permit
unfair discrimination between
customers, issuers, brokers, or dealers.
Specifically, the BX TotalView fee for
non-professional subscribers, the
Exchange makes all services and
products subject to these fees available
on a non-discriminatory basis to
similarly situated recipients. All fees are
structured in manner comparable to
corresponding fees of Nasdaq already in
effect. The proposed fees for BX
TotalView are equitably allocated since
the fees for non-professionals are
uniform for all non-professionals. The
fees are fair and reasonable in that they
compare favorably to fees charged by
other exchanges for comparable
products.
The Exchange proposes to increase
the existing $20 combined fee for both
BX TotalView for Nasdaq and NYSE and
all other regional exchange-listed issues
by charging two separate $20 fees per
month. One $20 fee would be charged
for BX TotalView for Nasdaq and the
other $20 fee would be charged for
NYSE and all other regional exchangelisted issues. The $20 increase per
month for subscribers is modest.
Additionally, the Exchange notes that it
operates in a highly competitive market
in which market participants can
readily switch to competing venues if
they deem fee levels at a particular
venue to be excessive. The Exchange
believes that its fees continue to be
reasonable and equitably allocated.
The Exchange’s competitive response
to pricing pressures in a competitive
marketplace is consistent with what the
Commission has described as ‘‘the clear
intent of Congress in adopting Section
11A of the Exchange Act that, whenever
possible, competitive forces should
dictate the services and practices that
constitute the U.S. national market
system for trading equity securities.’’ 7
Specifically with respect to pricing of
non-core data products, the Commission
has stated that ‘‘[t]he Exchange Act and
its legislative history strongly support
the Commission’s reliance on
competition, whenever possible, in
5 15
U.S.C. 78f.
U.S.C. 78f(b)(4), (5).
7 Securities Exchange Act Release No. 59039
(December 2, 2008), 73 FR 74770 (December 9,
2008) (SR–NYSEArca-2006–21).
6 15
4 See Securities Exchange Act Release No. 61700
(March 12, 2010), 75 FR 13172 (March 18, 2010)
(SR–NASDAQ–2010–034).
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16:53 May 05, 2010
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PO 00000
Frm 00152
Fmt 4703
Sfmt 4703
meeting its regulatory responsibilities.’’ 8
A price reduction in response to
competitive forces, such as the proposal
here, is the essence of competition.
The Exchange believes that it is
neither inequitable nor unfairly
discriminatory to provide volume-based
discounts to members that contribute to
the success of both the transaction
execution and data businesses, in light
of the link between these businesses
that the Commission has recognized. In
doing so, the Exchange not only
acknowledges the multiple
contributions of such customers to its
profitability and the value it provides to
other customers, but also provides
incentives for other firms to increase
their use of the Exchange’s services
across these business lines.
Discounts based on a member’s
aggregate volumes of usage have
routinely been adopted by exchanges
(and by participants in many other
industries), even though a member that
reduces its volumes by trading in other
markets may no longer qualify for the
discount. For example, Nasdaq has
volume pricing discounts for transaction
executions and data currently in effect
under Rules 7018 and 7023. A member
that opts to provide high volumes of
liquidity and distribute TotalView to
large numbers of subscribers under an
enterprise license currently receives
favorable pricing for both executions
and data, based on the aggregate volume
of business that it brings to the
exchange. If the member opts to direct
order flow to another exchange or
distribute other data products in lieu of
TotalView, the discount will no longer
be available—not because the member is
being penalized, but simply because its
consumption of products has dropped
to a level that no longer justifies
discounted pricing.
As the Commission has found, market
data and execution services are
effectively a joint product—one in
which market data is both an input to,
and a byproduct of, trade execution.9
Accordingly, the Exchange believes that
it is entirely appropriate that the
benefits to the Exchange when a
member provides liquidity and
consumes and distributes data should
be shared with the customers that
provide those benefits. Notably, the Act
does not prohibit all distinctions among
customers, but rather discrimination
that is unfair. And, as the Commission
has recognized, ‘‘[i]f competitive forces
are operative, the self-interest of the
exchanges themselves will work
powerfully to constrain unreasonable or
8 Id.
9 Id.
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Federal Register / Vol. 75, No. 87 / Thursday, May 6, 2010 / Notices
unfair behavior.’’ 10 Accordingly, ‘‘the
existence of significant competition
provides a substantial basis for finding
that the terms of an exchange’s fee
proposal are equitable, fair, reasonable,
and not unreasonably or unfairly
discriminatory.’’ 11 The proposal here
was made not only in the presence of
competition, but it is a direct product of
competitive forces.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will result in
any burden on competition. To the
contrary, the Exchange’s proposed price
reduction in response to competitive
pricing offers is the essence of
competition. As the Supreme Court has
recognized, ‘‘cutting prices in order to
increase business often is the very
essence of competition.’’ Matsushita
Elec. Indus. Co. v. Zenith Radio Corp.,
475 U.S. 574, 594 (1986).
If competitors lose business to the
Exchange because the Exchange offers
more attractive pricing, that is not a
reduction of competition. Rather, it is a
result of competition. As the Supreme
Court has recognized:
mstockstill on DSKH9S0YB1PROD with NOTICES
When a firm * * * lowers prices but
maintains them above predatory levels, the
business lost by rivals cannot be viewed as
an ‘‘anticompetitive’’ consequence of the
claimed violation. A firm complaining about
the harm it suffers from nonpredatory price
competition ‘‘is really claiming that it [is]
unable to raise prices.’’ This is not antitrust
injury; indeed, ‘‘cutting prices in order to
increase business often is the very essence of
competition.’’ The antitrust laws were
enacted for ‘‘the protection of competition,
not competitors.’’
Atlantic Richfield Co. v. USA Petroleum
Co., 495 U.S. 328, 337–38 (1990)
(emphasis in original; citations omitted).
Likewise with respect to the Exchange
Act, Congress has ‘‘expressed its
preference for the Commission to rely
on competition’’ with respect to market
information.12 Accordingly, in
circumstances analogous to those here,
the Commission has stated that ‘‘reliance
on competitive forces is the most
appropriate and effective means to
assess whether terms for the distribution
of non-core data are equitable, fair and
reasonable, and not unreasonably
discriminatory. If competitive forces are
operative, the self-interest of the
exchanges themselves will work
powerfully to constrain unreasonable or
unfair behavior.’’ 13
10 Id.
11 Id.
As the Commission recently
recognized,14 the market for transaction
execution and routing services is highly
competitive, and the market for
proprietary data products is
complementary to it, since the ultimate
goal of such products is to attract further
order flow to an exchange. Thus,
exchanges lack the ability to set fees for
executions or data at inappropriately
high levels. Order flow is immediately
transportable to other venues in
response to differences in cost or value.
Similarly, if data fees are set at
inappropriate levels, customers that
control order flow will not make use of
the data and will be more inclined to
send order flow to exchanges providing
data at fees they consider more
reasonable.
The market for proprietary data
products is currently competitive and
inherently contestable because there is
fierce competition for the inputs
necessary to the creation of proprietary
data and strict pricing discipline for the
proprietary products themselves.
Numerous exchanges compete with
each other for listings, trades, and
market data itself, providing virtually
limitless opportunities for entrepreneurs
who wish to produce and distribute
their own market data. This proprietary
data is produced by each individual
exchange, as well as other entities, in a
vigorously competitive market.
With regard to the market for
executions, broker-dealers currently
have numerous alternative venues for
their order flow, including multiple
competing self-regulatory organization
(‘‘SRO’’) markets, as well as brokerdealers (‘‘BDs’’) and aggregators such as
the Direct Edge and LavaFlow electronic
communications networks (‘‘ECNs’’).
Each SRO market competes to produce
transaction reports via trade executions,
and FINRA-regulated Trade Reporting
Facilities (‘‘TRFs’’) compete to attract
internalized transaction reports. It is
common for BDs to further and exploit
this competition by sending their order
flow and transaction reports to multiple
markets, rather than providing them all
to a single market.
Competitive markets for order flow,
executions, and transaction reports
provide pricing discipline for the inputs
of proprietary data products. The large
number of SROs, TRFs, and ECNs that
currently produce proprietary data or
are currently capable of producing it
provides further pricing discipline for
proprietary data products. Each SRO,
TRF, ECN and BD is currently permitted
to produce proprietary data products,
and many currently do or have
12 Id.
13 Id.
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announced plans to do so, including
NASDAQ, NYSE, NYSEArca, BATS,
and Direct Edge.
Any ECN or BD can combine with any
other ECN, broker-dealer, or multiple
ECNs or BDs to produce jointly
proprietary data products. Additionally,
non-BDs such as order routers like
LAVA, as well as market data vendors
can facilitate single or multiple brokerdealers’ production of proprietary data
products. The potential sources of
proprietary products are virtually
limitless.
The fact that proprietary data from
ECNs, BDs, and vendors can by-pass
SROs is significant in two respects.
First, non-SROs can compete directly
with SROs for the production and
distribution of proprietary data
products, as Archipelago and BATS
Trading did prior to registering as
SROs. Second, because a single order or
transaction report can appear in an SRO
proprietary product, a non-SRO
proprietary product, or both, the data
available in proprietary products is
exponentially greater than the actual
number of orders and transaction
reports that exist in the marketplace
writ large.
Market data vendors provide another
form of price discipline for proprietary
data products because they control the
primary means of access to end users.
Although their business models may
differ, vendors exercise pricing
discipline because they can simply
refuse to purchase any proprietary data
product that fails to provide sufficient
value. The Exchange and other
producers of proprietary data products
must understand and respond to these
varying business models and pricing
disciplines in order to successfully
market proprietary data products.
In addition to the competition and
price discipline described above, the
market for proprietary data products is
also highly contestable because market
entry is rapid, inexpensive, and
profitable. The history of electronic
trading is replete with examples of
entrants that swiftly grew into some of
the largest electronic trading platforms
and proprietary data producers:
Archipelago, Bloomberg Tradebook,
Island, RediBook, Attain, TracECN,
BATS Trading, and Direct Edge. Today,
BATS publishes its data at no charge on
its website in order to attract order flow,
and it uses market data revenue rebates
from the resulting executions to
maintain low execution charges for its
users.15 Several ECNs have existed
15 However, on April 9, 2010 the Commission
approved BATS proposed rule change to begin
14 Id.
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Federal Register / Vol. 75, No. 87 / Thursday, May 6, 2010 / Notices
profitably for many years with a
minimal share of trading, including
Bloomberg Tradebook and LavaFlow.
The proposed rule change is a direct
response to this competition. It
recognizes the concern that the order
flow and data product use that such
firms currently bring to the Exchange
may migrate elsewhere if their
contributions are not appropriately
recognized. At the same time, if other
customers determine that their fees are
too high in comparison to those paid by
firms qualifying for the discount, they
will take their business to other venues.
Thus, the proposal must strike a balance
between growing and retaining the
business of actual and potential firms
and the business of firms that lack the
volume of business to become eligible.
In light of the highly competitive nature
of these markets, the Exchange’s
revenues and market share are likely to
be diminished by the proposal if it
strikes this balance in the wrong way.16
Finally, the concern identified by the
Commission with respect to ‘‘an
exchange proposal that seeks to penalize
market participants for trading in
markets other than the proposing
exchange’’ is inapplicable here.17 It is
important that the Commission avoid
stifling competition on the merits—
including competition on price—out of
a concern for protecting competitors
from pricing pressure. Indeed, the
Supreme Court has cautioned that
‘‘mistaken inferences in cases’’ involving
alleged harm to competitors from low
prices ‘‘are especially costly, because
they chill the very conduct the antitrust
laws are designed to protect.’’
Matsushita, 475 U.S. at 594.
A concern that access to market data
could be used to ‘‘penalize’’ market
participants for trading in other markets
may be plausible only if (a) the market
data of the exchange in question is so
essential to customers that the exchange
has market power by virtue of the data,
(b) the exchange requires customers to
trade on its platform in exchange for
access to the market data, and (c)
competition on the merits is thwarted
by the conditioning. None of those
conditions is met here. As noted above,
there is robust competition for market
data, and customers can and do switch
among various providers of market data.
It would thus be implausible to suggest
that the Exchange has any market power
by virtue of its market data. Second, the
Exchange has not attempted to
condition access to market data on a
customer’s refusal to use a competitor’s
platform. Nor has the Exchange
attempted to impose a ‘‘penalty’’ on
anyone—to the contrary, it is proposing
a price reduction to respond to
competitive offers. And, as noted above,
the price reduction proposed here is the
essence of competition, rather than an
effort to thwart competition on the
merits.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the self-regulatory
organization consents, the Commission
will:
A. By order approve such proposed
rule change, or
B. Institute proceedings to determine
whether the proposed rule change
should be disapproved.
mstockstill on DSKH9S0YB1PROD with NOTICES
IV. Solicitation of Comments
offering and charging for three new data products,
which include BATS Last Sale Feed, BATS
Historical Data Products, and a data product called
BATS Market Insight. See Securities Exchange Act
Release No.61885 (April 9, 2010), 75 FR 20018
(April 16, 2010).
16 The Commission has recognized that an
exchange’s failure to strike this balance correctly
will only harm the exchange. ‘‘[M]any market
participants would be unlikely to purchase the
exchange’s data products if it sets fees that are
inequitable, unfair, unreasonable, or unreasonably
discriminatory * * *. For example, an exchange’s
attempt to impose unreasonably or unfairly
discriminatory fees on a certain category of
customers would likely be counter-productive for
the exchange because, in a competitive
environment, such customers generally would be
able to respond by using alternatives to the
exchanges data.’’ Id.
17 Id.
VerDate Mar<15>2010
16:53 May 05, 2010
Jkt 220001
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:
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–2010–027. 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 Web site viewing and
printing in the Commission’s Public
Reference Room, on official business
days between the hours of 10 a.m. and
3 p.m. Copies of the 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–BX–2010–027 and should
be submitted on or before May 27, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–10597 Filed 5–5–10; 8:45 am]
BILLING CODE 8011–01–P
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–2010–027 on the
subject line.
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CFR 200.30–3(a)(12).
06MYN1
Agencies
[Federal Register Volume 75, Number 87 (Thursday, May 6, 2010)]
[Notices]
[Pages 25014-25018]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-10597]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62001; File No. SR-BX-2010-027]
Self-Regulatory Organizations; NASDAQ OMX BX, Inc.; Notice of
Filing of Proposed Rule Change To Establish New Fee for TotalView
Service Available to Non-Professionals and To Establish an Optional
Non-Display Usage Cap for Internal Distributors of TotalView
April 29, 2010.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\ and Rule 19b-4 thereunder,\2\
[[Page 25015]]
notice is hereby given that on April 23, 2010, NASDAQ OMX BX, Inc. (the
``Exchange'') 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 the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to establish a $1 per month fee for non-
professional use of real-time quotation and order information from the
BX Market Center quoting and trading of The NASDAQ Stock Market LLC
(``Nasdaq''), The New York Stock Exchange LLC (``NYSE''), NYSE Amex LLC
(``Amex'') and other regional exchange-listed securities; and (ii) to
approve the creation of an optional non-display usage cap of $16,000
per month for internal distributors of BX TotalView.
The text of the proposed rule change is below. Proposed new
language is in italics and proposed deletions are in brackets.
* * * * *
7023. BX TotalView
(a) BX TotalView Entitlement
The BX TotalView entitlement allows a subscriber to see all
individual NASDAQ OMX BX Equities System participant orders and quotes
displayed in the system [as well as] the aggregate size of such orders
and quotes at each price level, and the trade data for executions that
occur within [in the execution functionality of] the NASDAQ OMX BX
Equities System.
(1) Except as provided elsewhere in this rule, [in (a)(2)], for the
BX TotalView entitlement there shall be a $20 monthly charge for each
Subscriber of BX TotalView for Nasdaq issues and a $20 monthly charge
for each Subscriber of BX TotalView for NYSE and regional issues.
(2) As an alternative to (a)(1), a market participant may purchase
an enterprise license at a rate of $16,000 per month for internal use
of non-display data. The enterprise license entitles a distributor to
provide BX TotalView to an unlimited number of non-display devices
within its firm.
(3) Free-Trial Offers
(A)-(B) No change.
(b) Non-Professional Services
(1) The charge to be paid by non-professional subscribers for
access to TotalView Service through an authorized vendor shall be $1.00
per interrogation device per month.
(2) A ``non-professional'' is a natural person who is neither:
(A) registered or qualified in any capacity with the Commission,
the Commodities Futures Trading Commission, any state securities
agency, any securities exchange or association, or any commodities or
futures contract market or association;
(B) engaged as an ``investment adviser'' as that term is defined in
Section 201(11) of the Investment Advisors Act of 1940 (whether or not
registered or qualified under that Act); nor
(C) employed by a bank or other organization exempt from
registration under federal or state securities laws to perform
functions that would require registration or qualification if such
functions were performed for an organization not so exempt.
(c) No change.
* * * * *
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 Exchange 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. The Exchange 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
The Exchange proposes: (i) To establish a $1 per month fee for non-
professional use of real-time quotation and order information from the
BX Market Center quoting and trading of Nasdaq-, NYSE-, Amex- and other
regional exchange-listed securities; and (ii) to approve the creation
of an optional non-display usage cap of $16,000 per month for internal
distributors of BX TotalView.
BX TotalView $1 Fee for Non-Professional Subscribers:
The Exchange proposes to establish a new fee for its BX TotalView
data product that is similar to that of Nasdaq. Like Nasdaq TotalView,
BX TotalView provides all displayed quotes and orders in the market,
with attribution to the relevant market participant, at every price
level, as well as total displayed anonymous interest at every price
level.
To encourage more competition in the trading and quoting of U.S.
exchange-listed stocks, as well as to encourage subscribership to
Exchange full-depth products, the Exchange is proposing Rule 7023(b) to
establish a $1 per month fee for non-professional subscribers to BX
TotalView.\3\ BX TotalView consists of real-time market participant
quotation information regarding the Exchange's trading of Nasdaq-,
NYSE-, Amex- and other exchange-listed stocks.
---------------------------------------------------------------------------
\3\ Both NYSE Arca, Inc. and the New York Stock Exchange LLC
offer full-depth products. See, e.g., Securities Exchange Act
Release No. 53469 (March 10, 2006), 71 FR 14045 (March 20, 2006)
(SR-PCX-2006-24) and Securities Exchange Act Release No. 44138
(December 7, 2001), 66 FR 64895 (December 14, 2001) (SR-NYSE-2001-
42), respectively.
---------------------------------------------------------------------------
The Commission has previously only approved a fee of $20 per month
for both BX TotalView for Nasdaq and NYSE and all other regional
exchange-listed issues combined. BX intended to establish these as
separate fees and charged users beginning in January of 2010 a fee of
$20 per month for BX TotalView and an additional fee of $20 for NYSE
and all other regional exchange-listed issues. Therefore, Rule
7023(a)(1) is being amended to correct this inadvertent error since the
existing rule language does not clearly establish a fee of $20 per
month for BX TotalView for Nasdaq issues and a separate fee of $20 per
month for BX TotalView for NYSE and all other regional exchange-listed
issues, as intended. All such fees exceeding the $20 combined fee as
currently stated in the rulebook are being refunded and BX will
continue to assess a single $20 fee until this proposed rule change is
approved. The Exchange notes that it operates in a highly competitive
market in which market participants can readily switch to competing
venues if they deem fee levels at a particular venue to be excessive.
The Exchange believes that its fees continue to be reasonable and
equitably allocated.
The Exchange believes that establishing a $1 per month fee for non-
professional subscribers to BX TotalView will promote wider
distribution of data and benefit investors wishing to use that data in
making investment decisions. The establishment of non-professional fees
is a well-established practice of the network processors that
distribute real-time consolidated data for Nasdaq, NYSE, and Amex
stocks. As such, non-professional fees have been determined to be
consistent with the Act and also
[[Page 25016]]
to be in the best interests of investors and the public.
The fees are not unreasonably discriminatory, since the fees for
non-professionals are uniform for all non-professionals. The fees are
fair and reasonable in that they compare favorably to fees charged by
other exchanges for comparable products.
Rule 7023(a) is also being amended to clarify the data that is
included in the BX TotalView Entitlement specifically includes trade
data for executions that occur within the NASDAQ OMX Equities System.
The data included remains consistent with what has always been included
in the BX TotalView Entitlement, as well as the data included in the
Nasdaq TotalView Entitlement. This revision is intended for
clarification purposes only.
BX TotalView Enterprise License:
The Exchange is proposing to amend Exchange Rule 7023 and establish
an optional $16,000 per month non-display BX TotalView fee cap for
internal distributors, which would encompass both BX TotalView for
Nasdaq issues and BX TotalView for NYSE and regional issues. The BX
TotalView fee cap would not include distributor fees. By providing this
non-display usage cap, firms will have more administrative flexibility
in their consumption of BX TotalView information.
Currently, the Exchange requires that internal distributors count
and report each server and display device that processes BX TotalView-
ITCH data as a professional BX TotalView user. Some firms report
upwards of 500 devices, while other firms report as few as one non-
display device using BX TotalView-ITCH data.
The Exchange proposes to permit a market participant to purchase an
enterprise license at a rate of $16,000 per month for non-display usage
in a firm. As the number of devices increase, so does the
administrative burden on the end customer of counting these devices.
For firms that feel they are near the capped amount, this new
enterprise license helps relieve this administrative burden.
Additionally, firms would purchase this optional enterprise license to
reduce fees so no firms would experience a fee increase as a result of
this filing. The Exchange's filing is substantially similar to a recent
Nasdaq filing.\4\
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 61700 (March 12,
2010), 75 FR 13172 (March 18, 2010) (SR-NASDAQ-2010-034).
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with the provisions of Section 6 of the Act,\5\ in general, and with
Sections 6(b)(4) and 6(b)(5) of the Act,\6\ 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 the Exchange operates or controls and is not
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78f.
\6\ 15 U.S.C. 78f(b)(4), (5).
---------------------------------------------------------------------------
Specifically, the BX TotalView fee for non-professional
subscribers, the Exchange makes all services and products subject to
these fees available on a non-discriminatory basis to similarly
situated recipients. All fees are structured in manner comparable to
corresponding fees of Nasdaq already in effect. The proposed fees for
BX TotalView are equitably allocated since the fees for non-
professionals are uniform for all non-professionals. The fees are fair
and reasonable in that they compare favorably to fees charged by other
exchanges for comparable products.
The Exchange proposes to increase the existing $20 combined fee for
both BX TotalView for Nasdaq and NYSE and all other regional exchange-
listed issues by charging two separate $20 fees per month. One $20 fee
would be charged for BX TotalView for Nasdaq and the other $20 fee
would be charged for NYSE and all other regional exchange-listed
issues. The $20 increase per month for subscribers is modest.
Additionally, the Exchange notes that it operates in a highly
competitive market in which market participants can readily switch to
competing venues if they deem fee levels at a particular venue to be
excessive. The Exchange believes that its fees continue to be
reasonable and equitably allocated.
The Exchange's competitive response to pricing pressures in a
competitive marketplace is consistent with what the Commission has
described as ``the clear intent of Congress in adopting Section 11A of
the Exchange Act that, whenever possible, competitive forces should
dictate the services and practices that constitute the U.S. national
market system for trading equity securities.'' \7\ Specifically with
respect to pricing of non-core data products, the Commission has stated
that ``[t]he Exchange Act and its legislative history strongly support
the Commission's reliance on competition, whenever possible, in meeting
its regulatory responsibilities.'' \8\ A price reduction in response to
competitive forces, such as the proposal here, is the essence of
competition.
---------------------------------------------------------------------------
\7\ Securities Exchange Act Release No. 59039 (December 2,
2008), 73 FR 74770 (December 9, 2008) (SR-NYSEArca-2006-21).
\8\ Id.
---------------------------------------------------------------------------
The Exchange believes that it is neither inequitable nor unfairly
discriminatory to provide volume-based discounts to members that
contribute to the success of both the transaction execution and data
businesses, in light of the link between these businesses that the
Commission has recognized. In doing so, the Exchange not only
acknowledges the multiple contributions of such customers to its
profitability and the value it provides to other customers, but also
provides incentives for other firms to increase their use of the
Exchange's services across these business lines.
Discounts based on a member's aggregate volumes of usage have
routinely been adopted by exchanges (and by participants in many other
industries), even though a member that reduces its volumes by trading
in other markets may no longer qualify for the discount. For example,
Nasdaq has volume pricing discounts for transaction executions and data
currently in effect under Rules 7018 and 7023. A member that opts to
provide high volumes of liquidity and distribute TotalView to large
numbers of subscribers under an enterprise license currently receives
favorable pricing for both executions and data, based on the aggregate
volume of business that it brings to the exchange. If the member opts
to direct order flow to another exchange or distribute other data
products in lieu of TotalView, the discount will no longer be
available--not because the member is being penalized, but simply
because its consumption of products has dropped to a level that no
longer justifies discounted pricing.
As the Commission has found, market data and execution services are
effectively a joint product--one in which market data is both an input
to, and a byproduct of, trade execution.\9\ Accordingly, the Exchange
believes that it is entirely appropriate that the benefits to the
Exchange when a member provides liquidity and consumes and distributes
data should be shared with the customers that provide those benefits.
Notably, the Act does not prohibit all distinctions among customers,
but rather discrimination that is unfair. And, as the Commission has
recognized, ``[i]f competitive forces are operative, the self-interest
of the exchanges themselves will work powerfully to constrain
unreasonable or
[[Page 25017]]
unfair behavior.'' \10\ Accordingly, ``the existence of significant
competition provides a substantial basis for finding that the terms of
an exchange's fee proposal are equitable, fair, reasonable, and not
unreasonably or unfairly discriminatory.'' \11\ The proposal here was
made not only in the presence of competition, but it is a direct
product of competitive forces.
---------------------------------------------------------------------------
\9\ Id.
\10\ Id.
\11\ Id.
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
result in any burden on competition. To the contrary, the Exchange's
proposed price reduction in response to competitive pricing offers is
the essence of competition. As the Supreme Court has recognized,
``cutting prices in order to increase business often is the very
essence of competition.'' Matsushita Elec. Indus. Co. v. Zenith Radio
Corp., 475 U.S. 574, 594 (1986).
If competitors lose business to the Exchange because the Exchange
offers more attractive pricing, that is not a reduction of competition.
Rather, it is a result of competition. As the Supreme Court has
recognized:
When a firm * * * lowers prices but maintains them above
predatory levels, the business lost by rivals cannot be viewed as an
``anticompetitive'' consequence of the claimed violation. A firm
complaining about the harm it suffers from nonpredatory price
competition ``is really claiming that it [is] unable to raise
prices.'' This is not antitrust injury; indeed, ``cutting prices in
order to increase business often is the very essence of
competition.'' The antitrust laws were enacted for ``the protection
of competition, not competitors.''
Atlantic Richfield Co. v. USA Petroleum Co., 495 U.S. 328, 337-38
(1990) (emphasis in original; citations omitted).
Likewise with respect to the Exchange Act, Congress has ``expressed
its preference for the Commission to rely on competition'' with respect
to market information.\12\ Accordingly, in circumstances analogous to
those here, the Commission has stated that ``reliance on competitive
forces is the most appropriate and effective means to assess whether
terms for the distribution of non-core data are equitable, fair and
reasonable, and not unreasonably discriminatory. If competitive forces
are operative, the self-interest of the exchanges themselves will work
powerfully to constrain unreasonable or unfair behavior.'' \13\
---------------------------------------------------------------------------
\12\ Id.
\13\ Id.
---------------------------------------------------------------------------
As the Commission recently recognized,\14\ the market for
transaction execution and routing services is highly competitive, and
the market for proprietary data products is complementary to it, since
the ultimate goal of such products is to attract further order flow to
an exchange. Thus, exchanges lack the ability to set fees for
executions or data at inappropriately high levels. Order flow is
immediately transportable to other venues in response to differences in
cost or value. Similarly, if data fees are set at inappropriate levels,
customers that control order flow will not make use of the data and
will be more inclined to send order flow to exchanges providing data at
fees they consider more reasonable.
---------------------------------------------------------------------------
\14\ Id.
---------------------------------------------------------------------------
The market for proprietary data products is currently competitive
and inherently contestable because there is fierce competition for the
inputs necessary to the creation of proprietary data and strict pricing
discipline for the proprietary products themselves. Numerous exchanges
compete with each other for listings, trades, and market data itself,
providing virtually limitless opportunities for entrepreneurs who wish
to produce and distribute their own market data. This proprietary data
is produced by each individual exchange, as well as other entities, in
a vigorously competitive market.
With regard to the market for executions, broker-dealers currently
have numerous alternative venues for their order flow, including
multiple competing self-regulatory organization (``SRO'') markets, as
well as broker-dealers (``BDs'') and aggregators such as the Direct
Edge and LavaFlow electronic communications networks (``ECNs''). Each
SRO market competes to produce transaction reports via trade
executions, and FINRA-regulated Trade Reporting Facilities (``TRFs'')
compete to attract internalized transaction reports. It is common for
BDs to further and exploit this competition by sending their order flow
and transaction reports to multiple markets, rather than providing them
all to a single market.
Competitive markets for order flow, executions, and transaction
reports provide pricing discipline for the inputs of proprietary data
products. The large number of SROs, TRFs, and ECNs that currently
produce proprietary data or are currently capable of producing it
provides further pricing discipline for proprietary data products. Each
SRO, TRF, ECN and BD is currently permitted to produce proprietary data
products, and many currently do or have announced plans to do so,
including NASDAQ, NYSE, NYSEArca, BATS, and Direct Edge.
Any ECN or BD can combine with any other ECN, broker-dealer, or
multiple ECNs or BDs to produce jointly proprietary data products.
Additionally, non-BDs such as order routers like LAVA, as well as
market data vendors can facilitate single or multiple broker-dealers'
production of proprietary data products. The potential sources of
proprietary products are virtually limitless.
The fact that proprietary data from ECNs, BDs, and vendors can by-
pass SROs is significant in two respects. First, non-SROs can compete
directly with SROs for the production and distribution of proprietary
data products, as Archipelago and BATS
Trading did prior to registering as SROs. Second, because a single
order or transaction report can appear in an SRO proprietary product, a
non-SRO proprietary product, or both, the data available in proprietary
products is exponentially greater than the actual number of orders and
transaction reports that exist in the marketplace writ large.
Market data vendors provide another form of price discipline for
proprietary data products because they control the primary means of
access to end users. Although their business models may differ, vendors
exercise pricing discipline because they can simply refuse to purchase
any proprietary data product that fails to provide sufficient value.
The Exchange and other producers of proprietary data products must
understand and respond to these varying business models and pricing
disciplines in order to successfully market proprietary data products.
In addition to the competition and price discipline described
above, the market for proprietary data products is also highly
contestable because market entry is rapid, inexpensive, and profitable.
The history of electronic trading is replete with examples of entrants
that swiftly grew into some of the largest electronic trading platforms
and proprietary data producers: Archipelago, Bloomberg Tradebook,
Island, RediBook, Attain, TracECN, BATS Trading, and Direct Edge.
Today, BATS publishes its data at no charge on its website in order to
attract order flow, and it uses market data revenue rebates from the
resulting executions to maintain low execution charges for its
users.\15\ Several ECNs have existed
[[Page 25018]]
profitably for many years with a minimal share of trading, including
Bloomberg Tradebook and LavaFlow.
---------------------------------------------------------------------------
\15\ However, on April 9, 2010 the Commission approved BATS
proposed rule change to begin offering and charging for three new
data products, which include BATS Last Sale Feed, BATS Historical
Data Products, and a data product called BATS Market Insight. See
Securities Exchange Act Release No.61885 (April 9, 2010), 75 FR
20018 (April 16, 2010).
---------------------------------------------------------------------------
The proposed rule change is a direct response to this competition.
It recognizes the concern that the order flow and data product use that
such firms currently bring to the Exchange may migrate elsewhere if
their contributions are not appropriately recognized. At the same time,
if other customers determine that their fees are too high in comparison
to those paid by firms qualifying for the discount, they will take
their business to other venues. Thus, the proposal must strike a
balance between growing and retaining the business of actual and
potential firms and the business of firms that lack the volume of
business to become eligible. In light of the highly competitive nature
of these markets, the Exchange's revenues and market share are likely
to be diminished by the proposal if it strikes this balance in the
wrong way.\16\
---------------------------------------------------------------------------
\16\ The Commission has recognized that an exchange's failure to
strike this balance correctly will only harm the exchange. ``[M]any
market participants would be unlikely to purchase the exchange's
data products if it sets fees that are inequitable, unfair,
unreasonable, or unreasonably discriminatory * * *. For example, an
exchange's attempt to impose unreasonably or unfairly discriminatory
fees on a certain category of customers would likely be counter-
productive for the exchange because, in a competitive environment,
such customers generally would be able to respond by using
alternatives to the exchanges data.'' Id.
---------------------------------------------------------------------------
Finally, the concern identified by the Commission with respect to
``an exchange proposal that seeks to penalize market participants for
trading in markets other than the proposing exchange'' is inapplicable
here.\17\ It is important that the Commission avoid stifling
competition on the merits--including competition on price--out of a
concern for protecting competitors from pricing pressure. Indeed, the
Supreme Court has cautioned that ``mistaken inferences in cases''
involving alleged harm to competitors from low prices ``are especially
costly, because they chill the very conduct the antitrust laws are
designed to protect.'' Matsushita, 475 U.S. at 594.
---------------------------------------------------------------------------
\17\ Id.
---------------------------------------------------------------------------
A concern that access to market data could be used to ``penalize''
market participants for trading in other markets may be plausible only
if (a) the market data of the exchange in question is so essential to
customers that the exchange has market power by virtue of the data, (b)
the exchange requires customers to trade on its platform in exchange
for access to the market data, and (c) competition on the merits is
thwarted by the conditioning. None of those conditions is met here. As
noted above, there is robust competition for market data, and customers
can and do switch among various providers of market data. It would thus
be implausible to suggest that the Exchange has any market power by
virtue of its market data. Second, the Exchange has not attempted to
condition access to market data on a customer's refusal to use a
competitor's platform. Nor has the Exchange attempted to impose a
``penalty'' on anyone--to the contrary, it is proposing a price
reduction to respond to competitive offers. And, as noted above, the
price reduction proposed here is the essence of competition, rather
than an effort to thwart competition on the merits.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date if it finds such longer period to
be appropriate and publishes its reasons for so finding or (ii) as to
which the self-regulatory organization consents, the Commission will:
A. By order approve such proposed rule change, or
B. Institute proceedings to determine whether the proposed rule
change should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-BX-2010-027 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-2010-027. 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 Web site viewing and
printing in the Commission's Public Reference Room, on official
business days between the hours of 10 a.m. and 3 p.m. Copies of the
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-BX-2010-027 and should be submitted on or before May 27,
2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
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\18\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-10597 Filed 5-5-10; 8:45 am]
BILLING CODE 8011-01-P