Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Order Granting Accelerated Approval to a Proposed Rule Change To Extend the Last Sale Data Feeds Pilot Program, 39315-39319 [2010-16567]
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Federal Register / Vol. 75, No. 130 / Thursday, July 8, 2010 / Notices
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
OCC included statements concerning
the purpose of and basis for the
proposed rule change and discussed any
comments it received on the proposed
rule change. The text of these statements
may be examined at the places specified
in Item IV below. OCC has prepared
summaries, set forth in sections A, B,
and C below, of the most significant
aspects of such statements.
srobinson on DSKHWCL6B1PROD with NOTICES
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
OCC and ELX are parties to a clearing
and settlement agreement pursuant to
which OCC provides clearing services
for U.S. treasury futures traded on ELX.
The Agreement further provides, among
other things, that ELX may select
additional underlying interests for
commodity futures and commodity
options by completing and executing a
Schedule C, which is subject to the
agreement of OCC. (ELX may trade
futures options on futures contracts
traded on ELX and cleared by OCC
without executing a Schedule C.) When
completed and duly executed, a
Schedule C is incorporated into the
Agreement and becomes a part thereof.
ELX has selected Eurodollar Time
Deposits having a principal value of
USD $1,000,000 with a 3-month
maturity as an underlying interest for
futures contracts (‘‘Eurodollar Futures’’)
and OCC has agreed to clear Eurodollar
Futures on behalf of ELX. OCC and ELX
have now executed Schedule C–1 to
codify that Eurodollar Futures will be
incorporated and become a part of the
Agreement between the parties.
Schedule C–1 is attached as Exhibit 5A
to OCC’s filing with the Commission.4
OCC states that the proposed change
is consistent with Section 17A of the
Act 5 because it makes explicit that OCC
will clear pursuant to the Agreement the
Eurodollar futures contracts proposed
for trading by ELX. OCC also states that
the proposed rule change is not
inconsistent with the existing rules of
OCC including any other rules proposed
to be amended.
4 The
filing, including Schedule C–1, can be seen
at https://www.theocc.com/about/publications/
bylaws.jsp.
5 15 U.S.C. 78q–1.
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B. Self-Regulatory Organization’s
Statement on Burden on Competition
OCC does not believe that the
proposed rule change would impose any
burden on competition.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
OCC has not solicited or received
written comments relating to the
proposed rule change. OCC will notify
the Commission of any written
comments it receives.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(iii) of the Act 6 and Rule
19b–4(f)(4) 7 thereunder because it
effects a change in an existing service of
a registered clearing agency that does
not adversely affect the safeguarding of
securities or funds in the custody or
control of the clearing agency or for
which it is responsible and does not
significantly affect the respective rights
or obligations of the clearing agency or
persons using the service. At any time
within 60 days of the filing of the
proposed rule change, the Commission
may summarily abrogate such rule if it
appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
No. SR–OCC–2010–08 on the subject
line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
Station Place, 100 F Street, NE.,
Washington, DC 20549–1090.
PO 00000
6 15
7 17
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(4).
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39315
All submissions should refer to File No.
SR–OCC–2010–08. 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, 100 F Street, NE,
Washington, DC 20549, on official
business days between the hours of 10
a.m. and 3 p.m. Copies of such filing
also will be available for inspection and
copying at OCC’s principal office and on
OCC’s Web site at https://
www.theocc.com/about/publications/
bylaws.jsp. 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 No. SR–OCC–2010–
08 and should be submitted on or before
July 29, 2010.
For the Commission by the Division of
Trading and Markets, pursuant to delegated
authority.8
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2010–16667 Filed 7–7–10; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62428; File No. SR–
NASDAQ–2010–081]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Order Granting Accelerated
Approval to a Proposed Rule Change
To Extend the Last Sale Data Feeds
Pilot Program
July 1, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
8 17
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CFR 200.30–3(a)(12).
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Federal Register / Vol. 75, No. 130 / Thursday, July 8, 2010 / Notices
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 30,
2010, The NASDAQ Stock Market LLC
(‘‘NASDAQ’’ or ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II 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, and is
approving the proposal on an
accelerated basis.
srobinson on DSKHWCL6B1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
NASDAQ is proposing to extend for
three months the pilot that created the
NASDAQ Last Sale (‘‘NLS’’) market data
products. NLS allows data distributors
to have access to real-time market data
for a capped fee, enabling those
distributors to provide free access to the
data to millions of individual investors
via the Internet and television.
Specifically, NASDAQ offers the
‘‘NASDAQ Last Sale for NASDAQ’’ and
‘‘NASDAQ Last Sale for NYSE/Amex’’
data feeds containing last sale activity in
U.S. equities within the NASDAQ
Market Center and reported to the
jointly-operated FINRA/NASDAQ Trade
Reporting Facility (‘‘FINRA/NASDAQ
TRF’’). The purpose of this proposal is
to extend the existing pilot program for
a three-month period beginning on July
1, 2010.
This pilot program supports the
aspiration of Regulation NMS to
increase the availability of proprietary
data by allowing market forces to
determine the amount of proprietary
market data information that is made
available to the public and at what
price. During the current pilot period,
the program has vastly increased the
availability of NASDAQ proprietary
market data to individual investors.
Based upon data from NLS distributors,
NASDAQ believes that since its launch
in July 2008, the NLS data has been
viewed by over 50,000,000 investors on
Web sites operated by Google,
Interactive Data, and Dow Jones, among
others.
The text of the proposed rule change
is below. Proposed new language is in
italics; proposed deletions are in
brackets.3
*
*
*
*
*
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 Changes are marked to the rule text that appears
in the electronic NASDAQ Manual found at http:
//nasdaqomx.cchwallstreet.com.
2 17
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7039. NASDAQ Last Sale Data Feeds
(a) For a [six] three month pilot period
commencing on [January] July 1, 2010,
NASDAQ shall offer two proprietary data
feeds containing real-time last sale
information for trades executed on NASDAQ
or reported to the NASDAQ/FINRA Trade
Reporting Facility.
(1) ‘‘NASDAQ Last Sale for NASDAQ’’ shall
contain all transaction reports for NASDAQlisted stocks; and
(2) ‘‘NASDAQ Last Sale for NYSE/Amex’’
shall contain all such transaction reports for
NYSE- and NYSE Amex-listed stocks.
(b)–(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,
NASDAQ included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item III below.
NASDAQ has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Prior to the launch of NLS, public
investors that wished to view market
data to monitor their portfolios
generally had two choices: (1) Pay for
real-time market data or (2) use free data
that is 15 to 20 minutes delayed. To
increase consumer choice, NASDAQ
proposed a pilot to offer access to realtime market data to data distributors for
a capped fee, enabling those distributors
to disseminate the data via the Internet
and television at no cost to millions of
Internet users and television viewers.
NASDAQ now proposes a three-month
extension of that pilot program on the
same terms as applicable today.4
The NLS pilot created two separate
‘‘Level 1’’ products containing last sale
activity within the NASDAQ market and
4 NASDAQ previously stated that it would file a
proposed rule change seeking permanent approval
of the NLS pilot. NASDAQ has also informed
Commission staff that it will consult with FINRA
to develop a proposed rule change by FINRA to
seek permanent Commission approval for inclusion
of FINRA/NASDAQ TRF data in NLS. Because
NASDAQ and FINRA have not completed their
consultations regarding such a proposed rule
change, NASDAQ is not yet in a position to file for
permanent approval of NLS. Accordingly, NASDAQ
is filing to seek a three-month extension of the
existing pilot.
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reported to the jointly-operated FINRA/
NASDAQ TRF. First, the ‘‘NASDAQ Last
Sale for NASDAQ Data Product,’’ a realtime data feed that provides real-time
last sale information including
execution price, volume, and time for
executions occurring within the
NASDAQ system as well as those
reported to the FINRA/NASDAQ TRF.
Second, the NASDAQ Last Sale for
NYSE/Amex data product that provides
real-time last sale information including
execution price, volume, and time for
NYSE- and NYSE Amex-securities
executions occurring within the
NASDAQ system as well as those
reported to the FINRA/NASDAQ TRF.
NASDAQ established two different
pricing models, one for clients that are
able to maintain username/password
entitlement systems and/or quote
counting mechanisms to account for
usage, and a second for those that are
not. Firms with the ability to maintain
username/password entitlement systems
and/or quote counting mechanisms will
be eligible for a specified fee schedule
for the NASDAQ Last Sale for NASDAQ
Product and a separate fee schedule for
the NASDAQ Last Sale for NYSE/Amex
Product: Firms that were unable to
maintain username/password
entitlement systems and/or quote
counting mechanisms will also have
multiple options for purchasing the
NASDAQ Last Sale data. These firms
chose between a ‘‘Unique Visitor’’ model
for Internet delivery or a ‘‘Household’’
model for television delivery. Unique
Visitor and Household populations
must be reported monthly and must be
validated by a third-party vendor or
ratings agency approved by NASDAQ at
NASDAQ’s sole discretion. In addition,
to reflect the growing confluence
between these media outlets, NASDAQ
offered a reduction in fees when a single
distributor distributes NASDAQ Last
Sale Data Products via multiple
distribution mechanisms.
Second, NASDAQ established a cap
on the monthly fee, currently set at
$50,000 per month for all NASDAQ Last
Sale products. The fee cap enables
NASDAQ to compete effectively against
other exchanges that also offer last sale
data for purchase or at no charge.
As with the distribution of other
NASDAQ proprietary products, all
distributors of the NASDAQ Last Sale
for NASDAQ and/or NASDAQ Last Sale
for NYSE/Amex products would pay a
single $1,500/month NASDAQ Last Sale
Distributor Fee in addition to any
applicable usage fees. The $1,500
monthly fee will apply to all
distributors and will not vary based on
whether the distributor distributes the
data internally or externally or
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distributes the data via both the Internet
and television.
2. Statutory Basis
NASDAQ believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,5 in
general, and with Section 6(b)(4) of the
Act,6 in particular, in that it provides an
equitable allocation of reasonable fees
among users and recipients of NASDAQ
data. In adopting Regulation NMS, the
Commission granted self-regulatory
organizations and broker-dealers
increased authority and flexibility to
offer new and unique market data to the
public. It was believed that this
authority would expand the amount of
data available to consumers, and also
spur innovation and competition for the
provision of market data.
The NASDAQ Last Sale market data
products proposed here appear to be
precisely the sort of market data product
that the Commission envisioned when it
adopted Regulation NMS. The
Commission concluded that Regulation
NMS—by lessening regulation of the
market in proprietary data—would itself
further the Act’s goals of facilitating
efficiency and competition:
srobinson on DSKHWCL6B1PROD with NOTICES
[E]fficiency is promoted when brokerdealers who do not need the data beyond the
prices, sizes, market center identifications of
the NBBO and consolidated last sale
information are not required to receive (and
pay for) such data. The Commission also
believes that efficiency is promoted when
broker-dealers may choose to receive (and
pay for) additional market data based on their
own internal analysis of the need for such
data.7
By removing ‘‘unnecessary regulatory
restrictions’’ on the ability of exchanges
to sell their own data, Regulation NMS
advanced the goals of the Act and the
principles reflected in its legislative
history. If the free market should
determine whether proprietary data is
sold to broker-dealers at all, it follows
that the price at which such data is sold
should be set by the market as well.
NASDAQ’s ability to price its Last
Sale Data Products is constrained by (1)
competition between exchanges and
other trading platforms that compete
with each other in a variety of
dimensions; (2) the existence of
inexpensive real-time consolidated data
and free delayed consolidated data, and
(3) the inherent contestability of the
market for proprietary last sale data.
The market for proprietary last sale
data products is currently competitive
and inherently contestable because
5 15
6 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
7 Securities Exchange Act Release No. 51808
(June 9, 2005), 70 FR 37496 (June 29, 2005).
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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.
Broker-dealers currently have
numerous alternative venues for their
order flow, including ten self-regulatory
organization (‘‘SRO’’) markets, as well as
internalizing broker-dealers (‘‘BDs’’) and
various forms of alternative trading
systems (‘‘ATSs’’), including dark pools
and electronic communication networks
(‘‘ECNs’’). Each SRO market competes to
produce transaction reports via trade
executions, and two 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, BDs,
and ATSs that currently produce
proprietary data or are currently capable
of producing it provides further pricing
discipline for proprietary data products.
Each SRO, TRF, ATS, and BD is
currently permitted to produce
proprietary data products, and many
currently do or have announced plans to
do so, including NASDAQ, NYSE,
NYSE Amex, NYSEArca, and BATS.
Any ATS or BD can combine with any
other ATS, BD, or multiple ATSs or BDs
to produce joint proprietary data
products. Additionally, order routers
and 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
ATSs, BDs, and vendors can by-pass
SROs is significant in two respects.
First, non-SROs can compete directly
with SROs for the production and sale
of proprietary data products, as BATS
and Arca did before registering as
exchanges by publishing proprietary
book data on the Internet. 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
PO 00000
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39317
proprietary products is exponentially
greater than the actual number of orders
and transaction reports that exist in the
marketplace.
Consolidated data provides two
additional measures of pricing
discipline for proprietary data products
that are a subset of the consolidated data
stream. First, the consolidated data is
widely available in real-time at $1 per
month for non-professional users.
Second, consolidated data is also
available at no cost with a 15- or 20minute delay. Because consolidated
data contains marketwide information,
it effectively places a cap on the fees
assessed for proprietary data (such as
last sale data) that is simply a subset of
the consolidated data. The mere
availability of low-cost or free
consolidated data provides a powerful
form of pricing discipline for
proprietary data products that contain
data elements that are a subset of the
consolidated data, by highlighting the
optional nature of proprietary products.
Market data vendors provide another
form of price discipline for proprietary
data products because they control the
primary means of access to end users.
Vendors impose price restraints based
upon their business models. For
example, vendors such as Bloomberg
and Reuters that assess a surcharge on
data they sell may refuse to offer
proprietary products that end users will
not purchase in sufficient numbers.
Internet portals, such as Google, impose
a discipline by providing only data that
will enable them to attract ‘‘eyeballs’’
that contribute to their advertising
revenue. Retail broker-dealers, such as
Schwab and Fidelity, offer their
customers proprietary data only if it
promotes trading and generates
sufficient commission revenue.
Although the business models may
differ, these vendors’ pricing discipline
is the same: they can simply refuse to
purchase any proprietary data product
that fails to provide sufficient value.
NASDAQ and other producers of
proprietary data products must
understand and respond to these
varying business models and pricing
disciplines in order to market
proprietary data products successfully.
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
entrants that swiftly grew into some of
the largest electronic trading platforms
and proprietary data producers:
Archipelago, Bloomberg Tradebook,
Island, RediBook, Attain, TracECN,
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BATS Trading and Direct Edge. Today,
BATS publishes its data at no charge on
its Web site 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.8 A proliferation of dark pools and
other ATSs operate profitably with
fragmentary shares of consolidated
market volume.
Regulation NMS, by deregulating the
market for proprietary data, has
increased the contestability of that
market. While broker-dealers have
previously published their proprietary
data individually, Regulation NMS
encourages market data vendors and
broker-dealers to produce proprietary
products cooperatively in a manner
never before possible. Multiple market
data vendors already have the capability
to aggregate data and disseminate it on
a profitable scale, including Bloomberg,
Reuters and Thomson.
In establishing the price for the
NASDAQ Last Sale Products, NASDAQ
considered the competitiveness of the
market for last sale data and all of the
implications of that competition.
NASDAQ believes that it has considered
all relevant factors and has not
considered irrelevant factors in order to
establish a fair, reasonable, and not
unreasonably discriminatory fee and an
equitable allocation of fees among all
users. The existence of numerous
alternatives to NLS, including real-time
consolidated data, free delayed
consolidated data, and proprietary data
from other sources ensures that
NASDAQ cannot set unreasonable fees,
or fees that are unreasonably
discriminatory, without losing business
to these alternatives. Accordingly,
NASDAQ believes that the acceptance
of the NLS product in the marketplace
demonstrates the consistency of these
fees with applicable statutory standards.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
NASDAQ does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
To the contrary, the NASDAQ Last Sale
Products respond to and enhance
competition that already exists in the
market.
On May 28, 2008, the Internet portal
Yahoo! began offering its Web site
8 However, BATS recently received approval 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) (SR–BATS–2010–002).
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viewers real-time last sale data provided
by BATS Trading. NASDAQ’s last sale
data products compete directly with the
BATS product disseminated via Yahoo!
In addition, as set forth above, the
market for last sale data is already
competitive, with both real-time and
delayed consolidated data as well as the
ability for innumerable entities begin
rapidly and inexpensively to offer
competitive last sale data products.
Moreover, the New York Stock
Exchange distributes competing last sale
data products at a price comparable to
the price of NLS. Under the regime of
Regulation NMS, there is no limit to the
number of competing products that can
be developed quickly and at low cost.
The Commission should not stand in
the way of enhanced competition.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
Three comment letters were filed
regarding the proposed rule change as
originally published for comment
NASDAQ responded to these comments
in a letter dated December 13, 2007.
Both the comment letters and
NASDAQ’s response are available on
the SEC Web site at https://www.sec.gov/
comments/sr-nasdaq-2006-060/
nasdaq2006060.shtml.
III. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NASDAQ–2010–081 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–NASDAQ–2010–081. 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/
PO 00000
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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–NASDAQ–2010–081 and
should be submitted on or before July
29, 2010.
IV. Commission’s Findings and Order
Granting Accelerated Approval of a
Proposed Rule Change
The Commission finds that the
proposed rule change, to extend the
pilot program for three months, is
consistent with the requirements of the
Act and the rules and regulations
thereunder applicable to a national
securities exchange.9 In particular, it is
consistent with Section 6(b)(4) of the
Act,10 which requires that the rules of
a national securities exchange provide
for the equitable allocation of reasonable
dues, fees, and other charges among its
members and issuers and other parties
using its facilities, and Section 6(b)(5) of
the Act,11 which requires, among other
things, that the rules of a national
securities exchange be designed to
promote just and equitable principles of
trade, to remove impediments to and
perfect the mechanism of a free and
open market and a national market
system and, in general, to protect
investors and the public interest, and
not be designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers.
The Commission also finds that the
proposed rule change is consistent with
the provisions of Section 6(b)(8) of the
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).
10 15 U.S.C. 78f(b)(4).
11 15 U.S.C. 78f(b)(5).
E:\FR\FM\08JYN1.SGM
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Federal Register / Vol. 75, No. 130 / Thursday, July 8, 2010 / Notices
Act,12 which requires that the rules of
an exchange not impose any burden on
competition not necessary or
appropriate in furtherance of the
purposes of the Act. Finally, the
Commission finds that the proposed
rule change is consistent with Rule
603(a) of Regulation NMS,13 adopted
under Section 11A(c)(1) of the Act,
which requires an exclusive processor
that distributes information with respect
to quotations for or transactions in an
NMS stock to do so on terms that are
fair and reasonable and that are not
unreasonably discriminatory.14
The Commission approved the fee for
the NASDAQ Last Sale Data Feeds for
a pilot period which ran until July 1,
2009.15 The Commission notes that the
Exchange proposes to extend the pilot
program for three months. The
Commission did not receive any
comments on the previous extensions of
the pilot program.16
On December 2, 2008, the
Commission issued an approval order
(‘‘Order’’) that sets forth a market-based
approach for analyzing proposals by
self-regulatory organizations to impose
fees for ‘‘non-core’’ market data
products, such as the NASDAQ Last
Sale Data Feeds.17 The Commission
believes that Nasdaq’s proposal to
temporarily extend the pilot program to
June 30, 2010 is consistent with the Act
for the reasons noted in the Order.18 The
Commission believes that approving
NASDAQ’s proposal to temporarily
extend the pilot program that imposes a
fee for the NASDAQ Last Sale Data
Feeds for an additional three months
will be beneficial to investors and in the
public interest, in that it is intended to
allow continued broad public
12 15
U.S.C. 78f(b)(8).
CFR 242.603(a).
14 NASDAQ is an exclusive processor of its last
sale data under Section 3(a)(22)(B) of the Act, 15
U.S.C. 78c(a)(22)(B), which defines an exclusive
processor as, among other things, an exchange that
distributes data on an exclusive basis on its own
behalf.
15 See Securities Exchange Act Release Nos.
61872 (April 8, 2010), 74 FR 19444 (April 14, 2010);
60990 (November 12, 2009), 74 FR 60002
(November 19, 2009); 57965 (June 16, 2008), 73 FR
35178 (June 20, 2008) (SR–NASDAQ–2006–060);
58894 (October 31, 2008), 73 FR 66953 (November
12, 2008) (SR–NASDAQ–2008–086); 59186
(December 30, 2008), 74 FR 743 (January 7, 2009)
(SR–NASDAQ–2008–103); 59652 (March 31, 2009)
74 FR 15533 (April 6, 2009) (SR–NASDAQ–2009–
027); 60201 (June 30, 2009), 74 FR 32670 (July 8,
2009) (SR–NASDAQ–2009–062).
16 Id.
17 See Securities Exchange Act Release No. 59039
(December 2, 2008), 73 FR 74770 (December 9,
2008) (Order Setting Aside Action by Delegated
Authority and Approving Proposed Rule Change
Relating to NYSE Arca Data).
18 See supra note 15.
srobinson on DSKHWCL6B1PROD with NOTICES
13 17
VerDate Mar<15>2010
17:09 Jul 07, 2010
Jkt 220001
dissemination of increased real-time
pricing information.
The Commission finds good cause for
approving the proposed rule change
before the thirtieth day after the date of
publication of notice of filing thereof in
the Federal Register. Accelerating
approval of this proposal is expected to
benefit investors by continuing to
facilitate their access to widespread,
free, real-time pricing information
contained in the NASDAQ Last Sale
Data Feeds. Therefore, the Commission
finds good cause, consistent with
Section 19(b)(2) of the Act,19 to approve
the proposed rule change on an
accelerated basis.
39319
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to establish
its initial fees and rebates applicable to
Members 3 of the Exchange pursuant to
EDGA Rule 15.1(a) and (c). The
Exchange intends to implement this rule
proposal immediately upon
commencement of its operations as a
national securities exchange.
All of the changes described herein
are applicable to EDGA Members. The
text of the proposed rule change is
available on the Exchange’s Internet
Web site at https://www.directedge.com.
BILLING CODE 8010–01–P
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 these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
SECURITIES AND EXCHANGE
COMMISSION
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that the
proposed rule change (SR–NASDAQ–
2010–045) is hereby approved on an
accelerated basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–16567 Filed 7–7–10; 8:45 am]
[Release No. 34–62425; File No. SR–EDGA–
2010–04]
Self-Regulatory Organizations; EDGA
Exchange, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Implementing Fees for
Use of EDGA Exchange, Inc.
June 30, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 30,
2010, the EDGA Exchange, Inc. (the
‘‘Exchange’’ or the ‘‘EDGA’’) 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 selfregulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
PO 00000
19 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.
20 17
Frm 00119
Fmt 4703
Sfmt 4703
1. Purpose
On March 12, 2010, the Securities and
Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) approved EDGA
Exchange, Inc.4 (the ‘‘Exchange’’) Form 1
application under the Act, which sought
registration as a national securities
exchange pursuant to Section 6 of the
Act.5
EDGA Exchange proposes to
implement a fee schedule applicable to
use of the Exchange commencing on the
date it begins operating as a national
securities exchange. The Exchange
currently intends to commence
operations as a national securities
exchange on July 2, 2010. Please find
below a description of the fees and
rebates that the Exchange intends to
impose under the initial, proposed fee
schedule.
3 A Member is any registered broker or dealer that
has been admitted to membership in the Exchange.
4 EDGX Exchange, Inc. will file a separate fee
schedule with the Commission.
5 See Securities and Exchange Release No. 61698
(March 12, 2010), 75 FR 13151 (March 18, 2010)
(approving File No. 10–194). EDGX Exchange, Inc.
(‘‘EDGX’’) was also approved as an exchange, and
will file a separate 19b-4 filing with its fee
schedule.
E:\FR\FM\08JYN1.SGM
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Agencies
[Federal Register Volume 75, Number 130 (Thursday, July 8, 2010)]
[Notices]
[Pages 39315-39319]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-16567]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62428; File No. SR-NASDAQ-2010-081]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Order Granting Accelerated Approval to a Proposed
Rule Change To Extend the Last Sale Data Feeds Pilot Program
July 1, 2010.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
[[Page 39316]]
(``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on June 30, 2010, The NASDAQ Stock Market LLC (``NASDAQ'' or
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II 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, and is approving the
proposal on an accelerated basis.
---------------------------------------------------------------------------
\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
NASDAQ is proposing to extend for three months the pilot that
created the NASDAQ Last Sale (``NLS'') market data products. NLS allows
data distributors to have access to real-time market data for a capped
fee, enabling those distributors to provide free access to the data to
millions of individual investors via the Internet and television.
Specifically, NASDAQ offers the ``NASDAQ Last Sale for NASDAQ'' and
``NASDAQ Last Sale for NYSE/Amex'' data feeds containing last sale
activity in U.S. equities within the NASDAQ Market Center and reported
to the jointly-operated FINRA/NASDAQ Trade Reporting Facility (``FINRA/
NASDAQ TRF''). The purpose of this proposal is to extend the existing
pilot program for a three-month period beginning on July 1, 2010.
This pilot program supports the aspiration of Regulation NMS to
increase the availability of proprietary data by allowing market forces
to determine the amount of proprietary market data information that is
made available to the public and at what price. During the current
pilot period, the program has vastly increased the availability of
NASDAQ proprietary market data to individual investors. Based upon data
from NLS distributors, NASDAQ believes that since its launch in July
2008, the NLS data has been viewed by over 50,000,000 investors on Web
sites operated by Google, Interactive Data, and Dow Jones, among
others.
The text of the proposed rule change is below. Proposed new
language is in italics; proposed deletions are in brackets.\3\
---------------------------------------------------------------------------
\3\ Changes are marked to the rule text that appears in the
electronic NASDAQ Manual found at https://nasdaqomx.cchwallstreet.com.
---------------------------------------------------------------------------
* * * * *
7039. NASDAQ Last Sale Data Feeds
(a) For a [six] three month pilot period commencing on [January]
July 1, 2010, NASDAQ shall offer two proprietary data feeds
containing real-time last sale information for trades executed on
NASDAQ or reported to the NASDAQ/FINRA Trade Reporting Facility.
(1) ``NASDAQ Last Sale for NASDAQ'' shall contain all
transaction reports for NASDAQ-listed stocks; and
(2) ``NASDAQ Last Sale for NYSE/Amex'' shall contain all such
transaction reports for NYSE- and NYSE Amex-listed stocks.
(b)-(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, NASDAQ included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item III below. NASDAQ has prepared summaries, set forth in Sections A,
B, and C below, of the most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
Prior to the launch of NLS, public investors that wished to view
market data to monitor their portfolios generally had two choices: (1)
Pay for real-time market data or (2) use free data that is 15 to 20
minutes delayed. To increase consumer choice, NASDAQ proposed a pilot
to offer access to real-time market data to data distributors for a
capped fee, enabling those distributors to disseminate the data via the
Internet and television at no cost to millions of Internet users and
television viewers. NASDAQ now proposes a three-month extension of that
pilot program on the same terms as applicable today.\4\
---------------------------------------------------------------------------
\4\ NASDAQ previously stated that it would file a proposed rule
change seeking permanent approval of the NLS pilot. NASDAQ has also
informed Commission staff that it will consult with FINRA to develop
a proposed rule change by FINRA to seek permanent Commission
approval for inclusion of FINRA/NASDAQ TRF data in NLS. Because
NASDAQ and FINRA have not completed their consultations regarding
such a proposed rule change, NASDAQ is not yet in a position to file
for permanent approval of NLS. Accordingly, NASDAQ is filing to seek
a three-month extension of the existing pilot.
---------------------------------------------------------------------------
The NLS pilot created two separate ``Level 1'' products containing
last sale activity within the NASDAQ market and reported to the
jointly-operated FINRA/NASDAQ TRF. First, the ``NASDAQ Last Sale for
NASDAQ Data Product,'' a real-time data feed that provides real-time
last sale information including execution price, volume, and time for
executions occurring within the NASDAQ system as well as those reported
to the FINRA/NASDAQ TRF. Second, the NASDAQ Last Sale for NYSE/Amex
data product that provides real-time last sale information including
execution price, volume, and time for NYSE- and NYSE Amex-securities
executions occurring within the NASDAQ system as well as those reported
to the FINRA/NASDAQ TRF.
NASDAQ established two different pricing models, one for clients
that are able to maintain username/password entitlement systems and/or
quote counting mechanisms to account for usage, and a second for those
that are not. Firms with the ability to maintain username/password
entitlement systems and/or quote counting mechanisms will be eligible
for a specified fee schedule for the NASDAQ Last Sale for NASDAQ
Product and a separate fee schedule for the NASDAQ Last Sale for NYSE/
Amex Product: Firms that were unable to maintain username/password
entitlement systems and/or quote counting mechanisms will also have
multiple options for purchasing the NASDAQ Last Sale data. These firms
chose between a ``Unique Visitor'' model for Internet delivery or a
``Household'' model for television delivery. Unique Visitor and
Household populations must be reported monthly and must be validated by
a third-party vendor or ratings agency approved by NASDAQ at NASDAQ's
sole discretion. In addition, to reflect the growing confluence between
these media outlets, NASDAQ offered a reduction in fees when a single
distributor distributes NASDAQ Last Sale Data Products via multiple
distribution mechanisms.
Second, NASDAQ established a cap on the monthly fee, currently set
at $50,000 per month for all NASDAQ Last Sale products. The fee cap
enables NASDAQ to compete effectively against other exchanges that also
offer last sale data for purchase or at no charge.
As with the distribution of other NASDAQ proprietary products, all
distributors of the NASDAQ Last Sale for NASDAQ and/or NASDAQ Last Sale
for NYSE/Amex products would pay a single $1,500/month NASDAQ Last Sale
Distributor Fee in addition to any applicable usage fees. The $1,500
monthly fee will apply to all distributors and will not vary based on
whether the distributor distributes the data internally or externally
or
[[Page 39317]]
distributes the data via both the Internet and television.
2. Statutory Basis
NASDAQ believes that the proposed rule change is consistent with
the provisions of Section 6 of the Act,\5\ in general, and with Section
6(b)(4) of the Act,\6\ in particular, in that it provides an equitable
allocation of reasonable fees among users and recipients of NASDAQ
data. In adopting Regulation NMS, the Commission granted self-
regulatory organizations and broker-dealers increased authority and
flexibility to offer new and unique market data to the public. It was
believed that this authority would expand the amount of data available
to consumers, and also spur innovation and competition for the
provision of market data.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78f.
\6\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
The NASDAQ Last Sale market data products proposed here appear to
be precisely the sort of market data product that the Commission
envisioned when it adopted Regulation NMS. The Commission concluded
that Regulation NMS--by lessening regulation of the market in
proprietary data--would itself further the Act's goals of facilitating
efficiency and competition:
[E]fficiency is promoted when broker-dealers who do not need the
data beyond the prices, sizes, market center identifications of the
NBBO and consolidated last sale information are not required to
receive (and pay for) such data. The Commission also believes that
efficiency is promoted when broker-dealers may choose to receive
(and pay for) additional market data based on their own internal
analysis of the need for such data.\7\
\7\ Securities Exchange Act Release No. 51808 (June 9, 2005), 70
FR 37496 (June 29, 2005).
---------------------------------------------------------------------------
By removing ``unnecessary regulatory restrictions'' on the ability
of exchanges to sell their own data, Regulation NMS advanced the goals
of the Act and the principles reflected in its legislative history. If
the free market should determine whether proprietary data is sold to
broker-dealers at all, it follows that the price at which such data is
sold should be set by the market as well.
NASDAQ's ability to price its Last Sale Data Products is
constrained by (1) competition between exchanges and other trading
platforms that compete with each other in a variety of dimensions; (2)
the existence of inexpensive real-time consolidated data and free
delayed consolidated data, and (3) the inherent contestability of the
market for proprietary last sale data.
The market for proprietary last sale 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.
Broker-dealers currently have numerous alternative venues for their
order flow, including ten self-regulatory organization (``SRO'')
markets, as well as internalizing broker-dealers (``BDs'') and various
forms of alternative trading systems (``ATSs''), including dark pools
and electronic communication networks (``ECNs''). Each SRO market
competes to produce transaction reports via trade executions, and two
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, BDs, and ATSs that currently
produce proprietary data or are currently capable of producing it
provides further pricing discipline for proprietary data products. Each
SRO, TRF, ATS, and BD is currently permitted to produce proprietary
data products, and many currently do or have announced plans to do so,
including NASDAQ, NYSE, NYSE Amex, NYSEArca, and BATS.
Any ATS or BD can combine with any other ATS, BD, or multiple ATSs
or BDs to produce joint proprietary data products. Additionally, order
routers and 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 ATSs, BDs, and vendors can by-
pass SROs is significant in two respects. First, non-SROs can compete
directly with SROs for the production and sale of proprietary data
products, as BATS and Arca did before registering as exchanges by
publishing proprietary book data on the Internet. 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.
Consolidated data provides two additional measures of pricing
discipline for proprietary data products that are a subset of the
consolidated data stream. First, the consolidated data is widely
available in real-time at $1 per month for non-professional users.
Second, consolidated data is also available at no cost with a 15- or
20- minute delay. Because consolidated data contains marketwide
information, it effectively places a cap on the fees assessed for
proprietary data (such as last sale data) that is simply a subset of
the consolidated data. The mere availability of low-cost or free
consolidated data provides a powerful form of pricing discipline for
proprietary data products that contain data elements that are a subset
of the consolidated data, by highlighting the optional nature of
proprietary products.
Market data vendors provide another form of price discipline for
proprietary data products because they control the primary means of
access to end users. Vendors impose price restraints based upon their
business models. For example, vendors such as Bloomberg and Reuters
that assess a surcharge on data they sell may refuse to offer
proprietary products that end users will not purchase in sufficient
numbers. Internet portals, such as Google, impose a discipline by
providing only data that will enable them to attract ``eyeballs'' that
contribute to their advertising revenue. Retail broker-dealers, such as
Schwab and Fidelity, offer their customers proprietary data only if it
promotes trading and generates sufficient commission revenue. Although
the business models may differ, these vendors' pricing discipline is
the same: they can simply refuse to purchase any proprietary data
product that fails to provide sufficient value. NASDAQ and other
producers of proprietary data products must understand and respond to
these varying business models and pricing disciplines in order to
market proprietary data products successfully.
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 entrants
that swiftly grew into some of the largest electronic trading platforms
and proprietary data producers: Archipelago, Bloomberg Tradebook,
Island, RediBook, Attain, TracECN,
[[Page 39318]]
BATS Trading and Direct Edge. Today, BATS publishes its data at no
charge on its Web site 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.\8\ A proliferation of dark pools
and other ATSs operate profitably with fragmentary shares of
consolidated market volume.
---------------------------------------------------------------------------
\8\ However, BATS recently received approval 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) (SR-BATS-2010-002).
---------------------------------------------------------------------------
Regulation NMS, by deregulating the market for proprietary data,
has increased the contestability of that market. While broker-dealers
have previously published their proprietary data individually,
Regulation NMS encourages market data vendors and broker-dealers to
produce proprietary products cooperatively in a manner never before
possible. Multiple market data vendors already have the capability to
aggregate data and disseminate it on a profitable scale, including
Bloomberg, Reuters and Thomson.
In establishing the price for the NASDAQ Last Sale Products, NASDAQ
considered the competitiveness of the market for last sale data and all
of the implications of that competition. NASDAQ believes that it has
considered all relevant factors and has not considered irrelevant
factors in order to establish a fair, reasonable, and not unreasonably
discriminatory fee and an equitable allocation of fees among all users.
The existence of numerous alternatives to NLS, including real-time
consolidated data, free delayed consolidated data, and proprietary data
from other sources ensures that NASDAQ cannot set unreasonable fees, or
fees that are unreasonably discriminatory, without losing business to
these alternatives. Accordingly, NASDAQ believes that the acceptance of
the NLS product in the marketplace demonstrates the consistency of
these fees with applicable statutory standards.
B. Self-Regulatory Organization's Statement on Burden on Competition
NASDAQ does not believe that the proposed rule change will result
in any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act, as amended. To the contrary,
the NASDAQ Last Sale Products respond to and enhance competition that
already exists in the market.
On May 28, 2008, the Internet portal Yahoo! began offering its Web
site viewers real-time last sale data provided by BATS Trading.
NASDAQ's last sale data products compete directly with the BATS product
disseminated via Yahoo! In addition, as set forth above, the market for
last sale data is already competitive, with both real-time and delayed
consolidated data as well as the ability for innumerable entities begin
rapidly and inexpensively to offer competitive last sale data products.
Moreover, the New York Stock Exchange distributes competing last sale
data products at a price comparable to the price of NLS. Under the
regime of Regulation NMS, there is no limit to the number of competing
products that can be developed quickly and at low cost. The Commission
should not stand in the way of enhanced competition.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
Three comment letters were filed regarding the proposed rule change
as originally published for comment NASDAQ responded to these comments
in a letter dated December 13, 2007. Both the comment letters and
NASDAQ's response are available on the SEC Web site at https://www.sec.gov/comments/sr-nasdaq-2006-060/nasdaq2006060.shtml.
III. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2010-081 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NASDAQ-2010-081. 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-NASDAQ-2010-081 and should be submitted on or before
July 29, 2010.
IV. Commission's Findings and Order Granting Accelerated Approval of a
Proposed Rule Change
The Commission finds that the proposed rule change, to extend the
pilot program for three months, is consistent with the requirements of
the Act and the rules and regulations thereunder applicable to a
national securities exchange.\9\ In particular, it is consistent with
Section 6(b)(4) of the Act,\10\ which requires that the rules of a
national securities exchange provide for the equitable allocation of
reasonable dues, fees, and other charges among its members and issuers
and other parties using its facilities, and Section 6(b)(5) of the
Act,\11\ which requires, among other things, that the rules of a
national securities exchange be designed to promote just and equitable
principles of trade, to remove impediments to and perfect the mechanism
of a free and open market and a national market system and, in general,
to protect investors and the public interest, and not be designed to
permit unfair discrimination between customers, issuers, brokers, or
dealers.
---------------------------------------------------------------------------
\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).
\10\ 15 U.S.C. 78f(b)(4).
\11\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
The Commission also finds that the proposed rule change is
consistent with the provisions of Section 6(b)(8) of the
[[Page 39319]]
Act,\12\ which requires that the rules of an exchange not impose any
burden on competition not necessary or appropriate in furtherance of
the purposes of the Act. Finally, the Commission finds that the
proposed rule change is consistent with Rule 603(a) of Regulation
NMS,\13\ adopted under Section 11A(c)(1) of the Act, which requires an
exclusive processor that distributes information with respect to
quotations for or transactions in an NMS stock to do so on terms that
are fair and reasonable and that are not unreasonably
discriminatory.\14\
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78f(b)(8).
\13\ 17 CFR 242.603(a).
\14\ NASDAQ is an exclusive processor of its last sale data
under Section 3(a)(22)(B) of the Act, 15 U.S.C. 78c(a)(22)(B), which
defines an exclusive processor as, among other things, an exchange
that distributes data on an exclusive basis on its own behalf.
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The Commission approved the fee for the NASDAQ Last Sale Data Feeds
for a pilot period which ran until July 1, 2009.\15\ The Commission
notes that the Exchange proposes to extend the pilot program for three
months. The Commission did not receive any comments on the previous
extensions of the pilot program.\16\
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\15\ See Securities Exchange Act Release Nos. 61872 (April 8,
2010), 74 FR 19444 (April 14, 2010); 60990 (November 12, 2009), 74
FR 60002 (November 19, 2009); 57965 (June 16, 2008), 73 FR 35178
(June 20, 2008) (SR-NASDAQ-2006-060); 58894 (October 31, 2008), 73
FR 66953 (November 12, 2008) (SR-NASDAQ-2008-086); 59186 (December
30, 2008), 74 FR 743 (January 7, 2009) (SR-NASDAQ-2008-103); 59652
(March 31, 2009) 74 FR 15533 (April 6, 2009) (SR-NASDAQ-2009-027);
60201 (June 30, 2009), 74 FR 32670 (July 8, 2009) (SR-NASDAQ-2009-
062).
\16\ Id.
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On December 2, 2008, the Commission issued an approval order
(``Order'') that sets forth a market-based approach for analyzing
proposals by self-regulatory organizations to impose fees for ``non-
core'' market data products, such as the NASDAQ Last Sale Data
Feeds.\17\ The Commission believes that Nasdaq's proposal to
temporarily extend the pilot program to June 30, 2010 is consistent
with the Act for the reasons noted in the Order.\18\ The Commission
believes that approving NASDAQ's proposal to temporarily extend the
pilot program that imposes a fee for the NASDAQ Last Sale Data Feeds
for an additional three months will be beneficial to investors and in
the public interest, in that it is intended to allow continued broad
public dissemination of increased real-time pricing information.
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\17\ See Securities Exchange Act Release No. 59039 (December 2,
2008), 73 FR 74770 (December 9, 2008) (Order Setting Aside Action by
Delegated Authority and Approving Proposed Rule Change Relating to
NYSE Arca Data).
\18\ See supra note 15.
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The Commission finds good cause for approving the proposed rule
change before the thirtieth day after the date of publication of notice
of filing thereof in the Federal Register. Accelerating approval of
this proposal is expected to benefit investors by continuing to
facilitate their access to widespread, free, real-time pricing
information contained in the NASDAQ Last Sale Data Feeds. Therefore,
the Commission finds good cause, consistent with Section 19(b)(2) of
the Act,\19\ to approve the proposed rule change on an accelerated
basis.
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\19\ 15 U.S.C. 78s(b)(2).
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V. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the Act,
that the proposed rule change (SR-NASDAQ-2010-045) is hereby approved
on an accelerated basis.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\20\
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\20\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-16567 Filed 7-7-10; 8:45 am]
BILLING CODE 8010-01-P