Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing of a Proposed Rule Change as Modified by Amendment No. 1 Thereto To Modify Rule 7019 Governing Market Data Distribution Fees, 41916-41918 [2010-17493]
Download as PDF
41916
Federal Register / Vol. 75, No. 137 / Monday, July 19, 2010 / Notices
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–NYSEArca–2010–67 and
should be submitted on or before
August 9, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–17490 Filed 7–16–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62490; File No. SR–
NASDAQ–2010–078]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing of a Proposed Rule Change as
Modified by Amendment No. 1 Thereto
To Modify Rule 7019 Governing Market
Data Distribution Fees
July 13, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 29,
2010, The NASDAQ Stock Market LLC
(‘‘Nasdaq’’ or 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.
On July 13, 2010, Nasdaq filed
Amendment No. 1 to the proposed rule
change. The Commission is publishing
this notice to solicit comments on the
proposed rule change as amended from
interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
Nasdaq proposes to modify Rule 7019
governing market data distribution fees
to harmonize distributor and direct
access fees for depth products.
The text of the proposed rule change
is below. Proposed new language is in
italics; proposed deletions are in
brackets.3
*
*
*
*
*
7019. Market Data Distributor Fees
(a) No change.
(b) The charge to be paid by
Distributors of the following Nasdaq
Market Center real time data feeds shall
be:
Monthly direct
access fee
Issue Specific Data
Dynamic Intraday
NASDAQ-listed security depth entitlements [TotalView] ...........................................
Non NASDAQ-listed security depth entitlements [OpenView] ..................................
*
(c)–(d) 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.
jlentini on DSKJ8SOYB1PROD with NOTICES
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Nasdaq is proposing to modify Rule
7019 governing market data distribution
fees to harmonize the depth distributor
fees by including Level 2, also known as
NQDS, into the current fee (TotalView)
9 17
1 15
VerDate Mar<15>2010
16:24 Jul 16, 2010
2 17
Jkt 220001
$2,000
1,000
for Nasdaq-listed securities. Currently,
the data feed that contains the Nasdaq
Level 2 entitlement and OpenView
entitlement includes distributor fees for
non-Nasdaq listed securities (under the
OpenView entitlement) but does not
include distributor fees for Nasdaq
listed securities as TotalView does.
Harmonization of the depth distributor
fee entitlement for Nasdaq-listed
securities on the Level 2 data product,
consistent with other Nasdaq depth
products such as TotalView, ensures
product and policy consistency. As
mentioned above, the Nasdaq Level 2
data feed contains two different
entitlements (the OpenView entitlement
and Level 2 entitlement). The data feed
is the physical stream of data, whereas
the entitlement is the subscription for
which customers sign-up.
The Nasdaq Level 2 entitlement was
created in 1983 at a time that all realtime products fell under the auspices of
the UTP Plan. Subsequently, Nasdaq
created a separate security information
processor for UTP data in 2002 and
petitioned the SEC to remove the Level
2 entitlement from the UTP Plan. When
Nasdaq received exchange status in
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
PO 00000
CFR 240.19b–4.
Frm 00124
Fmt 4703
Monthly internal
distributor fee
$1,000
500
Monthly external
distributor fee
$2,500
1,250
2006, Level 2 data was removed from
the UTP plan. Currently, the Level 2
data feed carries top-of-file exchange
participant quotations for both Nasdaq
and Consolidated Quotation System
issues. This information is also carried
in TotalView along with the full
participant quotes. As such, Level 2 is
a subset of TotalView data.
Like Nasdaq’s other products, the
Level 2 data feed is fed directly by the
Nasdaq execution system and is offered
in a full range of network protocols just
as with TotalView. Meaning the Nasdaq
Level 2 data feed uses the same system
infrastructure as TotalView and as such,
the entitlement for the distributor fees
should be the same.
In addition to the new distributor
fees, Nasdaq is looking to expand the
direct access fee to customers who
subscribe to the Level 2 entitlement. As
with the disparity in the TotalView
distributor fee, customers who only
access the Level 2 information through
the Level 2 entitlement directly from the
Exchange are not charged a direct access
fee (as ‘‘Direct Access’’ is defined in
Nasdaq Rule 7019). Nasdaq is seeking to
remedy this so that these customers are
3 Changes are marked to the rule text that appears
in the electronic Nasdaq Manual found at https://
nasdaqomx.cchwallstreet.com.
Sfmt 4703
E:\FR\FM\19JYN1.SGM
19JYN1
Federal Register / Vol. 75, No. 137 / Monday, July 19, 2010 / Notices
jlentini on DSKJ8SOYB1PROD with NOTICES
charged the same direct access fee as are
customers of TotalView and OpenView.
It is important to note that customers
will only be charged one direct access
fee for Nasdaq listed securities and one
direct access fee for non-Nasdaq listed
securities mimicking the TotalView and
OpenView direct access entitlements.
The Exchange believes that the
harmonization of the distributor fee and
direct access fee makes Nasdaq’s depth
distributor fees and direct access fees
consistent across products and allows
Nasdaq to assess a fair price for the
value delivered among all of Nasdaq’s
depth products. Firms would only pay
one distributor fee and one direct access
fee for a non-Nasdaq listed securities
entitlement, regardless of the number of
feeds consumed. Additionally, Firms
would only pay one distributor fee and
one direct access fee for a Nasdaq listed
securities entitlement, regardless of the
number of feeds consumed. This
proposed rule change also has no affect
on professional and non-professional
user fees as this change is designed for
the harmonization of distributor and
direct access fees only.
If the Commission approves the filing
in August 2010 but after August 1, 2010,
the distributor fees as set forth herein
will be in effect and cover the full
month and will not be prorated.
2. Statutory Basis
Nasdaq believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,4 in
general and with Section 6(b)(4) of the
Act,5 as stated above, in that it provides
an equitable allocation of reasonable
fees among users and recipients of
Nasdaq data. In adopting Regulation
NMS, the Commission granted selfregulatory organizations and brokerdealers 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 proposed rule change in this
instance appears to be precisely the sort
of rule change that the Commission
envisioned when it adopted Regulation
NMS. The Commission concluded that
Regulation NMS—by deregulating the
market in proprietary data—would itself
further the Act’s goals of facilitating
efficiency and competition:
[E]fficiency is promoted when brokerdealers who do not need the data beyond the
prices, sizes, market center identifications of
4 15
5 15
U.S.C. 78f.
U.S.C. 78f(b)(4).
VerDate Mar<15>2010
16:24 Jul 16, 2010
Jkt 220001
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.6
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.
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.
As the Commission has recognized,7 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 market 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
6 Securities Exchange Act Release No. 51808
(June 9, 2005), 70 FR 37496 (June 29, 2005).
7 Securities Exchange Act Release No. 59039
(December 2, 2008), 73 FR 74770 (December 9,
2008) (SR–NYSEArca–2006–21).
PO 00000
Frm 00125
Fmt 4703
Sfmt 4703
41917
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 network (‘‘ECN’’). 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, Alternext, NYSEArca,
and BATS.
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-broker-dealers 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 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 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.
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
E:\FR\FM\19JYN1.SGM
19JYN1
jlentini on DSKJ8SOYB1PROD with NOTICES
41918
Federal Register / Vol. 75, No. 137 / Monday, July 19, 2010 / Notices
not purchase in sufficient numbers.
Internet portals, such as Google, impose
a discipline by providing only that data
which will enable them to attract
‘‘eyeballs’’ that contribute to their
advertising revenue. Retail brokerdealers, 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 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
entrants that swiftly grew into some of
the largest electronic trading platforms
and proprietary data producers:
Archipelago, Bloomberg Tradebook,
Island, RediBook, Attain, TracECN, and
BATS Trading. Several ECNs have
existed profitably for many years with a
minimal share of trading, including
Bloomberg Tradebook and NexTrade.
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. New entrants are
already on the horizon, including
‘‘Project BOAT,’’ a consortium of
financial institutions that is assembling
a cooperative trade collection facility in
Europe. These institutions are active in
the United States and could rapidly and
profitably export the Project Boat
technology to exploit the opportunities
offered by Regulation NMS.
In establishing the price for market
data products, Nasdaq considered the
competitiveness of the market for
market 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
VerDate Mar<15>2010
16:24 Jul 16, 2010
Jkt 220001
discriminatory fee and an equitable
allocation of fees among all users.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
No written comments were either
solicited or 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–
NASDAQ–2010–078 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–2010–078. 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
PO 00000
Frm 00126
Fmt 4703
Sfmt 4703
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–2010–078 and
should be submitted on or before
August 9, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–17493 Filed 7–16–10; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62491; File No. SR–
NASDAQ–2010–086]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Delay the
Application of NASDAQ Rule 4611(d)
July 13, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on July 12,
2010, The NASDAQ Stock Market LLC
(the ‘‘Exchange’’ or ‘‘NASDAQ’’) 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
Exchange has designated the proposed
rule change as constituting a noncontroversial rule change under Rule
19b–4(f)(6) under the Act,3 which
renders the proposal effective upon
filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
8 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 17 CFR 240.19b–4(f)(6).
1 15
E:\FR\FM\19JYN1.SGM
19JYN1
Agencies
[Federal Register Volume 75, Number 137 (Monday, July 19, 2010)]
[Notices]
[Pages 41916-41918]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-17493]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62490; File No. SR-NASDAQ-2010-078]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing of a Proposed Rule Change as Modified by Amendment No.
1 Thereto To Modify Rule 7019 Governing Market Data Distribution Fees
July 13, 2010.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act'') \1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on June 29, 2010, The NASDAQ Stock Market LLC (``Nasdaq'' or 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. On July
13, 2010, Nasdaq filed Amendment No. 1 to the proposed rule change. The
Commission is publishing this notice to solicit comments on the
proposed rule change as amended 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
Nasdaq proposes to modify Rule 7019 governing market data
distribution fees to harmonize distributor and direct access fees for
depth products.
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.
---------------------------------------------------------------------------
* * * * *
7019. Market Data Distributor Fees
(a) No change.
(b) The charge to be paid by Distributors of the following Nasdaq
Market Center real time data feeds shall be:
----------------------------------------------------------------------------------------------------------------
Monthly direct Monthly internal Monthly external
access fee distributor fee distributor fee
----------------------------------------------------------------------------------------------------------------
Issue Specific Data
Dynamic Intraday
NASDAQ-listed security depth entitlements [TotalView].. $2,000 $1,000 $2,500
Non NASDAQ-listed security depth entitlements 1,000 500 1,250
[OpenView]............................................
----------------------------------------------------------------------------------------------------------------
(c)-(d) 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
Nasdaq is proposing to modify Rule 7019 governing market data
distribution fees to harmonize the depth distributor fees by including
Level 2, also known as NQDS, into the current fee (TotalView) for
Nasdaq-listed securities. Currently, the data feed that contains the
Nasdaq Level 2 entitlement and OpenView entitlement includes
distributor fees for non-Nasdaq listed securities (under the OpenView
entitlement) but does not include distributor fees for Nasdaq listed
securities as TotalView does. Harmonization of the depth distributor
fee entitlement for Nasdaq-listed securities on the Level 2 data
product, consistent with other Nasdaq depth products such as TotalView,
ensures product and policy consistency. As mentioned above, the Nasdaq
Level 2 data feed contains two different entitlements (the OpenView
entitlement and Level 2 entitlement). The data feed is the physical
stream of data, whereas the entitlement is the subscription for which
customers sign-up.
The Nasdaq Level 2 entitlement was created in 1983 at a time that
all real-time products fell under the auspices of the UTP Plan.
Subsequently, Nasdaq created a separate security information processor
for UTP data in 2002 and petitioned the SEC to remove the Level 2
entitlement from the UTP Plan. When Nasdaq received exchange status in
2006, Level 2 data was removed from the UTP plan. Currently, the Level
2 data feed carries top-of-file exchange participant quotations for
both Nasdaq and Consolidated Quotation System issues. This information
is also carried in TotalView along with the full participant quotes. As
such, Level 2 is a subset of TotalView data.
Like Nasdaq's other products, the Level 2 data feed is fed directly
by the Nasdaq execution system and is offered in a full range of
network protocols just as with TotalView. Meaning the Nasdaq Level 2
data feed uses the same system infrastructure as TotalView and as such,
the entitlement for the distributor fees should be the same.
In addition to the new distributor fees, Nasdaq is looking to
expand the direct access fee to customers who subscribe to the Level 2
entitlement. As with the disparity in the TotalView distributor fee,
customers who only access the Level 2 information through the Level 2
entitlement directly from the Exchange are not charged a direct access
fee (as ``Direct Access'' is defined in Nasdaq Rule 7019). Nasdaq is
seeking to remedy this so that these customers are
[[Page 41917]]
charged the same direct access fee as are customers of TotalView and
OpenView. It is important to note that customers will only be charged
one direct access fee for Nasdaq listed securities and one direct
access fee for non-Nasdaq listed securities mimicking the TotalView and
OpenView direct access entitlements.
The Exchange believes that the harmonization of the distributor fee
and direct access fee makes Nasdaq's depth distributor fees and direct
access fees consistent across products and allows Nasdaq to assess a
fair price for the value delivered among all of Nasdaq's depth
products. Firms would only pay one distributor fee and one direct
access fee for a non-Nasdaq listed securities entitlement, regardless
of the number of feeds consumed. Additionally, Firms would only pay one
distributor fee and one direct access fee for a Nasdaq listed
securities entitlement, regardless of the number of feeds consumed.
This proposed rule change also has no affect on professional and non-
professional user fees as this change is designed for the harmonization
of distributor and direct access fees only.
If the Commission approves the filing in August 2010 but after
August 1, 2010, the distributor fees as set forth herein will be in
effect and cover the full month and will not be prorated.
2. Statutory Basis
Nasdaq believes that the proposed rule change is consistent with
the provisions of Section 6 of the Act,\4\ in general and with Section
6(b)(4) of the Act,\5\ as stated above, 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.
---------------------------------------------------------------------------
\4\ 15 U.S.C. 78f.
\5\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
The proposed rule change in this instance appears to be precisely
the sort of rule change that the Commission envisioned when it adopted
Regulation NMS. The Commission concluded that Regulation NMS--by
deregulating 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.\6\
---------------------------------------------------------------------------
\6\ 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.
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. As the Commission
has recognized,\7\ 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.
---------------------------------------------------------------------------
\7\ Securities Exchange Act Release No. 59039 (December 2,
2008), 73 FR 74770 (December 9, 2008) (SR-NYSEArca-2006-21).
---------------------------------------------------------------------------
The market for market 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 network (``ECN''). 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, Alternext, NYSEArca, and BATS.
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-broker-dealers 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 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 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. 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
[[Page 41918]]
not purchase in sufficient numbers. Internet portals, such as Google,
impose a discipline by providing only that data which 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 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 entrants
that swiftly grew into some of the largest electronic trading platforms
and proprietary data producers: Archipelago, Bloomberg Tradebook,
Island, RediBook, Attain, TracECN, and BATS Trading. Several ECNs have
existed profitably for many years with a minimal share of trading,
including Bloomberg Tradebook and NexTrade.
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. New entrants are already on the
horizon, including ``Project BOAT,'' a consortium of financial
institutions that is assembling a cooperative trade collection facility
in Europe. These institutions are active in the United States and could
rapidly and profitably export the Project Boat technology to exploit
the opportunities offered by Regulation NMS.
In establishing the price for market data products, Nasdaq
considered the competitiveness of the market for market 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.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
No written comments were either solicited or 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-NASDAQ-2010-078 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-2010-078. 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-2010-078 and should be submitted on or before
August 9, 2010.
---------------------------------------------------------------------------
\8\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\8\
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-17493 Filed 7-16-10; 8:45 am]
BILLING CODE 8010-01-P