Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Notice of Filing of Proposed Rule Change Relating to the Expansion of the Order Audit Trail System to All NMS Stocks, 52380-52382 [2010-21031]
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52380
Federal Register / Vol. 75, No. 164 / Wednesday, August 25, 2010 / Notices
national securities association to make
available to quotation vendors for
dissemination to the public the best bid,
best offer, and aggregate quotation size
for each ‘‘subject security,’’ as defined
under the Rule. The second collection of
information is found in Rule 602(b).2
This reporting requirement obligates
exchange members and over-the-counter
(‘‘OTC’’) market makers that are a
‘‘responsible broker or dealer,’’ as
defined under the Rule, to communicate
to an exchange or association their best
bids, best offers, and quotation sizes for
subject securities.3
It is anticipated that 15 respondents,
consisting of 14 national securities
exchanges and one national securities
association, will collectively respond
approximately 741,127,661,148 times
per year pursuant to Rule 602(a) at 18.22
microseconds per response, resulting in
an annual aggregate burden of
approximately 3,750 hours.
It is anticipated that approximately
130 respondents, consisting of OTC
market makers, will collectively
respond approximately 24,440,000
times per year pursuant to Rule 602(b)
at 3 seconds per response, resulting in
an annual aggregate burden of
approximately 20,367 hours.
Written comments are invited on: (a)
Whether the proposed collections of
information are necessary for the proper
performance of the functions of the
Commission, including whether the
information will have practical utility;
(b) the accuracy of the Commission’s
estimate of the burden of the proposed
collections of information; (c) ways to
enhance the quality, utility, and clarity
of the information to be collected; and
(d) ways to minimize the burden of
collections of information on those who
are to respond, including through the
use of automated collection techniques
or other forms of information
technology. Consideration will be given
to comments and suggestions submitted
in writing within 60 days of this
publication.
Please direct your written comments
to: Charles Boucher, Director/Chief
Information Officer, Securities and
2 17
CFR 242.602(b).
Rule 602(b)(5), electronic
communications networks (‘‘ECNs’’) have the option
of reporting to an exchange or association for public
dissemination, on behalf of customers that are OTC
market makers or exchange market makers, the bestpriced orders and the full size for such orders
entered by market makers on the ECN, to satisfy
such market makers’ reporting obligation under
Rule 602(b). Since this reporting requirement is an
alternative method of meeting the market makers’
reporting obligation, and because it is directed to
nine or fewer persons (ECNs), this collection of
information is not subject to OMB review under the
Paperwork Reduction Act (‘‘PRA’’).
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3 Under
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Exchange Commission, c/o Shirley
Martinson, 6432 General Green Way,
Alexandria, Virginia 22312 or send an
e-mail to: PRA_Mailbox@sec.gov.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
Dated: August 18, 2010.
Florence E. Harmon,
Deputy Secretary.
In its filing with the Commission,
FINRA 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. FINRA has prepared
summaries, set forth in sections A, B,
and C below, of the most significant
aspects of such statements.
[FR Doc. 2010–21035 Filed 8–24–10; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62739; File No. SR–FINRA–
2010–044]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing of
Proposed Rule Change Relating to the
Expansion of the Order Audit Trail
System to All NMS Stocks
August 18, 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 August 6,
2010, the Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I and
II below, which Items have been
prepared by FINRA. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
FINRA is proposing to amend the
Order Audit Trail System (‘‘OATS’’)
rules to extend the recording and
reporting requirements to all NMS
stocks, as that term is defined in Rule
600(b)(47) of Regulation NMS,3 and to
exclude certain firms that became
FINRA members pursuant to NASD IM–
1013–1 or NASD IM–1013–2 and the
rules of the NYSE and that have limited
trading activities.
The text of the proposed rule change
is available on FINRA’s Web site at
https://www.finra.org, at the principal
office of FINRA, at the Commission’s
Web site at https://www.sec.gov, and at
the Commission’s Public Reference
Room.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 17 CFR 242.600(b)(47).
2 17
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A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
FINRA Rules 7410 through 7470 (the
‘‘OATS Rules’’) impose obligations on
FINRA members to record in electronic
form and report to FINRA on a daily
basis certain information with respect to
orders originated, received, transmitted,
modified, canceled, or executed by
members relating to OTC equity
securities and equity securities listed
and traded on The Nasdaq Stock
Market, Inc. (‘‘Nasdaq’’).4 OATS captures
this order information and integrates it
with quote and transaction information
to create a time-sequenced record of
orders, quotes, and transactions. This
information is then used by FINRA staff
to conduct surveillance and
investigations of member firms for
violations of FINRA rules and Federal
securities laws.
To enhance the effectiveness of OATS
as a regulatory tool, FINRA is proposing
to amend the OATS Rules to extend the
recording and reporting requirements to
all NMS stocks, as that term is defined
in Rule 600(b)(47) of Regulation NMS.5
The proposed rule change would thus
effectively extend the OATS recording
and reporting requirements to NMS
stocks listed on markets other than
4 As amended by SR–FINRA–2010–003, FINRA
Rule 7410 defines an ‘‘OTC equity security’’ for
purposes of the OATS Rules as an equity security
that is not an NMS stock, except that the term does
not include restricted equity securities and direct
participation programs, as those terms are defined
in FINRA Rule 6420. See Securities Exchange Act
Release No. 61979 (April 23, 2010), 75 FR 23316
(May 3, 2010) (Order Approving File No. SR–
FINRA–2010–003).
5 Rule 600(b)(47) of Regulation NMS defines
‘‘NMS stock’’ as ‘‘any NMS security other than an
option.’’ 17 CFR 242.600(b)(47). An ‘‘NMS security’’
is defined as ‘‘any security or class of securities for
which transaction reports are collected, processed,
and made available pursuant to an effective
transaction reporting plan, or an effective national
market system plan for reporting transactions in
listed options.’’ 17 CFR 242.600(b)(46).
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Nasdaq (e.g., NYSE, NYSE Amex, and
NYSE Arca). By including order
information for both OTC equity
securities and all NMS stocks in OATS,
FINRA would receive a substantial
portion of order information for all U.S.
equity securities, which would
significantly enhance the scope of the
order audit trail in the U.S. equity
markets. In connection with the
expansion of the OATS requirements,
FINRA is also proposing to create an
exclusion from the definition of
‘‘Reporting Member’’ in FINRA Rule
7410 to exclude certain firms that
became FINRA members pursuant to
NASD IM–1013–1 or NASD IM–1013–2
and the rules of the NYSE and that have
limited trading activities.
Although FINRA members generally
are required to report trades to FINRA
for all over-the-counter transactions in
all NMS stocks 6 (in addition to OTC
equity securities 7), the OATS Rules do
not currently require members to report
order information to FINRA for NMS
stocks listed on markets other than
Nasdaq. As a result, FINRA is unable to
recreate, on an automated basis, a
complete order and transaction audit
trail for all over-the-counter transactions
in NMS stocks. Expansion of the OATS
requirements to include all NMS stocks
would enhance FINRA’s ability to
review and examine for member
compliance with certain trading rules,
including, but not limited to, NASD
Rule 2320 (Best Execution and
Interpositioning) and NASD IM–2110–2
(Limit Order Protection) [sic].
By capturing OATS information for
all NMS stocks, FINRA will also be able
to expand its existing surveillance
patterns to conduct more
comprehensive cross-market
surveillance, which also is in
furtherance of NYSE’s recent
outsourcing of surveillance and other
regulatory functions to FINRA.8
Specifically, to have comprehensive
surveillance patterns that monitor
trading in Nasdaq and NYSE-listed
securities across all markets in a
consistent manner, it is necessary for
FINRA to have the same complement of
order, trade, and quote information for
these securities. Without OATS
information for NYSE-listed securities,
FINRA has a less robust data set upon
which to monitor activity in NYSElisted securities and would be forced to
continue to have multiple patterns,
some less optimal, to surveil for the
same activity.
FINRA notes that the Commission has
recently published a proposed rule that,
if adopted, would ultimately result in a
consolidated audit trail for the U.S.
securities markets.9 FINRA believes that
the proposed rule change is necessary
notwithstanding the Commission’s rule
proposal concerning a consolidated
audit trail. The consolidated audit trail,
as proposed by the Commission, is still
in its proposal stage and may be several
years away from providing a means by
which self-regulatory organizations and
the Commission can use the data to
surveil the equity markets.10 In the
interim, FINRA believes that extending
the OATS recording and reporting
requirements to NMS stocks listed on
markets other than Nasdaq will greatly
enhance its audit trail and its ability to
identify illicit trading activity in a more
effective and efficient manner.
Moreover, because Reporting
Members 11 already are reporting order
information to OATS regarding Nasdaq
and OTC equity securities, they should
have the technological framework in
place to report information regarding
orders in the remaining NMS stocks as
well. In addition, those FINRA members
that are also member organizations of
the NYSE already are recording order
information under the NYSE’s Order
Tracking System (‘‘OTS’’) rules that are
substantially similar to the information
required by the OATS Rules.12 FINRA
believes that extending the OATS Rules
to NMS stocks listed on markets other
than Nasdaq can be accomplished in a
comparatively short timeframe and can
provide FINRA with order data for these
securities much sooner than the
consolidated audit trail proposed by the
Commission.
Expanding the categories of securities
to which the OATS Rules apply to
include securities listed on the NYSE or
other national securities exchanges,
such as those listed on NYSE Amex,
would have the ancillary effect of
extending the OATS recording and
reporting requirements to certain
members that became members of
srobinson on DSKHWCL6B1PROD with NOTICES
9 See
6 FINRA
Rule 6110.
FINRA Rule 6400 Series.
8 See ‘‘FINRA and NYSE Euronext Complete
Agreement for FINRA to Perform NYSE
Regulation’s Market Oversight Functions,’’ FINRA
News Release (June 14, 2010), available at https://
www.finra.org/Newsroom/NewsReleases/2010/
P121622. However, certain gaps will continue to
exist (e.g., information relating to orders from nonFINRA member broker-dealers).
7 See
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Securities Exchange Act Release No. 62174
(May 26, 2010), 75 FR 32556 (June 8, 2010).
10 The Commission has proposed that national
securities exchanges and national securities
associations would begin submitting data to the
central repository required by the proposed rule
within one year after effectiveness of the NMS plan
and that members would begin submitting data one
year later. See supra note 9.
11 See FINRA Rule 7410(o).
12 See NYSE Rules 132B, 132C.
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52381
FINRA pursuant to NASD IM–1013–1 or
IM–1013–2 13 and the rules of the
NYSE.14 These members generally
conduct their trading activities on the
floor of an exchange, which is overseen
by the relevant exchange. FINRA
believes it is appropriate to exclude
these firms from the OATS recording
and reporting requirements.
Consequently, FINRA is proposing to
amend the definition of ‘‘Reporting
Member’’ in FINRA Rule 7410 so that a
member will not be considered a
‘‘Reporting Member’’ with respect to an
order if: (i) The firm was approved as a
FINRA member pursuant to NASD IM–
1013–1 or NASD IM–1013–2; (ii) the
firm operates consistent with NASD IM–
1013–1 or NASD IM–1013–2, including
limiting its business operations to
‘‘permitted floor activities,’’ as that term
is defined in NASD IM–1013–1 and
NASD IM–1013–2; and (iii) the order
was received by the firm through
systems operated and regulated by the
NYSE or NYSE Amex.
FINRA will announce the effective
date of the proposed rule change in a
Regulatory Notice to be published no
later than 60 days following
Commission approval. The effective
date will be no later than 180 days
following publication of the Regulatory
Notice announcing Commission
approval.
2. Statutory Basis
FINRA believes that the proposed rule
change is consistent with the provisions
of Section 15A(b)(6) of the Act,15 which
requires, among other things, that
FINRA rules must be designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, and, in
general, to protect investors and the
public interest. The proposed rule
change is consistent with the Act
because it will enhance FINRA’s ability
to conduct surveillance and
investigations of member firms for
violations of FINRA’s rules and Federal
securities laws.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
FINRA does not believe that the
proposed rule change will result in any
13 NASD IM–1013–1 and NASD IM–1013–2
establish a waive-in membership application
process for certain firms to become FINRA members
that were members of the NYSE or NYSE Alternext
(n/k/a NYSE Amex) but were not members of the
National Association of Securities Dealers, Inc. See
Securities Exchange Act Release No. 58707 (October
1, 2008), 73 FR 59001 (October 8, 2008); Securities
Exchange Act Release No. 56653 (October 12, 2007),
72 FR 59127 (October 18, 2007).
14 See NYSE Rule 2.
15 15 U.S.C. 78o–3(b)(6).
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Federal Register / Vol. 75, No. 164 / Wednesday, August 25, 2010 / Notices
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
srobinson on DSKHWCL6B1PROD with NOTICES
The proposed rule change was
published for comment in Notice to
Members 04–80 (November 2004).16
Eight comments were received in
response to the Notice.17 A copy of the
Notice is attached as Exhibit 2a. Copies
of the comment letters received in
response to the Notice are attached as
Exhibit 2b.18 Seven commenters were
generally opposed to the proposed rule
change. One commenter generally
supported the proposal provided firms
could report all equity securities in the
same format and there were no
redundant reporting responsibilities.19
One commenter opposed the
proposed rule change without
additional discussion but noted that the
system in place for OATS at the time
was inefficient in several ways.20 Two
other commenters opposed the OATS
rules generally, without specifically
commenting on any of the proposals.21
These commenters cited the additional
costs and burdens to member firms of
16 Three other proposals were discussed in the
Notice. The first involved expanding the OATS
requirements to OTC equity securities. The second
would require enhanced information, including
execution data, relating to orders routed to nonmembers or exchanges. The third would require
members to record and report to OATS proprietary
orders generated in the ordinary course of market
making activities. The proposal regarding OTC
equity securities was approved by the SEC in 2006
and became effective on February 4, 2008. See
Securities Exchange Act Release No. 54585 (October
10, 2006), 71 FR 61112 (October 17, 2006); see also
Securities Exchange Act Release No. 55440 (March
9, 2007), 72 FR 12852 (March 19, 2007); Notice to
Members 06–70 (December 2006). As part of that
proposed rule change, FINRA discussed the
comments related to the expansion of OATS to OTC
equity securities. See SR–NASD–2005–101. Neither
of the other two proposals is part of the current
proposed rule change. Accordingly, FINRA is not
addressing the comments received in response to
those proposals.
17 Letter from Emily Vitale dated November 24,
2004 (‘‘Vitale’’); Letter from ML Stern & Co., LLC
dated January 14, 2005 (‘‘ML Stern’’); Letter from
Ameritrade, Inc. dated January 18, 2005
(‘‘Ameritrade’’); Letter from Instinet Group dated
January 20, 2005 (‘‘Instinet’’); Letter from Operations
Committee of the Securities Industry Association
dated January 20, 2005 (‘‘SIA’’); Letter from
royalblue Financial Corp. dated January 20, 2005
(‘‘royalblue’’); Letter from Jed Bandes dated January
20, 2005 (‘‘Bandes’’); and Letter from The Financial
Information Forum dated January 21, 2005 (‘‘FIF’’).
18 The Commission notes that Exhibits 2a and 2b
are attached to the filing itself and not to this
notice.
19 See Ameritrade.
20 See ML Stern.
21 See Bandes, Vitale.
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complying with the OATS
requirements.
The predominant concern among the
commenters with respect to the
proposal to extend the OATS Rules to
securities traded on markets other than
Nasdaq regarded the potential
regulatory duplication that could occur
by expanding OATS to include NYSElisted equity securities 22 because NYSE
maintains its own rules regarding the
retention and reporting of order
information in its OTS Rules.23 As
noted above, FINRA now has regulatory
responsibility for performing the market
surveillance and enforcement functions
previously conducted by NYSE
Regulation. It is FINRA’s understanding
that NYSE will propose to retire OTS
upon the expansion of OATS to all NMS
stocks.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 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 or disapprove
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:
All submissions should refer to File No.
SR–FINRA–2010–044. 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 the principal office of
FINRA. 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–FINRA–2010–044 and should be
submitted on or before September 15,
2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.24
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–21031 Filed 8–24–10; 8:45 am]
BILLING CODE 8010–01–P
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
No. SR–FINRA–2010–044 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.
22 See
23 See
PO 00000
Ameritrade, FIF, Instinet, SIA, royalblue.
NYSE Rules 132B, 132C.
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24 17
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CFR 200.30–3(a)(12).
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Agencies
[Federal Register Volume 75, Number 164 (Wednesday, August 25, 2010)]
[Notices]
[Pages 52380-52382]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-21031]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62739; File No. SR-FINRA-2010-044]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Notice of Filing of Proposed Rule Change Relating to
the Expansion of the Order Audit Trail System to All NMS Stocks
August 18, 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 August 6, 2010, the Financial Industry Regulatory Authority, Inc.
(``FINRA'') filed with the Securities and Exchange Commission (``SEC''
or ``Commission'') the proposed rule change as described in Items I and
II below, which Items have been prepared by FINRA. The Commission is
publishing this notice to solicit comments on the proposed rule change
from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
FINRA is proposing to amend the Order Audit Trail System (``OATS'')
rules to extend the recording and reporting requirements to all NMS
stocks, as that term is defined in Rule 600(b)(47) of Regulation
NMS,\3\ and to exclude certain firms that became FINRA members pursuant
to NASD IM-1013-1 or NASD IM-1013-2 and the rules of the NYSE and that
have limited trading activities.
---------------------------------------------------------------------------
\3\ 17 CFR 242.600(b)(47).
---------------------------------------------------------------------------
The text of the proposed rule change is available on FINRA's Web
site at https://www.finra.org, at the principal office of FINRA, at the
Commission's Web site at https://www.sec.gov, and at the Commission's
Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, FINRA 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. FINRA 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
FINRA Rules 7410 through 7470 (the ``OATS Rules'') impose
obligations on FINRA members to record in electronic form and report to
FINRA on a daily basis certain information with respect to orders
originated, received, transmitted, modified, canceled, or executed by
members relating to OTC equity securities and equity securities listed
and traded on The Nasdaq Stock Market, Inc. (``Nasdaq'').\4\ OATS
captures this order information and integrates it with quote and
transaction information to create a time-sequenced record of orders,
quotes, and transactions. This information is then used by FINRA staff
to conduct surveillance and investigations of member firms for
violations of FINRA rules and Federal securities laws.
---------------------------------------------------------------------------
\4\ As amended by SR-FINRA-2010-003, FINRA Rule 7410 defines an
``OTC equity security'' for purposes of the OATS Rules as an equity
security that is not an NMS stock, except that the term does not
include restricted equity securities and direct participation
programs, as those terms are defined in FINRA Rule 6420. See
Securities Exchange Act Release No. 61979 (April 23, 2010), 75 FR
23316 (May 3, 2010) (Order Approving File No. SR-FINRA-2010-003).
---------------------------------------------------------------------------
To enhance the effectiveness of OATS as a regulatory tool, FINRA is
proposing to amend the OATS Rules to extend the recording and reporting
requirements to all NMS stocks, as that term is defined in Rule
600(b)(47) of Regulation NMS.\5\ The proposed rule change would thus
effectively extend the OATS recording and reporting requirements to NMS
stocks listed on markets other than
[[Page 52381]]
Nasdaq (e.g., NYSE, NYSE Amex, and NYSE Arca). By including order
information for both OTC equity securities and all NMS stocks in OATS,
FINRA would receive a substantial portion of order information for all
U.S. equity securities, which would significantly enhance the scope of
the order audit trail in the U.S. equity markets. In connection with
the expansion of the OATS requirements, FINRA is also proposing to
create an exclusion from the definition of ``Reporting Member'' in
FINRA Rule 7410 to exclude certain firms that became FINRA members
pursuant to NASD IM-1013-1 or NASD IM-1013-2 and the rules of the NYSE
and that have limited trading activities.
---------------------------------------------------------------------------
\5\ Rule 600(b)(47) of Regulation NMS defines ``NMS stock'' as
``any NMS security other than an option.'' 17 CFR 242.600(b)(47). An
``NMS security'' is defined as ``any security or class of securities
for which transaction reports are collected, processed, and made
available pursuant to an effective transaction reporting plan, or an
effective national market system plan for reporting transactions in
listed options.'' 17 CFR 242.600(b)(46).
---------------------------------------------------------------------------
Although FINRA members generally are required to report trades to
FINRA for all over-the-counter transactions in all NMS stocks \6\ (in
addition to OTC equity securities \7\), the OATS Rules do not currently
require members to report order information to FINRA for NMS stocks
listed on markets other than Nasdaq. As a result, FINRA is unable to
recreate, on an automated basis, a complete order and transaction audit
trail for all over-the-counter transactions in NMS stocks. Expansion of
the OATS requirements to include all NMS stocks would enhance FINRA's
ability to review and examine for member compliance with certain
trading rules, including, but not limited to, NASD Rule 2320 (Best
Execution and Interpositioning) and NASD IM-2110-2 (Limit Order
Protection) [sic].
---------------------------------------------------------------------------
\6\ FINRA Rule 6110.
\7\ See FINRA Rule 6400 Series.
---------------------------------------------------------------------------
By capturing OATS information for all NMS stocks, FINRA will also
be able to expand its existing surveillance patterns to conduct more
comprehensive cross-market surveillance, which also is in furtherance
of NYSE's recent outsourcing of surveillance and other regulatory
functions to FINRA.\8\ Specifically, to have comprehensive surveillance
patterns that monitor trading in Nasdaq and NYSE-listed securities
across all markets in a consistent manner, it is necessary for FINRA to
have the same complement of order, trade, and quote information for
these securities. Without OATS information for NYSE-listed securities,
FINRA has a less robust data set upon which to monitor activity in
NYSE-listed securities and would be forced to continue to have multiple
patterns, some less optimal, to surveil for the same activity.
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\8\ See ``FINRA and NYSE Euronext Complete Agreement for FINRA
to Perform NYSE Regulation's Market Oversight Functions,'' FINRA
News Release (June 14, 2010), available at https://www.finra.org/Newsroom/NewsReleases/2010/P121622. However, certain gaps will
continue to exist (e.g., information relating to orders from non-
FINRA member broker-dealers).
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FINRA notes that the Commission has recently published a proposed
rule that, if adopted, would ultimately result in a consolidated audit
trail for the U.S. securities markets.\9\ FINRA believes that the
proposed rule change is necessary notwithstanding the Commission's rule
proposal concerning a consolidated audit trail. The consolidated audit
trail, as proposed by the Commission, is still in its proposal stage
and may be several years away from providing a means by which self-
regulatory organizations and the Commission can use the data to surveil
the equity markets.\10\ In the interim, FINRA believes that extending
the OATS recording and reporting requirements to NMS stocks listed on
markets other than Nasdaq will greatly enhance its audit trail and its
ability to identify illicit trading activity in a more effective and
efficient manner.
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\9\ See Securities Exchange Act Release No. 62174 (May 26,
2010), 75 FR 32556 (June 8, 2010).
\10\ The Commission has proposed that national securities
exchanges and national securities associations would begin
submitting data to the central repository required by the proposed
rule within one year after effectiveness of the NMS plan and that
members would begin submitting data one year later. See supra note
9.
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Moreover, because Reporting Members \11\ already are reporting
order information to OATS regarding Nasdaq and OTC equity securities,
they should have the technological framework in place to report
information regarding orders in the remaining NMS stocks as well. In
addition, those FINRA members that are also member organizations of the
NYSE already are recording order information under the NYSE's Order
Tracking System (``OTS'') rules that are substantially similar to the
information required by the OATS Rules.\12\ FINRA believes that
extending the OATS Rules to NMS stocks listed on markets other than
Nasdaq can be accomplished in a comparatively short timeframe and can
provide FINRA with order data for these securities much sooner than the
consolidated audit trail proposed by the Commission.
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\11\ See FINRA Rule 7410(o).
\12\ See NYSE Rules 132B, 132C.
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Expanding the categories of securities to which the OATS Rules
apply to include securities listed on the NYSE or other national
securities exchanges, such as those listed on NYSE Amex, would have the
ancillary effect of extending the OATS recording and reporting
requirements to certain members that became members of FINRA pursuant
to NASD IM-1013-1 or IM-1013-2 \13\ and the rules of the NYSE.\14\
These members generally conduct their trading activities on the floor
of an exchange, which is overseen by the relevant exchange. FINRA
believes it is appropriate to exclude these firms from the OATS
recording and reporting requirements. Consequently, FINRA is proposing
to amend the definition of ``Reporting Member'' in FINRA Rule 7410 so
that a member will not be considered a ``Reporting Member'' with
respect to an order if: (i) The firm was approved as a FINRA member
pursuant to NASD IM-1013-1 or NASD IM-1013-2; (ii) the firm operates
consistent with NASD IM-1013-1 or NASD IM-1013-2, including limiting
its business operations to ``permitted floor activities,'' as that term
is defined in NASD IM-1013-1 and NASD IM-1013-2; and (iii) the order
was received by the firm through systems operated and regulated by the
NYSE or NYSE Amex.
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\13\ NASD IM-1013-1 and NASD IM-1013-2 establish a waive-in
membership application process for certain firms to become FINRA
members that were members of the NYSE or NYSE Alternext (n/k/a NYSE
Amex) but were not members of the National Association of Securities
Dealers, Inc. See Securities Exchange Act Release No. 58707 (October
1, 2008), 73 FR 59001 (October 8, 2008); Securities Exchange Act
Release No. 56653 (October 12, 2007), 72 FR 59127 (October 18,
2007).
\14\ See NYSE Rule 2.
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FINRA will announce the effective date of the proposed rule change
in a Regulatory Notice to be published no later than 60 days following
Commission approval. The effective date will be no later than 180 days
following publication of the Regulatory Notice announcing Commission
approval.
2. Statutory Basis
FINRA believes that the proposed rule change is consistent with the
provisions of Section 15A(b)(6) of the Act,\15\ which requires, among
other things, that FINRA rules must be designed to prevent fraudulent
and manipulative acts and practices, to promote just and equitable
principles of trade, and, in general, to protect investors and the
public interest. The proposed rule change is consistent with the Act
because it will enhance FINRA's ability to conduct surveillance and
investigations of member firms for violations of FINRA's rules and
Federal securities laws.
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\15\ 15 U.S.C. 78o-3(b)(6).
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B. Self-Regulatory Organization's Statement on Burden on Competition
FINRA does not believe that the proposed rule change will result in
any
[[Page 52382]]
burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The proposed rule change was published for comment in Notice to
Members 04-80 (November 2004).\16\ Eight comments were received in
response to the Notice.\17\ A copy of the Notice is attached as Exhibit
2a. Copies of the comment letters received in response to the Notice
are attached as Exhibit 2b.\18\ Seven commenters were generally opposed
to the proposed rule change. One commenter generally supported the
proposal provided firms could report all equity securities in the same
format and there were no redundant reporting responsibilities.\19\
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\16\ Three other proposals were discussed in the Notice. The
first involved expanding the OATS requirements to OTC equity
securities. The second would require enhanced information, including
execution data, relating to orders routed to non-members or
exchanges. The third would require members to record and report to
OATS proprietary orders generated in the ordinary course of market
making activities. The proposal regarding OTC equity securities was
approved by the SEC in 2006 and became effective on February 4,
2008. See Securities Exchange Act Release No. 54585 (October 10,
2006), 71 FR 61112 (October 17, 2006); see also Securities Exchange
Act Release No. 55440 (March 9, 2007), 72 FR 12852 (March 19, 2007);
Notice to Members 06-70 (December 2006). As part of that proposed
rule change, FINRA discussed the comments related to the expansion
of OATS to OTC equity securities. See SR-NASD-2005-101. Neither of
the other two proposals is part of the current proposed rule change.
Accordingly, FINRA is not addressing the comments received in
response to those proposals.
\17\ Letter from Emily Vitale dated November 24, 2004
(``Vitale''); Letter from ML Stern & Co., LLC dated January 14, 2005
(``ML Stern''); Letter from Ameritrade, Inc. dated January 18, 2005
(``Ameritrade''); Letter from Instinet Group dated January 20, 2005
(``Instinet''); Letter from Operations Committee of the Securities
Industry Association dated January 20, 2005 (``SIA''); Letter from
royalblue Financial Corp. dated January 20, 2005 (``royalblue'');
Letter from Jed Bandes dated January 20, 2005 (``Bandes''); and
Letter from The Financial Information Forum dated January 21, 2005
(``FIF'').
\18\ The Commission notes that Exhibits 2a and 2b are attached
to the filing itself and not to this notice.
\19\ See Ameritrade.
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One commenter opposed the proposed rule change without additional
discussion but noted that the system in place for OATS at the time was
inefficient in several ways.\20\ Two other commenters opposed the OATS
rules generally, without specifically commenting on any of the
proposals.\21\ These commenters cited the additional costs and burdens
to member firms of complying with the OATS requirements.
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\20\ See ML Stern.
\21\ See Bandes, Vitale.
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The predominant concern among the commenters with respect to the
proposal to extend the OATS Rules to securities traded on markets other
than Nasdaq regarded the potential regulatory duplication that could
occur by expanding OATS to include NYSE-listed equity securities \22\
because NYSE maintains its own rules regarding the retention and
reporting of order information in its OTS Rules.\23\ As noted above,
FINRA now has regulatory responsibility for performing the market
surveillance and enforcement functions previously conducted by NYSE
Regulation. It is FINRA's understanding that NYSE will propose to
retire OTS upon the expansion of OATS to all NMS stocks.
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\22\ See Ameritrade, FIF, Instinet, SIA, royalblue.
\23\ See NYSE Rules 132B, 132C.
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III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 45 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 or disapprove 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 No. SR-FINRA-2010-044 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 No. SR-FINRA-2010-044. 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 the principal office of FINRA. 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-FINRA-2010-044 and should be
submitted on or before September 15, 2010.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\24\
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\24\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-21031 Filed 8-24-10; 8:45 am]
BILLING CODE 8010-01-P