Self-Regulatory Organizations; National Securities Clearing Corporation; Notice of Filing of Proposed Rule Change Regarding the Creation of a Universal Trade Capture Application and Automated Special Representative Facility, 57318-57321 [2010-23372]
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57318
Federal Register / Vol. 75, No. 181 / Monday, September 20, 2010 / Notices
jdjones on DSK8KYBLC1PROD with NOTICES
to attract order flow. NASDAQ believes,
however, that evidence not before the
court clearly demonstrates that
availability of data attracts order flow.
For example, as of July 2010, 92 of the
top 100 broker-dealers by shares
executed on NASDAQ consumed NQDS
and 80 of the top 100 broker-dealers
consumed TotalView. During that
month, the NQDS-users were
responsible for 94.44% of the orders
entered into NASDAQ and TotalView
users were responsible for 92.98%.
Competition among platforms has
driven NASDAQ continually to improve
its platform data offerings and to cater
to customers’ data needs. For example,
NASDAQ has developed and
maintained multiple delivery
mechanisms (IP, multi-cast, and
compression) that enable customers to
receive data in the form and manner
they prefer and at the lowest cost to
them. NASDAQ offers front end
applications such as its ‘‘Bookviewer’’ to
help customers utilize data. NASDAQ
has created new products like
TotalView Aggregate to complement
TotalView ITCH and Level 2, because
offering data in multiple formatting
allows NASDAQ to better fit customer
needs. NASDAQ offers data via multiple
extranet providers, thereby helping to
reduce network and total cost for its
data products. NASDAQ has developed
an online administrative system to
provide customers transparency into
their data feed requests and streamline
data usage reporting. NASDAQ has also
expanded its Enterprise License options
that reduce the administrative burden
and costs to firms that purchase market
data.
Despite these enhancements and a
dramatic increase in message traffic,
NASDAQ’s fees for market data have
remained flat. In fact, as a percent of
total customer costs, NASDAQ data fees
have fallen relative to other data usage
costs—including bandwidth,
programming, and infrastructure—that
have risen. The same holds true for
execution services; despite numerous
enhancements to NASDAQ’s trading
platform, absolute and relative trading
costs have declined. Platform
competition has intensified as new
entrants have emerged, constraining
prices for both executions and for data.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
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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)(ii) of the Act.7 At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act. If the Commission
takes such action, the Commission shall
institute proceedings to determine
whether the proposed rule should be
approved or 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 rulecomments@sec.gov. Please include File
Number SR–NASDAQ–2010–110 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–2010–110. 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–2010–110 and
should be submitted on or before
October 12, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–23385 Filed 9–17–10; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62882; File No. SR–NSCC–
2010–09]
Self-Regulatory Organizations;
National Securities Clearing
Corporation; Notice of Filing of
Proposed Rule Change Regarding the
Creation of a Universal Trade Capture
Application and Automated Special
Representative Facility
September 10, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 notice is hereby given that on
August 30, 2010, the National Securities
Clearing Corporation (‘‘NSCC’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) and on
September 9, 2010, amended the
proposed rule change described in Items
I and II below, which Items have been
prepared primarily by NSCC. The
Commission is publishing this notice to
solicit comments on the rule change
from interested parties.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The proposed rule change would
modify NSCC’s rules and procedures
regarding the creation of a Universal
Trade Capture application and an
automated Special Representative
facility.
8 17
7 15
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U.S.C. 78s(b)(3)(a)(ii).
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CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
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II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
NSCC 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. NSCC has prepared
summaries, set forth in sections A, B,
and C below, of the most significant
aspects of these statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Universal Trade Capture (‘‘UTC’’)
i. Background
Since the 1970s, NSCC has provided
a framework for the clearance and
settlement of transactions executed on
national securities exchanges and in the
over-the-counter (‘‘OTC’’) market
through its ‘‘Comparison and Trade
Recording Operation.’’ 2 A Regional
Interface Operation (the ‘‘Interregional
Interface Service’’ or ‘‘RIO’’) was
established in 1974 through National
Clearing Corporation (one of NSCC’s
predecessor organizations) that
permitted participating registered
clearing corporations to provide for
settlement of transactions in listed
securities in the OTC market.3 Due to
efforts to promote straight-through
processing, markets have assumed
responsibility for trade comparison (i.e.,
matching the buy and sell side of a
securities transaction) at the point of
trade and submit the compared
transaction to NSCC for trade recording
purposes (i.e., the transaction details
have already been compared and the
transaction is submitted to NSCC on a
‘‘locked-in’’ basis).
jdjones on DSK8KYBLC1PROD with NOTICES
ii. Trade Comparison and Recording
Operation
Transaction data is for the compared
trades submitted to NSCC on a lockedin basis by self-regulatory organizations
(‘‘SROs’’) and Qualified Special
Representatives (‘‘QSRs’’) on behalf of
their members for the purpose of trade
recording with purchaser and seller
trade details compared by the SRO or
2 On separate platforms, NSCC also provides
services supporting mutual funds, alternative
investments, and insurance products in addition to
providing various other services.
3 In 1983, the service was further expanded to
facilitate the settlement of transactions that had
been confirmed and affirmed through the facilities
of a registered securities depository.
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QSR prior to submitting the information
to NSCC. NSCC validates and records
the transaction and reports the details
back to the SRO, QSR, and member, as
appropriate. NSCC also provides a
Comparison Operation for its members
whereby the purchasering and selling
members may submit transactions that
NSCC validates, compares, and reports
back to the members. Compared and
recorded trades are subsequently routed
to the Continuous Net Settlement
(‘‘CNS’’) Accounting Operation, the
Balance Order Accounting Operation, or
the Foreign Security Accounting
Operation, as applicable. NSCC makes
transaction details available to
members, SROs, and QSRs on either a
real-time, intra-day, or end-of-day basis.
As NSCC’s systems for receipt of
input and generation of output have
developed, depending upon the
transaction and the originating entity,
different reporting formats for both
input and output may be utilized. There
is currently no standard common record
that is utilized by all market places or
members.
iii. Regional Interface Operation
Originally, each participating clearing
corporation had the opportunity to
provide its own system for comparison.
Inter-clearing corporation (‘‘RIO’’) trades
had to be compared by one of the two
clearing corporations involved in the
RIO transaction, and an inter-clearing
corporation had to be one side to each
RIO trade. Over time, as organizations
discontinued providing clearance and
settlement services for their members
and as those members ultimately
became direct NSCC members or
entered into clearing arrangements with
other NSCC members, the reporting and
settlement of trades submitted to NSCC
changed.
With the discontinuance of the RIO
service, NSCC nevertheless continued to
accept trade input from regional
exchanges and other marketplaces using
the RIO formats. The formats used by
regional exchanges for the submission of
transaction data to NSCC are generally
the same as the formats that had been
used for information processed through
the interface operation and continue to
commonly be referred to as ‘‘RIO.’’
Consequently, references today to ‘‘RIO’’
are not in reference to services
previously provided under the interface
service but rather to information
received by NSCC in connection with
NSCC’s trade recording and trade
reporting.
iv. Proposed Changes
The proposed rule change will amend
NSCC’s rules to accommodate the UTC
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application, which will standardize,
streamline, consolidate, and modernize
NSCC’s existing legacy trade capture
applications (specifically, with respect
to trade recording applications within
NSCC’s Trade Comparison and
Recording Operation) to create a more
efficient and centralized process. The
UTC application will accept and process
a common input record from all
marketplaces and will provide for
receipt and reporting of data in both
real-time and intraday-batch
submissions to and from members and
SROs.
UTC will replace all current locked-in
OTC and listed trade capture
applications with one central real-time
validation and reporting process. UTC
will have the capability to accept or
reject, validate, process, and send
contract output to members in real-time.
Members will only have to support one
standardized input and output format.
As further described below, trade data
will be received from markets in realtime and in batch. NSCC will convert
the existing input format to the new
UTC input record format, which will
enable the UTC to provide members and
SROs with their trade output in the
format of their choice (new or old).4
As part of this effort, NSCC will also
provide for enhancements to its
Correspondent Clearing Service and
QSR processing as further described
below.
2. Automated Special Representative
Facility for Special Representatives and
Qualified Special Representatives
i. Background
NSCC’s Correspondent Clearing
Service is designed to provide an
automated method by which a member
acting as a Special Representative may
move an obligation (a position) that is
in the process of clearance at NSCC to
the account of another member (its
correspondent) on whose behalf the
original trade was executed.5
ii. Proposed Changes
(a) Expanding Permitted Use of Service
Currently, NSCC’s rules provide the
Correspondent Clearing Service may
only be used in the following situations:
(a) To accommodate a member with
4 See below, Section II.A.4. ‘‘Implementation
Timeframe.’’
5 The term ‘‘original trade’’ is used within
Correspondent Clearing solely to distinguish
between trades executed in the marketplace by the
Special Representative and transactions booked for
accounting purposes to accommodate the
movement of positions between members as
provided for in NSCC Procedure IV. Correspondent
Clearing is not a mechanism for original trade
submission.
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Federal Register / Vol. 75, No. 181 / Monday, September 20, 2010 / Notices
jdjones on DSK8KYBLC1PROD with NOTICES
multiple affiliate accounts that wishes
to move a position resulting from an
‘‘original trade’’ in the process of
clearance from one affiliate account to
another and (b) to accommodate a
member that relies on its Special
Representative to execute a trade in a
market that the member is precluded
due to membership requirements (e.g.,
membership requirement for access to
markets) or applicable regulation in
order to enable the resulting position to
be moved from the Special
Representative to that member.
Since it is not uncommon that
members utilize the services of other
broker-dealers to execute trades in
markets where they are members in
order to facilitate their trading
strategies, NSCC proposes to modify its
rules to provide that the Correspondent
Clearing Service may be utilized by
members to accommodate a member
that relies on its Special Representative
to execute a trade in any market
regardless of whether that member
maintains direct access to that market to
enable the resulting position to be
moved from the Special Representative
to that member.
(b) Creation of an Automated Special
Representative Facility
Historically, members participating in
the Correspondent Clearing Service and
those utilizing the services of a QSR for
the submission of original, locked-in
trade data have been required to
complete and remit to NSCC specific
agreements for each relationship
established. For example, in
Correspondent Clearing, one member
completes documentation (commonly
referred to as Form 9a—Application for
Status as a Special Representative) by
which it applies to NSCC for status as
a Special Representative to submit
transactions on behalf of a specified
member, i.e., the Correspondent. The
Correspondent must also complete and
submit to NSCC documentation
(commonly referred to as a Form 9b—
Special Representative Consent) by
which it consents to the establishment
of that relationship. For QSR
relationships, members submit Forms 9a
and Form 9b along with an additional
form that is specific to the QSR system
being utilized (commonly referred to as
an ‘‘Attachment 1’’). NSCC then
establishes these relationships on its
internal masterfile. NSCC subsequently
terminates these relationships at the
direction of either party.
To assist members in controlling and
monitoring their Special Representative
and Qualified Special Representative
relationships, NSCC proposes to create
an automated, online, and secure
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15:00 Sep 17, 2010
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facility by which members themselves
may establish, monitor, and maintain
these relationships. Both the Special
Representative Member and the
Correspondent Member would have to
submit matching instructions within the
facility in order for the relationship to
be established. Either party could
submit a single entry to retire the
relationship.
Members will be reminded, through
formatting within the facility, of their
existing and unchanged obligations
under NSCC’s rules with respect to
utilizing these services—namely, that by
establishing the relationship within the
facility both members continue to be
bound by NSCC’s rules, the
Correspondent is bound by the details of
all transactions submitted on their
behalf by the Qualified Special
Representative (or Special
Representative as the case may be), and
any errors or omissions or disputes
relating to such relationships and
related transactions must be resolved
directly between the parties.
The establishment of relationships
through the automated facility shall
meet the written notice requirements for
such services as otherwise set forth
within NSCC’s rules and procedures.
Members will no longer be required to
submit signed forms to NSCC for these
processes.
3. Rule Modifications
As the UTC functionality will provide
for processing of a common input or
output record from or to all
marketplaces (validating the transaction
and providing for real-time message
output to members and SROs), NSCC
proposes to modify its rules to make
conforming changes to reflect a single
procedure or process for the submission
and reporting of transaction data to and
from SROs and members. References
and provisions within the rules that
pertained to the now obsolete RIO
Service will be eliminated. In addition,
NSCC will modify its rules to provide
for an automated online functionality
for the establishment and retirement of
Special Representative and Qualified
Special Representative relationships.
Accordingly, NSCC proposes to
amend the following rules and
procedures as set forth in Exhibit 5 to
its filing: Rule 7 (Comparison and Trade
Recording Operation); Rule 40
(Interregional Interface Service);
Procedure II (Trade Comparison and
Recording Service); Procedure III (Trade
Recording Service—Interface Clearing
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Frm 00070
Fmt 4703
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Procedures); and Procedure IV (Special
Representative Service).6
4. Implementation Time Frame
Subject to Commission approval,
NSCC will implement the above
changes by January 31, 2011.
With respect to UTC changes and to
support the migration period, NSCC will
provide a conversation process to
support those markets that are not yet
ready to submit transaction data in the
new common input format (i.e., NSCC
will accept data in the old format and
convert data into the new UTC format).
The conversion process will enable
NSCC to offer members and SROs the
new output format regardless of whether
the market has converted to the new
standard. UTC will continue to support
all existing interfaces with markets,
members, and SROs with respect to
trade input and output.
To support maximum flexibility in
allowing firms to migrate to the new
input and output formats according to
their own schedules, NSCC will
continue to support all existing
interfaces with markets, Member’s,
SRO’s and regulatory agencies for a
period of time after UTC is
implemented.
NSCC will establish a plan for the
retirement of all legacy input and output
formats and by the end of the first
quarter of 2012 will reassess the status
of those firms utilizing legacy formats.
At that time, NSCC will work with any
members, SROs, and regulatory agencies
that have not yet converted from legacy
reporting, thereby affording such firms
sufficient lead time for migration.
NSCC states that the proposed rule
change will provide for additional
efficiencies to NSCC and its participants
while maintaining safe and secure
operation and that the proposed rule
change facilitates the prompt and
6 In addition, the following Rules and Procedures
will be generally modified to make conforming
changes: Procedure VII (CNS Accounting
Operation)—modified to conform an existing rule
cross reference to a renamed Procedure; Procedure
X (Execution of Buy-Ins) modified to eliminate
references to regional accounts; Procedure XIII
(Definitions), modified to remove a defined and
now obsolete term ‘‘Qualified Non-Participant;’’
Procedure V (Balance Order Accounting Operation);
Procedure VI (Foreign Security Accounting
Operation); Addendum A (Fee Schedule)—
modified to delete obsolete regional/inter-clearing
corporation references; Addendum J (Statement of
Policy—Locked-In Data from Service Bureaus)—
modified to correct a preexisting erroneous
reference to Section 5 of Rule 7 where it should
have referenced Section 6 of that Rule; Addendum
K (Interpretation of the Board of Directors—
Application of Clearing Fund)- modified to reflect
specific reference to T Contracts, and Addendum N
(Interpretation of the Board of Directors—Locked-In
Data from Qualified Special Representatives)—
modified to conform an existing rule cross reference
to renumbered procedure subsection.
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Federal Register / Vol. 75, No. 181 / Monday, September 20, 2010 / Notices
accurate clearance and settlement of
securities. NSCC further states that the
proposal is consistent with the CPSS/
IOSCO Recommendations for Central
Counterparties (specifically
Recommendation 12) in that in addition
to the additional efficiencies noted
above, the UTC will also provide for
cost-effectively meeting the
requirements of NSCC’s members.
(B) Self-Regulatory Organization’s
Statement on Burden on Competition
NSCC believes that the proposed rule
change will not impose any burden on
competition 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
NSCC has not solicited or received
written comments relating to the
proposed rule change. NSCC will notify
the Commission of any written
comments it receives.
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.
All submissions should refer to File No.
SR–NSCC–2010–09. 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 NSCC’s principal office and
NSCC’s Web site (https://www.dtcc.com/
legal/rule_filings/nscc/2010.php). 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–NSCC–2010–09 and should be
submitted October 12, 2010.
For the Commission by the Division of
Trading and Markets, pursuant to delegated
authority.7
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–23372 Filed 9–17–10; 8:45 am]
BILLING CODE 8010–01–P
jdjones on DSK8KYBLC1PROD with NOTICES
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 may be
submitted by using the Commission’s
Internet comment form (https://
www.sec.gov/rules/sro.shtml), or send
an e-mail to rule-comment@sec.gov.
Please include File No. SR–NSCC–
2010–09 on the subject line.
• Paper comments should be sent in
triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange
Commission, 100 F Street, NE.,
Washington DC 20549–1090.
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–62908; File No. SR–
NASDAQ–2010–111]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Establish an
Optional Depth Data Enterprise
License Fee
September 14, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 1 and Rule 19b–4 thereunder,2
7 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
Frm 00071
Fmt 4703
notice is hereby given that on
September 7, 2010, The NASDAQ Stock
Market LLC (‘‘NASDAQ’’ or the
‘‘Exchange’’) filed with the Securities
and Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
NASDAQ proposes to establish an
optional Depth Data Enterprise License
Fee for external distribution of depth-ofbook data to non-professional users. The
text of the proposed rule change is
below. Proposed new language is in
italics; proposed deletions are in
brackets.3
*
*
*
*
*
7023. NASDAQ TotalView
(a) TotalView Entitlement
The TotalView entitlement allows a
subscriber to see all individual
NASDAQ Market Center participant
orders and quotes displayed in the
system as well as the aggregate size of
such orders and quotes at each price
level in the execution functionality of
the NASDAQ Market Center, including
the NQDS feed.
(1)
(A) Except as provided in (a)(1)(B)
and (C), for the TotalView entitlement
there shall be a $70 monthly charge for
each controlled device.
(B) Except as provided in (a)(1)(C), a
non-professional subscriber, as defined
in Rule 7011(b), shall pay $14 per
month for each controlled device.
(C) As an alternative to (a)(1)(A) and
(B), a broker-dealer distributor may
purchase an enterprise license at a rate
of $25,000 for non-professional
subscribers or $100,000 per month for
both professional and non-professional
subscribers. The enterprise license
entitles a distributor to provide
TotalView and OpenView to an
unlimited number of internal users,
whether such users receive the data
directly or through third-party vendors,
and external users with whom the firm
has a brokerage relationship. The
enterprise license shall not apply to
relevant Level 1 and NQDS fees.
(D) As an alternative to (a)(1)(A), (B)
and (C), a market participant may
purchase an enterprise license at a rate
3 Changes are marked to the rule text that appears
in the electronic manual of Nasdaq found at
https://nasdaqomx.cchwallstreet.com.
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Agencies
[Federal Register Volume 75, Number 181 (Monday, September 20, 2010)]
[Notices]
[Pages 57318-57321]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-23372]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-62882; File No. SR-NSCC-2010-09]
Self-Regulatory Organizations; National Securities Clearing
Corporation; Notice of Filing of Proposed Rule Change Regarding the
Creation of a Universal Trade Capture Application and Automated Special
Representative Facility
September 10, 2010.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ notice is hereby given that on August 30, 2010, the
National Securities Clearing Corporation (``NSCC'') filed with the
Securities and Exchange Commission (``Commission'') and on September 9,
2010, amended the proposed rule change described in Items I and II
below, which Items have been prepared primarily by NSCC. The Commission
is publishing this notice to solicit comments on the rule change from
interested parties.
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\1\ 15 U.S.C. 78s(b)(1).
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The proposed rule change would modify NSCC's rules and procedures
regarding the creation of a Universal Trade Capture application and an
automated Special Representative facility.
[[Page 57319]]
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, NSCC 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. NSCC has prepared summaries, set forth in sections A, B,
and C below, of the most significant aspects of these statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Universal Trade Capture (``UTC'')
i. Background
Since the 1970s, NSCC has provided a framework for the clearance
and settlement of transactions executed on national securities
exchanges and in the over-the-counter (``OTC'') market through its
``Comparison and Trade Recording Operation.'' \2\ A Regional Interface
Operation (the ``Interregional Interface Service'' or ``RIO'') was
established in 1974 through National Clearing Corporation (one of
NSCC's predecessor organizations) that permitted participating
registered clearing corporations to provide for settlement of
transactions in listed securities in the OTC market.\3\ Due to efforts
to promote straight-through processing, markets have assumed
responsibility for trade comparison (i.e., matching the buy and sell
side of a securities transaction) at the point of trade and submit the
compared transaction to NSCC for trade recording purposes (i.e., the
transaction details have already been compared and the transaction is
submitted to NSCC on a ``locked-in'' basis).
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\2\ On separate platforms, NSCC also provides services
supporting mutual funds, alternative investments, and insurance
products in addition to providing various other services.
\3\ In 1983, the service was further expanded to facilitate the
settlement of transactions that had been confirmed and affirmed
through the facilities of a registered securities depository.
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ii. Trade Comparison and Recording Operation
Transaction data is for the compared trades submitted to NSCC on a
locked-in basis by self-regulatory organizations (``SROs'') and
Qualified Special Representatives (``QSRs'') on behalf of their members
for the purpose of trade recording with purchaser and seller trade
details compared by the SRO or QSR prior to submitting the information
to NSCC. NSCC validates and records the transaction and reports the
details back to the SRO, QSR, and member, as appropriate. NSCC also
provides a Comparison Operation for its members whereby the
purchasering and selling members may submit transactions that NSCC
validates, compares, and reports back to the members. Compared and
recorded trades are subsequently routed to the Continuous Net
Settlement (``CNS'') Accounting Operation, the Balance Order Accounting
Operation, or the Foreign Security Accounting Operation, as applicable.
NSCC makes transaction details available to members, SROs, and QSRs on
either a real-time, intra-day, or end-of-day basis.
As NSCC's systems for receipt of input and generation of output
have developed, depending upon the transaction and the originating
entity, different reporting formats for both input and output may be
utilized. There is currently no standard common record that is utilized
by all market places or members.
iii. Regional Interface Operation
Originally, each participating clearing corporation had the
opportunity to provide its own system for comparison. Inter-clearing
corporation (``RIO'') trades had to be compared by one of the two
clearing corporations involved in the RIO transaction, and an inter-
clearing corporation had to be one side to each RIO trade. Over time,
as organizations discontinued providing clearance and settlement
services for their members and as those members ultimately became
direct NSCC members or entered into clearing arrangements with other
NSCC members, the reporting and settlement of trades submitted to NSCC
changed.
With the discontinuance of the RIO service, NSCC nevertheless
continued to accept trade input from regional exchanges and other
marketplaces using the RIO formats. The formats used by regional
exchanges for the submission of transaction data to NSCC are generally
the same as the formats that had been used for information processed
through the interface operation and continue to commonly be referred to
as ``RIO.'' Consequently, references today to ``RIO'' are not in
reference to services previously provided under the interface service
but rather to information received by NSCC in connection with NSCC's
trade recording and trade reporting.
iv. Proposed Changes
The proposed rule change will amend NSCC's rules to accommodate the
UTC application, which will standardize, streamline, consolidate, and
modernize NSCC's existing legacy trade capture applications
(specifically, with respect to trade recording applications within
NSCC's Trade Comparison and Recording Operation) to create a more
efficient and centralized process. The UTC application will accept and
process a common input record from all marketplaces and will provide
for receipt and reporting of data in both real-time and intraday-batch
submissions to and from members and SROs.
UTC will replace all current locked-in OTC and listed trade capture
applications with one central real-time validation and reporting
process. UTC will have the capability to accept or reject, validate,
process, and send contract output to members in real-time. Members will
only have to support one standardized input and output format.
As further described below, trade data will be received from
markets in real-time and in batch. NSCC will convert the existing input
format to the new UTC input record format, which will enable the UTC to
provide members and SROs with their trade output in the format of their
choice (new or old).\4\
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\4\ See below, Section II.A.4. ``Implementation Timeframe.''
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As part of this effort, NSCC will also provide for enhancements to
its Correspondent Clearing Service and QSR processing as further
described below.
2. Automated Special Representative Facility for Special
Representatives and Qualified Special Representatives
i. Background
NSCC's Correspondent Clearing Service is designed to provide an
automated method by which a member acting as a Special Representative
may move an obligation (a position) that is in the process of clearance
at NSCC to the account of another member (its correspondent) on whose
behalf the original trade was executed.\5\
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\5\ The term ``original trade'' is used within Correspondent
Clearing solely to distinguish between trades executed in the
marketplace by the Special Representative and transactions booked
for accounting purposes to accommodate the movement of positions
between members as provided for in NSCC Procedure IV. Correspondent
Clearing is not a mechanism for original trade submission.
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ii. Proposed Changes
(a) Expanding Permitted Use of Service
Currently, NSCC's rules provide the Correspondent Clearing Service
may only be used in the following situations: (a) To accommodate a
member with
[[Page 57320]]
multiple affiliate accounts that wishes to move a position resulting
from an ``original trade'' in the process of clearance from one
affiliate account to another and (b) to accommodate a member that
relies on its Special Representative to execute a trade in a market
that the member is precluded due to membership requirements (e.g.,
membership requirement for access to markets) or applicable regulation
in order to enable the resulting position to be moved from the Special
Representative to that member.
Since it is not uncommon that members utilize the services of other
broker-dealers to execute trades in markets where they are members in
order to facilitate their trading strategies, NSCC proposes to modify
its rules to provide that the Correspondent Clearing Service may be
utilized by members to accommodate a member that relies on its Special
Representative to execute a trade in any market regardless of whether
that member maintains direct access to that market to enable the
resulting position to be moved from the Special Representative to that
member.
(b) Creation of an Automated Special Representative Facility
Historically, members participating in the Correspondent Clearing
Service and those utilizing the services of a QSR for the submission of
original, locked-in trade data have been required to complete and remit
to NSCC specific agreements for each relationship established. For
example, in Correspondent Clearing, one member completes documentation
(commonly referred to as Form 9a--Application for Status as a Special
Representative) by which it applies to NSCC for status as a Special
Representative to submit transactions on behalf of a specified member,
i.e., the Correspondent. The Correspondent must also complete and
submit to NSCC documentation (commonly referred to as a Form 9b--
Special Representative Consent) by which it consents to the
establishment of that relationship. For QSR relationships, members
submit Forms 9a and Form 9b along with an additional form that is
specific to the QSR system being utilized (commonly referred to as an
``Attachment 1''). NSCC then establishes these relationships on its
internal masterfile. NSCC subsequently terminates these relationships
at the direction of either party.
To assist members in controlling and monitoring their Special
Representative and Qualified Special Representative relationships, NSCC
proposes to create an automated, online, and secure facility by which
members themselves may establish, monitor, and maintain these
relationships. Both the Special Representative Member and the
Correspondent Member would have to submit matching instructions within
the facility in order for the relationship to be established. Either
party could submit a single entry to retire the relationship.
Members will be reminded, through formatting within the facility,
of their existing and unchanged obligations under NSCC's rules with
respect to utilizing these services--namely, that by establishing the
relationship within the facility both members continue to be bound by
NSCC's rules, the Correspondent is bound by the details of all
transactions submitted on their behalf by the Qualified Special
Representative (or Special Representative as the case may be), and any
errors or omissions or disputes relating to such relationships and
related transactions must be resolved directly between the parties.
The establishment of relationships through the automated facility
shall meet the written notice requirements for such services as
otherwise set forth within NSCC's rules and procedures. Members will no
longer be required to submit signed forms to NSCC for these processes.
3. Rule Modifications
As the UTC functionality will provide for processing of a common
input or output record from or to all marketplaces (validating the
transaction and providing for real-time message output to members and
SROs), NSCC proposes to modify its rules to make conforming changes to
reflect a single procedure or process for the submission and reporting
of transaction data to and from SROs and members. References and
provisions within the rules that pertained to the now obsolete RIO
Service will be eliminated. In addition, NSCC will modify its rules to
provide for an automated online functionality for the establishment and
retirement of Special Representative and Qualified Special
Representative relationships.
Accordingly, NSCC proposes to amend the following rules and
procedures as set forth in Exhibit 5 to its filing: Rule 7 (Comparison
and Trade Recording Operation); Rule 40 (Interregional Interface
Service); Procedure II (Trade Comparison and Recording Service);
Procedure III (Trade Recording Service--Interface Clearing Procedures);
and Procedure IV (Special Representative Service).\6\
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\6\ In addition, the following Rules and Procedures will be
generally modified to make conforming changes: Procedure VII (CNS
Accounting Operation)--modified to conform an existing rule cross
reference to a renamed Procedure; Procedure X (Execution of Buy-Ins)
modified to eliminate references to regional accounts; Procedure
XIII (Definitions), modified to remove a defined and now obsolete
term ``Qualified Non-Participant;'' Procedure V (Balance Order
Accounting Operation); Procedure VI (Foreign Security Accounting
Operation); Addendum A (Fee Schedule)--modified to delete obsolete
regional/inter-clearing corporation references; Addendum J
(Statement of Policy--Locked-In Data from Service Bureaus)--modified
to correct a preexisting erroneous reference to Section 5 of Rule 7
where it should have referenced Section 6 of that Rule; Addendum K
(Interpretation of the Board of Directors--Application of Clearing
Fund)- modified to reflect specific reference to T Contracts, and
Addendum N (Interpretation of the Board of Directors--Locked-In Data
from Qualified Special Representatives)--modified to conform an
existing rule cross reference to renumbered procedure subsection.
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4. Implementation Time Frame
Subject to Commission approval, NSCC will implement the above
changes by January 31, 2011.
With respect to UTC changes and to support the migration period,
NSCC will provide a conversation process to support those markets that
are not yet ready to submit transaction data in the new common input
format (i.e., NSCC will accept data in the old format and convert data
into the new UTC format). The conversion process will enable NSCC to
offer members and SROs the new output format regardless of whether the
market has converted to the new standard. UTC will continue to support
all existing interfaces with markets, members, and SROs with respect to
trade input and output.
To support maximum flexibility in allowing firms to migrate to the
new input and output formats according to their own schedules, NSCC
will continue to support all existing interfaces with markets,
Member's, SRO's and regulatory agencies for a period of time after UTC
is implemented.
NSCC will establish a plan for the retirement of all legacy input
and output formats and by the end of the first quarter of 2012 will
reassess the status of those firms utilizing legacy formats. At that
time, NSCC will work with any members, SROs, and regulatory agencies
that have not yet converted from legacy reporting, thereby affording
such firms sufficient lead time for migration.
NSCC states that the proposed rule change will provide for
additional efficiencies to NSCC and its participants while maintaining
safe and secure operation and that the proposed rule change facilitates
the prompt and
[[Page 57321]]
accurate clearance and settlement of securities. NSCC further states
that the proposal is consistent with the CPSS/IOSCO Recommendations for
Central Counterparties (specifically Recommendation 12) in that in
addition to the additional efficiencies noted above, the UTC will also
provide for cost-effectively meeting the requirements of NSCC's
members.
(B) Self-Regulatory Organization's Statement on Burden on Competition
NSCC believes that the proposed rule change will not impose any
burden on competition 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
NSCC has not solicited or received written comments relating to the
proposed rule change. NSCC will notify the Commission of any written
comments it receives.
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 may be submitted by using the
Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml), or send an e-mail to rule-comment@sec.gov. Please include
File No. SR-NSCC-2010-09 on the subject line.
Paper comments should be sent 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-NSCC-2010-09. 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 NSCC's principal office and NSCC's Web site
(https://www.dtcc.com/legal/rule_filings/nscc/2010.php). 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-NSCC-2010-09 and should be
submitted October 12, 2010.
For the Commission by the Division of Trading and Markets,
pursuant to delegated authority.\7\
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\7\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-23372 Filed 9-17-10; 8:45 am]
BILLING CODE 8010-01-P