Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Modify Pricing for NASDAQ Members Using the NASDAQ Market Center, 2742-2744 [2011-672]
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2742
Federal Register / Vol. 76, No. 10 / Friday, January 14, 2011 / Notices
applicable to all users of the PULSe
workstation.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition that is not
necessary or appropriate in furtherance
of purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The proposed rule change is
designated by the Exchange as
establishing or changing a due, fee, or
other charge, thereby qualifying for
effectiveness on filing pursuant to
Section 19(b)(3)(A)(ii) of the Act 8 and
subparagraph (f)(2) of Rule 19b–4 9
thereunder.
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.
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:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–671 Filed 1–13–11; 8:45 am]
BILLING CODE 8011–01–P
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rule-comments
@sec.gov. Please include File Number
SR–C2–2011–001 on the subject line.
SECURITIES AND EXCHANGE
COMMISSION
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Modify
Pricing for NASDAQ Members Using
the NASDAQ Market Center
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–C2–2011–001. This file
number should be included on the
January 7, 2011.
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 December
30, 2010, The NASDAQ Stock Market
LLC (‘‘NASDAQ’’), filed with the
Securities and Exchange Commission
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
8 15
U.S.C. 78s(b)(3)(A)(ii).
9 17 CFR 240.19b–4(f)(2).
VerDate Mar<15>2010
17:03 Jan 13, 2011
1 15
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Fmt 4703
(‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by NASDAQ. 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 the Substance
of the Proposed Rule Change
NASDAQ proposes to modify pricing
for NASDAQ members using the
NASDAQ Market Center. NASDAQ will
implement the proposed change on
January 3, 2011.
The text of the proposed rule change
is available at https://nasdaq.cchwall
street.com/, at NASDAQ’s principal
office, 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,
NASDAQ included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below.
NASDAQ has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
[Release No. 34–63678; File No. SR–
NASDAQ–2010–166]
Electronic Comments
mstockstill on DSKH9S0YB1PROD with NOTICES
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 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–C2–
2011–001 and should be submitted on
or before February 4, 2011.
Sfmt 4703
NASDAQ is amending Rule 7018 to
encourage members to provide liquidity
directly to NASDAQ that previously had
been provided via a sponsored access
relationship. Direct liquidity provision
is beneficial to NASDAQ and to the
marketplace generally. Direct liquidity
provision improves NASDAQ’s market
surveillance by providing a clear view
of a member’s market activity, rather
than a view of that activity under the
aegis of the sponsored access provider.
Direct liquidity provision also enables
NASDAQ to offer rebates more
equitably, based upon each member’s
unique liquidity provision rather than
compensating the effort required to
aggregate order flow.
To encourage the direct provision of
liquidity, NASDAQ is adding subsection
Rule 7018(k). This subsection applies in
the first month in which a member
begins providing liquidity to NASDAQ
directly that previously had been
E:\FR\FM\14JAN1.SGM
14JAN1
mstockstill on DSKH9S0YB1PROD with NOTICES
Federal Register / Vol. 76, No. 10 / Friday, January 14, 2011 / Notices
provided to NASDAQ via a sponsored
access relationship. In that month, the
rebates for that member under Rule
7018 shall be based upon the average
daily volume of liquidity provided by
the sponsored access provider. Under
this calculation, the member will
receive the same rebate for sending
orders directly to NASDAQ that that
member would have paid had it
remained in a sponsored access
relationship. Because NASDAQ’s
liquidity provider rebates vary based
upon volume of liquidity provided,
absent this formulation, members might
receive lower rebates by virtue of
switching mid-month from sponsored
access to direct provision of liquidity.3
For example, assume that Member
ABCD provides liquidity to NASDAQ
via a sponsored access relationship with
Member 1234. Member 1234 provides
average daily liquidity of 60 million
shares of which 20 million shares is
provided by Member ABCD. Member
ABCD switches on the 20th trading day
of January—a month with 25 trading
days—from providing liquidity via
Member 1234 to providing liquidity
directly to NASDAQ. Member ABCD
continues to provide 20 million shares
of liquidity directly to NASDAQ for the
final five trading days of January.
Member 1234 continues to provide 40
million shares of liquidity to NASDAQ
for the final five trading days of January,
having lost 20 million shares per day
due to Member ABCD’s changed
behavior.
Under current Rule 7018, if Member
ABCD continues to provide liquidity via
Member 1234 for the entire month of
January, it receives rebates of $0.0029
per share of liquidity provided based on
Member 1234 providing 60 million
shares of liquidity per day. If Member
ABCD switches on the 20th trading day
of the month to providing liquidity
directly to NASDAQ, it will receive
rebates for the final five trading days at
a rate of $0.0020 per share based on 4
million shares per day (20 million × 5
actual trading days ÷ 25 trading days in
the month). Member 1234 has the ability
to calculate the rebates for Member
ABCD at less favorable rates as well
because Member ABCD has lowered the
average daily liquidity provided by
Member 1234. This has the effect of devaluing the liquidity provided by
Member ABCD for the periods of time
both before and after it switches from
sponsored access to direct liquidity
provision. This discourages Member
ABCD from providing liquidity directly
3 See NASDAQ Rule 7018(a). NASDAQ’s fees for
accessing liquidity are fixed; they do not vary with
volume and thus are not impacted by this proposal.
VerDate Mar<15>2010
17:03 Jan 13, 2011
Jkt 223001
to NASDAQ for any partial month
period.
Under new Rule 7018(k), NASDAQ
will calculate the rebate for Member
ABCD as follows. For the first 20 trading
days, Member ABCD will be credited
with all of the liquidity that Member
1234 provides to NASDAQ—60 million
shares. For the final five trading days of
the month, Member ABCD will continue
to be credited with the liquidity
provided by member 1234—40 million
shares—rather than the liquidity
provided directly by member ABCD—20
million shares. Thus, both Member
ABCD and Member 1234 will receive
rebates of $0.0029 based upon average
daily liquidity provided of 56 million
shares per day (60 million shares per
day × 20 days + 40 million shares per
day × five days ÷ 25 days).4
NASDAQ believes that this provides
an appropriate incentive for members to
switch from sponsored access
relationships to direct liquidity
provision, while also fairly valuing the
liquidity provided by all members. It is
appropriate for NASDAQ to share with
members the substantial benefit that
NASDAQ enjoys when it receives
liquidity directly from members. As
stated above, this benefit is both
monetary and regulatory. At the same
time, there is no cost to sponsored
access providers that, under new
subsection 7018(k), continue to enjoy
the benefit of their successful efforts to
aggregate liquidity.
This option will be available to
members only once and only for the
final five trading days of a month. The
five-day period is designed to allow
members an operating transition from
sponsored access to direct liquidity
provision. To make that transition,
members must re-program systems and
test their interaction with NASDAQ
systems. Members are reluctant to make
this transition on the first day of a
trading month because errors could
reduce monthly liquidity provision and
lead to lower rebates. NASDAQ
considered offering this benefit for a
longer period of time but concluded,
after assessing multiple factors, that a
five-day transition period is adequate
for operational continuity. NASDAQ
believes members should make this
transition only once and that it is
appropriate to compensate them for
making this transition only once.
4 This is one example of how new Rule 7018(k)
will operate. The actual rebates provided to
members will vary depending upon the liquidity
provided by their sponsored access provider and by
the member itself. In all cases, the rebates for all
members will be calculated using the rebates duly
filed with the Commission and set forth in
NASDAQ’s online manual.
PO 00000
Frm 00099
Fmt 4703
Sfmt 4703
2743
It shall be the obligation of the
member to notify NASDAQ prior to
invoking Rule 7018(k) in a form
specified by NASDAQ. This will enable
NASDAQ to monitor and measure the
liquidity provision that is transferred
from a sponsored access relationship
directly to NASDAQ.
2. Statutory Basis
NASDAQ believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,5 in
general, and with Section 6(b)(4) of the
Act,6 in particular, in that it provides for
the equitable allocation of reasonable
dues, fees and other charges among
members and issuers and other persons
using any facility or system which
NASDAQ operates or controls.
As stated above, the impact of the
price changes upon the rebates received
by a particular market participant will
depend upon a number of variables,
including the specifics of the market
participant’s sponsored access
relationship, its propensity to add or
remove liquidity, the duration of the
transition period, and other factors.
Additionally, the proposed allocation
of fees is fair and reasonable in that it
furthers NASDAQ’s legitimate goal of
encouraging members to provide
liquidity directly to NASDAQ. There is
a meaningful regulatory and economic
benefit to NASDAQ when a firm
provides liquidity directly as opposed to
providing it via sponsored access. It is
equitable and fair for NASDAQ to share
that benefit with the member and to
encourage that behavior. NASDAQ’s
proposal is narrowly tailored to the goal
of encouraging direct liquidity
provision, and it imposes no penalty on
any firm for not opting to invoke new
Rule 7018(k).
NASDAQ notes that it operates in a
highly competitive market in which
market participants can readily direct
order flow to competing venues if they
deem rebate levels at a particular venue
to be excessive. Additionally, members
can choose to remain in sponsored
access relationships rather than
voluntarily choose to send order flow
directly to NASDAQ. Accordingly, if
particular market participants object to
the proposed fee changes, they can
avoid receiving the rebates implicated
by this filing. NASDAQ believes that its
fees continue to be reasonable and
equitably allocated to members on the
basis of whether they opt to direct
orders to NASDAQ.
5 15
6 15
E:\FR\FM\14JAN1.SGM
U.S.C. 78f.
U.S.C. 78f(b)(4).
14JAN1
2744
Federal Register / Vol. 76, No. 10 / Friday, January 14, 2011 / Notices
B. Self-Regulatory Organization’s
Statement on Burden on Competition
Nasdaq does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act 7 and
subparagraph (f)(2) of Rule 19b–4
thereunder.8 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.
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:
mstockstill on DSKH9S0YB1PROD with NOTICES
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–2010–166 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–2010–166. 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).
7 15
8 17
U.S.C. 78s(b)(3)(a)(ii).
CFR 240.19b–4(f)(2).
VerDate Mar<15>2010
17:03 Jan 13, 2011
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 website 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 such filing also will be
available for inspection and copying at
the principal offices 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–2010–166, and
should be submitted on or before
February 4, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–672 Filed 1–13–11; 8:45 am]
BILLING CODE 8011–01–P
DEPARTMENT OF TRANSPORTATION
Office of the Secretary
Disclosure of Code-Share Service by
Air Carriers and Sellers of Air
Transportation
Office of the Secretary,
Department of Transportation.
AGENCY:
ACTION:
The Department is publishing
the following notice on the enforcement
of its rules relating to disclosure of
code-share service on Internet Web sites
and elsewhere by air carriers, their
agents, and third party sellers of air
transportation in view of recent
amendments to 49 U.S.C. 41712.
SUMMARY:
FOR FURTHER INFORMATION CONTACT:
Nicholas Lowry, Attorney, Office of
Aviation Enforcement and Proceedings
(C–70), 1200 New Jersey Ave., SE.,
Washington, DC 20590, (202) 366–9349.
9 17
Jkt 223001
Notice.
PO 00000
CFR 200.30–3(a)(12).
Frm 00100
Fmt 4703
Sfmt 4703
United States of America, Department
of Transportation, Office of the
Secretary, Washington, DC
Guidance on Disclosure of Code-Share
Service Under Recent Amendments to
49 U.S.C. 41712
Notice
This notice is intended to provide
guidance on the disclosure of codeshare service in light of recent
amendments to 49 U.S.C. 41712. It is
also intended to provide a reminder to
ticket agents with respect to their codeshare disclosure responsibility,
particularly as it concerns the
development and provision of Internet
Web sites (Web sites) that display codeshare flights and to air carriers regarding
their responsibilities in connection with
the Web sites of their agents.
A recent amendment to section 41712,
which has for some time contained a
general prohibition against unfair and
deceptive practices and unfair methods
of competition on the part of air carriers,
foreign air carriers and ticket agents,
added a new section 41712(c) that
specifically requires that these entities
disclose in any oral, written or
electronic communication to the public,
prior to the purchase of a ticket, the
name of the carrier providing the service
for each segment of a passenger’s
itinerary. The language is principally
intended to address service rendered
pursuant to code-share arrangements. In
addition, the new language explicitly
requires that on Web sites, disclosure
must be made ‘‘on the first display of the
Web site following a search of a
requested itinerary in a format that is
easily visible to a viewer.’’ Airline Safety
and Federal Aviation Administration
Extension Act of 2010, Public Law 111–
216, Title II, § 210, 124 Stat. 2362, Aug.
1, 2010.
The Department’s current regulation
on the disclosure of code-sharing
arrangements, 14 CFR part 257, which
was issued in 1999, is based on the
general unfair and deceptive practice
language of section 41712. Section
257.5(a) requires, in all Web sites and
other publicly available displays of
schedule information, that code-share
service be indicated with ‘‘an asterisk or
other easily identifiable mark and that
the corporate name of the transporting
carrier and any other name under which
that service is held out to the public is
also disclosed.’’ As with the recently
amended statutory language, the rule
requires that in oral communications
with the public, ticket agents must
inform the consumer of the code-share
service ‘‘before booking transportation’’
and state ‘‘the name of the transporting
E:\FR\FM\14JAN1.SGM
14JAN1
Agencies
[Federal Register Volume 76, Number 10 (Friday, January 14, 2011)]
[Notices]
[Pages 2742-2744]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-672]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-63678; File No. SR-NASDAQ-2010-166]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Modify Pricing for NASDAQ Members Using the NASDAQ Market Center
January 7, 2011.
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 December 30, 2010, The NASDAQ Stock Market LLC (``NASDAQ''), filed
with the Securities and Exchange Commission (``Commission'') the
proposed rule change as described in Items I, II, and III below, which
Items have been prepared by NASDAQ. 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 the
Substance of the Proposed Rule Change
NASDAQ proposes to modify pricing for NASDAQ members using the
NASDAQ Market Center. NASDAQ will implement the proposed change on
January 3, 2011.
The text of the proposed rule change is available at https://nasdaq.cchwallstreet.com/, at NASDAQ's principal office, 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, NASDAQ included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. NASDAQ has prepared summaries, set forth in Sections A,
B, and C below, of the most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
NASDAQ is amending Rule 7018 to encourage members to provide
liquidity directly to NASDAQ that previously had been provided via a
sponsored access relationship. Direct liquidity provision is beneficial
to NASDAQ and to the marketplace generally. Direct liquidity provision
improves NASDAQ's market surveillance by providing a clear view of a
member's market activity, rather than a view of that activity under the
aegis of the sponsored access provider. Direct liquidity provision also
enables NASDAQ to offer rebates more equitably, based upon each
member's unique liquidity provision rather than compensating the effort
required to aggregate order flow.
To encourage the direct provision of liquidity, NASDAQ is adding
subsection Rule 7018(k). This subsection applies in the first month in
which a member begins providing liquidity to NASDAQ directly that
previously had been
[[Page 2743]]
provided to NASDAQ via a sponsored access relationship. In that month,
the rebates for that member under Rule 7018 shall be based upon the
average daily volume of liquidity provided by the sponsored access
provider. Under this calculation, the member will receive the same
rebate for sending orders directly to NASDAQ that that member would
have paid had it remained in a sponsored access relationship. Because
NASDAQ's liquidity provider rebates vary based upon volume of liquidity
provided, absent this formulation, members might receive lower rebates
by virtue of switching mid-month from sponsored access to direct
provision of liquidity.\3\
---------------------------------------------------------------------------
\3\ See NASDAQ Rule 7018(a). NASDAQ's fees for accessing
liquidity are fixed; they do not vary with volume and thus are not
impacted by this proposal.
---------------------------------------------------------------------------
For example, assume that Member ABCD provides liquidity to NASDAQ
via a sponsored access relationship with Member 1234. Member 1234
provides average daily liquidity of 60 million shares of which 20
million shares is provided by Member ABCD. Member ABCD switches on the
20th trading day of January--a month with 25 trading days--from
providing liquidity via Member 1234 to providing liquidity directly to
NASDAQ. Member ABCD continues to provide 20 million shares of liquidity
directly to NASDAQ for the final five trading days of January. Member
1234 continues to provide 40 million shares of liquidity to NASDAQ for
the final five trading days of January, having lost 20 million shares
per day due to Member ABCD's changed behavior.
Under current Rule 7018, if Member ABCD continues to provide
liquidity via Member 1234 for the entire month of January, it receives
rebates of $0.0029 per share of liquidity provided based on Member 1234
providing 60 million shares of liquidity per day. If Member ABCD
switches on the 20th trading day of the month to providing liquidity
directly to NASDAQ, it will receive rebates for the final five trading
days at a rate of $0.0020 per share based on 4 million shares per day
(20 million x 5 actual trading days / 25 trading days in the month).
Member 1234 has the ability to calculate the rebates for Member ABCD at
less favorable rates as well because Member ABCD has lowered the
average daily liquidity provided by Member 1234. This has the effect of
de-valuing the liquidity provided by Member ABCD for the periods of
time both before and after it switches from sponsored access to direct
liquidity provision. This discourages Member ABCD from providing
liquidity directly to NASDAQ for any partial month period.
Under new Rule 7018(k), NASDAQ will calculate the rebate for Member
ABCD as follows. For the first 20 trading days, Member ABCD will be
credited with all of the liquidity that Member 1234 provides to
NASDAQ--60 million shares. For the final five trading days of the
month, Member ABCD will continue to be credited with the liquidity
provided by member 1234--40 million shares--rather than the liquidity
provided directly by member ABCD--20 million shares. Thus, both Member
ABCD and Member 1234 will receive rebates of $0.0029 based upon average
daily liquidity provided of 56 million shares per day (60 million
shares per day x 20 days + 40 million shares per day x five days / 25
days).\4\
---------------------------------------------------------------------------
\4\ This is one example of how new Rule 7018(k) will operate.
The actual rebates provided to members will vary depending upon the
liquidity provided by their sponsored access provider and by the
member itself. In all cases, the rebates for all members will be
calculated using the rebates duly filed with the Commission and set
forth in NASDAQ's online manual.
---------------------------------------------------------------------------
NASDAQ believes that this provides an appropriate incentive for
members to switch from sponsored access relationships to direct
liquidity provision, while also fairly valuing the liquidity provided
by all members. It is appropriate for NASDAQ to share with members the
substantial benefit that NASDAQ enjoys when it receives liquidity
directly from members. As stated above, this benefit is both monetary
and regulatory. At the same time, there is no cost to sponsored access
providers that, under new subsection 7018(k), continue to enjoy the
benefit of their successful efforts to aggregate liquidity.
This option will be available to members only once and only for the
final five trading days of a month. The five-day period is designed to
allow members an operating transition from sponsored access to direct
liquidity provision. To make that transition, members must re-program
systems and test their interaction with NASDAQ systems. Members are
reluctant to make this transition on the first day of a trading month
because errors could reduce monthly liquidity provision and lead to
lower rebates. NASDAQ considered offering this benefit for a longer
period of time but concluded, after assessing multiple factors, that a
five-day transition period is adequate for operational continuity.
NASDAQ believes members should make this transition only once and that
it is appropriate to compensate them for making this transition only
once.
It shall be the obligation of the member to notify NASDAQ prior to
invoking Rule 7018(k) in a form specified by NASDAQ. This will enable
NASDAQ to monitor and measure the liquidity provision that is
transferred from a sponsored access relationship directly to NASDAQ.
2. Statutory Basis
NASDAQ believes that the proposed rule change is consistent with
the provisions of Section 6 of the Act,\5\ in general, and with Section
6(b)(4) of the Act,\6\ in particular, in that it provides for the
equitable allocation of reasonable dues, fees and other charges among
members and issuers and other persons using any facility or system
which NASDAQ operates or controls.
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\5\ 15 U.S.C. 78f.
\6\ 15 U.S.C. 78f(b)(4).
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As stated above, the impact of the price changes upon the rebates
received by a particular market participant will depend upon a number
of variables, including the specifics of the market participant's
sponsored access relationship, its propensity to add or remove
liquidity, the duration of the transition period, and other factors.
Additionally, the proposed allocation of fees is fair and
reasonable in that it furthers NASDAQ's legitimate goal of encouraging
members to provide liquidity directly to NASDAQ. There is a meaningful
regulatory and economic benefit to NASDAQ when a firm provides
liquidity directly as opposed to providing it via sponsored access. It
is equitable and fair for NASDAQ to share that benefit with the member
and to encourage that behavior. NASDAQ's proposal is narrowly tailored
to the goal of encouraging direct liquidity provision, and it imposes
no penalty on any firm for not opting to invoke new Rule 7018(k).
NASDAQ notes that it operates in a highly competitive market in
which market participants can readily direct order flow to competing
venues if they deem rebate levels at a particular venue to be
excessive. Additionally, members can choose to remain in sponsored
access relationships rather than voluntarily choose to send order flow
directly to NASDAQ. Accordingly, if particular market participants
object to the proposed fee changes, they can avoid receiving the
rebates implicated by this filing. NASDAQ believes that its fees
continue to be reasonable and equitably allocated to members on the
basis of whether they opt to direct orders to NASDAQ.
[[Page 2744]]
B. Self-Regulatory Organization's Statement on Burden on Competition
Nasdaq does not believe that the proposed rule change will result
in any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act, as amended.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act \7\ and subparagraph (f)(2) of Rule 19b-4
thereunder.\8\ 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.
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\7\ 15 U.S.C. 78s(b)(3)(a)(ii).
\8\ 17 CFR 240.19b-4(f)(2).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2010-166 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-2010-166. 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 website
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 such filing also will be available for inspection and copying at the
principal offices 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-2010-166, and should be submitted on or before
February 4, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\9\
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\9\ 17 CFR 200.30-3(a)(12).
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Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011-672 Filed 1-13-11; 8:45 am]
BILLING CODE 8011-01-P