Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Suspension of and Order Instituting Proceedings To Determine Whether To Approve or Disapprove a Proposed Rule Change To Link Market Data Fees and Transaction Execution Fees, 6165-6167 [2011-2376]
Download as PDF
Federal Register / Vol. 76, No. 23 / Thursday, February 3, 2011 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–63796; File No. SR–
NASDAQ–2011–010]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC;
Suspension of and Order Instituting
Proceedings To Determine Whether To
Approve or Disapprove a Proposed
Rule Change To Link Market Data Fees
and Transaction Execution Fees
January 28, 2011.
I. Introduction
On January 10, 2011, The NASDAQ
Stock Market LLC (‘‘NASDAQ’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Exchange Act’’ or ‘‘Act’’) 1 and
Rule 19b–4 thereunder,2 a proposed rule
change to discount certain market data
fees and increase certain liquidity
provider rebates for members that both
(1) execute specified levels of
transaction volume on NASDAQ as a
liquidity provider, and (2) purchase
specified levels of market data from
NASDAQ. The proposed rule change
was immediately effective upon filing
with the Commission pursuant to
Section 19(b)(3)(A) of the Act.3 Notice of
filing of the proposed rule change was
published in the Federal Register on
January 27, 2011.4
Under Section 19(b)(C)(3) of the Act,
the Commission is (1) hereby
temporarily suspending File No. SR–
NASDAQ–2011–010, and (2) instituting
proceedings to determine whether to
approve or disapprove File No. SR–
NASDAQ–2011–010.
II. Summary of the Proposed Rule
Change
NASDAQ proposes to provide a
discount on non-professional market
data fees for NASDAQ Depth Data 5
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 See Securities Exchange Act Release No. 63745
(January 20, 2011) 76 FR 4970 (‘‘Notice’’). The
Commission has received one comment letter on
the proposed rule change to date. See Letter dated
January 13, 2011 from William O’Brien, Chief
Executive Officer, Direct Edge to Florence E.
Harmon, Deputy Secretary, Commission (the ‘‘Direct
Edge Letter’’). The commenter suggested that the
proposed rule change should be suspended and that
the Commission should institute proceedings to
determine whether to approve or disapprove the
proposal.
5 NASDAQ Depth Data includes National
Quotation Data Service (individual market maker
quotation data), TotalView (depth-of-book data for
NASDAQ-listed securities), and OpenView (depthof-book data for non-NASDAQ-listed securities)
data products.
jdjones on DSK8KYBLC1PROD with NOTICES
2 17
VerDate Mar<15>2010
15:31 Feb 02, 2011
Jkt 223001
6165
(‘‘NASDAQ Depth Data Product Fees’’)
charged to a member that provides
displayed liquidity through the
NASDAQ Market Center and incurs
NASDAQ Depth Data Product Fees at
certain specified levels.6 Specifically, a
member would qualify as a:
• ‘‘Tier 1 Firm’’ for purposes of
pricing during a particular month if it (i)
has an average daily volume of 12
million shares or more of liquidity
provided through the NASDAQ Market
Center in all securities during the
month; and (ii) incurs NASDAQ Depth
Data Product Fees during the month of
$150,000 or more.
• ‘‘Tier 2 Firm’’ for purposes of
pricing during a particular month if it (i)
has an average daily volume of 35
million or more shares of liquidity
provided through the NASDAQ Market
Center in all securities during the
month; and (ii) incurs NASDAQ Depth
Data Product Fees during the month of
$300,000 or more.
• ‘‘Tier 3 Firm’’ for purposes of
pricing during a particular month if it (i)
has an average daily volume of 65
million or more shares of liquidity
provided through the NASDAQ Market
Center in all securities during the
month; and (ii) incurs NASDAQ Depth
Data Product Fees during the month of
$500,000 or more.
Tier 1 Firms would receive a 15%
discount on NASDAQ Depth Data
Product Fees charged to them, Tier 2
Firms would receive a 35% discount on
NASDAQ Depth Data Product Fees
charged to them, and Tier 3 Firms
would receive a 50% discount on
NASDAQ Depth Data Product Fees
charged to them.7 In addition, Tier 1
Firms would receive an increased
liquidity provider rebate for transactions
executed on NASDAQ. Specifically,
Tier 1 Firms would receive a rebate of
$0.0028 per share for displayed
liquidity and $0.0015 per share for
undisplayed liquidity, compared to the
current liquidity provider credit of
$0.0020 per share of displayed liquidity
and $0.0010 per share of non-displayed
liquidity applicable to these firms.
There is no enhancement to the
liquidity provider credits at this time for
Tier 2 and Tier 3 firms.
proposed rule change.8 In its comment
letter, Direct Edge argues, among other
things, that the proposed rule change
should be suspended because, in its
view, offering discounts on NASDAQ’s
market data fees only to customers who
meet specified minimum order flow
thresholds and provide such data to
non-professional users does not meet
the ‘‘fair and reasonable’’ standard for
market data fees under the Exchange
Act.
III. Summary of Comment Letters
V. Proceedings To Determine Whether
To Approve or Disapprove SR–
NASDAQ–2011–010
To date, the Commission has received
one comment letter on NASDAQ’s
6 For
a more detailed description of the proposed
rule change, see Notice, supra note 4.
7 A NASDAQ member incurs non-professional
fees when it offers NASDAQ Depth Data to natural
persons that are not acting in a capacity that
subjects them to financial industry regulation (e.g.,
retail customers).
PO 00000
Frm 00052
Fmt 4703
Sfmt 4703
IV. Suspension of SR–NASDAQ–2011–
010
Pursuant to Section 19(b)(3)(C) of the
Act,9 at any time within 60 days of the
date of filing a proposed rule change
pursuant to Section 19(b)(1) of the
Act,10 the Commission summarily may
temporarily suspend the change in the
rules of a self-regulatory organization 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.
Under the proposal, the level of fees
that a market participant would be
charged for obtaining NASDAQ market
data would be tied to the extent of that
market participant’s trading in the
NASDAQ market. In addition, the level
of transaction rebates that a market
participant receives for trading on
NASDAQ would be tied to the level of
NASDAQ market data that it purchases.
The Commission is concerned that such
a tying arrangement may not be
consistent with the statutory
requirements applicable to a national
securities exchange under the Act, as
described below. For instance, the
Commission is concerned that the
proposal may fail to satisfy the
standards under the Exchange Act and
the rules thereunder that require market
data fees to be equitable, fair, and not
unreasonably discriminatory.11
Therefore, the Commission finds that
it is appropriate in the public interest,
for the protection of investors, and
otherwise in furtherance of the purposes
of the Act, to temporarily suspend the
proposed rule change.
The Commission is instituting
proceedings pursuant to Sections
8 See
Direct Edge Letter supra, note 4.
U.S.C. 78s(b)(3)(C).
10 15 U.S.C. 78s(b)(1).
11 See infra, notes 17–24.
9 15
E:\FR\FM\03FEN1.SGM
03FEN1
6166
Federal Register / Vol. 76, No. 23 / Thursday, February 3, 2011 / Notices
jdjones on DSK8KYBLC1PROD with NOTICES
19(b)(3)(C) 12 and 19(b)(2) of the Act 13
to determine whether NASDAQ’s
proposed rule change should be
approved or disapproved. Pursuant to
Section 19(b)(2)(B) of the Act,14 the
Commission is providing notice of the
grounds for disapproval under
consideration. Under the proposal, the
level of fees that a market participant
would be charged for obtaining
NASDAQ market data would be tied to
the extent of that market participant’s
trading in the NASDAQ market. The
Exchange Act and the rules thereunder
require that market data fees must be
equitable, fair, reasonable, and not
unreasonably discriminatory.15 In this
regard, the Commission has stated
previously that the Exchange Act
precludes exchanges from adopting
terms for market data distribution that
unfairly discriminate by favoring
participants in an exchange’s market or
penalizing participants in other
markets.16 The Commission is
concerned that NASDAQ’s proposal
may be inconsistent with this standard.
The Commission believes that the
NASDAQ proposal raises significant
legal and policy issues. Specifically, the
Commission has serious concerns as to
whether NASDAQ’s proposal to tie
market data fees and execution fees is
consistent with the Exchange Act. The
Commission has similar concerns with
respect to NASDAQ’s proposal to tie the
level of transaction rebates paid to
market participants to the amount of
market data they purchase.
The Commission believes it is
appropriate in the public interest to
institute disapproval proceedings at this
time in view of the significant legal and
policy issues raised by the proposal.
Institution of disapproval proceedings
does not indicate, however, that the
12 15 U.S.C. 78s(b)(3)(C). Once the Commission
temporarily suspends a proposed rule change,
Section 19(b)(3)(C) of the Act requires that the
Commission institute proceedings under Section
19(b)(2)(B) to determine whether a proposed rule
change should be approved or disapproved.
13 15 U.S.C. 78s(b)(2).
14 15 U.S.C. 78s(b)(2)(B). Section 19(b)(2)(B) of the
Act also provides that proceedings to determine
whether to disapprove a proposed rule change must
be concluded within 180 days of the date of
publication of notice of the filing of the proposed
rule change. Id. The time for conclusion of the
proceedings may be extended for up to 60 days if
the Commission finds good cause for such
extension and publishes its reasons for so finding.
Id.
15 See infra, notes 17–24.
16 See Securities Exchange Act Release No. 59039
(December 2, 2008), 73 FR 74770 at 74791
(December 9, 2008) (SR–NYSEArca–2006–21)
(Order Setting Aside Action by Delegated Authority
and Approving Proposed Rule Change FRelating to
NYSE Arca Data) (‘‘NYSE Arca Order’’), vacated and
remanded by NetCoalition v. SEC No. 09–1042 (DC
Cir. 2010).
VerDate Mar<15>2010
15:31 Feb 02, 2011
Jkt 223001
Commission has reached any
conclusions with respect to the issues
involved. The sections of the Act and
the rules thereunder that are applicable
to the proposed rule change include:
• Section 6(b)(4) of the Act, which
requires that the rules of a national
securities exchange ‘‘provide for the
equitable allocation of reasonable dues,
fees, and other charges among its
members and issuers and other persons
using its facilities’’; 17
• Section 6(b)(5) of the Act, which
requires that the rules of a national
securities exchange be designed to,
among other things, ‘‘remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest’’ and not be ‘‘designed to
permit unfair discrimination between
customers, issuers, brokers, or
dealers’’; 18
• Section 6(b)(8) of the Act,19 which
requires that the rules of a national
securities exchange ‘‘not impose any
burden on competition not necessary or
appropriate’’ in furtherance of the Act; 20
• Section 11A(a) of the Act, in which
Congress found that it is in the public
interest and appropriate for the
protection of investors and the
maintenance of fair and orderly markets
to assure ‘‘economically efficient
execution of securities transactions,’’
‘‘fair competition among brokers and
dealers and among exchange markets,’’
‘‘the availability to brokers, dealers, and
investors of information with respect to
quotations for and transactions in
securities,’’ and ‘‘the practicability of
brokers executing investors’ orders in
the best market’’; 21
• Rule 603(a)(1) of Regulation NMS,
which requires any exclusive processor
that distributes information with respect
to quotations for or transactions in an
NMS stock, as that term is defined in
Rule 600(b) of Regulation NMS,22 to a
securities information processor to ‘‘do
so on terms that are fair and
reasonable’’; 23 and
• Rule 603(a)(2) of Regulation NMS,
which requires a national securities
exchange that distributes information
17 15
U.S.C. 78f(b)(4).
U.S.C. 78f(b)(5).
19 15 U.S.C. 78f(b)(8).
20 15 U.S.C. 78f(b)(8).
21 15 U.S.C. 78k–1(a)(1)(C)(i)–(iv).
22 See 17 CFR 242.600(b)(46) and (47), defining
‘‘NMS stock’’ as any NMS security other than an
option and defining ‘‘NMS security’’ 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.
23 17 CFR 242.603(a)(1).
18 15
PO 00000
Frm 00053
Fmt 4703
Sfmt 4703
with respect to quotations for or
transactions in an NMS stock to a
securities information processor to ‘‘do
so on terms that are not unreasonably
discriminatory’’.24
VI. Commission’s Solicitation of
Comments
The Commission requests written
views, data, and arguments with respect
to the concerns identified above as well
as any other relevant concerns. Such
comments should be submitted by
March 21, 2011. Rebuttal comments
should be submitted by April 4, 2011.
Although there do not appear to be any
issues relevant to approval or
disapproval which would be facilitated
by an oral presentation of views, data,
and arguments, the Commission will
consider, pursuant to Rule 19b–4, any
request for an opportunity to make an
oral presentation.25
The Commission asks that
commenters address the merit of
NASDAQ’s statements in support of the
proposal, in addition to any other
comments they may wish to submit
about the proposed rule change.
Interested persons are invited to submit
written data, views, and arguments
concerning the proposed rule change,
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/other.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NASDAQ–2011–010 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–2011–010. The
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
24 17
CFR 242.603(a)(2).
U.S.C. 78s(b)(2). Section 19(b)(2) of the Act
grants the Commission flexibility to determine what
type of proceeding—either oral or notice and
opportunity for written comments—is appropriate
for consideration of a particular proposal by a selfregulatory organization. See Securities Acts
Amendments of 1975, Report of the Senate
Committee on Banking, Housing and Urban Affairs
to Accompany S. 249, S. Rep. No. 75, 94th Cong.,
1st Sess. 30 (1975).
25 15
E:\FR\FM\03FEN1.SGM
03FEN1
Federal Register / Vol. 76, No. 23 / Thursday, February 3, 2011 / Notices
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/other.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
publicly available. All submissions
should refer to File Number SR–
NASDAQ–2011–010 and should be
submitted on or before March 21, 2011.
Rebuttal comments should be submitted
by April 4, 2011.
VII. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(3)(C) of the Act,26 that File
No. SR–NASDAQ–2011–010, be and
hereby is, temporarily suspended. In
addition, the Commission is instituting
proceedings to determine whether the
proposed rule change should be
approved or disapproved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.27
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–2376 Filed 2–2–11; 8:45 am]
jdjones on DSK8KYBLC1PROD with NOTICES
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–63792; File No. SR–NYSE–
2010–77]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Order
Approving Proposed Rule Change, as
Modified by Amendment No. 1, in
Connection With the Proposal of NYSE
Euronext To Eliminate the
Requirement of an 80% Supermajority
Vote To Amend or Repeal Section 3.1
of its Bylaws
January 28, 2011.
On November 30, 2010, the New York
Stock Exchange LLC (‘‘NYSE’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’),1 and Rule 19b–4
thereunder,2 a proposed rule change to
amend the Bylaws of its parent
corporation, NYSE Euronext
(‘‘Corporation’’). On December 3, 2010,
the Exchange filed Amendment No. 1 to
the proposed rule change. The proposed
rule change was published for comment
in the Federal Register on December 17,
2010.3 The Commission received no
comment letters on the proposed rule
change. This order approves the
proposed rule change.
On behalf of the Corporation, NYSE
proposed to amend the Corporation’s
Bylaws to eliminate the requirement
that the affirmative vote of the holders
of not less than 80% of the votes
entitled to be cast by the holders of the
outstanding capital stock of the
Corporation entitled to vote generally in
the election of directors is necessary for
the stockholders to amend or repeal
Article III, Section 3.1 of the Bylaws
relating to the general powers of the
Board of Directors of the Corporation
(‘‘Board’’). Section 3.1 provides that the
number of directors on the Board shall
be fixed and changed from time to time
exclusively by the Board pursuant to a
resolution adopted by two-thirds of the
directors then in office. The Exchange
stated that the elimination of this 80%
‘‘supermajority’’ voting provision as it
relates to Article III, Section 3.1 would
have the effect that only a majority of
the same number of votes entitled to be
cast will be required to amend or repeal
this section of the Corporation’s Bylaws.
The Exchange noted that it believes that
the proposed rule change will permit
the Corporation to respond to a
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 63532
(December 13, 2010), 75 FR 79060.
2 17
26 15
27 17
U.S.C. 78s(b)(3)(C).
CFR 200.30–3(a)(57) and (58).
VerDate Mar<15>2010
15:31 Feb 02, 2011
Jkt 223001
PO 00000
Frm 00054
Fmt 4703
Sfmt 9990
6167
stockholder proposal requesting that the
Corporation implement a simple
majority voting standard to amend its
Certificate of Incorporation and Bylaws.
After careful review, the Commission
finds that the proposed rule change is
consistent with the requirements of the
Act and the rules and regulations
thereunder applicable to a national
securities exchange.4 In particular, the
Commission finds that the proposed
rule change is consistent with Section
6(b)(1) of the Act,5 which requires an
exchange to be so organized and have
the capacity to carry out the purposes of
the Act and to comply and to enforce
compliance by its members and persons
associated with its members with the
Act. The Commission also finds that the
proposed rule change is consistent with
Section 6(b)(5) of the Act,6 which
requires that the rules of the exchange
be designed, among other things, to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest.
The Commission believes that the
proposed rule change to amend the
Corporation’s Bylaws to eliminate the
80% supermajority requirement to
amend or repeal Article III, Section 3.1
of the Bylaws in favor of a simple
majority vote standard is consistent
with the Act. The Commission believes
that the proposed rule change is
designed to allow changes to Article III,
Section 3.1 of the Corporation’s Bylaws
to be made in a manner that reflects the
desires of the Corporation’s
shareholders.
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that the
proposed rule change (SR–NYSE–2010–
77), as modified by Amendment No. 1,
be, and it hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.7
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–2353 Filed 2–2–11; 8:45 am]
BILLING CODE 8011–01–P
4 In approving this proposed rule change, the
Commission notes that it has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
5 15 U.S.C. 78(b)(1).
6 15 U.S.C. 78f(b)(5).
7 17 CFR 200.30–3(a)(12).
E:\FR\FM\03FEN1.SGM
03FEN1
Agencies
[Federal Register Volume 76, Number 23 (Thursday, February 3, 2011)]
[Notices]
[Pages 6165-6167]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-2376]
[[Page 6165]]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-63796; File No. SR-NASDAQ-2011-010]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Suspension of and Order Instituting Proceedings To Determine Whether To
Approve or Disapprove a Proposed Rule Change To Link Market Data Fees
and Transaction Execution Fees
January 28, 2011.
I. Introduction
On January 10, 2011, The NASDAQ Stock Market LLC (``NASDAQ'' or
``Exchange'') filed with the Securities and Exchange Commission
(``Commission''), pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Exchange Act'' or ``Act'') \1\ and Rule 19b-4
thereunder,\2\ a proposed rule change to discount certain market data
fees and increase certain liquidity provider rebates for members that
both (1) execute specified levels of transaction volume on NASDAQ as a
liquidity provider, and (2) purchase specified levels of market data
from NASDAQ. The proposed rule change was immediately effective upon
filing with the Commission pursuant to Section 19(b)(3)(A) of the
Act.\3\ Notice of filing of the proposed rule change was published in
the Federal Register on January 27, 2011.\4\
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A).
\4\ See Securities Exchange Act Release No. 63745 (January 20,
2011) 76 FR 4970 (``Notice''). The Commission has received one
comment letter on the proposed rule change to date. See Letter dated
January 13, 2011 from William O'Brien, Chief Executive Officer,
Direct Edge to Florence E. Harmon, Deputy Secretary, Commission (the
``Direct Edge Letter''). The commenter suggested that the proposed
rule change should be suspended and that the Commission should
institute proceedings to determine whether to approve or disapprove
the proposal.
---------------------------------------------------------------------------
Under Section 19(b)(C)(3) of the Act, the Commission is (1) hereby
temporarily suspending File No. SR-NASDAQ-2011-010, and (2) instituting
proceedings to determine whether to approve or disapprove File No. SR-
NASDAQ-2011-010.
II. Summary of the Proposed Rule Change
NASDAQ proposes to provide a discount on non-professional market
data fees for NASDAQ Depth Data \5\ (``NASDAQ Depth Data Product
Fees'') charged to a member that provides displayed liquidity through
the NASDAQ Market Center and incurs NASDAQ Depth Data Product Fees at
certain specified levels.\6\ Specifically, a member would qualify as a:
---------------------------------------------------------------------------
\5\ NASDAQ Depth Data includes National Quotation Data Service
(individual market maker quotation data), TotalView (depth-of-book
data for NASDAQ-listed securities), and OpenView (depth-of-book data
for non-NASDAQ-listed securities) data products.
\6\ For a more detailed description of the proposed rule change,
see Notice, supra note 4.
---------------------------------------------------------------------------
``Tier 1 Firm'' for purposes of pricing during a
particular month if it (i) has an average daily volume of 12 million
shares or more of liquidity provided through the NASDAQ Market Center
in all securities during the month; and (ii) incurs NASDAQ Depth Data
Product Fees during the month of $150,000 or more.
``Tier 2 Firm'' for purposes of pricing during a
particular month if it (i) has an average daily volume of 35 million or
more shares of liquidity provided through the NASDAQ Market Center in
all securities during the month; and (ii) incurs NASDAQ Depth Data
Product Fees during the month of $300,000 or more.
``Tier 3 Firm'' for purposes of pricing during a
particular month if it (i) has an average daily volume of 65 million or
more shares of liquidity provided through the NASDAQ Market Center in
all securities during the month; and (ii) incurs NASDAQ Depth Data
Product Fees during the month of $500,000 or more.
Tier 1 Firms would receive a 15% discount on NASDAQ Depth Data
Product Fees charged to them, Tier 2 Firms would receive a 35% discount
on NASDAQ Depth Data Product Fees charged to them, and Tier 3 Firms
would receive a 50% discount on NASDAQ Depth Data Product Fees charged
to them.\7\ In addition, Tier 1 Firms would receive an increased
liquidity provider rebate for transactions executed on NASDAQ.
Specifically, Tier 1 Firms would receive a rebate of $0.0028 per share
for displayed liquidity and $0.0015 per share for undisplayed
liquidity, compared to the current liquidity provider credit of $0.0020
per share of displayed liquidity and $0.0010 per share of non-displayed
liquidity applicable to these firms. There is no enhancement to the
liquidity provider credits at this time for Tier 2 and Tier 3 firms.
---------------------------------------------------------------------------
\7\ A NASDAQ member incurs non-professional fees when it offers
NASDAQ Depth Data to natural persons that are not acting in a
capacity that subjects them to financial industry regulation (e.g.,
retail customers).
---------------------------------------------------------------------------
III. Summary of Comment Letters
To date, the Commission has received one comment letter on NASDAQ's
proposed rule change.\8\ In its comment letter, Direct Edge argues,
among other things, that the proposed rule change should be suspended
because, in its view, offering discounts on NASDAQ's market data fees
only to customers who meet specified minimum order flow thresholds and
provide such data to non-professional users does not meet the ``fair
and reasonable'' standard for market data fees under the Exchange Act.
---------------------------------------------------------------------------
\8\ See Direct Edge Letter supra, note 4.
---------------------------------------------------------------------------
IV. Suspension of SR-NASDAQ-2011-010
Pursuant to Section 19(b)(3)(C) of the Act,\9\ at any time within
60 days of the date of filing a proposed rule change pursuant to
Section 19(b)(1) of the Act,\10\ the Commission summarily may
temporarily suspend the change in the rules of a self-regulatory
organization 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.
---------------------------------------------------------------------------
\9\ 15 U.S.C. 78s(b)(3)(C).
\10\ 15 U.S.C. 78s(b)(1).
---------------------------------------------------------------------------
Under the proposal, the level of fees that a market participant
would be charged for obtaining NASDAQ market data would be tied to the
extent of that market participant's trading in the NASDAQ market. In
addition, the level of transaction rebates that a market participant
receives for trading on NASDAQ would be tied to the level of NASDAQ
market data that it purchases. The Commission is concerned that such a
tying arrangement may not be consistent with the statutory requirements
applicable to a national securities exchange under the Act, as
described below. For instance, the Commission is concerned that the
proposal may fail to satisfy the standards under the Exchange Act and
the rules thereunder that require market data fees to be equitable,
fair, and not unreasonably discriminatory.\11\
---------------------------------------------------------------------------
\11\ See infra, notes 17-24.
---------------------------------------------------------------------------
Therefore, the Commission finds that it is appropriate in the
public interest, for the protection of investors, and otherwise in
furtherance of the purposes of the Act, to temporarily suspend the
proposed rule change.
V. Proceedings To Determine Whether To Approve or Disapprove SR-NASDAQ-
2011-010
The Commission is instituting proceedings pursuant to Sections
[[Page 6166]]
19(b)(3)(C) \12\ and 19(b)(2) of the Act \13\ to determine whether
NASDAQ's proposed rule change should be approved or disapproved.
Pursuant to Section 19(b)(2)(B) of the Act,\14\ the Commission is
providing notice of the grounds for disapproval under consideration.
Under the proposal, the level of fees that a market participant would
be charged for obtaining NASDAQ market data would be tied to the extent
of that market participant's trading in the NASDAQ market. The Exchange
Act and the rules thereunder require that market data fees must be
equitable, fair, reasonable, and not unreasonably discriminatory.\15\
In this regard, the Commission has stated previously that the Exchange
Act precludes exchanges from adopting terms for market data
distribution that unfairly discriminate by favoring participants in an
exchange's market or penalizing participants in other markets.\16\ The
Commission is concerned that NASDAQ's proposal may be inconsistent with
this standard. The Commission believes that the NASDAQ proposal raises
significant legal and policy issues. Specifically, the Commission has
serious concerns as to whether NASDAQ's proposal to tie market data
fees and execution fees is consistent with the Exchange Act. The
Commission has similar concerns with respect to NASDAQ's proposal to
tie the level of transaction rebates paid to market participants to the
amount of market data they purchase.
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78s(b)(3)(C). Once the Commission temporarily
suspends a proposed rule change, Section 19(b)(3)(C) of the Act
requires that the Commission institute proceedings under Section
19(b)(2)(B) to determine whether a proposed rule change should be
approved or disapproved.
\13\ 15 U.S.C. 78s(b)(2).
\14\ 15 U.S.C. 78s(b)(2)(B). Section 19(b)(2)(B) of the Act also
provides that proceedings to determine whether to disapprove a
proposed rule change must be concluded within 180 days of the date
of publication of notice of the filing of the proposed rule change.
Id. The time for conclusion of the proceedings may be extended for
up to 60 days if the Commission finds good cause for such extension
and publishes its reasons for so finding. Id.
\15\ See infra, notes 17-24.
\16\ See Securities Exchange Act Release No. 59039 (December 2,
2008), 73 FR 74770 at 74791 (December 9, 2008) (SR-NYSEArca-2006-21)
(Order Setting Aside Action by Delegated Authority and Approving
Proposed Rule Change FRelating to NYSE Arca Data) (``NYSE Arca
Order''), vacated and remanded by NetCoalition v. SEC No. 09-1042
(DC Cir. 2010).
---------------------------------------------------------------------------
The Commission believes it is appropriate in the public interest to
institute disapproval proceedings at this time in view of the
significant legal and policy issues raised by the proposal. Institution
of disapproval proceedings does not indicate, however, that the
Commission has reached any conclusions with respect to the issues
involved. The sections of the Act and the rules thereunder that are
applicable to the proposed rule change include:
Section 6(b)(4) of the Act, which requires that the rules
of a national securities exchange ``provide for the equitable
allocation of reasonable dues, fees, and other charges among its
members and issuers and other persons using its facilities''; \17\
---------------------------------------------------------------------------
\17\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
Section 6(b)(5) of the Act, which requires that the rules
of a national securities exchange be designed to, among other things,
``remove impediments to and perfect the mechanism of a free and open
market and a national market system, and, in general, to protect
investors and the public interest'' and not be ``designed to permit
unfair discrimination between customers, issuers, brokers, or
dealers''; \18\
---------------------------------------------------------------------------
\18\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
Section 6(b)(8) of the Act,\19\ which requires that the
rules of a national securities exchange ``not impose any burden on
competition not necessary or appropriate'' in furtherance of the Act;
\20\
---------------------------------------------------------------------------
\19\ 15 U.S.C. 78f(b)(8).
\20\ 15 U.S.C. 78f(b)(8).
---------------------------------------------------------------------------
Section 11A(a) of the Act, in which Congress found that it
is in the public interest and appropriate for the protection of
investors and the maintenance of fair and orderly markets to assure
``economically efficient execution of securities transactions,'' ``fair
competition among brokers and dealers and among exchange markets,''
``the availability to brokers, dealers, and investors of information
with respect to quotations for and transactions in securities,'' and
``the practicability of brokers executing investors' orders in the best
market''; \21\
---------------------------------------------------------------------------
\21\ 15 U.S.C. 78k-1(a)(1)(C)(i)-(iv).
---------------------------------------------------------------------------
Rule 603(a)(1) of Regulation NMS, which requires any
exclusive processor that distributes information with respect to
quotations for or transactions in an NMS stock, as that term is defined
in Rule 600(b) of Regulation NMS,\22\ to a securities information
processor to ``do so on terms that are fair and reasonable''; \23\ and
---------------------------------------------------------------------------
\22\ See 17 CFR 242.600(b)(46) and (47), defining ``NMS stock''
as any NMS security other than an option and defining ``NMS
security'' 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.
\23\ 17 CFR 242.603(a)(1).
---------------------------------------------------------------------------
Rule 603(a)(2) of Regulation NMS, which requires a
national securities exchange that distributes information with respect
to quotations for or transactions in an NMS stock to a securities
information processor to ``do so on terms that are not unreasonably
discriminatory''.\24\
---------------------------------------------------------------------------
\24\ 17 CFR 242.603(a)(2).
---------------------------------------------------------------------------
VI. Commission's Solicitation of Comments
The Commission requests written views, data, and arguments with
respect to the concerns identified above as well as any other relevant
concerns. Such comments should be submitted by March 21, 2011. Rebuttal
comments should be submitted by April 4, 2011. Although there do not
appear to be any issues relevant to approval or disapproval which would
be facilitated by an oral presentation of views, data, and arguments,
the Commission will consider, pursuant to Rule 19b-4, any request for
an opportunity to make an oral presentation.\25\
---------------------------------------------------------------------------
\25\ 15 U.S.C. 78s(b)(2). Section 19(b)(2) of the Act grants the
Commission flexibility to determine what type of proceeding--either
oral or notice and opportunity for written comments--is appropriate
for consideration of a particular proposal by a self-regulatory
organization. See Securities Acts Amendments of 1975, Report of the
Senate Committee on Banking, Housing and Urban Affairs to Accompany
S. 249, S. Rep. No. 75, 94th Cong., 1st Sess. 30 (1975).
---------------------------------------------------------------------------
The Commission asks that commenters address the merit of NASDAQ's
statements in support of the proposal, in addition to any other
comments they may wish to submit about the proposed rule change.
Interested persons are invited to submit written data, views, and
arguments concerning the proposed rule change, 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/other.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2011-010 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-2011-010. The
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
[[Page 6167]]
post all comments on the Commission's Internet Web site (https://www.sec.gov/rules/other.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 publicly available. All submissions should refer to
File Number SR-NASDAQ-2011-010 and should be submitted on or before
March 21, 2011. Rebuttal comments should be submitted by April 4, 2011.
VII. Conclusion
It is therefore ordered, pursuant to Section 19(b)(3)(C) of the
Act,\26\ that File No. SR-NASDAQ-2011-010, be and hereby is,
temporarily suspended. In addition, the Commission is instituting
proceedings to determine whether the proposed rule change should be
approved or disapproved.
---------------------------------------------------------------------------
\26\ 15 U.S.C. 78s(b)(3)(C).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\27\
---------------------------------------------------------------------------
\27\ 17 CFR 200.30-3(a)(57) and (58).
---------------------------------------------------------------------------
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011-2376 Filed 2-2-11; 8:45 am]
BILLING CODE 8011-01-P