Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to Rebates and Fees in Penny Pilot and Non-Penny Pilot Options, 20420-20422 [2011-8627]
Download as PDF
20420
Federal Register / Vol. 76, No. 70 / Tuesday, April 12, 2011 / Notices
operative delay is consistent with the
protection of investors and the public
interest, as it will allow the pilot
program to continue uninterrupted,
thereby avoiding the investor confusion
that could result from a temporary
interruption in the pilot program.12 For
this reason, the Commission designates
the proposed rule change to be operative
upon filing.
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
change 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, as amended, is consistent with
the Act. Comments may be submitted by
any of the following methods:
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 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–NYSEAmex–2011–23, and
should be submitted on or before May
3, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Cathy H. Ahn,
Deputy Secretary.
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–NYSEAmex–2011–23. 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
srobinson on DSKHWCL6B1PROD 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–NYSEAmex–2011–23 on
the subject line.
SECURITIES AND EXCHANGE
COMMISSION
12 For the purposes only of waiving the operative
delay of this proposal, the Commission has
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
13 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 The Penny Pilot was established in March 2008
and in October 2009 was expanded and extended
through December 31, 2010. See Securities
Exchange Act Release Nos. 57579 (March 28, 2008),
73 FR 18587 (April 4, 2008) (SR–NASDAQ–2008–
026)(notice of filing and immediate effectiveness
establishing Penny Pilot); 60874 (October 23, 2009),
74 FR 56682 (November 2, 2009) (SR–NASDAQ–
2009–091) (notice of filing and immediate
effectiveness expanding and extending Penny
Pilot); 60965 (November 9, 2009), 74 FR 59292
(November 17, 2009) (SR–NASDAQ–2009–097)
(notice of filing and immediate effectiveness adding
seventy-five classes to Penny Pilot); 61455
(February 1, 2010), 75 FR 6239 (February 8, 2010)
(SR–NASDAQ–2010–013)(notice of filing and
VerDate Mar<15>2010
18:00 Apr 11, 2011
Jkt 223001
[FR Doc. 2011–8626 Filed 4–11–11; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–64210; File No. SR–
NASDAQ–2011–046]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Rebates and Fees in Penny Pilot and
Non-Penny Pilot Options
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2
notice is hereby given that on March 31,
2011, The NASDAQ Stock Market LLC
(‘‘NASDAQ’’ or ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘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
The Exchange proposes to modify
Rule 7050 governing pricing for
NASDAQ members using the NASDAQ
Options Market (‘‘NOM’’), NASDAQ’s
facility for executing and routing
standardized equity and index options.
Specifically, NOM proposes to:
(i) Modify pricing for the Penny Pilot 3
Options with respect to the Customer
Rebate to Add Liquidity; 4 and (ii)
modify pricing for both Penny Pilot
Options and All Other Options with
respect to the Fees for Removing
Liquidity.5
While changes pursuant to this
proposal are effective upon filing, the
Exchange has designated these changes
to be operative for transactions on April
1, 2011.
The text of the proposed rule change
is set forth below. Proposed new text is
in italics and deleted text is in brackets.
*
*
*
*
*
7050. NASDAQ Options Market
The following charges shall apply to
the use of the order execution and
routing services of the NASDAQ
Options Market for all securities.
(1) Fees for Execution of Contracts on
the NASDAQ Options Market
April 6, 2011.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
PO 00000
Frm 00116
Fmt 4703
Sfmt 4703
immediate effectiveness adding seventy-five classes
to Penny Pilot); and 62029 (May 4, 2010), 75 FR
25895 (May 10, 2010) (SR–NASDAQ–2010–
053)(notice of filing and immediate effectiveness
adding seventy-five classes to Penny Pilot). See also
Exchange Rule Chapter VI, Section 5.
4 An order that adds liquidity is one that is
entered into NOM and rests on the NOM book.
5 An order that removes liquidity is one that is
entered into NOM and that executes against an
order resting on the NOM book.
E:\FR\FM\12APN1.SGM
12APN1
20421
Federal Register / Vol. 76, No. 70 / Tuesday, April 12, 2011 / Notices
FEES AND REBATES
[Per executed contract]
Customer
Penny Pilot Options:
Rebate to Add Liquidity ............................................................................
Fee for Removing Liquidity .......................................................................
NDX and MNX:
Rebate to Add Liquidity ............................................................................
Fee for Removing Liquidity .......................................................................
All Other Options:
Fee for Adding Liquidity ...........................................................................
Fee for Removing Liquidity .......................................................................
Rebate to Add Liquidity ............................................................................
(2) No Change
(3) No Change
(4) No Change
*
*
*
*
*
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
www.nasdaq.cchwallstreet.com, at the
principal office of the Exchange, 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, the
Exchange included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant aspects of such
statements.
srobinson on DSKHWCL6B1PROD with NOTICES
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
NASDAQ is proposing to modify Rule
7050 governing the rebates and fees
assessed for options orders entered into
NOM. Specifically, NASDAQ is
proposing to modify pricing for the
Penny Pilot Options with respect to the
Customer Rebate to Add Liquidity and
also modify both Penny Pilot Options
and All Other Options with respect to
the Customer Fees for Removing
Liquidity.
Customer Rebate To Add Liquidity
The Exchange currently pays a Rebate
to Add Liquidity of $0.32 per executed
contract to members providing liquidity
through NOM in options included in the
VerDate Mar<15>2010
18:00 Apr 11, 2011
Jkt 223001
$0.10
0.45
$0.25
0.45
$0.30
0.45
0.10
0.50
0.10
0.50
0.10
0.50
0.20
0.40
0.00
0.4[3]5
0.20
0.45
0.45
0.00
0.45
0.45
0.00
0.30
0.45
0.00
Customer Fees for Removing Liquidity
The Exchange assesses a Fee for
Removing Liquidity of $0.43 per
executed contract to members removing
liquidity through NOM in options
included both the Penny Pilot and All
Other Options and in the clearing
capacity of ‘‘Customer.’’ The Exchange
proposes to amend these fees so that a
Customer would pay a Fee to Remove
Liquidity of $0.45 per contract.7 The
Exchange is proposing to uniformly
assess all market participants the same
fee to remove liquidity.
While changes pursuant to this
proposal are effective upon filing, the
Exchange has designated these changes
to be operative for transactions on April
1, 2011.
2. Statutory Basis
NASDAQ believes that the proposed
rule changes are consistent with the
provisions of Section 6 of the Act,8 in
general, and with Section 6(b)(4) of the
Act,9 in particular, in that it provides for
the equitable allocation of reasonable
dues, fees and other charges among
members and issuers and other persons
6 A Firm would continue to receive $0.10 per
contract, a Non-NOM Market Maker would
continue to receive $0.25 per contract and a NOM
Market Makers would continue to receive $0.30 per
contract to add liquidity.
7 A Firm, Non-NOM Market Makers and NOM
Market Makers would continue to be assessed $0.45
per contract for removing liquidity.
8 15 U.S.C. 78f.
9 15 U.S.C. 78f(b)(4).
Frm 00117
Fmt 4703
Sfmt 4703
NOM market
maker
$0.3[2]6
0.4[3]5
Penny Pilot and in the clearing capacity
of ‘‘Customer.’’ The Exchange proposes
to amend this rebate so that a Customer
would receive a Rebate to Add Liquidity
of $0.36 per contract.6 The Exchange
believes that this increase in the Rebate
to Add Liquidity would serve to
incentivize Customers to add greater
liquidity to the options listed for trading
on NOM.
PO 00000
Non-NOM
market maker
Firm
using any facility or system which
NASDAQ operates or controls.
The Exchange believes that the
proposed increase in the Customer
Rebate to Add Liquidity in the Penny
Pilot Options is both equitable and
reasonable because the Exchange is
seeking to provide the appropriate
incentives to broker-dealers acting as
agent for Customer orders to select the
Exchange as a venue to post Customer
orders. The Exchange believes that the
proposed increase in the rebate is also
reasonable because the rebate is
consistent with other rebates being paid
at the BATS Exchange, Inc. (‘‘BATS’’) for
orders that add liquidity to the BATS
Options book.10
The Exchange believes that the
proposed increase in the Fee to Remove
Liquidity for Customers in both the
Penny Pilot Options and All Other
Options is both reasonable and
equitable because the Exchange would
uniformly assess a $0.45 per contract
Fee to Remove Liquidity on all market
participants.
The Exchange believes its proposal to
increase the Fee for Adding Liquidity
for Customers in both the Penny Pilot
Options and All Other Options is also
reasonable because the fees are within
the range of fees assessed by other
exchanges employing similar pricing
schemes. Specifically, NYSE Arca, Inc.
(‘‘NYSE Arca’’) assesses a customer fee
for taking liquidity of $0.45 for
electronic executions in penny pilot
issues and foreign currency options and
assesses a firm and broker dealer
standard execution fee of $0.50 for
electronic executions in options not
included in the penny pilot.11
The Exchange operates in a highly
competitive market comprised of nine
U.S. options exchanges in which
sophisticated and knowledgeable
market participants can readily send
order flow to competing exchanges if
10 See
11 See
E:\FR\FM\12APN1.SGM
BATS’ BZX Exchange Fee Schedule.
NYSE Arca’s Fee Schedule.
12APN1
20422
Federal Register / Vol. 76, No. 70 / Tuesday, April 12, 2011 / Notices
they deem fee levels at a particular
exchange to be excessive. The Exchange
believes that the proposed rebate and
fees are competitive and similar with
rebates and fees in place on other
exchanges. The Exchange believes that
this competitive marketplace impacts
the rebates and fees present on the
Exchange today and substantially
influences the proposals set forth above.
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 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
No written comments were either
solicited or 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; 12 and
paragraph (f)(2) of Rule 19b–4 13
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:
All submissions should refer to File
Number SR–NASDAQ–2011–046. This
file number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro/shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official
business days between the hours of
10 a.m. and 3 p.m. Copies of such filing
also will be available for inspection and
copying at the principal office of 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 No. SR–NASDAQ–
2011–046 and should be submitted on
or before May 3, 2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Cathy H. Ahn,
Deputy Secretary.
[FR Doc. 2011–8627 Filed 4–11–11; 8:45 am]
BILLING CODE 8011–01–P
srobinson on DSKHWCL6B1PROD 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–2011–046 on the
subject line.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–64209; File No. SR–
NYSEArca–2011–14]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending NYSE Arca
Equities Rule 7.11, Trading Pauses in
Individual Securities Due to
Extraordinary Market Volatility, To
Extend the Effective Date of the Pilot
Until the Earlier of August 11, 2011 or
the Date on Which a Limit Up/Limit
Down Mechanism To Address
Extraordinary Market Volatility, if
Adopted, Applies
April 6, 2011.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b-4 thereunder,3
notice is hereby given that on March 31,
2011, NYSE Arca, Inc. (the ‘‘Exchange’’
or ‘‘NYSE Arca’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
change as described in Items I and II
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
The Exchange proposes to amend
NYSE Arca Equities Rule 7.11, which
provides for trading pauses in
individual securities due to
extraordinary market volatility, to
extend the effective date of the pilot by
which such rule operates from the
current scheduled expiration date of
April 11, 2011, until the earlier of
August 11, 2011 or the date on which
a limit up/limit down mechanism to
address extraordinary market volatility,
if adopted, applies. The text of the
proposed rule change is available at the
Exchange, the Commission’s Public
Reference Room, and https://
www.nyse.com.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
1 15
12 15
U.S.C. 78s(b)(3)(A)(ii).
13 17 CFR 240.19b–4(f)(2).
VerDate Mar<15>2010
18:00 Apr 11, 2011
U.S.C.78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
14 17
Jkt 223001
PO 00000
CFR 200.30–3(a)(12).
Frm 00118
Fmt 4703
Sfmt 4703
E:\FR\FM\12APN1.SGM
12APN1
Agencies
[Federal Register Volume 76, Number 70 (Tuesday, April 12, 2011)]
[Notices]
[Pages 20420-20422]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-8627]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-64210; File No. SR-NASDAQ-2011-046]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Relating to Rebates and Fees in Penny Pilot and Non-Penny Pilot Options
April 6, 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 March 31, 2011, The NASDAQ Stock Market LLC (``NASDAQ'' or
``Exchange'') filed with the Securities and Exchange Commission
(``SEC'' or ``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.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to modify Rule 7050 governing pricing for
NASDAQ members using the NASDAQ Options Market (``NOM''), NASDAQ's
facility for executing and routing standardized equity and index
options. Specifically, NOM proposes to: (i) Modify pricing for the
Penny Pilot \3\ Options with respect to the Customer Rebate to Add
Liquidity; \4\ and (ii) modify pricing for both Penny Pilot Options and
All Other Options with respect to the Fees for Removing Liquidity.\5\
---------------------------------------------------------------------------
\3\ The Penny Pilot was established in March 2008 and in October
2009 was expanded and extended through December 31, 2010. See
Securities Exchange Act Release Nos. 57579 (March 28, 2008), 73 FR
18587 (April 4, 2008) (SR-NASDAQ-2008-026)(notice of filing and
immediate effectiveness establishing Penny Pilot); 60874 (October
23, 2009), 74 FR 56682 (November 2, 2009) (SR-NASDAQ-2009-091)
(notice of filing and immediate effectiveness expanding and
extending Penny Pilot); 60965 (November 9, 2009), 74 FR 59292
(November 17, 2009) (SR-NASDAQ-2009-097) (notice of filing and
immediate effectiveness adding seventy-five classes to Penny Pilot);
61455 (February 1, 2010), 75 FR 6239 (February 8, 2010) (SR-NASDAQ-
2010-013)(notice of filing and immediate effectiveness adding
seventy-five classes to Penny Pilot); and 62029 (May 4, 2010), 75 FR
25895 (May 10, 2010) (SR-NASDAQ-2010-053)(notice of filing and
immediate effectiveness adding seventy-five classes to Penny Pilot).
See also Exchange Rule Chapter VI, Section 5.
\4\ An order that adds liquidity is one that is entered into NOM
and rests on the NOM book.
\5\ An order that removes liquidity is one that is entered into
NOM and that executes against an order resting on the NOM book.
---------------------------------------------------------------------------
While changes pursuant to this proposal are effective upon filing,
the Exchange has designated these changes to be operative for
transactions on April 1, 2011.
The text of the proposed rule change is set forth below. Proposed
new text is in italics and deleted text is in brackets.
* * * * *
7050. NASDAQ Options Market
The following charges shall apply to the use of the order execution
and routing services of the NASDAQ Options Market for all securities.
(1) Fees for Execution of Contracts on the NASDAQ Options Market
[[Page 20421]]
Fees and Rebates
[Per executed contract]
----------------------------------------------------------------------------------------------------------------
Non-NOM market NOM market
Customer Firm maker maker
----------------------------------------------------------------------------------------------------------------
Penny Pilot Options:
Rebate to Add Liquidity..................... $0.3[2]6 $0.10 $0.25 $0.30
Fee for Removing Liquidity.................. 0.4[3]5 0.45 0.45 0.45
NDX and MNX:
Rebate to Add Liquidity..................... 0.10 0.10 0.10 0.20
Fee for Removing Liquidity.................. 0.50 0.50 0.50 0.40
All Other Options:
Fee for Adding Liquidity.................... 0.00 0.45 0.45 0.30
Fee for Removing Liquidity.................. 0.4[3]5 0.45 0.45 0.45
Rebate to Add Liquidity..................... 0.20 0.00 0.00 0.00
----------------------------------------------------------------------------------------------------------------
(2) No Change
(3) No Change
(4) No Change
* * * * *
The text of the proposed rule change is available on the Exchange's
Web site at https://www.nasdaq.cchwallstreet.com, at the principal
office of the Exchange, 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, the Exchange included statements
concerning the purpose of, and basis for, the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
Sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
NASDAQ is proposing to modify Rule 7050 governing the rebates and
fees assessed for options orders entered into NOM. Specifically, NASDAQ
is proposing to modify pricing for the Penny Pilot Options with respect
to the Customer Rebate to Add Liquidity and also modify both Penny
Pilot Options and All Other Options with respect to the Customer Fees
for Removing Liquidity.
Customer Rebate To Add Liquidity
The Exchange currently pays a Rebate to Add Liquidity of $0.32 per
executed contract to members providing liquidity through NOM in options
included in the Penny Pilot and in the clearing capacity of
``Customer.'' The Exchange proposes to amend this rebate so that a
Customer would receive a Rebate to Add Liquidity of $0.36 per
contract.\6\ The Exchange believes that this increase in the Rebate to
Add Liquidity would serve to incentivize Customers to add greater
liquidity to the options listed for trading on NOM.
---------------------------------------------------------------------------
\6\ A Firm would continue to receive $0.10 per contract, a Non-
NOM Market Maker would continue to receive $0.25 per contract and a
NOM Market Makers would continue to receive $0.30 per contract to
add liquidity.
---------------------------------------------------------------------------
Customer Fees for Removing Liquidity
The Exchange assesses a Fee for Removing Liquidity of $0.43 per
executed contract to members removing liquidity through NOM in options
included both the Penny Pilot and All Other Options and in the clearing
capacity of ``Customer.'' The Exchange proposes to amend these fees so
that a Customer would pay a Fee to Remove Liquidity of $0.45 per
contract.\7\ The Exchange is proposing to uniformly assess all market
participants the same fee to remove liquidity.
---------------------------------------------------------------------------
\7\ A Firm, Non-NOM Market Makers and NOM Market Makers would
continue to be assessed $0.45 per contract for removing liquidity.
---------------------------------------------------------------------------
While changes pursuant to this proposal are effective upon filing,
the Exchange has designated these changes to be operative for
transactions on April 1, 2011.
2. Statutory Basis
NASDAQ believes that the proposed rule changes are consistent with
the provisions of Section 6 of the Act,\8\ in general, and with Section
6(b)(4) of the Act,\9\ 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.
---------------------------------------------------------------------------
\8\ 15 U.S.C. 78f.
\9\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
The Exchange believes that the proposed increase in the Customer
Rebate to Add Liquidity in the Penny Pilot Options is both equitable
and reasonable because the Exchange is seeking to provide the
appropriate incentives to broker-dealers acting as agent for Customer
orders to select the Exchange as a venue to post Customer orders. The
Exchange believes that the proposed increase in the rebate is also
reasonable because the rebate is consistent with other rebates being
paid at the BATS Exchange, Inc. (``BATS'') for orders that add
liquidity to the BATS Options book.\10\
---------------------------------------------------------------------------
\10\ See BATS' BZX Exchange Fee Schedule.
---------------------------------------------------------------------------
The Exchange believes that the proposed increase in the Fee to
Remove Liquidity for Customers in both the Penny Pilot Options and All
Other Options is both reasonable and equitable because the Exchange
would uniformly assess a $0.45 per contract Fee to Remove Liquidity on
all market participants.
The Exchange believes its proposal to increase the Fee for Adding
Liquidity for Customers in both the Penny Pilot Options and All Other
Options is also reasonable because the fees are within the range of
fees assessed by other exchanges employing similar pricing schemes.
Specifically, NYSE Arca, Inc. (``NYSE Arca'') assesses a customer fee
for taking liquidity of $0.45 for electronic executions in penny pilot
issues and foreign currency options and assesses a firm and broker
dealer standard execution fee of $0.50 for electronic executions in
options not included in the penny pilot.\11\
---------------------------------------------------------------------------
\11\ See NYSE Arca's Fee Schedule.
---------------------------------------------------------------------------
The Exchange operates in a highly competitive market comprised of
nine U.S. options exchanges in which sophisticated and knowledgeable
market participants can readily send order flow to competing exchanges
if
[[Page 20422]]
they deem fee levels at a particular exchange to be excessive. The
Exchange believes that the proposed rebate and fees are competitive and
similar with rebates and fees in place on other exchanges. The Exchange
believes that this competitive marketplace impacts the rebates and fees
present on the Exchange today and substantially influences the
proposals set forth above.
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 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
No written comments were either solicited or 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; \12\ and paragraph (f)(2) of Rule 19b-4
\13\ 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.
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78s(b)(3)(A)(ii).
\13\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
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-2011-046 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-2011-046. This
file number should be included on the subject line if e-mail is used.
To help the Commission process and review your comments more
efficiently, please use only one method. The Commission will post all
comments on the Commission's Internet Web site (https://www.sec.gov/rules/sro/shtml). Copies of the submission, all subsequent amendments,
all written statements with respect to the proposed rule change that
are filed with the Commission, and all written communications relating
to the proposed rule change between the Commission and any person,
other than those that may be withheld from the public in accordance
with the provisions of 5 U.S.C. 552, will be available for Web site
viewing and printing in the Commission's Public Reference Room, 100 F
Street, NE., Washington, DC 20549, on official business days between
the hours of 10 a.m. and 3 p.m. Copies of such filing also will be
available for inspection and copying at the principal office of 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 No. SR-NASDAQ-
2011-046 and should be submitted on or before May 3, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
---------------------------------------------------------------------------
\14\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Cathy H. Ahn,
Deputy Secretary.
[FR Doc. 2011-8627 Filed 4-11-11; 8:45 am]
BILLING CODE 8011-01-P