Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Notice of Filing of Proposed Rule Change To Create an Exemption From Certain Reporting Obligations Under the Equity Trade Reporting Rules for Certain Alternative Trading Systems, 60567-60569 [2011-25072]
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Federal Register / Vol. 76, No. 189 / Thursday, September 29, 2011 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–25071 Filed 9–28–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65388; File No. SR–FINRA–
2011–051]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing of
Proposed Rule Change To Create an
Exemption From Certain Reporting
Obligations Under the Equity Trade
Reporting Rules for Certain Alternative
Trading Systems
September 23, 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
September 16, 2011, the Financial
Industry Regulatory Authority, Inc.
(‘‘FINRA’’) filed with the Securities and
Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by FINRA. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
tkelley on DSKG8SOYB1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
FINRA is proposing to adopt new
Rules 6183 and 6625 to provide FINRA
with authority to exempt a member
alternative trading system (‘‘ATS’’) that
meets the specified criteria from the
trade reporting obligation under the
equity trade reporting rules. In addition,
FINRA is proposing a conforming
change to Rule 9610 to specify that
FINRA has exemptive authority under
proposed Rules 6183 and 6625.
The text of the proposed rule change
is available on FINRA’s Web site at
https://www.finra.org, at the principal
office of FINRA and at the
Commission’s Public Reference Room.
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
FINRA included statements concerning
the purpose of and basis for the
proposed rule change and discussed any
comments it received on the proposed
rule change. The text of these statements
may be examined at the places specified
in Item IV below. FINRA has prepared
summaries, set forth in sections A, B,
and C below, of the most significant
aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
FINRA trade reporting rules require
that over-the-counter (‘‘OTC’’)
transactions in equity securities 3
between members be reported to FINRA
by the ‘‘executing party.’’ 4 ‘‘Executing
party’’ is defined as the member that
receives an order for handling or
execution or is presented an order
against its quote, does not subsequently
re-route the order, and executes the
transaction. An ATS, which term
includes electronic communications
networks, is the ‘‘executing party’’ and
has the trade reporting obligation where
the transaction is executed on the ATS.5
FINRA is proposing to adopt new
Rules 6183 and 6625 to provide FINRA
with authority to exempt, upon
application and subject to specified
terms and conditions, a member ATS
from the trade reporting obligation
under certain limited circumstances.
FINRA will only grant an exemption
3 Specifically, these transactions are: (1)
Transactions in NMS stocks, as defined in SEC Rule
600(b) of Regulation NMS, effected otherwise than
on an exchange, which are reported through the
Alternative Display Facility or a Trade Reporting
Facility; and (2) transactions in OTC Equity
Securities and Restricted Equity Securities, as those
terms are defined in Rule 6420, which are reported
through the OTC Reporting Facility.
FINRA notes that the proposed rule change
applies to OTC transactions in equity securities
only. It does not apply to TRACE-eligible securities,
nor does it impact the reporting rules applicable to
transactions in TRACE-eligible securities, which are
subject to a separate reporting structure under the
Rule 6700 Series.
4 See Rules 6282(b), 6380A(b), 6380B(b) and
6622(b). For transactions between a member and a
non-member or customer, the member must report
the trade.
5 See Securities Exchange Act Release No. 58903
(November 5, 2008), 73 FR 67905 (November 17,
2008) (Order Approving File No. SR–FINRA–2008–
011); and Regulatory Notice 09–08 (January 2009).
See also, e.g., Trade Reporting Frequently Asked
Questions, Sections 307 and 308, available at https://
www.finra.org/Industry/Regulation/Guidance/
P038942.
PO 00000
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60567
where all of the conditions set forth in
the proposed rule are satisfied.
First, trades must be between ATS
subscribers that are both FINRA
members. For any trades between nonmembers or a FINRA member and a
non-member, the exemption will not
apply, and the ATS will have the trade
reporting obligation under FINRA rules.
The ATS also must demonstrate that
it meets the following criteria. First, the
member subscribers must be fully
disclosed to one another at all times on
the ATS. Second, although the system
brings together the orders of buyers and
sellers and uses established, nondiscretionary methods under which
such orders interact with each other, the
system does not permit automatic
execution. A member subscriber must
take affirmative steps beyond the
submission of an order to agree to a
trade with another member subscriber.
Third, the trade does not pass through
any ATS account, and the ATS does not
in any way hold itself out to be a party
to the trade. Fourth, the ATS does not
exchange shares or funds on behalf of
the member subscribers, take either side
of the trade for clearing or settlement
purposes, including, but not limited to,
at DTC or otherwise, or in any other way
insert itself into the trade.
In addition, the ATS and the member
subscribers must acknowledge and agree
in writing that the ATS shall not be
deemed a party to the trade for purposes
of trade reporting and that trades shall
be reported by the member subscriber
that, as between the two member
subscribers, would satisfy the definition
of ‘‘executing party’’ under FINRA trade
reporting rules. An ATS that is granted
an exemption must obtain such written
agreements from all of its member
subscribers prior to relying on the
exemption.6
Finally, the ATS must agree to
provide to FINRA on a monthly basis,
or such other basis as prescribed by
FINRA, data relating to the volume of
trades by security executed by the ATS’s
member subscribers using the ATS’s
system (e.g., number of trades, number
of shares traded and total settlement
value for each security traded).
Importantly, although an ATS exempted
under the proposed rule will not have
trade reporting obligations under FINRA
rules, the trading occurring through the
ATS is still considered volume of the
ATS for purposes of, among other
6 FINRA reminds members of their books and
records obligations under FINRA rules, the
Exchange Act and applicable Exchange Act rules.
Thus, any ATS that is granted an exemption under
the proposed rule change would be required to
retain the written agreements and be able to
produce them to FINRA upon request.
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Federal Register / Vol. 76, No. 189 / Thursday, September 29, 2011 / Notices
tkelley on DSKG8SOYB1PROD with NOTICES
things, the recordkeeping requirements
of Rule 302 of SEC Regulation ATS 7
and determining whether the ATS
triggers the Fair Access requirements
under Rule 301(b)(5) of Regulation ATS
or the Capacity, Integrity and Security of
Automated Systems requirements of
Rule 301(b)(6) of Regulation ATS. The
ATS also must acknowledge that failure
to report such data to FINRA, in
addition to constituting a violation of
FINRA rules, will result in revocation of
any exemption granted pursuant to the
proposed rule change.
Where an exemption is granted, the
ATS will not be deemed a party to the
trade for purposes of FINRA trade
reporting rules and will not be
identified in trade reports submitted to
FINRA. As expressly stated in the
proposed rule, the trade must be
reported to FINRA by the member
subscriber that, as between the two
member subscribers, satisfies the
definition of ‘‘executing party’’ under
paragraph (b) of Rules 6282, 6380A,
6380B or 6622.8 For example, FINRA
member BD1 displays a quote through
ATS X and member BD2 routes an order
to BD1 for the price and size of BD1’s
quote using a messaging system
provided by ATS X. BD1 does not
subsequently re-route the order and
executes the trade. Assuming that ATS
X meets all of the criteria set forth in the
proposed rule and has been granted an
exemption by FINRA, it will not be
deemed a party to the trade for trade
reporting purposes and should not be
identified as such in the trade report
submitted to FINRA. In this example,
BD1 is the ‘‘executing party’’ and has
the obligation to report the trade
between BD1 and BD2.
FINRA believes that the proposed rule
change will reduce potential confusion
and possible misreporting by clearly
identifying the member with the trade
reporting obligation in this instance.
FINRA believes that an ATS that
satisfies all conditions of the proposed
rule change has a more limited
involvement in the trade execution than
the member subscribers and therefore
the proposed exemption is appropriate
in this narrow instance. FINRA expects
that a large majority of ATSs will not
qualify for the exemption, and the
proposed rule change will not result in
a change to their reporting. These ATSs
7 17
CFR 242.300–303.
notes that where an ATS has been
granted an exemption under the proposed rule, the
member subscribers, as the parties identified in the
trade report, will be assessed regulatory transaction
fees under Section 3 of Schedule A to the FINRA
By-Laws and the Trading Activity Fee under FINRA
By-Laws, Schedule A, § 1(b)(2). The ATS will not
be assessed such fees.
8 FINRA
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will continue to report, as ‘‘executing
party,’’ trades that are matched and
executed on their systems.
FINRA also is proposing a conforming
change to Rule 9610 to add proposed
Rules 6183 and 6625 to the list of rules
pursuant to which FINRA has
exemptive authority.
FINRA is proposing that the proposed
rule change will be effective on the date
of Commission approval.
2. Statutory Basis
FINRA believes that the proposed rule
change is consistent with the provisions
of Section 15A(b)(6) of the Act,9 which
requires, among other things, that
FINRA rules be designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, and, in general, to
protect investors and the public interest.
FINRA believes that the proposed rule
change will reduce potential confusion
and possible misreporting and enhance
market transparency by clearly
identifying the member with the trade
reporting obligation (i.e., the party to the
trade that meets the definition of
‘‘executing party’’ for purposes of trade
reporting to FINRA).
B. Self-Regulatory Organization’s
Statement on Burden on Competition
FINRA 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.
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
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the self-regulatory
organization consents, the Commission
will:
(A) By order approve or disapprove
such proposed rule change, or
(B) Institute proceedings to determine
whether the proposed rule change
should be disapproved.
9 15
PO 00000
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–FINRA–2011–051 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–FINRA–2011–051. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street, NE.,
Washington, DC 20549, on official
business days between the hours of 10
a.m. and 3 p.m. Copies of such filing
also will be available for inspection and
copying at the principal office of
FINRA. All comments received will be
posted without change; the Commission
does not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR–FINRA–2011–051 and
should be submitted on or before
October 20, 2011.
U.S.C. 78o–3(b)(6).
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Federal Register / Vol. 76, No. 189 / Thursday, September 29, 2011 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011–25072 Filed 9–28–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65387; File No. SR–BX–
2011–034]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Order
Approving Proposed Rule Change
Amending Chapter V, Section 31 of the
Rules of the Boston Options Exchange
Group, LLC To Establish Facilitation
and Solicitation Auction Mechanisms
September 23, 2011.
tkelley on DSKG8SOYB1PROD with NOTICES
I. Introduction
On June 17, 2011, NASDAQ OMX BX,
Inc. (‘‘BX’’ 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 Chapter V (Doing Business on
BOX), Section 31 (Block Trading) of the
Rules of the Boston Options Exchange
Group, LLC (‘‘BOX’’), to establish
facilitation and solicitation auction
mechanisms. The proposed rule change
was published for comment in the
Federal Register on June 29, 2011.3 The
Commission received no comments on
the proposal. This order approves the
proposed rule change.
II. Description of the Proposal
Facilitation Auction—The Facilitation
Auction will allow Order Flow
Providers (‘‘OFPs’’) on BOX to enter
crossing transactions in which an OFP
represents, as agent, an order (‘‘Agency
Order’’) of 50 contracts or more and (a)
is trading against the Agency Order as
principal, and/or (b) has solicited an
order to take the opposite side of the
Agency Order. To utilize the Facilitation
Auction, an OFP must be willing to
execute the entire size of the Agency
Order through the submission of a
contra ‘‘Facilitation Order.’’
Upon the entry of an Agency Order
and Facilitation Order into the
Facilitation Auction, a broadcast
message, which will include the
proposed execution price of the cross
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 64734
(June 23, 2011), 76 FR 38226 (‘‘Notice’’).
1 15
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(the ‘‘Facilitation Price’’), will be sent to
Options Participants giving them one
second to enter responses
(‘‘Responses’’) 4 with the prices and
sizes at which they would be willing to
participate in the facilitation opposite
the Agency Order. At the end of the one
second period for the entry of
Responses, the Agency Order will be
automatically executed, as follows:
Unless there is sufficient size to
execute the entire Agency Order at a
price better than the Facilitation Price,
Public Customer bids (offers) and Public
Customer Responses on BOX at the time
the Agency Order is executed that are
priced higher (lower) than the
Facilitation Price will be executed at the
facilitation price. Non-Public Customer
and Market Maker bids (offers) and NonPublic Customer and Market Maker
Responses on BOX at the time the
Agency Order is executed that are
priced higher (lower) than the
Facilitation Price will be executed
against the Agency Order at their stated
price.
The facilitating OFP will execute at
least forty percent of the original size of
the Facilitation Order, but only after
better-priced bids (offers) and Responses
on BOX, as well as Public Customer
bids (offers) and Responses at the
facilitation price, are executed in full.
After the facilitating OFP has executed
its forty percent, Non-Public Customer
and Market Maker bids (offers) and
Responses on BOX at the Facilitation
Price will participate in the execution of
the Agency Order based upon price and
time priority.5
Solicitation Auction—The Solicitation
Auction will allow OFPs to attempt to
execute Agency Orders of 500 or more
contracts against contra orders that the
OFP has solicited (‘‘Solicited Orders’’).6
Executions will occur only if the price
is at or between the national best bid or
offer (‘‘NBBO’’). Each Agency Order
entered into the Solicitation Auction
must be an all-or-none order.
When a proposed solicited cross is
entered into the Solicitation Auction,
BOX will broadcast a message, which
will include the proposed execution
price of the cross, to Options
Participants, and they will have one
second to enter Responses with the
prices and sizes at which they would be
willing to participate in the execution of
4 Responses are permitted to be entered on behalf
of any customer.
5 The Exchange provided a more detailed
explanation regarding the Facilitation Auction in
the Notice. See Notice, supra note 3.
6 The Exchange provided a more detailed
explanation of how the Solicitation Auction will
work, with examples, in the Notice. See Notice,
supra note 3.
PO 00000
Frm 00123
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60569
the Agency Order. At the end of the one
second period for the entry of
Responses, the Agency Order will be
automatically executed in full or
cancelled.
The Agency Order will be executed
against the Solicited Order at the
proposed execution price unless (a)
There is sufficient size to execute the
entire Agency Order at a better price or
prices, or (b) there is a Public Customer
order resting on the BOX Book at a price
equal to or better than the proposed
execution price within the depth of the
BOX Book that would have traded with
the Agency Order if the Agency Order
had been submitted to the BOX Book
instead of to the mechanism (a ‘‘Book
Priority Public Customer Order’’).7
If there is sufficient size to execute the
entire Agency Order at a better price or
prices at the time of execution, the
Agency Order will be executed at the
improved price(s) and the Solicited
Order will be cancelled. The aggregate
size of all bids (offers) and Responses at
each price will be used to determine
whether the entire Agency Order can be
executed at an improved price (or
prices).8
If there is not sufficient size to
execute the entire Agency Order at a
better price or prices, whether the
Agency Order will be executed against
the Solicited Order at the proposed
execution price depends on whether
there is one or more Book Priority
Public Customer Order(s) on the BOX
Book at the time of execution. If no such
Book Priority Public Customer Orders
are on the BOX Book at the time of
execution, the Agency Order will be
executed against the Solicited Order at
the proposed execution price.9
However, if there is one or more Book
Priority Public Customer Orders on the
Book, then BOX will calculate whether
sufficient size exists to execute the
Agency Order at its proposed price. In
making this calculation, the Exchange
will include the aggregate size of all
bids (offers) on the BOX Book at or
better than the proposed execution price
but exclude Responses.10
7 See chapter V, Section 31(b)(ii)(1) of the BOX
Rules.
8 See chapter V, section 31(b)(ii)(3) of the BOX
Rules.
9 See chapter V, section 31(b)(ii)(1) of the BOX
Rules. In addition, the Agency Order will not be
executed against the Solicited Order unless the
execution price is equal to or better than the NBBO
at the time of execution. If an execution would take
place at a price that is inferior to the best bid or
offer on BOX or the NBBO, both the Solicited Order
and Agency Order will be cancelled. Id. Thus, a
Solicited Order cannot trade through a better price
on an away market or on the BOX Book.
10 See chapter V, section 31(b)(ii)(2) of the BOX
Rules.
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Agencies
[Federal Register Volume 76, Number 189 (Thursday, September 29, 2011)]
[Notices]
[Pages 60567-60569]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-25072]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65388; File No. SR-FINRA-2011-051]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Notice of Filing of Proposed Rule Change To Create an
Exemption From Certain Reporting Obligations Under the Equity Trade
Reporting Rules for Certain Alternative Trading Systems
September 23, 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 September 16, 2011, the Financial Industry Regulatory Authority,
Inc. (``FINRA'') filed with the Securities and Exchange Commission
(``SEC'' or ``Commission'') the proposed rule change as described in
Items I, II, and III below, which Items have been prepared by FINRA.
The Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
FINRA is proposing to adopt new Rules 6183 and 6625 to provide
FINRA with authority to exempt a member alternative trading system
(``ATS'') that meets the specified criteria from the trade reporting
obligation under the equity trade reporting rules. In addition, FINRA
is proposing a conforming change to Rule 9610 to specify that FINRA has
exemptive authority under proposed Rules 6183 and 6625.
The text of the proposed rule change is available on FINRA's Web
site at https://www.finra.org, at the principal office of FINRA and at
the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, FINRA included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. FINRA has prepared summaries, set forth in sections A,
B, and C below, of the most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
FINRA trade reporting rules require that over-the-counter (``OTC'')
transactions in equity securities \3\ between members be reported to
FINRA by the ``executing party.'' \4\ ``Executing party'' is defined as
the member that receives an order for handling or execution or is
presented an order against its quote, does not subsequently re-route
the order, and executes the transaction. An ATS, which term includes
electronic communications networks, is the ``executing party'' and has
the trade reporting obligation where the transaction is executed on the
ATS.\5\
---------------------------------------------------------------------------
\3\ Specifically, these transactions are: (1) Transactions in
NMS stocks, as defined in SEC Rule 600(b) of Regulation NMS,
effected otherwise than on an exchange, which are reported through
the Alternative Display Facility or a Trade Reporting Facility; and
(2) transactions in OTC Equity Securities and Restricted Equity
Securities, as those terms are defined in Rule 6420, which are
reported through the OTC Reporting Facility.
FINRA notes that the proposed rule change applies to OTC
transactions in equity securities only. It does not apply to TRACE-
eligible securities, nor does it impact the reporting rules
applicable to transactions in TRACE-eligible securities, which are
subject to a separate reporting structure under the Rule 6700
Series.
\4\ See Rules 6282(b), 6380A(b), 6380B(b) and 6622(b). For
transactions between a member and a non-member or customer, the
member must report the trade.
\5\ See Securities Exchange Act Release No. 58903 (November 5,
2008), 73 FR 67905 (November 17, 2008) (Order Approving File No. SR-
FINRA-2008-011); and Regulatory Notice 09-08 (January 2009). See
also, e.g., Trade Reporting Frequently Asked Questions, Sections 307
and 308, available at https://www.finra.org/Industry/Regulation/Guidance/P038942.
---------------------------------------------------------------------------
FINRA is proposing to adopt new Rules 6183 and 6625 to provide
FINRA with authority to exempt, upon application and subject to
specified terms and conditions, a member ATS from the trade reporting
obligation under certain limited circumstances. FINRA will only grant
an exemption where all of the conditions set forth in the proposed rule
are satisfied.
First, trades must be between ATS subscribers that are both FINRA
members. For any trades between non-members or a FINRA member and a
non-member, the exemption will not apply, and the ATS will have the
trade reporting obligation under FINRA rules.
The ATS also must demonstrate that it meets the following criteria.
First, the member subscribers must be fully disclosed to one another at
all times on the ATS. Second, although the system brings together the
orders of buyers and sellers and uses established, non-discretionary
methods under which such orders interact with each other, the system
does not permit automatic execution. A member subscriber must take
affirmative steps beyond the submission of an order to agree to a trade
with another member subscriber. Third, the trade does not pass through
any ATS account, and the ATS does not in any way hold itself out to be
a party to the trade. Fourth, the ATS does not exchange shares or funds
on behalf of the member subscribers, take either side of the trade for
clearing or settlement purposes, including, but not limited to, at DTC
or otherwise, or in any other way insert itself into the trade.
In addition, the ATS and the member subscribers must acknowledge
and agree in writing that the ATS shall not be deemed a party to the
trade for purposes of trade reporting and that trades shall be reported
by the member subscriber that, as between the two member subscribers,
would satisfy the definition of ``executing party'' under FINRA trade
reporting rules. An ATS that is granted an exemption must obtain such
written agreements from all of its member subscribers prior to relying
on the exemption.\6\
---------------------------------------------------------------------------
\6\ FINRA reminds members of their books and records obligations
under FINRA rules, the Exchange Act and applicable Exchange Act
rules. Thus, any ATS that is granted an exemption under the proposed
rule change would be required to retain the written agreements and
be able to produce them to FINRA upon request.
---------------------------------------------------------------------------
Finally, the ATS must agree to provide to FINRA on a monthly basis,
or such other basis as prescribed by FINRA, data relating to the volume
of trades by security executed by the ATS's member subscribers using
the ATS's system (e.g., number of trades, number of shares traded and
total settlement value for each security traded). Importantly, although
an ATS exempted under the proposed rule will not have trade reporting
obligations under FINRA rules, the trading occurring through the ATS is
still considered volume of the ATS for purposes of, among other
[[Page 60568]]
things, the recordkeeping requirements of Rule 302 of SEC Regulation
ATS \7\ and determining whether the ATS triggers the Fair Access
requirements under Rule 301(b)(5) of Regulation ATS or the Capacity,
Integrity and Security of Automated Systems requirements of Rule
301(b)(6) of Regulation ATS. The ATS also must acknowledge that failure
to report such data to FINRA, in addition to constituting a violation
of FINRA rules, will result in revocation of any exemption granted
pursuant to the proposed rule change.
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\7\ 17 CFR 242.300-303.
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Where an exemption is granted, the ATS will not be deemed a party
to the trade for purposes of FINRA trade reporting rules and will not
be identified in trade reports submitted to FINRA. As expressly stated
in the proposed rule, the trade must be reported to FINRA by the member
subscriber that, as between the two member subscribers, satisfies the
definition of ``executing party'' under paragraph (b) of Rules 6282,
6380A, 6380B or 6622.\8\ For example, FINRA member BD1 displays a quote
through ATS X and member BD2 routes an order to BD1 for the price and
size of BD1's quote using a messaging system provided by ATS X. BD1
does not subsequently re-route the order and executes the trade.
Assuming that ATS X meets all of the criteria set forth in the proposed
rule and has been granted an exemption by FINRA, it will not be deemed
a party to the trade for trade reporting purposes and should not be
identified as such in the trade report submitted to FINRA. In this
example, BD1 is the ``executing party'' and has the obligation to
report the trade between BD1 and BD2.
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\8\ FINRA notes that where an ATS has been granted an exemption
under the proposed rule, the member subscribers, as the parties
identified in the trade report, will be assessed regulatory
transaction fees under Section 3 of Schedule A to the FINRA By-Laws
and the Trading Activity Fee under FINRA By-Laws, Schedule A, Sec.
1(b)(2). The ATS will not be assessed such fees.
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FINRA believes that the proposed rule change will reduce potential
confusion and possible misreporting by clearly identifying the member
with the trade reporting obligation in this instance. FINRA believes
that an ATS that satisfies all conditions of the proposed rule change
has a more limited involvement in the trade execution than the member
subscribers and therefore the proposed exemption is appropriate in this
narrow instance. FINRA expects that a large majority of ATSs will not
qualify for the exemption, and the proposed rule change will not result
in a change to their reporting. These ATSs will continue to report, as
``executing party,'' trades that are matched and executed on their
systems.
FINRA also is proposing a conforming change to Rule 9610 to add
proposed Rules 6183 and 6625 to the list of rules pursuant to which
FINRA has exemptive authority.
FINRA is proposing that the proposed rule change will be effective
on the date of Commission approval.
2. Statutory Basis
FINRA believes that the proposed rule change is consistent with the
provisions of Section 15A(b)(6) of the Act,\9\ which requires, among
other things, that FINRA rules be designed to prevent fraudulent and
manipulative acts and practices, to promote just and equitable
principles of trade, and, in general, to protect investors and the
public interest. FINRA believes that the proposed rule change will
reduce potential confusion and possible misreporting and enhance market
transparency by clearly identifying the member with the trade reporting
obligation (i.e., the party to the trade that meets the definition of
``executing party'' for purposes of trade reporting to FINRA).
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\9\ 15 U.S.C. 78o-3(b)(6).
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B. Self-Regulatory Organization's Statement on Burden on Competition
FINRA does not believe that the proposed rule change will result in
any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date if it finds such longer period to
be appropriate and publishes its reasons for so finding or (ii) as to
which the self-regulatory organization consents, the Commission will:
(A) By order approve or disapprove such proposed rule change, or
(B) Institute proceedings to determine whether the proposed rule
change should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-FINRA-2011-051 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-FINRA-2011-051. This
file number should be included on the subject line if e-mail is used.
To help the Commission process and review your comments more
efficiently, please use only one method. The Commission will post all
comments on the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments,
all written statements with respect to the proposed rule change that
are filed with the Commission, and all written communications relating
to the proposed rule change between the Commission and any person,
other than those that may be withheld from the public in accordance
with the provisions of 5 U.S.C. 552, will be available for Web site
viewing and printing in the Commission's Public Reference Room, 100 F
Street, NE., Washington, DC 20549, on official business days between
the hours of 10 a.m. and 3 p.m. Copies of such filing also will be
available for inspection and copying at the principal office of FINRA.
All comments received will be posted without change; the Commission
does not edit personal identifying information from submissions. You
should submit only information that you wish to make available
publicly. All submissions should refer to File Number SR-FINRA-2011-051
and should be submitted on or before October 20, 2011.
[[Page 60569]]
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
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\10\ 17 CFR 200.30-3(a)(12).
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Elizabeth M. Murphy,
Secretary.
[FR Doc. 2011-25072 Filed 9-28-11; 8:45 am]
BILLING CODE 8011-01-P