Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Adopt a “Post-Only” Order Type, 72230-72231 [2011-30056]
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72230
Federal Register / Vol. 76, No. 225 / Tuesday, November 22, 2011 / Notices
organization is exempt until December
2, 2012 from the requirements in Rule
17g–5(a)(3) (17 CFR 240.17g–5(a)(3)) for
credit ratings where:
(1) The issuer of the security or
money market instrument is not a U.S.
person (as defined under Securities Act
Rule 902(k)); and
(2) The nationally recognized
statistical rating organization has a
reasonable basis to conclude that the
structured finance product will be
offered and sold upon issuance, and that
any arranger linked to the structured
finance product will effect transactions
of the structured finance product after
issuance, only in transactions that occur
outside the U.S.
By the Commission.
Elizabeth M. Murphy,
Secretary.
BILLING CODE 8011–01–P
[Release No. 34–65761; File No. SR–
NASDAQ–2011–152]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Adopt a
‘‘Post-Only’’ Order Type
November 16, 2011.
mstockstill on DSK4VPTVN1PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 2 thereunder,
notice is hereby given that on November
8, 2011, The NASDAQ Stock Market
LLC (the ‘‘Exchange’’ or ‘‘NASDAQ’’)
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
NASDAQ is filing with the
Commission a proposal for the
NASDAQ Options Market (‘‘NOM’’) to
amend Chapter VI, Trading Systems,
Section 1, Definitions, and Section 6,
Acceptance of Quotes and Orders, to
adopt a ‘‘Post-Only Order,’’ as described
further below.
The text of the proposed rule change
is available at https://
U.S.C. 78s(b)(1).
CFR 240.19b–4.
VerDate Mar<15>2010
17:14 Nov 21, 2011
Jkt 226001
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.
1. Purpose
SECURITIES AND EXCHANGE
COMMISSION
2 17
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[FR Doc. 2011–30053 Filed 11–21–11; 8:45 am]
1 15
nasdaq.cchwallstreet.com/, at
NASDAQ’s principal office, and at the
Commission’s Public Reference Room.
The purpose of the proposed rule
change is to introduce a new order type
to NOM which is intended to attract
new business. Specifically, a Post-Only
Order is an order that will not remove
liquidity from the System. A Post-Only
Order is to be ranked and executed on
the Exchange or cancelled, as
appropriate, without routing away to
another market. Post-Only Orders are
evaluated at the time of entry with
respect to locking or crossing other
orders as follows: (i) if a Post-Only
Order would lock or cross an order on
the System, the order will be re-priced
to $.01 below the current low offer (for
bids) or above the current best bid (for
offers) and displayed by the System at
one minimum price increment below
the current low offer (for bids) or above
the current best bid (for offers); and (ii)
if a Post-Only Order would not lock or
cross an order on the System but would
lock or cross the national best bid or
offer as reflected in the protected
quotation of another market center, the
order will be handled pursuant to
Chapter VI, Section 7(b)(3)(C).
The following examples illustrate
how a Post-Only Order will be handled.
If NOM is the only options market on
the NBBO with a market of $1.00–$1.05,
and Exchange B had a market of $ 0.99–
$1.07, then a Post-Only Order to buy at
$1.05 would be handled as follows:
Because the price on the buy order is
equal to the lowest NOM offer ($1.05),
and because NOM’s offer is better than
any other market’s offer, the order
would be processed pursuant to Chapter
VI, Section 1(e)(11)(i), such that the
order would be re-priced to $1.04 and
PO 00000
Frm 00072
Fmt 4703
Sfmt 4703
displayed at $1.04. Similarly, if a market
participant were to enter a Post-Only
order to buy at $1.06, a price which
crosses the NOM market, the result
would be the same: the order would be
re-priced to $1.04 and displayed at
$1.04.
As a second example, if NOM is not
part of the NBBO, because NOM’s
market is $1.00–$1.06, and the NBBO is
Market B with a market of $1.01–$1.04,
then a Post-Only Order to buy at $1.05
would be handled as follows: Because it
would lock the NBBO (the NBO is
$1.04), but not the NOM BBO, it would
be processed as explained in Chapter VI,
Section 1 (e)(11)(ii) and Chapter VI,
Section 7(b)(3)(c): It would be re-priced
to $1.04 and displayed at $1.03. In this
case, the Post-Only Order to buy at
$1.05 is being treated the same as a nonPost Only limit order that is designated
as non-routable. Similarly, if a market
participant were to enter a Post-Only
order to buy at $1.05, a price which
crosses the NBBO, the result would be
the same: The order would be re-priced
to $1.04 and displayed at $1.03.
Post-Only Orders received prior to the
opening cross or after market close will
not be accepted. Post-Only Orders may
not have a time-in-force designation of
Good Til Cancelled (‘‘GTC’’).3
The Exchange proposes to add this
definition to its rules in Chapter VI as
new Section 1(e)(11). The Exchange also
proposes to refer to Post-Only Orders in
Section 6(a)(2) of its rules, where there
is a list of order types. Many equities
and options markets currently have
similar orders, and the definition of this
new order type is consistent with the
definitions contained in other
exchanges’ rules.4 In addition, repricing
to avoid locking and crossing other
markets currently applies to
nonroutable orders on NOM pursuant to
Chapter VI, Section 7(b)(3)(C) in the
same way.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 5 in general, and furthers the
objectives of Section 6(b)(5) of the Act 6
in particular, in that it is designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities, and to remove
impediments to and perfect the
mechanisms of a free and open market
3 See
NOM Rules, Chapter VI, Section 1(g).
e.g., BATS Rule 21.1(d)(9).
5 15 U.S.C. 78f(b).
6 15 U.S.C. 78f(b)(5).
4 See
E:\FR\FM\22NON1.SGM
22NON1
Federal Register / Vol. 76, No. 225 / Tuesday, November 22, 2011 / Notices
and a national market system, and, in
general, to protect investors and the
public interest, because it offers an
additional order type on NOM, which
should offer investors new trading
opportunities on the Exchange,
consistent with just and equitable
principles of trade. Furthermore, the
Post-Only Order is designed to
encourage displayed liquidity and offer
NOM market participants greater
flexibility to post liquidity on NOM,
consistent with removing impediments
to and perfecting the mechanisms of a
free and open market and a national
market system.
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
mstockstill on DSK4VPTVN1PROD with NOTICES
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days after the date of
the filing, or such shorter time as the
Commission may designate, it has
become effective pursuant to 19(b)(3)(A)
of the Act 7 and Rule 19b–4(f)(6) 8
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. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
7 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
8 17
VerDate Mar<15>2010
17:14 Nov 21, 2011
Jkt 226001
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:
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–NASDAQ–2011–152 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–2011–152. This
file number should be included on the
subject line if email 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 the filing also
will be available for inspection and
copying at the principal office of the
Exchange. All comments received will
be posted without change; the
Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly.
All submissions should refer to File
Number SR–NASDAQ–2011–152 and
should be submitted on or before
December 13, 2011.
Frm 00073
Fmt 4703
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2011–30056 Filed 11–21–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
PO 00000
72231
Sfmt 4703
[Release No. 34–65763; File No. SR–BX–
2011–077]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
and Immediate Effectiveness of
Proposed Rule Change To Add GoodTill-Cancelled and Discretionary
Orders
November 16,2011.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 2 thereunder,
notice is hereby given that on November
10, 2011, NASDAQ OMX BX, Inc.
(‘‘Exchange’’ or ‘‘BX’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘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
BX is filing with the Commission a
proposed rule change to adopt the
following two new Time in Force
conditions in Rule 4751(h): System
Hours Good-till-Cancelled (‘‘SGTC’’)
and Market Hours GTC (‘‘MGTC’’), as
described below. BX also proposes to
amend Rules 4751(f), 4755, Order Entry
Parameters, and 4756, Entry and Display
of Quotes and Orders, to add
Discretionary Orders.
The text of the proposed rule change
is available at https://
nasdaqomxbx.cchwallstreet.com/, at
BX’s principal office, and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
9 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
E:\FR\FM\22NON1.SGM
22NON1
Agencies
[Federal Register Volume 76, Number 225 (Tuesday, November 22, 2011)]
[Notices]
[Pages 72230-72231]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-30056]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65761; File No. SR-NASDAQ-2011-152]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Adopt a ``Post-Only'' Order Type
November 16, 2011.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ and Rule 19b-4 \2\ thereunder, notice is hereby given
that on November 8, 2011, The NASDAQ Stock Market LLC (the ``Exchange''
or ``NASDAQ'') 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
NASDAQ is filing with the Commission a proposal for the NASDAQ
Options Market (``NOM'') to amend Chapter VI, Trading Systems, Section
1, Definitions, and Section 6, Acceptance of Quotes and Orders, to
adopt a ``Post-Only Order,'' as described further below.
The text of the proposed rule change is available at https://nasdaq.cchwallstreet.com/, at NASDAQ's principal office, and at the
Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, 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
The purpose of the proposed rule change is to introduce a new order
type to NOM which is intended to attract new business. Specifically, a
Post-Only Order is an order that will not remove liquidity from the
System. A Post-Only Order is to be ranked and executed on the Exchange
or cancelled, as appropriate, without routing away to another market.
Post-Only Orders are evaluated at the time of entry with respect to
locking or crossing other orders as follows: (i) if a Post-Only Order
would lock or cross an order on the System, the order will be re-priced
to $.01 below the current low offer (for bids) or above the current
best bid (for offers) and displayed by the System at one minimum price
increment below the current low offer (for bids) or above the current
best bid (for offers); and (ii) if a Post-Only Order would not lock or
cross an order on the System but would lock or cross the national best
bid or offer as reflected in the protected quotation of another market
center, the order will be handled pursuant to Chapter VI, Section
7(b)(3)(C).
The following examples illustrate how a Post-Only Order will be
handled. If NOM is the only options market on the NBBO with a market of
$1.00-$1.05, and Exchange B had a market of $ 0.99-$1.07, then a Post-
Only Order to buy at $1.05 would be handled as follows: Because the
price on the buy order is equal to the lowest NOM offer ($1.05), and
because NOM's offer is better than any other market's offer, the order
would be processed pursuant to Chapter VI, Section 1(e)(11)(i), such
that the order would be re-priced to $1.04 and displayed at $1.04.
Similarly, if a market participant were to enter a Post-Only order to
buy at $1.06, a price which crosses the NOM market, the result would be
the same: the order would be re-priced to $1.04 and displayed at $1.04.
As a second example, if NOM is not part of the NBBO, because NOM's
market is $1.00-$1.06, and the NBBO is Market B with a market of $1.01-
$1.04, then a Post-Only Order to buy at $1.05 would be handled as
follows: Because it would lock the NBBO (the NBO is $1.04), but not the
NOM BBO, it would be processed as explained in Chapter VI, Section 1
(e)(11)(ii) and Chapter VI, Section 7(b)(3)(c): It would be re-priced
to $1.04 and displayed at $1.03. In this case, the Post-Only Order to
buy at $1.05 is being treated the same as a non-Post Only limit order
that is designated as non-routable. Similarly, if a market participant
were to enter a Post-Only order to buy at $1.05, a price which crosses
the NBBO, the result would be the same: The order would be re-priced to
$1.04 and displayed at $1.03.
Post-Only Orders received prior to the opening cross or after
market close will not be accepted. Post-Only Orders may not have a
time-in-force designation of Good Til Cancelled (``GTC'').\3\
---------------------------------------------------------------------------
\3\ See NOM Rules, Chapter VI, Section 1(g).
---------------------------------------------------------------------------
The Exchange proposes to add this definition to its rules in
Chapter VI as new Section 1(e)(11). The Exchange also proposes to refer
to Post-Only Orders in Section 6(a)(2) of its rules, where there is a
list of order types. Many equities and options markets currently have
similar orders, and the definition of this new order type is consistent
with the definitions contained in other exchanges' rules.\4\ In
addition, repricing to avoid locking and crossing other markets
currently applies to nonroutable orders on NOM pursuant to Chapter VI,
Section 7(b)(3)(C) in the same way.
---------------------------------------------------------------------------
\4\ See e.g., BATS Rule 21.1(d)(9).
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \5\ in general, and furthers the objectives of Section
6(b)(5) of the Act \6\ in particular, in that it is designed to prevent
fraudulent and manipulative acts and practices, to promote just and
equitable principles of trade, to foster cooperation and coordination
with persons engaged in facilitating transactions in securities, and to
remove impediments to and perfect the mechanisms of a free and open
market
[[Page 72231]]
and a national market system, and, in general, to protect investors and
the public interest, because it offers an additional order type on NOM,
which should offer investors new trading opportunities on the Exchange,
consistent with just and equitable principles of trade. Furthermore,
the Post-Only Order is designed to encourage displayed liquidity and
offer NOM market participants greater flexibility to post liquidity on
NOM, consistent with removing impediments to and perfecting the
mechanisms of a free and open market and a national market system.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78f(b).
\6\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
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
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days after the date of the filing, or such
shorter time as the Commission may designate, it has become effective
pursuant to 19(b)(3)(A) of the Act \7\ and Rule 19b-4(f)(6) \8\
thereunder.
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78s(b)(3)(A).
\8\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
---------------------------------------------------------------------------
At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2011-152 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-2011-152.
This file number should be included on the subject line if email 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 the filing also will be available for inspection and
copying at the principal office of the Exchange. All comments received
will be posted without change; the Commission does not edit personal
identifying information from submissions. You should submit only
information that you wish to make available publicly.
All submissions should refer to File Number SR-NASDAQ-2011-152 and
should be submitted on or before December 13, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\9\
---------------------------------------------------------------------------
\9\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2011-30056 Filed 11-21-11; 8:45 am]
BILLING CODE 8011-01-P