Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Modify NASDAQ's Transaction Execution Fee and Credit Schedule in Rule 7018, 77032-77034 [2011-31631]
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77032
Federal Register / Vol. 76, No. 237 / Friday, December 9, 2011 / Notices
become effective pursuant to Section
19(b)(3)(A) of the Act 11 and Rule 19b–
4(f)(6) thereunder.12
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:
Electronic Comments
• 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–NYSEAmex–2011–92 on
the subject line.
srobinson on DSK4SPTVN1PROD with NOTICES
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–2011–92. 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
11 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires the Exchange to give the
Commission written notice of the Exchange’s intent
to file the proposed rule change, along with a brief
description and text of 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.
12 17
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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–
NYSEAmex–2011–92 and should be
submitted on or before December 30,
2011.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2011–31633 Filed 12–8–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65878; File No. SR–
NASDAQ–2011–165]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Modify
NASDAQ’s Transaction Execution Fee
and Credit Schedule in Rule 7018
December 2, 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 November
30, 2011, The NASDAQ Stock Market
LLC (‘‘NASDAQ’’ or the ‘‘Exchange’’)
filed with the Securities and Exchange
Commission (‘‘Commission’’) 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 the Substance
of the Proposed Rule Change
The Exchange is proposing to modify
NASDAQ’s transaction execution fee
and credit schedule in Rule 7018.
NASDAQ proposes to implement the
proposed rule change on December 1,
2011. The text of the proposed rule
change is available on the Exchange’s
Web site at https://
13 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
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nasdaq.cchwallstreet.com/Filings, 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
self-regulatory organization 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 those statements may be examined at
the places specified in Item III [sic]
below. The Exchange has prepared
summaries, set forth in sections A, B,
and C below, of the most significant
parts of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
NASDAQ is amending its fee and
credit schedule for transaction
executions in Rule 7018(a).3 First,
NASDAQ is expanding the criteria
under which a member may qualify for
its highest liquidity provider credit tier
($0.00295 per share executed for
displayed quotes/orders and $0.0015
per share executed for non-displayed
quotes/orders). Currently, a member
qualifies for this rebate tier if either (i)
the shares of liquidity provided in all
securities through one of its Market
Participant Identifiers (‘‘MPIDs’’)
represent more than 0.90% of the total
consolidated volume reported to all
consolidated transaction reporting plans
by all exchanges and trade reporting
facilities (‘‘Consolidated Volume’’) 4
during the month; or (ii) the member
provides shares of liquidity in all
securities during the month
representing more than 1.0% of
Consolidated Volume during the month
through one or more of its NASDAQ
Market Center MPIDs, and the member
has an average daily volume during the
month of more than 200,000 contracts of
liquidity accessed or provided through
one or more of its Nasdaq Options
Market MPIDs. Under the proposed
change, a member may also qualify for
this rebate tier if (i) it is a registered
market maker, through a single MPID, in
3 Rule 7018(a) applies to executions at $1 or more
per share.
4 In addition to the substantive changes that it is
proposing, NASDAQ is also (i) adopting the defined
term ‘‘Consolidated Volume’’ and introducing it
where appropriate throughout Rule 7018, and (ii)
making minor clarifying edits to the text of Rule
7018(a)(3).
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Federal Register / Vol. 76, No. 237 / Friday, December 9, 2011 / Notices
at least 7,000 securities, (ii) the shares
of liquidity provided in all securities
through one of its MPIDs represent more
than 0.75% of Consolidated Volume,
and (iii) the shares of liquidity provided
in all securities through one or more of
its MPIDs represent more than 0.90% of
Consolidated Volume. The proposal is
designed to incentivize members to act
as market makers in a large number of
stocks and provide significant liquidity
through NASDAQ, with the majority of
the provided liquidity focused through
a single MPID (likely the MPID through
which the member is registered as a
market maker). By providing financial
incentives to market makers, NASDAQ
hopes to improve its market quality for
all market participants.
Second, NASDAQ is introducing a
liquidity provider rebate tier for
members that provide an average daily
volume of 3 million shares or more of
liquidity through quotes/orders that are
not displayed. Although NASDAQ
believes that transparent markets should
be encouraged wherever possible, it
allows members to provide nondisplayed liquidity to offer an
alternative to trading venues that are
entirely dark. For members qualifying
for this tier, the rebate for non-displayed
quotes/orders will be $0.0015 per share
executed, and the rebate for displayed
quotes/orders will be $0.0020 per share
executed (unless the member qualifies
for a higher rebate due to other
characteristics of its trading volume).5
2. Statutory Basis
srobinson on DSK4SPTVN1PROD with NOTICES
NASDAQ believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,6 in
general, and with Section 6(b)(4) of the
Act,7 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. All
similarly situated members are subject
to the same fee structure, and access to
5 The $0.0015 per share rebate for non-displayed
quotes/orders is the same as the rebate for nondisplayed quotes/orders offered to members
qualifying for certain more favorable rebate tiers,
and higher than the base rebate for non-displayed
quotes/orders of $0.0010 per share executed. The
rebate of $0.0020 per share executed for displayed
quotes/orders is the same as the base rebate for
displayed quotes/orders. In limited circumstances,
a member qualifying for the new tier might also
qualify for a tier that has a more favorable rebate
for displayed quotes/orders but a less favorable
rebate for non-displayed quotes/orders. In that case,
the member qualifying for both tiers would receive
the higher rebate for both types of quotes/orders.
6 15 U.S.C. 78f.
7 15 U.S.C. 78f(b)(4).
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NASDAQ is offered on fair and nondiscriminatory terms.
The proposed rebate tier for members
that make markets in significant
numbers of stocks is reasonable because
it will result in a fee reduction for
members that qualify for the tier, but
will not increase the costs borne by
other members or limit the availability
of other, pre-existing rebate tiers.
Moreover, the proposed program is
consistent with an equitable allocation
of fees because it allocates a higher
rebate to members that make significant
contributions to NASDAQ market
quality by making markets in a large
number of stocks and that contribute to
price discovery by providing high
volumes of liquidity. NASDAQ believes
that the program may encourage market
makers to become active in more stocks
and provide more liquidity, thereby
benefitting other market participants
that may be able to trade larger volumes
of stocks without affecting the price of
those stocks.
The addition of a new, volume-based
pricing tier for provision of nondisplayed liquidity will provide
members with an additional means to
obtain a favorable rate of $0.0015 per
share executed for non-displayed
liquidity, in addition to the volumebased tiers already in effect. By offering
a rebate tier focused on non-displayed
liquidity, NASDAQ hopes to attract
more liquidity to its market that might
otherwise be traded in ‘‘dark pool’’
alternative trading systems that have
been exempted from compliance with
the statutory standards applicable to
exchanges. NASDAQ believes that the
tier is reasonable because it will provide
a fee reduction for members that qualify
for the tier, but will not increase the
costs borne by other members or limit
the availability of other, pre-existing
rebate tiers. Moreover, the proposed tier
is consistent with an equitable
allocation of fees because it is designed
to reward members that contribute to
market quality by providing liquidity.
Although the rebate in question is
focused on non-displayed liquidity,
NASDAQ believes that the incentive
may nevertheless contribute to its
market quality by attracting orders that
might otherwise be posted in dark
pools. Although non-displayed orders
contribute less to price discovery than
displayed orders, they nevertheless
provide liquidity to support the
execution of incoming orders.
Accordingly, NASDAQ believes that the
proposal is a reasonable and equitable
means of attracting further liquidity to
the market, which has the potential to
benefit all market participants.
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77033
Finally, NASDAQ notes that it
operates in a highly competitive market
in which market participants can
readily favor competing venues if they
deem fee levels at a particular venue to
be excessive. In such an environment,
NASDAQ must continually adjust its
fees to remain competitive with other
exchanges and with alternative trading
systems that have been exempted from
compliance with the statutory standards
applicable to exchanges. NASDAQ
believes that the proposed rule change
reflects this competitive environment
because it will increase the conditions
under which higher liquidity provider
rebates may be paid to active market
participants, without altering any of the
market’s existing rebate tiers.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
NASDAQ does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
Because the market for order execution
is extremely competitive, members may
readily opt to disfavor NASDAQ’s
execution services if they believe that
alternatives offer them better value. For
this reason and the reasons discussed in
connection with the statutory basis for
the proposed rule change, NASDAQ
does not believe that the proposed
changes will impair the ability of
members or competing order execution
venues to maintain their competitive
standing in the financial markets.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.8 At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act. If the Commission
takes such action, the Commission shall
institute proceedings to determine
8 15
E:\FR\FM\09DEN1.SGM
U.S.C. 78s(b)(3)(a)(ii).
09DEN1
77034
Federal Register / Vol. 76, No. 237 / Friday, December 9, 2011 / Notices
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:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2011–31631 Filed 12–8–11; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–65890; File No. SR–FINRA–
2011–070]
• 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–2011–165 on the
subject line.
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing and
Order Granting Accelerated Approval
of Proposed Rule Change To Amend
FINRA Rule 4512 (Customer Account
Information)
Paper Comments
srobinson on DSK4SPTVN1PROD with NOTICES
Electronic Comments
December 5, 2011.
• 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–2011–165. 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 on official business
days between the hours of 10 a.m. and
3 p.m. Copies of such filing also will be
available for inspection and copying at
the principal offices of the Exchange.
All comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR–NASDAQ–2011–165, and
should be submitted on or before
December 30, 2011.
VerDate Mar<15>2010
18:35 Dec 08, 2011
Jkt 226001
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on December
2, 2011, the Financial Industry
Regulatory Authority, Inc. (‘‘FINRA’’)
filed with the Securities and Exchange
Commission (‘‘Commission’’ or ‘‘SEC’’)
a proposed rule as described in Items I
and II 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 and is
approving the proposed rule change on
an accelerated basis.
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
FINRA proposes to amend FINRA
Rule 4512 (Customer Account
Information) to except institutional
accounts from the requirements of
FINRA Rule 4512(a)(1)(C).
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
9 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00101
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Sfmt 4703
in Item IV below. FINRA has prepared
summaries, as set forth in sections A, B
and C below, of the most significant
parts of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
On January 27, 2011, the SEC
approved FINRA’s proposal to adopt
rules governing books and records 3 for
the consolidated FINRA rulebook.4 In
April 2011, FINRA issued Regulatory
Notice 11–19, which announced SEC
approval of the new rules and an
implementation date of December 5,
2011. Following SEC approval of the
rules and publication of the Regulatory
Notice, several firms requested guidance
regarding the application of FINRA Rule
4512(a)(1)(C) to institutional accounts.
Servicing Institutional Accounts
FINRA Rule 4512 requires firms to
maintain certain information relating to
customer accounts, and it is based on
existing requirements in NASD Rule
3110(c) (Customer Account Information)
with several changes, as described in
Regulatory Notice 11–19. Among other
changes, FINRA Rule 4512(a)(1)(C)
requires firms to maintain the name of
the associated person, if any,
responsible for the account, rather than
requiring firms to maintain the signature
of the registered representative
introducing the account.5 Where a
member designates multiple individuals
as being responsible for an account, the
firm is required to maintain each of
their names and a record indicating the
scope of their responsibilities with
respect to the account.6 For purposes of
3 See Securities Exchange Act Release No. 63784
(January 27, 2011), 76 FR 5850 (February 2, 2011)
(Order Approving Proposed Rule Change; File No.
SR–FINRA–2010–052).
4 The current FINRA rulebook consists of (1)
FINRA Rules; (2) NASD Rules; and (3) rules
incorporated from NYSE (‘‘Incorporated NYSE
Rules’’) (together, the NASD Rules and Incorporated
NYSE Rules are referred to as the ‘‘Transitional
Rulebook’’). While the NASD Rules generally apply
to all FINRA members, the Incorporated NYSE
Rules apply only to those members of FINRA that
are also members of the NYSE (‘‘Dual Members’’).
The FINRA Rules apply to all FINRA members,
unless such rules have a more limited application
by their terms. For more information about the
rulebook consolidation process, see Information
Notice, March 12, 2008 (Rulebook Consolidation
Process).
5 See also SEA Rule 17a–3(a)(17).
6 This provision was added in response to a
comment from the Securities Industry and
Financial Markets Association (‘‘SIFMA’’) during
the rulemaking process. See Securities Exchange
Act Release No. 63181 (October 26, 2010), 75 FR
67155 (November 1, 2010) (Notice of Filing of
Proposed Rule Change; File No. SR–FINRA–2010–
E:\FR\FM\09DEN1.SGM
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Agencies
[Federal Register Volume 76, Number 237 (Friday, December 9, 2011)]
[Notices]
[Pages 77032-77034]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2011-31631]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-65878; File No. SR-NASDAQ-2011-165]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Modify NASDAQ's Transaction Execution Fee and Credit Schedule in Rule
7018
December 2, 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 November 30, 2011, The NASDAQ Stock Market LLC (``NASDAQ'' or the
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') 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 the
Substance of the Proposed Rule Change
The Exchange is proposing to modify NASDAQ's transaction execution
fee and credit schedule in Rule 7018. NASDAQ proposes to implement the
proposed rule change on December 1, 2011. The text of the proposed rule
change is available on the Exchange's Web site at https://nasdaq.cchwallstreet.com/Filings, 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 self-regulatory organization
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 those statements may be examined at
the places specified in Item III [sic] below. The Exchange has prepared
summaries, set forth in sections A, B, and C below, of the most
significant parts of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
NASDAQ is amending its fee and credit schedule for transaction
executions in Rule 7018(a).\3\ First, NASDAQ is expanding the criteria
under which a member may qualify for its highest liquidity provider
credit tier ($0.00295 per share executed for displayed quotes/orders
and $0.0015 per share executed for non-displayed quotes/orders).
Currently, a member qualifies for this rebate tier if either (i) the
shares of liquidity provided in all securities through one of its
Market Participant Identifiers (``MPIDs'') represent more than 0.90% of
the total consolidated volume reported to all consolidated transaction
reporting plans by all exchanges and trade reporting facilities
(``Consolidated Volume'') \4\ during the month; or (ii) the member
provides shares of liquidity in all securities during the month
representing more than 1.0% of Consolidated Volume during the month
through one or more of its NASDAQ Market Center MPIDs, and the member
has an average daily volume during the month of more than 200,000
contracts of liquidity accessed or provided through one or more of its
Nasdaq Options Market MPIDs. Under the proposed change, a member may
also qualify for this rebate tier if (i) it is a registered market
maker, through a single MPID, in
[[Page 77033]]
at least 7,000 securities, (ii) the shares of liquidity provided in all
securities through one of its MPIDs represent more than 0.75% of
Consolidated Volume, and (iii) the shares of liquidity provided in all
securities through one or more of its MPIDs represent more than 0.90%
of Consolidated Volume. The proposal is designed to incentivize members
to act as market makers in a large number of stocks and provide
significant liquidity through NASDAQ, with the majority of the provided
liquidity focused through a single MPID (likely the MPID through which
the member is registered as a market maker). By providing financial
incentives to market makers, NASDAQ hopes to improve its market quality
for all market participants.
---------------------------------------------------------------------------
\3\ Rule 7018(a) applies to executions at $1 or more per share.
\4\ In addition to the substantive changes that it is proposing,
NASDAQ is also (i) adopting the defined term ``Consolidated Volume''
and introducing it where appropriate throughout Rule 7018, and (ii)
making minor clarifying edits to the text of Rule 7018(a)(3).
---------------------------------------------------------------------------
Second, NASDAQ is introducing a liquidity provider rebate tier for
members that provide an average daily volume of 3 million shares or
more of liquidity through quotes/orders that are not displayed.
Although NASDAQ believes that transparent markets should be encouraged
wherever possible, it allows members to provide non-displayed liquidity
to offer an alternative to trading venues that are entirely dark. For
members qualifying for this tier, the rebate for non-displayed quotes/
orders will be $0.0015 per share executed, and the rebate for displayed
quotes/orders will be $0.0020 per share executed (unless the member
qualifies for a higher rebate due to other characteristics of its
trading volume).\5\
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\5\ The $0.0015 per share rebate for non-displayed quotes/orders
is the same as the rebate for non-displayed quotes/orders offered to
members qualifying for certain more favorable rebate tiers, and
higher than the base rebate for non-displayed quotes/orders of
$0.0010 per share executed. The rebate of $0.0020 per share executed
for displayed quotes/orders is the same as the base rebate for
displayed quotes/orders. In limited circumstances, a member
qualifying for the new tier might also qualify for a tier that has a
more favorable rebate for displayed quotes/orders but a less
favorable rebate for non-displayed quotes/orders. In that case, the
member qualifying for both tiers would receive the higher rebate for
both types of quotes/orders.
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2. Statutory Basis
NASDAQ believes that the proposed rule change is consistent with
the provisions of Section 6 of the Act,\6\ in general, and with Section
6(b)(4) of the Act,\7\ 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. All similarly situated members are
subject to the same fee structure, and access to NASDAQ is offered on
fair and non-discriminatory terms.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78f.
\7\ 15 U.S.C. 78f(b)(4).
---------------------------------------------------------------------------
The proposed rebate tier for members that make markets in
significant numbers of stocks is reasonable because it will result in a
fee reduction for members that qualify for the tier, but will not
increase the costs borne by other members or limit the availability of
other, pre-existing rebate tiers. Moreover, the proposed program is
consistent with an equitable allocation of fees because it allocates a
higher rebate to members that make significant contributions to NASDAQ
market quality by making markets in a large number of stocks and that
contribute to price discovery by providing high volumes of liquidity.
NASDAQ believes that the program may encourage market makers to become
active in more stocks and provide more liquidity, thereby benefitting
other market participants that may be able to trade larger volumes of
stocks without affecting the price of those stocks.
The addition of a new, volume-based pricing tier for provision of
non-displayed liquidity will provide members with an additional means
to obtain a favorable rate of $0.0015 per share executed for non-
displayed liquidity, in addition to the volume-based tiers already in
effect. By offering a rebate tier focused on non-displayed liquidity,
NASDAQ hopes to attract more liquidity to its market that might
otherwise be traded in ``dark pool'' alternative trading systems that
have been exempted from compliance with the statutory standards
applicable to exchanges. NASDAQ believes that the tier is reasonable
because it will provide a fee reduction for members that qualify for
the tier, but will not increase the costs borne by other members or
limit the availability of other, pre-existing rebate tiers. Moreover,
the proposed tier is consistent with an equitable allocation of fees
because it is designed to reward members that contribute to market
quality by providing liquidity. Although the rebate in question is
focused on non-displayed liquidity, NASDAQ believes that the incentive
may nevertheless contribute to its market quality by attracting orders
that might otherwise be posted in dark pools. Although non-displayed
orders contribute less to price discovery than displayed orders, they
nevertheless provide liquidity to support the execution of incoming
orders. Accordingly, NASDAQ believes that the proposal is a reasonable
and equitable means of attracting further liquidity to the market,
which has the potential to benefit all market participants.
Finally, NASDAQ notes that it operates in a highly competitive
market in which market participants can readily favor competing venues
if they deem fee levels at a particular venue to be excessive. In such
an environment, NASDAQ must continually adjust its fees to remain
competitive with other exchanges and with alternative trading systems
that have been exempted from compliance with the statutory standards
applicable to exchanges. NASDAQ believes that the proposed rule change
reflects this competitive environment because it will increase the
conditions under which higher liquidity provider rebates may be paid to
active market participants, without altering any of the market's
existing rebate tiers.
B. Self-Regulatory Organization's Statement on Burden on Competition
NASDAQ does not believe that the proposed rule change will result
in any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act, as amended. Because the market
for order execution is extremely competitive, members may readily opt
to disfavor NASDAQ's execution services if they believe that
alternatives offer them better value. For this reason and the reasons
discussed in connection with the statutory basis for the proposed rule
change, NASDAQ does not believe that the proposed changes will impair
the ability of members or competing order execution venues to maintain
their competitive standing in the financial markets.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act.\8\ At any time within 60 days of the filing
of the proposed rule change, the Commission summarily may temporarily
suspend such rule change if it appears to the Commission that such
action is necessary or appropriate in the public interest, for the
protection of investors, or otherwise in furtherance of the purposes of
the Act. If the Commission takes such action, the Commission shall
institute proceedings to determine
[[Page 77034]]
whether the proposed rule should be approved or disapproved.
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\8\ 15 U.S.C. 78s(b)(3)(a)(ii).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2011-165 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-2011-165. 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 on
official business days between the hours of 10 a.m. and 3 p.m. Copies
of such filing also will be available for inspection and copying at the
principal offices of the Exchange. All comments received will be posted
without change; the Commission does not edit personal identifying
information from submissions. You should submit only information that
you wish to make available publicly. All submissions should refer to
File Number SR-NASDAQ-2011-165, and should be submitted on or before
December 30, 2011.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\9\
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\9\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2011-31631 Filed 12-8-11; 8:45 am]
BILLING CODE 8011-01-P