Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend Rules 4613(a)(2)(F) and (G) To Allow Exchange Market Makers To Opt Out of the Automated Quote Management Service, 3019-3021 [2012-1034]
Download as PDF
Federal Register / Vol. 77, No. 13 / Friday, January 20, 2012 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–66149; File No. SR–FINRA–
2011–069]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Designation
of a Longer Period for Commission
Action on Proposed Rule Change
Relating to Post-Trade Transparency
for Agency Pass-Through MortgageBacked Securities Traded TBA
January 13, 2012.
wreier-aviles on DSK5TPTVN1PROD with NOTICES
On November 22, 2011, the Financial
Industry Regulatory Authority, Inc.
(‘‘FINRA’’) filed with the Securities and
Exchange Commission (the
‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (the ‘‘Act’’) 1 and Rule 19b–4
thereunder,2 a proposed rule change
related to post-trade transparency for
agency pass-through mortgage-backed
securities traded ‘‘to be announced’’
(‘‘MBS TBA Transactions’’). The
proposed rule change was published for
comment in the Federal Register on
December 8, 2011.3 The Commission
received one comment letter on the
proposal.4
Section 19(b)(2) of the Act 5 provides
that, within 45 days of the publication
of notice of the filing of a proposed rule
change, or within such longer period up
to 90 days as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or as to which the
self-regulatory organization consents,
the Commission shall either approve the
proposed rule change, disapprove the
proposed rule change, or institute
proceedings to determine whether the
proposed rule change should be
disapproved. The 45th day for this filing
is January 22, 2012. The Commission is
extending this 45-day time period.
The Commission finds that it is
appropriate to designate a longer period
within which to take action on the
proposed rule change so that it has
sufficient time to consider the proposed
rule change, the comment received, and
any response to the comment submitted
by FINRA. The proposed rule change
would, among other things, provide for
post-trade transparency of MBS TBA
Transactions that are reported to the
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 Securities Exchange Act Release No. 65877
(December 2, 2011), 76 FR 76777.
4 See letter from Chris Killian, Managing Director,
Securitization, Securities Industry and Financial
Markets Association, to Elizabeth M. Murphy,
Secretary, Commission, dated December 22, 2011.
5 15 U.S.C. 78s(b)(2).
2 17
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Jkt 226001
Trade Reporting and Compliance Engine
(‘‘TRACE’’).
Accordingly, the Commission,
pursuant to Section 19(b)(2) of the Act,6
designates March 7, 2012, as the date by
which the Commission should either
approve or disapprove or institute
proceedings to determine whether to
disapprove the proposed rule change.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.7
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–1026 Filed 1–19–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–66153; File No. SR–
NASDAQ–2012–009]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change To Amend
Rules 4613(a)(2)(F) and (G) To Allow
Exchange Market Makers To Opt Out of
the Automated Quote Management
Service
January 13, 2012.
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 January
11, 2012, The NASDAQ Stock Market
LLC (the ‘‘Exchange’’ or ‘‘NASDAQ’’)
filed with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been prepared by NASDAQ. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Rules 4613(a)(2)(F) and (G) to reflect
changes to the Automated Quote
Management service that will allow
market makers to opt out of the service.
The text of the proposed rule change
is below. Proposed new language is in
italics; proposed deletions are in
brackets.
*
*
*
*
*
6 15
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(31).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
7 17
PO 00000
Frm 00073
Fmt 4703
Sfmt 4703
3019
4613. Market Maker Obligations
A member registered as a Market
Maker shall engage in a course of
dealings for its own account to assist in
the maintenance, insofar as reasonably
practicable, of fair and orderly markets
in accordance with this Rule.
(a) Quotation Requirements and
Obligations
(1) No change.
(2) Pricing Obligations. For NMS
stocks (as defined in Rule 600 under
Regulation NMS) a Market Maker shall
adhere to the pricing obligations
established by this Rule during Regular
Trading Hours; provided, however, that
such pricing obligations (i) shall not
commence during any trading day until
after the first regular way transaction on
the primary listing market in the
security, as reported by the responsible
single plan processor, and (ii) shall be
suspended during a trading halt,
suspension, or pause, and shall not recommence until after the first regular
way transaction on the primary listing
market in the security following such
halt, suspension, or pause, as reported
by the responsible single plan processor
(A)–(E) No change.
(F) Quotation Creation and
Adjustment. For each Issue in which a
Market Maker is registered, the System
shall, in the absence of a quotation that
complies with this Rule entered by that
Market Maker, automatically create a
quotation for display to comply with
this Rule. System-created compliant
displayed quotations will thereafter be
allowed to rest and not be further
adjusted by the System unless the
relationship between the quotation and
its related National Best Bid or National
Best Offer, as appropriate, shrinks to the
greater of: (a) 4 percentage points, or, (b)
one-quarter the applicable percentage
necessary to trigger an individual stock
trading pause as described in NASDAQ
Rule 4120(a)(11), or expands to within
that same percentage less 0.5%,
whereupon the System will
immediately re-adjust and display the
Market Maker’s quote to the appropriate
Designated Percentage set forth in
section (D) above. Quotations originally
entered by Market Makers which have
not been modified by the System upon
entry or after resting on the book shall
be allowed to move freely towards the
National Best Bid or National Best Offer,
as appropriate, for potential execution.
A Market Maker may opt out of this
service at any time by informing Nasdaq
of its desire to cease the service. Nasdaq
will reinitiate service upon a Market
Maker’s request.
(G) Quotation Refresh After
Execution. In the event of an execution
E:\FR\FM\20JAN1.SGM
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3020
Federal Register / Vol. 77, No. 13 / Friday, January 20, 2012 / Notices
against a System created compliant
quotation, the Market Maker shall have
its quote refreshed by the System on the
executed side of the market at the
applicable Designated Percentage away
from the then National Best Bid (Offer)
(or if no National Best Bid (Offer), the
last reported sale). A Market Maker may
opt out of this service at any time by
informing Nasdaq of its desire to cease
the service. Nasdaq will reinitiate
service upon a Market Maker’s request.
(H)–(K) No change.
(b)–(e) No change.
*
*
*
*
*
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 the
Statutory Basis for, the Proposed Rule
Change [sic]
wreier-aviles on DSK5TPTVN1PROD with NOTICES
1. Purpose
NASDAQ proposes to amend Rules
4613(a)(2)(F) and (G) to allow Exchange
market makers to opt out of the
Automated Quote Management service.
Automated Quote Management
On November 5, 2010, the
Commission approved all new Rule
4613, which included the Exchange’s
Automated Quote Management service
provided under Rules 4613(a)(2)(F) and
(G).3 The Automated Quote
Management service assists market
makers in meeting their enhanced
quotation obligations. For each issue in
which a market maker is registered, the
Exchange automatically creates a
quotation for display to comply with the
quoting requirements of Rule 4613(a).
Compliant displayed quotations are
thereafter allowed to rest and not be
further adjusted by the Exchange unless
the relationship between the quotation
and its related national best bid or
national best offer, as appropriate,
shrinks to the greater of: (a) 4 percentage
points, or, (b) one-quarter the applicable
3 See Securities Exchange Act Release No. 63255
(November 5, 2010), 75 FR 69484 (November 12,
2010) (SR–NASDAQ–2010–115, et al.).
VerDate Mar<15>2010
14:12 Jan 19, 2012
Jkt 226001
percentage necessary to trigger an
individual stock trading pause as
described in Rule 4120(a)(11), or
expands to within that same percentage
less 0.5%, whereupon the Exchange will
immediately re-adjust and display the
market maker’s quote to the appropriate
designated percentage. Quotations
originally entered by market makers are
allowed to move freely towards the
national best bid or national best offer,
as appropriate, for potential execution.
In the event of an execution against an
Exchange-created compliant quotation,
the market maker has its quote refreshed
by the Exchange on the executed side of
the market at the applicable designated
percentage away from the then national
best bid (offer), or if no national best bid
(offer), the last reported sale.
New Functionality
As initially adopted, the Automated
Quote Management service is currently
applied to all Exchange market makers,
with no provision for such member
firms to opt out of the service. The
Exchange is proposing to make the
Automated Quote Management service
voluntary and is adding functionality to
allow Exchange market makers to opt
out of the service. An Exchange market
maker must inform the Exchange of its
desire to opt out of the Automated
Quote Management service, otherwise
the service will continue to apply to the
market maker’s quotes. An Exchange
market maker that has opted out of the
Automated Quote Management service
may opt back into the service by
likewise informing the Exchange. To
provide notice to the Exchange, a
market maker must inform the NASDAQ
Trade Desk in writing via
tradedesk@nasdaqomx.com of its desire
to opt in or out of the service. The
NASDAQ Trade Desk will process the
request once received and confirm the
market maker’s change in Automated
Quote Management service status. An
Exchange market maker may request
that the Exchange change its status
intraday. The Exchange will process
such requests as they are received and
the processing time may vary based on
factors such as the number of requests
received.
2. Statutory Basis
The proposed rule change is
consistent with Section 6(b) of the Act,4
in general, and furthers the objectives of
Section 6(b)(5),5 in particular, in that it
is designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
4 15
5 15
PO 00000
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
Frm 00074
Fmt 4703
Sfmt 4703
trade, to foster cooperation and
coordination with persons engaged in
facilitating transactions in securities,
and to remove impediments to and
perfect the mechanism of a free and
open market and a national market
system. Allowing Exchange market
makers to opt out of AQR will provide
such firms the option to control their
quote in all instances. A market maker
that opts out of Automated Quote
Management service may develop its
own system to manage its quote,
individually tailored to the firm’s
operations and which may be superior
to the Automated Quote Management
service. Accordingly, the Exchange
believes that the proposed changes to
Rule 4613(a)(2) meet the requirements
of Section 6(b)(5) of the Act 6 in that
they will allow Exchange market makers
to develop individual solutions to their
market making quoting obligations,
potentially superior to that of the
Automated Quote Management service.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange 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.
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
Because the proposed rule change: (i)
Does not significantly affect the
protection of investors or the public
interest; (ii) does not impose any
significant burden on competition; and
(iii) does not become operative for 30
days after the date of the filing, or such
shorter time as the Commission may
designate if consistent with the
protection of investors and the public
interest, the proposed rule change has
become effective pursuant to Section
19(b)(3)(A) of the Act 7 and Rule 19b–
4(f)(6) thereunder.8
6 Id.
7 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires that a self-regulatory
organization submit to the Commission written
notice of its 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.
8 17
E:\FR\FM\20JAN1.SGM
20JAN1
Federal Register / Vol. 77, No. 13 / Friday, January 20, 2012 / Notices
The Exchange has requested that the
Commission waive the 30-day operative
delay. The Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest
because the proposal only allows
Exchange market makers to opt out of
the Automated Quote Management
service which will enable market
makers to manage their own quotes if
they so choose. Therefore, the
Commission designates the proposed
rule change to be operative upon filing
with the Commission.9
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:
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–2012–009 and should be
submitted on or before February 10,
2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–1034 Filed 1–19–12; 8:45 am]
BILLING CODE 8011–01–P
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–NASDAQ–2012–009 on the
subject line.
wreier-aviles on DSK5TPTVN1PROD 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–NASDAQ–2012–009. 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
9 For purposes only of waiving the 30-day
operative delay, the Commission has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
VerDate Mar<15>2010
14:12 Jan 19, 2012
Jkt 226001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–66159; File No. SR–
NASDAQ–2012–002]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing of Proposed Rule Change To
Adopt an Alternative to the $4 Initial
Listing Bid Price Requirement for the
Nasdaq Capital Market of Either $2 or
$3, if Certain Other Listing
Requirements Are Met
January 13, 2012.
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 January 3,
2012, The NASDAQ Stock Market LLC
(‘‘Nasdaq’’) filed with the Securities and
Exchange Commission (‘‘Commission’’)
the proposed rule change as described
in Items I and II below, which Items
have been prepared by Nasdaq. 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 proposes to adopt an
alternative to the $4 initial listing bid
price requirement for the Nasdaq
Capital Market. The text of the proposed
rule change is available on the Nasdaq’s
Web site at https://
www.nasdaq.cchwallstreet.com, at
Nasdaq’s principal office, and at the
Commission’s Public Reference Room.
Nasdaq will implement the proposed
rule change upon approval.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
Nasdaq 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. Nasdaq 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 the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Nasdaq proposes to adopt an
alternative to the minimum $4 price
requirement for companies seeking to
list on the Capital Market which meet
the express exclusion from the
definition of a ‘‘penny stock’’ contained
in Exchange Act Rule 3a51–1(g).3
Nasdaq is seeking to make this change
to enhance the competition among
exchanges for companies with securities
priced between $2 and $4. While
Section 11A of the Act 4 reflects a
Congressional finding that it ‘‘is in the
public interest and appropriate for the
protection of investors and the
maintenance of fair and orderly markets
to assure * * * fair competition * * *
among exchange markets,’’ currently the
only exchange listing alternative
available to these companies is NYSE
Amex, which has listing standards
permitting the listing of companies at
either $2 or $3.5 Nasdaq is unable to
adopt an identical requirement for the
Capital Market because of changes the
Commission made to the Penny Stock
3 17
10 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
PO 00000
Frm 00075
Fmt 4703
Sfmt 4703
3021
CFR 240.3a51–1(g).
U.S.C. 78k–1.
5 Section 102(b) of the NYSE Amex Company
Guide.
4 15
E:\FR\FM\20JAN1.SGM
20JAN1
Agencies
[Federal Register Volume 77, Number 13 (Friday, January 20, 2012)]
[Notices]
[Pages 3019-3021]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-1034]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-66153; File No. SR-NASDAQ-2012-009]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of a Proposed Rule Change
To Amend Rules 4613(a)(2)(F) and (G) To Allow Exchange Market Makers To
Opt Out of the Automated Quote Management Service
January 13, 2012.
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 January 11, 2012, The NASDAQ Stock Market LLC (the
``Exchange'' or ``NASDAQ'') filed with the Securities and Exchange
Commission (the ``Commission'') the proposed rule change as described
in Items I and II below, which Items have been prepared by NASDAQ. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Rules 4613(a)(2)(F) and (G) to
reflect changes to the Automated Quote Management service that will
allow market makers to opt out of the service.
The text of the proposed rule change is below. Proposed new
language is in italics; proposed deletions are in brackets.
* * * * *
4613. Market Maker Obligations
A member registered as a Market Maker shall engage in a course of
dealings for its own account to assist in the maintenance, insofar as
reasonably practicable, of fair and orderly markets in accordance with
this Rule.
(a) Quotation Requirements and Obligations
(1) No change.
(2) Pricing Obligations. For NMS stocks (as defined in Rule 600
under Regulation NMS) a Market Maker shall adhere to the pricing
obligations established by this Rule during Regular Trading Hours;
provided, however, that such pricing obligations (i) shall not commence
during any trading day until after the first regular way transaction on
the primary listing market in the security, as reported by the
responsible single plan processor, and (ii) shall be suspended during a
trading halt, suspension, or pause, and shall not re-commence until
after the first regular way transaction on the primary listing market
in the security following such halt, suspension, or pause, as reported
by the responsible single plan processor
(A)-(E) No change.
(F) Quotation Creation and Adjustment. For each Issue in which a
Market Maker is registered, the System shall, in the absence of a
quotation that complies with this Rule entered by that Market Maker,
automatically create a quotation for display to comply with this Rule.
System-created compliant displayed quotations will thereafter be
allowed to rest and not be further adjusted by the System unless the
relationship between the quotation and its related National Best Bid or
National Best Offer, as appropriate, shrinks to the greater of: (a) 4
percentage points, or, (b) one-quarter the applicable percentage
necessary to trigger an individual stock trading pause as described in
NASDAQ Rule 4120(a)(11), or expands to within that same percentage less
0.5%, whereupon the System will immediately re-adjust and display the
Market Maker's quote to the appropriate Designated Percentage set forth
in section (D) above. Quotations originally entered by Market Makers
which have not been modified by the System upon entry or after resting
on the book shall be allowed to move freely towards the National Best
Bid or National Best Offer, as appropriate, for potential execution. A
Market Maker may opt out of this service at any time by informing
Nasdaq of its desire to cease the service. Nasdaq will reinitiate
service upon a Market Maker's request.
(G) Quotation Refresh After Execution. In the event of an execution
[[Page 3020]]
against a System created compliant quotation, the Market Maker shall
have its quote refreshed by the System on the executed side of the
market at the applicable Designated Percentage away from the then
National Best Bid (Offer) (or if no National Best Bid (Offer), the last
reported sale). A Market Maker may opt out of this service at any time
by informing Nasdaq of its desire to cease the service. Nasdaq will
reinitiate service upon a Market Maker's request.
(H)-(K) No change.
(b)-(e) No change.
* * * * *
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 the
Statutory Basis for, the Proposed Rule Change [sic]
1. Purpose
NASDAQ proposes to amend Rules 4613(a)(2)(F) and (G) to allow
Exchange market makers to opt out of the Automated Quote Management
service.
Automated Quote Management
On November 5, 2010, the Commission approved all new Rule 4613,
which included the Exchange's Automated Quote Management service
provided under Rules 4613(a)(2)(F) and (G).\3\ The Automated Quote
Management service assists market makers in meeting their enhanced
quotation obligations. For each issue in which a market maker is
registered, the Exchange automatically creates a quotation for display
to comply with the quoting requirements of Rule 4613(a). Compliant
displayed quotations are thereafter allowed to rest and not be further
adjusted by the Exchange unless the relationship between the quotation
and its related national best bid or national best offer, as
appropriate, shrinks to the greater of: (a) 4 percentage points, or,
(b) one-quarter the applicable percentage necessary to trigger an
individual stock trading pause as described in Rule 4120(a)(11), or
expands to within that same percentage less 0.5%, whereupon the
Exchange will immediately re-adjust and display the market maker's
quote to the appropriate designated percentage. Quotations originally
entered by market makers are allowed to move freely towards the
national best bid or national best offer, as appropriate, for potential
execution.
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 63255 (November 5,
2010), 75 FR 69484 (November 12, 2010) (SR-NASDAQ-2010-115, et al.).
---------------------------------------------------------------------------
In the event of an execution against an Exchange-created compliant
quotation, the market maker has its quote refreshed by the Exchange on
the executed side of the market at the applicable designated percentage
away from the then national best bid (offer), or if no national best
bid (offer), the last reported sale.
New Functionality
As initially adopted, the Automated Quote Management service is
currently applied to all Exchange market makers, with no provision for
such member firms to opt out of the service. The Exchange is proposing
to make the Automated Quote Management service voluntary and is adding
functionality to allow Exchange market makers to opt out of the
service. An Exchange market maker must inform the Exchange of its
desire to opt out of the Automated Quote Management service, otherwise
the service will continue to apply to the market maker's quotes. An
Exchange market maker that has opted out of the Automated Quote
Management service may opt back into the service by likewise informing
the Exchange. To provide notice to the Exchange, a market maker must
inform the NASDAQ Trade Desk in writing via tradedesk@nasdaqomx.com of
its desire to opt in or out of the service. The NASDAQ Trade Desk will
process the request once received and confirm the market maker's change
in Automated Quote Management service status. An Exchange market maker
may request that the Exchange change its status intraday. The Exchange
will process such requests as they are received and the processing time
may vary based on factors such as the number of requests received.
2. Statutory Basis
The proposed rule change is consistent with Section 6(b) of the
Act,\4\ in general, and furthers the objectives of Section 6(b)(5),\5\
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 mechanism of a free and open
market and a national market system. Allowing Exchange market makers to
opt out of AQR will provide such firms the option to control their
quote in all instances. A market maker that opts out of Automated Quote
Management service may develop its own system to manage its quote,
individually tailored to the firm's operations and which may be
superior to the Automated Quote Management service. Accordingly, the
Exchange believes that the proposed changes to Rule 4613(a)(2) meet the
requirements of Section 6(b)(5) of the Act \6\ in that they will allow
Exchange market makers to develop individual solutions to their market
making quoting obligations, potentially superior to that of the
Automated Quote Management service.
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\4\ 15 U.S.C. 78f(b).
\5\ 15 U.S.C. 78f(b)(5).
\6\ Id.
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange 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.
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
Because the proposed rule change: (i) Does not significantly affect
the protection of investors or the public interest; (ii) does not
impose any significant burden on competition; and (iii) does not become
operative for 30 days after the date of the filing, or such shorter
time as the Commission may designate if consistent with the protection
of investors and the public interest, the proposed rule change has
become effective pursuant to Section 19(b)(3)(A) of the Act \7\ and
Rule 19b-4(f)(6) thereunder.\8\
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\7\ 15 U.S.C. 78s(b)(3)(A).
\8\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires that a self-regulatory organization submit to the
Commission written notice of its 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.
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The Exchange has requested that the Commission waive the 30-day
operative delay. The Commission believes that waiving the 30-day
operative delay is consistent with the protection of investors and the
public interest because the proposal only allows Exchange market makers
to opt out of the Automated Quote Management service which will enable
market makers to manage their own quotes if they so choose. Therefore,
the Commission designates the proposed rule change to be operative upon
filing with the Commission.\9\
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\9\ For purposes only of waiving the 30-day operative delay, the
Commission has considered the proposed rule's impact on efficiency,
competition, and capital formation. See 15 U.S.C. 78c(f).
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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 rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2012-009 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-2012-009. 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-2012-009 and should
be submitted on or before February 10, 2012.
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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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-1034 Filed 1-19-12; 8:45 am]
BILLING CODE 8011-01-P