Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Eliminate Market Maker Pre-Opening Obligations on NOM, 52375-52377 [2012-21274]
Download as PDF
Federal Register / Vol. 77, No. 168 / Wednesday, August 29, 2012 / Notices
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 8 and Rule 19b–4(f)(6) 9
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.
IV. Solicitation of Comments
All submissions should refer to File No.
SR–NASDAQ–2012–097. 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
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
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of NASDAQ. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File No. SR–NASDAQ–
2012–097 and should be submitted on
or before September 19, 2012.
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.10
Kevin M. O’Neill,
Deputy Secretary.
Electronic Comments
BILLING CODE 8011–01–P
• 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
No. SR–NASDAQ–2012–097 on the
subject line.
Paper Comments
TKELLEY on DSK3SPTVN1PROD with NOTICES
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
8 15
U.S.C. 78s(b)(3)(A).
9 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.
VerDate Mar<15>2010
17:37 Aug 28, 2012
Jkt 226001
[FR Doc. 2012–21256 Filed 8–28–12; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–67722; File No. SR–
NASDAQ–2012–095]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Eliminate
Market Maker Pre-Opening Obligations
on NOM
August 23, 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 August
10, 2012, The NASDAQ Stock Market
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00067
Fmt 4703
Sfmt 4703
52375
LLC (‘‘NASDAQ’’ or ‘‘Exchange’’) 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 the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to modify
Chapter VII, Section 6 (Market Maker
Quotations) of the NASDAQ Options
Market, LLC (‘‘NOM’’), to eliminate
market maker pre-opening obligations
on NOM. The Exchange also proposes to
modify Chapter VII, Section 5
(Obligations of Market Makers) to
conform it to Section 6.
The text of the proposed rule change
is available at https://
nasdaq.cchwallstreet.com/, at the
Exchange’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 modify Chapter VII, Section
6 of the NOM rulebook to remove
obligations imposed on NOM market
makers (‘‘Market Makers’’) 3 to
participate in the pre-opening phase in
terms of continuous quotes; and to
conform Section 5 to Section 6 as
modified. This is done to put Market
Makers on par with the market makers
on other options Exchanges that do not
3 A Market Maker is a NOM participant that is
registered with the Exchange as a Market Maker and
has certain rights and bears certain responsibilities
beyond those of other Options Participants. All
Market Makers are designated as specialists on
NOM. See Chapter VII, Section 2.
E:\FR\FM\29AUN1.SGM
29AUN1
52376
Federal Register / Vol. 77, No. 168 / Wednesday, August 29, 2012 / Notices
TKELLEY on DSK3SPTVN1PROD with NOTICES
have pre-market continuous quoting
obligations.4
Currently, Section 6 of Chapter VII
requires that a Market Maker must enter
continuous bids and offers in options in
which the Market Maker is registered on
NOM, an all-electronic market.
Specifically, Section 6(d)(i) requires that
on a daily basis a Market Maker must:
(1) Participate in the pre-opening phase;
and (2) thereafter make markets
consistent with the applicable quoting
requirements specified in NOM rules,
on a continuous basis in at least sixty
percent (60%) of the series in options in
which the Market Maker is registered.
Additionally, subsection 6(d)(i)1)
indicates that to satisfy the Section
6(d)(i) requirement with respect to
quoting a series, a Market Maker must:
(3) quote such series 90% of the trading
day (as a percentage of the total number
of minutes in such trading day) or such
higher percentage as Nasdaq may
announce in advance. 5 The Exchange
does not propose to change any of the
continuous quoting requirements
applicable to a Market Maker (e.g.
continuous quoting in 60% of the
Market Maker’s registered series for
90% of the trading day) 6 other than to
eliminate the requirement to participate
in the pre-opening phase in Section
6(d)(i), which is noted in 1) above.
Subsequent to this proposal, a Market
Maker will continue to have all of the
other quoting obligations that the
Market Maker now has pursuant to
Section 6, and pursuant to Section
6(d)(i), during regular market hours will
be responsible to quote on a continuous
basis in at least sixty percent (60%) of
the series in options in which the
Market Maker is registered for 90% of
the trading day (as a percentage of the
total number of minutes in such trading
day). The change that the Exchange is
proposing to Section 6(d)(i) is removal
of the Market Maker pre-opening
quoting obligation and the insertion of
4 NASDAQ OMX Phlx (‘‘Phlx’’), and International
Securities Exchange, LLC (‘‘ISE’’) have market preopening phases. However, Phlx and ISE do not, as
discussed in the proposal, impose pre-opening
obligations on their respective options market
makers; none of the exchanges require continuous
quoting prior to the regular options trading market.
The regular trading market opens on both
exchanges at 9:30 Eastern Time.
5 Subsection (6)(d)(i)2) establishes that three
different types of option series are exempted from
the continuous quote requirements: quarterly
option series, adjusted option series, and series
with an expiration of nine months or greater.
For continuous quotation requirements on NOM
generally, see Chapter XIV, Section 6(d).
6 The NOM trading day, which represents the
regular market hours, is 9:30 a.m. to 4:00 p.m.
Eastern Time, except for option contracts on fund
shares or broad-based indexes which will close as
of 4:15 p.m. Eastern Time. Chapter VI, Section 2.
VerDate Mar<15>2010
17:37 Aug 28, 2012
Jkt 226001
text clarifying that the quoting
obligation is during regular market
hours.7 As a result of the Exchange’s
proposed rule filing, the NOM
continuous quoting requirement on
NOM’s electronic market makers will
not have a pre-opening quoting
obligation, just as other options
exchanges (e.g. Phlx and ISE) do not
impose a pre-opening obligation on
their electronic market makers.
Phlx and ISE have a continuous
quoting obligation during their regular
market hours, which are similar to
NOM’s market hours.8 However, Phlx
and ISE do not have an obligation for
their market makers to participate in a
pre-opening phase. On Phlx, for
example, a Remote Streaming Quote
Trader (‘‘RSQT’’),9 which is similar in
nature to a NOM Market Maker, has an
obligation during trading hours to quote
markets in not less than 60% of the
series in which such RSQT is assigned
(this is akin to NOM Market Maker
registration in a series). Unlike a NOM
Market Maker, which currently has a
pre-opening obligation, a Phlx RSQT
does not have a pre-opening market
maker obligation.10 And as a second
example, there is a quoting requirement
for an ISE market maker. However, just
like Phlx, and unlike NOM, ISE does not
have a pre-opening market maker
obligation.11 The proposed filing
establishes that NOM Market Makers,
like Phlx and ISE market makers, will
not have a pre-opening quoting
obligation prior to market open.12
7 Proposed
Section 6(d)(i) states, in relevant part:
i. On a daily basis, a Market Maker must during
regular market hours make markets consistent with
the applicable quoting requirements specified in
these rules, on a continuous basis in at least sixty
percent (60%) of the series in options in which the
Market Maker is registered.
8 See supra note 6.
9 A Phlx RSQT is a Registered Options Trader that
is a member or member organization with no
physical trading floor presence that may generate
and submit option quotations electronically in
assigned options. See Phlx Rule 1014(b)(ii)(B).
While the designation of RSQT does not exist on
NOM, a NOM Market Maker enters quotes
electronically on NOM just as an RSQT does on
Phlx purusuant to specific quoting obligations. See
NOM Chapter VII, Section 6(d) and Phlx Rule
1014(b)(ii)(D).
10 For the Phlx continuous quoting rule, see Phlx
Rule 1014(b)(ii)(D)(1).
11 ISE rule 804(e)(2)(iii) states, in relevant part,
that a Competitive Market Maker must maintain
continuous quotations in an options class to which
it is appointed and at least 60% of the series of the
options class listed on the Exchange until the close
of trading that day.
12 The two-sided quote obligation is noted also in
Chapter VII, Section 5(a)(i), which states that during
trading hours a Market Maker must maintain a twosided market, pursuant to Section 6(d)(i) of Chapter
VII, in those options in which the Market Maker is
registered to trade, in a manner that enhances the
depth, liquidity and competitiveness of the market.
PO 00000
Frm 00068
Fmt 4703
Sfmt 4703
Exchange Market Makers have noted
that unlike NOM, other options
exchanges do not have a pre-opening
quoting obligation for their market
makers, and have requested NOM to
eliminate the pre-opening obligation so
that NOM rules are similar to those of
other options exchanges such as, for
example, Phlx. This proposed rule
change levels the playing field in
respect of pre-opening obligations while
leaving all other NOM quoting
requirements intact.13
Moreover, the Exchange believes that
its proposal to put NOM market makers
in the same position as market makers
on other exchanges will not have a
negative effect on NOM investors and
traders (‘‘NOM participants’’). In
particular, the Exchange believes the
removal of pre-opening market maker
obligations on NOM will have no
impact on the functioning of the NOM
opening process and in turn will not
negatively impact NOM participants.
The Exchange generally requires two
other option markets to be open prior to
NOM initiating an opening process.14 In
addition, orders and quotes executed
during the opening process on NOM
will continue to be protected by the
National Best Bid or Offer (‘‘NBBO’’). As
such, the Exchange believes that NOM
participants will continue to have a
similar experience and quality of
execution on the opening on NOM as
they do today.
The Exchange believes further that the
proposed rule change eliminating preopening obligations should be procompetitive in that it will attract more
Market Makers, and additional liquidity,
onto NOM. This should be
advantageous to traders and investors
executing trading and hedging strategies
on the Exchange.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 15 in general, and furthers the
objectives of Section 6(b)(5) of the Act 16
in particular, in that the proposal is
Recognizing the requirement to maintain a twosided market during trading hours per Section
5(a)(i), the Exchange is removing reference in
Section 5(a)(ii) to a Market Maker having to enter
two-sided quotes before market open by
participating in opening the market. This is done
for purposes of conforming Section 5(a)(ii) with
proposed Section 6(d)(i), which eliminates quoting
obligations in the pre-opening phase before the
market opens.
13 Chapter VII, Section 6(d).
14 For the NOM opening process, see Chapter VI,
Section 8; and for a description of the two options
market opening process, see https://
www.nasdaqtrader.com/content/technicalsupport/
NOM_SystemSettings.pdf.
15 15 U.S.C. 78f(b).
16 15 U.S.C. 78f(b)(5).
E:\FR\FM\29AUN1.SGM
29AUN1
Federal Register / Vol. 77, No. 168 / Wednesday, August 29, 2012 / Notices
designed to promote just and equitable
principles of trade, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general to protect investors and the
public interest. The Exchange believes
the proposal to conform Market Maker
obligations to the requirements of
competing markets will promote the
application of consistent trading
practices. Therefore, the Exchange
believes the proposal promotes just and
equitable principles of trade and serves
to protect investors and the public
interest.
Additionally, the Exchange believes
the proposal removes a market maker
quoting requirement that is
unnecessary, as evidenced by the fact
that it does not exist on other
competitive markets. The Exchange
operates in a highly competitive market
comprised of ten U.S. options exchanges
in which sophisticated and
knowledgeable market participants can,
and do, send order flow to competing
exchanges if they deem trading practices
at a particular exchange to be onerous
or cumbersome. With this proposal, the
Market Maker will be relieved of a
market maker requirement that does not
materially improve the quality of the
markets. On the contrary, the pre-open
phase obligation creates an additional
obligation and burden on NOM Market
Makers that does not exist on numerous
other competitive markets. The
Exchange believes that in this
competitive marketplace, the impact of
the pre-open trading practice that exists
on the Exchange today compels this
proposal. It will allow Market Makers
on the Exchange to follow rules that are
similar to the rules of other options
exchanges that do not impose preopening obligations on their market
makers, and will allow Market Makers
to focus on aspects of their operations
that contribute to the market in a more
efficient and meaningful way.
TKELLEY on DSK3SPTVN1PROD with NOTICES
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. NASDAQ’s
proposal to eliminate the pre-trading
obligation for Market Makers is
consistent with what is already
occurring on other markets.
VerDate Mar<15>2010
17:37 Aug 28, 2012
Jkt 226001
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
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 from the date on
which it was filed, 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 17 and Rule 19b-4(f)(6)
thereunder.18 At any time within 60
days of the filing of such 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–NASDAQ–2012–095 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–2012–095. This
file number should be included on the
17 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). As required under Rule
19b–4(f)(6)(iii), the Exchange provided the
Commission with written notice of its intent to file
the proposed rule change along with a brief
description and the 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.
18 17
PO 00000
Frm 00069
Fmt 4703
Sfmt 4703
52377
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
10:00 a.m. and 3:00 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 SRNASDAQ–2012–095 and should be
submitted on or before September 19,
2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–21274 Filed 8–28–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–67723; File No. SR–C2–
2012–029]
Self-Regulatory Organizations; C2
Options Exchange, Incorporated;
Notice of Filing and Immediate
Effectiveness of a Proposed Rule
Change To Amend the Fees Schedule
August 23, 2012.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on August
21, 2012, C2 Options Exchange,
Incorporated (the ‘‘Exchange’’ or ‘‘C2’’)
filed with the Securities and Exchange
19 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
E:\FR\FM\29AUN1.SGM
29AUN1
Agencies
[Federal Register Volume 77, Number 168 (Wednesday, August 29, 2012)]
[Notices]
[Pages 52375-52377]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-21274]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-67722; File No. SR-NASDAQ-2012-095]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Eliminate Market Maker Pre-Opening Obligations on NOM
August 23, 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 August 10, 2012, The NASDAQ Stock Market LLC (``NASDAQ'' or
``Exchange'') 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 the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to modify Chapter VII, Section 6 (Market
Maker Quotations) of the NASDAQ Options Market, LLC (``NOM''), to
eliminate market maker pre-opening obligations on NOM. The Exchange
also proposes to modify Chapter VII, Section 5 (Obligations of Market
Makers) to conform it to Section 6.
The text of the proposed rule change is available at https://nasdaq.cchwallstreet.com/, at the Exchange'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 modify Chapter VII,
Section 6 of the NOM rulebook to remove obligations imposed on NOM
market makers (``Market Makers'') \3\ to participate in the pre-opening
phase in terms of continuous quotes; and to conform Section 5 to
Section 6 as modified. This is done to put Market Makers on par with
the market makers on other options Exchanges that do not
[[Page 52376]]
have pre-market continuous quoting obligations.\4\
---------------------------------------------------------------------------
\3\ A Market Maker is a NOM participant that is registered with
the Exchange as a Market Maker and has certain rights and bears
certain responsibilities beyond those of other Options Participants.
All Market Makers are designated as specialists on NOM. See Chapter
VII, Section 2.
\4\ NASDAQ OMX Phlx (``Phlx''), and International Securities
Exchange, LLC (``ISE'') have market pre-opening phases. However,
Phlx and ISE do not, as discussed in the proposal, impose pre-
opening obligations on their respective options market makers; none
of the exchanges require continuous quoting prior to the regular
options trading market. The regular trading market opens on both
exchanges at 9:30 Eastern Time.
---------------------------------------------------------------------------
Currently, Section 6 of Chapter VII requires that a Market Maker
must enter continuous bids and offers in options in which the Market
Maker is registered on NOM, an all-electronic market. Specifically,
Section 6(d)(i) requires that on a daily basis a Market Maker must: (1)
Participate in the pre-opening phase; and (2) thereafter make markets
consistent with the applicable quoting requirements specified in NOM
rules, on a continuous basis in at least sixty percent (60%) of the
series in options in which the Market Maker is registered.
Additionally, subsection 6(d)(i)1) indicates that to satisfy the
Section 6(d)(i) requirement with respect to quoting a series, a Market
Maker must: (3) quote such series 90% of the trading day (as a
percentage of the total number of minutes in such trading day) or such
higher percentage as Nasdaq may announce in advance. \5\ The Exchange
does not propose to change any of the continuous quoting requirements
applicable to a Market Maker (e.g. continuous quoting in 60% of the
Market Maker's registered series for 90% of the trading day) \6\ other
than to eliminate the requirement to participate in the pre-opening
phase in Section 6(d)(i), which is noted in 1) above.
---------------------------------------------------------------------------
\5\ Subsection (6)(d)(i)2) establishes that three different
types of option series are exempted from the continuous quote
requirements: quarterly option series, adjusted option series, and
series with an expiration of nine months or greater.
For continuous quotation requirements on NOM generally, see
Chapter XIV, Section 6(d).
\6\ The NOM trading day, which represents the regular market
hours, is 9:30 a.m. to 4:00 p.m. Eastern Time, except for option
contracts on fund shares or broad-based indexes which will close as
of 4:15 p.m. Eastern Time. Chapter VI, Section 2.
---------------------------------------------------------------------------
Subsequent to this proposal, a Market Maker will continue to have
all of the other quoting obligations that the Market Maker now has
pursuant to Section 6, and pursuant to Section 6(d)(i), during regular
market hours will be responsible to quote on a continuous basis in at
least sixty percent (60%) of the series in options in which the Market
Maker is registered for 90% of the trading day (as a percentage of the
total number of minutes in such trading day). The change that the
Exchange is proposing to Section 6(d)(i) is removal of the Market Maker
pre-opening quoting obligation and the insertion of text clarifying
that the quoting obligation is during regular market hours.\7\ As a
result of the Exchange's proposed rule filing, the NOM continuous
quoting requirement on NOM's electronic market makers will not have a
pre-opening quoting obligation, just as other options exchanges (e.g.
Phlx and ISE) do not impose a pre-opening obligation on their
electronic market makers.
---------------------------------------------------------------------------
\7\ Proposed Section 6(d)(i) states, in relevant part:
i. On a daily basis, a Market Maker must during regular market
hours make markets consistent with the applicable quoting
requirements specified in these rules, on a continuous basis in at
least sixty percent (60%) of the series in options in which the
Market Maker is registered.
---------------------------------------------------------------------------
Phlx and ISE have a continuous quoting obligation during their
regular market hours, which are similar to NOM's market hours.\8\
However, Phlx and ISE do not have an obligation for their market makers
to participate in a pre-opening phase. On Phlx, for example, a Remote
Streaming Quote Trader (``RSQT''),\9\ which is similar in nature to a
NOM Market Maker, has an obligation during trading hours to quote
markets in not less than 60% of the series in which such RSQT is
assigned (this is akin to NOM Market Maker registration in a series).
Unlike a NOM Market Maker, which currently has a pre-opening
obligation, a Phlx RSQT does not have a pre-opening market maker
obligation.\10\ And as a second example, there is a quoting requirement
for an ISE market maker. However, just like Phlx, and unlike NOM, ISE
does not have a pre-opening market maker obligation.\11\ The proposed
filing establishes that NOM Market Makers, like Phlx and ISE market
makers, will not have a pre-opening quoting obligation prior to market
open.\12\
---------------------------------------------------------------------------
\8\ See supra note 6.
\9\ A Phlx RSQT is a Registered Options Trader that is a member
or member organization with no physical trading floor presence that
may generate and submit option quotations electronically in assigned
options. See Phlx Rule 1014(b)(ii)(B). While the designation of RSQT
does not exist on NOM, a NOM Market Maker enters quotes
electronically on NOM just as an RSQT does on Phlx purusuant to
specific quoting obligations. See NOM Chapter VII, Section 6(d) and
Phlx Rule 1014(b)(ii)(D).
\10\ For the Phlx continuous quoting rule, see Phlx Rule
1014(b)(ii)(D)(1).
\11\ ISE rule 804(e)(2)(iii) states, in relevant part, that a
Competitive Market Maker must maintain continuous quotations in an
options class to which it is appointed and at least 60% of the
series of the options class listed on the Exchange until the close
of trading that day.
\12\ The two-sided quote obligation is noted also in Chapter
VII, Section 5(a)(i), which states that during trading hours a
Market Maker must maintain a two-sided market, pursuant to Section
6(d)(i) of Chapter VII, in those options in which the Market Maker
is registered to trade, in a manner that enhances the depth,
liquidity and competitiveness of the market.
Recognizing the requirement to maintain a two-sided market
during trading hours per Section 5(a)(i), the Exchange is removing
reference in Section 5(a)(ii) to a Market Maker having to enter two-
sided quotes before market open by participating in opening the
market. This is done for purposes of conforming Section 5(a)(ii)
with proposed Section 6(d)(i), which eliminates quoting obligations
in the pre-opening phase before the market opens.
---------------------------------------------------------------------------
Exchange Market Makers have noted that unlike NOM, other options
exchanges do not have a pre-opening quoting obligation for their market
makers, and have requested NOM to eliminate the pre-opening obligation
so that NOM rules are similar to those of other options exchanges such
as, for example, Phlx. This proposed rule change levels the playing
field in respect of pre-opening obligations while leaving all other NOM
quoting requirements intact.\13\
---------------------------------------------------------------------------
\13\ Chapter VII, Section 6(d).
---------------------------------------------------------------------------
Moreover, the Exchange believes that its proposal to put NOM market
makers in the same position as market makers on other exchanges will
not have a negative effect on NOM investors and traders (``NOM
participants''). In particular, the Exchange believes the removal of
pre-opening market maker obligations on NOM will have no impact on the
functioning of the NOM opening process and in turn will not negatively
impact NOM participants. The Exchange generally requires two other
option markets to be open prior to NOM initiating an opening
process.\14\ In addition, orders and quotes executed during the opening
process on NOM will continue to be protected by the National Best Bid
or Offer (``NBBO''). As such, the Exchange believes that NOM
participants will continue to have a similar experience and quality of
execution on the opening on NOM as they do today.
---------------------------------------------------------------------------
\14\ For the NOM opening process, see Chapter VI, Section 8; and
for a description of the two options market opening process, see
https://www.nasdaqtrader.com/content/technicalsupport/NOM_SystemSettings.pdf.
---------------------------------------------------------------------------
The Exchange believes further that the proposed rule change
eliminating pre-opening obligations should be pro-competitive in that
it will attract more Market Makers, and additional liquidity, onto NOM.
This should be advantageous to traders and investors executing trading
and hedging strategies on the Exchange.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \15\ in general, and furthers the objectives of Section
6(b)(5) of the Act \16\ in particular, in that the proposal is
[[Page 52377]]
designed to promote just and equitable principles of trade, to remove
impediments to and perfect the mechanism of a free and open market and
a national market system, and, in general to protect investors and the
public interest. The Exchange believes the proposal to conform Market
Maker obligations to the requirements of competing markets will promote
the application of consistent trading practices. Therefore, the
Exchange believes the proposal promotes just and equitable principles
of trade and serves to protect investors and the public interest.
---------------------------------------------------------------------------
\15\ 15 U.S.C. 78f(b).
\16\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
Additionally, the Exchange believes the proposal removes a market
maker quoting requirement that is unnecessary, as evidenced by the fact
that it does not exist on other competitive markets. The Exchange
operates in a highly competitive market comprised of ten U.S. options
exchanges in which sophisticated and knowledgeable market participants
can, and do, send order flow to competing exchanges if they deem
trading practices at a particular exchange to be onerous or cumbersome.
With this proposal, the Market Maker will be relieved of a market maker
requirement that does not materially improve the quality of the
markets. On the contrary, the pre-open phase obligation creates an
additional obligation and burden on NOM Market Makers that does not
exist on numerous other competitive markets. The Exchange believes that
in this competitive marketplace, the impact of the pre-open trading
practice that exists on the Exchange today compels this proposal. It
will allow Market Makers on the Exchange to follow rules that are
similar to the rules of other options exchanges that do not impose pre-
opening obligations on their market makers, and will allow Market
Makers to focus on aspects of their operations that contribute to the
market in a more efficient and meaningful way.
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. NASDAQ's proposal to eliminate
the pre-trading obligation for Market Makers is consistent with what is
already occurring on other 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
Because the 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 from the date on which it was filed, 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 \17\ and Rule 19b-4(f)(6)
thereunder.\18\ At any time within 60 days of the filing of such
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.
---------------------------------------------------------------------------
\17\ 15 U.S.C. 78s(b)(3)(A).
\18\ 17 CFR 240.19b-4(f)(6). As required under Rule 19b-
4(f)(6)(iii), the Exchange provided the Commission with written
notice of its intent to file the proposed rule change along with a
brief description and the 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.
---------------------------------------------------------------------------
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-2012-095 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-2012-095. 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
10:00 a.m. and 3:00 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-2012-095 and should
be submitted on or before September 19, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
---------------------------------------------------------------------------
\19\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-21274 Filed 8-28-12; 8:45 am]
BILLING CODE 8011-01-P