Self-Regulatory Organizations; National Stock Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend Its Fee and Rebate Schedule, 69522-69525 [2012-28004]
Download as PDF
69522
Federal Register / Vol. 77, No. 223 / Monday, November 19, 2012 / Notices
reasonable because it will result in a fee
reduction for members that provide the
market quality benefits associated with
QMM status.
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 is designed to reduce fees for
members that enhance the quality of
NASDAQ’s market.
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. By
reducing fees for order execution and
order entry ports, the proposal is a
manifestation of the continued intense
level of competition in the market for
order execution.
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.
pmangrum on DSK3VPTVN1PROD with NOTICES
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.14 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.
14 15
U.S.C. 78s(b)(3)(A)(ii).
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14:04 Nov 16, 2012
Jkt 229001
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.15
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–28000 Filed 11–16–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
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–2012–126 on the
subject line.
[Release No. 34–68215; File No. SR–NSX–
2012–20]
Paper Comments
November 13, 2012.
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Exchange Act’’ or ‘‘Act’’),1 and Rule
19b–4 thereunder,2 notice is hereby
given that on November 2, 2012
National Stock Exchange, Inc. (‘‘NSX’’
or ‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
All submissions should refer to File
Number SR–NASDAQ–2012–126. 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–2012–126 and should be
submitted on or before December 10,
2012.
PO 00000
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Self-Regulatory Organizations;
National Stock Exchange, Inc.; Notice
of Filing and Immediate Effectiveness
of a Proposed Rule Change To Amend
Its Fee and Rebate Schedule
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing to amend
its Fee and Rebate Schedule (the ‘‘Fee
Schedule’’) issued pursuant to Exchange
Rule 16.1(a) to adopt separate regulatory
fees for Order Delivery participants to:
(1) Charge a flat fee per quotation
update; (2) charge a separate flat fee per
quotation update during a new Order
Delivery participant’s first three (3)
months of participation; and (3)
implement an Onboarding Fee for new
Order Delivery participants. The text of
the proposed rule change is available on
the Exchange’s Web site at
www.nsx.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
15 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Federal Register / Vol. 77, No. 223 / Monday, November 19, 2012 / Notices
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 parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
Section IV of its Fee Schedule to adopt
a separate Regulatory Fee for Order
Delivery participants to: (1) Charge a flat
fee per quotation update; (2) charge a
separate flat fee per quotation update
during a new Order Delivery
participant’s first three (3) months of
participation; and (3) implement an
Onboarding Fee for new Order Delivery
participants. Proceeds from the new
regulatory fees will be used to fund the
NSX’s regulatory oversight of Order
Delivery participants.
pmangrum on DSK3VPTVN1PROD with NOTICES
Quotation Update Fee for Existing Order
Delivery Participants
The Exchange proposed to charge a
flat fee of $0.000444 per each Order
Delivery participant’s quotation
update.3 The Exchange will earmark
and use all regulatory fees raised
through the quotation update fee to
support the regulatory oversight of the
Order Delivery function.
The quotation update fee rate is
reasonable since it is designed to
correlate with the total regulatory costs
associated with overseeing the Order
Delivery trading program based on
current Order Delivery participants’
historic quotation activities. The
Exchange will calculate, on a quarterly
basis, the percentage of the Exchange’s
quotation activity that is accounted for
by Order Delivery participants. The
Exchange will consider any changes in
the level of Order Delivery activity as
well as any changes in the market,
surveillance and system requirements
required to effectively perform the
surveillance function in determining
whether to adjust the quotation update
fee.
The Order Delivery functionality
allows electronic communication
networks (‘‘ECNs’’) to make quotations
3 A ‘‘quotation update’’ includes any change to
the price, size or side of a quotation or submission
of an updated quote with the same price, size or
side. A quotation update does not include posting
of a new quote to replace a quote that was fully
executed.
VerDate Mar<15>2010
14:04 Nov 16, 2012
Jkt 229001
available through the consolidated
quotation feed without the risk of
double execution. The Exchange is the
only market center to provide this
service. This market structure has a
higher cost structure than automated
matching engines due to its increased
operational, technology and regulatory
demands. The Exchange currently does
not charge execution fees for orders
executed using the Order Delivery
Mode.
The Exchange also notes that this
proposed fee is similar to a quotation
update fee imposed by FINRA on ADF
Participants.4 The Exchange’s Order
Delivery program is similar to the ADF
offering. Therefore, the Exchange
believes that a separate regulatory fee
based on quotation updates is a
reasonable manner in which to fund its
regulatory program.
Fees for New Order Delivery
Participants
The Exchange also proposed to adopt
the following separate fees for new
Order Delivery Participants: (1) A higher
flat fee per quotation update during a
new Order Delivery participant’s first
three (3) months of participation; and
(2) a one-time Onboarding Fee of
$5,000.00.
The Exchange proposes a separate flat
fee per quotation update of $0.006667
during a new Order Delivery
participant’s first three (3) months of
participation. This quotation update fee
would be in lieu of the proposed
standard quotation update fee of
$0.000444 for existing Order Delivery
participants. This is because the
Exchange expends an increased
regulatory focus over a new Order
Delivery participant’s activities to
ensure compliance with Exchange Rule
11.13 and to gain familiarity with their
quoting activities. The Exchange will
earmark and use all regulatory fees
raised through the quotation update fee
to support the regulatory oversight of
the Order Delivery function. The
Exchange believes that charging a higher
quotation update fee for new Order
Delivery participants during their first
three months of operation is reasonable,
and is an equitable means to cover the
increase regulatory oversight costs of
their activities without being unfairly
discriminatory among the ETP Holders.
4 See Securities Exchange Act Release No. 47331
(February 10, 2003), 68 FR 7635 (February 14, 2003)
(SR–NASD–2003–09), see also, Securities Exchange
Act Release No. 55379 (March 1, 2007), 72 FR
10283 (March 7, 2007) (SR–NASD–2007–017).
While the Exchange proposes a fixed quotation
update fee for existing Order Delivery participants
and a separate quotation update fee for a new
applicant, FINRA’s quotation update fee is tiered
based on the ADF Participant’s trading volumes.
PO 00000
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Fmt 4703
Sfmt 4703
69523
The Exchange proposes a one-time
Onboarding Fee of $5,000.00. The
Exchange incurs increased costs when
onboarding a new Order Delivery
participant. These costs include
establishing connectivity and
administering the application process.
The Exchange also conducts enhanced
due diligence of the Order Delivery
participant’s systems to ensure its
ability to comply with Exchange Rule
11.13, including the Order Delivery
applicant’s ability to comply with the
Exchange’s eligibility requirements. The
Onboarding Fees will also be used by
the Exchange to support the regulatory
oversight of the Order Delivery function.
The Exchange believes that adopting a
one-time fee is reasonable for new Order
Delivery participants, and an equitable
distribution of regulatory costs that does
not unfairly discriminate against the
Order Delivery applicant or existing
ETP Holders.
Operative Date and Notice
The Exchange currently intends to
make the proposed modifications,
which are effective on filing of this
proposed rule, operative as of
commencement of trading on November
2, 2012.5 Pursuant to Exchange Rule
16.1(c), the Exchange will ‘‘provide ETP
Holders with notice of all relevant dues,
fees, assessments and charges of the
Exchange’’ through the issuance of a
Regulatory Circular of the changes to the
Fee Schedule and will post a copy of the
rule filing on the Exchange’s Web site
(www.nsx.com).
2. Statutory Basis
The Exchange believes that the
proposed fixed quotation update fee for
existing Order Delivery participants is
consistent with the provisions of
Section 6(b) of the Act,6 in general, and
Section 6(b)(4) of the Act,7 in particular
in that it is designed to provide for the
equitable allocation of reasonable dues,
fees and other charges among its
members and other persons using the
facilities of the Exchange. Order
Delivery Mode imposes on the Exchange
greater regulatory and operational costs
than Auto-Ex Mode, because Order
Delivery is a model that requires
increased regulatory procedures to
ensure effective oversight of compliance
with applicable SEC and SRO rules. By
imposing a quotation update fee based
on each Order Delivery participant’s
quotation activity, this fee equitably
5 Because the proposed changes are effective
November 2, 2012, trading activity occurring on
November 1, 2012 will be excluded from the
proposed fees.
6 15 U.S.C. 78f(b).
7 15 U.S.C. 78f(b)(4).
E:\FR\FM\19NON1.SGM
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pmangrum on DSK3VPTVN1PROD with NOTICES
69524
Federal Register / Vol. 77, No. 223 / Monday, November 19, 2012 / Notices
allocates costs based on their overall
quotation activity. The Exchange is the
only market center to offer Order
Delivery to market participants, which
allows ECNs to make quotations
available through the consolidated
quotation feed without the risk of
double execution. This market structure
has a higher cost structure than
automated matching engines due to its
increased operational, technology and
regulatory demands. The Exchange
currently does not charge execution fees
for orders executed using the Order
Delivery Mode. Therefore, the Exchange
believes this fee structure is a
reasonable means for the NSX to recover
the regulatory costs of Order Delivery.
Moreover, the Exchange believes that
the proposed fixed quotation update fee
for existing Order Delivery participants
is consistent with the provisions of
Section 6(b)(5) of the Act,8 in that the
proposed regulatory fee is not unfairly
discriminatory because it is based on an
ETP Holder’s quotation activity in Order
Delivery. Order Delivery participants
are eligible to submit (or not submit)
liquidity adding and quotes, and may do
so at their discretion in the daily
volumes they choose during any given
trading day.
Furthermore, the Exchange also
believes that the proposed fixed
quotation update fee for new Order
Delivery participants during their first
three (3) months of operation is
consistent with the provisions of
Section 6(b) of the Act,9 in general, and
Section 6(b)(4) of the Act,10 in particular
in that it is designed to provide for the
equitable allocation of reasonable dues,
fees and other charges among its
members and other persons using the
facilities of the Exchange. Oversight of
a new Order Delivery participant’s
activities imposes on the Exchange
greater regulatory and operational costs
than it does for existing Order Delivery
participants, because the Exchange
expends an increased regulatory focus
over a new Order Delivery participant’s
activities to ensure compliance with
Exchange Rule 11.13 and to gain
familiarity with their quoting activities.
The Exchange believes that charging a
higher quotation update fee for new
Order Delivery participants during their
first three (3) months of operation is a
reasonable means to cover the increase
regulatory oversight costs of their
activities require. By imposing a
quotation update fee based on each
Order Delivery participant’s quotation
activity, this fee equitably allocates
U.S.C. 78f(b)(5).
U.S.C. 78f(b).
10 15 U.S.C. 78f(b)(4).
costs based on their overall quotation
activity. Again, the Exchange is the only
market center to offer Order Delivery to
market participants which allows ECNs
to make quotations available through
the consolidated quotation feed without
the risk of double execution. This
market structure has a higher cost
structure than automated matching
engines due to its increased operational,
technology and regulatory demands.
The Exchange currently does not charge
execution fees for orders executed using
the Order Delivery Mode. Therefore, the
Exchange believes this fee structure is a
reasonable means for the NSX to recover
the regulatory costs of Order Delivery.
Moreover, the Exchange believes that
the proposed fixed quotation update fee
for new Order Delivery participants
during their first three (3) months of
operation is consistent with the
provisions of Section 6(b)(5) of the
Act,11 in that the proposed regulatory
fee is not unfairly discriminatory
because it is based on an ETP Holder’s
quotation activity in Order Delivery.
New Order Delivery participants require
increased regulatory oversight relative
to existing participants due to the
Exchange’s focus on their trading
activity, ensuring compliance with SEC
and SRO rules as well as Exchange staff
developing familiarity with the new
participant’s trading behavior. Also,
Order Delivery participants are eligible
to submit (or not submit) liquidity
adding and quotes, and may do so at
their discretion in the daily volumes
they choose during any given trading
day.
Lastly, the Exchange believes that the
proposed one-time Onboarding Fee for
new Order Delivery participants is also
consistent with the provisions of
Section 6(b) of the Act,12 in general, and
Section 6(b)(4) of the Act,13 in particular
in that it is designed to provide for the
equitable allocation of reasonable dues,
fees and other charges among its
members and other persons using the
facilities of the Exchange. Onboarding a
new Order Delivery participant imposes
on the Exchange increased regulatory
and operational costs. These costs
include establishing connectivity and
administering the application process.
The Exchange also conducts extensive
due diligence and increased regulatory
procedures to ensure effective oversight
of compliance with applicable SEC and
SRO rules, including review of an Order
Delivery participant’s systems to ensure
their ability to comply with Exchange
Rule 11.13’s automated response time
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 that is not
necessary or appropriate in furtherance
of the purposes of the Act.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange has neither solicited
nor received written comments on the
proposed rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The proposed rule change has taken
effect upon filing pursuant to Section
19(b)(3)(A)(ii) of the Exchange Act 15
and subparagraph (f)(2) of Rule 19b–4 16
thereunder, because, as provided in
(f)(2), it changes ‘‘a due, fee or other
charge applicable only to a member’’
(known on the Exchange as an ETP
Holder). 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.
8 15
11 15
14 15
9 15
12 15
15 15
VerDate Mar<15>2010
14:04 Nov 16, 2012
U.S.C. 78f(b)(5).
U.S.C. 78f(b).
13 15 U.S.C. 78f(b)(4).
requirements. By imposing a one-time
Onboarding Fee for new Order Delivery
participants, this fee equitably allocates
costs based on the increased regulatory
review of the new participant’s ability to
comply with SEC and SRO rules relating
to Order Delivery. The Exchange
currently does not charge execution fees
for orders executed using the Order
Delivery Mode. Therefore, the Exchange
believes this one-time Onboarding Fee
is a reasonable means for the NSX to
recover the regulatory costs associated
with onboarding new Order Delivery
participants. Moreover, the Exchange
believes that the proposed one-time
Onboarding Fee for new Order Delivery
participants is consistent with the
provisions of Section 6(b)(5) of the
Act,14 in that the proposed regulatory
fee is not unfairly discriminatory
because it applies to all new Order
Delivery participant’s equally and all
ETP Holders who meet the criteria of
Exchange Rule 11.13 are eligible to
become Order Delivery participants.
Jkt 229001
PO 00000
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U.S.C. 78f(b)(5).
U.S.C. 78s(b)(3)(A)(ii).
16 17 CFR 240.19b–4.
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Federal Register / Vol. 77, No. 223 / Monday, November 19, 2012 / Notices
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–NSX–2012–20 on the
subject line.
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
pmangrum on DSK3VPTVN1PROD with NOTICES
BILLING CODE 8011–01–P
[Release No. 34–68217; File No. SR-Phlx–
2012–130]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing of Proposed Rule Change
Relating to SQT and RSQT Evaluations
November 13, 2012.
Paper Comments
All submissions should refer to File
Number SR–NSX–2012–20. 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–NSX–
2012–20 and should be submitted on or
before December 10, 2012.
14:04 Nov 16, 2012
[FR Doc. 2012–28004 Filed 11–16–12; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
Electronic Comments
VerDate Mar<15>2010
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Kevin M. O’Neill,
Deputy Secretary.
Jkt 229001
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 2 thereunder,
notice is hereby given that on October
31, 2012, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III, below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Rule 510 titled ‘‘SQT and RSQT
Performance Evaluation’’ to provide a
different method for reviewing quote
submissions in evaluating member
organizations to determine whether they
have fulfilled performance standards
relating to the quality of markets.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://www.nasdaqtrader.com/
micro.aspx?id=PHLXRulefilings, 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
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
17 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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69525
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 amend a standard by which
Streaming Quote Traders 3 and Remote
Streaming Quote Traders 4 are evaluated
to determine whether they have fulfilled
performance standards relating to,
among other things, quality of markets,
efficient quote submission to the
Exchange (including quotes submitted
through a third party vendor),
competition, observance of ethical
standards, and administrative factors.
Specifically, with respect to quote
submission, the Exchange is proposing
to amend its methodology for evaluating
a factor of the Performance Evaluation
with quote submissions.
By way of background, Rule 510
establishes specific criteria for each
option assigned to an SQT or RSQT that
would be regularly evaluated by the
Exchange. The Exchange periodically
conducts an evaluation of member
organizations that have SQTs and
RSQTs, as defined in Exchange Rule
1014,5 to determine whether they have
fulfilled performance standards relating
to, among other things, efficient quote
submission to the Exchange.6 The
Exchange may review the Performance
Evaluations and consider other relevant
information including, but not limited
to, trading data, regulatory history and
3 A Streaming Quote Trader (‘‘SQT’’) is defined in
Exchange Rule 1014(b)(ii)(A) as an Registered
Options Trader (‘‘ROT’’) who has received
permission from the Exchange to generate and
submit option quotations electronically in options
to which such SQT is assigned.
4 A Remote Streaming Quote Trader (‘‘RSQT’’) is
defined Exchange Rule in 1014(b)(ii)(B) as a ROT
that is a member or member organization with no
physical trading floor presence who has received
permission from the Exchange to generate and
submit option quotations electronically in options
to which such RSQT has been assigned. An RSQT
may only submit such quotations electronically
from off the floor of the Exchange.
5 Rule 1014 titled ‘‘Obligations and Restrictions
Applicable to Specialists and Registered Options
Traders’’ provides that transactions of a Specialist
and a ROT should constitute a course of dealings
reasonably calculated to contribute to the
maintenance of a fair and orderly market, and those
members should not enter into transactions or make
bids or offers that are inconsistent with such a
course of dealings. See Rule 1014.
6 This would include quotes that are submitted
through a third party vendor.
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Agencies
[Federal Register Volume 77, Number 223 (Monday, November 19, 2012)]
[Notices]
[Pages 69522-69525]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-28004]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-68215; File No. SR-NSX-2012-20]
Self-Regulatory Organizations; National Stock Exchange, Inc.;
Notice of Filing and Immediate Effectiveness of a Proposed Rule Change
To Amend Its Fee and Rebate Schedule
November 13, 2012.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Exchange Act'' or ``Act''),\1\ and Rule 19b-4 thereunder,\2\
notice is hereby given that on November 2, 2012 National Stock
Exchange, Inc. (``NSX'' or ``Exchange'') filed with the Securities and
Exchange Commission (``Commission'') the proposed rule change as
described in Items I, II, and III below, which Items have been prepared
by the Exchange. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is proposing to amend its Fee and Rebate Schedule (the
``Fee Schedule'') issued pursuant to Exchange Rule 16.1(a) to adopt
separate regulatory fees for Order Delivery participants to: (1) Charge
a flat fee per quotation update; (2) charge a separate flat fee per
quotation update during a new Order Delivery participant's first three
(3) months of participation; and (3) implement an Onboarding Fee for
new Order Delivery participants. The text of the proposed rule change
is available on the Exchange's Web site at www.nsx.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
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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 parts of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend Section IV of its Fee Schedule to
adopt a separate Regulatory Fee for Order Delivery participants to: (1)
Charge a flat fee per quotation update; (2) charge a separate flat fee
per quotation update during a new Order Delivery participant's first
three (3) months of participation; and (3) implement an Onboarding Fee
for new Order Delivery participants. Proceeds from the new regulatory
fees will be used to fund the NSX's regulatory oversight of Order
Delivery participants.
Quotation Update Fee for Existing Order Delivery Participants
The Exchange proposed to charge a flat fee of $0.000444 per each
Order Delivery participant's quotation update.\3\ The Exchange will
earmark and use all regulatory fees raised through the quotation update
fee to support the regulatory oversight of the Order Delivery function.
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\3\ A ``quotation update'' includes any change to the price,
size or side of a quotation or submission of an updated quote with
the same price, size or side. A quotation update does not include
posting of a new quote to replace a quote that was fully executed.
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The quotation update fee rate is reasonable since it is designed to
correlate with the total regulatory costs associated with overseeing
the Order Delivery trading program based on current Order Delivery
participants' historic quotation activities. The Exchange will
calculate, on a quarterly basis, the percentage of the Exchange's
quotation activity that is accounted for by Order Delivery
participants. The Exchange will consider any changes in the level of
Order Delivery activity as well as any changes in the market,
surveillance and system requirements required to effectively perform
the surveillance function in determining whether to adjust the
quotation update fee.
The Order Delivery functionality allows electronic communication
networks (``ECNs'') to make quotations available through the
consolidated quotation feed without the risk of double execution. The
Exchange is the only market center to provide this service. This market
structure has a higher cost structure than automated matching engines
due to its increased operational, technology and regulatory demands.
The Exchange currently does not charge execution fees for orders
executed using the Order Delivery Mode.
The Exchange also notes that this proposed fee is similar to a
quotation update fee imposed by FINRA on ADF Participants.\4\ The
Exchange's Order Delivery program is similar to the ADF offering.
Therefore, the Exchange believes that a separate regulatory fee based
on quotation updates is a reasonable manner in which to fund its
regulatory program.
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\4\ See Securities Exchange Act Release No. 47331 (February 10,
2003), 68 FR 7635 (February 14, 2003) (SR-NASD-2003-09), see also,
Securities Exchange Act Release No. 55379 (March 1, 2007), 72 FR
10283 (March 7, 2007) (SR-NASD-2007-017). While the Exchange
proposes a fixed quotation update fee for existing Order Delivery
participants and a separate quotation update fee for a new
applicant, FINRA's quotation update fee is tiered based on the ADF
Participant's trading volumes.
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Fees for New Order Delivery Participants
The Exchange also proposed to adopt the following separate fees for
new Order Delivery Participants: (1) A higher flat fee per quotation
update during a new Order Delivery participant's first three (3) months
of participation; and (2) a one-time Onboarding Fee of $5,000.00.
The Exchange proposes a separate flat fee per quotation update of
$0.006667 during a new Order Delivery participant's first three (3)
months of participation. This quotation update fee would be in lieu of
the proposed standard quotation update fee of $0.000444 for existing
Order Delivery participants. This is because the Exchange expends an
increased regulatory focus over a new Order Delivery participant's
activities to ensure compliance with Exchange Rule 11.13 and to gain
familiarity with their quoting activities. The Exchange will earmark
and use all regulatory fees raised through the quotation update fee to
support the regulatory oversight of the Order Delivery function. The
Exchange believes that charging a higher quotation update fee for new
Order Delivery participants during their first three months of
operation is reasonable, and is an equitable means to cover the
increase regulatory oversight costs of their activities without being
unfairly discriminatory among the ETP Holders.
The Exchange proposes a one-time Onboarding Fee of $5,000.00. The
Exchange incurs increased costs when onboarding a new Order Delivery
participant. These costs include establishing connectivity and
administering the application process. The Exchange also conducts
enhanced due diligence of the Order Delivery participant's systems to
ensure its ability to comply with Exchange Rule 11.13, including the
Order Delivery applicant's ability to comply with the Exchange's
eligibility requirements. The Onboarding Fees will also be used by the
Exchange to support the regulatory oversight of the Order Delivery
function. The Exchange believes that adopting a one-time fee is
reasonable for new Order Delivery participants, and an equitable
distribution of regulatory costs that does not unfairly discriminate
against the Order Delivery applicant or existing ETP Holders.
Operative Date and Notice
The Exchange currently intends to make the proposed modifications,
which are effective on filing of this proposed rule, operative as of
commencement of trading on November 2, 2012.\5\ Pursuant to Exchange
Rule 16.1(c), the Exchange will ``provide ETP Holders with notice of
all relevant dues, fees, assessments and charges of the Exchange''
through the issuance of a Regulatory Circular of the changes to the Fee
Schedule and will post a copy of the rule filing on the Exchange's Web
site (www.nsx.com).
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\5\ Because the proposed changes are effective November 2, 2012,
trading activity occurring on November 1, 2012 will be excluded from
the proposed fees.
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2. Statutory Basis
The Exchange believes that the proposed fixed quotation update fee
for existing Order Delivery participants is consistent with the
provisions of Section 6(b) of the Act,\6\ in general, and Section
6(b)(4) of the Act,\7\ in particular in that it is designed to provide
for the equitable allocation of reasonable dues, fees and other charges
among its members and other persons using the facilities of the
Exchange. Order Delivery Mode imposes on the Exchange greater
regulatory and operational costs than Auto-Ex Mode, because Order
Delivery is a model that requires increased regulatory procedures to
ensure effective oversight of compliance with applicable SEC and SRO
rules. By imposing a quotation update fee based on each Order Delivery
participant's quotation activity, this fee equitably
[[Page 69524]]
allocates costs based on their overall quotation activity. The Exchange
is the only market center to offer Order Delivery to market
participants, which allows ECNs to make quotations available through
the consolidated quotation feed without the risk of double execution.
This market structure has a higher cost structure than automated
matching engines due to its increased operational, technology and
regulatory demands. The Exchange currently does not charge execution
fees for orders executed using the Order Delivery Mode. Therefore, the
Exchange believes this fee structure is a reasonable means for the NSX
to recover the regulatory costs of Order Delivery. Moreover, the
Exchange believes that the proposed fixed quotation update fee for
existing Order Delivery participants is consistent with the provisions
of Section 6(b)(5) of the Act,\8\ in that the proposed regulatory fee
is not unfairly discriminatory because it is based on an ETP Holder's
quotation activity in Order Delivery. Order Delivery participants are
eligible to submit (or not submit) liquidity adding and quotes, and may
do so at their discretion in the daily volumes they choose during any
given trading day.
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\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(4).
\8\ 15 U.S.C. 78f(b)(5).
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Furthermore, the Exchange also believes that the proposed fixed
quotation update fee for new Order Delivery participants during their
first three (3) months of operation is consistent with the provisions
of Section 6(b) of the Act,\9\ in general, and Section 6(b)(4) of the
Act,\10\ in particular in that it is designed to provide for the
equitable allocation of reasonable dues, fees and other charges among
its members and other persons using the facilities of the Exchange.
Oversight of a new Order Delivery participant's activities imposes on
the Exchange greater regulatory and operational costs than it does for
existing Order Delivery participants, because the Exchange expends an
increased regulatory focus over a new Order Delivery participant's
activities to ensure compliance with Exchange Rule 11.13 and to gain
familiarity with their quoting activities. The Exchange believes that
charging a higher quotation update fee for new Order Delivery
participants during their first three (3) months of operation is a
reasonable means to cover the increase regulatory oversight costs of
their activities require. By imposing a quotation update fee based on
each Order Delivery participant's quotation activity, this fee
equitably allocates costs based on their overall quotation activity.
Again, the Exchange is the only market center to offer Order Delivery
to market participants which allows ECNs to make quotations available
through the consolidated quotation feed without the risk of double
execution. This market structure has a higher cost structure than
automated matching engines due to its increased operational, technology
and regulatory demands. The Exchange currently does not charge
execution fees for orders executed using the Order Delivery Mode.
Therefore, the Exchange believes this fee structure is a reasonable
means for the NSX to recover the regulatory costs of Order Delivery.
Moreover, the Exchange believes that the proposed fixed quotation
update fee for new Order Delivery participants during their first three
(3) months of operation is consistent with the provisions of Section
6(b)(5) of the Act,\11\ in that the proposed regulatory fee is not
unfairly discriminatory because it is based on an ETP Holder's
quotation activity in Order Delivery. New Order Delivery participants
require increased regulatory oversight relative to existing
participants due to the Exchange's focus on their trading activity,
ensuring compliance with SEC and SRO rules as well as Exchange staff
developing familiarity with the new participant's trading behavior.
Also, Order Delivery participants are eligible to submit (or not
submit) liquidity adding and quotes, and may do so at their discretion
in the daily volumes they choose during any given trading day.
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\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(4).
\11\ 15 U.S.C. 78f(b)(5).
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Lastly, the Exchange believes that the proposed one-time Onboarding
Fee for new Order Delivery participants is also consistent with the
provisions of Section 6(b) of the Act,\12\ in general, and Section
6(b)(4) of the Act,\13\ in particular in that it is designed to provide
for the equitable allocation of reasonable dues, fees and other charges
among its members and other persons using the facilities of the
Exchange. Onboarding a new Order Delivery participant imposes on the
Exchange increased regulatory and operational costs. These costs
include establishing connectivity and administering the application
process. The Exchange also conducts extensive due diligence and
increased regulatory procedures to ensure effective oversight of
compliance with applicable SEC and SRO rules, including review of an
Order Delivery participant's systems to ensure their ability to comply
with Exchange Rule 11.13's automated response time requirements. By
imposing a one-time Onboarding Fee for new Order Delivery participants,
this fee equitably allocates costs based on the increased regulatory
review of the new participant's ability to comply with SEC and SRO
rules relating to Order Delivery. The Exchange currently does not
charge execution fees for orders executed using the Order Delivery
Mode. Therefore, the Exchange believes this one-time Onboarding Fee is
a reasonable means for the NSX to recover the regulatory costs
associated with onboarding new Order Delivery participants. Moreover,
the Exchange believes that the proposed one-time Onboarding Fee for new
Order Delivery participants is consistent with the provisions of
Section 6(b)(5) of the Act,\14\ in that the proposed regulatory fee is
not unfairly discriminatory because it applies to all new Order
Delivery participant's equally and all ETP Holders who meet the
criteria of Exchange Rule 11.13 are eligible to become Order Delivery
participants.
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\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(4).
\14\ 15 U.S.C. 78f(b)(5).
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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
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange has neither solicited nor received written comments on
the proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The proposed rule change has taken effect upon filing pursuant to
Section 19(b)(3)(A)(ii) of the Exchange Act \15\ and subparagraph
(f)(2) of Rule 19b-4 \16\ thereunder, because, as provided in (f)(2),
it changes ``a due, fee or other charge applicable only to a member''
(known on the Exchange as an ETP Holder). 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.
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\15\ 15 U.S.C. 78s(b)(3)(A)(ii).
\16\ 17 CFR 240.19b-4.
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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-NSX-2012-20 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-NSX-2012-20. 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-NSX-2012-20 and should be
submitted on or before December 10, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
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\17\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-28004 Filed 11-16-12; 8:45 am]
BILLING CODE 8011-01-P