Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Establish the Limit Up/Limit Down Band Lookup Add-On Service to TradeInfo and Assess a Related Subscription Fee, 25329-25331 [2013-10102]
Download as PDF
Federal Register / Vol. 78, No. 83 / Tuesday, April 30, 2013 / Notices
(A) By order approve or disapprove
the proposed rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
[FR Doc. 2013–10051 Filed 4–29–13; 8:45 am]
IV. Solicitation of Comments
BILLING CODE 8011–01–P
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
No. SR–NYSE–2013–29 on the subject
line.
pmangrum on DSK3VPTVN1PROD 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 No.
SR–NYSE–2013–29. 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 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 No. SR–NYSE–
2013–29 and should be submitted on or
before May 21, 2013.
VerDate Mar<15>2010
13:22 Apr 29, 2013
Jkt 229001
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Elizabeth M. Murphy,
Secretary.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69444; File No. SR–
NASDAQ–2013–066]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Establish
the Limit Up/Limit Down Band Lookup
Add-On Service to TradeInfo and
Assess a Related Subscription Fee
April 24, 2013.
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 April 15,
2013, The NASDAQ Stock Market LLC
(‘‘NASDAQ’’ or the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’) a
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
NASDAQ proposes to establish the
Limit Up/Limit Down Band Lookup
add-on service to TradeInfo and assess
a related subscription fee. The Exchange
is proposing to offer the proposed
service at no cost to members beginning
April 15, 2013 3 and for a monthly fee
of $200 per user beginning May 1, 2013.
The text of the proposed rule change
is below. Proposed new language is
italicized.
*
*
*
*
*
7015. Access Services
The following charges are assessed by
Nasdaq for connectivity to systems
operated by NASDAQ, including the
Nasdaq Market Center, the FINRA/
NASDAQ Trade Reporting Facility, and
FINRA’s OTCBB Service. The following
13 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 But see Securities Exchange Act Release No.
69445 (Aril 24, 2013) (proposed rule change
eliminating the free period for the Limit Up/Limit
Down Band Lookup add-on service; NASDAQ will
offer the service for $200 on May 1, 2013).
1 15
PO 00000
Frm 00078
Fmt 4703
Sfmt 4703
25329
fees are not applicable to the NASDAQ
Options Market LLC. For related options
fees for Access Services refer to Chapter
XV, Section 3 of the Options Rules.
(a)–(e) No change.
(f) TradeInfo
Members not subscribing to the
Nasdaq Workstation using TradeInfo
will be charged a fee of $95 per user per
month.
A member firm that has a TradeInfo
user subscription may subscribe to the
Limit Up/Limit Down Band Lookup addon service at no cost beginning April 15,
2013 and for a fee of $200 per user per
month beginning May 1, 2013. The Limit
Up/Limit Down Band Lookup add-on
service provides a subscribing member
firm with intraday and historical limit
up/limit down price band information
for individual securities that are subject
to limit up/limit down price bands.
(g)–(h) No change.
* Eligible for 25% discount under the
Qualified Market Maker Program during
a pilot period expiring on April 30,
2013.
*
*
*
*
*
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 those
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
NASDAQ is proposing to offer
member firms a means to review the
Limit Up/Limit Down (‘‘LULD’’) price
bands for individual securities. The
National Market System Plan to Address
Extraordinary Market Volatility 4 (the
4 On April 5, 2011, the Exchange, together with
other self-regulatory organizations, filed with the
Commission a national market system plan to adopt
a market-wide limit up/limit down system to
reduce the negative impacts of sudden,
unanticipated price movements in NMS Stocks, like
that which was experienced on May 6, 2010.
Securities Exchange Act Release No. 64547 (May
25, 2011), 76 FR 31647 (June 1, 2011) (File No. 4–
631). The Plan was approved by the Commission on
a pilot basis on May 31, 2012. Securities Exchange
E:\FR\FM\30APN1.SGM
Continued
30APN1
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Federal Register / Vol. 78, No. 83 / Tuesday, April 30, 2013 / Notices
pmangrum on DSK3VPTVN1PROD with NOTICES
‘‘Plan’’) provides a limit up/limit down
mechanism designed to prevent trades
in NMS securities from occurring
outside of specified price bands. The
bands will be set a percentage level
above and below the average reference
price of the security over the
immediately preceding five-minute
period, and are calculated on a
continuous basis during regular trading
hours. If the National Best Offer
(‘‘NBO’’) equals the lower price band
without crossing the NBO, or National
Best Bid (‘‘NBB’’) equals the upper price
band without crossing the NBB, then the
stock will enter a limit state quotation
period of 15 seconds during which no
new reference prices or price bands will
be calculated. A stock will exit the limit
state when the entire size of all
quotations are [sic] either executed or
cancelled. If the limit state exists and
trading continues to occur at the price
band, or no trading occurs within the
price band, for more than 15 seconds,
then a five minute trading pause will be
enacted. The Plan requires that member
firms establish, maintain, and enforce
written policies and procedures that are
reasonably designed to ensure that the
firm complies with the limit up-limit
down and trading pause requirements
specified in the Plan.
LULD price band information is
disseminated via the Securities
Information Processor feeds (‘‘SIPs’’). If
a member firm wishes to know what a
particular security’s price band
parameters were during a particular day,
including the current day, it must
develop a system that will capture and
store the data disseminated by the SIPs.
Member firms have requested that
NASDAQ provide a service that
displays LULD price band information
for individual securities for both the
current day and historically. To meet
this need, NASDAQ OMX included a
Band Lookup feature in the Limit
Locator 5 compliance tool available for
NASDAQ Workstation and Weblink
ACT users. NASDAQ proposes to offer
virtually the same Band Lookup
functionality as an add-on service to
TradeInfo to allow a broader audience
access to intraday and historical LULD
price band information for individual
securities.6 A subscribing member firm
may retrieve a list of all of the historical
Act Release No. 67091 (May 31, 2012), 77 FR 33498
(June 6, 2012). On April 8, 2013, Phase I of the Plan
went into effect. Phase I of the Plan applies only
to Tier 1 NMS Stocks. The Limit Up/Limit Down
Band Lookup service will support all securities
subject to the Plan as they are phased in.
5 NASDAQ Rule 7061.
6 The Band Lookup feature of Limit Locator
provides subscribers with the same information as
the proposed Band Lookup feature of TradeInfo,
presented in [sic] slightly different manner.
VerDate Mar<15>2010
13:22 Apr 29, 2013
Jkt 229001
price bands for a selected security on a
selected day, up to 30-days prior. The
service displays both the upper and
lower price bands, and the time at
which the price bands became effective.
The service also provides subscribing
member firms with the option to export
the data provided by the service in CSV
format.
To subscribe to the Limit Up/Limit
Down Band Lookup service a member
firm must also subscribe to TradeInfo.
TradeInfo allows a subscribing member
firm to query for their [sic] orders
submitted to the NASDAQ System and
perform certain actions concerning the
queried orders, such as canceling open
orders. TradeInfo is the means by which
a member firm accesses the proposed
service.7 Each TradeInfo user account
provides an access point to Limit Up/
Limit Down Band Lookup service,
therefore a member firm that subscribes
to multiple TradeInfo accounts may
access Limit Up/Limit Down Band
Lookup service through each of its
TradeInfo user accounts concurrently.
The Exchange is proposing to offer the
proposed service at no cost to members
beginning April 15, 2013 and for a
monthly fee of $200 per user beginning
May 1, 2013.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 8 in general, and with Section
6(b)(4) 9 of the Act, in particular. The
Exchange believes it is consistent with
Section 6(b)(4) of the Act because it
provides for the equitable allocation of
reasonable dues, fees and other charges
among members and issuers and other
persons using any facility or system
which the Exchange operates or
controls. The Exchange determined that
the proposed fee is reasonable based on
member firm interest in the service,
costs associated with developing and
supporting the service, and the value
that the Limit Up/Limit Down Band
Lookup service provides to subscribing
member firms.
The Exchange believes the proposed
rule change is consistent with Section
6(b)(5) of the Act,10 which requires that
the rules of an exchange be designed to
prevent fraudulent and manipulative
acts and practices, promote just and
equitable principles of trade, foster
cooperation and coordination with
persons engaged in regulating, clearing,
settling, processing information with
7 TradeInfo is offered complimentary as part of
the NASDAQ Workstation or separately for a fee of
$95 per user, per month. See Rule 7015(f).
8 15 U.S.C. 78f(b).
9 15 U.S.C. 78f(b)(4).
10 15 U.S.C. 78f(b)(4).
PO 00000
Frm 00079
Fmt 4703
Sfmt 4703
respect to, and facilitating transactions
in securities, remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, protect
investors and the public interest; and
are not designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers. The
Exchange believes the proposed rule
change is consistent with these
requirements because the proposed
service provides a subscribing member
firm with a useful analytical tool with
which it may determine where the limit
up/limit down price bands of individual
securities are both currently and
historically on a rolling 30-day basis.
With this information, a subscribing
member firm is able to analyze
historical trade executions and reports,
and conduct back-testing scenarios.
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.
The proposed service provides useful
information to member firms with
which they may analyze historical trade
executions and reports, and conduct
back-testing scenarios. The proposed fee
allows NASDAQ to recapture the costs
associated with developing and
supporting the service, and may provide
NASDAQ with a profit to the extent its
costs are covered.
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 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 from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A)(ii) of the Act 11 and
subparagraph (f)(6) of Rule 19b–4
thereunder.12
11 15
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(6). Pursuant to Rule 19b–
4(f)(6)(iii), the Exchange is required to provide 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
12 17
E:\FR\FM\30APN1.SGM
30APN1
Federal Register / Vol. 78, No. 83 / Tuesday, April 30, 2013 / Notices
A proposed rule change filed under
Rule 19b–4(f)(6) 13 normally does not
become operative for 30 days after the
date of filing. However, pursuant to
Rule 19b–4(f)(6)(iii),14 the Commission
may designate a shorter time if such
action is consistent with the protection
of investors and the public interest. The
Exchange has asked the Commission to
waive the 30-day operative delay so that
the proposal may become operative
upon filing. The Commission believes
that waiving the 30-day operative delay
is consistent with the protection of
investors and the public interest
because Phase I of the Plan has become
effective and the Band Lookup feature
will benefit the Exchange’s member
firms if made available by the Exchange
as soon as possible. For this reason, the
Commission designates the proposed
rule change to be operative upon
filing.15
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
pmangrum on DSK3VPTVN1PROD with NOTICES
• 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–2013–066 on the
subject line.
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
Commission has determined to waive the
requirement that NASDAQ provide the Commission
with written notice of its intent to file the proposed
rule change at least five business days prior to the
filing date.
13 17 CFR 240.19b–4(f)(6).
14 Rule 19b–4(f)(6)(iii).
15 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
VerDate Mar<15>2010
13:22 Apr 29, 2013
Jkt 229001
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–2013–066. 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 such
filing also will be available for
inspection and copying at the principal
offices 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 Number SR–
NASDAQ–2013–066, and should be
submitted on or before May 21, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–10102 Filed 4–29–13; 8:45 am]
BILLING CODE 8011–01–P
16 17
PO 00000
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69440; File No. SR–FINRA–
2013–002]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Withdrawal of
Proposed Rule Change To Amend
FINRA Rule 2267 (Investor Education
and Protection)
April 24, 2013.
On January 7, 2013, Financial
Industry Regulatory Authority, Inc.
(‘‘FINRA’’) filed with the Securities and
Exchange Commission (‘‘Commission’’),
pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2 a
proposed rule change to amend FINRA
Rule 2267 (Investor Education and
Protection) to require that members
include a prominent description of and
link to FINRA BrokerCheck, as
prescribed by FINRA, on their Web
sites, social media pages, and any
comparable Internet presence, and on
Web sites, social media pages, and any
comparable Internet presence relating to
a member’s investment banking or
securities business maintained by or on
behalf of any person associated with a
member. The proposed rule change was
published for comment in the Federal
Register on January 25, 2013.3 The
Commission received 24 comment
letters on the proposal.4 On March 7,
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 68700
(Jan. 18, 2013), 78 FR 5542.
4 See Letter from Charles Barker, dated Jan. 29,
2013; Letter from David M. Sobel, Esq., Abel/Noser
Corp., dated Jan. 30, 2013; Letter from Pamela
Albanese, Legal Intern, and Christine Lazaro, Esq.,
Acting Director, St. John’s University School of
Law, Securities Arbitration Clinic, dated Feb. 4,
2013; Letter from Peter J. Chepucavage, General
Counsel, Plexus Consulting Group, LLC, dated Feb.
6, 2013; Letter from Jonathan W. Evans and Michael
S. Edmiston, Jonathan W. Evans Associates, dated
Feb. 10, 2013; Letter from Scott R. Shewan, Pape
Shewan, LLP, dated Feb. 11, 2013; Letter from
David Neuman, Stoltmann Law Offices, dated Feb.
12, 2013; Letter from Barry D. Estell, dated Feb. 12,
2013; Letter from Scott C. Ilgenfritz, President,
Public Investors Arbitration Bar Association, dated
Feb. 13, 2013; Letter from Bert Savage, dated Feb.
13, 2013; Letter from William A. Jacobson, Esq.,
Associate Clinical Professor, Cornell Law School,
Director, Securities Law Clinic, and Alexander
Wingate, Cornell Law School, dated Feb. 14, 2013;
Letter from A. Heath Abshure, President, North
American Securities Administrators Association,
Inc., dated Feb. 15, 2013; Letter from Robert J.
McCarthy, Director of Regulatory Policy, Wells
Fargo Advisors, LLC, dated Feb. 15, 2013; Letter
from Tamara K. Salmon, Senior Associate Counsel,
Investment Company Institute, dated Feb. 15, 2013;
Letter from David T. Bellaire, Esq., Executive Vice
President & General Counsel, Financial Services
Institute, dated Feb. 15, 2013; Letter from Scott A.
2 17
CFR 200.30–3(a)(12).
Frm 00080
Fmt 4703
Sfmt 4703
25331
Continued
E:\FR\FM\30APN1.SGM
30APN1
Agencies
[Federal Register Volume 78, Number 83 (Tuesday, April 30, 2013)]
[Notices]
[Pages 25329-25331]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-10102]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69444; File No. SR-NASDAQ-2013-066]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Establish the Limit Up/Limit Down Band Lookup Add-On Service to
TradeInfo and Assess a Related Subscription Fee
April 24, 2013.
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 April 15, 2013, The NASDAQ Stock Market LLC (``NASDAQ'' or the
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') a 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
NASDAQ proposes to establish the Limit Up/Limit Down Band Lookup
add-on service to TradeInfo and assess a related subscription fee. The
Exchange is proposing to offer the proposed service at no cost to
members beginning April 15, 2013 \3\ and for a monthly fee of $200 per
user beginning May 1, 2013.
---------------------------------------------------------------------------
\3\ But see Securities Exchange Act Release No. 69445 (Aril 24,
2013) (proposed rule change eliminating the free period for the
Limit Up/Limit Down Band Lookup add-on service; NASDAQ will offer
the service for $200 on May 1, 2013).
---------------------------------------------------------------------------
The text of the proposed rule change is below. Proposed new
language is italicized.
* * * * *
7015. Access Services
The following charges are assessed by Nasdaq for connectivity to
systems operated by NASDAQ, including the Nasdaq Market Center, the
FINRA/NASDAQ Trade Reporting Facility, and FINRA's OTCBB Service. The
following fees are not applicable to the NASDAQ Options Market LLC. For
related options fees for Access Services refer to Chapter XV, Section 3
of the Options Rules.
(a)-(e) No change.
(f) TradeInfo
Members not subscribing to the Nasdaq Workstation using TradeInfo
will be charged a fee of $95 per user per month.
A member firm that has a TradeInfo user subscription may subscribe
to the Limit Up/Limit Down Band Lookup add-on service at no cost
beginning April 15, 2013 and for a fee of $200 per user per month
beginning May 1, 2013. The Limit Up/Limit Down Band Lookup add-on
service provides a subscribing member firm with intraday and historical
limit up/limit down price band information for individual securities
that are subject to limit up/limit down price bands.
(g)-(h) No change.
* Eligible for 25% discount under the Qualified Market Maker
Program during a pilot period expiring on April 30, 2013.
* * * * *
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 those 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
NASDAQ is proposing to offer member firms a means to review the
Limit Up/Limit Down (``LULD'') price bands for individual securities.
The National Market System Plan to Address Extraordinary Market
Volatility \4\ (the
[[Page 25330]]
``Plan'') provides a limit up/limit down mechanism designed to prevent
trades in NMS securities from occurring outside of specified price
bands. The bands will be set a percentage level above and below the
average reference price of the security over the immediately preceding
five-minute period, and are calculated on a continuous basis during
regular trading hours. If the National Best Offer (``NBO'') equals the
lower price band without crossing the NBO, or National Best Bid
(``NBB'') equals the upper price band without crossing the NBB, then
the stock will enter a limit state quotation period of 15 seconds
during which no new reference prices or price bands will be calculated.
A stock will exit the limit state when the entire size of all
quotations are [sic] either executed or cancelled. If the limit state
exists and trading continues to occur at the price band, or no trading
occurs within the price band, for more than 15 seconds, then a five
minute trading pause will be enacted. The Plan requires that member
firms establish, maintain, and enforce written policies and procedures
that are reasonably designed to ensure that the firm complies with the
limit up-limit down and trading pause requirements specified in the
Plan.
---------------------------------------------------------------------------
\4\ On April 5, 2011, the Exchange, together with other self-
regulatory organizations, filed with the Commission a national
market system plan to adopt a market-wide limit up/limit down system
to reduce the negative impacts of sudden, unanticipated price
movements in NMS Stocks, like that which was experienced on May 6,
2010. Securities Exchange Act Release No. 64547 (May 25, 2011), 76
FR 31647 (June 1, 2011) (File No. 4-631). The Plan was approved by
the Commission on a pilot basis on May 31, 2012. Securities Exchange
Act Release No. 67091 (May 31, 2012), 77 FR 33498 (June 6, 2012). On
April 8, 2013, Phase I of the Plan went into effect. Phase I of the
Plan applies only to Tier 1 NMS Stocks. The Limit Up/Limit Down Band
Lookup service will support all securities subject to the Plan as
they are phased in.
---------------------------------------------------------------------------
LULD price band information is disseminated via the Securities
Information Processor feeds (``SIPs''). If a member firm wishes to know
what a particular security's price band parameters were during a
particular day, including the current day, it must develop a system
that will capture and store the data disseminated by the SIPs. Member
firms have requested that NASDAQ provide a service that displays LULD
price band information for individual securities for both the current
day and historically. To meet this need, NASDAQ OMX included a Band
Lookup feature in the Limit Locator \5\ compliance tool available for
NASDAQ Workstation and Weblink ACT users. NASDAQ proposes to offer
virtually the same Band Lookup functionality as an add-on service to
TradeInfo to allow a broader audience access to intraday and historical
LULD price band information for individual securities.\6\ A subscribing
member firm may retrieve a list of all of the historical price bands
for a selected security on a selected day, up to 30-days prior. The
service displays both the upper and lower price bands, and the time at
which the price bands became effective. The service also provides
subscribing member firms with the option to export the data provided by
the service in CSV format.
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\5\ NASDAQ Rule 7061.
\6\ The Band Lookup feature of Limit Locator provides
subscribers with the same information as the proposed Band Lookup
feature of TradeInfo, presented in [sic] slightly different manner.
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To subscribe to the Limit Up/Limit Down Band Lookup service a
member firm must also subscribe to TradeInfo. TradeInfo allows a
subscribing member firm to query for their [sic] orders submitted to
the NASDAQ System and perform certain actions concerning the queried
orders, such as canceling open orders. TradeInfo is the means by which
a member firm accesses the proposed service.\7\ Each TradeInfo user
account provides an access point to Limit Up/Limit Down Band Lookup
service, therefore a member firm that subscribes to multiple TradeInfo
accounts may access Limit Up/Limit Down Band Lookup service through
each of its TradeInfo user accounts concurrently. The Exchange is
proposing to offer the proposed service at no cost to members beginning
April 15, 2013 and for a monthly fee of $200 per user beginning May 1,
2013.
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\7\ TradeInfo is offered complimentary as part of the NASDAQ
Workstation or separately for a fee of $95 per user, per month. See
Rule 7015(f).
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2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \8\ in general, and with Section 6(b)(4) \9\ of the
Act, in particular. The Exchange believes it is consistent with Section
6(b)(4) of the Act because it provides for the equitable allocation of
reasonable dues, fees and other charges among members and issuers and
other persons using any facility or system which the Exchange operates
or controls. The Exchange determined that the proposed fee is
reasonable based on member firm interest in the service, costs
associated with developing and supporting the service, and the value
that the Limit Up/Limit Down Band Lookup service provides to
subscribing member firms.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(4).
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The Exchange believes the proposed rule change is consistent with
Section 6(b)(5) of the Act,\10\ which requires that the rules of an
exchange be designed to prevent fraudulent and manipulative acts and
practices, promote just and equitable principles of trade, foster
cooperation and coordination with persons engaged in regulating,
clearing, settling, processing information with respect to, and
facilitating transactions in securities, remove impediments to and
perfect the mechanism of a free and open market and a national market
system, and, in general, protect investors and the public interest; and
are not designed to permit unfair discrimination between customers,
issuers, brokers, or dealers. The Exchange believes the proposed rule
change is consistent with these requirements because the proposed
service provides a subscribing member firm with a useful analytical
tool with which it may determine where the limit up/limit down price
bands of individual securities are both currently and historically on a
rolling 30-day basis. With this information, a subscribing member firm
is able to analyze historical trade executions and reports, and conduct
back-testing scenarios.
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\10\ 15 U.S.C. 78f(b)(4).
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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. The proposed
service provides useful information to member firms with which they may
analyze historical trade executions and reports, and conduct back-
testing scenarios. The proposed fee allows NASDAQ to recapture the
costs associated with developing and supporting the service, and may
provide NASDAQ with a profit to the extent its costs are covered.
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 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 from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A)(ii) of the Act \11\ and
subparagraph (f)(6) of Rule 19b-4 thereunder.\12\
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\11\ 15 U.S.C. 78s(b)(3)(A)(ii).
\12\ 17 CFR 240.19b-4(f)(6). Pursuant to Rule 19b-4(f)(6)(iii),
the Exchange is required to provide 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. The
Commission has determined to waive the requirement that NASDAQ
provide the Commission with written notice of its intent to file the
proposed rule change at least five business days prior to the filing
date.
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[[Page 25331]]
A proposed rule change filed under Rule 19b-4(f)(6) \13\ normally
does not become operative for 30 days after the date of filing.
However, pursuant to Rule 19b-4(f)(6)(iii),\14\ the Commission may
designate a shorter time if such action is consistent with the
protection of investors and the public interest. The Exchange has asked
the Commission to waive the 30-day operative delay so that the proposal
may become operative upon filing. The Commission believes that waiving
the 30-day operative delay is consistent with the protection of
investors and the public interest because Phase I of the Plan has
become effective and the Band Lookup feature will benefit the
Exchange's member firms if made available by the Exchange as soon as
possible. For this reason, the Commission designates the proposed rule
change to be operative upon filing.\15\
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\13\ 17 CFR 240.19b-4(f)(6).
\14\ Rule 19b-4(f)(6)(iii).
\15\ For purposes only of waiving the 30-day operative delay,
the Commission has also 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. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2013-066 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-2013-066. 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 such filing also will be
available for inspection and copying at the principal offices 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 Number SR-
NASDAQ-2013-066, and should be submitted on or before May 21, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
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\16\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-10102 Filed 4-29-13; 8:45 am]
BILLING CODE 8011-01-P