Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Order Granting Approval to Proposed Rule Change To Amend the Attestation Requirement of Rule 4780 To Allow a Retail Member Organization To Attest That “Substantially All” Orders Submitted to the Retail Price Improvement Program Will Qualify as “Retail Orders”, 35656-35658 [2013-14001]
Download as PDF
35656
Federal Register / Vol. 78, No. 114 / Thursday, June 13, 2013 / Notices
exchanges and with alternative trading
systems that have been exempted from
compliance with the statutory standards
applicable to exchanges. Because
competitors are free to modify their own
fees in response, and because market
participants may readily adjust their
order routing practices, Phlx believes
that the degree to which fee changes in
this market may impose any burden on
competition is extremely limited. In this
instance, Phlx is instituting a small
increase to one fee and imposing
conditions upon the availability of an
enhanced rebate tier. If the changes are
unattractive to market participants, it is
likely that PSX will fail to increase its
share of executions above its current
low level. Accordingly, Phlx does not
believe that the changes will impair the
ability of member organizations or
competing order execution venues to
maintain their competitive standing in
the financial markets.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 14 and paragraph (f) of Rule
19b–4 thereunder.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.
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:
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–Phlx–2013–60. 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–Phlx–
2013–60 and should be submitted on or
before July 5, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–14026 Filed 6–12–13; 8:45 am]
tkelley on DSK3SPTVN1PROD 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–Phlx–2013–60 on the
subject line.
15 17
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
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16:58 Jun 12, 2013
16 17
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Frm 00055
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[Release No. 34–69719; File No. SR–
NASDAQ–2013–031]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Order
Granting Approval to Proposed Rule
Change To Amend the Attestation
Requirement of Rule 4780 To Allow a
Retail Member Organization To Attest
That ‘‘Substantially All’’ Orders
Submitted to the Retail Price
Improvement Program Will Qualify as
‘‘Retail Orders’’
June 7, 2013.
I. Introduction
On February 19, 2013, The NASDAQ
Stock Market LLC (‘‘NASDAQ’’ or
‘‘Exchange’’) 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
allow Retail Member Organizations
(‘‘RMOs’’) to attest that ‘‘substantially
all,’’ rather than all, orders submitted to
the Exchange’s Retail Price
Improvement Program (‘‘Program’’)
qualify as ‘‘Retail Orders.’’ The
proposed rule change was published for
comment in the Federal Register on
March 11, 2013.3 The Commission
received one comment on the proposal.4
NASDAQ submitted a response to the
comment letter on April 24, 2013.5 On
April 25, 2013, the Commission
extended the time for Commission
action on the proposed rule change until
June 9, 2013.6 This order approves the
proposed rule change.
II. Description of the Proposal
The Exchange began operating the
Program after it was approved by the
Commission on a pilot basis in
February, 2013.7 Under the current
rules, a member organization that
wishes to participate in the Program as
an RMO must submit: (A) An
application form; (B) supporting
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 69039
(March 5, 2013), 78 FR 15392.
4 See Letter to the Commission from Theodore R.
Lazo, Managing Director and Associate General
Counsel, Securities Industry and Financial Markets
Association (SIFMA), dated March 11, 2013.
5 See Letter to the Commission from Jonathan F.
Cayne, Associate General Counsel, NASDAQ OMX,
dated April 24, 2013 (‘‘Exchange’s Response
Letter’’).
6 See Securities Exchange Act Release No. 69450,
78 FR 25501 (May 1, 2013).
7 See Securities Exchange Act Release No. 68937
(February 15, 2013), 78 FR 12397 (February 22,
2012) (‘‘RPI Approval Order’’).
2 17
BILLING CODE 8011–01–P
Electronic Comments
14 15
SECURITIES AND EXCHANGE
COMMISSION
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Federal Register / Vol. 78, No. 114 / Thursday, June 13, 2013 / Notices
documentation; and (C) an attestation
that ‘‘any order’’ submitted as a Retail
Order8 will qualify as such under
NASDAQ Rule 4780.
The proposal seeks to lessen the
attestation requirements of RMOs that
submit ‘‘Retail Orders’’ eligible to
receive potential price improvement
through participation in the Program.
Specifically, the Exchange proposes to
amend NASDAQ Rule 4780 to provide
that an RMO may attest that
‘‘substantially all’’—rather than all—of
the orders it submits to the Program are
Retail Orders as defined in Rule
4780(a)(2). NASDAQ states that the
current ‘‘any order’’ attestation
requirement is effectively preventing
certain significant retail brokers from
participating in the Program due to
operational constraints.
The Exchange makes clear in its
proposal that the ‘‘substantially all’’
standard is meant to allow only de
minimis amounts of orders to
participate in the Program that do not
meet the definition of a Retail Order in
NASDAQ Rule 4780(a)(2) and that
cannot be segregated from bona fide
Retail Orders due to systems limitations.
Under the proposal, the Exchange
would require that RMOs retain in their
books and records adequate
substantiation that substantially all
orders sent to the Exchange as Retail
Orders met the strict definition and that
those orders not meeting the strict
definition are agency orders that cannot
be segregated from Retail Orders due to
system limitations, and are de minimis
in terms of the overall number of Retail
Orders sent to the Exchange.9
III. Comment Letter and the Exchange’s
Response
tkelley on DSK3SPTVN1PROD with NOTICES
The Commission received one
comment on the proposal. The comment
letter expressed concern over the
proposed ‘‘substantially all’’ attestation
requirement primarily for four reasons.
First, the comment letter questioned
whether the proposal would undermine
the rationale on which the Commission
approved the Retail Price Improvement
Program. According to the commenter,
when the Commission granted approval
8 A Retail Order is defined in NASDAQ Rule
4780(a)(2) as ‘‘an agency or riskless principal order
that originates from a natural person and is
submitted to NASDAQ by a Retail Member
Organization, provided that no change is made to
the terms of the order with respect to price (except
in the case that a market order is changed to a
marketable limit order) or side of market and the
order does not originate from a trading algorithm or
any other computerized methodology.’’
9 NASDAQ notes that the Financial Industry
Regulatory Authority, Inc. (‘‘FINRA’’), on behalf of
the Exchange, will review a member organization’s
compliance with these requirements.
VerDate Mar<15>2010
16:58 Jun 12, 2013
Jkt 229001
to the Program, along with exemptive
relief in connection with the operation
of the Program, it did so with the
understanding that the Program would
service ‘‘only’’ retail order flow. To the
extent the proposal would potentially
allow non-Retail Orders to receive price
improvement in the Program, the
commenter suggested that the
Commission should reexamine its
rationale for granting the exemptive
relief relating to the Program.
In response, NASDAQ noted that the
proposed amendment is designed to
permit isolated and de minimis
quantities of agency or riskless principal
orders that do not qualify as Retail
Orders to participate in the Program,
because such orders cannot be
segregated from Retail Orders due to
systems limitations. The Exchange also
noted that several significant retail
brokers choose not to participate in the
Program currently because of the
categorical ‘‘any order’’ standard, and
that the proposed ‘‘substantially all’’
standard would allow the significant
amount of retail order flow represented
by these brokers the opportunity to
receive the benefits of the Program.
Additionally, the Exchange noted that
the Program is designed to replicate the
existing practices of broker-dealers that
internalize much of the market’s retail
order flow off-exchange, and that the
Program, as modified by the
‘‘substantially all’’ proposal, would offer
a competitive and more transparent
alternative to internalization.
Second, the commenter expressed its
belief that the Exchange did not
sufficiently explain why retail brokers
are not able to separate all Retail and
non-Retail Orders and thereby satisfy
the current attestation requirement. The
commenter expressed its belief that the
Commission should require additional
explanation as to how retail brokers
could satisfy the proposed
‘‘substantially all’’ standard if they
could not satisfy the current standard,
including an analysis of the costs and
benefits to retail brokers of
implementing technology changes to
identify orders as Retail or non-Retail.
Furthermore, the commenter suggested
that the Exchange’s proposal is at odds
with the situation found in options
markets where exchanges and brokers
distinguish between public and
professional customers—a distinction
the commenter analogized to the Retail
versus non-Retail distinction.
The Exchange responded that several
retail brokers have explained that their
order flow is routed in aggregate for
retail execution purposes and that a de
minimis amount of such flow may have
been generated electronically, thus not
PO 00000
Frm 00056
Fmt 4703
Sfmt 4703
35657
meeting the strict Retail Order
definition. According to NASDAQ,
these retail brokers have chosen not to
direct any of their significant shares of
retail order flow to the Program because
the cost of complying with the current
‘‘any order’’ standard, such as
implementing any necessary systems
changes, is too high. The Exchange
represented that the retail brokers have
indicated their willingness to comply
with the proposed ‘‘substantially all’’
standard, as well as their ability to
implement the proposed standard on
their systems with confidence. The
Exchange further responded that the
distinction between public and
professional customers in the options
market is not like distinction between
Retail and non-Retail Orders; the former
distinction turns on volume and is thus
an easier bright-line threshold to
implement, while the distinction
between Retail and non-Retail Orders
turns on whether the order originated
from a natural person, which imposes a
higher threshold for order flow
segmentation purposes.
Third, the commenter contended that
the proposed ‘‘substantially all’’
standard is overly vague. According to
the commenter, the Exchange’s
proposed guidance on what constitutes
‘‘substantially all’’ is so vague that it
could allow a material amount of nonretail order flow to qualify for the
Program. The commenter suggested that,
should the Commission approve the
proposal, it should first establish a
bright-line rule to define what
constitutes ‘‘substantially all’’ retail
order flow.10
NASDAQ responded that the proposal
represents only a modest modification
of the attestation requirement. In this
respect, the Exchange noted that the
proposal would permit only isolated
and de minimis quantities of agency
orders to participate in the Program that
do not satisfy the strict definition of a
Retail Order but that cannot be
segregated from Retail Orders due to
systems limitations. Furthermore, the
Exchange noted that an RMO’s
compliance with this requirement
would be monitored and subject to
books and record-keeping requirements.
Fourth, the commenter stated that the
proposal may cause an exponential
increase in monitoring and
recordkeeping burdens associated with
the Program. The commenter expressed
its belief that it could be especially
difficult for the Exchange not just to
10 The commenter cited one example where a ‘‘de
minimis’’ transaction is defined in 17 CFR
242.101(b)(7), in connection with a distribution of
securities, as ‘‘less than 2%.’’
E:\FR\FM\13JNN1.SGM
13JNN1
35658
Federal Register / Vol. 78, No. 114 / Thursday, June 13, 2013 / Notices
tkelley on DSK3SPTVN1PROD with NOTICES
identify non-retail order flow, but also
to monitor whether such flow exceeded
a de minimis amount. The commenter
also questioned whether the potential
difficulty of the Exchange monitoring
the Program might increase the
likelihood that members may be subject
to unfair discrimination in the
Program’s approval and disqualification
process.
In response, the Exchange noted that
it will issue Equity Trader Alerts to
provide clear guidance on how the
‘‘substantially all’’ standard will be
implemented and monitored. The
Exchange also noted that the Program is
designed to attract as much retail order
flow as possible, and that, should RMOs
begin submitting substantial amounts of
non-retail order flow, liquidity
providers would become less willing to
participate in the Program. Finally, the
Exchange disagreed with the
commenter’s statement that a standard
that provides a de minimis number of
exceptions would be any harder to
enforce that a standard that permitted
no exceptions.
IV. Discussion and Commission
Findings
After careful review of the proposal,
the comment letter received, and the
Exchange’s response, the Commission
finds that the proposed rule change is
consistent with the requirements of the
Act and the rules and regulations
thereunder that are applicable to a
national securities exchange.11 In
particular, the Commission finds that
the proposed rule change is consistent
with Section 6(b)(5) of the Act,12 which
requires, among other things, that the
rules of a national securities exchange
be designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
regulating, clearing, settling, processing
information with respect to, and
facilitating transactions in securities, 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; and not be designed to
permit unfair discrimination between
customers, issuers, brokers or dealers.
The Commission finds that the
proposed ‘‘substantially all’’ standard is
a limited and sufficiently-defined
modification to the Program’s current
RMO attestation requirements that does
11 In approving the proposal, the Commission has
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
12 15 U.S.C. 78f(b)(5).
VerDate Mar<15>2010
16:58 Jun 12, 2013
Jkt 229001
not constitute a significant departure
from the Program as initially approved
by the Commission.13 The proposal
makes clear that to comply with the
standard, RMOs may submit only
isolated and de minimis amounts of
agency orders that cannot be segregated
from Retail Orders due to systems
limitations.14 Furthermore, as the
Exchange notes, RMOs will need to
adequately document their compliance
with the ‘‘substantially all’’ standard in
their books and records. Specifically, an
RMO would need to retain adequate
documentation that substantially all
orders sent to the Exchange as Retail
Orders met that definition, and that
those orders not meeting that definition
are agency orders that cannot be
segregated from Retail Orders due to
system limitations, and are de minimis
in terms of the overall number of Retail
Orders sent to the Exchange. The
Commission also notes that FINRA will
monitor an RMO’s compliance with this
requirement.
Additionally, the Commission finds
that the Exchange has provided
adequate justification for the proposal.
The Exchange represented that, as
explained to it by several significant
retail brokers, the current ‘‘any order’’
standard is effectively prohibitive, given
the brokers’ order flow aggregation and
management systems. The Exchange
further represented that these retail
brokers indicated their systems would
allow them to comply with the
‘‘substantially all’’ standard, as
proposed. By allowing these retail
brokers to participate in the Program,
the proposal could bring the potential
benefits of the Program, including price
improvement and increased
transparency,15 to the retail order flow
that these brokers represent.16
13 The Commission notes that it approved the
Program on a pilot basis subject to ongoing
Commission review. The Commission notes further
that it recently approved nearly identical proposals
submitted by NYSE, NYSE MKT, and BATS–Y
concerning those exchanges’ respective retail
programs. See Securities Exchange Act Release Nos.
69513 (May 3, 2013), 78 FR 27261 (May 9, 2013)
(NYSE and NYSE MKT), and 69643 (May 28, 2013),
78 FR 33136 (June 3, 2013) (BATS–Y).
14 While the Commission recognizes the potential
benefit of the commenter’s suggestion concerning a
bright-line definition of de minimis, see supra note
10, the Commission believes that, in light of the
facts surrounding the instant proposal, the
proposal, and the guidance that the Exchange will
provide to its members on this point, is sufficiently
clear. The Commission also notes that the example
the commenter cites is found in Regulation M,
which governs different circumstances than those at
issue here.
15 For a more detailed discussion of the Program’s
potential benefits, see RPI Approval Order, supra
note 7.
16 The commenter also expressed concern that
this proposal may increase the Exchange’s burden
PO 00000
Frm 00057
Fmt 4703
Sfmt 4703
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,17 that the
proposed rule change (SR–NASDAQ–
2013–031) be, and hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–14001 Filed 6–12–13; 8:45 am]
BILLING CODE 8011–01–P
DEPARTMENT OF STATE
[Public Notice 8353]
Spectra Energy Corp., Application for
a New or Amended Presidential Permit
June 7, 2013.
Department of State.
Notice of Receipt of Spectra
Energy Corp., Application for a New or
Amended Presidential Permit for
Express Pipeline LLC to Operate and
Maintain Pipeline Facilities on the
Border of the United States and Canada.
AGENCY:
ACTION:
SUMMARY: Notice is hereby given that
the Department of State (DOS) has
received from Spectra Energy Corp
(‘‘Spectra Energy’’) notice that it has
acquired the entities that own Express
Pipeline LLC (‘‘Express’’), which
operates and maintains pipeline
facilities including the Express Pipeline,
which is permitted under a 2004
Presidential Permit issued to Express.
Spectra Energy requests a new or
amended Presidential Permit be issued
reflecting these corporate transactions.
Spectra Energy owns and operates a
large diversified portfolio of natural gasrelated energy assets in the areas of
gathering and processing, transmission,
and distribution. Its natural gas pipeline
systems consist of over 19,000 miles of
transmission pipelines.
The Express Pipeline is a 515 mile, 24
inch crude oil pipeline running between
the U.S.-Canada border near Wild
monitoring compliance with the Program. The
Commission finds that any potential concerns
raised by this assertion, which is disputed by the
Exchange, are outweighed by the potential benefits
of the proposal; namely, that the proposal may
allow more retail orders the opportunity to
participate in the Program and to receive the
attendant benefits of the Program. With respect to
the commenter’s concern that members may be
subject to unfair discrimination in the approval and
disqualification process for participation in the
Program, the Commission notes that it previously
found that the Program’s provisions concerning the
certification, approval, and potential
disqualification of RMOs are not inconsistent with
the Act. See RPI Approval Order, supra note 7.
17 15 U.S.C. 78s(b)(2).
18 17 CFR 200.30–3(a)(12).
E:\FR\FM\13JNN1.SGM
13JNN1
Agencies
[Federal Register Volume 78, Number 114 (Thursday, June 13, 2013)]
[Notices]
[Pages 35656-35658]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-14001]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69719; File No. SR-NASDAQ-2013-031]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Order
Granting Approval to Proposed Rule Change To Amend the Attestation
Requirement of Rule 4780 To Allow a Retail Member Organization To
Attest That ``Substantially All'' Orders Submitted to the Retail Price
Improvement Program Will Qualify as ``Retail Orders''
June 7, 2013.
I. Introduction
On February 19, 2013, The NASDAQ Stock Market LLC (``NASDAQ'' or
``Exchange'') 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 allow Retail Member Organizations (``RMOs'') to
attest that ``substantially all,'' rather than all, orders submitted to
the Exchange's Retail Price Improvement Program (``Program'') qualify
as ``Retail Orders.'' The proposed rule change was published for
comment in the Federal Register on March 11, 2013.\3\ The Commission
received one comment on the proposal.\4\ NASDAQ submitted a response to
the comment letter on April 24, 2013.\5\ On April 25, 2013, the
Commission extended the time for Commission action on the proposed rule
change until June 9, 2013.\6\ This order approves the proposed rule
change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 69039 (March 5,
2013), 78 FR 15392.
\4\ See Letter to the Commission from Theodore R. Lazo, Managing
Director and Associate General Counsel, Securities Industry and
Financial Markets Association (SIFMA), dated March 11, 2013.
\5\ See Letter to the Commission from Jonathan F. Cayne,
Associate General Counsel, NASDAQ OMX, dated April 24, 2013
(``Exchange's Response Letter'').
\6\ See Securities Exchange Act Release No. 69450, 78 FR 25501
(May 1, 2013).
---------------------------------------------------------------------------
II. Description of the Proposal
The Exchange began operating the Program after it was approved by
the Commission on a pilot basis in February, 2013.\7\ Under the current
rules, a member organization that wishes to participate in the Program
as an RMO must submit: (A) An application form; (B) supporting
[[Page 35657]]
documentation; and (C) an attestation that ``any order'' submitted as a
Retail Order\8\ will qualify as such under NASDAQ Rule 4780.
---------------------------------------------------------------------------
\7\ See Securities Exchange Act Release No. 68937 (February 15,
2013), 78 FR 12397 (February 22, 2012) (``RPI Approval Order'').
\8\ A Retail Order is defined in NASDAQ Rule 4780(a)(2) as ``an
agency or riskless principal order that originates from a natural
person and is submitted to NASDAQ by a Retail Member Organization,
provided that no change is made to the terms of the order with
respect to price (except in the case that a market order is changed
to a marketable limit order) or side of market and the order does
not originate from a trading algorithm or any other computerized
methodology.''
---------------------------------------------------------------------------
The proposal seeks to lessen the attestation requirements of RMOs
that submit ``Retail Orders'' eligible to receive potential price
improvement through participation in the Program. Specifically, the
Exchange proposes to amend NASDAQ Rule 4780 to provide that an RMO may
attest that ``substantially all''--rather than all--of the orders it
submits to the Program are Retail Orders as defined in Rule 4780(a)(2).
NASDAQ states that the current ``any order'' attestation requirement is
effectively preventing certain significant retail brokers from
participating in the Program due to operational constraints.
The Exchange makes clear in its proposal that the ``substantially
all'' standard is meant to allow only de minimis amounts of orders to
participate in the Program that do not meet the definition of a Retail
Order in NASDAQ Rule 4780(a)(2) and that cannot be segregated from bona
fide Retail Orders due to systems limitations. Under the proposal, the
Exchange would require that RMOs retain in their books and records
adequate substantiation that substantially all orders sent to the
Exchange as Retail Orders met the strict definition and that those
orders not meeting the strict definition are agency orders that cannot
be segregated from Retail Orders due to system limitations, and are de
minimis in terms of the overall number of Retail Orders sent to the
Exchange.\9\
---------------------------------------------------------------------------
\9\ NASDAQ notes that the Financial Industry Regulatory
Authority, Inc. (``FINRA''), on behalf of the Exchange, will review
a member organization's compliance with these requirements.
---------------------------------------------------------------------------
III. Comment Letter and the Exchange's Response
The Commission received one comment on the proposal. The comment
letter expressed concern over the proposed ``substantially all''
attestation requirement primarily for four reasons.
First, the comment letter questioned whether the proposal would
undermine the rationale on which the Commission approved the Retail
Price Improvement Program. According to the commenter, when the
Commission granted approval to the Program, along with exemptive relief
in connection with the operation of the Program, it did so with the
understanding that the Program would service ``only'' retail order
flow. To the extent the proposal would potentially allow non-Retail
Orders to receive price improvement in the Program, the commenter
suggested that the Commission should reexamine its rationale for
granting the exemptive relief relating to the Program.
In response, NASDAQ noted that the proposed amendment is designed
to permit isolated and de minimis quantities of agency or riskless
principal orders that do not qualify as Retail Orders to participate in
the Program, because such orders cannot be segregated from Retail
Orders due to systems limitations. The Exchange also noted that several
significant retail brokers choose not to participate in the Program
currently because of the categorical ``any order'' standard, and that
the proposed ``substantially all'' standard would allow the significant
amount of retail order flow represented by these brokers the
opportunity to receive the benefits of the Program. Additionally, the
Exchange noted that the Program is designed to replicate the existing
practices of broker-dealers that internalize much of the market's
retail order flow off-exchange, and that the Program, as modified by
the ``substantially all'' proposal, would offer a competitive and more
transparent alternative to internalization.
Second, the commenter expressed its belief that the Exchange did
not sufficiently explain why retail brokers are not able to separate
all Retail and non-Retail Orders and thereby satisfy the current
attestation requirement. The commenter expressed its belief that the
Commission should require additional explanation as to how retail
brokers could satisfy the proposed ``substantially all'' standard if
they could not satisfy the current standard, including an analysis of
the costs and benefits to retail brokers of implementing technology
changes to identify orders as Retail or non-Retail. Furthermore, the
commenter suggested that the Exchange's proposal is at odds with the
situation found in options markets where exchanges and brokers
distinguish between public and professional customers--a distinction
the commenter analogized to the Retail versus non-Retail distinction.
The Exchange responded that several retail brokers have explained
that their order flow is routed in aggregate for retail execution
purposes and that a de minimis amount of such flow may have been
generated electronically, thus not meeting the strict Retail Order
definition. According to NASDAQ, these retail brokers have chosen not
to direct any of their significant shares of retail order flow to the
Program because the cost of complying with the current ``any order''
standard, such as implementing any necessary systems changes, is too
high. The Exchange represented that the retail brokers have indicated
their willingness to comply with the proposed ``substantially all''
standard, as well as their ability to implement the proposed standard
on their systems with confidence. The Exchange further responded that
the distinction between public and professional customers in the
options market is not like distinction between Retail and non-Retail
Orders; the former distinction turns on volume and is thus an easier
bright-line threshold to implement, while the distinction between
Retail and non-Retail Orders turns on whether the order originated from
a natural person, which imposes a higher threshold for order flow
segmentation purposes.
Third, the commenter contended that the proposed ``substantially
all'' standard is overly vague. According to the commenter, the
Exchange's proposed guidance on what constitutes ``substantially all''
is so vague that it could allow a material amount of non-retail order
flow to qualify for the Program. The commenter suggested that, should
the Commission approve the proposal, it should first establish a
bright-line rule to define what constitutes ``substantially all''
retail order flow.\10\
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\10\ The commenter cited one example where a ``de minimis''
transaction is defined in 17 CFR 242.101(b)(7), in connection with a
distribution of securities, as ``less than 2%.''
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NASDAQ responded that the proposal represents only a modest
modification of the attestation requirement. In this respect, the
Exchange noted that the proposal would permit only isolated and de
minimis quantities of agency orders to participate in the Program that
do not satisfy the strict definition of a Retail Order but that cannot
be segregated from Retail Orders due to systems limitations.
Furthermore, the Exchange noted that an RMO's compliance with this
requirement would be monitored and subject to books and record-keeping
requirements.
Fourth, the commenter stated that the proposal may cause an
exponential increase in monitoring and recordkeeping burdens associated
with the Program. The commenter expressed its belief that it could be
especially difficult for the Exchange not just to
[[Page 35658]]
identify non-retail order flow, but also to monitor whether such flow
exceeded a de minimis amount. The commenter also questioned whether the
potential difficulty of the Exchange monitoring the Program might
increase the likelihood that members may be subject to unfair
discrimination in the Program's approval and disqualification process.
In response, the Exchange noted that it will issue Equity Trader
Alerts to provide clear guidance on how the ``substantially all''
standard will be implemented and monitored. The Exchange also noted
that the Program is designed to attract as much retail order flow as
possible, and that, should RMOs begin submitting substantial amounts of
non-retail order flow, liquidity providers would become less willing to
participate in the Program. Finally, the Exchange disagreed with the
commenter's statement that a standard that provides a de minimis number
of exceptions would be any harder to enforce that a standard that
permitted no exceptions.
IV. Discussion and Commission Findings
After careful review of the proposal, the comment letter received,
and the Exchange's response, the Commission finds that the proposed
rule change is consistent with the requirements of the Act and the
rules and regulations thereunder that are applicable to a national
securities exchange.\11\ In particular, the Commission finds that the
proposed rule change is consistent with Section 6(b)(5) of the Act,\12\
which requires, among other things, that the rules of a national
securities exchange be designed to prevent fraudulent and manipulative
acts and practices, to promote just and equitable principles of trade,
to foster cooperation and coordination with persons engaged in
regulating, clearing, settling, processing information with respect to,
and facilitating transactions in securities, 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; and not be designed to permit unfair discrimination between
customers, issuers, brokers or dealers.
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\11\ In approving the proposal, the Commission has considered
the proposed rule's impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
\12\ 15 U.S.C. 78f(b)(5).
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The Commission finds that the proposed ``substantially all''
standard is a limited and sufficiently-defined modification to the
Program's current RMO attestation requirements that does not constitute
a significant departure from the Program as initially approved by the
Commission.\13\ The proposal makes clear that to comply with the
standard, RMOs may submit only isolated and de minimis amounts of
agency orders that cannot be segregated from Retail Orders due to
systems limitations.\14\ Furthermore, as the Exchange notes, RMOs will
need to adequately document their compliance with the ``substantially
all'' standard in their books and records. Specifically, an RMO would
need to retain adequate documentation that substantially all orders
sent to the Exchange as Retail Orders met that definition, and that
those orders not meeting that definition are agency orders that cannot
be segregated from Retail Orders due to system limitations, and are de
minimis in terms of the overall number of Retail Orders sent to the
Exchange. The Commission also notes that FINRA will monitor an RMO's
compliance with this requirement.
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\13\ The Commission notes that it approved the Program on a
pilot basis subject to ongoing Commission review. The Commission
notes further that it recently approved nearly identical proposals
submitted by NYSE, NYSE MKT, and BATS-Y concerning those exchanges'
respective retail programs. See Securities Exchange Act Release Nos.
69513 (May 3, 2013), 78 FR 27261 (May 9, 2013) (NYSE and NYSE MKT),
and 69643 (May 28, 2013), 78 FR 33136 (June 3, 2013) (BATS-Y).
\14\ While the Commission recognizes the potential benefit of
the commenter's suggestion concerning a bright-line definition of de
minimis, see supra note 10, the Commission believes that, in light
of the facts surrounding the instant proposal, the proposal, and the
guidance that the Exchange will provide to its members on this
point, is sufficiently clear. The Commission also notes that the
example the commenter cites is found in Regulation M, which governs
different circumstances than those at issue here.
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Additionally, the Commission finds that the Exchange has provided
adequate justification for the proposal. The Exchange represented that,
as explained to it by several significant retail brokers, the current
``any order'' standard is effectively prohibitive, given the brokers'
order flow aggregation and management systems. The Exchange further
represented that these retail brokers indicated their systems would
allow them to comply with the ``substantially all'' standard, as
proposed. By allowing these retail brokers to participate in the
Program, the proposal could bring the potential benefits of the
Program, including price improvement and increased transparency,\15\ to
the retail order flow that these brokers represent.\16\
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\15\ For a more detailed discussion of the Program's potential
benefits, see RPI Approval Order, supra note 7.
\16\ The commenter also expressed concern that this proposal may
increase the Exchange's burden monitoring compliance with the
Program. The Commission finds that any potential concerns raised by
this assertion, which is disputed by the Exchange, are outweighed by
the potential benefits of the proposal; namely, that the proposal
may allow more retail orders the opportunity to participate in the
Program and to receive the attendant benefits of the Program. With
respect to the commenter's concern that members may be subject to
unfair discrimination in the approval and disqualification process
for participation in the Program, the Commission notes that it
previously found that the Program's provisions concerning the
certification, approval, and potential disqualification of RMOs are
not inconsistent with the Act. See RPI Approval Order, supra note 7.
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V. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\17\ that the proposed rule change (SR-NASDAQ-2013-031) be, and
hereby is, approved.
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\17\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\18\
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\18\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-14001 Filed 6-12-13; 8:45 am]
BILLING CODE 8011-01-P