Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to SQF Port Fees, 61439-61441 [2013-24241]
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Federal Register / Vol. 78, No. 192 / Thursday, October 3, 2013 / Notices
any rights or obligations of CME with
respect to securities clearing or persons
using such securities-clearing service.
As such, the changes are therefore
consistent with the requirements of
Section 17A of the Exchange Act 7 and
are properly filed under Section
19(b)(3)(A) 8 and Rule 19b–4(f)(4)(ii) 9
thereunder.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
CME does not believe that the
proposed rule change will have any
impact, or impose any burden, on
competition. The proposed rule changes
simply involve enhancements to CME’s
current CDS margin methodology.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received from
Members, Participants, or Others
CME has not solicited comments
regarding this proposed rule change.
CME has not received any unsolicited
written comments from interested
parties.
tkelley on DSK3SPTVN1PROD with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective upon filing pursuant to Section
19(b)(3)(A) of the Act 10 and Rule 19b–
4(f)(4)(ii) 11 thereunder. At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act.
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–
CME–2013–22 on the subject line.
Paper Comments:
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
U.S.C. 78q–1.
U.S.C. 78s(b)(3)(A).
9 17 CFR 240.19b–4(f)(4)(ii).
10 15 U.S.C. 78s(b)(3)(A).
11 17 CFR 240.19b–4(f)(4)(ii).
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–CME–2013–22. 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 or
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 CME and on CME’s Web site at
https://www.cmegroup.com/marketregulation/rule-filings.html.
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–CME–2013–22 and should
be submitted on or before October 24,
2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–24242 Filed 10–2–13; 8:45 am]
BILLING CODE 8011–01–P
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–70560; File No. NASDAQ–
2013–124]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
SQF Port Fees
September 30, 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
September 19, 2013, The NASDAQ
Stock Market LLC (‘‘NASDAQ’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by NASDAQ. The Commission
is publishing this notice to solicit
comments on the proposed rule change
from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
NASDAQ proposes to amend the
manner in which the Exchange assesses
SQF Port fees which are located in
Chapter XV, entitled ‘‘Options Pricing,’’
which governs pricing for NASDAQ
members using the NASDAQ Options
Market (‘‘NOM’’), NASDAQ’s facility for
executing and routing standardized
equity and index options.
While the changes proposed herein
are effective upon filing, the Exchange
has designated that the amendments be
operative on October 1, 2013.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
www.nasdaq.cchwallstreet.com, 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. The text of
these statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant aspects of such
statements.
1 15
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U.S.C. 78s(b)(1).
CFR 240.19b–4.
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Federal Register / Vol. 78, No. 192 / Thursday, October 3, 2013 / Notices
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
tkelley on DSK3SPTVN1PROD with NOTICES
1. Purpose
The Exchange proposes to amend the
manner in which SQF Ports are assessed
to NOM Participants. SQF ports are
ports that receive inbound quotes at any
time within that month. The SQF Port
allows a NOM Participant to access
information such as execution reports
and other relevant data through a single
feed. For example, this data would show
which symbols are trading on NOM and
the current state of an options symbol
(i.e., open for trading, trading, halted or
closed). Auction notifications and
execution reports are also available.
NOM Market Makers rely on data
available through the SQF Port to
provide them the necessary information
to perform market making activities.
Today, Chapter XV, Section 3 entitled
‘‘NASDAQ Options Market—Access
Services’’ states that the Exchange
assesses a fee of $550 per port, per
month, per mnemonic for the following
port fees: Order Entry Ports,3 CTI Ports,4
OTTO Ports,5 ITTO Ports,6 BONO
3 The Order Entry Port Fee is a connectivity fee
in connection with routing orders to the Exchange
via an external order entry port. NOM Participants
access the Exchange’s network through order entry
ports. A NOM Participant may have more than one
order entry port.
4 CTI offers real-time clearing trade updates. A
real-time clearing trade update is a message that is
sent to a member after an execution has occurred
and contains trade details. The message containing
the trade details is also simultaneously sent to The
Options Clearing Corporation. The trade messages
are routed to a member’s connection containing
certain information. The administrative and market
event messages include, but are not limited to:
System event messages to communicate
operational-related events; options directory
messages to relay basic option symbol and contract
information for options traded on the Exchange;
complex strategy messages to relay information for
those strategies traded on the Exchange; trading
action messages to inform market participants when
a specific option or strategy is halted or released for
trading on the Exchange; and an indicator which
distinguishes electronic and non-electronically
delivered orders.
5 OTTO provides a method for subscribers to send
orders and receive status updates on those orders.
OTTO accepts limit orders from system subscribers,
and if there is a matching order, the orders will
execute. Non-matching orders are added to the limit
order book, a database of available limit orders,
where they are matched in price-time priority.
6 ITTO is a data feed that provides quotation
information for individual orders on the NOM book,
last sale information for trades executed on NOM,
and Order Imbalance Information as set forth in
NOM Rules Chapter VI, Section 8. ITTO is the
options equivalent of the NASDAQ TotalView/
ITCH data feed that NASDAQ offers under
NASDAQ Rule 7023 with respect to equities traded
on NASDAQ. As with TotalView, members use
ITTO to ‘‘build’’ their view of the NOM book by
adding individual orders that appear on the feed,
and subtracting individual orders that are executed.
See Chapter VI, Section 1 at subsection (a)(3)(A).
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18:29 Oct 02, 2013
Jkt 232001
Ports,7 Order Entry DROP Ports,8 OTTO
Drop Ports 9 and SQF Ports. Each NOM
Participant is assigned a Market
Participant Identifier or ‘‘mnemonic’’ 10
and in some cases, certain NOM
Participants request multiple
mnemonics for purposes of accounting
for trading activity. These mnemonics
identify users at a particular NOM
Participant. Today, the Exchange bills
its port fees based on the number of
mnemonics configured for each port. By
way of example, if a NOM Participant,
ABC, requested 2 ports from the
Exchange and further requested that
each port be configured to be accessed
by 4 mnemonics or in some cases
account numbers,11 the NOM
Participant would be billed for 8 ports
at the rate of $550 per port for that
month. All billing is captured at the
Participant level. NOM Participants may
choose to have multiple mnemonics or
in some case multiple account numbers
for the convenience of conducting their
business, however only one mnemonic
and one account number is required to
conduct business on NOM.
The Exchange proposes to amend the
manner in which it assesses the SQF
Port Fee. The Exchange would continue
to assess a $550 SQF Port Fee but would
instead assess that fee on a per port, per
month basis. In other words, the
Exchange would bill simply based on
the number of ports requested by the
NOM Participant and would not
consider the number of users, account
numbers or mnemonics assigned to each
SQF Port. In the above example, the
Exchange would bill a total of 2 ports
for that month. The Exchange is seeking
to encourage NOM Market Makers to
make markets on NOM.
7 BONOSM is a data feed that provides the NOM
Best Bid and Offer (‘‘NOM NBBO’’) and last sale
information for trades executed on NOM. The NOM
NBBO and last sale information are identical to the
information that NOM sends to the Options Price
Regulatory Authority (‘‘OPRA’’) and which OPRA
disseminates via the consolidated data feed for
options. BONO is the options equivalent of the
NASDAQ Basic data feed offered for equities under
NASDAQ Rule 7047. See Chapter VI, Section 1 at
subsection (a)(3)(B).
8 The DROP interface provides real time
information regarding orders sent to NOM and
executions that occurred on NOM. The DROP
interface is not a trading interface and does not
accept order messages.
9 The OTTO DROP data feed provides real-time
information regarding orders entered through OTTO
and the execution of those orders. The OTTO DROP
data feed is not a trading interface and does not
accept order messages.
10 A mnemonic is a unique identifier consisting
of a four character alpha code.
11 Account numbers are assigned by the Exchange
and associated with particular NOM Participants.
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2. Statutory Basis
NASDAQ believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,12 in
general, and with Section 6(b)(4) and
6(b)(5) of the Act,13 in particular, in that
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 NASDAQ operates or
controls, and is not designed to permit
unfair discrimination between
customers, issuers, brokers, or dealers.
The Exchange believes that assessing
a $550 SQF Port Fee per port, instead
of per port, per mnemonic by month, is
reasonable because the Exchange desires
to incentivize more NOM Market
Makers to engage in market marking
activities on NOM. The Exchange
believes that amending the methodology
by which it assesses SQF Port fees will
result in lower costs to NOM Market
Makers because the Exchange would not
assess fees by mnemonic or account
number at a particular NOM Participant
and this would allow NOM Participants
to request the number of ports necessary
for their market making business at a
firm level regardless of factors. If a NOM
Participant does not have more than one
user per port (mnemonic) the NOM
Participant would continue to be
assessed the same SQF Port fee and
would not be impacted by this proposal.
In addition, current NOM Market
Makers may realize a reduction of SQF
Port costs.
The Exchange believes that assessing
a $550 SQF Port Fee per port, instead
of per port, per mnemonic by month, is
equitable and not unfairly
discriminatory because unlike the Order
Entry Port, CTI Port, OTTO Port, ITTO
Port, BONO Port, Order Entry DROP
Port and OTTO Drop Port, the SQF Port
is utilized particularly by NOM Market
Makers in connection with their market
making activities. Unlike other NOM
Participants, NOM Market Makers add
value to the market through continuous
quoting 14 and a commitment of capital.
The Exchange has traditionally assessed
12 15
U.S.C. 78f.
U.S.C. 78f(b)(4) and (5).
14 Pursuant to Chapter VII (Market Participants),
Section 5 (Obligations of Market Makers), in
registering as a market maker, an Options
Participant commits himself to various obligations.
Transactions of a Market Maker in its market
making capacity must constitute a course of
dealings reasonably calculated to contribute to the
maintenance of a fair and orderly market, and
Market Makers should not make bids or offers or
enter into transactions that are inconsistent with
such course of dealings. Further, all Market Makers
are designated as specialists on NOM for all
purposes under the Act or rules thereunder. See
Chapter VII, Section 5.
13 15
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Federal Register / Vol. 78, No. 192 / Thursday, October 3, 2013 / Notices
tkelley on DSK3SPTVN1PROD with NOTICES
NOM Market Makers lower transaction
fees as compared to other NOM
Participants because NOM Market
Makers have obligations to make
continuous markets, engage in a course
of dealings reasonably calculated to
contribute to the maintenance of a fair
and orderly market, and not make bids
or offers or enter into transactions that
are inconsistent with a course of
dealings.15 Also, because of the volume
of message traffic required to quote
upwards of 300,000 individual puts and
calls, NOM Market Makers that utilize
SQF Ports require more technology
infrastructure and more ports than NOM
Participants that are not engaged in
market making. In addition, as
previously stated, if a NOM Market
Maker has only one mnemonic or
account number, per port, the proposal
would not yield a cost savings as that
NOM Participant is effectively assessed
a per port rate today, however that NOM
Participant would have the opportunity
to obtain other SQF Ports at a lower cost
than is offered today. The Exchange
believes that it is equitable and not
unfairly discriminatory to assess all
NOM Market Makers on a firm level
rather than by the number of users
(mnemonic) on each port and allow
Market Makers to segregate their
business in a manner that is conducive
to their business needs.
The Exchange would continue to
assess other port fees, other than the
SQF Port, by the number of users
(mnemonics) per port. This is the
manner in which typically most data is
billed. The Exchange is interested in
billing NOM Market Makers at the firm
level in order to provide them the
means to lower costs and incentivize
them to make markets on the Exchange
which in turn benefits all other market
participants through tighter markets and
order interaction.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
NASDAQ does not believe that the
proposed rule change will impose any
burden on competition not necessary or
appropriate in furtherance of the
purposes of the Act. The Exchange’s
proposal seeks to provide NOM Market
Makers a cost savings where a particular
NOM Participant may have multiple
mnemonics and account numbers
associated with an SQF Port due to the
manner in which they account for their
trading activity and operate their
technology. The Exchange does not
believe that providing certain NOM
Market Makers the opportunity to obtain
quote information as a lower cost
creates an undue burden on competition
because NOM Market Makers have
obligations to the market unlike other
NOM Participants. Unlike other NOM
Participants, NOM Market Makers add
value to the market through continuous
quoting 16 and a commitment of capital.
In addition, other market participants
benefit from the tighter markets and
order interaction which NOM Market
Makers bring to NOM. The proposal
would provide all NOM Market Makers
with the opportunity to lower costs
while also obtaining and utilizing the
appropriate number of SQF Ports to
conduct their business.
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)(ii) of the Act.17 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
NASDAQ–2013–124 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.
Chapter VII, Section 5.
VerDate Mar<15>2010
18:29 Oct 02, 2013
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PO 00000
supra note 14.
U.S.C. 78s(b)(3)(A)(ii).
All submissions should refer to File
Number NASDAQ–2013–124. 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 NASDAQ–
2013–124, and should be submitted on
or before October 24, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.18
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–24241 Filed 10–2–13; 8:45 am]
BILLING CODE 8011–01–P
SMALL BUSINESS ADMINISTRATION
[Disaster Declaration #13781 and #13782]
Colorado Disaster #CO–00066
U.S. Small Business
Administration.
ACTION: Notice.
AGENCY:
This is a Notice of the
Presidential declaration of a major
disaster for Public Assistance Only for
the State of Colorado (FEMA–4145–DR),
dated 09/24/2013.
Incident: Severe Storms, Flooding,
Landslides, and Mudslides.
Incident Period: 09/11/2013 and
continuing.
SUMMARY:
16 See
15 See
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CFR 200.30–3(a)(12).
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Agencies
[Federal Register Volume 78, Number 192 (Thursday, October 3, 2013)]
[Notices]
[Pages 61439-61441]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-24241]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-70560; File No. NASDAQ-2013-124]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Relating to SQF Port Fees
September 30, 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 September 19, 2013, The NASDAQ Stock Market LLC (``NASDAQ'' or
``Exchange'') filed with the Securities and Exchange Commission
(``SEC'' or ``Commission'') the proposed rule change as described in
Items I, II, and III below, which Items have been prepared by NASDAQ.
The Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
NASDAQ proposes to amend the manner in which the Exchange assesses
SQF Port fees which are located in Chapter XV, entitled ``Options
Pricing,'' which governs pricing for NASDAQ members using the NASDAQ
Options Market (``NOM''), NASDAQ's facility for executing and routing
standardized equity and index options.
While the changes proposed herein are effective upon filing, the
Exchange has designated that the amendments be operative on October 1,
2013.
The text of the proposed rule change is available on the Exchange's
Web site at https://www.nasdaq.cchwallstreet.com, 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. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
[[Page 61440]]
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend the manner in which SQF Ports are
assessed to NOM Participants. SQF ports are ports that receive inbound
quotes at any time within that month. The SQF Port allows a NOM
Participant to access information such as execution reports and other
relevant data through a single feed. For example, this data would show
which symbols are trading on NOM and the current state of an options
symbol (i.e., open for trading, trading, halted or closed). Auction
notifications and execution reports are also available. NOM Market
Makers rely on data available through the SQF Port to provide them the
necessary information to perform market making activities.
Today, Chapter XV, Section 3 entitled ``NASDAQ Options Market--
Access Services'' states that the Exchange assesses a fee of $550 per
port, per month, per mnemonic for the following port fees: Order Entry
Ports,\3\ CTI Ports,\4\ OTTO Ports,\5\ ITTO Ports,\6\ BONO Ports,\7\
Order Entry DROP Ports,\8\ OTTO Drop Ports \9\ and SQF Ports. Each NOM
Participant is assigned a Market Participant Identifier or ``mnemonic''
\10\ and in some cases, certain NOM Participants request multiple
mnemonics for purposes of accounting for trading activity. These
mnemonics identify users at a particular NOM Participant. Today, the
Exchange bills its port fees based on the number of mnemonics
configured for each port. By way of example, if a NOM Participant, ABC,
requested 2 ports from the Exchange and further requested that each
port be configured to be accessed by 4 mnemonics or in some cases
account numbers,\11\ the NOM Participant would be billed for 8 ports at
the rate of $550 per port for that month. All billing is captured at
the Participant level. NOM Participants may choose to have multiple
mnemonics or in some case multiple account numbers for the convenience
of conducting their business, however only one mnemonic and one account
number is required to conduct business on NOM.
---------------------------------------------------------------------------
\3\ The Order Entry Port Fee is a connectivity fee in connection
with routing orders to the Exchange via an external order entry
port. NOM Participants access the Exchange's network through order
entry ports. A NOM Participant may have more than one order entry
port.
\4\ CTI offers real-time clearing trade updates. A real-time
clearing trade update is a message that is sent to a member after an
execution has occurred and contains trade details. The message
containing the trade details is also simultaneously sent to The
Options Clearing Corporation. The trade messages are routed to a
member's connection containing certain information. The
administrative and market event messages include, but are not
limited to: System event messages to communicate operational-related
events; options directory messages to relay basic option symbol and
contract information for options traded on the Exchange; complex
strategy messages to relay information for those strategies traded
on the Exchange; trading action messages to inform market
participants when a specific option or strategy is halted or
released for trading on the Exchange; and an indicator which
distinguishes electronic and non-electronically delivered orders.
\5\ OTTO provides a method for subscribers to send orders and
receive status updates on those orders. OTTO accepts limit orders
from system subscribers, and if there is a matching order, the
orders will execute. Non-matching orders are added to the limit
order book, a database of available limit orders, where they are
matched in price-time priority.
\6\ ITTO is a data feed that provides quotation information for
individual orders on the NOM book, last sale information for trades
executed on NOM, and Order Imbalance Information as set forth in NOM
Rules Chapter VI, Section 8. ITTO is the options equivalent of the
NASDAQ TotalView/ITCH data feed that NASDAQ offers under NASDAQ Rule
7023 with respect to equities traded on NASDAQ. As with TotalView,
members use ITTO to ``build'' their view of the NOM book by adding
individual orders that appear on the feed, and subtracting
individual orders that are executed. See Chapter VI, Section 1 at
subsection (a)(3)(A).
\7\ BONO\SM\ is a data feed that provides the NOM Best Bid and
Offer (``NOM NBBO'') and last sale information for trades executed
on NOM. The NOM NBBO and last sale information are identical to the
information that NOM sends to the Options Price Regulatory Authority
(``OPRA'') and which OPRA disseminates via the consolidated data
feed for options. BONO is the options equivalent of the NASDAQ Basic
data feed offered for equities under NASDAQ Rule 7047. See Chapter
VI, Section 1 at subsection (a)(3)(B).
\8\ The DROP interface provides real time information regarding
orders sent to NOM and executions that occurred on NOM. The DROP
interface is not a trading interface and does not accept order
messages.
\9\ The OTTO DROP data feed provides real-time information
regarding orders entered through OTTO and the execution of those
orders. The OTTO DROP data feed is not a trading interface and does
not accept order messages.
\10\ A mnemonic is a unique identifier consisting of a four
character alpha code.
\11\ Account numbers are assigned by the Exchange and associated
with particular NOM Participants.
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The Exchange proposes to amend the manner in which it assesses the
SQF Port Fee. The Exchange would continue to assess a $550 SQF Port Fee
but would instead assess that fee on a per port, per month basis. In
other words, the Exchange would bill simply based on the number of
ports requested by the NOM Participant and would not consider the
number of users, account numbers or mnemonics assigned to each SQF
Port. In the above example, the Exchange would bill a total of 2 ports
for that month. The Exchange is seeking to encourage NOM Market Makers
to make markets on NOM.
2. Statutory Basis
NASDAQ believes that the proposed rule change is consistent with
the provisions of Section 6 of the Act,\12\ in general, and with
Section 6(b)(4) and 6(b)(5) of the Act,\13\ in particular, in that 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 NASDAQ operates or controls, and is not
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers.
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\12\ 15 U.S.C. 78f.
\13\ 15 U.S.C. 78f(b)(4) and (5).
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The Exchange believes that assessing a $550 SQF Port Fee per port,
instead of per port, per mnemonic by month, is reasonable because the
Exchange desires to incentivize more NOM Market Makers to engage in
market marking activities on NOM. The Exchange believes that amending
the methodology by which it assesses SQF Port fees will result in lower
costs to NOM Market Makers because the Exchange would not assess fees
by mnemonic or account number at a particular NOM Participant and this
would allow NOM Participants to request the number of ports necessary
for their market making business at a firm level regardless of factors.
If a NOM Participant does not have more than one user per port
(mnemonic) the NOM Participant would continue to be assessed the same
SQF Port fee and would not be impacted by this proposal. In addition,
current NOM Market Makers may realize a reduction of SQF Port costs.
The Exchange believes that assessing a $550 SQF Port Fee per port,
instead of per port, per mnemonic by month, is equitable and not
unfairly discriminatory because unlike the Order Entry Port, CTI Port,
OTTO Port, ITTO Port, BONO Port, Order Entry DROP Port and OTTO Drop
Port, the SQF Port is utilized particularly by NOM Market Makers in
connection with their market making activities. Unlike other NOM
Participants, NOM Market Makers add value to the market through
continuous quoting \14\ and a commitment of capital. The Exchange has
traditionally assessed
[[Page 61441]]
NOM Market Makers lower transaction fees as compared to other NOM
Participants because NOM Market Makers have obligations to make
continuous markets, engage in a course of dealings reasonably
calculated to contribute to the maintenance of a fair and orderly
market, and not make bids or offers or enter into transactions that are
inconsistent with a course of dealings.\15\ Also, because of the volume
of message traffic required to quote upwards of 300,000 individual puts
and calls, NOM Market Makers that utilize SQF Ports require more
technology infrastructure and more ports than NOM Participants that are
not engaged in market making. In addition, as previously stated, if a
NOM Market Maker has only one mnemonic or account number, per port, the
proposal would not yield a cost savings as that NOM Participant is
effectively assessed a per port rate today, however that NOM
Participant would have the opportunity to obtain other SQF Ports at a
lower cost than is offered today. The Exchange believes that it is
equitable and not unfairly discriminatory to assess all NOM Market
Makers on a firm level rather than by the number of users (mnemonic) on
each port and allow Market Makers to segregate their business in a
manner that is conducive to their business needs.
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\14\ Pursuant to Chapter VII (Market Participants), Section 5
(Obligations of Market Makers), in registering as a market maker, an
Options Participant commits himself to various obligations.
Transactions of a Market Maker in its market making capacity must
constitute a course of dealings reasonably calculated to contribute
to the maintenance of a fair and orderly market, and Market Makers
should not make bids or offers or enter into transactions that are
inconsistent with such course of dealings. Further, all Market
Makers are designated as specialists on NOM for all purposes under
the Act or rules thereunder. See Chapter VII, Section 5.
\15\ See Chapter VII, Section 5.
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The Exchange would continue to assess other port fees, other than
the SQF Port, by the number of users (mnemonics) per port. This is the
manner in which typically most data is billed. The Exchange is
interested in billing NOM Market Makers at the firm level in order to
provide them the means to lower costs and incentivize them to make
markets on the Exchange which in turn benefits all other market
participants through tighter markets and order interaction.
B. Self-Regulatory Organization's Statement on Burden on Competition
NASDAQ does not believe that the proposed rule change will impose
any burden on competition not necessary or appropriate in furtherance
of the purposes of the Act. The Exchange's proposal seeks to provide
NOM Market Makers a cost savings where a particular NOM Participant may
have multiple mnemonics and account numbers associated with an SQF Port
due to the manner in which they account for their trading activity and
operate their technology. The Exchange does not believe that providing
certain NOM Market Makers the opportunity to obtain quote information
as a lower cost creates an undue burden on competition because NOM
Market Makers have obligations to the market unlike other NOM
Participants. Unlike other NOM Participants, NOM Market Makers add
value to the market through continuous quoting \16\ and a commitment of
capital. In addition, other market participants benefit from the
tighter markets and order interaction which NOM Market Makers bring to
NOM. The proposal would provide all NOM Market Makers with the
opportunity to lower costs while also obtaining and utilizing the
appropriate number of SQF Ports to conduct their business.
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\16\ See supra note 14.
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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)(ii) of the Act.\17\ 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.
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\17\ 15 U.S.C. 78s(b)(3)(A)(ii).
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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 NASDAQ-2013-124 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 NASDAQ-2013-124. 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 NASDAQ-2013-124, and should be
submitted on or before October 24, 2013.
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. 2013-24241 Filed 10-2-13; 8:45 am]
BILLING CODE 8011-01-P