Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Regarding Post-Only Orders Received Prior to the Opening, 70388-70391 [2013-28157]
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70388
Federal Register / Vol. 78, No. 227 / Monday, November 25, 2013 / Notices
the date of the filing. However, pursuant
to Rule 19b–4(f)(6)(iii),16 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 immediately upon
filing. According to the Exchange,
waiving the 30-day operative delay will
enable market participants to benefit
from the proposed rule change on the
same day that both plans go into effect.
The Exchange believes it would be
appropriate that Exchange rules be in
conformance with the Amendment to
the CTA Plan on the date that both
changes are to become effective (i.e., on
December 9, 2013).17 Based on the
Exchange’s statements and the noncontroversial nature of the proposed
rule change, the Commission believes
that waiving the operative delay is
consistent with the protection of
investors and the public interest.
Accordingly, the Commission hereby
grants the Exchange’s request and
waives the 30-day operative delay.18
At any time within 60 days of the
filing of such proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
under Section 19(b)(2)(B) 19 of the Act to
determine whether the proposed rule
change 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–NYSE–2013–75 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–NYSE–2013–75. 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 will also 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–NYSE–
2013–75 and should be submitted on or
before December 16, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–28158 Filed 11–22–13; 8:45 am]
BILLING CODE 8011–01–P
sroberts on DSK5SPTVN1PROD with NOTICES
16 17
CFR 240.19b–4(f)(6)(iii).
17 The Exchange stated that in the event that this
rule proposal is operative prior to December 9,
2013, the Exchange would not implement the
proposed rule change until December 9, 2013.
18 For purposes only of waiving the operative
delay, the Commission has considered the proposed
rule’s impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
19 15 U.S.C. 78s(b)(2)(B).
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–70897; File No. SR–
NASDAQ–2013–139]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
a Proposed Rule Change Regarding
Post-Only Orders Received Prior to the
Opening
November 19, 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 November
8, 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 is filing with the
Commission a proposal to modify
Chapter VI (Trading Systems), Section 1
(Definitions) of the NASDAQ Options
Market, LLC (‘‘NOM’’), to indicate that
Post-Only Orders received prior to the
opening will be eligible for execution
during the opening cross. The text of the
proposed rule change is set forth
immediately below.
Deleted text is [bracketed]. New text
is italicized.
NASDAQ Stock Market Rules
Options Rules
*
*
PO 00000
CFR 200.30–3(a)(12).
Frm 00132
Fmt 4703
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*
*
Chapter VI Trading Systems
*
*
*
*
*
Sec. 1 Definitions
The following definitions apply to
Chapter VI for the trading of options
listed on NOM.
(a)–(d) No Change.
(e) The term ‘‘Order Type’’ shall mean
the unique processing prescribed for
designated orders that are eligible for
entry into the System, and shall include:
(1)–(10) No Change.
(11) ‘‘Post-Only Orders’’ are orders
that will not remove liquidity from the
System. Post-Only Orders are to be
ranked and executed on the Exchange or
cancelled, as appropriate, without
1 15
20 17
*
2 17
E:\FR\FM\25NON1.SGM
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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Federal Register / Vol. 78, No. 227 / Monday, November 25, 2013 / Notices
routing away to another market. PostOnly Orders are evaluated at the time of
entry with respect to locking or crossing
other orders as follows: (i) If a Post-Only
Order would lock or cross an order on
the System, the order will be re-priced
to $.01 below the current low offer (for
bids) or above the current best bid (for
offers) and displayed by the System at
one minimum price increment below
the current low offer (for bids) or above
the current best bid (for offers); and (ii)
if a Post-Only Order would not lock or
cross an order on the System but would
lock or cross the NBBO as reflected in
the protected quotation of another
market center, the order will be handled
pursuant to Chapter VI, Section
7(b)(3)(C). Participants may choose to
have their Post-Only Orders returned
whenever the order would lock or cross
the NBBO or be placed on the book at
a price other than its limit price. PostOnly Orders received prior to the
opening [cross or] will be eligible for
execution during the opening cross and
will be processed as per Chapter VI,
Section 8. Post-Only Orders received
after market close will be rejected. PostOnly Orders may not have a time-inforce designation of Good Til Cancelled
or Immediate or Cancel.
(f)–(h) No Change.
*
*
*
*
*
The text of the proposed rule change
is available from NASDAQ’s Web site at
https://nasdaq.cchwallstreet.com, at
NASDAQ’s principal office, and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
sroberts on DSK5SPTVN1PROD with NOTICES
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 these
statements may be examined at the
places specified in Item IV below.
NASDAQ has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to modify NOM Chapter VI,
Section 1(e)(11) to indicate that PostOnly Orders received prior to the
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17:53 Nov 22, 2013
Jkt 232001
opening will now be eligible for
execution during the opening cross.3
Currently, subsection (e) of Section 1
states that ‘‘Order Type’’ means the
unique processing prescribed for
designated orders that are eligible for
entry into the System 4 by NOM
Participants and Market Makers.5
Subsection (e)(11) states that one of
these order types, specifically ‘‘PostOnly Orders’’, are orders 6 that will not
remove liquidity from the System. PostOnly Orders are ranked and executed on
the Exchange or cancelled, as
appropriate, without routing away to
another market. Post-Only Orders are
evaluated at the time of entry with
respect to locking or crossing other
orders as follows: (i) If a Post-Only
Order would lock or cross an order on
the System, the order will be re-priced
to $.01 below the current low offer (for
bids) or above the current best bid (for
offers) and displayed by the System at
one minimum price increment below
the current low offer (for bids) or above
the current best bid (for offers); and (ii)
if a Post-Only Order would not lock or
cross an order on the System but would
lock or cross the NBBO as reflected in
the protected quotation of another
market center, the order will be handled
pursuant to Chapter VI, Section
7(b)(3)(C).7 Participants may choose to
have their Post-Only Orders returned
whenever the order would lock or cross
the NBBO or be placed on the book at
a price other than its limit price. PostOnly Orders may not have a time-inforce designation of Good Til Cancelled
or Immediate or Cancel.8 Post-Only
3 The Exchange will explain the proposed change
to its participants via an Options Trading Alert.
4 The term ‘‘System’’ means, in relevant part, the
automated system for order execution and trade
reporting owned and operated by NOM. See
Chapter VI, Section 1(a).
5 Options Participants registered as Market
Makers have certain rights and bear certain
responsibilities beyond those of other Options
Participants. All Market Makers are designated as
specialists on NOM for all purposes under the
Exchange Act or Rules thereunder. See Chapter VII,
Section 2. An Options Participant that has qualified
as an Options Market Maker may register to make
markets in individual options. See Chapter VII,
Section 3(a).
6 The term ‘‘order’’ means a firm commitment to
buy or sell options contracts. See Chapter 1, Section
1(a)(44).
7 Section 7(b)(3)(C) states regarding TradeThrough and Locked and Crossed Markets: An
order will not be executed at a price that trades
through another market or displayed at a price that
would lock or cross another market. An order that
is designated by the member as routable will be
routed in compliance with applicable TradeThrough and Locked and Crossed Markets
restrictions. An order that is designated by a
member as non-routable will be re-priced in order
to comply with applicable Trade-Through and
Locked and Crossed Markets restrictions.
8 See Securities Exchange Act Release No. 65761
(November 16, 2011), 76 FR 72230 (November 22,
PO 00000
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70389
Orders received prior to the opening
cross or after market close will be
rejected.9 Thus, if today at 9:29:00
Market Maker A submits a buy PostOnly Order to buy 100 MSFT calls at
$1.25, that order will be rejected. The
Exchange is proposing to update how
such pre-market orders will be handled.
The Exchange is proposing to state in
subsection (e)(11) of Section 1 that PostOnly Orders received prior to market
open will be allowed to execute as part
of the opening process. The Exchange
believes that this narrow change is, as
discussed below, desirable in today’s
market and will significantly reduce
unnecessary complexity to the benefit of
traders and market participants.
It has come to the attention of the
Exchange that rejecting all Post-Only
Orders prior to the opening cross causes
unnecessary complexity for Market
Makers that provide liquidity to the
Exchange as part of the opening process.
Currently, in order to provide liquidity
at the market open, Market Makers must
not mark orders as Post-Only, as they
will be rejected; rather they must mark
the orders as regular orders.
Immediately after the opening process
has concluded, however, Market Makers
have to switch over to marking orders as
Post-Only Orders. The process of
switching from regular to Post-Only
Orders is further complicated because
each symbol on the Exchange opens at
a unique time. The Exchange’s open for
options requires that the underlying
security be open, which may not
necessarily be exactly at 9:30 a.m. ET,
and also requires that two other options
exchanges begin trading the option, as
evidenced by dissemination of a firm
quote to the Options Price Reporting
Authority (‘‘OPRA’’).10 The nature of
the opening process thus results in
varying opening times across many
hundreds of thousands of different
options symbols that open for trading
every day on the Exchange. As a result,
Market Makers must know exactly when
a particular symbol is open for trading
before the switch can be made from
regular orders to Post-Only Orders. This
complexity unnecessarily increases risk
to Market Makers and thus the trading
environment. The Exchange is
proposing to accept Post-Only Orders
received prior to the market open. The
2011) (SR–NASDAQ–2011–152) (notice of filing
and immediate effectiveness adopting a ‘‘Post-Only
Order’’ type on NOM) (the ‘‘Post-Only Order
proposal’’).
9 The Exchange’s options market is open from
9:30 a.m. to 4:00 p.m. Eastern Time (‘‘ET’’), except
for option contracts on certain fund shares or broadbased indexes which close as of 4:15 p.m. See
Chapter VI, Section 2.
10 Chapter VI, Section 8.
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Federal Register / Vol. 78, No. 227 / Monday, November 25, 2013 / Notices
Exchange believes that this will
significantly reduce complexity and risk
for Market Makers wishing to provide
liquidity for the opening auction and
thereby improve prices at the open. The
Exchange believes that the proposal
may, in addition, result in message
traffic reduction by eliminating the need
for Market Makers to cancel and re-enter
orders depending on time of opening.
For example, if a Market Maker
submits a non-Post-Only bid of $1.00 for
100 CSCO calls at 9:29:50, it will be
available for execution in the opening
cross because the bid is not marked as
Post-Only. Assume that the underlying
then opens at 9:30:03, and two other
options exchanges open by 9:30:07, and
the CSCO calls open on the Exchange.
The Market Maker will now need to
mark new bids as Post-Only. Moreover,
if at 9:30:10 the Market Maker wants to
update the size of his bid to 50, the
Market Maker will need to cancel the
non-Post-Only bid and submit a new
bid: $1.00 (50). Under the proposed
rule, the Market Maker would be able to
mark its pre-market bid as Post-Only.
After the market is open, if the Market
Maker wishes to update its bid, only one
message is needed. The Market Maker
simply reduces the bid size with one
message rather than having to send a
cancellation of the non-Post-Only bid
followed by a new Post-Only bid.
By modifying the handling of PostOnly Orders received prior to opening,
the proposal serves to reduce confusion
and unnecessary complexity regarding
orders that come in prior to market
opening, and serves to promote liquidity
at a crucial time for the market to the
benefit of traders and market
participants.11
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2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 12 in general, and furthers the
objectives of Section 6(b)(5) of the Act 13
in particular, in that the proposal is
designed to promote just and equitable
principles of trade, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
11 The Exchange believes that its proposal will
not add any surveillance burden that cannot be
managed by current surveillance systems; and the
proposal will not have any negative influence on
Exchange capacity. Moreover, the Exchange notes
that this proposal is written from the perspective of
Market Makers because they are by far the largest
users of Post-Only Orders, and as such stand to
benefit from the proposal. The Exchange does not
believe that this change raises any concerns in
respect of non-Market Maker users of Post-Only
Orders as the change will similarly benefit them.
12 15 U.S.C. 78f(b).
13 15 U.S.C. 78f(b)(5).
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17:53 Nov 22, 2013
Jkt 232001
general to protect investors and the
public interest. The Exchange believes
that this minor rule change will simplify
its market structure, minimize or negate
unnecessary complexity, and encourage
liquidity at the crucial time of market
open. The Exchange believes this
change will make the transition from the
pre-open period to regular market
trading more efficient and thus promote
just and equitable principles of trade
and serve to protect investors and the
public interest.
If the Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. While the
Exchange does not believe that the
proposal should have an impact on
competition, it believes the proposal
will reduce order entry complexity,
enhance market liquidity, and be
beneficial to market participants.
Electronic Comments
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 Exchange believes that the
foregoing proposed rule change may
take effect upon filing with the
Commission pursuant to Section
19(b)(3)(A) 14 of the Act and Rule 19b–
4(f)(6)(iii) thereunder 15 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.
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: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) otherwise in
furtherance of the purposes of the Act.
14 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6)(iii). In addition, Rule
19b–4(f)(6) requires a self-regulatory organization to
give the Commission written notice of its intent to
file the proposed rule change at least five business
days prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
15 17
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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:
• 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–2013–139 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–2013–139. 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 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–2013–139 and should be
submitted on or before December 16,
2013.
E:\FR\FM\25NON1.SGM
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Federal Register / Vol. 78, No. 227 / Monday, November 25, 2013 / Notices
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–28157 Filed 11–22–13; 8:45 am]
BILLING CODE 8011–01–P
SOCIAL SECURITY ADMINISTRATION
Agency Information Collection
Activities: Proposed Request and
Comment Request
The Social Security Administration
(SSA) publishes a list of information
collection packages requiring clearance
by the Office of Management and
Budget (OMB) in compliance with
Public Law 104–13, the Paperwork
Reduction Act of 1995, effective October
1, 1995. This notice includes revisions
of OMB-approved information
collections.
SSA is soliciting comments on the
accuracy of the agency’s burden
estimate; the need for the information;
its practical utility; ways to enhance its
quality, utility, and clarity; and ways to
minimize burden on respondents,
including the use of automated
collection techniques or other forms of
information technology. Mail, email, or
fax your comments and
recommendations on the information
collection(s) to the OMB Desk Officer
and SSA Reports Clearance Officer at
the following addresses or fax numbers.
(OMB), Office of Management and
Budget, Attn: Desk Officer for SSA,
Fax: 202–395–6974, Email address:
OIRA_Submission@omb.eop.gov.
(SSA), Social Security Administration,
OLCA, Attn: Reports Clearance
Director, 3100 West High Rise, 6401
Security Blvd., Baltimore, MD 21235,
Fax: 410–966–2830, Email address:
OR.Reports.Clearance@ssa.gov.
I. The information collection below is
pending at SSA. SSA will submit it to
OMB within 60 days from the date of
this notice. To be sure we consider your
comments, we must receive them no
70391
later than January 24, 2014. Individuals
can obtain copies of the collection
instruments by writing to the above
email address.
Missing and Discrepant Wage Reports
Letter and Questionnaire—26 CFR
31.6051–2—0960–0432. Each year
employers report the wage amounts they
paid their employees to the Internal
Revenue Service (IRS) for tax purposes,
and separately to SSA for retirement
and disability coverage purposes. The
same figures should be reported to SSA
and the IRS. However, each year some
employer wage reports SSA receives are
less than the wage amounts employers
report to the IRS. SSA uses Forms SSA–
L93–SM, SSA–L94–SM, SSA–95–SM,
and SSA–97–SM to resolve this
discrepancy and ensure employees
receive full credit for their wages.
Respondents are employers who
reported lower wage amounts to SSA
than they reported to the IRS.
Type of Request: Revision of an OMBapproved information collection.
Modality of collection
Number of
respondents
Frequency
of
response
Average
burden per
response
(minutes)
Estimated total
annual burden
(hours)
SSA–95–SM and SSA–97–SM (and accompanying cover letters ..................
SSA–L93–SM, L94–SM) ..................................................................................
360,000
1
30
180,000
II. SSA submitted the information
collection below to OMB for clearance.
Your comments regarding the
information collection would be most
useful if OMB and SSA receive them 30
days from the date of this publication.
To be sure we consider your comments,
we must receive them no later than
December 26, 2013. Individuals can
obtain copies of the OMB clearance
packages by writing to
OR.Reports.Clearance@ssa.gov.
Appointment of Representative—20
CFR 404.1707, 404.1720, 404.1725,
410.684 and 416.1507—0960–0527.
Persons claiming rights or benefits
under the Social Security Act must
notify SSA in writing when they
appoint an individual to represent them
in dealing with SSA. SSA collects the
information on Form SSA–1696–U4 to
verify the appointment of such
representatives. The SSA–1696–U4
allows SSA to inform representatives of
items that affect the recipient’s claim,
and allows claimants to give permission
to their appointed representatives to
designate a person to receive their
claims files. Respondents are applicants
for or recipients of Social Security
benefits or Supplemental Security
Income payments who are notifying
SSA they have appointed a person to
represent them in their dealings with
SSA.
Type of Request: Revision of an OMBapproved information collection.
Number of
respondents
Frequency
of
response
Average
burden per
response
(minutes)
Estimated total
annual burden
(hours)
SSA–1696–U4 .................................................................................................
sroberts on DSK5SPTVN1PROD with NOTICES
Modality of collection
800,000
1
10
133,333
Dated: November 19, 2013.
Faye Lipsky,
Reports Clearance Director, Social Security
Administration.
[FR Doc. 2013–28094 Filed 11–22–13; 8:45 am]
BILLING CODE 4191–02–P
16 17
DEPARTMENT OF STATE
[Public Notice 8532]
Shipping Coordinating Committee;
Notice of Committee Meeting
The Shipping Coordinating
Committee (SHC) will conduct an open
meeting at 9:00 a.m. on Thursday,
January 9, 2014, in Alexander Hamilton
Room on the 9th floor of the Ballston
Common Plaza, 4200 Wilson Blvd.,
Arlington, VA 20598–7200. The USCG
Offices in the Ballston Commons Plaza
are located above the Ballston Common
Mall. The primary purpose of the
meeting is to prepare for the first
CFR 200.30–3(a)(12).
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Agencies
[Federal Register Volume 78, Number 227 (Monday, November 25, 2013)]
[Notices]
[Pages 70388-70391]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-28157]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-70897; File No. SR-NASDAQ-2013-139]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of a Proposed Rule Change
Regarding Post-Only Orders Received Prior to the Opening
November 19, 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 November 8, 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.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
NASDAQ is filing with the Commission a proposal to modify Chapter
VI (Trading Systems), Section 1 (Definitions) of the NASDAQ Options
Market, LLC (``NOM''), to indicate that Post-Only Orders received prior
to the opening will be eligible for execution during the opening cross.
The text of the proposed rule change is set forth immediately below.
Deleted text is [bracketed]. New text is italicized.
NASDAQ Stock Market Rules
Options Rules
* * * * *
Chapter VI Trading Systems
* * * * *
Sec. 1 Definitions
The following definitions apply to Chapter VI for the trading of
options listed on NOM.
(a)-(d) No Change.
(e) The term ``Order Type'' shall mean the unique processing
prescribed for designated orders that are eligible for entry into the
System, and shall include:
(1)-(10) No Change.
(11) ``Post-Only Orders'' are orders that will not remove liquidity
from the System. Post-Only Orders are to be ranked and executed on the
Exchange or cancelled, as appropriate, without
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routing away to another market. Post-Only Orders are evaluated at the
time of entry with respect to locking or crossing other orders as
follows: (i) If a Post-Only Order would lock or cross an order on the
System, the order will be re-priced to $.01 below the current low offer
(for bids) or above the current best bid (for offers) and displayed by
the System at one minimum price increment below the current low offer
(for bids) or above the current best bid (for offers); and (ii) if a
Post-Only Order would not lock or cross an order on the System but
would lock or cross the NBBO as reflected in the protected quotation of
another market center, the order will be handled pursuant to Chapter
VI, Section 7(b)(3)(C). Participants may choose to have their Post-Only
Orders returned whenever the order would lock or cross the NBBO or be
placed on the book at a price other than its limit price. Post-Only
Orders received prior to the opening [cross or] will be eligible for
execution during the opening cross and will be processed as per Chapter
VI, Section 8. Post-Only Orders received after market close will be
rejected. Post-Only Orders may not have a time-in-force designation of
Good Til Cancelled or Immediate or Cancel.
(f)-(h) No Change.
* * * * *
The text of the proposed rule change is available from NASDAQ's Web
site at https://nasdaq.cchwallstreet.com, at NASDAQ's principal office,
and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, 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 these statements may be examined at the places specified in
Item IV below. NASDAQ has prepared summaries, set forth in sections A,
B, and C below, of the most significant aspects of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to modify NOM Chapter
VI, Section 1(e)(11) to indicate that Post-Only Orders received prior
to the opening will now be eligible for execution during the opening
cross.\3\
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\3\ The Exchange will explain the proposed change to its
participants via an Options Trading Alert.
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Currently, subsection (e) of Section 1 states that ``Order Type''
means the unique processing prescribed for designated orders that are
eligible for entry into the System \4\ by NOM Participants and Market
Makers.\5\ Subsection (e)(11) states that one of these order types,
specifically ``Post-Only Orders'', are orders \6\ that will not remove
liquidity from the System. Post-Only Orders are ranked and executed on
the Exchange or cancelled, as appropriate, without routing away to
another market. Post-Only Orders are evaluated at the time of entry
with respect to locking or crossing other orders as follows: (i) If a
Post-Only Order would lock or cross an order on the System, the order
will be re-priced to $.01 below the current low offer (for bids) or
above the current best bid (for offers) and displayed by the System at
one minimum price increment below the current low offer (for bids) or
above the current best bid (for offers); and (ii) if a Post-Only Order
would not lock or cross an order on the System but would lock or cross
the NBBO as reflected in the protected quotation of another market
center, the order will be handled pursuant to Chapter VI, Section
7(b)(3)(C).\7\ Participants may choose to have their Post-Only Orders
returned whenever the order would lock or cross the NBBO or be placed
on the book at a price other than its limit price. Post-Only Orders may
not have a time-in-force designation of Good Til Cancelled or Immediate
or Cancel.\8\ Post-Only Orders received prior to the opening cross or
after market close will be rejected.\9\ Thus, if today at 9:29:00
Market Maker A submits a buy Post-Only Order to buy 100 MSFT calls at
$1.25, that order will be rejected. The Exchange is proposing to update
how such pre-market orders will be handled.
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\4\ The term ``System'' means, in relevant part, the automated
system for order execution and trade reporting owned and operated by
NOM. See Chapter VI, Section 1(a).
\5\ Options Participants registered as Market Makers have
certain rights and bear certain responsibilities beyond those of
other Options Participants. All Market Makers are designated as
specialists on NOM for all purposes under the Exchange Act or Rules
thereunder. See Chapter VII, Section 2. An Options Participant that
has qualified as an Options Market Maker may register to make
markets in individual options. See Chapter VII, Section 3(a).
\6\ The term ``order'' means a firm commitment to buy or sell
options contracts. See Chapter 1, Section 1(a)(44).
\7\ Section 7(b)(3)(C) states regarding Trade-Through and Locked
and Crossed Markets: An order will not be executed at a price that
trades through another market or displayed at a price that would
lock or cross another market. An order that is designated by the
member as routable will be routed in compliance with applicable
Trade-Through and Locked and Crossed Markets restrictions. An order
that is designated by a member as non-routable will be re-priced in
order to comply with applicable Trade-Through and Locked and Crossed
Markets restrictions.
\8\ See Securities Exchange Act Release No. 65761 (November 16,
2011), 76 FR 72230 (November 22, 2011) (SR-NASDAQ-2011-152) (notice
of filing and immediate effectiveness adopting a ``Post-Only Order''
type on NOM) (the ``Post-Only Order proposal'').
\9\ The Exchange's options market is open from 9:30 a.m. to 4:00
p.m. Eastern Time (``ET''), except for option contracts on certain
fund shares or broad-based indexes which close as of 4:15 p.m. See
Chapter VI, Section 2.
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The Exchange is proposing to state in subsection (e)(11) of Section
1 that Post-Only Orders received prior to market open will be allowed
to execute as part of the opening process. The Exchange believes that
this narrow change is, as discussed below, desirable in today's market
and will significantly reduce unnecessary complexity to the benefit of
traders and market participants.
It has come to the attention of the Exchange that rejecting all
Post-Only Orders prior to the opening cross causes unnecessary
complexity for Market Makers that provide liquidity to the Exchange as
part of the opening process. Currently, in order to provide liquidity
at the market open, Market Makers must not mark orders as Post-Only, as
they will be rejected; rather they must mark the orders as regular
orders. Immediately after the opening process has concluded, however,
Market Makers have to switch over to marking orders as Post-Only
Orders. The process of switching from regular to Post-Only Orders is
further complicated because each symbol on the Exchange opens at a
unique time. The Exchange's open for options requires that the
underlying security be open, which may not necessarily be exactly at
9:30 a.m. ET, and also requires that two other options exchanges begin
trading the option, as evidenced by dissemination of a firm quote to
the Options Price Reporting Authority (``OPRA'').\10\ The nature of the
opening process thus results in varying opening times across many
hundreds of thousands of different options symbols that open for
trading every day on the Exchange. As a result, Market Makers must know
exactly when a particular symbol is open for trading before the switch
can be made from regular orders to Post-Only Orders. This complexity
unnecessarily increases risk to Market Makers and thus the trading
environment. The Exchange is proposing to accept Post-Only Orders
received prior to the market open. The
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Exchange believes that this will significantly reduce complexity and
risk for Market Makers wishing to provide liquidity for the opening
auction and thereby improve prices at the open. The Exchange believes
that the proposal may, in addition, result in message traffic reduction
by eliminating the need for Market Makers to cancel and re-enter orders
depending on time of opening.
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\10\ Chapter VI, Section 8.
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For example, if a Market Maker submits a non-Post-Only bid of $1.00
for 100 CSCO calls at 9:29:50, it will be available for execution in
the opening cross because the bid is not marked as Post-Only. Assume
that the underlying then opens at 9:30:03, and two other options
exchanges open by 9:30:07, and the CSCO calls open on the Exchange. The
Market Maker will now need to mark new bids as Post-Only. Moreover, if
at 9:30:10 the Market Maker wants to update the size of his bid to 50,
the Market Maker will need to cancel the non-Post-Only bid and submit a
new bid: $1.00 (50). Under the proposed rule, the Market Maker would be
able to mark its pre-market bid as Post-Only. After the market is open,
if the Market Maker wishes to update its bid, only one message is
needed. The Market Maker simply reduces the bid size with one message
rather than having to send a cancellation of the non-Post-Only bid
followed by a new Post-Only bid.
By modifying the handling of Post-Only Orders received prior to
opening, the proposal serves to reduce confusion and unnecessary
complexity regarding orders that come in prior to market opening, and
serves to promote liquidity at a crucial time for the market to the
benefit of traders and market participants.\11\
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\11\ The Exchange believes that its proposal will not add any
surveillance burden that cannot be managed by current surveillance
systems; and the proposal will not have any negative influence on
Exchange capacity. Moreover, the Exchange notes that this proposal
is written from the perspective of Market Makers because they are by
far the largest users of Post-Only Orders, and as such stand to
benefit from the proposal. The Exchange does not believe that this
change raises any concerns in respect of non-Market Maker users of
Post-Only Orders as the change will similarly benefit them.
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2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \12\ in general, and furthers the objectives of Section
6(b)(5) of the Act \13\ in particular, in that the proposal is designed
to promote just and equitable principles of trade, to remove
impediments to and perfect the mechanism of a free and open market and
a national market system, and, in general to protect investors and the
public interest. The Exchange believes that this minor rule change will
simplify its market structure, minimize or negate unnecessary
complexity, and encourage liquidity at the crucial time of market open.
The Exchange believes this change will make the transition from the
pre-open period to regular market trading more efficient and thus
promote just and equitable principles of trade and serve to protect
investors and the public interest.
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\12\ 15 U.S.C. 78f(b).
\13\ 15 U.S.C. 78f(b)(5).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. While the Exchange does not
believe that the proposal should have an impact on competition, it
believes the proposal will reduce order entry complexity, enhance
market liquidity, and be beneficial to market participants.
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 Exchange believes that the foregoing proposed rule change may
take effect upon filing with the Commission pursuant to Section
19(b)(3)(A) \14\ of the Act and Rule 19b-4(f)(6)(iii) thereunder \15\
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.
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\14\ 15 U.S.C. 78s(b)(3)(A).
\15\ 17 CFR 240.19b-4(f)(6)(iii). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
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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: (i)
Necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) 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-2013-139 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-2013-139. 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 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-2013-139 and should
be submitted on or before December 16, 2013.
[[Page 70391]]
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. 2013-28157 Filed 11-22-13; 8:45 am]
BILLING CODE 8011-01-P