Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Make Modifications to Fees and Credits Under Rules 7014 and 7018, 76347-76349 [2013-29898]
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Federal Register / Vol. 78, No. 242 / Tuesday, December 17, 2013 / Notices
will be available for inspection and
copying at the principal offices 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–BX–
2013–058, and should be submitted on
or before January 7, 2014.
For the Commission, by the Division
of Trading and Markets, pursuant to
delegated authority.16
Kevin M. O’Neill,
Deputy Secretary.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
[FR Doc. 2013–29891 Filed 12–16–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71044; File No. SR–
NASDAQ–2013–150]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Make
Modifications to Fees and Credits
Under Rules 7014 and 7018
December 11, 2013.
wreier-aviles on DSK5TPTVN1PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’), 1 and Rule 19b–4 2 thereunder,
notice is hereby given that on November
29, 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 make changes
to its schedule of fees and credits
applicable to execution of orders under
Rule 7018, and related changes in Rule
7014. NASDAQ proposes to implement
the proposed rule change on December
2, 2013. The text of the proposed rule
change is available on the Exchange’s
Web site at https://
nasdaq.cchwallstreet.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
16 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
14:45 Dec 16, 2013
1. Purpose
In November 2013, NASDAQ
introduced a rebate tier under which it
provides a credit of $0.0029 per share
executed for displayed orders that
provide liquidity if a member (i) has
shares of liquidity provided in all
securities during the month
representing more than 0.10% of
Consolidated Volume during the month,
through one or more of its NASDAQ
Market Center MPIDs, and (ii) adds
Total NASDAQ Options Market
(‘‘NOM’’) Market Maker Volume, as
defined in Chapter XV, Section 2 of the
NOM rules, of 90,000 or more contracts
per day executed during the month
through one or more of its NOM
MPIDs.3 NASDAQ is amending the tier
by reducing the requirement for Total
NOM Market Maker Volume to 80,000
or more contracts per day. Pricing tiers
that require participation in both the
NASDAQ Market Center and NOM
recognize the prevalence of trading in
which members simultaneously trade
different asset classes within the same
strategy. Because cash equities and
options markets are linked, with
liquidity and trading patterns on one
market affecting those on the other,
NASDAQ believes that pricing
incentives that encourage market
participant activity in NOM also
support price discovery and liquidity
provision in the NASDAQ Market
Center. The change enhances these
incentives by reducing the requirement
for participation in this tier.
Second, NASDAQ is amending Rule
7018(e), which governs fees for orders
that execute in the NASDAQ Opening
Cross (the ‘‘Cross’’), to eliminate an
3 Securities Exchange Act Release No. 70860
(November 13, 2013), 78 FR 69512 (November 19,
2013) (SR–NASDAQ–2013–138).
1 15
VerDate Mar<15>2010
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
NASDAQ included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of those
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant parts of such
statements.
Jkt 232001
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76347
erroneous reference to a potential
$0.0005 per share executed charge for
‘‘Day’’ orders (i.e., orders designated to
have a time-in-force under which they
remain in effect until executed or the
end of either regular market hours at
4:00 p.m. or the end of the System hours
at 8:00 p.m.) that execute in the Cross.
Charging Day orders that participate in
the Cross would mean that virtually all
orders in the Cross would be subject to
a fee, which is not consistent with
NASDAQ’s intention or past practice.
Rather, the reference appears to have
been included in the rule in error.
Accordingly, NASDAQ is deleting the
reference to make it clear that Day
orders executing in the Cross are not to
be charged.
Finally, NASDAQ is amending the
definition of ‘‘Consolidated Volume’’ in
Rules 7018 and 7014 to exclude
executed orders with a size of less than
one round lot. In addition, NASDAQ is
modifying some of the words used in
both definitions to make them use
consistent terminology (but is not
thereby changing their meanings). The
amended definitions refer to ‘‘the total
consolidated volume reported to all
consolidated transaction reporting plans
by all exchanges and trade reporting
facilities during a month, excluding
executed orders with a size of less than
one round lot.’’ The exclusion for
executed orders of less than a round lot
is necessitated by recent amendments to
the Consolidated Tape Association and
NASDAQ UTP Plans 4 under which odd
lots must be reported to the
consolidated tape. These amendments
are taking effect in December 2013.
When calculating a member’s
percentage, NASDAQ has historically
included odd lots in the member’s own
total volume, but excluded them from
Consolidated Volume, since they have
not historically been included in the
trades reported to consolidated
transaction reporting plans.
Accordingly, including odd lots in the
calculation of a member’s percentage of
Consolidated Volume would make it
more difficult for members to achieve
certain percentages, and thus could
constitute an unintended de facto price
increase. To avoid this result, odd lots
will be excluded from the definitions of
Consolidated Volume for pricing
purposes, but would continue to be
included in the member’s own total
volume.
4 Securities Exchange Act Release No. 70794
(October 31, 2013), 78 FR 66789 (November 6, 2013)
(SR–CTA–2013–05); Securities Exchange Act
Release No. 70793 (October 31, 2013), 78 FR 66788
(November 6, 2013) (File No. S7–24–89).
E:\FR\FM\17DEN1.SGM
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76348
Federal Register / Vol. 78, No. 242 / Tuesday, December 17, 2013 / Notices
wreier-aviles on DSK5TPTVN1PROD with NOTICES
2. Statutory Basis
NASDAQ believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,5 in
general, and with Sections 6(b)(4) and
6(b)(5) of the Act,6 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 change to the tier for members
active in both the NASDAQ Market
Center and NOM is reasonable because
it broadens the availability of a price
reduction for members that support
liquidity on both markets. The changes
are consistent with an equitable
allocation of fees because the pricing
tier requires significant levels of
liquidity provision, which benefits all
market participants, and because
activity in NOM also supports price
discovery and liquidity provision in the
NASDAQ Market Center due to the
increasing propensity of market
participants to be active in both markets
and the influence of each market on the
pricing of securities in the other.
Moreover, the change has the potential
to make the applicable credit available
to a wider range of market participants
by reducing the threshold for
qualification. The change is not
unreasonably discriminatory because
market participants may qualify for a
comparable or a higher rebate through
alternative means that do not require
participation in NOM, including
through existing volume-based
NASDAQ Market Center tiers, the use of
Designated Retail Orders, or through a
combination of qualification for volumebased tiers and participation in
NASDAQ’s Investor Support Program
under Rule 7014.
The change with respect to Day orders
that execute in the Cross is reasonable
because it makes it clear that the
execution of such orders in the Cross is
free of charge, rather than being subject
to a potential $0.0005 per share fee. The
change is consistent with an equitable
allocation of fees and is not unfairly
discriminatory because members
entering Day limit orders before the
Cross do not generally have a strong
expectation that such orders will
execute in the Cross; rather, although
such orders are given the opportunity to
execute in the Cross if their limit price
is consistent with the Cross price, their
5 15
6 15
U.S.C. 78f.
U.S.C. 78f(b)(4) and (5).
VerDate Mar<15>2010
14:45 Dec 16, 2013
Jkt 232001
designation as Day orders would
generally reflect an expectation that the
order will not execute but rather will
post to the NASDAQ book and execute
thereafter only if the market moves in a
manner consistent with the order’s limit
price. Accordingly, NASDAQ believes
that it is equitable and not unfairly
discriminatory to make the execution of
such orders free when they do happen
to execute in the Cross.
The change with respect to exclusion
of odd lots from the definition of
Consolidated Volume is reasonable
because it avoids a de facto price
increase that could occur due to the
upcoming requirement to report odd
lots to the consolidated tape. Similarly,
the change is consistent with an
equitable allocation of fees and is not
unfairly discriminatory because it will
maintain the status quo with respect to
pricing tiers and incentive programs
that require calculations based on
Consolidated Volume. Thus, the change
avoids a potential inequitable and unfair
result under which members with
volumes close to a required percentage
would be unable to achieve a pricing
tier for which they had formerly
qualified.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
NASDAQ does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
NASDAQ notes that it operates in a
highly competitive market in which
market participants can readily favor
competing venues if they deem fee
levels at a particular venue to be
excessive, or rebate opportunities
available at other venues to be more
favorable. In such an environment,
NASDAQ must continually adjust its
fees and rebates to remain competitive
with other 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 and rebates in
response, and because market
participants may readily adjust their
order routing practices, NASDAQ
believes that the degree to which fee or
rebate changes in this market may
impose any burden on competition is
extremely limited. In this instance, the
change to the tier with respect to
members active in NASDAQ and NOM
will serve to decrease members’ costs,
thereby enhancing NASDAQ’s
competitiveness. Similarly, the change
with respect to Day orders executing in
the Cross confirms the absence of a
PO 00000
Frm 00080
Fmt 4703
Sfmt 4703
charge with respect to such orders, and
the change with respect to the definition
of Consolidated Volume avoids a
potential de facto price increase, thereby
also enhancing NASDAQ’s
competitiveness. Because members and
competing order execution venues
remain free to adopt competitive
responses, the changes do not impair
the ability of markets or market
participants 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
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 7 and paragraph (f) of Rule
19b–4 8 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–
NASDAQ–2013–150 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–2013–150. 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
7 15
8 17
E:\FR\FM\17DEN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
17DEN1
Federal Register / Vol. 78, No. 242 / Tuesday, December 17, 2013 / Notices
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–
NASDAQ–2013–150 and should be
submitted on or before January 7, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–29898 Filed 12–16–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–71054; File No. SR–Topaz–
2013–12]
Self-Regulatory Organizations; Topaz
Exchange LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the Schedule
of Fees
wreier-aviles on DSK5TPTVN1PROD with NOTICES
December 12, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that, on
November 27, 2013, the Topaz
Exchange, LLC (d/b/a ISE Gemini) (the
‘‘Exchange’’ or ‘‘Topaz’’) filed with the
Securities and Exchange Commission
the proposed rule change, as described
in Items I, II, and III below, which items
have been prepared by the self9 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
14:45 Dec 16, 2013
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
Topaz is proposing to amend its
Schedule of Fees to exclude from its
ADV calculations any trading day on
which the Exchange is closed early for
holiday observance. The proposed rule
change is available on the Exchange’s
Internet Web site at https://www.ise.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 and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
self-regulatory organization 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 Exchange proposes to exclude
from its average daily volume (‘‘ADV’’)
calculations any trading day on which
the Exchange is closed early for holiday
observance. The Exchange provides
tiered rebates to market participants that
add liquidity in Standard Options and
Mini Options based on members’ ADV
in a given month. On October 1, 2013
the Exchange filed with the Commission
an immediately effective rule filing that,
among other things, amended its
Schedule of Fees to permit the Exchange
to exclude from its ADV calculation,
when determining applicable rebate
tiers, any day that the market is not
open for the entire trading day.3
Currently, this allows the Exchange to
exclude days where the Exchange
declares a trading halt in all securities
or honors a market-wide trading halt
declared by another market. In that
filing, however, the Exchange noted
that, in contrast to the NASDAQ OMX
3 See Securities Exchange Act Release No. 70670
(October 11, 2013), 78 FR 62815 (October 22, 2013)
(Topaz-2013–08).
1 15
VerDate Mar<15>2010
regulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
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76349
PHLX, LLC (‘‘PHLX’’) and NASDAQ
Options Market (‘‘NOM’’) filings on
which this language was based,4 it
would not exclude days on which the
Exchange is closed early for holiday
observance. The Exchange has since
determined that it would be more
equitable to exclude these days as well.
While members are aware in advance of
days subject to an early scheduled
close—for example, the Friday after
Thanksgiving—these are still low
volume days, and including these days
in the ADV calculation would have the
detrimental effect of lowering members’
daily and monthly ADV and thereby
qualifying members for lower rebates.
The Exchange believes that this effective
cost increase during months where the
Exchange has scheduled early market
closes is undesirable to the Exchange
and its members, and is therefore
proposing to interpret this provision in
the same manner as NOM and PHLX.5
The Exchange notes that it will not be
making any textual changes to its fees as
this proposed change brings its
interpretation in line with that of other
markets with substantially similar
language to that already included in the
Schedule Fees [sic].6
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,7
in general, and Section 6(b)(4) of the
Act,8 in particular, in that it is designed
to provide for the equitable allocation of
reasonable dues, fees, and other charges
among its members and other persons
using its facilities. The Exchange
believes that it is equitable and
reasonable to eliminate days subject to
an early scheduled closed [sic] from its
ADV calculation because it preserves
the Exchange’s intent behind adopting
volume-based pricing, and conforms the
rules of the Exchange with those of
other markets. The Exchange further
believes that the proposed change is
non-discriminatory because it applies
equally to all members and to all
volume tiers.
4 See Securities Exchange Act Release Nos. 70472
(September 23, 2013), 78 FR 59738 (September 27,
2013) (PHLX–2013–93); 70470 (September 23,
2013), 78 FR 59740 (September 27, 2013)
(NASDAQ–2013–117).
5 Id.
6 Id.
7 15 U.S.C. 78f.
8 15 U.S.C. 78f(b)(4).
E:\FR\FM\17DEN1.SGM
17DEN1
Agencies
[Federal Register Volume 78, Number 242 (Tuesday, December 17, 2013)]
[Notices]
[Pages 76347-76349]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-29898]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-71044; File No. SR-NASDAQ-2013-150]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Make Modifications to Fees and Credits Under Rules 7014 and 7018
December 11, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''), \1\ and Rule 19b-4 \2\ thereunder, notice is hereby given
that on November 29, 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 make changes to its schedule of fees and credits
applicable to execution of orders under Rule 7018, and related changes
in Rule 7014. NASDAQ proposes to implement the proposed rule change on
December 2, 2013. The text of the proposed rule change is available on
the Exchange's Web site at https://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, NASDAQ included statements
concerning the purpose of, and basis for, the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of those statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
In November 2013, NASDAQ introduced a rebate tier under which it
provides a credit of $0.0029 per share executed for displayed orders
that provide liquidity if a member (i) has shares of liquidity provided
in all securities during the month representing more than 0.10% of
Consolidated Volume during the month, through one or more of its NASDAQ
Market Center MPIDs, and (ii) adds Total NASDAQ Options Market
(``NOM'') Market Maker Volume, as defined in Chapter XV, Section 2 of
the NOM rules, of 90,000 or more contracts per day executed during the
month through one or more of its NOM MPIDs.\3\ NASDAQ is amending the
tier by reducing the requirement for Total NOM Market Maker Volume to
80,000 or more contracts per day. Pricing tiers that require
participation in both the NASDAQ Market Center and NOM recognize the
prevalence of trading in which members simultaneously trade different
asset classes within the same strategy. Because cash equities and
options markets are linked, with liquidity and trading patterns on one
market affecting those on the other, NASDAQ believes that pricing
incentives that encourage market participant activity in NOM also
support price discovery and liquidity provision in the NASDAQ Market
Center. The change enhances these incentives by reducing the
requirement for participation in this tier.
---------------------------------------------------------------------------
\3\ Securities Exchange Act Release No. 70860 (November 13,
2013), 78 FR 69512 (November 19, 2013) (SR-NASDAQ-2013-138).
---------------------------------------------------------------------------
Second, NASDAQ is amending Rule 7018(e), which governs fees for
orders that execute in the NASDAQ Opening Cross (the ``Cross''), to
eliminate an erroneous reference to a potential $0.0005 per share
executed charge for ``Day'' orders (i.e., orders designated to have a
time-in-force under which they remain in effect until executed or the
end of either regular market hours at 4:00 p.m. or the end of the
System hours at 8:00 p.m.) that execute in the Cross. Charging Day
orders that participate in the Cross would mean that virtually all
orders in the Cross would be subject to a fee, which is not consistent
with NASDAQ's intention or past practice. Rather, the reference appears
to have been included in the rule in error. Accordingly, NASDAQ is
deleting the reference to make it clear that Day orders executing in
the Cross are not to be charged.
Finally, NASDAQ is amending the definition of ``Consolidated
Volume'' in Rules 7018 and 7014 to exclude executed orders with a size
of less than one round lot. In addition, NASDAQ is modifying some of
the words used in both definitions to make them use consistent
terminology (but is not thereby changing their meanings). The amended
definitions refer to ``the total consolidated volume reported to all
consolidated transaction reporting plans by all exchanges and trade
reporting facilities during a month, excluding executed orders with a
size of less than one round lot.'' The exclusion for executed orders of
less than a round lot is necessitated by recent amendments to the
Consolidated Tape Association and NASDAQ UTP Plans \4\ under which odd
lots must be reported to the consolidated tape. These amendments are
taking effect in December 2013. When calculating a member's percentage,
NASDAQ has historically included odd lots in the member's own total
volume, but excluded them from Consolidated Volume, since they have not
historically been included in the trades reported to consolidated
transaction reporting plans. Accordingly, including odd lots in the
calculation of a member's percentage of Consolidated Volume would make
it more difficult for members to achieve certain percentages, and thus
could constitute an unintended de facto price increase. To avoid this
result, odd lots will be excluded from the definitions of Consolidated
Volume for pricing purposes, but would continue to be included in the
member's own total volume.
---------------------------------------------------------------------------
\4\ Securities Exchange Act Release No. 70794 (October 31,
2013), 78 FR 66789 (November 6, 2013) (SR-CTA-2013-05); Securities
Exchange Act Release No. 70793 (October 31, 2013), 78 FR 66788
(November 6, 2013) (File No. S7-24-89).
---------------------------------------------------------------------------
[[Page 76348]]
2. Statutory Basis
NASDAQ believes that the proposed rule change is consistent with
the provisions of Section 6 of the Act,\5\ in general, and with
Sections 6(b)(4) and 6(b)(5) of the Act,\6\ 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.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78f.
\6\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
The change to the tier for members active in both the NASDAQ Market
Center and NOM is reasonable because it broadens the availability of a
price reduction for members that support liquidity on both markets. The
changes are consistent with an equitable allocation of fees because the
pricing tier requires significant levels of liquidity provision, which
benefits all market participants, and because activity in NOM also
supports price discovery and liquidity provision in the NASDAQ Market
Center due to the increasing propensity of market participants to be
active in both markets and the influence of each market on the pricing
of securities in the other. Moreover, the change has the potential to
make the applicable credit available to a wider range of market
participants by reducing the threshold for qualification. The change is
not unreasonably discriminatory because market participants may qualify
for a comparable or a higher rebate through alternative means that do
not require participation in NOM, including through existing volume-
based NASDAQ Market Center tiers, the use of Designated Retail Orders,
or through a combination of qualification for volume-based tiers and
participation in NASDAQ's Investor Support Program under Rule 7014.
The change with respect to Day orders that execute in the Cross is
reasonable because it makes it clear that the execution of such orders
in the Cross is free of charge, rather than being subject to a
potential $0.0005 per share fee. The change is consistent with an
equitable allocation of fees and is not unfairly discriminatory because
members entering Day limit orders before the Cross do not generally
have a strong expectation that such orders will execute in the Cross;
rather, although such orders are given the opportunity to execute in
the Cross if their limit price is consistent with the Cross price,
their designation as Day orders would generally reflect an expectation
that the order will not execute but rather will post to the NASDAQ book
and execute thereafter only if the market moves in a manner consistent
with the order's limit price. Accordingly, NASDAQ believes that it is
equitable and not unfairly discriminatory to make the execution of such
orders free when they do happen to execute in the Cross.
The change with respect to exclusion of odd lots from the
definition of Consolidated Volume is reasonable because it avoids a de
facto price increase that could occur due to the upcoming requirement
to report odd lots to the consolidated tape. Similarly, the change is
consistent with an equitable allocation of fees and is not unfairly
discriminatory because it will maintain the status quo with respect to
pricing tiers and incentive programs that require calculations based on
Consolidated Volume. Thus, the change avoids a potential inequitable
and unfair result under which members with volumes close to a required
percentage would be unable to achieve a pricing tier for which they had
formerly qualified.
B. Self-Regulatory Organization's Statement on Burden on Competition
NASDAQ does not believe that the proposed rule change will result
in any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act, as amended. NASDAQ notes that
it operates in a highly competitive market in which market participants
can readily favor competing venues if they deem fee levels at a
particular venue to be excessive, or rebate opportunities available at
other venues to be more favorable. In such an environment, NASDAQ must
continually adjust its fees and rebates to remain competitive with
other 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 and
rebates in response, and because market participants may readily adjust
their order routing practices, NASDAQ believes that the degree to which
fee or rebate changes in this market may impose any burden on
competition is extremely limited. In this instance, the change to the
tier with respect to members active in NASDAQ and NOM will serve to
decrease members' costs, thereby enhancing NASDAQ's competitiveness.
Similarly, the change with respect to Day orders executing in the Cross
confirms the absence of a charge with respect to such orders, and the
change with respect to the definition of Consolidated Volume avoids a
potential de facto price increase, thereby also enhancing NASDAQ's
competitiveness. Because members and competing order execution venues
remain free to adopt competitive responses, the changes do not impair
the ability of markets or market participants 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
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing change has become effective pursuant to Section
19(b)(3)(A) of the Act \7\ and paragraph (f) of Rule 19b-4 \8\
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.
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\7\ 15 U.S.C. 78s(b)(3)(A).
\8\ 17 CFR 240.19b-4(f).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2013-150 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-2013-150. 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
[[Page 76349]]
only one method. The Commission will post all comments on the
Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml).
Copies of the submission, all subsequent amendments, all written
statements with respect to the proposed rule change that are filed with
the Commission, and all written communications relating to the proposed
rule change between the Commission and any person, other than those
that may be withheld from the public in accordance with the provisions
of 5 U.S.C. 552, will be available for Web site viewing and printing in
the Commission's Public Reference Room, 100 F Street NE., Washington,
DC 20549, on official business days between the hours of 10:00 a.m. and
3:00 p.m. Copies of the filing also will be available for inspection
and copying at the principal office of the Exchange. All comments
received will be posted without change; the Commission does not edit
personal identifying information from submissions. You should submit
only information that you wish to make available publicly. All
submissions should refer to File Number SR-NASDAQ-2013-150 and should
be submitted on or before January 7, 2014.
For the Commission, by the Division of Trading and Markets, pursuant
to delegated authority.\9\
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\9\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-29898 Filed 12-16-13; 8:45 am]
BILLING CODE 8011-01-P