Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Order Approving a Proposed Rule Change To Establish a Fee Schedule for Alternative Trading System Volume Information, 32351-32353 [2014-12889]
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Federal Register / Vol. 79, No. 107 / Wednesday, June 4, 2014 / Notices
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 will institute proceedings
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–
C2–2014–010 on the subject line.
tkelley on DSK3SPTVN1PROD with NOTICES
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–C2–2014–010. 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
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 pre-filing requirement.
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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–C2–
2014–010 and should be submitted on
or before June 25, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–12887 Filed 6–3–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72280; File No. SR–FINRA–
2014–018]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Order Approving a
Proposed Rule Change To Establish a
Fee Schedule for Alternative Trading
System Volume Information
May 29, 2014.
On April 4, 2014, the Financial
Industry Regulatory Authority, Inc.
(‘‘FINRA’’) filed with the Securities and
Exchange Commission (‘‘Commission’’),
pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2 a
proposed rule change to adopt FINRA
Rule 4553 (Fees for ATS Data)
establishing a fee schedule for
alternative trading system (‘‘ATS’’)
volume information published by
FINRA on its Web site. The proposed
rule change was published for comment
in the Federal Register on April 15,
2014.3 The Commission received one
comment letter on the proposal during
the comment period.4 On May 21, 2014,
FINRA responded to the comment
letter.5 This order approves the
proposed rule change.
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 71919
(April 9, 2014), 79 FR 21324 (SR–FINRA–2014–018)
(‘‘Notice’’).
4 See Letter from Christopher Nagy, CEO and
Dave Lauer, President, KOR Group LLC, to
Elizabeth M. Murphy, Secretary, Commission, dated
April 16, 2014 (‘‘KOR Letter’’).
5 See Letter from Brant K. Brown, Associate
General Counsel, FINRA, to Kevin O’Neill, Deputy
Secretary, Commission, dated May 21, 2014
(‘‘FINRA Letter’’).
1 15
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32351
I. Background
On January 17, 2014, the Commission
approved a proposed rule change to (i)
adopt FINRA Rule 4552 (Alternative
Trading Systems—Trading Information
for Securities Executed Within the
Alternative Trading System) to require
ATSs to report to FINRA weekly volume
information and number of trades
regarding securities transactions within
the ATS; and (ii) amend FINRA Rules
6160, 6170, 6480, and 6720 to require
each ATS to acquire and use a single,
unique market participant identifier
(‘‘MPID’’) when reporting information to
FINRA (‘‘MPID Requirement’’).6 The
implementation date of the reporting
requirements under Rule 4552 was May
12, 2014, and compliance with the
MPID Requirement begins on November
10, 2014.7 Every week, FINRA will
publish on its Web site, on a delayed
basis, the self-reported ATS data for
each equity security for each ATS
(‘‘ATS Data’’).8 According to FINRA,
after the MPID Requirement is
implemented in November 2014, FINRA
will be able to compare the trade
reporting data to the data already being
reported to FINRA by ATSs pursuant to
Rule 4552 to verify the consistency and
accuracy of both.
II. Description of the Proposed Rule
Change
The proposed rule change establishes
three categories of users of the ATS
Data, each of which is entitled to
different levels and use of ATS Data and
is subject to a different fee structure: (i)
Non-Professionals; 9 (ii) Professionals;
6 See Securities Exchange Act Release No. 71341
(January 17, 2014), 79 FR 4213 (January 24, 2014).
On April 3, 2014, FINRA amended Rules 4552,
6160, 6170, 6480, and 6720 to revise the reporting
and MPID requirements applicable to ATSs. See
Securities Exchange Act Release No. 71911 (April
9, 2014), 79 FR 21316 (April 15, 2014). The
amendments to Rules 6160, 6170, 6480, and 6720
permit an ATS that trades both debt securities
reported to FINRA’s Trade Reporting and
Compliance Engine (‘‘TRACE’’) and equity
securities (OTC Equity Securities or NMS stocks)
reported to a FINRA equity reporting facility (the
Alternative Display Facility, the OTC Reporting
Facility, the FINRA/Nasdaq TRF, or the FINRA/
NYSE TRF) to use two MPIDs, rather than a single
unique MPID, if each MPID is used exclusively for
either debt or equity securities.
7 See FINRA Regulatory Notice 14–07 (February
2014).
8 See Rule 4552(b).
9 As defined by FINRA in its proposed Rule 4553,
a ‘‘Non-Professional’’ means a natural person who
uses the ATS Data solely for his or her personal,
non-commercial use and is not: (i) Registered or
qualified in any capacity with the Commission, the
Commodity Futures Trading Commission, any state
securities agency, any securities exchange or
association, or any commodities or futures contract
market or association, nor an employee of the
above; (ii) engaged as an ‘‘investment adviser’’ as
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Federal Register / Vol. 79, No. 107 / Wednesday, June 4, 2014 / Notices
tkelley on DSK3SPTVN1PROD with NOTICES
and (iii) Vendors. Any individual
seeking access to the ATS Data must
confirm that he or she is either (i) a NonProfessional or (ii) a Professional (or an
affiliate or employee thereof) that has a
current Professional or Vendor
subscription. A non-Professional will be
able to access, at no cost, the most
recent four weeks of ATS Data in a
viewable, but not downloadable, format.
A Non-Professional will be required to
agree to certain terms of use of the ATS
Data, including that he or she receives
and uses the ATS Data solely for his or
her personal, non-commercial use, and
a prohibition on redistribution of the
data.
FINRA proposed to provide
Professional access to the ATS Data by
requiring an annual, enterprise-wide
subscription fee of $12,000 that is nontransferable and renewable annually. A
Professional who has paid the
subscription fee will have access to the
ATS Data available to NonProfessionals, in addition to access to
up to five years of historical ATS Data,
in a downloadable format. The
Professional subscription will allow an
unlimited number of users within the
firm to access the ATS Data.
Professionals will be permitted to
distribute ATS Data and Derived Data
within the enterprise (including the
firm, any affiliates of the firm, and
employees thereof). However,
Professionals are prohibited from
redistributing the ATS Data or Derived
Data outside of the enterprise.
The proposal also includes a Vendor
subscription fee of $18,000 per year.
‘‘Vendor’’ is defined as a Professional
that redistributes ATS Data or Derived
Data to third parties. A Vendor license
would permit a Vendor to redistribute
the ATS Data or Derived Data in any
form (or in exactly the form FINRA
provides to the Vendor). A Vendor
would be allowed to provide ATS Data
to a third party only if a yearly, nontransferable, enterprise-wide
that term is defined in Section 202(a)(11) of the
Investment Advisers Act (whether or not registered
or qualified under that Act), nor an employee of the
above; (iii) employed by a bank, insurance company
or other organization exempt from registration
under federal or state securities laws to perform
functions that would require registration or
qualification if such functions were performed for
an organization not so exempt, nor any other
employee of a bank, insurance company or such
other organization referenced above; or (iv) engaged
in, or has the intention to engage in, any
commercial redistribution of all or any portion of
the ATS Data or Derived Data. Rule 4553 defines
‘‘Derived Data’’ as data that are derived from ATS
Data and that are not able to be (A) reverse
engineered by a reasonably skilled user into ATS
Data or (B) used as a surrogate for ATS Data.
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Professional Subscriber license has been
purchased for each such third party.10
III. Comments Received and FINRA’s
Response
The Commission received one
comment letter on the proposal during
the comment period.11 The commenter
strongly disagreed with FINRA’s
proposal to charge fees for the ATS Data
and argued that ATS Data should be
treated as open source data that are
freely available to the public.12 The
commenter also argued that FINRA
already receives fees and dues from its
members and should therefore cover the
cost of providing ATS Data to the public
in a free, open, machine-readable
format.13 Furthermore, the commenter
believed that FINRA had proposed to
charge a very high fee amount and
should not compare its fees with forprofit firms.14 The commenter also
believed that, under the proposal,
academics would be unable to
download data in a machine readable
format and unable to publish any of
their findings with derived data.15
Finally, the commenter argued that an
organization such as itself would be
prohibited from access to this dataset,
which would deprive the public of
expertise and analysis not necessarily
performed by academics that should be
made freely available.
In its response, FINRA disagreed with
the commenter’s assertion that it is
inappropriate for FINRA to impose fees
to recover costs. FINRA cited its existing
Rule 7330 establishing fees for the
receipt of market data concerning realtime TRACE transaction information,
historic TRACE data, and the FINRA
Automated Data Delivery Service
(‘‘ADDS’’).16 FINRA believed that the
proposed fee amount is significantly
lower than fees for comparable data that
are currently available in the
10 FINRA noted that, as with TRACE data,
Vendors would be responsible for reporting entity
usage as a result of their redistribution of the data.
11 See supra note 4. On the 44th day after
publication of the Notice, the Commission received
a second comment letter on the proposal that raised
similar points as the KOR Letter. See Letter from
Theodore R. Lazo, Managing Director and Associate
General Counsel, SIFMA, to Commission, dated
May 29, 2014.
12 See KOR Letter at 1–2.
13 See id. at 3.
14 See id.
15 See id. at 2–3.
16 See FINRA Letter at 3. FINRA also noted that
the ADDS fees were intended to offset costs
associated with providing the information. See
Securities Exchange Act Release No. 68387
(December 7, 2012), 77 FR 74249, 74251 (December
13, 2012) (notice of filing of SR–FINRA–2012–053).
See also Securities Exchange Act Release No. 68675
(January 16, 2013), 78 FR 4917 (January 23, 2013)
(order approving SR–FINRA–2012–053).
PO 00000
Frm 00140
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Sfmt 4703
marketplace.17 In addition, FINRA
represented that it ‘‘intends to reassess
the amount of the fee once it has more
experience with the actual usage and
ultimate fees paid. For example, if
FINRA appears to be generating on a
consistent basis significantly more
revenue than the cost to build and
support the program, it would lower the
fee on a per subscription basis so as to
better align the total revenue received
from the fees with the costs of providing
the data.’’ 18 FINRA reaffirmed that any
such fee change would be filed with the
Commission.
With respect to the access to ATS
Data, FINRA replied that the
commenter’s assertion that the proposal
would prohibit the use of ATS Data and
obstruct the distribution of derived data
was incorrect.19 FINRA stated that the
proposal ‘‘does not prohibit anyone
from accessing ATS Data and merely
requires professional users to pay a
reasonable fee to receive the data.’’ 20
FINRA added that individual investors
(Non-Professionals) accessing ATS Data
are provided ATS Data for free and that
professional consumers (Professionals
and Vendors) should be expected to pay
a reasonable fee so that the costs
associated with providing the data are
borne by those using it. Furthermore,
FINRA stated that non-commercial
requests from regulators, academics, and
media reporters would generally be
considered non-professional usage and
accommodated on an individual basis,
and that FINRA would address these
types of ad hoc requests as it does
requests for TRACE data.21 FINRA also
stated that it would consider making the
data available in other formats as it
gains experience with the information
reported.
IV. Discussion and Commission
Findings
The Commission has carefully
reviewed the proposed rule change, the
17 For example, FINRA noted Nasdaq OMX’s
Daily Share Volume (‘‘DSV’’) product, which
provides some market transparency by MPID, rather
than by ATS, with respect to aggregate volume
executed through the NASDAQ OMX equity
exchange facilities. See Securities Exchange Act
Release No. 59580 (March 13, 2009), 74 FR 12169
(March 23, 2009).
18 FINRA Letter at 4.
19 See id. at 3.
20 Id.
21 See id. at 4. FINRA further stated that it will
work with the requesting party to determine the
scope of data requested, the form in which the data
can be provided, and the extent to which the
requesting party is permitted certain redistribution
rights under a separate agreement. Furthermore,
according to FINRA, as a general matter, academicrelated research agreements provide that
redistribution of data pursuant to the agreement is
not considered commercial use or prohibited
redistribution.
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Federal Register / Vol. 79, No. 107 / Wednesday, June 4, 2014 / Notices
comment letters, and FINRA’s response,
and finds that the proposed rule change
is consistent with the Act and the rules
and regulations thereunder applicable to
a national securities association.22 In
particular, the Commission finds that
the proposed rule change is consistent
with Section 15A(b)(5) of the Act,23
which requires, among other things, that
the rules of an association provide for
the equitable allocation of reasonable
dues, fees, and other charges among its
members and issuers and other persons
using any facility or system that FINRA
operates or controls.
The fees for ATS Data that FINRA is
proposing to charge are structured
similarly to fees for TRACE data, which
the Commission previously has
approved.24 The ATS Data fees
approved today, similar to TRACE fees,
vary according to use, and the
Commission believes that this use-based
approach is consistent with equitable
distribution of fees. Furthermore, the
Commission previously has approved
TRACE fees on the basis, in part, that
they were reasonably related to the costs
of developing the TRACE facility and to
the estimated operating expenses of the
TRACE system.25 The proposed fees in
this filing appear reasonably designed
by FINRA to recover the costs of
collecting and disseminating the ATS
Data.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,26 that the
proposed rule change (SR–FINRA–
2014–018) be, and it hereby is,
approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.27
Kevin M. O’Neill,
Deputy Secretary .
[FR Doc. 2014–12889 Filed 6–3–14; 8:45 am]
tkelley on DSK3SPTVN1PROD with NOTICES
BILLING CODE 8011–01–P
22 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
23 15 U.S.C. 78o–3(b)(5).
24 See, e.g., Securities Exchange Act Release No.
46145 (June 28, 2002), 67 FR 44911 (July 5, 2002)
(order approving fees for TRACE).
25 See id., 67 FR at 44913.
26 15 U.S.C. 78s(b)(2).
27 17 CFR 200.30–3(a)(12).
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–72278; File No. SR–
ISEGemini–2014–14]
Self-Regulatory Organizations; ISE
Gemini, LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Extend the Penny
Pilot Program
May 29, 2014.
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 May 28,
2014, ISE Gemini, LLC (the ‘‘Exchange’’
or ‘‘ISE Gemini’’) 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 selfregulatory organization. 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
ISE Gemini proposes to amend its
rules relating to a pilot program to quote
and to trade certain options in pennies
(‘‘Penny Pilot Program’’). The text of the
proposed rule change is available on the
Exchange’s Web site 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
self-regulatory organization 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
Under the Penny Pilot Program, the
minimum price variation for all
participating options classes, except for
the Nasdaq-100 Index Tracking Stock
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
Frm 00141
Fmt 4703
(‘‘QQQQ’’), the SPDR S&P 500 Exchange
Traded Fund (‘‘SPY’’) and the iShares
Russell 2000 Index Fund (‘‘IWM’’), is
$0.01 for all quotations in options series
that are quoted at less than $3 per
contract and $0.05 for all quotations in
options series that are quoted at $3 per
contract or greater. QQQQ, SPY and
IWM are quoted in $0.01 increments for
all options series. The Penny Pilot
Program is currently scheduled to
expire on June 30, 2014.3 The Exchange
proposes to extend the time period of
the Penny Pilot Program through
December 31, 2014, and to provide
revised dates for adding replacement
issues to the Penny Pilot Program. The
Exchange proposes that any Penny Pilot
Program issues that have been delisted
may be replaced on the second trading
day following July 1, 2014. The
replacement issues will be selected
based on trading activity for the six
month period beginning December 1,
2013, and ending May 31, 2014. This
filing does not propose any substantive
changes to the Penny Pilot Program: all
classes currently participating will
remain the same and all minimum
increments will remain unchanged. The
Exchange believes the benefits to public
customers and other market participants
who will be able to express their true
prices to buy and sell options have been
demonstrated to outweigh the increase
in quote traffic.
2. Basis
The basis under the Securities
Exchange Act of 1934 (the ‘‘Exchange
Act’’) for this proposed rule change is
found in Section 6(b)(5), in that the
proposed rule change is designed to
promote just and equitable principles of
trade, 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. In
particular, the proposed rule change,
which extends the Penny Pilot Program
for an additional six months, will enable
public customers and other market
participants to express their true prices
to buy and sell options for the benefit
of all market participants.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
This proposed rule change does not
impose any burden on competition.
Specifically, the Exchange believes that,
by extending the expiration of the
Penny Pilot Program, the proposed rule
change will allow for further analysis of
3 See Exchange Act Release No. 71141 (December
19, 2013), 78 FR 78457 (December 26, 2013) (SR–
TOPAZ–2013–21).
1 15
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Agencies
[Federal Register Volume 79, Number 107 (Wednesday, June 4, 2014)]
[Notices]
[Pages 32351-32353]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-12889]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-72280; File No. SR-FINRA-2014-018]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Order Approving a Proposed Rule Change To Establish a
Fee Schedule for Alternative Trading System Volume Information
May 29, 2014.
On April 4, 2014, the Financial Industry Regulatory Authority, Inc.
(``FINRA'') filed with the Securities and Exchange Commission
(``Commission''), pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934 (``Act'') \1\ and Rule 19b-4 thereunder,\2\ a
proposed rule change to adopt FINRA Rule 4553 (Fees for ATS Data)
establishing a fee schedule for alternative trading system (``ATS'')
volume information published by FINRA on its Web site. The proposed
rule change was published for comment in the Federal Register on April
15, 2014.\3\ The Commission received one comment letter on the proposal
during the comment period.\4\ On May 21, 2014, FINRA responded to the
comment letter.\5\ This order approves the proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 71919 (April 9,
2014), 79 FR 21324 (SR-FINRA-2014-018) (``Notice'').
\4\ See Letter from Christopher Nagy, CEO and Dave Lauer,
President, KOR Group LLC, to Elizabeth M. Murphy, Secretary,
Commission, dated April 16, 2014 (``KOR Letter'').
\5\ See Letter from Brant K. Brown, Associate General Counsel,
FINRA, to Kevin O'Neill, Deputy Secretary, Commission, dated May 21,
2014 (``FINRA Letter'').
---------------------------------------------------------------------------
I. Background
On January 17, 2014, the Commission approved a proposed rule change
to (i) adopt FINRA Rule 4552 (Alternative Trading Systems--Trading
Information for Securities Executed Within the Alternative Trading
System) to require ATSs to report to FINRA weekly volume information
and number of trades regarding securities transactions within the ATS;
and (ii) amend FINRA Rules 6160, 6170, 6480, and 6720 to require each
ATS to acquire and use a single, unique market participant identifier
(``MPID'') when reporting information to FINRA (``MPID
Requirement'').\6\ The implementation date of the reporting
requirements under Rule 4552 was May 12, 2014, and compliance with the
MPID Requirement begins on November 10, 2014.\7\ Every week, FINRA will
publish on its Web site, on a delayed basis, the self-reported ATS data
for each equity security for each ATS (``ATS Data'').\8\ According to
FINRA, after the MPID Requirement is implemented in November 2014,
FINRA will be able to compare the trade reporting data to the data
already being reported to FINRA by ATSs pursuant to Rule 4552 to verify
the consistency and accuracy of both.
---------------------------------------------------------------------------
\6\ See Securities Exchange Act Release No. 71341 (January 17,
2014), 79 FR 4213 (January 24, 2014). On April 3, 2014, FINRA
amended Rules 4552, 6160, 6170, 6480, and 6720 to revise the
reporting and MPID requirements applicable to ATSs. See Securities
Exchange Act Release No. 71911 (April 9, 2014), 79 FR 21316 (April
15, 2014). The amendments to Rules 6160, 6170, 6480, and 6720 permit
an ATS that trades both debt securities reported to FINRA's Trade
Reporting and Compliance Engine (``TRACE'') and equity securities
(OTC Equity Securities or NMS stocks) reported to a FINRA equity
reporting facility (the Alternative Display Facility, the OTC
Reporting Facility, the FINRA/Nasdaq TRF, or the FINRA/NYSE TRF) to
use two MPIDs, rather than a single unique MPID, if each MPID is
used exclusively for either debt or equity securities.
\7\ See FINRA Regulatory Notice 14-07 (February 2014).
\8\ See Rule 4552(b).
---------------------------------------------------------------------------
II. Description of the Proposed Rule Change
The proposed rule change establishes three categories of users of
the ATS Data, each of which is entitled to different levels and use of
ATS Data and is subject to a different fee structure: (i) Non-
Professionals; \9\ (ii) Professionals;
[[Page 32352]]
and (iii) Vendors. Any individual seeking access to the ATS Data must
confirm that he or she is either (i) a Non-Professional or (ii) a
Professional (or an affiliate or employee thereof) that has a current
Professional or Vendor subscription. A non-Professional will be able to
access, at no cost, the most recent four weeks of ATS Data in a
viewable, but not downloadable, format. A Non-Professional will be
required to agree to certain terms of use of the ATS Data, including
that he or she receives and uses the ATS Data solely for his or her
personal, non-commercial use, and a prohibition on redistribution of
the data.
---------------------------------------------------------------------------
\9\ As defined by FINRA in its proposed Rule 4553, a ``Non-
Professional'' means a natural person who uses the ATS Data solely
for his or her personal, non-commercial use and is not: (i)
Registered or qualified in any capacity with the Commission, the
Commodity Futures Trading Commission, any state securities agency,
any securities exchange or association, or any commodities or
futures contract market or association, nor an employee of the
above; (ii) engaged as an ``investment adviser'' as that term is
defined in Section 202(a)(11) of the Investment Advisers Act
(whether or not registered or qualified under that Act), nor an
employee of the above; (iii) employed by a bank, insurance company
or other organization exempt from registration under federal or
state securities laws to perform functions that would require
registration or qualification if such functions were performed for
an organization not so exempt, nor any other employee of a bank,
insurance company or such other organization referenced above; or
(iv) engaged in, or has the intention to engage in, any commercial
redistribution of all or any portion of the ATS Data or Derived
Data. Rule 4553 defines ``Derived Data'' as data that are derived
from ATS Data and that are not able to be (A) reverse engineered by
a reasonably skilled user into ATS Data or (B) used as a surrogate
for ATS Data.
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FINRA proposed to provide Professional access to the ATS Data by
requiring an annual, enterprise-wide subscription fee of $12,000 that
is non-transferable and renewable annually. A Professional who has paid
the subscription fee will have access to the ATS Data available to Non-
Professionals, in addition to access to up to five years of historical
ATS Data, in a downloadable format. The Professional subscription will
allow an unlimited number of users within the firm to access the ATS
Data. Professionals will be permitted to distribute ATS Data and
Derived Data within the enterprise (including the firm, any affiliates
of the firm, and employees thereof). However, Professionals are
prohibited from redistributing the ATS Data or Derived Data outside of
the enterprise.
The proposal also includes a Vendor subscription fee of $18,000 per
year. ``Vendor'' is defined as a Professional that redistributes ATS
Data or Derived Data to third parties. A Vendor license would permit a
Vendor to redistribute the ATS Data or Derived Data in any form (or in
exactly the form FINRA provides to the Vendor). A Vendor would be
allowed to provide ATS Data to a third party only if a yearly, non-
transferable, enterprise-wide Professional Subscriber license has been
purchased for each such third party.\10\
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\10\ FINRA noted that, as with TRACE data, Vendors would be
responsible for reporting entity usage as a result of their
redistribution of the data.
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III. Comments Received and FINRA's Response
The Commission received one comment letter on the proposal during
the comment period.\11\ The commenter strongly disagreed with FINRA's
proposal to charge fees for the ATS Data and argued that ATS Data
should be treated as open source data that are freely available to the
public.\12\ The commenter also argued that FINRA already receives fees
and dues from its members and should therefore cover the cost of
providing ATS Data to the public in a free, open, machine-readable
format.\13\ Furthermore, the commenter believed that FINRA had proposed
to charge a very high fee amount and should not compare its fees with
for-profit firms.\14\ The commenter also believed that, under the
proposal, academics would be unable to download data in a machine
readable format and unable to publish any of their findings with
derived data.\15\ Finally, the commenter argued that an organization
such as itself would be prohibited from access to this dataset, which
would deprive the public of expertise and analysis not necessarily
performed by academics that should be made freely available.
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\11\ See supra note 4. On the 44th day after publication of the
Notice, the Commission received a second comment letter on the
proposal that raised similar points as the KOR Letter. See Letter
from Theodore R. Lazo, Managing Director and Associate General
Counsel, SIFMA, to Commission, dated May 29, 2014.
\12\ See KOR Letter at 1-2.
\13\ See id. at 3.
\14\ See id.
\15\ See id. at 2-3.
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In its response, FINRA disagreed with the commenter's assertion
that it is inappropriate for FINRA to impose fees to recover costs.
FINRA cited its existing Rule 7330 establishing fees for the receipt of
market data concerning real-time TRACE transaction information,
historic TRACE data, and the FINRA Automated Data Delivery Service
(``ADDS'').\16\ FINRA believed that the proposed fee amount is
significantly lower than fees for comparable data that are currently
available in the marketplace.\17\ In addition, FINRA represented that
it ``intends to reassess the amount of the fee once it has more
experience with the actual usage and ultimate fees paid. For example,
if FINRA appears to be generating on a consistent basis significantly
more revenue than the cost to build and support the program, it would
lower the fee on a per subscription basis so as to better align the
total revenue received from the fees with the costs of providing the
data.'' \18\ FINRA reaffirmed that any such fee change would be filed
with the Commission.
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\16\ See FINRA Letter at 3. FINRA also noted that the ADDS fees
were intended to offset costs associated with providing the
information. See Securities Exchange Act Release No. 68387 (December
7, 2012), 77 FR 74249, 74251 (December 13, 2012) (notice of filing
of SR-FINRA-2012-053). See also Securities Exchange Act Release No.
68675 (January 16, 2013), 78 FR 4917 (January 23, 2013) (order
approving SR-FINRA-2012-053).
\17\ For example, FINRA noted Nasdaq OMX's Daily Share Volume
(``DSV'') product, which provides some market transparency by MPID,
rather than by ATS, with respect to aggregate volume executed
through the NASDAQ OMX equity exchange facilities. See Securities
Exchange Act Release No. 59580 (March 13, 2009), 74 FR 12169 (March
23, 2009).
\18\ FINRA Letter at 4.
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With respect to the access to ATS Data, FINRA replied that the
commenter's assertion that the proposal would prohibit the use of ATS
Data and obstruct the distribution of derived data was incorrect.\19\
FINRA stated that the proposal ``does not prohibit anyone from
accessing ATS Data and merely requires professional users to pay a
reasonable fee to receive the data.'' \20\ FINRA added that individual
investors (Non-Professionals) accessing ATS Data are provided ATS Data
for free and that professional consumers (Professionals and Vendors)
should be expected to pay a reasonable fee so that the costs associated
with providing the data are borne by those using it. Furthermore, FINRA
stated that non-commercial requests from regulators, academics, and
media reporters would generally be considered non-professional usage
and accommodated on an individual basis, and that FINRA would address
these types of ad hoc requests as it does requests for TRACE data.\21\
FINRA also stated that it would consider making the data available in
other formats as it gains experience with the information reported.
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\19\ See id. at 3.
\20\ Id.
\21\ See id. at 4. FINRA further stated that it will work with
the requesting party to determine the scope of data requested, the
form in which the data can be provided, and the extent to which the
requesting party is permitted certain redistribution rights under a
separate agreement. Furthermore, according to FINRA, as a general
matter, academic-related research agreements provide that
redistribution of data pursuant to the agreement is not considered
commercial use or prohibited redistribution.
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IV. Discussion and Commission Findings
The Commission has carefully reviewed the proposed rule change, the
[[Page 32353]]
comment letters, and FINRA's response, and finds that the proposed rule
change is consistent with the Act and the rules and regulations
thereunder applicable to a national securities association.\22\ In
particular, the Commission finds that the proposed rule change is
consistent with Section 15A(b)(5) of the Act,\23\ which requires, among
other things, that the rules of an association provide for the
equitable allocation of reasonable dues, fees, and other charges among
its members and issuers and other persons using any facility or system
that FINRA operates or controls.
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\22\ In approving this proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
\23\ 15 U.S.C. 78o-3(b)(5).
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The fees for ATS Data that FINRA is proposing to charge are
structured similarly to fees for TRACE data, which the Commission
previously has approved.\24\ The ATS Data fees approved today, similar
to TRACE fees, vary according to use, and the Commission believes that
this use-based approach is consistent with equitable distribution of
fees. Furthermore, the Commission previously has approved TRACE fees on
the basis, in part, that they were reasonably related to the costs of
developing the TRACE facility and to the estimated operating expenses
of the TRACE system.\25\ The proposed fees in this filing appear
reasonably designed by FINRA to recover the costs of collecting and
disseminating the ATS Data.
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\24\ See, e.g., Securities Exchange Act Release No. 46145 (June
28, 2002), 67 FR 44911 (July 5, 2002) (order approving fees for
TRACE).
\25\ See id., 67 FR at 44913.
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IV. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\26\ that the proposed rule change (SR-FINRA-2014-018) be, and it
hereby is, approved.
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\26\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\27\
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\27\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary .
[FR Doc. 2014-12889 Filed 6-3-14; 8:45 am]
BILLING CODE 8011-01-P