Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend the Exchange's Pricing Schedule Under Section VIII With Respect to Execution and Routing of Orders in Securities Priced at $1 or More Per Share and the Excess Order Fee, 67229-67232 [2014-26693]
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Federal Register / Vol. 79, No. 218 / Wednesday, November 12, 2014 / Notices
Reference Room on official business
days between the hours of 10:00 a.m.
and 3:00 p.m. Copies of such filing also
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–ISE–
2014–44, and should be submitted on or
before December 3, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.38
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–26690 Filed 11–10–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73535; File No. SR–Phlx–
2014–70]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend the
Exchange’s Pricing Schedule Under
Section VIII With Respect to Execution
and Routing of Orders in Securities
Priced at $1 or More Per Share and the
Excess Order Fee
November 5, 2014
TKELLEY on DSK3SPTVN1PROD with NOTICES
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 October
24, 2014, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ 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 the Exchange. 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 the Substance
of the Proposed Rule Change
The Exchange proposes to amend the
Exchange’s Pricing Schedule under
Section VIII, entitled ‘‘NASDAQ OMX
PSX FEES,’’ with respect to execution
and routing of orders in securities
priced at $1 or more per share and to
eliminate the Excess Order Fee.
38 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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While changes to the Pricing
Schedule pursuant to this proposal are
effective upon filing, the Exchange has
designated that they become operative
on November 3, 2014. The text of the
proposed rule change is available on the
Exchange’s Web site at https://
nasdaqomxphlx.cchwallstreet.com/, at
the principal office of the Exchange, and
at the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change 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
Exchange 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 changes
to Chapter VIII of the Exchange’s Pricing
Schedule is to reduce the fee assessed
for shares executed on the NASDAQ
OMX PSX System (‘‘PSX’’) in securities
listed on the Nasdaq Stock Market
(‘‘Nasdaq’’) and traded at $1 or more per
share, to modify the eligibility
requirements of two credits provided for
providing displayed liquidity in
securities traded at $1 or more per
share, and to eliminate the Excess Order
Fee under the rule.
Chapter VIII(a)(1) of the PSX Pricing
Schedule concerns fees assessed for
execution of quotes/orders on PSX in
securities priced at $1 or more per share
that are Nasdaq-listed, are listed on the
New York Stock Exchange (‘‘NYSE’’)
and listed on exchanges other than
Nasdaq and NYSE. The Exchange
currently assesses three separate fees for
execution of securities based on the
venue on which the security is listed.
Specifically, the Exchange assesses a
charge of $0.0024 per share executed in
securities listed on NYSE, $0.0024 per
share executed in securities listed on an
exchange other than Nasdaq or NYSE,
and $0.0026 per share executed in
securities listed on Nasdaq. The
Exchange is proposing to reduce the fee
assessed for execution of Nasdaq-listed
securities on PSX to $0.0024 per share
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67229
executed. Reducing the fee will
harmonize the fees currently assessed
member organizations that are
participants on PSX for removing
liquidity from PSX and may attract more
volume to PSX in Nasdaq-listed
securities.
The Exchange is also proposing to
amend the eligibility requirements of
two credits provided under the rule to
member organizations that provide
displayed liquidity on PSX. First, the
Exchange currently provides a credit of
$0.0025 per share executed for Quotes/
Orders entered by a member
organization that provides an average
daily volume of 6 million or more
shares of liquidity during the month;
provided that (i) the Quote/Order is
entered through a PSX MPID through
which the member organization
displays, on average over the course of
the month, 100 shares or more at the
national best bid and/or national best
offer at least 25% of the time during
regular market hours in the security that
is the subject of the Quote/Order, or (ii)
the member organization displays, on
average over the course of the month,
100 shares or more at the national best
bid and/or national best offer at least
25% of the time during regular market
hours in 500 or more securities. The
Exchange is proposing to eliminate the
6 million average daily volume
requirement and replace it with a
requirement to have average daily
volume in shares of liquidity during the
month that represents at least 0.12% of
Consolidated Volume, which the
Exchange defines as 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.3 Replacing the current
average daily volume requirement with
an average daily volume requirement
based on Consolidated Volume will
cause the required level of liquidity
provision to vary depending on overall
market volumes during the month. As
such, the change is expected to increase
the number of member organizations
that qualify for this credit tier during
months when overall trading volumes
are lower, by allowing the required level
of liquidity provision to vary with
overall trading volumes, and conversely
reduce the number of member
organizations eligible for the credit
when market volumes are high, for firms
3 In lieu of marking each individual fee level with
the definition of Consolidated Volume, where
applicable, the Exchange is inserting the definition
prior to the schedule of fees under subparagraph
(a)(1) of the rule.
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TKELLEY on DSK3SPTVN1PROD with NOTICES
67230
Federal Register / Vol. 79, No. 218 / Wednesday, November 12, 2014 / Notices
that maintain the same level of average
daily volume as is currently provided.
The Exchange believes that the 0.12%
threshold will result in a change in
market behavior that will improve
liquidity on PSX overall.
Second, the Exchange currently
provides a credit of $0.0024 per share
executed for Quotes/Orders entered by a
member organization that provides an
average daily volume of 2 million or
more shares of liquidity during the
month; provided that (i) the Quote/
Order is entered through a PSX MPID
through which the member organization
displays, on average over the course of
the month, 100 shares or more at the
national best bid and/or national best
offer at least 25% of the time during
regular market hours in the security that
is the subject of the Quote/Order, or (ii)
the member organization displays, on
average over the course of the month,
100 shares or more at the national best
bid and/or national best offer at least
25% of the time during regular market
hours in 500 or more securities. The
Exchange is proposing to eliminate the
2 million average daily volume
requirement and replace it with a
requirement to have average daily
volume in shares of liquidity during the
month that represents at least 0.04% of
Consolidated Volume. In addition, the
Exchange is proposing to eliminate the
additional requirements found under (i)
and (ii) of the credit tier. Like the
change to the credit tier discussed
immediately above, replacing the
current average daily volume
requirement with an average daily
volume requirement based on
Consolidated Volume will cause the
required level of liquidity provision to
vary depending on overall market
volumes during the month, thereby
increasing the number of member
organizations that qualify for this credit
tier during months when overall trading
volumes are lower, and conversely
reducing the number of member
organizations eligible for the credit
when market volumes are high, for firms
that maintain the same level of average
daily volume as is currently provided.
Likewise, the Exchange believes that the
0.04% threshold will result in a change
in market behavior that will improve
liquidity on PSX overall. The Exchange
also believes that eliminating the extra
requirements under (i) and (ii) of the
credit tier will make the tier achievable
to more member organizations and may
provide incentive to a greater number of
member organizations to achieve the
tier, thereby improving liquidity on
PSX.
Lastly, the Exchange is proposing to
eliminate the Excess Order Fee under
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17:55 Nov 10, 2014
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subparagraph (c) of Chapter VIII of the
Pricing Schedule. The Excess Order Fee
was designed to provide a disincentive
to member organizations to engage in
order entry practices that are inefficient
and thereby burdensome on the systems
of PSX by assessing a fee on member
organizations if they reach a threshold
of order activity based on an Order
Entry Ratio calculation.4 Although not a
pervasive characteristic of the market,
the fee was adopted to encourage
member organizations with such
practices to enhance the efficiency of
their systems and modify their order
entry practices, thus improving the
market for all participants.5 An
unwanted consequence of the rule has
been to capture beneficial order flow
and thereby dissuade member
organizations from participating in PSX
in an effort to avoid triggering the fee.
Moreover, the Exchange has observed
that the fee is not assessed on a
significant number of member
organizations nor is it triggered every
month, leading the Exchange to
conclude that the small number of
member organizations that may have
been affected by the fee because of their
inefficient order practices have taken
the steps necessary to avoid such
practices. The Exchange believes that, in
light of the lack of consistent order
activity that triggers the fee and the
negative effect it has had on beneficial
order flow, the Excess Order Fee should
be eliminated. The Exchange notes that,
should the inefficient order entry
practices that gave rise to the fee once
again arise, it may adopt the fee once
again or take other steps to provide
disincentive for such practices.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6 of the Act,6 in general, and
furthers the objectives of Sections
6(b)(4) and 6(b)(5) of the Act,7 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 the Exchange
operates or controls, and is designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in regulating, clearing,
settling, processing information with
4 See Chapter VIII(c)(2) for a definition of ‘‘Order
Entry Ratio.’’
5 See Securities Exchange Act Release Nos. 67004
(May 17, 2012), 77 FR 30581 (May 23, 2012) (SR–
Phlx–2012–64) (adopting the Excessive Order Fee).
6 15 U.S.C. 78f.
7 15 U.S.C. 78f(b)(4) and (5).
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respect to, and facilitating transactions
in securities, to remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest; and
are not designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers.
The Exchange believes that the
proposed reduction in the charge
assessed member organizations that
remove liquidity from PSX in Nasdaqlisted securities priced $1 or more per
share is reasonable because it is a fee
reduction designed to improve liquidity
in Nasdaq-listed securities on PSX.
Moreover, the proposed reduced charge
is reasonable because it harmonizes the
charges assessed for removing liquidity
in all securities priced at $1 or more per
share, thereby simplifying the charges
assessed for removing liquidity under
the rule. The Exchange believes that the
change is consistent with an equitable
allocation of fees and is not unfairly
discriminatory because every member
organization removing liquidity in
securities priced at $1 or more per share
will be assessed the same charge per
share, regardless of the listing venue of
the security. Lastly, the Exchange
believes that the proposed change does
not unfairly burden competition
because it may promote member
organizations to provide greater
liquidity in Nasdaq-listed securities,
thereby promoting competition among
member organizations rather than
placing a burden thereon.
The changes amending the eligibility
requirements for the $0.0025 and
$0.0024 per share credits that PSX gives
to member organizations that provide
certain levels of displayed liquidity
through PSX are reasonable because
they provide member organizations an
incentive to provide more meaningful
liquidity by tying eligibility for the
credits to how impactful their order
activity is in relation to overall market
volume. Thus the credit is more precise
in awarding the credits for order activity
that improves the PSX market for all
market participants and is consistent
with the Exchange’s longstanding policy
of encouraging the use of displayed
orders, which promote price discovery.
The changes to the eligibility
requirements are consistent with an
equitable allocation of fees and not
unfairly discriminatory because they
allocate the credits in a manner that is
tied more closely to the impact on
liquidity a member organization has as
compared to overall market volume. The
current requirement that is being
replaced is based on achieving a fixed
number of average daily volume in
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TKELLEY on DSK3SPTVN1PROD with NOTICES
Federal Register / Vol. 79, No. 218 / Wednesday, November 12, 2014 / Notices
shares of liquidity provided during the
month, without accounting for the
relative impact that liquidity had on the
market at the time. Moreover, the
proposed change is equitably allocated
because all member organizations that
achieve the Consolidated Volume level
required by the tiers, together with any
other requirements of the rule, will
receive the credit. The Exchange
believes that the proposed change does
not unfairly burden competition, but
rather it will promote competition
among member organizations to provide
more meaningful displayed liquidity on
PSX.
The Exchange believes that
elimination of the additional eligibility
requirements to qualify for the $0.0024
credit tier is reasonable because it
broadens the number of member
organizations that may qualify for the
credit by eliminating requirements tied
to the nature and timing of the volume
provided on PSX, not the volume of
liquidity. Although the additional
requirements that are being deleted from
the credit tier are designed to improve
market quality, the Exchange believes
market quality will be improved more at
this juncture by attracting additional
member organizations to provide
liquidity on PSX. The elimination of
additional requirements of the tier is
consistent with an equitable allocation
of fees and not unfairly discriminatory
because the credit will be available to
more member organizations than is the
currently the case, and all member
organizations that qualify under the
amended tier will receive the credit.
Lastly, the Exchange believes that the
elimination of the additional
requirements under the tier will not
unfairly burden competition, but rather
will promote competition among
member firms to provide greater
liquidity to PSX.
The Exchange believes that
elimination of the Excessive Order Fee
is reasonable because the fee is not
triggered by a significant number of
member organizations nor is it triggered
every month, however, the Exchange
believes that certain member
organizations are disincentivized from
providing order activity that is
beneficial to market participants.
Moreover, the Exchange may adopt the
fee once again should the issues that
gave rise to it reemerge. The Exchange
believes that the proposed change is
consistent with an equitable allocation
of fees and is not unfairly
discriminatory because it eliminates a
fee, which applies to all member
organizations and which has served as
a disincentive to certain market
participants in providing beneficial
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order activity while also not being
assessed significantly on member
organizations. The Exchange believes
that elimination of the Excess Order Fee
will not unfairly burden competition
because the fee is not relevant to
competition. The Exchange notes that
the fee was adopted to deter member
organizations from using inefficient
order practices that place excessive
burden on the systems of PSX and, as
a consequence, was not designed to
impact competition among member
organizations.
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, as amended.8
The Exchange 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, the
Exchange must continually adjust its
fees 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 in response, and because market
participants may readily adjust their
order routing practices, the Exchange
believes that the degree to which fee
changes in this market may impose any
burden on competition is extremely
limited. In this instance, the reduced
charge assessed member organizations
that remove liquidity from PSX is
intended to provide incentive to market
participants to add liquidity to the
Exchange in securities listed on Nasdaq,
which is reflective of a relative decline
in liquidity on PSX in Nasdaq-listed
securities. The proposed changes to the
credits provided are designed to more
precisely reward displayed liquidity
provided by member organizations and,
in the case of the lower tier, expand
eligibility for the credit by eliminating
other requirements not directly tied to
the amount of displayed liquidity
provided. As noted above, the Exchange
believes that elimination of the Excess
Order Fee will not unfairly burden
competition because the fee is not
relevant to competition as it was
adopted to deter member organizations
from using inefficient order practices
that place excessive burdens on the
systems of PSX. Moreover, other
exchanges’ fee schedules do not restrict
order activity by using a fee like the
Excess Order Fee. As noted, the
practices that prompted the Exchange to
adopt the rule have subsided and,
consequently, the change does not
impact the ability of any market
participant or trading venue to compete.
Because there are numerous
competitive alternatives to PSX, it is
possible that the changes will not have
the desired effect and, although the
Exchange believes it to be unlikely as a
result of the current proposal, the
Exchange could lose market share as a
result of the changes to the extent that
they are unattractive to market
participants. Accordingly, the Exchange
does not believe the proposed changes
will impair the ability of members or
competing order execution venues to
maintain their competitive standing in
the financial markets.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 9 and paragraph (f) of Rule
19b–4 10 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–
Phlx–2014–70 on the subject line.
9 15
8 15
PO 00000
U.S.C. 78f(b)(8).
Frm 00076
Fmt 4703
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f).
10 17
Sfmt 4703
67231
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Federal Register / Vol. 79, No. 218 / Wednesday, November 12, 2014 / Notices
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–Phlx–2014–70. 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 such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–Phlx–
2014–70, and should be submitted on or
before December 3, 2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–26693 Filed 11–10–14; 8:45 am]
BILLING CODE 8011–01–P
Paperwork Reduction Act (44 U.S.C.
Chapter 35):
SSS FORMS 2, 3A, 3B and 3C
Title: Selective Service System
Change of Information, Correction/
Change Form, and Registration Status
Forms.
Purpose: To insure the accuracy and
completeness of the Selective Service
System registration data.
Respondents: Registrants are required
to report changes or corrections in data
submitted on the SSS Form 1.
Frequency: When changes in a
registrant’s name or address occur.
Burden: A burden of two minutes or
less on the individual respondent.
Copies of the above identified forms
can be obtained upon written request to
the Selective Service System, Reports
Clearance Officer, 1515 Wilson
Boulevard, Arlington, Virginia 22209–
2425.
Written comments and
recommendations for the proposed
extension of clearance of the form
should be sent within 60 days of the
publication of this notice to the
Selective Service System, Reports
Clearance Officer, 1515 Wilson
Boulevard, Arlington, Virginia 22209–
2425.
A copy of the comments should be
sent to the Office of Information and
Regulatory Affairs, Attention: Desk
Officer, Selective Service System, Office
of Management and Budget, New
Executive Office Building, Room 3235,
Washington, DC 20503.
Dated: November 3, 2014.
Lawrence Romo,
Director.
[FR Doc. 2014–26713 Filed 11–10–14; 8:45 am]
TKELLEY on DSK3SPTVN1PROD with NOTICES
Selective Service System.
Notice.
AGENCY:
ACTION:
The following forms have been
submitted to the Office of Management
and Budget (OMB) for extension of
clearance in compliance with the
11 17
CFR 200.30–3(a)(12).
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[FR Doc. 2014–26702 Filed 11–10–14; 8:45 am]
BILLING CODE 8015–01–P
[Disaster Declaration #14178 and #14179]
Missouri Disaster #MO–00073
BILLING CODE 8015–01–P
SELECTIVE SERVICE SYSTEM
Forms Submitted to the Office of
Management and Budget for Extension
of Clearance
U.S. Small Business
Administration.
ACTION: Notice.
SUMMARY:
AGENCY:
ACTION:
Forms Submitted to the Office of
Management and Budget for Extension
of Clearance
Dated: November 3, 2014.
Lawrence Romo,
Director.
SMALL BUSINESS ADMINISTRATION
Selective Service System.
Notice.
AGENCY:
SELECTIVE SERVICE SYSTEM
Respondents: All 18-year-old males
who are United States citizens and those
male immigrants residing in the United
States at the time of their 18th birthday
are required to register with the
Selective Service System.
Frequency: Registration with the
Selective Service System is a one-time
occurrence.
Burden: A burden of two minutes or
less on the individual respondent.
Copies of the above identified form
can be obtained upon written request to
the Selective Service System, Reports
Clearance Officer, 1515 Wilson
Boulevard, Arlington, Virginia 22209–
2425.
Written comments and
recommendations for the proposed
extension of clearance of the form
should be sent within 60 days of the
publication of this notice to the
Selective Service System, Reports
Clearance Officer, 1515 Wilson
Boulevard, Arlington, Virginia 22209–
2425.
A copy of the comments should be
sent to the Office of Information and
Regulatory Affairs, Attention: Desk
Officer, Selective Service System, Office
of Management and Budget, New
Executive Office Building, Room 3235,
Washington, DC 20503.
The following forms have been
submitted to the Office of Management
and Budget (OMB) for extension of
clearance in compliance with the
Paperwork Reduction Act (44 U.S.C.
Chapter 35):
SSS Form 1
Title: The Selective Service System
Registration Form.
Purpose: Is used to register men and
establish a data base for use in
identifying manpower to the military
services during a national emergency.
PO 00000
Frm 00077
Fmt 4703
Sfmt 4703
This is a Notice of the
Presidential declaration of a major
disaster for Public Assistance Only for
the State of Missouri (FEMA–4200–DR),
dated 10/31/2014.
Incident: Severe storms, tornadoes,
straight-line winds, and flooding.
Incident Period: 09/09/2014 through
09/10/2014.
Effective Date: 10/31/2014.
Physical Loan Application Deadline
Date: 12/30/2014.
Economic Injury (EIDl) Loan
Application Deadline Date: 07/31/2015.
ADDRESSES: Submit completed loan
applications to: U.S. Small Business
Administration, Processing And
Disbursement Center, 14925 Kingsport
Road, Fort Worth, TX 76155.
E:\FR\FM\12NON1.SGM
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Agencies
[Federal Register Volume 79, Number 218 (Wednesday, November 12, 2014)]
[Notices]
[Pages 67229-67232]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-26693]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-73535; File No. SR-Phlx-2014-70]
Self-Regulatory Organizations; NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of Proposed Rule Change To Amend the
Exchange's Pricing Schedule Under Section VIII With Respect to
Execution and Routing of Orders in Securities Priced at $1 or More Per
Share and the Excess Order Fee
November 5, 2014
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 October 24, 2014, NASDAQ OMX PHLX LLC (``Phlx'' 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 the Exchange. 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 the
Substance of the Proposed Rule Change
The Exchange proposes to amend the Exchange's Pricing Schedule
under Section VIII, entitled ``NASDAQ OMX PSX FEES,'' with respect to
execution and routing of orders in securities priced at $1 or more per
share and to eliminate the Excess Order Fee.
While changes to the Pricing Schedule pursuant to this proposal are
effective upon filing, the Exchange has designated that they become
operative on November 3, 2014. The text of the proposed rule change is
available on the Exchange's Web site at https://nasdaqomxphlx.cchwallstreet.com/, at the principal office of the
Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change 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 Exchange 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 changes to Chapter VIII of the
Exchange's Pricing Schedule is to reduce the fee assessed for shares
executed on the NASDAQ OMX PSX System (``PSX'') in securities listed on
the Nasdaq Stock Market (``Nasdaq'') and traded at $1 or more per
share, to modify the eligibility requirements of two credits provided
for providing displayed liquidity in securities traded at $1 or more
per share, and to eliminate the Excess Order Fee under the rule.
Chapter VIII(a)(1) of the PSX Pricing Schedule concerns fees
assessed for execution of quotes/orders on PSX in securities priced at
$1 or more per share that are Nasdaq-listed, are listed on the New York
Stock Exchange (``NYSE'') and listed on exchanges other than Nasdaq and
NYSE. The Exchange currently assesses three separate fees for execution
of securities based on the venue on which the security is listed.
Specifically, the Exchange assesses a charge of $0.0024 per share
executed in securities listed on NYSE, $0.0024 per share executed in
securities listed on an exchange other than Nasdaq or NYSE, and $0.0026
per share executed in securities listed on Nasdaq. The Exchange is
proposing to reduce the fee assessed for execution of Nasdaq-listed
securities on PSX to $0.0024 per share executed. Reducing the fee will
harmonize the fees currently assessed member organizations that are
participants on PSX for removing liquidity from PSX and may attract
more volume to PSX in Nasdaq-listed securities.
The Exchange is also proposing to amend the eligibility
requirements of two credits provided under the rule to member
organizations that provide displayed liquidity on PSX. First, the
Exchange currently provides a credit of $0.0025 per share executed for
Quotes/Orders entered by a member organization that provides an average
daily volume of 6 million or more shares of liquidity during the month;
provided that (i) the Quote/Order is entered through a PSX MPID through
which the member organization displays, on average over the course of
the month, 100 shares or more at the national best bid and/or national
best offer at least 25% of the time during regular market hours in the
security that is the subject of the Quote/Order, or (ii) the member
organization displays, on average over the course of the month, 100
shares or more at the national best bid and/or national best offer at
least 25% of the time during regular market hours in 500 or more
securities. The Exchange is proposing to eliminate the 6 million
average daily volume requirement and replace it with a requirement to
have average daily volume in shares of liquidity during the month that
represents at least 0.12% of Consolidated Volume, which the Exchange
defines as 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.\3\ Replacing the current average daily volume
requirement with an average daily volume requirement based on
Consolidated Volume will cause the required level of liquidity
provision to vary depending on overall market volumes during the month.
As such, the change is expected to increase the number of member
organizations that qualify for this credit tier during months when
overall trading volumes are lower, by allowing the required level of
liquidity provision to vary with overall trading volumes, and
conversely reduce the number of member organizations eligible for the
credit when market volumes are high, for firms
[[Page 67230]]
that maintain the same level of average daily volume as is currently
provided. The Exchange believes that the 0.12% threshold will result in
a change in market behavior that will improve liquidity on PSX overall.
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\3\ In lieu of marking each individual fee level with the
definition of Consolidated Volume, where applicable, the Exchange is
inserting the definition prior to the schedule of fees under
subparagraph (a)(1) of the rule.
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Second, the Exchange currently provides a credit of $0.0024 per
share executed for Quotes/Orders entered by a member organization that
provides an average daily volume of 2 million or more shares of
liquidity during the month; provided that (i) the Quote/Order is
entered through a PSX MPID through which the member organization
displays, on average over the course of the month, 100 shares or more
at the national best bid and/or national best offer at least 25% of the
time during regular market hours in the security that is the subject of
the Quote/Order, or (ii) the member organization displays, on average
over the course of the month, 100 shares or more at the national best
bid and/or national best offer at least 25% of the time during regular
market hours in 500 or more securities. The Exchange is proposing to
eliminate the 2 million average daily volume requirement and replace it
with a requirement to have average daily volume in shares of liquidity
during the month that represents at least 0.04% of Consolidated Volume.
In addition, the Exchange is proposing to eliminate the additional
requirements found under (i) and (ii) of the credit tier. Like the
change to the credit tier discussed immediately above, replacing the
current average daily volume requirement with an average daily volume
requirement based on Consolidated Volume will cause the required level
of liquidity provision to vary depending on overall market volumes
during the month, thereby increasing the number of member organizations
that qualify for this credit tier during months when overall trading
volumes are lower, and conversely reducing the number of member
organizations eligible for the credit when market volumes are high, for
firms that maintain the same level of average daily volume as is
currently provided. Likewise, the Exchange believes that the 0.04%
threshold will result in a change in market behavior that will improve
liquidity on PSX overall. The Exchange also believes that eliminating
the extra requirements under (i) and (ii) of the credit tier will make
the tier achievable to more member organizations and may provide
incentive to a greater number of member organizations to achieve the
tier, thereby improving liquidity on PSX.
Lastly, the Exchange is proposing to eliminate the Excess Order Fee
under subparagraph (c) of Chapter VIII of the Pricing Schedule. The
Excess Order Fee was designed to provide a disincentive to member
organizations to engage in order entry practices that are inefficient
and thereby burdensome on the systems of PSX by assessing a fee on
member organizations if they reach a threshold of order activity based
on an Order Entry Ratio calculation.\4\ Although not a pervasive
characteristic of the market, the fee was adopted to encourage member
organizations with such practices to enhance the efficiency of their
systems and modify their order entry practices, thus improving the
market for all participants.\5\ An unwanted consequence of the rule has
been to capture beneficial order flow and thereby dissuade member
organizations from participating in PSX in an effort to avoid
triggering the fee. Moreover, the Exchange has observed that the fee is
not assessed on a significant number of member organizations nor is it
triggered every month, leading the Exchange to conclude that the small
number of member organizations that may have been affected by the fee
because of their inefficient order practices have taken the steps
necessary to avoid such practices. The Exchange believes that, in light
of the lack of consistent order activity that triggers the fee and the
negative effect it has had on beneficial order flow, the Excess Order
Fee should be eliminated. The Exchange notes that, should the
inefficient order entry practices that gave rise to the fee once again
arise, it may adopt the fee once again or take other steps to provide
disincentive for such practices.
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\4\ See Chapter VIII(c)(2) for a definition of ``Order Entry
Ratio.''
\5\ See Securities Exchange Act Release Nos. 67004 (May 17,
2012), 77 FR 30581 (May 23, 2012) (SR-Phlx-2012-64) (adopting the
Excessive Order Fee).
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2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6 of the Act,\6\ in general, and furthers the objectives
of Sections 6(b)(4) and 6(b)(5) of the Act,\7\ 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 the Exchange operates or controls, and is
designed to prevent fraudulent and manipulative acts and practices, to
promote just and equitable principles of trade, to foster cooperation
and coordination with persons engaged in regulating, clearing,
settling, processing information with respect to, and facilitating
transactions in securities, to remove impediments to and perfect the
mechanism of a free and open market and a national market system, and,
in general, to protect investors and the public interest; and are not
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers.
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\6\ 15 U.S.C. 78f.
\7\ 15 U.S.C. 78f(b)(4) and (5).
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The Exchange believes that the proposed reduction in the charge
assessed member organizations that remove liquidity from PSX in Nasdaq-
listed securities priced $1 or more per share is reasonable because it
is a fee reduction designed to improve liquidity in Nasdaq-listed
securities on PSX. Moreover, the proposed reduced charge is reasonable
because it harmonizes the charges assessed for removing liquidity in
all securities priced at $1 or more per share, thereby simplifying the
charges assessed for removing liquidity under the rule. The Exchange
believes that the change is consistent with an equitable allocation of
fees and is not unfairly discriminatory because every member
organization removing liquidity in securities priced at $1 or more per
share will be assessed the same charge per share, regardless of the
listing venue of the security. Lastly, the Exchange believes that the
proposed change does not unfairly burden competition because it may
promote member organizations to provide greater liquidity in Nasdaq-
listed securities, thereby promoting competition among member
organizations rather than placing a burden thereon.
The changes amending the eligibility requirements for the $0.0025
and $0.0024 per share credits that PSX gives to member organizations
that provide certain levels of displayed liquidity through PSX are
reasonable because they provide member organizations an incentive to
provide more meaningful liquidity by tying eligibility for the credits
to how impactful their order activity is in relation to overall market
volume. Thus the credit is more precise in awarding the credits for
order activity that improves the PSX market for all market participants
and is consistent with the Exchange's longstanding policy of
encouraging the use of displayed orders, which promote price discovery.
The changes to the eligibility requirements are consistent with an
equitable allocation of fees and not unfairly discriminatory because
they allocate the credits in a manner that is tied more closely to the
impact on liquidity a member organization has as compared to overall
market volume. The current requirement that is being replaced is based
on achieving a fixed number of average daily volume in
[[Page 67231]]
shares of liquidity provided during the month, without accounting for
the relative impact that liquidity had on the market at the time.
Moreover, the proposed change is equitably allocated because all member
organizations that achieve the Consolidated Volume level required by
the tiers, together with any other requirements of the rule, will
receive the credit. The Exchange believes that the proposed change does
not unfairly burden competition, but rather it will promote competition
among member organizations to provide more meaningful displayed
liquidity on PSX.
The Exchange believes that elimination of the additional
eligibility requirements to qualify for the $0.0024 credit tier is
reasonable because it broadens the number of member organizations that
may qualify for the credit by eliminating requirements tied to the
nature and timing of the volume provided on PSX, not the volume of
liquidity. Although the additional requirements that are being deleted
from the credit tier are designed to improve market quality, the
Exchange believes market quality will be improved more at this juncture
by attracting additional member organizations to provide liquidity on
PSX. The elimination of additional requirements of the tier is
consistent with an equitable allocation of fees and not unfairly
discriminatory because the credit will be available to more member
organizations than is the currently the case, and all member
organizations that qualify under the amended tier will receive the
credit. Lastly, the Exchange believes that the elimination of the
additional requirements under the tier will not unfairly burden
competition, but rather will promote competition among member firms to
provide greater liquidity to PSX.
The Exchange believes that elimination of the Excessive Order Fee
is reasonable because the fee is not triggered by a significant number
of member organizations nor is it triggered every month, however, the
Exchange believes that certain member organizations are disincentivized
from providing order activity that is beneficial to market
participants. Moreover, the Exchange may adopt the fee once again
should the issues that gave rise to it reemerge. The Exchange believes
that the proposed change is consistent with an equitable allocation of
fees and is not unfairly discriminatory because it eliminates a fee,
which applies to all member organizations and which has served as a
disincentive to certain market participants in providing beneficial
order activity while also not being assessed significantly on member
organizations. The Exchange believes that elimination of the Excess
Order Fee will not unfairly burden competition because the fee is not
relevant to competition. The Exchange notes that the fee was adopted to
deter member organizations from using inefficient order practices that
place excessive burden on the systems of PSX and, as a consequence, was
not designed to impact competition among member organizations.
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, as amended.\8\ The Exchange
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,
the Exchange must continually adjust its fees 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 in
response, and because market participants may readily adjust their
order routing practices, the Exchange believes that the degree to which
fee changes in this market may impose any burden on competition is
extremely limited. In this instance, the reduced charge assessed member
organizations that remove liquidity from PSX is intended to provide
incentive to market participants to add liquidity to the Exchange in
securities listed on Nasdaq, which is reflective of a relative decline
in liquidity on PSX in Nasdaq-listed securities. The proposed changes
to the credits provided are designed to more precisely reward displayed
liquidity provided by member organizations and, in the case of the
lower tier, expand eligibility for the credit by eliminating other
requirements not directly tied to the amount of displayed liquidity
provided. As noted above, the Exchange believes that elimination of the
Excess Order Fee will not unfairly burden competition because the fee
is not relevant to competition as it was adopted to deter member
organizations from using inefficient order practices that place
excessive burdens on the systems of PSX. Moreover, other exchanges' fee
schedules do not restrict order activity by using a fee like the Excess
Order Fee. As noted, the practices that prompted the Exchange to adopt
the rule have subsided and, consequently, the change does not impact
the ability of any market participant or trading venue to compete.
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\8\ 15 U.S.C. 78f(b)(8).
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Because there are numerous competitive alternatives to PSX, it is
possible that the changes will not have the desired effect and,
although the Exchange believes it to be unlikely as a result of the
current proposal, the Exchange could lose market share as a result of
the changes to the extent that they are unattractive to market
participants. Accordingly, the Exchange does not believe the proposed
changes will impair the ability of members or competing order execution
venues to maintain their competitive standing in the financial markets.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing change has become effective pursuant to Section
19(b)(3)(A) of the Act \9\ and paragraph (f) of Rule 19b-4 \10\
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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\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 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-Phlx-2014-70 on the subject line.
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Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-Phlx-2014-70. 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 such filing also will be available for inspection
and copying at the principal office of the Exchange. All comments
received will be posted without change; the Commission does not edit
personal identifying information from submissions. You should submit
only information that you wish to make available publicly. All
submissions should refer to File Number SR-Phlx-2014-70, and should be
submitted on or before December 3, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\11\
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\11\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-26693 Filed 11-10-14; 8:45 am]
BILLING CODE 8011-01-P