Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Modify NASDAQ Rule 7018 Fees, 70253-70256 [2014-27845]
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Federal Register / Vol. 79, No. 227 / Tuesday, November 25, 2014 / Notices
organization consents, the Commission
will:
(A) By order approve or disapprove
the proposed rule change; or
(B) institute proceedings to determine
whether the proposed rule change
should be 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:
submissions should refer to File
Number SR–ICEEU–2014–22 and
should be submitted on or before
December 16,2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–27843 Filed 11–24–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
wreier-aviles on DSK4TPTVN1PROD with NOTICES
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–
ICEEU–2014–22 on the subject line.
[Release No. 34–73648; File No. SR–
NASDAQ–2014–108]
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–ICEEU–2014–22. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filings also will be available for
inspection and copying at the principal
office of ICE Clear Europe and on ICE
Clear Europe’s Web site at https://
www.theice.com/clear-europe/
regulation.
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
November 19, 2014.
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Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Modify
NASDAQ Rule 7018 Fees
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on November
12, 2014, The NASDAQ Stock Market
LLC (‘‘NASDAQ’’ or the ‘‘Exchange’’)
filed with the Securities and Exchange
Commission (‘‘Commission’’) a
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 Substance of
the Proposed Rule Change
NASDAQ is proposing to modify
NASDAQ Rule 7018 fees assessed for
execution and routing securities listed
on NASDAQ, the New York Stock
Exchange (‘‘NYSE’’) and on exchanges
other than NASDAQ and NYSE.
The text of the proposed rule change
is available at nasdaq.cchwallstreet.com
at NASDAQ’s principal office, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
NASDAQ included statements
concerning the purpose of, and basis for,
the proposed rule change and discussed
any comments it received on the
9 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
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70253
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
Statutory Basis for, the Proposed Rule
Change
1. Purpose
NASDAQ is proposing to amend
NASDAQ Rule 7018(1), (2) and (3) to
modify fees assessed for execution and
routing securities listed on NASDAQ
(‘‘Tape C’’), NYSE (‘‘Tape A’’) and on
exchanges other than NASDAQ and the
NYSE (‘‘Tape B’’), respectively,
(together, the ‘‘Tapes’’) as well as the
opening and closing crosses (‘‘Opening
and Closing Crosses’’) in NASDAQ Rule
7018(d) and (e).
The Exchange is proposing across all
of the tapes (the ‘‘Tapes’’) an increase to
the fee for a firm that executes against
resting midpoint liquidity from $0.0027
per share executed to $0.0030 per share
executed. NASDAQ is seeking to
harmonize the remove rate for orders
whether or not they execute against the
midpoint so that the remove rate for
orders is certain before the order is
entered. Therefore, the Exchange is
proposing to increase the charge from
$0.0027 to $0.0030 per share executed
across all the tapes.
NASDAQ is also proposing to
eliminate across all of the tapes the
current $0.00293 per share executed
rebate for a member with shares of
liquidity provided in all securities
through one or more of its Nasdaq
Market Center MPIDs that represent
more than 0.10% of Consolidated
Volume during the month, with shares
executed in the Opening and Closing
Cross that represent more than 0.20% of
Consolidated Volume and orders
entered through a single Nasdaq Market
Center MPID that represent more than
0.50% of Consolidated Volume during
the month. NASDAQ believes that the
elimination of this rebate is warranted
since it has failed to increase liquidity
in Tape A, B or C securities or to
provide members with additional
incentive to improve market quality.
The Exchange is also proposing to
modify and add new rebates across all
of the tapes. Specifically, NASDAQ is
proposing to expand and modify the
credit for non-displayed orders (other
than Supplemental Orders) that provide
liquidity. The rebate will now include a
$0.0025 per share executed for midpoint
orders. It will be offered provided that
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the member adds an average daily
volume of 5 million or more shares
through midpoint orders during the
month and either adds Customer and/or
Professional liquidity in Penny Pilot
Options and/or Non- Penny Pilot
Options of 1.40% or more of national
customer volume in multiply-listed
equity and exchange-traded fund
(‘‘ETF’’) options classes in a month as
pursuant to Chapter XV, Section 2 of the
Nasdaq Options Market (‘‘NOM’’) rules
or adds 8 million shares of nondisplayed liquidity (excluding retail
price improvement orders). NASDAQ
believes that this proposed credit will
incentivize members to post more
liquidity at the midpoint, which should
improve price discovery for the benefit
of investors.
NASDAQ also proposes to also
modify this rebate for Tape C securities
only. Specifically, the credit of $0.0014
per share executed tier for midpoint
orders if the member provides an
average daily volume of less than 5
million shares through midpoint orders
during the month is proposed to be
modified by decreasing it to $0.0010 per
share executed. The Exchange believes
that is no longer necessary to pay a
higher rebate for adding liquidity in
Tape C.
The Exchange is also proposing to
modify across all of the tapes the
existing credit for displayed Designated
Retail Orders. The existing rebate of
$0.0033 per share will remain, but the
rebate will increase slightly to $0.0034
per share executed if the member adds
Customer and/or Professional liquidity
in Penny Pilot Options and/or NonPenny Pilot Options of 1.40% or more
of national customer volume in
multiply-listed equity and ETF options
classes in a month as pursuant to
Chapter XV, Section 2 of the NOM rules.
The Exchange believes that increasing
the rebate will attract additional retail
order flow.
NASDAQ also is proposing to modify
an existing fee for Tape A and Tape B
securities. The proposed fee cap of
$5,000 per month pertains to both a
DOT or LIST Order that executes in the
NYSE opening or re-opening process
combined with a LIST Order that
executes in the NYSEArca and
NYSEAmex opening or re-opening
process if a member adds Customer and/
or Professional liquidity in Penny Pilot
Options and/or Non-Penny Pilot
Options of 1.40% or more of national
customer volume in multiply-listed
equity and ETF options classes in a
month as pursuant to Chapter XV,
Section 2 of the NOM Rules. The
Exchange believes that this will
encourage firms that route options
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customer order flow and equity order
flow that would qualify as retail to send
more order flow to both NOM and
NASDAQ. Additionally, NASDAQ is
proposing to combine for Tape B
securities the LIST order that executes
in an exchange’s re-opening process
with the language noted above regarding
the LIST order that executes in an
exchange’s opening process. Aside from
simplifying the rule language by
combining it for a LIST order that
executes in the opening or re-opening
process, this also serves to reduce and
harmonize the fee for a LIST order that
executes in an exchange’s re-opening
process from $0.001 to $0.0005 per
share executed in the NYSEArca reopening process.
NASDAQ Rules 7018(d) and (e) set
forth fees assessed for executions
received in the Opening and Closing
Crosses. The rule provides a fee of
$0.0003 per share executed assessed for
all other quotes and orders not
otherwise noted under the rules. The
Exchange is proposing to increase the
fee from $0.0003 to $0.0004 per share
executed in the Opening and Closing
Crosses. The proposed increases to the
fees assessed for executions in the
Closing and Opening Crosses will help
the Exchange recapture some of the
costs it incurs operating the cross
system, while maintaining very low fees
for the execution of orders in these
crosses.
2. Statutory Basis
NASDAQ believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,3 in
general, and with Sections 6(b)(4) and
6(b)(5) of the Act,4 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.
NASDAQ believes that the increase
across all of the tapes to the fee for a
member that executes against resting
midpoint liquidity from $0.0027 per
share executed to $0.0030 per share
executed is reasonable, equitably
allocated and not unfairly
discriminatory and will harmonize the
remove rate for orders whether or not
they execute against the midpoint so
that the remove rate for orders is certain
before the order is entered. The
Exchange believes the increase is
reasonable because the rate is consistent
3 15
4 15
PO 00000
U.S.C. 78f.
U.S.C. 78f(b)(4) and (5).
Frm 00099
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with the standard remove rate and
members receive significant price
improvement when accessing midpoint
liquidity. The fee increase is equitably
allocated and not unfairly
discriminatory because the increase is
being uniformly assessed across all of
the tapes on all members that execute
against resting midpoint liquidity.
Further, the Exchange believes that the
reduced remove rate for receiving a
midpoint execution is no longer
necessary because the reduction did not
result in a meaningful change in
midpoint activity.
The Exchange believes that the
elimination across all of the tapes of the
current $0.00293 per share executed
rebate for a member with shares of
liquidity provided in all securities
through one or more of its Nasdaq
Market Center MPIDs that represent
more than 0.10% of Consolidated
Volume during the month, with shares
executed in the Opening and Closing
Cross that represent more than 0.20% of
Consolidated Volume and orders
entered through a single Nasdaq Market
Center MPID that represent more than
0.50% of Consolidated Volume during
the month is consistent with an
equitable allocation of a reasonable fee
and not unfairly discriminatory.
Specifically, the Exchange believes it is
equitable and not unfairly
discriminatory because this tier is being
eliminated for all members and across
all tapes so no members are being
disadvantaged. Additionally, only one
member qualified for the rebate in
October and removing the rebate will
impact their total rebates received by
less than 1%.
NASDAQ believes that the change
across all tapes to the credit for nondisplayed orders (other than
Supplemental Orders) that provide
liquidity is reasonable, equitably
allocated and not unfairly
discriminatory. The new tier for the
rebate of $0.0025 per share executed for
midpoint orders when the member adds
an average daily volume of 5 million or
more shares through midpoint orders
during the month and either adds
Customer and/or Professional liquidity
in Penny Pilot Options and/or NonPenny Pilot Options of 1.40% or more
of national customer volume in
multiply-listed equity and ETF options
classes in a month as pursuant to
Chapter XV, Section 2 of the NOM rules
or adds 8 million shares of nondisplayed liquidity (excluding retail
price improvement orders) is equitably
allocated and not unfairly
discriminatory because it treats all
members uniformly since it is available
to all members and across all tapes. The
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Exchange believes that the proposed
change is reasonable because it does not
unfairly burden competition, but rather
it will promote competition among
member organizations to provide more
meaningful non-displayed liquidity,
specifically midpoint liquidity, on the
Exchange to the benefit of investors and
other members.
NASDAQ also proposes to modify the
credit for non-displayed orders (other
than Supplemental Orders) in one
additional way for Tape C securities
only. Specifically, the credit of $0.0014
per share executed tier for midpoint
orders if the member provides an
average daily volume of less than 5
million shares through midpoint orders
during the month is proposed to be
modified by decreasing it to $0.0010 per
share executed. The Exchange believes
that this rebate modification applicable
to Tape C securities only is reasonable,
equitably allocated and not unfairly
discriminatory. NASDAQ believes that
the proposed decrease to the rebate is
reasonable because it remains a higher
rebate than the rebates provided to other
non-displayed liquidity in Tape C
securities and, thus, still incentivizes
members to add midpoint liquidity over
other forms of non-displayed liquidity
in Tape C and represents only a modest
decrease from the current rebate level.
NASDAQ believes that the proposed
credit is equitably allocated and not
unfairly discriminatory because the
rebate for this tier is available and
applies uniformly to members that are
eligible that provide such liquidity with
regard to Tape C securities.
Additionally, all members have
incentives available and equal
opportunity to earn higher rebates for
adding more liquidity.
NASDAQ believes that the
modification of the existing rebate for
Designated Retail Orders is consistent
with an equitable allocation of a
reasonable fee and not unfairly
discriminatory. The existing rebate of
$0.0033 per share will remain, but the
rebate will increase slightly to $0.0034
per share executed if the member adds
Customer and/or Professional liquidity
in Penny Pilot Options and/or NonPenny Pilot Options of 1.40% or more
of national customer volume in
multiply-listed equity and ETF options
classes in a month as pursuant to
Chapter XV, Section 2 of the NOM rules.
The Exchange believes that the increase
to the rebate under certain
circumstances is reasonable because it is
intended to incentivize liquidity for
Designated Retail Orders and thereby
improve overall liquidity in the
marketplace. The modified rebate is
equitably allocated and not unfairly
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14:41 Nov 24, 2014
Jkt 235001
discriminatory because it is available to
all members that satisfy the criteria,
regardless of the exchange upon which
it is executed. The Exchange notes that
rebates linked to options volume is not
novel and that the Exchange has other
tiers available for members based on
options volume.5
The Exchange also believes that the
modification to another existing fee that
is for Tape A and Tape B securities is
reasonable, equitably allocated and not
unfairly discriminatory. Specifically,
the fee is [sic] and relates to both a DOT
or LIST Order that executes in the NYSE
opening or re-opening process, and is
combined with a LIST Order that
executes in the NYSEArca and
NYSEAmex opening or re-opening
process for purposes of a cap of $0.0005
per share executed not to exceed $5,000
per month. This applies if a member
adds Customer and/or Professional
liquidity in Penny Pilot Options and/or
Non-Penny Pilot Options of 1.40% or
more of national customer volume in
multiply-listed equity and ETF options
classes in a month as pursuant to
Chapter XV, Section 2 of the NOM
Rules. The Exchange believes that the
cap on total charges is reasonable
because it provides additional
incentives for members to utilize the
Exchange router to access liquidity at
away markets, as well as provide
additional incentives to add options
liquidity to receive this routing benefit.
This cap is also equitably allocated and
not unfairly discriminatory because all
members have an equal opportunity to
receive this incentive should they
choose to avail themselves of this
benefit. As noted above, incentives and
benefits that combine options and
equities volume is [sic] not novel.
NASDAQ also believes that, in
connection with the rebate above,
combining for Tape B securities the
LIST order that executes in an
exchange’s re-opening process with the
LIST order that executes in an
exchange’s opening process, as well as
reducing the fee from $0.001 to $0.0005
per share executed in the NYSEArca reopening process is reasonable, equitably
allocated and not unfairly
discriminatory. Specifically, the
Exchange believes that reducing the fee
for the NYSEArca re-opening process is
reasonable because it incentivizes
members to utilize the Exchange router
to access liquidity at away markets.
Additionally, this fee reduction is
equitably allocated and not unfairly
discriminatory because the reduced fee
harmonizes the fee for a LIST order that
5 See
PO 00000
Exchange Rule 7018.
Frm 00100
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70255
executes in an exchange’s re-opening
process and applies to all members.
Lastly, NASDAQ believes that the
changes to the fees assessed for
participation the Opening and Closing
Crosses are consistent with an equitable
allocation of a reasonable fee and not
unfairly discriminatory. Specifically,
the Exchange is proposing to increase
the fee from $0.0003 to $0.0004 per
share executed in the Opening and
Closing Crosses. The Exchange believes
that the fees are reasonable because
supporting the crosses requires capital
investment to maintain a system that
facilitates an orderly auction process,
and the proposed increases are designed
to offset the costs the Exchange incurs
in operating the crosses. Moreover, the
proposed fees are equitably allocated
because they apply a fee on all members
that benefit from participation in the
Opening and Closing Crosses, and are
based on the type of order entered and
contribution to market quality.
Similarly, the proposed fees are not
unfairly discriminatory because they are
based on the type of order executed in
the crosses and the benefit to market
quality that such orders provide.
NASDAQ believes that the proposal to
increase the charges assessed for
executions in the crosses is reasonable,
equitably allocated and not unfairly
discriminatory because the increased
fees are identical in amount and apply
to all members that elect to participate
in the crosses and receive an execution.
Moreover, NASDAQ does not believe
that the increased fees will negatively
impact participation in the crosses as
current rates assessed for the open and
closing cross continue to be materially
less than the standard fee for accessing
liquidity.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
NASDAQ does not believe that the
proposed rule changes will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.6
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 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
6 15
U.S.C. 78f(b)(8).
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competitors are free to modify their own
fees in response, and because market
participants may readily adjust their
order routing practices, NASDAQ
believes that the degree to which fee
changes in this market may impose any
burden on competition is extremely
limited. In this instance, the changes to
routing fees and credits do not impose
a burden on competition because
NASDAQ’s routing services are optional
and are the subject of competition from
other exchanges and broker-dealers that
offer routing services, as well as the
ability of members to develop their own
routing capabilities. The slightly
increased fees for execution in the
NASDAQ crosses are reflective of a need
to support and improve NASDAQ
systems, which in turn benefit market
quality and ultimately, competition. In
sum, if the changes proposed herein are
unattractive to market participants, it is
likely that NASDAQ will lose market
share as a result.
Accordingly, NASDAQ does not
believe that 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
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)(ii) of the Act.7 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.
wreier-aviles on DSK4TPTVN1PROD with NOTICES
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 rulecomments@sec.gov. Please include File
Number SR–NASDAQ–2014–108 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549.
All submissions should refer to File
Number SR–NASDAQ–2014–108. 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–
NASDAQ–2014–108 and should be
submitted on or before December 16,
2014.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–27845 Filed 11–24–14; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73646; File No. SR–BX–
2014–056]
Self-Regulatory Organizations;
NASDAQ OMX BX, Inc.; Notice of Filing
and Immediate Effectiveness of
Proposed Rule Change To Clarify Rule
7018(a) with Respect to Execution and
Routing of Orders in Securities Priced
at $1 or More Per Share
November 19, 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 November
12, 2014, NASDAQ OMX BX, Inc. (‘‘BX’’
or ‘‘Exchange’’) filed with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I and II
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 Substance of
the Proposed Rule Change
The Exchange proposes to make
minor clarifying changes to Rule 7018(a)
with respect to execution and routing of
orders in securities priced at $1 or more
per share.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaqomxbx.
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.
BILLING CODE 8011–01–P
1 15
7 15
U.S.C. 78s(b)(3)(A)(ii).
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CFR 200.30–3(a)(12).
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2 17
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U.S.C. 78s(b)(1).
CFR 240.19b–4.
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Agencies
[Federal Register Volume 79, Number 227 (Tuesday, November 25, 2014)]
[Notices]
[Pages 70253-70256]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-27845]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-73648; File No. SR-NASDAQ-2014-108]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Modify NASDAQ Rule 7018 Fees
November 19, 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 November 12, 2014, The NASDAQ Stock Market LLC (``NASDAQ'' or the
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') a 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 Substance
of the Proposed Rule Change
NASDAQ is proposing to modify NASDAQ Rule 7018 fees assessed for
execution and routing securities listed on NASDAQ, the New York Stock
Exchange (``NYSE'') and on exchanges other than NASDAQ and NYSE.
The text of the proposed rule change is available at
nasdaq.cchwallstreet.com at NASDAQ's principal office, and at the
Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, NASDAQ included statements
concerning the purpose of, and basis for, the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of 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
Statutory Basis for, the Proposed Rule Change
1. Purpose
NASDAQ is proposing to amend NASDAQ Rule 7018(1), (2) and (3) to
modify fees assessed for execution and routing securities listed on
NASDAQ (``Tape C''), NYSE (``Tape A'') and on exchanges other than
NASDAQ and the NYSE (``Tape B''), respectively, (together, the
``Tapes'') as well as the opening and closing crosses (``Opening and
Closing Crosses'') in NASDAQ Rule 7018(d) and (e).
The Exchange is proposing across all of the tapes (the ``Tapes'')
an increase to the fee for a firm that executes against resting
midpoint liquidity from $0.0027 per share executed to $0.0030 per share
executed. NASDAQ is seeking to harmonize the remove rate for orders
whether or not they execute against the midpoint so that the remove
rate for orders is certain before the order is entered. Therefore, the
Exchange is proposing to increase the charge from $0.0027 to $0.0030
per share executed across all the tapes.
NASDAQ is also proposing to eliminate across all of the tapes the
current $0.00293 per share executed rebate for a member with shares of
liquidity provided in all securities through one or more of its Nasdaq
Market Center MPIDs that represent more than 0.10% of Consolidated
Volume during the month, with shares executed in the Opening and
Closing Cross that represent more than 0.20% of Consolidated Volume and
orders entered through a single Nasdaq Market Center MPID that
represent more than 0.50% of Consolidated Volume during the month.
NASDAQ believes that the elimination of this rebate is warranted since
it has failed to increase liquidity in Tape A, B or C securities or to
provide members with additional incentive to improve market quality.
The Exchange is also proposing to modify and add new rebates across
all of the tapes. Specifically, NASDAQ is proposing to expand and
modify the credit for non-displayed orders (other than Supplemental
Orders) that provide liquidity. The rebate will now include a $0.0025
per share executed for midpoint orders. It will be offered provided
that
[[Page 70254]]
the member adds an average daily volume of 5 million or more shares
through midpoint orders during the month and either adds Customer and/
or Professional liquidity in Penny Pilot Options and/or Non- Penny
Pilot Options of 1.40% or more of national customer volume in multiply-
listed equity and exchange-traded fund (``ETF'') options classes in a
month as pursuant to Chapter XV, Section 2 of the Nasdaq Options Market
(``NOM'') rules or adds 8 million shares of non-displayed liquidity
(excluding retail price improvement orders). NASDAQ believes that this
proposed credit will incentivize members to post more liquidity at the
midpoint, which should improve price discovery for the benefit of
investors.
NASDAQ also proposes to also modify this rebate for Tape C
securities only. Specifically, the credit of $0.0014 per share executed
tier for midpoint orders if the member provides an average daily volume
of less than 5 million shares through midpoint orders during the month
is proposed to be modified by decreasing it to $0.0010 per share
executed. The Exchange believes that is no longer necessary to pay a
higher rebate for adding liquidity in Tape C.
The Exchange is also proposing to modify across all of the tapes
the existing credit for displayed Designated Retail Orders. The
existing rebate of $0.0033 per share will remain, but the rebate will
increase slightly to $0.0034 per share executed if the member adds
Customer and/or Professional liquidity in Penny Pilot Options and/or
Non- Penny Pilot Options of 1.40% or more of national customer volume
in multiply-listed equity and ETF options classes in a month as
pursuant to Chapter XV, Section 2 of the NOM rules. The Exchange
believes that increasing the rebate will attract additional retail
order flow.
NASDAQ also is proposing to modify an existing fee for Tape A and
Tape B securities. The proposed fee cap of $5,000 per month pertains to
both a DOT or LIST Order that executes in the NYSE opening or re-
opening process combined with a LIST Order that executes in the
NYSEArca and NYSEAmex opening or re-opening process if a member adds
Customer and/or Professional liquidity in Penny Pilot Options and/or
Non-Penny Pilot Options of 1.40% or more of national customer volume in
multiply-listed equity and ETF options classes in a month as pursuant
to Chapter XV, Section 2 of the NOM Rules. The Exchange believes that
this will encourage firms that route options customer order flow and
equity order flow that would qualify as retail to send more order flow
to both NOM and NASDAQ. Additionally, NASDAQ is proposing to combine
for Tape B securities the LIST order that executes in an exchange's re-
opening process with the language noted above regarding the LIST order
that executes in an exchange's opening process. Aside from simplifying
the rule language by combining it for a LIST order that executes in the
opening or re-opening process, this also serves to reduce and harmonize
the fee for a LIST order that executes in an exchange's re-opening
process from $0.001 to $0.0005 per share executed in the NYSEArca re-
opening process.
NASDAQ Rules 7018(d) and (e) set forth fees assessed for executions
received in the Opening and Closing Crosses. The rule provides a fee of
$0.0003 per share executed assessed for all other quotes and orders not
otherwise noted under the rules. The Exchange is proposing to increase
the fee from $0.0003 to $0.0004 per share executed in the Opening and
Closing Crosses. The proposed increases to the fees assessed for
executions in the Closing and Opening Crosses will help the Exchange
recapture some of the costs it incurs operating the cross system, while
maintaining very low fees for the execution of orders in these crosses.
2. Statutory Basis
NASDAQ believes that the proposed rule change is consistent with
the provisions of Section 6 of the Act,\3\ in general, and with
Sections 6(b)(4) and 6(b)(5) of the Act,\4\ in particular, in that it
provides for the equitable allocation of reasonable dues, fees and
other charges among members and issuers and other persons using any
facility or system which NASDAQ operates or controls, and is not
designed to permit unfair discrimination between customers, issuers,
brokers, or dealers.
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\3\ 15 U.S.C. 78f.
\4\ 15 U.S.C. 78f(b)(4) and (5).
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NASDAQ believes that the increase across all of the tapes to the
fee for a member that executes against resting midpoint liquidity from
$0.0027 per share executed to $0.0030 per share executed is reasonable,
equitably allocated and not unfairly discriminatory and will harmonize
the remove rate for orders whether or not they execute against the
midpoint so that the remove rate for orders is certain before the order
is entered. The Exchange believes the increase is reasonable because
the rate is consistent with the standard remove rate and members
receive significant price improvement when accessing midpoint
liquidity. The fee increase is equitably allocated and not unfairly
discriminatory because the increase is being uniformly assessed across
all of the tapes on all members that execute against resting midpoint
liquidity. Further, the Exchange believes that the reduced remove rate
for receiving a midpoint execution is no longer necessary because the
reduction did not result in a meaningful change in midpoint activity.
The Exchange believes that the elimination across all of the tapes
of the current $0.00293 per share executed rebate for a member with
shares of liquidity provided in all securities through one or more of
its Nasdaq Market Center MPIDs that represent more than 0.10% of
Consolidated Volume during the month, with shares executed in the
Opening and Closing Cross that represent more than 0.20% of
Consolidated Volume and orders entered through a single Nasdaq Market
Center MPID that represent more than 0.50% of Consolidated Volume
during the month is consistent with an equitable allocation of a
reasonable fee and not unfairly discriminatory. Specifically, the
Exchange believes it is equitable and not unfairly discriminatory
because this tier is being eliminated for all members and across all
tapes so no members are being disadvantaged. Additionally, only one
member qualified for the rebate in October and removing the rebate will
impact their total rebates received by less than 1%.
NASDAQ believes that the change across all tapes to the credit for
non-displayed orders (other than Supplemental Orders) that provide
liquidity is reasonable, equitably allocated and not unfairly
discriminatory. The new tier for the rebate of $0.0025 per share
executed for midpoint orders when the member adds an average daily
volume of 5 million or more shares through midpoint orders during the
month and either adds Customer and/or Professional liquidity in Penny
Pilot Options and/or Non- Penny Pilot Options of 1.40% or more of
national customer volume in multiply-listed equity and ETF options
classes in a month as pursuant to Chapter XV, Section 2 of the NOM
rules or adds 8 million shares of non-displayed liquidity (excluding
retail price improvement orders) is equitably allocated and not
unfairly discriminatory because it treats all members uniformly since
it is available to all members and across all tapes. The
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Exchange believes that the proposed change is reasonable because it
does not unfairly burden competition, but rather it will promote
competition among member organizations to provide more meaningful non-
displayed liquidity, specifically midpoint liquidity, on the Exchange
to the benefit of investors and other members.
NASDAQ also proposes to modify the credit for non-displayed orders
(other than Supplemental Orders) in one additional way for Tape C
securities only. Specifically, the credit of $0.0014 per share executed
tier for midpoint orders if the member provides an average daily volume
of less than 5 million shares through midpoint orders during the month
is proposed to be modified by decreasing it to $0.0010 per share
executed. The Exchange believes that this rebate modification
applicable to Tape C securities only is reasonable, equitably allocated
and not unfairly discriminatory. NASDAQ believes that the proposed
decrease to the rebate is reasonable because it remains a higher rebate
than the rebates provided to other non-displayed liquidity in Tape C
securities and, thus, still incentivizes members to add midpoint
liquidity over other forms of non-displayed liquidity in Tape C and
represents only a modest decrease from the current rebate level. NASDAQ
believes that the proposed credit is equitably allocated and not
unfairly discriminatory because the rebate for this tier is available
and applies uniformly to members that are eligible that provide such
liquidity with regard to Tape C securities. Additionally, all members
have incentives available and equal opportunity to earn higher rebates
for adding more liquidity.
NASDAQ believes that the modification of the existing rebate for
Designated Retail Orders is consistent with an equitable allocation of
a reasonable fee and not unfairly discriminatory. The existing rebate
of $0.0033 per share will remain, but the rebate will increase slightly
to $0.0034 per share executed if the member adds Customer and/or
Professional liquidity in Penny Pilot Options and/or Non- Penny Pilot
Options of 1.40% or more of national customer volume in multiply-listed
equity and ETF options classes in a month as pursuant to Chapter XV,
Section 2 of the NOM rules. The Exchange believes that the increase to
the rebate under certain circumstances is reasonable because it is
intended to incentivize liquidity for Designated Retail Orders and
thereby improve overall liquidity in the marketplace. The modified
rebate is equitably allocated and not unfairly discriminatory because
it is available to all members that satisfy the criteria, regardless of
the exchange upon which it is executed. The Exchange notes that rebates
linked to options volume is not novel and that the Exchange has other
tiers available for members based on options volume.\5\
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\5\ See Exchange Rule 7018.
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The Exchange also believes that the modification to another
existing fee that is for Tape A and Tape B securities is reasonable,
equitably allocated and not unfairly discriminatory. Specifically, the
fee is [sic] and relates to both a DOT or LIST Order that executes in
the NYSE opening or re-opening process, and is combined with a LIST
Order that executes in the NYSEArca and NYSEAmex opening or re-opening
process for purposes of a cap of $0.0005 per share executed not to
exceed $5,000 per month. This applies if a member adds Customer and/or
Professional liquidity in Penny Pilot Options and/or Non-Penny Pilot
Options of 1.40% or more of national customer volume in multiply-listed
equity and ETF options classes in a month as pursuant to Chapter XV,
Section 2 of the NOM Rules. The Exchange believes that the cap on total
charges is reasonable because it provides additional incentives for
members to utilize the Exchange router to access liquidity at away
markets, as well as provide additional incentives to add options
liquidity to receive this routing benefit. This cap is also equitably
allocated and not unfairly discriminatory because all members have an
equal opportunity to receive this incentive should they choose to avail
themselves of this benefit. As noted above, incentives and benefits
that combine options and equities volume is [sic] not novel.
NASDAQ also believes that, in connection with the rebate above,
combining for Tape B securities the LIST order that executes in an
exchange's re-opening process with the LIST order that executes in an
exchange's opening process, as well as reducing the fee from $0.001 to
$0.0005 per share executed in the NYSEArca re-opening process is
reasonable, equitably allocated and not unfairly discriminatory.
Specifically, the Exchange believes that reducing the fee for the
NYSEArca re-opening process is reasonable because it incentivizes
members to utilize the Exchange router to access liquidity at away
markets. Additionally, this fee reduction is equitably allocated and
not unfairly discriminatory because the reduced fee harmonizes the fee
for a LIST order that executes in an exchange's re-opening process and
applies to all members.
Lastly, NASDAQ believes that the changes to the fees assessed for
participation the Opening and Closing Crosses are consistent with an
equitable allocation of a reasonable fee and not unfairly
discriminatory. Specifically, the Exchange is proposing to increase the
fee from $0.0003 to $0.0004 per share executed in the Opening and
Closing Crosses. The Exchange believes that the fees are reasonable
because supporting the crosses requires capital investment to maintain
a system that facilitates an orderly auction process, and the proposed
increases are designed to offset the costs the Exchange incurs in
operating the crosses. Moreover, the proposed fees are equitably
allocated because they apply a fee on all members that benefit from
participation in the Opening and Closing Crosses, and are based on the
type of order entered and contribution to market quality. Similarly,
the proposed fees are not unfairly discriminatory because they are
based on the type of order executed in the crosses and the benefit to
market quality that such orders provide. NASDAQ believes that the
proposal to increase the charges assessed for executions in the crosses
is reasonable, equitably allocated and not unfairly discriminatory
because the increased fees are identical in amount and apply to all
members that elect to participate in the crosses and receive an
execution. Moreover, NASDAQ does not believe that the increased fees
will negatively impact participation in the crosses as current rates
assessed for the open and closing cross continue to be materially less
than the standard fee for accessing liquidity.
B. Self-Regulatory Organization's Statement on Burden on Competition
NASDAQ does not believe that the proposed rule changes will result
in any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act, as amended.\6\ 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 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
[[Page 70256]]
competitors are free to modify their own fees in response, and because
market participants may readily adjust their order routing practices,
NASDAQ believes that the degree to which fee changes in this market may
impose any burden on competition is extremely limited. In this
instance, the changes to routing fees and credits do not impose a
burden on competition because NASDAQ's routing services are optional
and are the subject of competition from other exchanges and broker-
dealers that offer routing services, as well as the ability of members
to develop their own routing capabilities. The slightly increased fees
for execution in the NASDAQ crosses are reflective of a need to support
and improve NASDAQ systems, which in turn benefit market quality and
ultimately, competition. In sum, if the changes proposed herein are
unattractive to market participants, it is likely that NASDAQ will lose
market share as a result.
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\6\ 15 U.S.C. 78f(b)(8).
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Accordingly, NASDAQ does not believe that 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
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)(ii) of the Act.\7\ 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)(ii).
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2014-108 on the subject line.
Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549.
All submissions should refer to File Number SR-NASDAQ-2014-108.
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-
NASDAQ-2014-108 and should be submitted on or before December 16, 2014.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\8\
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\8\ 17 CFR 200.30-3(a)(12).
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Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2014-27845 Filed 11-24-14; 8:45 am]
BILLING CODE 8011-01-P