Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Notice of Filing of a Proposed Rule Change To Amend TRACE Rules To Require Members To Identify Transactions With Non-Member Affiliates and To Change How FINRA Disseminates a Subset of Such Transactions, 73670-73672 [2014-29013]
Download as PDF
73670
Federal Register / Vol. 79, No. 238 / Thursday, December 11, 2014 / Notices
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–FICC–2014–810, SR–
NSCC–2014–811 or SR–DTC–2014–812.
One of these file numbers 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 Advance Notices that
are filed with the Commission, and all
written communications relating to the
Advance Notices between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Operating Subsidiaries and
on DTCC’s Web site at https://dtcc.com/
legal/sec-rule-filings.aspx. 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–FICC–2014–810, SR–
NSCC–2014–811 or SR–DTC–2014–812
and should be submitted on or before
January 2, 2015.
By the Commission.
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2014–29005 Filed 12–10–14; 8:45 am]
mstockstill on DSK4VPTVN1PROD with NOTICES
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73762; File No. SR–FINRA–
2014–050]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing of a
Proposed Rule Change To Amend
TRACE Rules To Require Members To
Identify Transactions With NonMember Affiliates and To Change How
FINRA Disseminates a Subset of Such
Transactions
December 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 November
21, 2014, Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’) 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 FINRA. 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
FINRA is proposing to amend the
FINRA Rule 6700 Series (Trade
Reporting and Compliance Engine
(TRACE)) to require members to identify
transactions with non-member affiliates,
and to change how FINRA disseminates
a specific subset of these transactions.
The text of the proposed rule change
is available on FINRA’s Web site at
https://www.finra.org, at the principal
office of FINRA 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,
FINRA 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. FINRA has prepared
summaries, set forth in sections A, B,
and C below, of the most significant
aspects of such statements.
1 15
2 17
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Jkt 235001
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00129
Fmt 4703
Sfmt 4703
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
FINRA is amending the TRACE rules:
(1) To add a new contra-party type to be
used in TRACE reports to identify
transactions with non-member affiliates,
and (2) to require firms to identify when
transactions with non-member affiliates
meet specified conditions, so that
FINRA can suppress dissemination of
those trades.
FINRA Rule 6730 (Transaction
Reporting) sets forth the requirements
applicable to members for reporting
transactions in TRACE-Eligible
Securities.3 Rule 6730(c) (Transaction
Information To Be Reported) describes
the items of information that must be
included in a TRACE trade report.
Among other things, members must
identify the other side (i.e., contra-party
or counterparty) for each transaction.4
Where the contra-party is a FINRA
member, the reporting member must
provide the contra-party’s designated
Market Participant ID (‘‘MPID’’) in the
trade report. All other contra-parties
(including non-member affiliates) can
only be identified as a ‘‘customer’’ when
reporting the transaction to TRACE.
FINRA is proposing to amend Rule
6730 to introduce a new contra-party
type to identify non-member affiliates of
the member reporting the trade, and to
disseminate publicly this contra-party
identifier.5 Currently, as noted above,
when a member engages in a transaction
with a non-member affiliate, that
transaction is reported by the member as
a trade with a customer. Thus, the
proposal would provide FINRA and
market participants with additional
identifying information regarding the
3 Rule 6710 generally defines a ‘‘TRACE-Eligible
Security’’ as: (1) A debt security that is U.S. dollardenominated and issued by a U.S. or foreign private
issuer (and, if a ‘‘restricted security’’ as defined in
Securities Act Rule 144(a)(3), sold pursuant to
Securities Act Rule 144A); or (2) a debt security that
is U.S. dollar-denominated and issued or
guaranteed by an ‘‘Agency’’ as defined in Rule
6710(k) or a ‘‘Government-Sponsored Enterprise’’ as
defined in Rule 6710(n).
4 FINRA Rule 6730(c)(6) provides that each
TRACE trade report shall contain the contra-party’s
identifier.
5 The proposed rule change would add a new
definition to Rule 6710 to define ‘‘non-member
affiliate’’ as a non-member entity that controls, is
controlled by or is under common control with a
member. For the purposes of this definition,
‘‘control,’’ along with any derivative thereof, means
legal, beneficial, or equitable ownership, directly or
indirectly, of 25 percent or more of the capital stock
(or other ownership interest, if not a corporation)
of any entity ordinarily having voting rights. The
term ‘‘common control’’ means the same natural
person or entity controls two or more entities.
E:\FR\FM\11DEN1.SGM
11DEN1
Federal Register / Vol. 79, No. 238 / Thursday, December 11, 2014 / Notices
mstockstill on DSK4VPTVN1PROD with NOTICES
contra-party in the case of member
trades with non-member-affiliates.6
FINRA also proposes to require
members to identify a narrow subset of
transactions with non-member affiliates.
Specifically, a member would need to
flag transactions between itself and a
non-member affiliate: (1) Where both
parties are trading for their own
account, and (2) where the transaction
with the non-member affiliate occurs
within the same day, at the same price
and in the same security as a transaction
engaged in by the member with a
different counterparty. Identification of
these transactions by members would
enable FINRA to suppress the
transactions from dissemination on the
tape, which is desirable because they
are not economically distinct
transactions and provide the same
pricing information as the disseminated
transaction between the member and the
other contra-party to the trade.
The undesirability of disseminating
these trades is illustrated by the
following example. Firm A, a FINRA
member, acquires a position in a
TRACE-Eligible Security from another
dealer, which Firm A reports for
dissemination by TRACE. Firm A may
choose to hold this security at a nonmember affiliate, which it accomplishes
by a back-to-back trade to the affiliate on
the same terms as it acquired the
security. Currently, this back-to-back
trade with the affiliate would also be
reported by the member for
dissemination by TRACE. FINRA
believes that only one of the trade
reports related to this overall transaction
should be disseminated—specifically,
the transaction between the member and
the other dealer, but not the trade
between the member and its nonmember affiliate. Dissemination of the
transaction between the member and its
non-member affiliate does not provide
users of the disseminated data with
useful information for pricing, valuation
or risk evaluation purposes.
FINRA would only suppress
dissemination where a member
purchases or sells a security and then,
within the same trading day, engages in
a back-to-back trade with its nonmember affiliate in the same security at
the same price. Because the trade of the
security between the member and its
non-member affiliate represents a
6 The proposal would not change the way that
FINRA members report trades with affiliates that
also are FINRA members; the reporting member
would continue to identify the contra-party by
MPID. FINRA believes that trades between members
generally are arms-length, even if the member firms
are affiliated. Furthermore, it is important for audit
trail and surveillance purposes to obtain the MPID
of all member contra-parties in submitted trade
reports.
VerDate Sep<11>2014
19:07 Dec 10, 2014
Jkt 235001
change in beneficial ownership between
different legal entities, it is a reportable
transaction and is publicly disseminated
under the current rule. However, the
fact that the trade occurs with a nonmember affiliated entity, during the
same day and at the same price (no
commission or mark-up was assessed) is
indicia that the transaction is not an
arms-length trade and, therefore, does
not constitute the type of transaction
that adds value to the tape.
FINRA believes the proposal will
improve the information currently
received for regulatory purposes by
providing additional information on the
relationship between parties to a trade.
For example, knowledge of a contraparty’s status as a non-member affiliate
of the reporting member would be
useful in FINRA’s regulatory program,
which is reliant upon the completeness
and accuracy of the information
members report to TRACE. For example,
the proposed rule change would support
the operation of the patterns that surveil
for pre-arranged trading, best execution,
parking and fair pricing. Thus, FINRA
expects that the addition of the nonmember affiliate contra-party identifier
will facilitate a more effective program
and reduce the number of false-positive
alerts from surveillance patterns and
regulatory inquiries from FINRA to
member firms. FINRA also believes the
rule change will improve the quality of
the information disseminated for
transparency purposes by suppressing
transaction reports that are not
economically distinct from a separately
reported (and disseminated) leg, and by
disseminating a new contra-party
identifier in all cases when a trade is
with a non-member affiliate.
FINRA staff discussed the proposal
with advisory committees in developing
its approach. These parties were
supportive of the proposal, believing
that it would improve the value of the
information submitted to the tape by
reducing the instances in which
duplicative trade information is
disseminated publicly. Members of the
committees also did not express any
particular concerns with respect to the
operational impacts or costs of the
proposal. Further discussions with firms
that would be directly impacted by the
proposal also indicated that the
proposal to suppress dissemination of
these trades would be beneficial to
market participants, and that the
necessary technological changes would
not be unduly burdensome given an
adequate implementation timeframe.
FINRA will announce the
implementation date of the proposed
rule change in a Regulatory Notice to be
published no later than 60 days
PO 00000
Frm 00130
Fmt 4703
Sfmt 4703
73671
following Commission approval. The
implementation date will be no later
than 90 days following publication of
the Regulatory Notice announcing
Commission approval.
2. Statutory Basis
FINRA believes that the proposed rule
change is consistent with the provisions
of Section 15A(b)(6) of the Act,7 which
requires, among other things, that
FINRA rules must be designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, and, in
general, to protect investors and the
public interest.
As discussed above, FINRA believes
the proposal would result in improved
disseminated transaction information
for TRACE-Eligible Securities by
reducing the instances in which trade
information for duplicative, noneconomic trades is disseminated
publicly. Under the proposal, TRACE
reports also would include more
specific contra-party information by
adding an additional contra-party type
to identify non-member affiliates that
would be used by FINRA for regulatory
purposes and disseminated to investors
and market participants. Thus, FINRA
believes that the proposed rule change
would enhance transparency by
suppressing trade reports on
transactions that are not economically
distinct from a separately reported (and
disseminated) leg, and the regulatory
audit trail by providing additional
granularity regarding the reporting
firm’s relationship with its contra-party.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
FINRA does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. While the
proposal would require firms to
implement changes to identify covered
transactions with a non-member
affiliate, FINRA does not believe these
changes would impose differential costs
on similarly situated firms. Discussions
with members indicate that, so long as
sufficient implementation time is
provided to make the necessary
technological changes, the proposed
rule change would not be unduly
burdensome, given its benefits to
transparency. In addition to the benefits
to public transparency, the non-member
affiliate contra-party identifier will
facilitate a more effective regulatory
program by allowing FINRA further
insight into whether a member’s
7 15
E:\FR\FM\11DEN1.SGM
U.S.C. 78o–3(b)(6).
11DEN1
73672
Federal Register / Vol. 79, No. 238 / Thursday, December 11, 2014 / Notices
transaction is arms-length. In addition,
FINRA anticipates the proposal would
result in a reduction in the number of
false-positive alerts from surveillance
patterns and fewer regulatory inquiries
from FINRA to member firms.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
FINRA has not solicited, and does not
intend to solicit, comments on this
proposed rule change. FINRA has not
received any written comments from
members or other interested parties.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding or
(ii) as to which the self-regulatory
organization consents, the Commission
will:
(A) By order approve or disapprove
such 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:
mstockstill on DSK4VPTVN1PROD 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–
FINRA–2014–050 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–FINRA–2014–050. 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
VerDate Sep<11>2014
19:07 Dec 10, 2014
Jkt 235001
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 FINRA. 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–FINRA–
2014–050 and should be submitted on
or before January 2, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Brent J. Fields,
Secretary.
[FR Doc. 2014–29013 Filed 12–10–14; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–73757; File No. SR–ISE–
2014–55]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Extend the Penny Pilot
Program
December 5, 2014.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Exchange Act’’),1 and Rule 19b–4
thereunder,2 notice is hereby given that
on December 1, 2014, the International
Securities Exchange, LLC (the
‘‘Exchange’’ or the ‘‘ISE’’) filed with the
Securities and Exchange Commission
the proposed rule change as described
in Items I, II, and III below, which items
have been prepared by the selfregulatory organization. The
Commission is publishing this notice to
8 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
Frm 00131
Fmt 4703
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The ISE proposes to amend its rules
relating to a pilot program to quote and
to trade certain options in pennies
(‘‘Penny Pilot Program’’). The text of the
proposed rule change is available on the
Exchange’s Web site www.ise.com, at
the principal office of the Exchange, and
at the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Under the Penny Pilot Program, the
minimum price variation for all
participating options classes, except for
the Nasdaq-100 Index Tracking Stock
(‘‘QQQQ’’), the SPDR S&P 500 Exchange
Traded Fund (‘‘SPY’’) and the iShares
Russell 2000 Index Fund (‘‘IWM’’), is
$0.01 for all quotations in options series
that are quoted at less than $3 per
contract and $0.05 for all quotations in
options series that are quoted at $3 per
contract or greater. QQQQ, SPY and
IWM are quoted in $0.01 increments for
all options series. The Penny Pilot
Program is currently scheduled to
expire on December 31, 2014.3 The
Exchange proposes to extend the time
period of the Penny Pilot Program
through June 30, 2015, and to provide
revised dates for adding replacement
issues to the Penny Pilot Program. The
Exchange proposes that any Penny Pilot
Program issues that have been delisted
may be replaced on the second trading
day following January 1, 2015. The
replacement issues will be selected
based on trading activity for the six
3 See Exchange Act Release No. 72279 (May 29,
2014), 79 FR 32354 (June 4, 2014) (SR–ISE–2014–
29).
1 15
PO 00000
solicit comments on the proposed rule
change from interested persons.
Sfmt 4703
E:\FR\FM\11DEN1.SGM
11DEN1
Agencies
[Federal Register Volume 79, Number 238 (Thursday, December 11, 2014)]
[Notices]
[Pages 73670-73672]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2014-29013]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-73762; File No. SR-FINRA-2014-050]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Notice of Filing of a Proposed Rule Change To Amend
TRACE Rules To Require Members To Identify Transactions With Non-Member
Affiliates and To Change How FINRA Disseminates a Subset of Such
Transactions
December 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 November 21, 2014, Financial Industry Regulatory Authority, Inc.
(``FINRA'') 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 FINRA. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
FINRA is proposing to amend the FINRA Rule 6700 Series (Trade
Reporting and Compliance Engine (TRACE)) to require members to identify
transactions with non-member affiliates, and to change how FINRA
disseminates a specific subset of these transactions.
The text of the proposed rule change is available on FINRA's Web
site at https://www.finra.org, at the principal office of FINRA 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, FINRA 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. FINRA 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
FINRA is amending the TRACE rules: (1) To add a new contra-party
type to be used in TRACE reports to identify transactions with non-
member affiliates, and (2) to require firms to identify when
transactions with non-member affiliates meet specified conditions, so
that FINRA can suppress dissemination of those trades.
FINRA Rule 6730 (Transaction Reporting) sets forth the requirements
applicable to members for reporting transactions in TRACE-Eligible
Securities.\3\ Rule 6730(c) (Transaction Information To Be Reported)
describes the items of information that must be included in a TRACE
trade report. Among other things, members must identify the other side
(i.e., contra-party or counterparty) for each transaction.\4\ Where the
contra-party is a FINRA member, the reporting member must provide the
contra-party's designated Market Participant ID (``MPID'') in the trade
report. All other contra-parties (including non-member affiliates) can
only be identified as a ``customer'' when reporting the transaction to
TRACE.
---------------------------------------------------------------------------
\3\ Rule 6710 generally defines a ``TRACE-Eligible Security''
as: (1) A debt security that is U.S. dollar-denominated and issued
by a U.S. or foreign private issuer (and, if a ``restricted
security'' as defined in Securities Act Rule 144(a)(3), sold
pursuant to Securities Act Rule 144A); or (2) a debt security that
is U.S. dollar-denominated and issued or guaranteed by an ``Agency''
as defined in Rule 6710(k) or a ``Government-Sponsored Enterprise''
as defined in Rule 6710(n).
\4\ FINRA Rule 6730(c)(6) provides that each TRACE trade report
shall contain the contra-party's identifier.
---------------------------------------------------------------------------
FINRA is proposing to amend Rule 6730 to introduce a new contra-
party type to identify non-member affiliates of the member reporting
the trade, and to disseminate publicly this contra-party identifier.\5\
Currently, as noted above, when a member engages in a transaction with
a non-member affiliate, that transaction is reported by the member as a
trade with a customer. Thus, the proposal would provide FINRA and
market participants with additional identifying information regarding
the
[[Page 73671]]
contra-party in the case of member trades with non-member-
affiliates.\6\
---------------------------------------------------------------------------
\5\ The proposed rule change would add a new definition to Rule
6710 to define ``non-member affiliate'' as a non-member entity that
controls, is controlled by or is under common control with a member.
For the purposes of this definition, ``control,'' along with any
derivative thereof, means legal, beneficial, or equitable ownership,
directly or indirectly, of 25 percent or more of the capital stock
(or other ownership interest, if not a corporation) of any entity
ordinarily having voting rights. The term ``common control'' means
the same natural person or entity controls two or more entities.
\6\ The proposal would not change the way that FINRA members
report trades with affiliates that also are FINRA members; the
reporting member would continue to identify the contra-party by
MPID. FINRA believes that trades between members generally are arms-
length, even if the member firms are affiliated. Furthermore, it is
important for audit trail and surveillance purposes to obtain the
MPID of all member contra-parties in submitted trade reports.
---------------------------------------------------------------------------
FINRA also proposes to require members to identify a narrow subset
of transactions with non-member affiliates. Specifically, a member
would need to flag transactions between itself and a non-member
affiliate: (1) Where both parties are trading for their own account,
and (2) where the transaction with the non-member affiliate occurs
within the same day, at the same price and in the same security as a
transaction engaged in by the member with a different counterparty.
Identification of these transactions by members would enable FINRA to
suppress the transactions from dissemination on the tape, which is
desirable because they are not economically distinct transactions and
provide the same pricing information as the disseminated transaction
between the member and the other contra-party to the trade.
The undesirability of disseminating these trades is illustrated by
the following example. Firm A, a FINRA member, acquires a position in a
TRACE-Eligible Security from another dealer, which Firm A reports for
dissemination by TRACE. Firm A may choose to hold this security at a
non-member affiliate, which it accomplishes by a back-to-back trade to
the affiliate on the same terms as it acquired the security. Currently,
this back-to-back trade with the affiliate would also be reported by
the member for dissemination by TRACE. FINRA believes that only one of
the trade reports related to this overall transaction should be
disseminated--specifically, the transaction between the member and the
other dealer, but not the trade between the member and its non-member
affiliate. Dissemination of the transaction between the member and its
non-member affiliate does not provide users of the disseminated data
with useful information for pricing, valuation or risk evaluation
purposes.
FINRA would only suppress dissemination where a member purchases or
sells a security and then, within the same trading day, engages in a
back-to-back trade with its non-member affiliate in the same security
at the same price. Because the trade of the security between the member
and its non-member affiliate represents a change in beneficial
ownership between different legal entities, it is a reportable
transaction and is publicly disseminated under the current rule.
However, the fact that the trade occurs with a non-member affiliated
entity, during the same day and at the same price (no commission or
mark-up was assessed) is indicia that the transaction is not an arms-
length trade and, therefore, does not constitute the type of
transaction that adds value to the tape.
FINRA believes the proposal will improve the information currently
received for regulatory purposes by providing additional information on
the relationship between parties to a trade. For example, knowledge of
a contra-party's status as a non-member affiliate of the reporting
member would be useful in FINRA's regulatory program, which is reliant
upon the completeness and accuracy of the information members report to
TRACE. For example, the proposed rule change would support the
operation of the patterns that surveil for pre-arranged trading, best
execution, parking and fair pricing. Thus, FINRA expects that the
addition of the non-member affiliate contra-party identifier will
facilitate a more effective program and reduce the number of false-
positive alerts from surveillance patterns and regulatory inquiries
from FINRA to member firms. FINRA also believes the rule change will
improve the quality of the information disseminated for transparency
purposes by suppressing transaction reports that are not economically
distinct from a separately reported (and disseminated) leg, and by
disseminating a new contra-party identifier in all cases when a trade
is with a non-member affiliate.
FINRA staff discussed the proposal with advisory committees in
developing its approach. These parties were supportive of the proposal,
believing that it would improve the value of the information submitted
to the tape by reducing the instances in which duplicative trade
information is disseminated publicly. Members of the committees also
did not express any particular concerns with respect to the operational
impacts or costs of the proposal. Further discussions with firms that
would be directly impacted by the proposal also indicated that the
proposal to suppress dissemination of these trades would be beneficial
to market participants, and that the necessary technological changes
would not be unduly burdensome given an adequate implementation
timeframe.
FINRA will announce the implementation date of the proposed rule
change in a Regulatory Notice to be published no later than 60 days
following Commission approval. The implementation date will be no later
than 90 days following publication of the Regulatory Notice announcing
Commission approval.
2. Statutory Basis
FINRA believes that the proposed rule change is consistent with the
provisions of Section 15A(b)(6) of the Act,\7\ which requires, among
other things, that FINRA rules must be designed to prevent fraudulent
and manipulative acts and practices, to promote just and equitable
principles of trade, and, in general, to protect investors and the
public interest.
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\7\ 15 U.S.C. 78o-3(b)(6).
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As discussed above, FINRA believes the proposal would result in
improved disseminated transaction information for TRACE-Eligible
Securities by reducing the instances in which trade information for
duplicative, non-economic trades is disseminated publicly. Under the
proposal, TRACE reports also would include more specific contra-party
information by adding an additional contra-party type to identify non-
member affiliates that would be used by FINRA for regulatory purposes
and disseminated to investors and market participants. Thus, FINRA
believes that the proposed rule change would enhance transparency by
suppressing trade reports on transactions that are not economically
distinct from a separately reported (and disseminated) leg, and the
regulatory audit trail by providing additional granularity regarding
the reporting firm's relationship with its contra-party.
B. Self-Regulatory Organization's Statement on Burden on Competition
FINRA does not believe that the proposed rule change will result in
any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act. While the proposal would
require firms to implement changes to identify covered transactions
with a non-member affiliate, FINRA does not believe these changes would
impose differential costs on similarly situated firms. Discussions with
members indicate that, so long as sufficient implementation time is
provided to make the necessary technological changes, the proposed rule
change would not be unduly burdensome, given its benefits to
transparency. In addition to the benefits to public transparency, the
non-member affiliate contra-party identifier will facilitate a more
effective regulatory program by allowing FINRA further insight into
whether a member's
[[Page 73672]]
transaction is arms-length. In addition, FINRA anticipates the proposal
would result in a reduction in the number of false-positive alerts from
surveillance patterns and fewer regulatory inquiries from FINRA to
member firms.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
FINRA has not solicited, and does not intend to solicit, comments
on this proposed rule change. FINRA has not received any written
comments from members or other interested parties.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within 45 days of the date of publication of this notice in the
Federal Register or within such longer period (i) as the Commission may
designate up to 90 days of such date if it finds such longer period to
be appropriate and publishes its reasons for so finding or (ii) as to
which the self-regulatory organization consents, the Commission will:
(A) By order approve or disapprove such 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:
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-FINRA-2014-050 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-FINRA-2014-050. 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 FINRA. 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-FINRA-2014-050 and should be
submitted on or before January 2, 2015.
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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Brent J. Fields,
Secretary.
[FR Doc. 2014-29013 Filed 12-10-14; 8:45 am]
BILLING CODE 8011-01-P