Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc; Notice of Filing of Amendment No. 1 and Order Granting Accelerated Approval of a Proposed Rule Change, as Amended, To Require a Member To Identify Transactions With a Non-Member Affiliate and To Change How FINRA Disseminates a Subset of Such Transactions, 13940-13943 [2015-06012]
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13940
Federal Register / Vol. 80, No. 51 / Tuesday, March 17, 2015 / Notices
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that also assess different transaction fees
for non-Penny Pilot options classes as
compared to Penny Pilot options
classes. The Exchange believes that
establishing different pricing for nonPenny Pilot options and Penny Pilot
options is reasonable, equitable, and not
unfairly discriminatory because Penny
Pilot options are more liquid options as
compared to non-Penny Pilot options.
Additionally, other competing options
exchanges differentiate pricing in the
similar manner today.9
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. The proposal
is similar to the transaction fees found
on other options exchanges; therefore,
the Exchange believes the proposal is
consistent with robust competition by
increasing the intermarket competition
for order flow from market participants.
The proposal more closely aligns the
fees for Public Customers that is not a
Priority Customer and Firms to those of
non-MIAX Market Makers and nonMember Broker-dealers. To the extent
that there is additional competitive
burden on non-member market
participants, the Exchange believes that
this is appropriate because charging
non-members higher transaction fees is
a common practice amongst exchanges
and Members are subject to other fees
and dues associated with their
membership to the Exchange that do not
apply to non-members. To the extent
that there is additional competitive
burden on market participants that are
Public Customer not Priority Customers
or Firms, the Exchange believes that this
is appropriate because the proposal
should incent Members to direct
additional order flow to the Exchange
and thus provide additional liquidity
that enhances the quality of its markets
and increases the volume of contracts
traded here. To the extent that this
purpose is achieved, all the Exchange’s
market participants should benefit from
the improved market liquidity.
Enhanced market quality and increased
transaction volume that results from the
anticipated increase in order flow
directed to the Exchange will benefit all
market participants and improve
competition on the Exchange. The
Exchange notes that it operates in a
9 See NASDAQ OMX PHLX LLC Pricing
Schedule, Section II; NYSE Amex Options Fee
Schedule, p. 6; Chicago Board Options Exchange,
Incorporated, Fee Schedule, p. 1. See also Securities
Exchange Act Release No. 68556 (January 2, 2013),
78 FR 1293 (January 8, 2013) (SR–BX–2012–074).
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highly competitive market in which
market participants can readily favor
competing venues if they deem fee
levels at a particular venue to be
excessive. In such an environment, the
Exchange must continually adjust its
fees to remain competitive with other
exchanges and to attract order flow. The
Exchange believes that the proposal
reflects this competitive environment.
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 rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.10 At any time
within 60 days of the filing of the
proposed rule change, the Commission
summarily may temporarily suspend
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act. If the Commission
takes such action, the Commission shall
institute proceedings to determine
whether the proposed rule should be
approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
MIAX–2015–16 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–MIAX–2015–16. 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
10 15
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Frm 00119
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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–MIAX–
2015–16 and should be submitted on or
before April 7, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Brent J. Fields,
Secretary.
[FR Doc. 2015–06009 Filed 3–16–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74482; File No. SR–FINRA–
2014–050]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc; Notice of Filing of
Amendment No. 1 and Order Granting
Accelerated Approval of a Proposed
Rule Change, as Amended, To Require
a Member To Identify Transactions
With a Non-Member Affiliate and To
Change How FINRA Disseminates a
Subset of Such Transactions
March 11, 2015
I. Introduction
On November 21, 2014, the Financial
Industry Regulatory Authority, Inc.
(‘‘FINRA’’) filed with the Securities and
Exchange Commission (‘‘Commission’’),
pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
11 17
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CFR 200.30–3(a)(12).
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Federal Register / Vol. 80, No. 51 / Tuesday, March 17, 2015 / Notices
(‘‘Act’’) 1 and Rule 19b–4 thereunder,2 a
proposed rule change to amend the
FINRA Rule 6700 Series (Trade
Reporting and Compliance Engine
(TRACE)): (1) To add a new contra-party
type to be used in TRACE reports to
identify a transaction with a nonmember affiliate, and (2) to require a
firm to identify when a transaction with
a non-member affiliate meets specified
conditions, so that FINRA can suppress
dissemination of such trade. The
proposed rule change was published for
comment in the Federal Register on
December 11, 2014, and the comment
period expired on January 2, 2015.3 The
Commission received two comments on
the proposal.4
On January 14, 2015, FINRA granted
the Commission an extension of time to
act on the proposal until March 11,
2015. On February 24, 2015, FINRA
filed Amendment No. 1 with the
Commission to respond to the comment
letters and to propose modifications and
clarifications to its proposal.5 The
Commission is publishing this notice
and order to solicit comments on
Amendment No. 1 and to approve the
proposed rule change, as modified by
Amendment No. 1, on an accelerated
basis.
II. Description of the Proposal
FINRA has proposed to amend the
TRACE rules 6700 Series: (1) To add a
new contra-party type to be used in
TRACE reports to identify a transaction
with a non-member affiliate, and (2) to
require a firm to identify when a
transaction with a non-member affiliate
meets specified conditions, so that
FINRA can suppress dissemination of
such trade.
FINRA Rule 6730 (Transaction
Reporting) sets forth the requirements
applicable to members for reporting
transactions in TRACE-Eligible
Securities. 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, a member must
identify the other side (i.e., contra-party
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 73762
(December 5, 2015), 79 FR 73670 (December 11,
2015) (‘‘Notice of Original Proposal’’).
4 See Letters to the Commission from Sean C.
Davy, Managing Director, Securities Industry and
Financial Markets Association, dated December 23,
2014 (‘‘SIFMA Letter’’) and Kyle C. Wooten, Deputy
Director—Compliance and Regulatory, Thomson
Reuters, dated January 2, 2015 (‘‘Thomson Reuters
Letter’’).
5 See FINRA Response to Comments, dated
February 24, 2015 (‘‘FINRA Response Letter’’). The
FINRA Response Letter is included in the public
comment file for SR–FINRA–2014–050.
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or counterparty) for each transaction.6
Where the contra-party is a 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 be
identified only as a ‘‘customer’’ when
reporting the transaction to TRACE.
FINRA has proposed to amend Rule
6730 to introduce a new contra-party
type to identify a non-member affiliate
of the member reporting the trade, and
to disseminate publicly this contra-party
identifier.7 Currently, when a member
engages in a transaction with a nonmember affiliate, that transaction is
reported by the member as a trade with
a customer.8 Thus, the proposal would
provide FINRA and market participants
with additional identifying information
regarding the contra-party in the case of
a member trade with a non-member
affiliate.9
FINRA also proposed to require
members to identify a narrow subset of
transactions with non-member affiliates.
Specifically, a member would need to
apply a ‘‘Suppression Indicator’’ to a
transaction between itself and a nonmember affiliate where: (1) Each party is
trading for its own account, and (2) 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
(‘‘Suppression Criteria’’). Identification
of these transactions by members would
enable FINRA to suppress the
transactions from dissemination on the
tape, as FINRA believes that these
transactions are not economically
distinct from the disseminated
transaction between the member and the
other contra-party to the trade.
FINRA would suppress dissemination
only where a member purchases or sells
6 FINRA Rule 6730(c)(6) provides that each
TRACE trade report shall contain the contra-party’s
identifier.
7 The proposed rule change would define ‘‘nonmember affiliate’’ in Rule 6710 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.
8 FINRA’s Response Letter indicated that a
member may conduct a periodic assessment of its
affiliate relationships to determine whether a
relationship qualifies for non-member affiliate
identification requirements. See FINRA Response
Letter at 5.
9 The proposal would not change the way that a
member reports a trade with an affiliate that also
is a member; the reporting member would continue
to identify the contra-party by MPID.
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13941
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.10
Because the transaction 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.
Implementation Schedule
FINRA stated in the Notice of Original
Proposal that it would announce the
implementation date of the proposed
rule change in a Regulatory Notice to be
published no later than 60 days
following Commission approval, and
that the implementation date would be
no later than 90 days following
publication of the Regulatory Notice
announcing Commission approval.
In Amendment No. 1, FINRA revised
its implementation schedule in response
to commenters’ concerns. FINRA stated
that it would announce the
implementation date in a Regulatory
Notice to be published no later than 120
days following Commission approval,
and the implementation date would be
no sooner than 120 days, and no later
than 270 days, following publication of
the Regulatory Notice.11
III. Summary of Comments, FINRA’s
Response, and Proposed Modifications
and Clarifications in Amendment No. 1
As noted above, the Commission
received two comment letters
concerning the proposal.12 Although
both commenters were generally
supportive of FINRA’s goal to improve
the quality of information reported to
and disseminated by TRACE, one
commenter supported the proposed
requirement to identify and suppress
back-to-back trades done with a nonmember affiliate on the same day for the
same price and in the same security 13
while the other opposed it.14
The supporting comment letter
acknowledged that continued
dissemination of transactions that meet
the Suppression Criteria would be
10 In FINRA’s Response Letter, it clarified that,
when a member and a non-member affiliate enter
into a transaction in a TRACE-eligible security and
do not initially include the Suppression Indicator,
but meet the Suppression Criteria during the day,
the member would not be required to correct the
trade report to include the Suppression Indicator.
However, if the Suppression Indicator is included
but ultimately the transaction does not meet the
Suppression Criteria, the member must correct the
prior trade report and remove the Suppression
Indicator. See FINRA Response Letter at 4–5.
11 See FINRA Response Letter at 5.
12 See supra note 4.
13 See SIFMA Letter at 1.
14 See Thomson Reuters Letter at 3.
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Federal Register / Vol. 80, No. 51 / Tuesday, March 17, 2015 / Notices
undesirable, but asked that FINRA
permit members to check for affiliate
status at specific or periodic points in
time, because the level of ownership
interest in an affiliate is subject to
change over time.15 This commenter
requested that FINRA better align and
coordinate reporting changes both
internally and with the MSRB.
Coordination was requested to reduce
the burden on updating technology and
compliance processes by packaging
potential changes together, thereby
alleviating multiple changes at different
times in the same year.16 This same
commenter requested that FINRA and
the MSRB work more closely to
coordinate and use similar approaches
and methodologies for trade reporting
that would lower costs of
implementation and maintenance.17
The other commenter was opposed to
the proposal’s requirement to identify
and suppress back-to-back trades done
with a non-member affiliate.18 This
commenter believed that the effort and
cost to implement the change would be
unduly burdensome.19
Both commenters requested an
extension in the implementation
timeline of four 20 to six 21 months for
technological implementation. One
commenter requested the additional
time to provide sufficient time for
implementation and to be less
disruptive to the technology budgets,
plans, and priorities for 2015.22 The
commenter stated that the proposed
timeframe was ‘‘too aggressive’’ and
would ‘‘add to what already is a
collective strain on industry technology
and compliance resources and subject
matter expertise.’’ 23
FINRA’s Response
In response to these comments
concerning the implementation and
application of the proposed rule change,
FINRA filed Amendment No. 1.24
FINRA extended the time period for
implementation, as described above,
and provided guidance on classifying an
entity as a non-member affiliate. FINRA
also reaffirmed that it would ‘‘continue
to coordinate with other regulators,
where practicable.’’ 25
15 See
SIFMA Letter at 2.
id.
17 See id.
18 See Thomson Reuters Letter at 3.
19 See id.
20 See SIFMA Letter at 1 (requesting an
implementation period of four to five months).
21 See Thomson Reuters Letter at 2 (requesting an
implementation period of ‘‘not less than six
months. . .’’).
22 See Thomson Reuters Letter at 2.
23 Id.
24 See supra note 5.
25 FINRA Response Letter at note 7.
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In addition, FINRA agreed that there
are instances where including the
Suppression Indicator would cause
operational difficulties. Therefore,
FINRA clarified that, when a member
and a non-member affiliate enter into a
transaction in a TRACE-Eligible
Security and do not initially include the
Suppression Indicator but meet the
Suppression Criteria during the day, the
member would not be required to
correct the trade report to include the
Suppression Indicator.26 However, if the
Suppression Indicator is included but
ultimately the transaction does not meet
the Suppression Criteria, the member
must correct the prior trade report and
remove the Suppression Indicator.27
FINRA indicated that a member may
conduct a periodic assessment of its
affiliate relationships to determine
whether a relationship qualifies for nonmember affiliate identification
requirements. The member may conduct
a periodic assessment, no less than
annually, unless the member has
undergone an organizational or
operational restructuring that would
likely impact its prior identification of
non-member affiliate relationships.28
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 20549–1090.
All submissions should refer to File
Number SR–FINRA–2014–050. This file
26 See FINRA Response Letter at 4–5 (stating that
‘‘where a member does not append the non-member
affiliate—principal transaction indicator to a trade
report reflecting a transaction with a non-member
affiliate that ultimately proved to have been the
initial leg of a same day, same price trade with
another contra-party, the member would not be
required to correct the prior trade report solely for
the purpose of appending the indicator so long as
the member did not reasonably expect (at the time
of the initial trade report) to engage in a subsequent
same day, same price transaction in the same
security with another contra-party’’).
27 See FINRA Response Letter at 5.
28 See id.
PO 00000
Frm 00121
Fmt 4703
Sfmt 4703
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing will also 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
publicly available. All submissions
should refer to File Number SR–FINRA–
2014–050 and should be submitted on
or before April 7, 2015.
V. Commission Findings
After carefully considering the
proposed rule change, the comments
submitted, and FINRA’s response to the
comments and Amendment No. 1, the
Commission finds that the proposed
rule change, as modified by Amendment
No. 1, is consistent with the
requirements of the Act and the rules
and regulations thereunder applicable to
a national securities association.29 In
particular, the Commission finds that
the proposed rule change, as modified
by Amendment No. 1, is consistent with
Section 15A(b)(6) of the Act,30 which
requires, among other things, that
FINRA rules 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.
The proposal requires a reporting
member to include a new ‘‘non-member
affiliate’’ identifier in the reports of a
transaction in a TRACE-Eligible
Security, and to identify a narrow subset
29 In approving this proposed rule change, the
Commission has considered the proposed rule
change’s impact on efficiency, competition, and
capital formation. See 15 U.S.C. 78c(f).
30 15 U.S.C. 78o–3(b)(6).
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of such transactions that meet the
Suppression Criteria. FINRA stated that
this additional information would
facilitate a more effective surveillance
program and improve post-trade
transparency. The Commission believes
that these new requirements are
reasonably designed to carry out these
objectives and are therefore consistent
with the Act. Furthermore, the
Commission does not believe that
commenters raised any issue that would
preclude approval of this proposal, and
that FINRA reasonably responded to the
comments in Amendment No. 1.
VI. Accelerated Approval
The Commission finds good cause,
pursuant to Section 19(b)(2) of the
Act,31 for approving the proposed rule
change, as modified by Amendment No.
1 thereto, prior to the 30th day after
publication of Amendment No. 1 in the
Federal Register. Amendment No. 1
responds to the specific issue regarding
the implementation timeframe raised by
both comment letters. Furthermore,
Amendment No. 1 clarifies when the
Suppression Indicator should be
included as well as when to determine
non-member affiliate status. The
Commission notes that the rest of the
proposed rule change is not being
amended and was subject to a full
notice-and-comment period. These
revisions add clarity to the proposal and
do not raise any novel regulatory
concerns. Accordingly, the Commission
finds that good cause exists to approve
the proposal, as modified by
Amendment No. 1, on an accelerated
basis.
VII. Conclusion
IT IS THEREFORE ORDERED
pursuant to Section 19(b)(2) of the Act 32
that the proposed rule change (SR–
FINRA–2014–050), as modified by
Amendment No. 1, be and hereby is
approved on an accelerated basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.33
Brent J. Fields,
Secretary.
[FR Doc. 2015–06012 Filed 3–16–15; 8:45 am]
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BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74475; File No. SR–
NASDAQ–2015–019]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
Penny Pilot Options
March 11, 2015.
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 February
27, 2015, The NASDAQ Stock Market
LLC (‘‘NASDAQ’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
the proposed rule change as described
in Items I, II, and III, below, which Items
have been prepared by NASDAQ. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
NASDAQ proposes to modify Chapter
XV, entitled ‘‘Options Pricing,’’ at
Section 2 governing pricing for
NASDAQ members using the NASDAQ
Options Market (‘‘NOM’’),3 NASDAQ’s
facility for executing and routing
standardized equity and index options.
Specifically, NOM proposes to amend
certain Fees for Removing Liquidity.
While the changes proposed herein
are effective upon filing, the Exchange
has designated that the amendments be
operative on March 2, 2015.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
www.nasdaq.cchwallstreet.com, at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, 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
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 NOM is a facility of NASDAQ. References in
this proposal to Chapter and Series refer to NOM
rules, unless otherwise indicated.
2 17
31 15
U.S.C. 78s(b)(2).
32 15 U.S.C. 78s(b)(2).
33 17 CFR 200.30–3(a)(12).
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13943
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
NASDAQ proposes to modify Chapter
XV, entitled ‘‘Options Pricing,’’ at
Section 2(1) governing the fees assessed
for option orders entered into NOM.
Specifically, the Exchange proposes to
increase the Professional,4 Firm,5 NOM
Market Maker,6 Non-NOM Market
Maker,7 and Broker-Dealer 8 Penny Pilot
Options 9 Fees for Removing Liquidity.
4 The term ‘‘Professional’’ means any person or
entity that (i) is not a broker or dealer in securities,
and (ii) places more than 390 orders in listed
options per day on average during a calendar month
for its own beneficial account(s) pursuant to
Chapter I, Section 1(a)(48). All Professional orders
shall be appropriately marked by Participants. The
Exchange initially established Professional pricing
in order to ‘‘. . . bring additional revenue to the
Exchange.’’ See Securities Exchange Act Release
No. 64494 (May 13, 2011), 76 FR 29014 (May 19,
2011) (SR–NASDAQ–2011–066). In this filing, the
Exchange addressed the perceived favorable pricing
of Professionals who were assessed fees and paid
rebates like a Customer prior to the filing; and noted
that a Professional, unlike a retail Customer, has
access to sophisticated trading systems that contain
functionality not available to retail Customers.
5 The term ‘‘Firm’’ applies to any transaction that
is identified by a member or member organization
for clearing in the Firm range at The Options
Clearing Corporation (‘‘OCC’’).
6 The term ‘‘NOM Market Maker’’ means a
Participant that has registered as a Market Maker on
NOM pursuant to Chapter VII, Section 2, and must
also remain in good standing pursuant to Chapter
VII, Section 4. In order to receive NOM Market
Maker pricing in all securities, the Participant must
be registered as a NOM Market Maker in at least one
security. See Chapter XV. ‘‘Participant’’ means a
firm, or organization that is registered with the
Exchange pursuant to Chapter II of these Rules for
purposes of participating in options trading on
NOM as a ‘‘Nasdaq Options Order Entry Firm’’ or
‘‘Nasdaq Options Market Maker’’. See Chapter I,
Section (a)(40).
7 The term ‘‘Non-NOM Market Maker’’ is a
registered market maker on another options
exchange that is not a NOM Market Maker. A NonNOM Market Maker must append the proper NonNOM Market Maker designation to orders routed to
NOM.
8 The term ‘‘Broker-Dealer’’ applies to any
transaction which is not subject to any of the other
transaction fees applicable within a particular
category.
9 The Penny Pilot was established in March 2008
and was last extended in 2014. See Securities
Exchange Act Release Nos. 57579 (March 28, 2008),
73 FR 18587 (April 4, 2008) (SR–NASDAQ–2008–
026) (notice of filing and immediate effectiveness
establishing Penny Pilot); and 73686 (November 25,
2014), 79 FR 71477 (December 2, 2014) (SR–
NASDAQ–2014–115) (notice of filing and
immediate effectiveness extending the Penny Pilot
through June 30, 2015). All Penny Pilot Options
listed on the Exchange can be found at https://
www.nasdaqtrader.com/Micro.aspx?id=phlx.
E:\FR\FM\17MRN1.SGM
17MRN1
Agencies
[Federal Register Volume 80, Number 51 (Tuesday, March 17, 2015)]
[Notices]
[Pages 13940-13943]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-06012]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74482; File No. SR-FINRA-2014-050]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc; Notice of Filing of Amendment No. 1 and Order Granting
Accelerated Approval of a Proposed Rule Change, as Amended, To Require
a Member To Identify Transactions With a Non-Member Affiliate and To
Change How FINRA Disseminates a Subset of Such Transactions
March 11, 2015
I. Introduction
On November 21, 2014, the Financial Industry Regulatory Authority,
Inc. (``FINRA'') filed with the Securities and Exchange Commission
(``Commission''), pursuant to Section 19(b)(1) of the Securities
Exchange Act of 1934
[[Page 13941]]
(``Act'') \1\ and Rule 19b-4 thereunder,\2\ a proposed rule change to
amend the FINRA Rule 6700 Series (Trade Reporting and Compliance Engine
(TRACE)): (1) To add a new contra-party type to be used in TRACE
reports to identify a transaction with a non-member affiliate, and (2)
to require a firm to identify when a transaction with a non-member
affiliate meets specified conditions, so that FINRA can suppress
dissemination of such trade. The proposed rule change was published for
comment in the Federal Register on December 11, 2014, and the comment
period expired on January 2, 2015.\3\ The Commission received two
comments on the proposal.\4\
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 73762 (December 5,
2015), 79 FR 73670 (December 11, 2015) (``Notice of Original
Proposal'').
\4\ See Letters to the Commission from Sean C. Davy, Managing
Director, Securities Industry and Financial Markets Association,
dated December 23, 2014 (``SIFMA Letter'') and Kyle C. Wooten,
Deputy Director--Compliance and Regulatory, Thomson Reuters, dated
January 2, 2015 (``Thomson Reuters Letter'').
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On January 14, 2015, FINRA granted the Commission an extension of
time to act on the proposal until March 11, 2015. On February 24, 2015,
FINRA filed Amendment No. 1 with the Commission to respond to the
comment letters and to propose modifications and clarifications to its
proposal.\5\ The Commission is publishing this notice and order to
solicit comments on Amendment No. 1 and to approve the proposed rule
change, as modified by Amendment No. 1, on an accelerated basis.
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\5\ See FINRA Response to Comments, dated February 24, 2015
(``FINRA Response Letter''). The FINRA Response Letter is included
in the public comment file for SR-FINRA-2014-050.
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II. Description of the Proposal
FINRA has proposed to amend the TRACE rules 6700 Series: (1) To add
a new contra-party type to be used in TRACE reports to identify a
transaction with a non-member affiliate, and (2) to require a firm to
identify when a transaction with a non-member affiliate meets specified
conditions, so that FINRA can suppress dissemination of such trade.
FINRA Rule 6730 (Transaction Reporting) sets forth the requirements
applicable to members for reporting transactions in TRACE-Eligible
Securities. 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, a member must identify the other side
(i.e., contra-party or counterparty) for each transaction.\6\ Where the
contra-party is a 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
be identified only as a ``customer'' when reporting the transaction to
TRACE.
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\6\ FINRA Rule 6730(c)(6) provides that each TRACE trade report
shall contain the contra-party's identifier.
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FINRA has proposed to amend Rule 6730 to introduce a new contra-
party type to identify a non-member affiliate of the member reporting
the trade, and to disseminate publicly this contra-party identifier.\7\
Currently, 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.\8\ Thus, the proposal would provide FINRA and market
participants with additional identifying information regarding the
contra-party in the case of a member trade with a non-member
affiliate.\9\
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\7\ The proposed rule change would define ``non-member
affiliate'' in Rule 6710 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.
\8\ FINRA's Response Letter indicated that a member may conduct
a periodic assessment of its affiliate relationships to determine
whether a relationship qualifies for non-member affiliate
identification requirements. See FINRA Response Letter at 5.
\9\ The proposal would not change the way that a member reports
a trade with an affiliate that also is a member; the reporting
member would continue to identify the contra-party by MPID.
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FINRA also proposed to require members to identify a narrow subset
of transactions with non-member affiliates. Specifically, a member
would need to apply a ``Suppression Indicator'' to a transaction
between itself and a non-member affiliate where: (1) Each party is
trading for its own account, and (2) 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 (``Suppression Criteria''). Identification of
these transactions by members would enable FINRA to suppress the
transactions from dissemination on the tape, as FINRA believes that
these transactions are not economically distinct from the disseminated
transaction between the member and the other contra-party to the trade.
FINRA would suppress dissemination only 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.\10\ Because the transaction 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.
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\10\ In FINRA's Response Letter, it clarified that, when a
member and a non-member affiliate enter into a transaction in a
TRACE-eligible security and do not initially include the Suppression
Indicator, but meet the Suppression Criteria during the day, the
member would not be required to correct the trade report to include
the Suppression Indicator. However, if the Suppression Indicator is
included but ultimately the transaction does not meet the
Suppression Criteria, the member must correct the prior trade report
and remove the Suppression Indicator. See FINRA Response Letter at
4-5.
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Implementation Schedule
FINRA stated in the Notice of Original Proposal that it would
announce the implementation date of the proposed rule change in a
Regulatory Notice to be published no later than 60 days following
Commission approval, and that the implementation date would be no later
than 90 days following publication of the Regulatory Notice announcing
Commission approval.
In Amendment No. 1, FINRA revised its implementation schedule in
response to commenters' concerns. FINRA stated that it would announce
the implementation date in a Regulatory Notice to be published no later
than 120 days following Commission approval, and the implementation
date would be no sooner than 120 days, and no later than 270 days,
following publication of the Regulatory Notice.\11\
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\11\ See FINRA Response Letter at 5.
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III. Summary of Comments, FINRA's Response, and Proposed Modifications
and Clarifications in Amendment No. 1
As noted above, the Commission received two comment letters
concerning the proposal.\12\ Although both commenters were generally
supportive of FINRA's goal to improve the quality of information
reported to and disseminated by TRACE, one commenter supported the
proposed requirement to identify and suppress back-to-back trades done
with a non-member affiliate on the same day for the same price and in
the same security \13\ while the other opposed it.\14\
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\12\ See supra note 4.
\13\ See SIFMA Letter at 1.
\14\ See Thomson Reuters Letter at 3.
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The supporting comment letter acknowledged that continued
dissemination of transactions that meet the Suppression Criteria would
be
[[Page 13942]]
undesirable, but asked that FINRA permit members to check for affiliate
status at specific or periodic points in time, because the level of
ownership interest in an affiliate is subject to change over time.\15\
This commenter requested that FINRA better align and coordinate
reporting changes both internally and with the MSRB. Coordination was
requested to reduce the burden on updating technology and compliance
processes by packaging potential changes together, thereby alleviating
multiple changes at different times in the same year.\16\ This same
commenter requested that FINRA and the MSRB work more closely to
coordinate and use similar approaches and methodologies for trade
reporting that would lower costs of implementation and maintenance.\17\
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\15\ See SIFMA Letter at 2.
\16\ See id.
\17\ See id.
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The other commenter was opposed to the proposal's requirement to
identify and suppress back-to-back trades done with a non-member
affiliate.\18\ This commenter believed that the effort and cost to
implement the change would be unduly burdensome.\19\
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\18\ See Thomson Reuters Letter at 3.
\19\ See id.
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Both commenters requested an extension in the implementation
timeline of four \20\ to six \21\ months for technological
implementation. One commenter requested the additional time to provide
sufficient time for implementation and to be less disruptive to the
technology budgets, plans, and priorities for 2015.\22\ The commenter
stated that the proposed timeframe was ``too aggressive'' and would
``add to what already is a collective strain on industry technology and
compliance resources and subject matter expertise.'' \23\
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\20\ See SIFMA Letter at 1 (requesting an implementation period
of four to five months).
\21\ See Thomson Reuters Letter at 2 (requesting an
implementation period of ``not less than six months. . .'').
\22\ See Thomson Reuters Letter at 2.
\23\ Id.
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FINRA's Response
In response to these comments concerning the implementation and
application of the proposed rule change, FINRA filed Amendment No.
1.\24\ FINRA extended the time period for implementation, as described
above, and provided guidance on classifying an entity as a non-member
affiliate. FINRA also reaffirmed that it would ``continue to coordinate
with other regulators, where practicable.'' \25\
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\24\ See supra note 5.
\25\ FINRA Response Letter at note 7.
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In addition, FINRA agreed that there are instances where including
the Suppression Indicator would cause operational difficulties.
Therefore, FINRA clarified that, when a member and a non-member
affiliate enter into a transaction in a TRACE-Eligible Security and do
not initially include the Suppression Indicator but meet the
Suppression Criteria during the day, the member would not be required
to correct the trade report to include the Suppression Indicator.\26\
However, if the Suppression Indicator is included but ultimately the
transaction does not meet the Suppression Criteria, the member must
correct the prior trade report and remove the Suppression
Indicator.\27\
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\26\ See FINRA Response Letter at 4-5 (stating that ``where a
member does not append the non-member affiliate--principal
transaction indicator to a trade report reflecting a transaction
with a non-member affiliate that ultimately proved to have been the
initial leg of a same day, same price trade with another contra-
party, the member would not be required to correct the prior trade
report solely for the purpose of appending the indicator so long as
the member did not reasonably expect (at the time of the initial
trade report) to engage in a subsequent same day, same price
transaction in the same security with another contra-party'').
\27\ See FINRA Response Letter at 5.
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FINRA indicated that a member may conduct a periodic assessment of
its affiliate relationships to determine whether a relationship
qualifies for non-member affiliate identification requirements. The
member may conduct a periodic assessment, no less than annually, unless
the member has undergone an organizational or operational restructuring
that would likely impact its prior identification of non-member
affiliate relationships.\28\
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\28\ See id.
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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-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 20549-1090.
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 the filing will also 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 publicly available. All
submissions should refer to File Number SR-FINRA-2014-050 and should be
submitted on or before April 7, 2015.
V. Commission Findings
After carefully considering the proposed rule change, the comments
submitted, and FINRA's response to the comments and Amendment No. 1,
the Commission finds that the proposed rule change, as modified by
Amendment No. 1, is consistent with the requirements of the Act and the
rules and regulations thereunder applicable to a national securities
association.\29\ In particular, the Commission finds that the proposed
rule change, as modified by Amendment No. 1, is consistent with Section
15A(b)(6) of the Act,\30\ which requires, among other things, that
FINRA rules 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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\29\ In approving this proposed rule change, the Commission has
considered the proposed rule change's impact on efficiency,
competition, and capital formation. See 15 U.S.C. 78c(f).
\30\ 15 U.S.C. 78o-3(b)(6).
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The proposal requires a reporting member to include a new ``non-
member affiliate'' identifier in the reports of a transaction in a
TRACE-Eligible Security, and to identify a narrow subset
[[Page 13943]]
of such transactions that meet the Suppression Criteria. FINRA stated
that this additional information would facilitate a more effective
surveillance program and improve post-trade transparency. The
Commission believes that these new requirements are reasonably designed
to carry out these objectives and are therefore consistent with the
Act. Furthermore, the Commission does not believe that commenters
raised any issue that would preclude approval of this proposal, and
that FINRA reasonably responded to the comments in Amendment No. 1.
VI. Accelerated Approval
The Commission finds good cause, pursuant to Section 19(b)(2) of
the Act,\31\ for approving the proposed rule change, as modified by
Amendment No. 1 thereto, prior to the 30th day after publication of
Amendment No. 1 in the Federal Register. Amendment No. 1 responds to
the specific issue regarding the implementation timeframe raised by
both comment letters. Furthermore, Amendment No. 1 clarifies when the
Suppression Indicator should be included as well as when to determine
non-member affiliate status. The Commission notes that the rest of the
proposed rule change is not being amended and was subject to a full
notice-and-comment period. These revisions add clarity to the proposal
and do not raise any novel regulatory concerns. Accordingly, the
Commission finds that good cause exists to approve the proposal, as
modified by Amendment No. 1, on an accelerated basis.
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\31\ 15 U.S.C. 78s(b)(2).
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VII. Conclusion
IT IS THEREFORE ORDERED pursuant to Section 19(b)(2) of the Act
\32\ that the proposed rule change (SR-FINRA-2014-050), as modified by
Amendment No. 1, be and hereby is approved on an accelerated basis.
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\32\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\33\
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\33\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2015-06012 Filed 3-16-15; 8:45 am]
BILLING CODE 8011-01-P