Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Relating to NASDAQ Options Market Fees and Rebates, 18450-18452 [2015-07749]
Download as PDF
18450
Federal Register / Vol. 80, No. 65 / Monday, April 6, 2015 / Notices
tkelley on DSK4VPTVN1PROD with NOTICES
respect to each repurchase, each fund
spends 2.5 hours to comply with the
rule’s written confirmation, asset
coverage disclosure and six month
notice requirements. Thus, Commission
staff estimates the total annual
respondent reporting burden is 1755
hours.2 Commission staff further
estimates that the cost of the hourly
burden per repurchase is $295 (one half
hour of a compliance attorney’s time at
$334 per hour,3 and two hours of
clerical time at $64 per hour 4). The total
annual cost for all funds is estimated to
be $207,090.5
In addition, the fund must file with
the Commission a copy of any written
solicitation to purchase securities given
by or on behalf of the fund to 10 or more
persons. The copy must be filed as an
exhibit to Form N–CSR (17 CFR 249.331
and 274.128).6 The burden associated
with filing Form N–CSR is addressed in
the submission related to that form.
The estimate of average burden hours
is made solely for the purposes of the
Paperwork Reduction Act, and is not
derived from a comprehensive or even
a representative survey or study of the
costs of Commission rules and forms.
Complying with the collection of
information requirements of the rule is
mandatory. The filings that the rule
requires to be made with the
Commission are available to the public.
An agency may not conduct or sponsor,
and a person is not required to respond
to, a collection of information unless it
displays a currently valid control
number.
The public may view the background
documentation for this information
collection at the following Web site,
www.reginfo.gov. Comments should be
directed to: (i) Desk Officer for the
Securities and Exchange Commission,
Office of Information and Regulatory
Affairs, Office of Management and
Budget, Room 10102, New Executive
Office Building, Washington, DC 20503,
2 This estimate is based on the following
calculation: 702 repurchases × 2.5 hours per
repurchase = 1755 hours.
3 The $334/hour figure for a compliance attorney
is from SIFMA’s Management & Professional
Earnings in the Securities Industry 2013, modified
by Commission staff to account for an 1800-hour
work-year and multiplied by 5.35 to account for
bonuses, firm size, employee benefits and overhead.
4 The $64/hour figure for a compliance clerk is
from SIFMA’s Office Salaries in the Securities
Industry 2013, modified by Commission staff to
account for an 1800-hour work-year and multiplied
by 2.93 to account for bonuses, firm size, employee
benefits and overhead.
5 This estimate is based on the following
calculation: 702 repurchases × $295 per repurchase
= $207,090.
6 In addition, Item 9 of Form N–CSR requires
closed-end funds to disclose information similar to
the information that was required in Form N–23C–
1, which was discontinued in 2004.
VerDate Sep<11>2014
18:14 Apr 03, 2015
Jkt 235001
or by sending an email to: Shagufta_
Ahmed@omb.eop.gov; and (ii) Pamela
Dyson, Director/Chief Information
Officer, Securities and Exchange
Commission, c/o Remi Pavlik-Simon,
100 F Street NE., Washington, DC 20549
or send an email to: PRA_Mailbox@
sec.gov. Comments must be submitted to
OMB within 30 days of this notice.
Dated: March 31, 2015.
Brent J. Fields,
Secretary.
[FR Doc. 2015–07753 Filed 4–3–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–74616; File No. SR–
NASDAQ–2015–027]
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. The text of
these statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change Relating to
NASDAQ Options Market Fees and
Rebates
The Exchange proposes to increase
Port Fees for the following ports from
$600.00 to $650.00 per port, per month,
per mnemonic: Order Entry Port,3 CTI
Port,4 ITTO Port,5 BONO Port,6 Order
March 31, 2015.
3 The Order Entry Port Fee is a connectivity fee
in connection with routing orders to the Exchange
via an external order entry port. NOM Participants
access the Exchange’s network through order entry
ports. A NOM Participant may have more than one
order entry port.
4 CTI offers real-time clearing trade updates. A
real-time clearing trade update is a message that is
sent to a member after an execution has occurred
and contains trade details. The message containing
the trade details is also simultaneously sent to The
Options Clearing Corporation. The trade messages
are routed to a member’s connection containing
certain information. The administrative and market
event messages include, but are not limited to:
System event messages to communicate
operational-related events; options directory
messages to relay basic option symbol and contract
information for options traded on the Exchange;
complex strategy messages to relay information for
those strategies traded on the Exchange; trading
action messages to inform market participants when
a specific option or strategy is halted or released for
trading on the Exchange; and an indicator which
distinguishes electronic and non-electronically
delivered orders.
5 ITTO is a data feed that provides quotation
information for individual orders on the NOM book,
last sale information for trades executed on NOM,
and Order Imbalance Information as set forth in
NOM Rules Chapter VI, Section 8. ITTO is the
options equivalent of the NASDAQ TotalView/
ITCH data feed that NASDAQ offers under
NASDAQ Rule 7023 with respect to equities traded
on NASDAQ. As with TotalView, members use
ITTO to ‘‘build’’ their view of the NOM book by
adding individual orders that appear on the feed,
and subtracting individual orders that are executed.
See Chapter VI, Section 1 at subsection (a)(3)(A).
6 BONOSM is a data feed that provides the NOM
Best Bid and Offer (‘‘NOM NBBO’’) and last sale
information for trades executed on NOM. The NOM
NBBO and last sale information are identical to the
information that NOM sends to the Options Price
Regulatory Authority (‘‘OPRA’’) and which OPRA
disseminates via the consolidated data feed for
options. BONO is the options equivalent of the
NASDAQ Basic data feed offered for equities under
NASDAQ Rule 7047. See Chapter VI, Section 1 at
subsection (a)(3)(B).
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 March 25,
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 amend the
manner in which the Exchange assesses
Port Fees which are located in Chapter
XV, entitled ‘‘Options Pricing,’’ which
governs pricing for NASDAQ members
using the NASDAQ Options Market
(‘‘NOM’’), NASDAQ’s facility for
executing and routing standardized
equity and index options.
While the changes proposed herein
are effective upon filing, the Exchange
has designated the amendments become
operative on April 1, 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.
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00099
Fmt 4703
Sfmt 4703
E:\FR\FM\06APN1.SGM
06APN1
Federal Register / Vol. 80, No. 65 / Monday, April 6, 2015 / Notices
tkelley on DSK4VPTVN1PROD with NOTICES
Entry DROP Port Fees 7 and OTTO Drop
Ports.8 The OTTO Port 9 will be
increased from $600.00 to $750.00 per
port, per month, per mnemonic, and the
SQF Port 10 will be increased from
$600.00 to $750.00 per port, per month.
ITTO and BONO Port fees will continue
to be assessed to non-NOM Participants
and NOM Participants.
Each NOM Participant is assigned a
market participant identifier or
‘‘mnemonic’’ 11 and in some cases,
certain NOM Participants request
multiple mnemonics for purposes of
accounting for trading activity. These
mnemonics identify users at a particular
NOM Participant. The Exchange bills its
port fees based on the number of
mnemonics configured for each port. By
way of example, if a NOM Participant,
ABC, requested 2 ports from the
Exchange and further requested that
each port be configured to be accessed
by 4 mnemonics or in some cases
account numbers,12 the NOM
Participant, today, would be billed for 8
ports at the rate of $600 per port for that
month. All billing is captured at the
Participant level. NOM Participants may
choose to have multiple mnemonics or
in some case multiple account numbers
for the convenience of conducting their
business, however only one mnemonic
and one account number is required to
conduct business on NOM. The
aforementioned will not apply to SQF
ports, which are not billed by
mnemonic.
The Exchange is proposing to increase
OTTO and SQF Ports from $600.00 to
$750.00, per port, per month, per
7 The DROP interface provides real time
information regarding orders sent to NOM and
executions that occurred on NOM. The DROP
interface is not a trading interface and does not
accept order messages.
8 The OTTO DROP data feed provides real-time
information regarding orders entered through OTTO
and the execution of those orders. The OTTO DROP
data feed is not a trading interface and does not
accept order messages.
9 OTTO provides a method for subscribers to send
orders and receive status updates on those orders.
OTTO accepts limit orders from system subscribers,
and if there is a matching order, the orders will
execute. Non-matching orders are added to the limit
order book, a database of available limit orders,
where they are matched in price-time priority.
10 SQF ports are ports that receive inbound quotes
at any time within that month. The SQF Port allows
a NOM Participant to access information such as
execution reports and other relevant data through
a single feed. For example, this data would show
which symbols are trading on NOM and the current
state of an options symbol (i.e., open for trading,
trading, halted or closed). Auction notifications and
execution reports are also available. NOM Market
Makers rely on data available through the SQF Port
to provide them the necessary information to
perform market making activities.
11 A mnemonic is a unique identifier consisting
of a four character alpha code.
12 Account numbers are assigned by the Exchange
and associated with particular NOM Participants.
VerDate Sep<11>2014
18:14 Apr 03, 2015
Jkt 235001
mnemonic for the OTTO Port and per
port, per month for the SQF port. All
other port fees (Order Entry Port, CTI
Port, ITTO Port, BONO Port, Order
Entry DROP Port and OTTO Drop Ports)
will increase from $600.00 to $650.00
per port, per month, per mnemonic.
NOM Market Makers utilize OTTO and
SQF ports for their market making
business, which ports require a greater
throughput as compared to the other
ports mentioned herein. The Exchange
expends greater resources to provide the
OTTO and SQF ports, which is the
reason for the increased fee for these
ports as compared to other ports.
2. Statutory Basis
NASDAQ believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,13 in
general, and with Section 6(b)(4) and
6(b)(5) of the Act,14 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.
The Exchange believes that increasing
the Order Entry Port, CTI Port, ITTO
Port, BONO Port, Order Entry DROP
Port and OTTO DROP Port fees from
$600 to $650 per port, per month, per
mnemonic is reasonable because it
would allow the Exchange to keep pace
with increasing technology costs. The
increased Port Fees reflect the increased
costs that the Exchange bears with
respect to maintaining ports. The Port
Fees are reasonable because they enable
the Exchange to offset, in part, its
connectivity costs associated with
making such ports available, including
costs based on gateway software and
hardware enhancements and resources
dedicated to gateway development,
quality assurance, and support. The
Exchange’s Port Fees are in line with
costs for ports at other options
exchanges.15
13 15
U.S.C. 78f.
U.S.C. 78f(b)(4) and (5).
15 Miami International Securities Exchange LLC
(‘‘MIAX’’) assesses ports fees that range in price up
to $1,000 depending on connectivity levels. See
MIAX’s Fee Schedule. ISE Gemini, LLC (‘‘ISE
Gemini’’) assesses port fees that range from $750–
$15,000 depending on connectivity levels. See ISE
Gemini’s Fee Schedule. Finally, C2 Options
Exchange, Incorporated (‘‘C2’’) assesses port fees
that range from $500–$1,000 depending on
connectivity levels. See C2’s Fee Schedule. See also
NASDAQ OMX PHLX LLC’s (‘‘Phlx’’) Pricing
Schedule. Phlx assesses higher fees which range
from $2,500 to $15,000 for its Active SQF Port
which is utilized by Phlx market makers as
compared to $550 for Order Entry Ports.
14 15
PO 00000
Frm 00100
Fmt 4703
Sfmt 4703
18451
The Exchange believes that increasing
the Order Entry Ports, CTI Ports, ITTO
Ports, BONO Ports, Order Entry DROP
Port and OTTO DROP Port fees from
$600 to $650 per port, per month, per
mnemonic is equitable and not unfairly
discriminatory because the Exchange
assesses the same fees for all ports to all
NOM participants.
The Exchange believes that increasing
the OTTO Port and SQF Port Fees from
$600 to $750 is reasonable because it
would allow the Exchange to keep pace
with increasing technology costs. NOM
Market Makers utilize the OTTO and
SQF ports, which ports require a greater
throughput as compared to the other
ports mentioned herein. The Exchange
expends greater resources to provide the
OTTO and SQF ports, which is the
reason for the increased fee as compared
to other ports. The increased Port Fees
reflect the increased costs that the
Exchange bears with respect to
maintaining ports. The Port Fees are
reasonable because they enable the
Exchange to offset, in part, its
connectivity costs associated with
making such NOM Market Maker ports
available, including costs based on
gateway software and hardware
enhancements and resources dedicated
to gateway development, quality
assurance, and support. The Exchange’s
Port Fees are in line with costs for ports
at other options exchanges.16
The Exchange believes that increasing
the OTTO Port and SQF Port Fees from
$600 to $750 is equitable and not
unfairly discriminatory because the
Exchange assesses the same fees for
these ports which are utilized by NOM
Market Makers for any NOM market
participant desiring these ports.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
NASDAQ 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 Exchange
believes the proposed fee change is
reasonably designed to be fair and
equitable, and therefore, will not unduly
burden any particular group of market
participants trading on the Exchange.
The Exchange’s proposal to increase all
port fees for all NOM Participants with
respect to the Order Entry Port, CTI
Port, ITTO Port, BONO Port, Order
Entry DROP Port and OTTO DROP Port
fees from $600 to $650 does not create
an undue burden on competition. The
proposed fees are designed to ensure a
fair and reasonable use of Exchange
resources by allowing the Exchange to
16 Id.
E:\FR\FM\06APN1.SGM
06APN1
18452
Federal Register / Vol. 80, No. 65 / Monday, April 6, 2015 / Notices
recoup for certain of its connectivity
costs, while continuing to offer
competitive rates to NOM Participants.
With respect to the OTTO Port and
SQF Port Fees, the increase in the port
fees from $600 to $750 is greater. These
ports are utilized by NOM Market
Makers in connection with marking
markets. NOM Market Makers utilize
the OTTO and SQF ports, which ports
require a greater throughput as
compared to the other ports mentioned
herein. The Exchange expends greater
resources to provide the OTTO and SQF
ports, which is the reason for the
increased fee as compared to other
ports. The increased Port Fees reflect
the increased costs that the Exchange
bears with respect to maintaining ports.
The Exchange does not believe these fee
increases create an undue burden on
competition. Moreover, the Exchange
believes that its fee increases are
competitive with similar fees at other
options exchanges.17
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.18 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.
tkelley on DSK4VPTVN1PROD 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:
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
NASDAQ–2015–027 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–NASDAQ–2015–027. 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
a.m. and 3 p.m. Copies of the 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–2015–027 and should be
submitted on or before April 27, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Brent J. Fields,
Secretary.
[FR Doc. 2015–07749 Filed 4–3–15; 8:45 am]
BILLING CODE 8011–01–P
note 15.
U.S.C. 78s(b)(3)(A)(ii).
17 See
VerDate Sep<11>2014
18:14 Apr 03, 2015
[Release No. 34–74618; File No. SR–Phlx–
2015–29]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Proposed Rule Change To Amend and
Restate Certain Rules That Govern the
NASDAQ OMX PSX
March 31, 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 March 20,
2015, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
PHLX proposes to amend and restate
certain rules that govern NASDAQ OMX
PSX (‘‘PSX’’) in order to provide a
clearer and more detailed description of
certain aspects of its functionality. The
text of the proposed rule change is
available at nasdaq.cchwallstreet.com,
at the Exchange’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,
Phlx 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. Phlx has prepared
summaries, set forth in Sections A, B,
and C below, of the most significant
aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend and
restate certain Exchange rules that
govern PSX in order to provide a clearer
and more detailed description of certain
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
18 15
SECURITIES AND EXCHANGE
COMMISSION
1 15
19 17
Jkt 235001
PO 00000
CFR 200.30–3(a)(12).
Frm 00101
Fmt 4703
Sfmt 4703
2 17
E:\FR\FM\06APN1.SGM
U.S.C. 78s(b)(1).
CFR 240.19b–4.
06APN1
Agencies
[Federal Register Volume 80, Number 65 (Monday, April 6, 2015)]
[Notices]
[Pages 18450-18452]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2015-07749]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-74616; File No. SR-NASDAQ-2015-027]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change
Relating to NASDAQ Options Market Fees and Rebates
March 31, 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 March 25, 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.
---------------------------------------------------------------------------
\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
NASDAQ proposes to amend the manner in which the Exchange assesses
Port Fees which are located in Chapter XV, entitled ``Options
Pricing,'' which governs pricing for NASDAQ members using the NASDAQ
Options Market (``NOM''), NASDAQ's facility for executing and routing
standardized equity and index options.
While the changes proposed herein are effective upon filing, the
Exchange has designated the amendments become operative on April 1,
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. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to increase Port Fees for the following ports
from $600.00 to $650.00 per port, per month, per mnemonic: Order Entry
Port,\3\ CTI Port,\4\ ITTO Port,\5\ BONO Port,\6\ Order
[[Page 18451]]
Entry DROP Port Fees \7\ and OTTO Drop Ports.\8\ The OTTO Port \9\ will
be increased from $600.00 to $750.00 per port, per month, per mnemonic,
and the SQF Port \10\ will be increased from $600.00 to $750.00 per
port, per month. ITTO and BONO Port fees will continue to be assessed
to non-NOM Participants and NOM Participants.
---------------------------------------------------------------------------
\3\ The Order Entry Port Fee is a connectivity fee in connection
with routing orders to the Exchange via an external order entry
port. NOM Participants access the Exchange's network through order
entry ports. A NOM Participant may have more than one order entry
port.
\4\ CTI offers real-time clearing trade updates. A real-time
clearing trade update is a message that is sent to a member after an
execution has occurred and contains trade details. The message
containing the trade details is also simultaneously sent to The
Options Clearing Corporation. The trade messages are routed to a
member's connection containing certain information. The
administrative and market event messages include, but are not
limited to: System event messages to communicate operational-related
events; options directory messages to relay basic option symbol and
contract information for options traded on the Exchange; complex
strategy messages to relay information for those strategies traded
on the Exchange; trading action messages to inform market
participants when a specific option or strategy is halted or
released for trading on the Exchange; and an indicator which
distinguishes electronic and non-electronically delivered orders.
\5\ ITTO is a data feed that provides quotation information for
individual orders on the NOM book, last sale information for trades
executed on NOM, and Order Imbalance Information as set forth in NOM
Rules Chapter VI, Section 8. ITTO is the options equivalent of the
NASDAQ TotalView/ITCH data feed that NASDAQ offers under NASDAQ Rule
7023 with respect to equities traded on NASDAQ. As with TotalView,
members use ITTO to ``build'' their view of the NOM book by adding
individual orders that appear on the feed, and subtracting
individual orders that are executed. See Chapter VI, Section 1 at
subsection (a)(3)(A).
\6\ BONO\SM\ is a data feed that provides the NOM Best Bid and
Offer (``NOM NBBO'') and last sale information for trades executed
on NOM. The NOM NBBO and last sale information are identical to the
information that NOM sends to the Options Price Regulatory Authority
(``OPRA'') and which OPRA disseminates via the consolidated data
feed for options. BONO is the options equivalent of the NASDAQ Basic
data feed offered for equities under NASDAQ Rule 7047. See Chapter
VI, Section 1 at subsection (a)(3)(B).
\7\ The DROP interface provides real time information regarding
orders sent to NOM and executions that occurred on NOM. The DROP
interface is not a trading interface and does not accept order
messages.
\8\ The OTTO DROP data feed provides real-time information
regarding orders entered through OTTO and the execution of those
orders. The OTTO DROP data feed is not a trading interface and does
not accept order messages.
\9\ OTTO provides a method for subscribers to send orders and
receive status updates on those orders. OTTO accepts limit orders
from system subscribers, and if there is a matching order, the
orders will execute. Non-matching orders are added to the limit
order book, a database of available limit orders, where they are
matched in price-time priority.
\10\ SQF ports are ports that receive inbound quotes at any time
within that month. The SQF Port allows a NOM Participant to access
information such as execution reports and other relevant data
through a single feed. For example, this data would show which
symbols are trading on NOM and the current state of an options
symbol (i.e., open for trading, trading, halted or closed). Auction
notifications and execution reports are also available. NOM Market
Makers rely on data available through the SQF Port to provide them
the necessary information to perform market making activities.
---------------------------------------------------------------------------
Each NOM Participant is assigned a market participant identifier or
``mnemonic'' \11\ and in some cases, certain NOM Participants request
multiple mnemonics for purposes of accounting for trading activity.
These mnemonics identify users at a particular NOM Participant. The
Exchange bills its port fees based on the number of mnemonics
configured for each port. By way of example, if a NOM Participant, ABC,
requested 2 ports from the Exchange and further requested that each
port be configured to be accessed by 4 mnemonics or in some cases
account numbers,\12\ the NOM Participant, today, would be billed for 8
ports at the rate of $600 per port for that month. All billing is
captured at the Participant level. NOM Participants may choose to have
multiple mnemonics or in some case multiple account numbers for the
convenience of conducting their business, however only one mnemonic and
one account number is required to conduct business on NOM. The
aforementioned will not apply to SQF ports, which are not billed by
mnemonic.
---------------------------------------------------------------------------
\11\ A mnemonic is a unique identifier consisting of a four
character alpha code.
\12\ Account numbers are assigned by the Exchange and associated
with particular NOM Participants.
---------------------------------------------------------------------------
The Exchange is proposing to increase OTTO and SQF Ports from
$600.00 to $750.00, per port, per month, per mnemonic for the OTTO Port
and per port, per month for the SQF port. All other port fees (Order
Entry Port, CTI Port, ITTO Port, BONO Port, Order Entry DROP Port and
OTTO Drop Ports) will increase from $600.00 to $650.00 per port, per
month, per mnemonic. NOM Market Makers utilize OTTO and SQF ports for
their market making business, which ports require a greater throughput
as compared to the other ports mentioned herein. The Exchange expends
greater resources to provide the OTTO and SQF ports, which is the
reason for the increased fee for these ports as compared to other
ports.
2. Statutory Basis
NASDAQ believes that the proposed rule change is consistent with
the provisions of Section 6 of the Act,\13\ in general, and with
Section 6(b)(4) and 6(b)(5) of the Act,\14\ 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.
---------------------------------------------------------------------------
\13\ 15 U.S.C. 78f.
\14\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
The Exchange believes that increasing the Order Entry Port, CTI
Port, ITTO Port, BONO Port, Order Entry DROP Port and OTTO DROP Port
fees from $600 to $650 per port, per month, per mnemonic is reasonable
because it would allow the Exchange to keep pace with increasing
technology costs. The increased Port Fees reflect the increased costs
that the Exchange bears with respect to maintaining ports. The Port
Fees are reasonable because they enable the Exchange to offset, in
part, its connectivity costs associated with making such ports
available, including costs based on gateway software and hardware
enhancements and resources dedicated to gateway development, quality
assurance, and support. The Exchange's Port Fees are in line with costs
for ports at other options exchanges.\15\
---------------------------------------------------------------------------
\15\ Miami International Securities Exchange LLC (``MIAX'')
assesses ports fees that range in price up to $1,000 depending on
connectivity levels. See MIAX's Fee Schedule. ISE Gemini, LLC (``ISE
Gemini'') assesses port fees that range from $750-$15,000 depending
on connectivity levels. See ISE Gemini's Fee Schedule. Finally, C2
Options Exchange, Incorporated (``C2'') assesses port fees that
range from $500-$1,000 depending on connectivity levels. See C2's
Fee Schedule. See also NASDAQ OMX PHLX LLC's (``Phlx'') Pricing
Schedule. Phlx assesses higher fees which range from $2,500 to
$15,000 for its Active SQF Port which is utilized by Phlx market
makers as compared to $550 for Order Entry Ports.
---------------------------------------------------------------------------
The Exchange believes that increasing the Order Entry Ports, CTI
Ports, ITTO Ports, BONO Ports, Order Entry DROP Port and OTTO DROP Port
fees from $600 to $650 per port, per month, per mnemonic is equitable
and not unfairly discriminatory because the Exchange assesses the same
fees for all ports to all NOM participants.
The Exchange believes that increasing the OTTO Port and SQF Port
Fees from $600 to $750 is reasonable because it would allow the
Exchange to keep pace with increasing technology costs. NOM Market
Makers utilize the OTTO and SQF ports, which ports require a greater
throughput as compared to the other ports mentioned herein. The
Exchange expends greater resources to provide the OTTO and SQF ports,
which is the reason for the increased fee as compared to other ports.
The increased Port Fees reflect the increased costs that the Exchange
bears with respect to maintaining ports. The Port Fees are reasonable
because they enable the Exchange to offset, in part, its connectivity
costs associated with making such NOM Market Maker ports available,
including costs based on gateway software and hardware enhancements and
resources dedicated to gateway development, quality assurance, and
support. The Exchange's Port Fees are in line with costs for ports at
other options exchanges.\16\
---------------------------------------------------------------------------
\16\ Id.
---------------------------------------------------------------------------
The Exchange believes that increasing the OTTO Port and SQF Port
Fees from $600 to $750 is equitable and not unfairly discriminatory
because the Exchange assesses the same fees for these ports which are
utilized by NOM Market Makers for any NOM market participant desiring
these ports.
B. Self-Regulatory Organization's Statement on Burden on Competition
NASDAQ 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 Exchange believes the proposed fee
change is reasonably designed to be fair and equitable, and therefore,
will not unduly burden any particular group of market participants
trading on the Exchange. The Exchange's proposal to increase all port
fees for all NOM Participants with respect to the Order Entry Port, CTI
Port, ITTO Port, BONO Port, Order Entry DROP Port and OTTO DROP Port
fees from $600 to $650 does not create an undue burden on competition.
The proposed fees are designed to ensure a fair and reasonable use of
Exchange resources by allowing the Exchange to
[[Page 18452]]
recoup for certain of its connectivity costs, while continuing to offer
competitive rates to NOM Participants.
With respect to the OTTO Port and SQF Port Fees, the increase in
the port fees from $600 to $750 is greater. These ports are utilized by
NOM Market Makers in connection with marking markets. NOM Market Makers
utilize the OTTO and SQF ports, which ports require a greater
throughput as compared to the other ports mentioned herein. The
Exchange expends greater resources to provide the OTTO and SQF ports,
which is the reason for the increased fee as compared to other ports.
The increased Port Fees reflect the increased costs that the Exchange
bears with respect to maintaining ports. The Exchange does not believe
these fee increases create an undue burden on competition. Moreover,
the Exchange believes that its fee increases are competitive with
similar fees at other options exchanges.\17\
---------------------------------------------------------------------------
\17\ See note 15.
---------------------------------------------------------------------------
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act.\18\ 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.
---------------------------------------------------------------------------
\18\ 15 U.S.C. 78s(b)(3)(A)(ii).
---------------------------------------------------------------------------
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-2015-027 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-NASDAQ-2015-027. 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
a.m. and 3 p.m. Copies of the 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-2015-027 and should
be submitted on or before April 27, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
---------------------------------------------------------------------------
\19\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Brent J. Fields,
Secretary.
[FR Doc. 2015-07749 Filed 4-3-15; 8:45 am]
BILLING CODE 8011-01-P