Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change to the Designated Liquidity Provider Program Under Rule 7018(i), 41133-41136 [2015-17167]
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Federal Register / Vol. 80, No. 134 / Tuesday, July 14, 2015 / Notices
(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.
Physical Connectivity
As discussed above, the Exchange
believes that fees for connectivity are
constrained by the robust competition
for order flow among exchanges and
non-exchange markets. Further,
excessive fees for connectivity,
including port fee access, would serve
to impair an exchange’s ability to
compete for order flow rather than
burdening competition. The proposal to
increase the fees for physical
connectivity would bring the fees
charged by the Exchange closer to
similar fees charged for physical
connectivity by other exchanges.18 In
addition, the proposal to pass through
cross-connect installation related
expenses serves as an alternative to the
flat installation fees charged by the
Exchange’s primary competitors.
Lastly, the proposed rule change does
not impose any burden on intramarket
competition as the fees are uniform for
all Members and non-Members. The
Exchange notes that Members and nonMembers also have the ability to obtain
access to these services without the
need for an independent physical port
connection, such as through alternative
means of financial extranets and service
bureaus that act as a conduit for orders
entered by Members and non-Members.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
MidPoint Match Volume Tier
The Exchange does not believe that its
proposal to delete the MidPoint Match
Tier will impose any burden on
competition. As stated above, no
Member currently satisfies the tier’s
criteria and the Exchange is proposing
to remove it to avoid investor confusion
as the functionality necessary to achieve
the tier is to be discontinued before the
end of July 2015. Therefore, the
Exchange believes deleting the
MidPoint Match Tier will have no
impact on competition.
(C) Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange has not solicited, and
does not intend to solicit, comments on
this proposed rule change. The
Exchange has not received any
unsolicited written comments from
Members or other interested parties.
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)
of the Act 19 and paragraph (f) of Rule
19b–4 thereunder.20 At any time within
60 days of the filing of the proposed rule
change, the Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
EDGX–2015–29 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–EDGX–2015–29. 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
18 See
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For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.21
Brent J. Fields,
Secretary.
[FR Doc. 2015–17171 Filed 7–13–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–75389; File No. SRNASDAQ–2015–071]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change to the
Designated Liquidity Provider Program
Under Rule 7018(i)
July 8, 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 July 1,
2015, The NASDAQ Stock Market LLC
(‘‘NASDAQ’’ or ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘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
The Exchange proposes to amend the
Designated Liquidity Provider (‘‘DLP’’)
program under Rule 7018(i).
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaq.cchwallstreet.com, at
the principal office of the Exchange, and
at the Commission’s Public Reference
Room.
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
U.S.C. 78s(b)(3)(A).
20 17 CFR 240.19b–4(f).
supra note 16.
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–EDGX–
2015–29 and should be submitted on or
before August 4, 2015.
21 17
19 15
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41133
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Federal Register / Vol. 80, No. 134 / Tuesday, July 14, 2015 / Notices
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange is proposing to make
the following changes to the DLP
program under Rule 7018(i): (1) Move
the program rules from Rule 7018 to
Rule 7014; (2) change the name of the
program to the Lead Market Maker
program; (3) add clarifying rule text; (4)
shorten the notice period required
before a market maker may withdraw as
a DLP; and (5) provide additional
flexibility to NASDAQ on the
application of the minimum
performance measurements under
subparagraph (2) of the rule. The DLP
program provides fees and credits for
execution of a Qualified Security by one
of its DLPs. Rule 7018(i)(1) defines
Qualified Security as an exchangetraded fund or index-linked security
listed on NASDAQ pursuant to
NASDAQ Rules 5705, 5710, or 5720 that
has at least one DLP. As defined in Rule
7018(i)(2), a DLP is a registered
NASDAQ market maker for a Qualified
Security that has committed to maintain
specified minimum performance
standards. The rule provides that a DLP
shall be selected by NASDAQ based on
factors including, but not limited to,
experience with making markets in
exchange-traded funds and index-linked
securities, adequacy of capital,
willingness to promote NASDAQ as a
marketplace, issuer preference,
operational capacity, support personnel,
and history of adherence to NASDAQ
rules and securities laws. Moreover, the
rule permits NASDAQ to limit the
number of DLPs in a security, or modify
a previously established limit, upon
prior written notice to members.
NASDAQ is proposing to move the
rule from Rule 7018, which concerns
fees and credits for execution and
routing of orders entered on NASDAQ,
to Rule 7014, which concerns
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NASDAQ’s market quality incentive
programs. NASDAQ adopted the DLP
program as a pricing incentive program
for market makers in certain exchange
traded products. The DLP program is
designed to improve market quality in
Qualified Securities by providing
credits to market makers in return for
providing certain levels of marketimproving quoting in those securities.
As such, the Exchange believes that it is
more appropriate to locate the rules
relating to the program under Rule 7014,
along with other market quality
incentive programs.
The Exchange is also proposing to
amend Rule 7018(i)(2) to provide
NASDAQ additional flexibility in the
application of the four performance
measurements under the rule. Rule
7018(i)(2) sets forth four minimum
performance measurements that a
market maker must achieve to be
considered a DLP, which are applied to
market makers at the conclusion of each
month to determine if their contribution
to market quality in an individual
Qualified Security meets or exceeds the
minimum performance measurements.
The minimum performance
measurements may be determined from
time to time by NASDAQ and may vary
depending on the price, liquidity, and
volatility of the Qualified Security in
which the DLP is registered. Under the
rule, the performance standards must
include the percent of time at the
national best bid (best offer) (‘‘NBBO’’),
the percent of executions better than the
NBBO, the average displayed size, and
the average quoted spread. NASDAQ
has flexibility to modify the specific
levels of the performance measurements
in an individual Qualified Security in
response to changes in the market in
price, volatility and liquidity, or
NASDAQ may set a uniform level for a
particular minimum performance
measurement applied to all Qualified
Securities. The Exchange is proposing to
amend Rule 7018(i)(2) so that it is no
longer required to consider all four
factors in its minimum performance
criteria, but rather provide the Exchange
flexibility to apply one or more of the
factors. NASDAQ notes that such
additional flexibility will enable the
Exchange to further tailor eligibility for
the incentive program based on overall
market conditions, applying only the
criteria needed to improve market
quality. In this regard, NASDAQ notes
that the desired improvement in market
quality may be achieved in certain
instances by applying fewer than all
four of the minimum performance
measurements. In some cases, applying
all four minimum performance
PO 00000
Frm 00144
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measurements may require setting one
or more of the measures so low as to
allow all market makers to qualify under
those measures, thus rendering those
measures superfluous.
The Exchange is adding new language
to make it clear that it will provide
written notice of the criteria to market
participants. This notice will describe
the specific criteria applicable under the
program for the upcoming month so
market participants can understand how
to qualify for credits. The description
will include not only the criteria
applicable but also the standard under
each criteria or combination of criteria.
Such clarifying language will help
market participants understand how
changes to the minimum performance
measurements will be communicated,
thereby providing further transparency
into the operation of the program.
NASDAQ will also use the specific
criteria described in the notice to
measure performance under the
program, and to make changes to
improve that performance. For example,
if after studying performance under a
given set of criteria, NASDAQ
determines that performance greatly
exceeds the criteria, NASDAQ will have
a solid basis for increasing the
requirements. Alternatively, if this
review reveals that a criteria is yielding
no improvement to performance,
NASDAQ will then have a basis to
select an alternative criteria and to so
notify market makers of the change.
The Exchange is also shortening the
amount of prior written notice that a
DMM must provide to NASDAQ when
it wishes to withdraw its registration in
a Qualified Security from 30 days to 5
days. Historically, the Exchange needed
at least 30 days to process the deregistration of a DMM in a Qualified
Security. Improvements to the
Exchange’s systems and processes have
now made it possible for the Exchange
to process such de-registrations with 5
days’ notice.
Lastly, NASDAQ is changing the
name of the program to the ‘‘Lead
Market Maker program’’ and is,
accordingly, changing references to
‘‘Designated Liquidity Providers’’ and
‘‘DLPs’’ to ‘‘Lead Market Makers’’ and
‘‘LMMs,’’ respectively. NASDAQ
believes that the term Lead Market
Maker is more descriptive of who is
eligible for the program (i.e., market
makers), as opposed to a Designated
Liquidity Provider, which could lead a
market participant to believe that any
market participant is eligible to qualify
for the program. NASDAQ notes that the
proposed change in terminology does
not impact the operation of the program,
but rather merely clarifies and
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Federal Register / Vol. 80, No. 134 / Tuesday, July 14, 2015 / Notices
asabaliauskas on DSK5VPTVN1PROD with NOTICES
harmonizes the terminology used with
the terminology used for similar
programs of other exchanges. For
example, The BATS Exchange, Inc. has
a Lead Market Maker program, which
provides its market makers with lower
fees for removing liquidity and higher
credits for providing liquidity if they
meet certain performance standards in
certain exchange-traded products.3
NASDAQ believes that harmonizing the
terminology with that of other
exchanges will promote clarity in its
rules and may help to avoid potential
market participant confusion over the
differing terminology.
2. Statutory Basis
NASDAQ believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,4 in
general, and with Sections 6(b)(4) and
6(b)(5) of the Act,5 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 designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in regulating, clearing, settling,
processing information with respect to,
and facilitating transactions in
securities, to remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest; and
are not designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers.
The Exchange believes that the
proposed change in the terminology
applied to the program further perfects
the mechanism of a free and open
market and a national market system,
and, in general, to promotes public
interest because it harmonizes
NASDAQ’s program’s terminology with
the terminology of other markets that
offer similar programs to their market
participants. NASDAQ believes that the
proposed new terminology is more
reflective of who is eligible to
participate in the program. As such, the
Exchange believes that the proposed
change will avoid potential market
participant confusion over the scope
and nature of the program. Similarly,
the Exchange believes that moving the
rules of the program to the rule section
that contains other market improvement
3 BATS
Rule 11.8(e).
U.S.C. 78f.
5 15 U.S.C. 78f(b)(4) and (5).
4 15
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programs will avoid potential market
participant confusion and helps
NASDAQ further refine its rulebook to
make it more understandable and
accessible to all market participants.
The Exchange believes that adding
clarifying language concerning notice of
changes to the minimum performance
measurements is consistent with the Act
because it will promote transparency in
the operation and requirements of the
program. The Exchange believes that
reducing the notice requirement is
consistent with further perfecting the
mechanism of a free and open market
and a national market system because it
lessens the time that a DLP must remain
registered in a Qualified Security once
it makes the determination to deregister.
The proposed change providing
NASDAQ additional flexibility in
applying the minimum performance
measurements will allow NASDAQ to
more closely tailor eligibility for the
beneficial fees and credits of the
program based on the level of
improvement to the market NASDAQ
determines is desired. In this regard, in
certain instances the desired
improvement in market quality may be
achieved by applying fewer than all four
of the minimum performance
measurements, including applying just
one, two or three of them. Accordingly,
allowing the Exchange to apply less
than all four of the minimum
performance measurements will not
negatively impact the public interest or
investor protection. The Exchange notes
that the minimum standards that
NASDAQ sets for a Qualified Security
apply to all market makers registered in
the security, and therefore, all such
market makers that elect to provide the
level of market-improving behavior
required by the program will receive the
credit. The Exchange also believes that
the proposed additional flexibility in
applying the minimum performance
measurements will not permit unfair
discrimination among market makers, as
the measurements are set based on the
Exchange’s determination of what
beneficial activity, and the amount
thereof, in a Qualified Security is
needed to achieve the desired
improvement to market quality.
The Exchange believes that the
proposed change to provide NASDAQ
with additional flexibility in applying
the four minimum performance
measurements is consistent with an
equitable allocation of a reasonable fee
because NASDAQ will always apply at
least one factor, which will require a
market maker to improve the market
over other market makers in a Qualified
Security in order to receive reduced fees
PO 00000
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41135
and increased credits. In addition,
whatever combination of criteria
NASDAQ imposes will applied equally
to all market markers. It is NASDAQ’s
belief that the revised program will
promote competition among market
maker to provide the best markets for
investors, even where that competition
focuses on just one of the four criteria.
NASDAQ believes that as it gains
experience with the program, it will be
able to apply each criteria and
combination of criteria to maximize this
competition and benefit to investors.
Moreover, credit eligibility is not
discretionary under the program. Any
market maker that meets the specified
criteria will receive the credit.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule changes will result in
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.
Specifically, the changes are designed to
promote clarity in the application of
NASDAQ’s rules and to provide
NASDAQ flexibility in the application
of the qualification requirements of an
incentive program, which is designed to
improve the market in Qualified
Securities on NASDAQ. Such changes
do not place a burden on competition
between market participants as the
changes are applied consistently to all
participants. Lastly, the proposed
change to provide NASDAQ with
greater flexibility in applying the four
minimum performance measures may
actually promote competition among
exchanges to the extent the additional
flexibility results in improved market
quality on NASDAQ.
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
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A)(iii) of the Act 6 and
6 15
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U.S.C. 78s(b)(3)(a)(iii).
14JYN1
41136
Federal Register / Vol. 80, No. 134 / Tuesday, July 14, 2015 / Notices
subparagraph (f)(6) of Rule 19b–4
thereunder.7 At any time within 60 days
of the filing of the proposed rule change,
the Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) 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:
asabaliauskas on DSK5VPTVN1PROD 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–
NASDAQ–2015–071 on the subject line.
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–NASDAQ–2015–071. 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.,
7 17 CFR 240.19b–4(f)(6). In addition, Rule 19b4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
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19:09 Jul 13, 2015
Jkt 235001
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 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–2015–071 and should be
submitted on or before August 4, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.8
Brent J. Fields,
Secretary.
[FR Doc. 2015–17167 Filed 7–13–15; 8:45 am]
BILLING CODE 8011–01–P
SMALL BUSINESS ADMINISTRATION
[Disaster Declaration #14330 and #14331]
OKLAHOMA Disaster Number OK–
00092
U.S. Small Business
Administration
ACTION: Amendment 6.
AGENCY:
This is an amendment of the
Presidential declaration of a major
disaster for the State of OKLAHOMA
(FEMA–4222–DR), dated 05/26/2015.
Incident: Severe Storms, Tornadoes,
Straight Line Winds, and Flooding.
Incident Period: 05/05/2015 through
06/04/2015.
DATES: Effective Date: 07/02/2015.
Physical Loan Application Deadline
Date: 07/27/2015.
EIDL Loan Application Deadline Date:
02/26/2016.
ADDRESSES: Submit completed loan
applications to: U.S. Small Business
Administration, Processing and
Disbursement Center, 14925 Kingsport
Road, Fort Worth, TX 76155.
FOR FURTHER INFORMATION CONTACT: A.
Escobar, Office of Disaster Assistance,
U.S. Small Business Administration,
409 3rd Street SW., Suite 6050,
Washington, DC 20416
SUPPLEMENTARY INFORMATION: The notice
of the Presidential disaster declaration
for the State of OKLAHOMA, dated
05/26/2015 is hereby amended to
include the following areas as adversely
affected by the disaster:
Primary Counties: (Physical Damage and
Economic Injury Loans): Carter,
SUMMARY:
PO 00000
8 17
CFR 200.30–3(a)(12).
Frm 00146
Fmt 4703
Sfmt 4703
Jefferson, Latimer, Mayes, Okfuskee,
Okmulgee, Pushmataha, Stephens,
Tulsa
Contiguous Counties: (Economic Injury
Loans Only):
Oklahoma: Creek, Delaware, Osage,
Pawnee
Texas: Montague
All other information in the original
declaration remains unchanged.
(Catalog of Federal Domestic Assistance
Numbers 59002 and 59008)
James E. Rivera,
Associate Administrator for Disaster
Assistance.
[FR Doc. 2015–17107 Filed 7–13–15; 8:45 am]
BILLING CODE 8025–01–P
SMALL BUSINESS ADMINISTRATION
[License No. 01/01–0422]
New Canaan Funding Mezzanine V
SBIC, L.P.; Notice Seeking Exemption
Under Section 312 of the Small
Business Investment Act, Conflicts of
Interest
Notice is hereby given that New
Canaan Funding Mezzanine V SBIC,
L.P., 21 Locust Avenue, Suite 1C, New
Canaan, CT 06840, a Federal Licensee
under the Small Business Investment
Act of 1958, as amended (‘‘the Act’’), in
connection with the financing of a small
concerns, has sought an exemption
under Section 312 of the Act and
Section 107.730, Financings which
Constitute Conflicts of Interest of the
Small Business Administration (‘‘SBA’’)
Rules and Regulations (13 CFR 107.730).
New Canaan Funding Mezzanine V
SBIC, L.P. is proposing to provide
financing to Safemark, Inc., 2101 Park
Center Drive, Suite 125, Orlando, FL
32835. The financing will be used, in
part, for working capital, to pay the
seller, to pay off existing debt, and to
pay fees and expenses.
The proposed transaction is brought
within the purview of § 107.730 of the
Regulations because Safemark, Inc. will
be using financing proceeds from New
Canaan Funding Mezzanine V SBIC,
L.P. in part to discharge obligations to
Corporate Mezzanine IV, L.P. and
Trafalgar Business Solutions Ltd., which
are Associates of New Canaan Funding
Mezzanine V SBIC, L.P. as defined at
§ 107.50 due to common management.
Therefore, the proposed transaction is
considered self-deal pursuant to 13 CFR
107.730 and requires a regulatory
exemption. Notice is hereby given that
any interested person may submit
written comments on the transaction
within fifteen days of the date of this
publication to Associate Administrator
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Agencies
[Federal Register Volume 80, Number 134 (Tuesday, July 14, 2015)]
[Notices]
[Pages 41133-41136]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-17167]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-75389; File No. SR- NASDAQ-2015-071]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change to
the Designated Liquidity Provider Program Under Rule 7018(i)
July 8, 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 July 1, 2015, The NASDAQ Stock Market LLC (``NASDAQ'' or
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II,
and III, below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend the Designated Liquidity Provider
(``DLP'') program under Rule 7018(i).
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaq.cchwallstreet.com, at the principal office of
the Exchange, and at the Commission's Public Reference Room.
[[Page 41134]]
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange is proposing to make the following changes to the DLP
program under Rule 7018(i): (1) Move the program rules from Rule 7018
to Rule 7014; (2) change the name of the program to the Lead Market
Maker program; (3) add clarifying rule text; (4) shorten the notice
period required before a market maker may withdraw as a DLP; and (5)
provide additional flexibility to NASDAQ on the application of the
minimum performance measurements under subparagraph (2) of the rule.
The DLP program provides fees and credits for execution of a Qualified
Security by one of its DLPs. Rule 7018(i)(1) defines Qualified Security
as an exchange-traded fund or index-linked security listed on NASDAQ
pursuant to NASDAQ Rules 5705, 5710, or 5720 that has at least one DLP.
As defined in Rule 7018(i)(2), a DLP is a registered NASDAQ market
maker for a Qualified Security that has committed to maintain specified
minimum performance standards. The rule provides that a DLP shall be
selected by NASDAQ based on factors including, but not limited to,
experience with making markets in exchange-traded funds and index-
linked securities, adequacy of capital, willingness to promote NASDAQ
as a marketplace, issuer preference, operational capacity, support
personnel, and history of adherence to NASDAQ rules and securities
laws. Moreover, the rule permits NASDAQ to limit the number of DLPs in
a security, or modify a previously established limit, upon prior
written notice to members.
NASDAQ is proposing to move the rule from Rule 7018, which concerns
fees and credits for execution and routing of orders entered on NASDAQ,
to Rule 7014, which concerns NASDAQ's market quality incentive
programs. NASDAQ adopted the DLP program as a pricing incentive program
for market makers in certain exchange traded products. The DLP program
is designed to improve market quality in Qualified Securities by
providing credits to market makers in return for providing certain
levels of market-improving quoting in those securities. As such, the
Exchange believes that it is more appropriate to locate the rules
relating to the program under Rule 7014, along with other market
quality incentive programs.
The Exchange is also proposing to amend Rule 7018(i)(2) to provide
NASDAQ additional flexibility in the application of the four
performance measurements under the rule. Rule 7018(i)(2) sets forth
four minimum performance measurements that a market maker must achieve
to be considered a DLP, which are applied to market makers at the
conclusion of each month to determine if their contribution to market
quality in an individual Qualified Security meets or exceeds the
minimum performance measurements. The minimum performance measurements
may be determined from time to time by NASDAQ and may vary depending on
the price, liquidity, and volatility of the Qualified Security in which
the DLP is registered. Under the rule, the performance standards must
include the percent of time at the national best bid (best offer)
(``NBBO''), the percent of executions better than the NBBO, the average
displayed size, and the average quoted spread. NASDAQ has flexibility
to modify the specific levels of the performance measurements in an
individual Qualified Security in response to changes in the market in
price, volatility and liquidity, or NASDAQ may set a uniform level for
a particular minimum performance measurement applied to all Qualified
Securities. The Exchange is proposing to amend Rule 7018(i)(2) so that
it is no longer required to consider all four factors in its minimum
performance criteria, but rather provide the Exchange flexibility to
apply one or more of the factors. NASDAQ notes that such additional
flexibility will enable the Exchange to further tailor eligibility for
the incentive program based on overall market conditions, applying only
the criteria needed to improve market quality. In this regard, NASDAQ
notes that the desired improvement in market quality may be achieved in
certain instances by applying fewer than all four of the minimum
performance measurements. In some cases, applying all four minimum
performance measurements may require setting one or more of the
measures so low as to allow all market makers to qualify under those
measures, thus rendering those measures superfluous.
The Exchange is adding new language to make it clear that it will
provide written notice of the criteria to market participants. This
notice will describe the specific criteria applicable under the program
for the upcoming month so market participants can understand how to
qualify for credits. The description will include not only the criteria
applicable but also the standard under each criteria or combination of
criteria. Such clarifying language will help market participants
understand how changes to the minimum performance measurements will be
communicated, thereby providing further transparency into the operation
of the program.
NASDAQ will also use the specific criteria described in the notice
to measure performance under the program, and to make changes to
improve that performance. For example, if after studying performance
under a given set of criteria, NASDAQ determines that performance
greatly exceeds the criteria, NASDAQ will have a solid basis for
increasing the requirements. Alternatively, if this review reveals that
a criteria is yielding no improvement to performance, NASDAQ will then
have a basis to select an alternative criteria and to so notify market
makers of the change.
The Exchange is also shortening the amount of prior written notice
that a DMM must provide to NASDAQ when it wishes to withdraw its
registration in a Qualified Security from 30 days to 5 days.
Historically, the Exchange needed at least 30 days to process the de-
registration of a DMM in a Qualified Security. Improvements to the
Exchange's systems and processes have now made it possible for the
Exchange to process such de-registrations with 5 days' notice.
Lastly, NASDAQ is changing the name of the program to the ``Lead
Market Maker program'' and is, accordingly, changing references to
``Designated Liquidity Providers'' and ``DLPs'' to ``Lead Market
Makers'' and ``LMMs,'' respectively. NASDAQ believes that the term Lead
Market Maker is more descriptive of who is eligible for the program
(i.e., market makers), as opposed to a Designated Liquidity Provider,
which could lead a market participant to believe that any market
participant is eligible to qualify for the program. NASDAQ notes that
the proposed change in terminology does not impact the operation of the
program, but rather merely clarifies and
[[Page 41135]]
harmonizes the terminology used with the terminology used for similar
programs of other exchanges. For example, The BATS Exchange, Inc. has a
Lead Market Maker program, which provides its market makers with lower
fees for removing liquidity and higher credits for providing liquidity
if they meet certain performance standards in certain exchange-traded
products.\3\ NASDAQ believes that harmonizing the terminology with that
of other exchanges will promote clarity in its rules and may help to
avoid potential market participant confusion over the differing
terminology.
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\3\ BATS Rule 11.8(e).
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2. Statutory Basis
NASDAQ believes that the proposed rule change is consistent with
the provisions of Section 6 of the Act,\4\ in general, and with
Sections 6(b)(4) and 6(b)(5) of the Act,\5\ 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 designed
to prevent fraudulent and manipulative acts and practices, to promote
just and equitable principles of trade, to foster cooperation and
coordination with persons engaged in regulating, clearing, settling,
processing information with respect to, and facilitating transactions
in securities, to remove impediments to and perfect the mechanism of a
free and open market and a national market system, and, in general, to
protect investors and the public interest; and are not designed to
permit unfair discrimination between customers, issuers, brokers, or
dealers.
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\4\ 15 U.S.C. 78f.
\5\ 15 U.S.C. 78f(b)(4) and (5).
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The Exchange believes that the proposed change in the terminology
applied to the program further perfects the mechanism of a free and
open market and a national market system, and, in general, to promotes
public interest because it harmonizes NASDAQ's program's terminology
with the terminology of other markets that offer similar programs to
their market participants. NASDAQ believes that the proposed new
terminology is more reflective of who is eligible to participate in the
program. As such, the Exchange believes that the proposed change will
avoid potential market participant confusion over the scope and nature
of the program. Similarly, the Exchange believes that moving the rules
of the program to the rule section that contains other market
improvement programs will avoid potential market participant confusion
and helps NASDAQ further refine its rulebook to make it more
understandable and accessible to all market participants. The Exchange
believes that adding clarifying language concerning notice of changes
to the minimum performance measurements is consistent with the Act
because it will promote transparency in the operation and requirements
of the program. The Exchange believes that reducing the notice
requirement is consistent with further perfecting the mechanism of a
free and open market and a national market system because it lessens
the time that a DLP must remain registered in a Qualified Security once
it makes the determination to de-register.
The proposed change providing NASDAQ additional flexibility in
applying the minimum performance measurements will allow NASDAQ to more
closely tailor eligibility for the beneficial fees and credits of the
program based on the level of improvement to the market NASDAQ
determines is desired. In this regard, in certain instances the desired
improvement in market quality may be achieved by applying fewer than
all four of the minimum performance measurements, including applying
just one, two or three of them. Accordingly, allowing the Exchange to
apply less than all four of the minimum performance measurements will
not negatively impact the public interest or investor protection. The
Exchange notes that the minimum standards that NASDAQ sets for a
Qualified Security apply to all market makers registered in the
security, and therefore, all such market makers that elect to provide
the level of market-improving behavior required by the program will
receive the credit. The Exchange also believes that the proposed
additional flexibility in applying the minimum performance measurements
will not permit unfair discrimination among market makers, as the
measurements are set based on the Exchange's determination of what
beneficial activity, and the amount thereof, in a Qualified Security is
needed to achieve the desired improvement to market quality.
The Exchange believes that the proposed change to provide NASDAQ
with additional flexibility in applying the four minimum performance
measurements is consistent with an equitable allocation of a reasonable
fee because NASDAQ will always apply at least one factor, which will
require a market maker to improve the market over other market makers
in a Qualified Security in order to receive reduced fees and increased
credits. In addition, whatever combination of criteria NASDAQ imposes
will applied equally to all market markers. It is NASDAQ's belief that
the revised program will promote competition among market maker to
provide the best markets for investors, even where that competition
focuses on just one of the four criteria. NASDAQ believes that as it
gains experience with the program, it will be able to apply each
criteria and combination of criteria to maximize this competition and
benefit to investors. Moreover, credit eligibility is not discretionary
under the program. Any market maker that meets the specified criteria
will receive the credit.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule changes will
result in any burden on competition that is not necessary or
appropriate in furtherance of the purposes of the Act, as amended.
Specifically, the changes are designed to promote clarity in the
application of NASDAQ's rules and to provide NASDAQ flexibility in the
application of the qualification requirements of an incentive program,
which is designed to improve the market in Qualified Securities on
NASDAQ. Such changes do not place a burden on competition between
market participants as the changes are applied consistently to all
participants. Lastly, the proposed change to provide NASDAQ with
greater flexibility in applying the four minimum performance measures
may actually promote competition among exchanges to the extent the
additional flexibility results in improved market quality on NASDAQ.
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
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A)(iii) of the Act \6\ and
[[Page 41136]]
subparagraph (f)(6) of Rule 19b-4 thereunder.\7\ At any time within 60
days of the filing of the proposed rule change, the Commission
summarily may temporarily suspend such rule change if it appears to the
Commission that such action is: (i) Necessary or appropriate in the
public interest; (ii) for the protection of investors; or (iii)
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.
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\6\ 15 U.S.C. 78s(b)(3)(a)(iii).
\7\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
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IV. Solicitation of Comments
Interested persons are invited to submit written data, views and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2015-071 on the subject line.
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-NASDAQ-2015-071. 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 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-2015-071 and should
be submitted on or before August 4, 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. 2015-17167 Filed 7-13-15; 8:45 am]
BILLING CODE 8011-01-P