Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Notice of Amendment No. 1 and Order Granting Accelerated Approval to a Proposed Rule Change, as Modified by Amendment No. 1, To Require an Indicator When a TRACE Report Does Not Reflect a Commission or Mark-up/Mark-down, 64039-64041 [2015-26808]
Download as PDF
Federal Register / Vol. 80, No. 204 / Thursday, October 22, 2015 / Notices
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76176; File No. SR–FINRA–
2015–026]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Amendment
No. 1 and Order Granting Accelerated
Approval to a Proposed Rule Change,
as Modified by Amendment No. 1, To
Require an Indicator When a TRACE
Report Does Not Reflect a Commission
or Mark-up/Mark-down
October 16, 2015.
I. Introduction
On July 20, 2015, 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 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 a proposed rule
change to amend FINRA Rule 6730,
which governs the reporting of eligible
transactions to its Trade Reporting and
Compliance Engine (‘‘TRACE’’). The
proposed rule change was published for
comment in the Federal Register on
August 7, 2015.3 The Commission
received two comment letters on the
proposed rule change.4 On September
10, 2015, the Commission extended the
time to act on the proposal until
November 5, 2015.5 On October 6, 2015,
FINRA filed Amendment No. 1 to the
proposed rule change.6 The Commission
is publishing this Notice and Order to
solicit comment 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 Rule 6730 (Transaction
Reporting) sets forth the requirements
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 75588
(August 3, 2015), 80 FR 47546 (August 7, 2015)
(‘‘Notice’’).
4 See letter from Sean Davy, Managing Director,
SIFMA, to Elizabeth M. Murphy, Secretary,
Commission, dated August 27, 2015 (‘‘SIFMA
Letter’’); letter from Michael Nicholas, Chief
Executive Officer, Bond Dealers of America, to
Secretary, Commission, dated August 28, 2015
(‘‘BDA Letter’’).
5 See Securities Exchange Act Release No. 75875,
80 FR 55671 (September 16, 2015).
6 Amendment No. 1 revised the proposal to
include three exceptions to the requirement that
members append the ‘‘no remuneration’’ indicator
to trade reports that do not reflect either a
commission or mark-up/mark-down, for: (i) List or
Fixed Offering Price Transactions, (ii) Takedown
Transactions, and (iii) inter-dealer transactions.
Amendment No. 1 is available in the public
comment file for SR–FINRA–2015–026 on the
Commission’s Web site.
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applicable to members reporting
transactions in TRACE-Eligible
Securities,7 and provides the specific
items of information that must be
included in a TRACE trade report. Rules
6730(c) and (d) require a member firm
to report the commission (total dollar
amount) separately on the TRACE trade
report for an agency transaction. FINRA
combines the dollar amount that is
reported as the commission with the
amount that is reported in the price
field, and disseminates to the market
this aggregate amount as the
transaction’s price. For a principal
transaction, Rule 6730(d)(1) provides
that a firm must report a price that
includes the mark-up/mark-down, and
FINRA disseminates this price to the
market. FINRA notes that the goal of
these reporting requirements is to
provide investors and market
participants with pricing information
that better reflects comparable prices for
principal and agency trades in a
TRACE-Eligible Security.
FINRA believes that the pricing
information currently being
disseminated might be incomplete and
in some cases misleading, given that
disseminated prices on transactions that
do not include remuneration are not
distinguished from transactions that do
include a commission or mark-up/markdown. This proposal is designed to
provide more meaningful pricing
transparency through TRACE by
identifying any transaction where a
commission or mark-up/mark-down was
not charged or known at the time of
TRACE reporting.
The proposal amends Rule 6730 to
require a member firm to identify any
transactions for which a commission or
mark-up/mark-down is not reflected in
the TRACE trade report because the firm
does not charge, or does not know the
amount of, the commission or mark-up/
mark-down at the time of TRACE
reporting. For example, a firm might
assess a charge that is not transactionbased, as in the case of a ‘‘fee-based
account’’ where remuneration is based
upon assets under management (and
individual commissions or mark-ups/
mark-downs are not charged).8 Thus, for
such transactions, the price is not
inclusive of a commission or mark-up/
mark-down. In another case, a firm
might charge a commission or mark-up/
7 See FINRA Rule 6710 (defining ‘‘TRACEEligible Security’’). Most transactions reported to
TRACE are publicly disseminated immediately
upon receipt of a transaction report.
8 Another example of a fee structure that is not
transaction-based is where an alternative trading
system (‘‘ATS’’) charges subscribers a fixed fee for
unlimited trading each month. See Notice, 80 FR at
47547.
PO 00000
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Fmt 4703
Sfmt 4703
64039
mark-down, but might not know the
exact amount of that commission or
mark-up/mark-down at the time that the
TRACE transaction report is required to
be submitted because of their
remuneration structure (e.g., a firm
might not calculate a mark-up for a
transaction on a trade-by-trade basis, but
could nonetheless ultimately assess
transaction remuneration pursuant to a
monthly volume-based schedule).9 The
proposal requires a firm to identify all
such trades for which the firm does not
charge or does not know the amount of
the commission or mark-up/marketdown at the time of TRACE reporting.
In addition, if a firm does not charge
any remuneration associated with the
trade (in any form), it would be required
to identify the trade as one for which no
remuneration was assessed to the
transaction. FINRA will flag these
disseminated transactions as not being
inclusive of remuneration. Based on
current rules, the disseminated TRACE
feed will not explicitly distinguish
between agency and principal
transactions, and the ‘‘no remuneration’’
flag will apply to both principal and
agency transactions.
FINRA believes that, in addition to
improving transparency for
disseminated prices, this proposal will
enhance its regulatory audit trail and
surveillance patterns. With this
additional level of detail, surveillance
patterns should yield fewer false
positives regarding mark-up and best
execution surveillance, reduce
regulatory inquiries, and provide greater
focus for FINRA’s regulatory efforts.
FINRA has represented, for example,
that without the ‘‘no remuneration’’
designation FINRA’s surveillance
patterns for best execution might
generate alerts for transactions whose
prices reflect a commission or a markup as being outliers compared to
transactions whose prices do not reflect
a charge.10
FINRA plans to implement the
proposal on May 23, 2016.
III. Summary of Comments and
Amendment No. 1
As noted above, the Commission
received two comment letters on the
9 FINRA states that, as a practical matter, firms
have difficulty complying with the current TRACE
rules for these types of volume-based mark-up/
mark-down arrangements, since they are unable to
report accurately all the required information
related to the transaction on a timely basis and
would need to submit a cancel and replace to
update the pricing information. In some cases, this
information might not be known until the end of
the month. See id.
10 See Notice, 80 FR at 47548.
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64040
Federal Register / Vol. 80, No. 204 / Thursday, October 22, 2015 / Notices
proposal.11 The SIFMA Letter generally
supports the proposal. However, SIFMA
believes that the requirement to report
trades involving no remuneration
should be limited to customer trades
and should not apply to dealer-to-dealer
trades, consistent with SR–MSRB–
2015–02.12 The BDA Letter also
supports the proposal but recommends
that the proposed reporting requirement
extend only to customer trades,
consistent with MSRB Rule G–14.13 The
BDA Letter expresses concern with how
the proposed requirement would affect
smaller introducing dealers and dealers
already having difficulty with trade
reporting deadlines under current rules,
particularly if the requirement applies
to inter-dealer transactions.
In response to commenters’ concerns,
FINRA proposed in Amendment No. 1
to provide an exception to the proposed
‘‘no remuneration’’ requirement for
inter-dealer transactions. FINRA notes
that this change would further align the
proposal with the comparable MSRB
rule, as requested by the commenters.14
FINRA believes that, given that interdealer transactions typically do not
involve remuneration, excluding such
transactions from the requirement better
focuses the use of the indicator on the
types of transactions that would provide
the additional price transparency sought
by the proposal, which are transactions
between dealers and customers.
Also in Amendment No. 1, FINRA
proposed to add exceptions from the
‘‘no remuneration’’ indicator
requirement for List or Fixed Offering
Price Transactions, as defined in FINRA
Rule 6710(q), and Takedown
Transactions, as defined in FINRA Rule
6710(r). These transactions are not
currently subject to dissemination;
FINRA believes, therefore, that applying
the ‘‘no remuneration’’ indicator to
these transactions would not provide
additional transparency to the market.
IV. Discussion and Commission
Findings
After careful review of the proposal
and comments submitted, the
Commission finds that the proposal, as
11 See
supra note 4.
SIFMA Letter at 1. See also Securities
Exchange Act Release No. 75039 (May 22, 2015), 80
FR 31084 (June 1, 2015) (SR–MSRB–2015–02)
(approving an MSRB proposal to, among other
things, require dealers to include a new indicator
on their trade reports that would be disseminated
publicly to distinguish customer transactions that
do not include a dealer compensation component
and those that include a markup, mark-down, or a
commission) (‘‘MSRB Order’’).
13 See BDA Letter at 1.
14 The MSRB’s rule limits the use of its ‘‘nontransaction-based compensation arrangement
indicator’’ to transactions with customers. See
MSRB Order, 80 FR at 31085.
tkelley on DSK3SPTVN1PROD with NOTICES
12 See
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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.15 In particular,
the Commission finds that the proposed
rule change is consistent with Section
15A(b)(6) of the Act,16 which requires,
among other things, that FINRA’s 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
Commission also finds the proposal
consistent with Section 15A(b)(9) of the
Act,17 which requires that FINRA’s rules
not impose any burden on competition
that is not necessary or appropriate in
furtherance of the purposes of the Act.
The Commission notes that it previously
has approved a similar proposed rule
change of the MSRB.18
The Commission believes that the
proposed rule change is reasonably
designed to improve transparency of
disseminated TRACE trade reports by
requiring firms to indicate when the
trade report does not include a
commission or mark-up/mark-down.
Use of a ‘‘no remuneration’’ indicator
will make investors better able to assess
disseminated transaction prices. Finally,
the Commission believes that it is
reasonable and consistent with the Act
for FINRA to provide exceptions to this
requirement for inter-dealer
transactions, which do not typically
have remuneration, and for List or Fixed
Offering Price and Takedown
Transactions, for which there currently
is no TRACE dissemination of the
transaction information.
Therefore, the Commission finds that
the proposed rule change, as modified
by Amendment No. 1, is consistent with
the Act.
V. Accelerated Approval of Proposal, as
Modified by Amendment No. 1
The Commission finds good cause,
pursuant to Section 19(b)(2) of the
Exchange Act 19 for approving the
proposal, as modified by Amendment
No. 1, prior to the 30th day after
publication of Amendment No. 1 in the
Federal Register.
Amendment No. 1 revised the
proposal to include limited exceptions
to the proposed ‘‘no remuneration’’
indicator requirement. The Commission
15 In approving this proposed rule change, the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
16 15 U.S.C. 78o–3(b)(6).
17 15 U.S.C. 78o–3(b)(9).
18 See MSRB Order, 80 FR at 31086–87.
19 See 15 U.S.C. 78s(b)(2).
PO 00000
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Fmt 4703
Sfmt 4703
believes that Amendment No. 1 does not
raise any novel regulatory issues
because these exceptions are measured
and do not appear to impose any undue
burdens on affected persons.
Accordingly, the Commission finds
that good cause exists to approve the
proposal, as modified by Amendment
No. 1, on an accelerated basis.
VI. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether Amendment No. 1 to
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–2015–026 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–2015–026. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
offices of FINRA. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
E:\FR\FM\22OCN1.SGM
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Federal Register / Vol. 80, No. 204 / Thursday, October 22, 2015 / Notices
should refer to File Number SR–FINRA–
2015–026, and should be submitted on
or before November 12, 2015.
VII. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,20 that the
proposed rule change (SR–FINRA–
2015–026), 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.21
Brent J. Fields,
Secretary.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[FR Doc. 2015–26808 Filed 10–21–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76177; File No. SR–ISE–
2015–31]
Self-Regulatory Organizations;
International Securities Exchange,
LLC; Notice of Filing and Immediate
Effectiveness of Proposed Rule
Change To Amend the Schedule of
Fees
October 16, 2015.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on October
1, 2015, the International Securities
Exchange, LLC (the ‘‘Exchange’’ or the
‘‘ISE’’) 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 selfregulatory organization. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
tkelley on DSK3SPTVN1PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The ISE proposes to amend language
in the Schedule of Fees related to
excluding days from its average daily
volume calculations when the market is
not open for the entire trading day. The
text of the proposed rule change is
available on the Exchange’s Web site
(https://www.ise.com), at the principal
office of the Exchange, and at the
Commission’s Public Reference Room.
20 15
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
115 U.S.C.78s(b)(1)
217 CFR 240.19b–4.
21 17
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18:05 Oct 21, 2015
Jkt 238001
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of these statements may be examined at
the places specified in Item IV below.
The self-regulatory organization has
prepared summaries, set forth in
sections A, B and C below, of the most
significant aspects of such statements.
1. Purpose
Currently, for purposes of
determining a member’s average daily
volume (‘‘ADV’’), any day that the
regular or complex order books are not
open for the entire trading day may be
excluded from such calculation. The
Exchange proposes to amend language
in the Schedule of Fees related to
excluding days from the ADV
calculations used to determine
applicable fee and rebate tiers.
Specifically, the Exchange proposes to
permit days to be excluded from its
ADV calculations where the Exchange is
technically open for the entire trading
day, but has instructed members to
route away due to a systems or other
error that ultimately does not impact
trading on the Exchange. Currently, the
Exchange’s ability to remove days from
its ADV calculations is limited to days
where the market is not open for the
entire trading day. This allows the
Exchange to exclude days, for example,
where the Exchange declares a trading
halt in all securities, honors a marketwide trading halt declared by another
market, or closes early for holiday
observance. Because these days
generally have artificially lower trading
volume, the Exchange believes that it is
reasonable and equitable to not include
such days in determining fee and rebate
tiers. The Exchange notes, however, that
if it has a systems issue in the morning
before the market opens, it may instruct
members to route away to other markets.
If the systems issue continues into
trading hours, the Exchange is permitted
to exclude the day for all members that
would have a lower ADV with the day
included. If, however, the systems issue
is resolved prior to the opening of
trading, the Exchange is not permitted
to exclude the day from its ADV
calculations. This is the case regardless
PO 00000
Frm 00085
Fmt 4703
Sfmt 4703
64041
of the fact that many members would
have already made arrangements to
route away in accordance with the
Exchange’s instructions. To prevent this
undesirable result, and preserve the
Exchange’s intent behind adopting
volume-based pricing, the Exchange
proposes to allow days to be excluded
from its ADV calculation whenever all
members are instructed, in writing, to
route their orders to other markets.
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
the provisions of Section 6 of the Act,3
in general, and Section 6(b)(4) of the
Act,4 in particular, in that it is designed
to provide for the equitable allocation of
reasonable dues, fees, and other charges
among its members and other persons
using its facilities. The Exchange
believes that it is reasonable and
equitable to exclude a day from its ADV
calculations when members are
instructed to route their orders to other
markets as this preserves the Exchange’s
intent behind adopting volume-based
pricing, and avoids penalizing members
that follow this instruction. Without this
change, members that route away in
accordance with the Exchange’s
instructions may be negatively
impacted, resulting in an effective cost
increase for those members. The
Exchange further believes that the
proposed rule change is not unfairly
discriminatory because it applies
equally to all members and ADV
calculations. As is the Exchange’s
current practice, the Exchange will
inform members of any day to be
excluded from its ADV calculations by
sending members a notice and posting
such notice on the Exchange’s Web site.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
In accordance with Section 6(b)(8) of
the Act,5 the Exchange does not believe
that the proposed rule change will
impose any burden on intermarket or
intramarket competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange believes that the proposed
modifications to its ADV calculation are
pro-competitive and will result in lower
total costs to end users, a positive
outcome of competitive markets. The
Exchange operates in a highly
competitive market in which market
participants can readily direct their
order flow to competing venues. In such
an environment, the Exchange must
315
U.S.C. 78f.
U.S.C. 78f(b)(4).
5 15 U.S.C. 78f(b)(8).
415
E:\FR\FM\22OCN1.SGM
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Agencies
[Federal Register Volume 80, Number 204 (Thursday, October 22, 2015)]
[Notices]
[Pages 64039-64041]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-26808]
[[Page 64039]]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76176; File No. SR-FINRA-2015-026]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Notice of Amendment No. 1 and Order Granting
Accelerated Approval to a Proposed Rule Change, as Modified by
Amendment No. 1, To Require an Indicator When a TRACE Report Does Not
Reflect a Commission or Mark-up/Mark-down
October 16, 2015.
I. Introduction
On July 20, 2015, 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 (``Act'') \1\ and Rule 19b-4 thereunder,\2\ a
proposed rule change to amend FINRA Rule 6730, which governs the
reporting of eligible transactions to its Trade Reporting and
Compliance Engine (``TRACE''). The proposed rule change was published
for comment in the Federal Register on August 7, 2015.\3\ The
Commission received two comment letters on the proposed rule change.\4\
On September 10, 2015, the Commission extended the time to act on the
proposal until November 5, 2015.\5\ On October 6, 2015, FINRA filed
Amendment No. 1 to the proposed rule change.\6\ The Commission is
publishing this Notice and Order to solicit comment on Amendment No. 1
and to approve the proposed rule change, as modified by Amendment No.
1, on an accelerated basis.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 75588 (August 3,
2015), 80 FR 47546 (August 7, 2015) (``Notice'').
\4\ See letter from Sean Davy, Managing Director, SIFMA, to
Elizabeth M. Murphy, Secretary, Commission, dated August 27, 2015
(``SIFMA Letter''); letter from Michael Nicholas, Chief Executive
Officer, Bond Dealers of America, to Secretary, Commission, dated
August 28, 2015 (``BDA Letter'').
\5\ See Securities Exchange Act Release No. 75875, 80 FR 55671
(September 16, 2015).
\6\ Amendment No. 1 revised the proposal to include three
exceptions to the requirement that members append the ``no
remuneration'' indicator to trade reports that do not reflect either
a commission or mark-up/mark-down, for: (i) List or Fixed Offering
Price Transactions, (ii) Takedown Transactions, and (iii) inter-
dealer transactions. Amendment No. 1 is available in the public
comment file for SR-FINRA-2015-026 on the Commission's Web site.
---------------------------------------------------------------------------
II. Description of the Proposal
FINRA Rule 6730 (Transaction Reporting) sets forth the requirements
applicable to members reporting transactions in TRACE-Eligible
Securities,\7\ and provides the specific items of information that must
be included in a TRACE trade report. Rules 6730(c) and (d) require a
member firm to report the commission (total dollar amount) separately
on the TRACE trade report for an agency transaction. FINRA combines the
dollar amount that is reported as the commission with the amount that
is reported in the price field, and disseminates to the market this
aggregate amount as the transaction's price. For a principal
transaction, Rule 6730(d)(1) provides that a firm must report a price
that includes the mark-up/mark-down, and FINRA disseminates this price
to the market. FINRA notes that the goal of these reporting
requirements is to provide investors and market participants with
pricing information that better reflects comparable prices for
principal and agency trades in a TRACE-Eligible Security.
---------------------------------------------------------------------------
\7\ See FINRA Rule 6710 (defining ``TRACE-Eligible Security'').
Most transactions reported to TRACE are publicly disseminated
immediately upon receipt of a transaction report.
---------------------------------------------------------------------------
FINRA believes that the pricing information currently being
disseminated might be incomplete and in some cases misleading, given
that disseminated prices on transactions that do not include
remuneration are not distinguished from transactions that do include a
commission or mark-up/mark-down. This proposal is designed to provide
more meaningful pricing transparency through TRACE by identifying any
transaction where a commission or mark-up/mark-down was not charged or
known at the time of TRACE reporting.
The proposal amends Rule 6730 to require a member firm to identify
any transactions for which a commission or mark-up/mark-down is not
reflected in the TRACE trade report because the firm does not charge,
or does not know the amount of, the commission or mark-up/mark-down at
the time of TRACE reporting. For example, a firm might assess a charge
that is not transaction-based, as in the case of a ``fee-based
account'' where remuneration is based upon assets under management (and
individual commissions or mark-ups/mark-downs are not charged).\8\
Thus, for such transactions, the price is not inclusive of a commission
or mark-up/mark-down. In another case, a firm might charge a commission
or mark-up/mark-down, but might not know the exact amount of that
commission or mark-up/mark-down at the time that the TRACE transaction
report is required to be submitted because of their remuneration
structure (e.g., a firm might not calculate a mark-up for a transaction
on a trade-by-trade basis, but could nonetheless ultimately assess
transaction remuneration pursuant to a monthly volume-based
schedule).\9\ The proposal requires a firm to identify all such trades
for which the firm does not charge or does not know the amount of the
commission or mark-up/market-down at the time of TRACE reporting. In
addition, if a firm does not charge any remuneration associated with
the trade (in any form), it would be required to identify the trade as
one for which no remuneration was assessed to the transaction. FINRA
will flag these disseminated transactions as not being inclusive of
remuneration. Based on current rules, the disseminated TRACE feed will
not explicitly distinguish between agency and principal transactions,
and the ``no remuneration'' flag will apply to both principal and
agency transactions.
---------------------------------------------------------------------------
\8\ Another example of a fee structure that is not transaction-
based is where an alternative trading system (``ATS'') charges
subscribers a fixed fee for unlimited trading each month. See
Notice, 80 FR at 47547.
\9\ FINRA states that, as a practical matter, firms have
difficulty complying with the current TRACE rules for these types of
volume-based mark-up/mark-down arrangements, since they are unable
to report accurately all the required information related to the
transaction on a timely basis and would need to submit a cancel and
replace to update the pricing information. In some cases, this
information might not be known until the end of the month. See id.
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FINRA believes that, in addition to improving transparency for
disseminated prices, this proposal will enhance its regulatory audit
trail and surveillance patterns. With this additional level of detail,
surveillance patterns should yield fewer false positives regarding
mark-up and best execution surveillance, reduce regulatory inquiries,
and provide greater focus for FINRA's regulatory efforts. FINRA has
represented, for example, that without the ``no remuneration''
designation FINRA's surveillance patterns for best execution might
generate alerts for transactions whose prices reflect a commission or a
mark-up as being outliers compared to transactions whose prices do not
reflect a charge.\10\
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\10\ See Notice, 80 FR at 47548.
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FINRA plans to implement the proposal on May 23, 2016.
III. Summary of Comments and Amendment No. 1
As noted above, the Commission received two comment letters on the
[[Page 64040]]
proposal.\11\ The SIFMA Letter generally supports the proposal.
However, SIFMA believes that the requirement to report trades involving
no remuneration should be limited to customer trades and should not
apply to dealer-to-dealer trades, consistent with SR-MSRB-2015-02.\12\
The BDA Letter also supports the proposal but recommends that the
proposed reporting requirement extend only to customer trades,
consistent with MSRB Rule G-14.\13\ The BDA Letter expresses concern
with how the proposed requirement would affect smaller introducing
dealers and dealers already having difficulty with trade reporting
deadlines under current rules, particularly if the requirement applies
to inter-dealer transactions.
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\11\ See supra note 4.
\12\ See SIFMA Letter at 1. See also Securities Exchange Act
Release No. 75039 (May 22, 2015), 80 FR 31084 (June 1, 2015) (SR-
MSRB-2015-02) (approving an MSRB proposal to, among other things,
require dealers to include a new indicator on their trade reports
that would be disseminated publicly to distinguish customer
transactions that do not include a dealer compensation component and
those that include a markup, mark-down, or a commission) (``MSRB
Order'').
\13\ See BDA Letter at 1.
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In response to commenters' concerns, FINRA proposed in Amendment
No. 1 to provide an exception to the proposed ``no remuneration''
requirement for inter-dealer transactions. FINRA notes that this change
would further align the proposal with the comparable MSRB rule, as
requested by the commenters.\14\ FINRA believes that, given that inter-
dealer transactions typically do not involve remuneration, excluding
such transactions from the requirement better focuses the use of the
indicator on the types of transactions that would provide the
additional price transparency sought by the proposal, which are
transactions between dealers and customers.
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\14\ The MSRB's rule limits the use of its ``non-transaction-
based compensation arrangement indicator'' to transactions with
customers. See MSRB Order, 80 FR at 31085.
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Also in Amendment No. 1, FINRA proposed to add exceptions from the
``no remuneration'' indicator requirement for List or Fixed Offering
Price Transactions, as defined in FINRA Rule 6710(q), and Takedown
Transactions, as defined in FINRA Rule 6710(r). These transactions are
not currently subject to dissemination; FINRA believes, therefore, that
applying the ``no remuneration'' indicator to these transactions would
not provide additional transparency to the market.
IV. Discussion and Commission Findings
After careful review of the proposal and comments submitted, the
Commission finds that the proposal, 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.\15\ In particular, the Commission finds that the proposed
rule change is consistent with Section 15A(b)(6) of the Act,\16\ which
requires, among other things, that FINRA's 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 Commission also finds the proposal
consistent with Section 15A(b)(9) of the Act,\17\ which requires that
FINRA's rules not impose any burden on competition that is not
necessary or appropriate in furtherance of the purposes of the Act. The
Commission notes that it previously has approved a similar proposed
rule change of the MSRB.\18\
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\15\ In approving this proposed rule change, the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
\16\ 15 U.S.C. 78o-3(b)(6).
\17\ 15 U.S.C. 78o-3(b)(9).
\18\ See MSRB Order, 80 FR at 31086-87.
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The Commission believes that the proposed rule change is reasonably
designed to improve transparency of disseminated TRACE trade reports by
requiring firms to indicate when the trade report does not include a
commission or mark-up/mark-down. Use of a ``no remuneration'' indicator
will make investors better able to assess disseminated transaction
prices. Finally, the Commission believes that it is reasonable and
consistent with the Act for FINRA to provide exceptions to this
requirement for inter-dealer transactions, which do not typically have
remuneration, and for List or Fixed Offering Price and Takedown
Transactions, for which there currently is no TRACE dissemination of
the transaction information.
Therefore, the Commission finds that the proposed rule change, as
modified by Amendment No. 1, is consistent with the Act.
V. Accelerated Approval of Proposal, as Modified by Amendment No. 1
The Commission finds good cause, pursuant to Section 19(b)(2) of
the Exchange Act \19\ for approving the proposal, as modified by
Amendment No. 1, prior to the 30th day after publication of Amendment
No. 1 in the Federal Register.
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\19\ See 15 U.S.C. 78s(b)(2).
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Amendment No. 1 revised the proposal to include limited exceptions
to the proposed ``no remuneration'' indicator requirement. The
Commission believes that Amendment No. 1 does not raise any novel
regulatory issues because these exceptions are measured and do not
appear to impose any undue burdens on affected persons.
Accordingly, the Commission finds that good cause exists to approve
the proposal, as modified by Amendment No. 1, on an accelerated basis.
VI. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether Amendment No. 1
to 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-2015-026 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-2015-026. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549 on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal offices of FINRA. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions
[[Page 64041]]
should refer to File Number SR-FINRA-2015-026, and should be submitted
on or before November 12, 2015.
VII. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\20\ that the proposed rule change (SR-FINRA-2015-026), as modified
by Amendment No. 1, be, and hereby is, approved on an accelerated
basis.
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\20\ 15 U.S.C. 78s(b)(2).
\21\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\21\
Brent J. Fields,
Secretary.
[FR Doc. 2015-26808 Filed 10-21-15; 8:45 am]
BILLING CODE 8011-01-P