Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Modify Chapter XV, Entitled “Options Pricing,” at Section 2 Governing Pricing for NASDAQ Members, 70282-70284 [2015-28810]
Download as PDF
70282
Federal Register / Vol. 80, No. 219 / Friday, November 13, 2015 / Notices
trading platform earns reflects the
revenues it receives from both products
and the joint costs it incurs. Moreover,
the operation of the exchange is
characterized by high fixed costs and
low marginal costs. This cost structure
is common in content and content
distribution industries such as software,
where developing new software
typically requires a large initial
investment (and continuing large
investments to upgrade the software),
but once the software is developed, the
incremental cost of providing that
software to an additional user is
typically small, or even zero (e.g., if the
software can be downloaded over the
internet after being purchased).19 In
NASDAQ’s case, it is costly to build and
maintain a trading platform, but the
incremental cost of trading each
additional share on an existing platform,
or distributing an additional instance of
data, is very low. Market information
and executions are each produced
jointly (in the sense that the activities of
trading and placing orders are the
source of the information that is
distributed) and are each subject to
significant scale economies. In such
cases, marginal cost pricing is not
feasible because if all sales were priced
at the margin, NASDAQ would be
unable to defray its platform costs of
providing the joint products. Similarly,
data products cannot make use of TRF
trade reports without the raw material of
the trade reports themselves, and
therefore necessitate the costs of
operating, regulating,20 and maintaining
a trade reporting system, costs that must
be covered through the fees charged for
use of the facility and sales of associated
data.
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.
jstallworth on DSK7TPTVN1PROD with NOTICES
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Pursuant to Section 19(b)(3)(A)(ii) of
the Act,21 the Exchange has designated
this proposal as establishing or changing
a due, fee, or other charge imposed on
any person, whether or not the person
19 See William J. Baumol and Daniel G. Swanson,
‘‘The New Economy and Ubiquitous Competitive
Price Discrimination: Identifying Defensible Criteria
of Market Power,’’ Antitrust Law Journal, Vol. 70,
No. 3 (2003).
20 It should be noted that the costs of operating
the FINRA/NASDAQ TRF borne by NASDAQ
include regulatory charges paid by NASDAQ to
FINRA.
21 15 U.S.C. 78s(b)(3)(A)(ii).
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15:03 Nov 12, 2015
Jkt 238001
is a member of the self-regulatory
organization, which renders the
proposed rule change effective upon
filing.
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
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–BX–2015–063 and should
be submitted on or before December 4,
2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–28807 Filed 11–12–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76386; File No. SR–
NASDAQ–2015–128]
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–
BX–2015–063 on the subject line.
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Modify
Chapter XV, Entitled ‘‘Options
Pricing,’’ at Section 2 Governing
Pricing for NASDAQ Members
Paper comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC
All submissions should refer to File
Number SR–BX–2015–063. 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
November 6, 2015.
PO 00000
Frm 00099
Fmt 4703
Sfmt 4703
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 October
27, 2015, The NASDAQ Stock Market
LLC (‘‘Nasdaq’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
the proposed rule change as described
in Items I, II, and III below, which Items
have been prepared by 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
Exchange’s transaction fees at Chapter
XV, Section 2 entitled ‘‘NASDAQ
Options Market—Fees and Rebates,’’
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 these amendments are effective
upon filing, the Exchange has
22 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
E:\FR\FM\13NON1.SGM
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Federal Register / Vol. 80, No. 219 / Friday, November 13, 2015 / Notices
designated the proposed amendments to
be operative on November 2, 2015.
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.
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
jstallworth on DSK7TPTVN1PROD with NOTICES
1. Purpose
The Exchange proposes the following
change to the NOM transaction fees set
forth at Chapter XV, Section 2 for
executing and routing standardized
equity and index options under the
Penny Pilot 3 options program.
3 The Penny Pilot was established in March 2008
and has since been expanded and extended through
June 30, 2016. See Securities Exchange Act Release
Nos. 57579 (March 28, 2008), 73 FR 18587 (April
4, 2008) (SR–NASDAQ–2008–026) (notice of filing
and immediate effectiveness establishing Penny
Pilot); 60874 (October 23, 2009), 74 FR 56682
(November 2, 2009)(SR–NASDAQ–2009–091)
(notice of filing and immediate effectiveness
expanding and extending Penny Pilot); 60965
(November 9, 2009), 74 FR 59292 (November 17,
2009)(SR–NASDAQ–2009–097) (notice of filing and
immediate effectiveness adding seventy-five classes
to Penny Pilot); 61455 (February 1, 2010), 75 FR
6239 (February 8, 2010) (SR–NASDAQ–2010–013)
(notice of filing and immediate effectiveness adding
seventy-five classes to Penny Pilot); 62029 (May 4,
2010), 75 FR 25895 (May 10, 2010) (SR–NASDAQ–
2010–053) (notice of filing and immediate
effectiveness adding seventy-five classes to Penny
Pilot); 65969 (December 15, 2011), 76 FR 79268
(December 21, 2011) (SR–NASDAQ–2011–169)
(notice of filing and immediate effectiveness [sic]
extension and replacement of Penny Pilot); 67325
(June 29, 2012), 77 FR 40127 (July 6, 2012) (SR–
NASDAQ–2012–075) (notice of filing and
immediate effectiveness and extension and
replacement of Penny Pilot through December 31,
2012); 68519 (December 21, 2012), 78 FR 136
(January 2, 2013) (SR–NASDAQ–2012–143) (notice
of filing and immediate effectiveness and extension
and replacement of Penny Pilot through June 30,
2013); 69787 (June 18, 2013), 78 FR 37858 (June 24,
2013) (SR–NASDAQ–2013–082) (notice of filing
and immediate effectiveness and extension and
replacement of Penny Pilot through December 31,
2013); 71105 (December 17, 2013), 78 FR 77530
(December 23, 2013) (SR–NASDAQ–2013–154)
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15:03 Nov 12, 2015
Jkt 238001
The proposed change is as follows:
Fees for Removing Liquidity in Penny
Pilot Options: the Exchange proposes to:
1. Increase the Customer 4 Fee for
Removing Liquidity in Penny Pilot
Options from $0.48 to $0.50 per
contract.
This rule change is described in
greater detail below.
Customer Fee for Removing Liquidity in
Penny Pilot Options
The Exchange proposes, beginning
November 2, 2015, to increase the
Customer Fee for Removing Liquidity in
Penny Pilot Options from $0.48 per
contract to $0.50 per contract. The
Exchange notes that the Fees for
Removing Liquidity for other
Participants in Penny Pilot Options will
remain the same.5
The purpose of the proposed fee
change is to increase the transaction fee
for Customers to the same fee level that
is assessed today to Professionals,6
Firms,7 NOM Market Makers,8 NonNOM Market Makers 9 and Broker(notice of filing and immediate effectiveness and
extension and replacement of Penny Pilot through
June 30, 2014); 79 FR 31151 [sic] (May 23, 2014),
79 FR 31151 (May 30, 2014) (SR–NASDAQ–2014–
056) (notice of filing and immediate effectiveness
and extension and replacement of Penny Pilot
through December 31, 2014); 73686 (December 2,
2014), 79 FR 71477 (November 25, 2014) (SR–
NASDAQ–2014–115) (notice of filing and
immediate effectiveness and extension and
replacement of Penny Pilot through June 30, 2015)
and 75283 (June 24, 2015), 80 FR 37347 (June 30,
2015) (SR–NASDAQ–2015–063) (Notice of Filing
and Immediate Effectiveness of a Proposed Rule
Change Relating to Extension of the Exchange’s
Penny Pilot Program and Replacement of Penny
Pilot Issues That Have Been Delisted.) See also
NOM Rules, Chapter VI, Section 5.
4 The term ‘‘Customer’’ applies to any transaction
that is identified by a Participant for clearing in the
Customer range at The Options Clearing
Corporation (‘‘OCC’’) which is not for the account
of [sic] broker or dealer or for the account of a
‘‘Professional’’ (as that term is defined in Chapter
I, Section 1(a)(48)).
5 Non-Customers will continue to be assessed a
$0.50 per contract Fee for Removing Liquidity in
Penny Pilot Options.
6 The term ‘‘Professional’’ means any person or
entity that (i) is not a broker or dealer in securities,
and (ii) places more than 390 orders in listed
options per day on average during a calendar month
for its own beneficial account(s) pursuant to
Chapter I, Section 1(a)(48). All Professional orders
shall be appropriately marked by Participants.
7 The term ‘‘Firm’’ or (‘‘F’’) applies to any
transaction that is identified by a Participant for
clearing in the Firm range at OCC.
8 The term ‘‘NOM Market Maker’’ or (‘‘M’’) is a
Participant that has registered as a Market Maker on
NOM pursuant to Chapter VII, Section 2, and must
also remain in good standing pursuant to Chapter
VII, Section 4. In order to receive NOM Market
Maker pricing in all securities, the Participant must
be registered as a NOM Market Maker in at least one
security.
9 The term ‘‘Non-NOM Market Maker’’ or (‘‘O’’) is
a registered market maker on another options
exchange that is not a NOM Market Maker. A NonNOM Market Maker must append the proper Non-
PO 00000
Frm 00100
Fmt 4703
Sfmt 4703
70283
Dealers.10 With this proposal all market
participants will be assessed the same
Fee for Removing Liquidity in Penny
Pilot Options of $0.50 per contract.
Despite the increase, the Exchange
believes that Customers will continue to
send order flow to NOM.
2. Statutory Basis
NASDAQ believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,11 in
general, and with Section 6(b)(4) and
6(b)(5) of the Act,12 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.
Customer Fee for Removing Liquidity in
Penny Pilot Options
The Exchange’s proposal to increase
the Customer Fee for Removing
Liquidity in Penny Pilot Options from
$0.48 per contract to $0.50 is reasonable
because all other market participants are
currently assessed a fee of $0.50 per
contract today. The Exchange’s increase
would result in all market participants
being assessed the same Fee for
Removing Liquidity in Penny Pilot
Options.
The Exchange’s proposal to increase
the Customer Fee for Removing
Liquidity in Penny Pilot Options from
$0.48 per contract to $0.50 is equitable
and not unfairly discriminatory because
all market participants would be
uniformly assessed the same rate of
$0.50 per contract.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange’s proposal to increase the
Customer Fee for Removing Liquidity in
Penny Pilot Options from $0.48 per
contract to $0.50 will result in all
market participants being uniformly
assessed the same fee for transactions in
Penny Pilot Options.
The Exchange notes that it operates in
a highly competitive market in which
NOM Market Maker designation to orders routed to
NOM.
10 The term ‘‘Broker-Dealer’’ or (‘‘B’’) applies to
any transaction which is not subject to any of the
other transaction fees applicable within a particular
category.
11 15 U.S.C. 78f.
12 15 U.S.C. 78f(b)(4) and (5).
E:\FR\FM\13NON1.SGM
13NON1
70284
Federal Register / Vol. 80, No. 219 / Friday, November 13, 2015 / Notices
market participants can readily favor
competing venues if they deem fee
levels at a particular venue to be
excessive. In such an environment, the
Exchange must continually adjust its
fees to remain competitive with other
exchanges and to attract order flow. The
Exchange believes that the proposal
reflects this competitive environment.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
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.13
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:
jstallworth on DSK7TPTVN1PROD 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–2015–128 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–2015–128. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml).
Copies of the submission, all
subsequent amendments, all written
statements with respect to the proposed
rule change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of 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–2015–128 and should be
submitted on or before December 4,
2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015–28810 Filed 11–12–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76382; File No. 4–657]
Order Granting Exemption From
Compliance With the National Market
System Plan To Implement a Tick Size
Pilot Program
November 6, 2015.
I. Introduction
Pursuant to Rule 608(e) 1 under the
Securities Exchange Act of 1934
(‘‘Exchange Act’’), the Securities and
Exchange Commission (‘‘Commission’’)
may exempt from compliance with the
provisions of Rule 608, either
unconditionally or on specified terms
and conditions, any self-regulatory
organization, member thereof, or
specified security, if the Commission
determines that such exemption is
consistent with the public interest, the
protection of investors, the maintenance
14 17
13 15
U.S.C. 78s(b)(3)(A)(ii).
VerDate Sep<11>2014
15:03 Nov 12, 2015
1 17
Jkt 238001
PO 00000
CFR 200.30–3(a)(12).
CFR 242.608(e).
Frm 00101
Fmt 4703
Sfmt 4703
of fair and orderly markets and the
removal of impediments to, and
perfection of the mechanisms of, a
national market system. As discussed
below, the Commission is exercising its
authority under Rule 608(e) to exempt
BATS Exchange, Inc., BATS YExchange, Inc., Chicago Stock Exchange,
Inc., EDGA Exchange, Inc., EDGX
Exchange, Inc., Financial Industry
Regulatory Authority, Inc. (‘‘FINRA’’),
NASDAQ OMX BX, Inc., NASDAQ
OMX PHLX LLC, the Nasdaq Stock
Market LLC, New York Stock Exchange
LLC (‘‘NYSE’’), NYSE MKT LLC, and
NYSE Arca, Inc., (collectively ‘‘SROs’’
or ‘‘Participants’’), from implementing
the Plan to Implement a Tick Size Pilot
Program (‘‘Tick Size Pilot’’) until
October 3, 2016.
II. Background
On May 6, 2015, the Commission
approved the Tick Size Pilot and
provided that the Tick Size Pilot be
implemented within one year after the
publication of the order.2 The Tick Size
Pilot will have a two-year duration
(‘‘Pilot Period’’),3 and will include
exchange-listed common stocks that
have the following characteristics: (1) A
market capitalization of less than $3
billion; (2) a closing price of at least $2
per share on the last day of the
measurement period (and a closing
price of not less than $1.50 per share
during the measurement period); (3) a
consolidated average daily volume of
one million shares or less; and (4) a
volume-weighted average price of at
least $2 per share (‘‘Pilot Securities’’).
The Pilot Securities will be divided
into one control group and three test
groups. There will be 400 Pilot
Securities per test group and the
remaining Pilot Securities will be
assigned to the control group. Test
Group One Pilot Securities will quote in
$0.05 per share increments and will
trade at any currently permitted
increment. Test Group Two Pilot
Securities will quote in $0.05 per share
increments like those in Test Group
One, but will only be permitted to trade
in $0.05 per share increments, subject to
certain exceptions.4 Finally, Test Group
2 Securities Exchange Act Release No. 74892 (May
6, 2015), 80 FR 27514 (May 13, 2015).
3 The term Pilot Period means the operative
period of the Tick Size Pilot, lasting two years from
the date of implementation. See Section I.U of the
Tick Size Pilot at 80 FR 27547.
4 First, executions will be able to at the midpoint
between the national (or protected) best bid and the
national (or protected) best offer; second, orders
involving retail investor orders will be able to trade
with price improvement of at least $0.005 per share;
and third, negotiated trades (such as a volumeweighted average price trade or a time-weighted
average price trade) will be able to trade outside of
the $0.05 increment.
E:\FR\FM\13NON1.SGM
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Agencies
[Federal Register Volume 80, Number 219 (Friday, November 13, 2015)]
[Notices]
[Pages 70282-70284]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-28810]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76386; File No. SR-NASDAQ-2015-128]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Modify Chapter XV, Entitled ``Options Pricing,'' at Section 2 Governing
Pricing for NASDAQ Members
November 6, 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 October 27, 2015, The NASDAQ Stock Market LLC (``Nasdaq'' or
``Exchange'') filed with the Securities and Exchange Commission
(``SEC'' or ``Commission'') the proposed rule change as described in
Items I, II, and III below, which Items have been prepared by the
Exchange. 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
The Exchange proposes to amend the Exchange's transaction fees at
Chapter XV, Section 2 entitled ``NASDAQ Options Market--Fees and
Rebates,'' 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 these amendments are effective upon filing, the Exchange has
[[Page 70283]]
designated the proposed amendments to be operative on November 2, 2015.
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.
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 proposes the following change to the NOM transaction
fees set forth at Chapter XV, Section 2 for executing and routing
standardized equity and index options under the Penny Pilot \3\ options
program.
---------------------------------------------------------------------------
\3\ The Penny Pilot was established in March 2008 and has since
been expanded and extended through June 30, 2016. See Securities
Exchange Act Release Nos. 57579 (March 28, 2008), 73 FR 18587 (April
4, 2008) (SR-NASDAQ-2008-026) (notice of filing and immediate
effectiveness establishing Penny Pilot); 60874 (October 23, 2009),
74 FR 56682 (November 2, 2009)(SR-NASDAQ-2009-091) (notice of filing
and immediate effectiveness expanding and extending Penny Pilot);
60965 (November 9, 2009), 74 FR 59292 (November 17, 2009)(SR-NASDAQ-
2009-097) (notice of filing and immediate effectiveness adding
seventy-five classes to Penny Pilot); 61455 (February 1, 2010), 75
FR 6239 (February 8, 2010) (SR-NASDAQ-2010-013) (notice of filing
and immediate effectiveness adding seventy-five classes to Penny
Pilot); 62029 (May 4, 2010), 75 FR 25895 (May 10, 2010) (SR-NASDAQ-
2010-053) (notice of filing and immediate effectiveness adding
seventy-five classes to Penny Pilot); 65969 (December 15, 2011), 76
FR 79268 (December 21, 2011) (SR-NASDAQ-2011-169) (notice of filing
and immediate effectiveness [sic] extension and replacement of Penny
Pilot); 67325 (June 29, 2012), 77 FR 40127 (July 6, 2012) (SR-
NASDAQ-2012-075) (notice of filing and immediate effectiveness and
extension and replacement of Penny Pilot through December 31, 2012);
68519 (December 21, 2012), 78 FR 136 (January 2, 2013) (SR-NASDAQ-
2012-143) (notice of filing and immediate effectiveness and
extension and replacement of Penny Pilot through June 30, 2013);
69787 (June 18, 2013), 78 FR 37858 (June 24, 2013) (SR-NASDAQ-2013-
082) (notice of filing and immediate effectiveness and extension and
replacement of Penny Pilot through December 31, 2013); 71105
(December 17, 2013), 78 FR 77530 (December 23, 2013) (SR-NASDAQ-
2013-154) (notice of filing and immediate effectiveness and
extension and replacement of Penny Pilot through June 30, 2014); 79
FR 31151 [sic] (May 23, 2014), 79 FR 31151 (May 30, 2014) (SR-
NASDAQ-2014-056) (notice of filing and immediate effectiveness and
extension and replacement of Penny Pilot through December 31, 2014);
73686 (December 2, 2014), 79 FR 71477 (November 25, 2014) (SR-
NASDAQ-2014-115) (notice of filing and immediate effectiveness and
extension and replacement of Penny Pilot through June 30, 2015) and
75283 (June 24, 2015), 80 FR 37347 (June 30, 2015) (SR-NASDAQ-2015-
063) (Notice of Filing and Immediate Effectiveness of a Proposed
Rule Change Relating to Extension of the Exchange's Penny Pilot
Program and Replacement of Penny Pilot Issues That Have Been
Delisted.) See also NOM Rules, Chapter VI, Section 5.
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The proposed change is as follows:
Fees for Removing Liquidity in Penny Pilot Options: the Exchange
proposes to:
1. Increase the Customer \4\ Fee for Removing Liquidity in Penny
Pilot Options from $0.48 to $0.50 per contract.
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\4\ The term ``Customer'' applies to any transaction that is
identified by a Participant for clearing in the Customer range at
The Options Clearing Corporation (``OCC'') which is not for the
account of [sic] broker or dealer or for the account of a
``Professional'' (as that term is defined in Chapter I, Section
1(a)(48)).
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This rule change is described in greater detail below.
Customer Fee for Removing Liquidity in Penny Pilot Options
The Exchange proposes, beginning November 2, 2015, to increase the
Customer Fee for Removing Liquidity in Penny Pilot Options from $0.48
per contract to $0.50 per contract. The Exchange notes that the Fees
for Removing Liquidity for other Participants in Penny Pilot Options
will remain the same.\5\
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\5\ Non-Customers will continue to be assessed a $0.50 per
contract Fee for Removing Liquidity in Penny Pilot Options.
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The purpose of the proposed fee change is to increase the
transaction fee for Customers to the same fee level that is assessed
today to Professionals,\6\ Firms,\7\ NOM Market Makers,\8\ Non-NOM
Market Makers \9\ and Broker-Dealers.\10\ With this proposal all market
participants will be assessed the same Fee for Removing Liquidity in
Penny Pilot Options of $0.50 per contract. Despite the increase, the
Exchange believes that Customers will continue to send order flow to
NOM.
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\6\ The term ``Professional'' means any person or entity that
(i) is not a broker or dealer in securities, and (ii) places more
than 390 orders in listed options per day on average during a
calendar month for its own beneficial account(s) pursuant to Chapter
I, Section 1(a)(48). All Professional orders shall be appropriately
marked by Participants.
\7\ The term ``Firm'' or (``F'') applies to any transaction that
is identified by a Participant for clearing in the Firm range at
OCC.
\8\ The term ``NOM Market Maker'' or (``M'') is a Participant
that has registered as a Market Maker on NOM pursuant to Chapter
VII, Section 2, and must also remain in good standing pursuant to
Chapter VII, Section 4. In order to receive NOM Market Maker pricing
in all securities, the Participant must be registered as a NOM
Market Maker in at least one security.
\9\ The term ``Non-NOM Market Maker'' or (``O'') is a registered
market maker on another options exchange that is not a NOM Market
Maker. A Non-NOM Market Maker must append the proper Non-NOM Market
Maker designation to orders routed to NOM.
\10\ The term ``Broker-Dealer'' or (``B'') applies to any
transaction which is not subject to any of the other transaction
fees applicable within a particular category.
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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,\11\ in general, and with
Section 6(b)(4) and 6(b)(5) of the Act,\12\ 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.
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\11\ 15 U.S.C. 78f.
\12\ 15 U.S.C. 78f(b)(4) and (5).
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Customer Fee for Removing Liquidity in Penny Pilot Options
The Exchange's proposal to increase the Customer Fee for Removing
Liquidity in Penny Pilot Options from $0.48 per contract to $0.50 is
reasonable because all other market participants are currently assessed
a fee of $0.50 per contract today. The Exchange's increase would result
in all market participants being assessed the same Fee for Removing
Liquidity in Penny Pilot Options.
The Exchange's proposal to increase the Customer Fee for Removing
Liquidity in Penny Pilot Options from $0.48 per contract to $0.50 is
equitable and not unfairly discriminatory because all market
participants would be uniformly assessed the same rate of $0.50 per
contract.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. The Exchange's proposal to
increase the Customer Fee for Removing Liquidity in Penny Pilot Options
from $0.48 per contract to $0.50 will result in all market participants
being uniformly assessed the same fee for transactions in Penny Pilot
Options.
The Exchange notes that it operates in a highly competitive market
in which
[[Page 70284]]
market participants can readily favor competing venues if they deem fee
levels at a particular venue to be excessive. In such an environment,
the Exchange must continually adjust its fees to remain competitive
with other exchanges and to attract order flow. The Exchange believes
that the proposal reflects this competitive environment.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
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.\13\
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\13\ 15 U.S.C. 78s(b)(3)(A)(ii).
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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:
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-2015-128 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-2015-128. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml).
Copies of the submission, all subsequent amendments, all written
statements with respect to the proposed rule change that are filed with
the Commission, and all written communications relating to the proposed
rule change between the Commission and any person, other than those
that may be withheld from the public in accordance with the provisions
of 5 U.S.C. 552, will be available for Web site viewing and printing in
the Commission's Public Reference Room, 100 F Street NE., Washington,
DC 20549 on official business days between the hours of 10:00 a.m. and
3:00 p.m. Copies of such filing also will be available for inspection
and copying at the principal office of 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-2015-128 and should
be submitted on or before December 4, 2015.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\14\
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\14\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2015-28810 Filed 11-12-15; 8:45 am]
BILLING CODE 8011-01-P