Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend NASDAQ Options Market-Fees and Rebates, 81407-81409 [2015-32653]
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Federal Register / Vol. 80, No. 249 / Tuesday, December 29, 2015 / Notices
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–Phlx–
2015–102 and should be submitted on
or before January 19, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Brent J. Fields,
Secretary.
[FR Doc. 2015–32651 Filed 12–28–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76739; File No. SR–
NASDAQ–2015–153]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend
NASDAQ Options Market—Fees and
Rebates
December 22, 2015.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
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 December
15, 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
Chapter XV, entitled ‘‘Options Pricing,’’
at Section 2, which governs pricing for
Exchange members using the NASDAQ
Options Market (‘‘NOM’’), the
Exchange’s facility for executing and
routing standardized equity and index
options.
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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Jkt 238001
The Exchange purposes [sic] to
remove specific rule text added in SR–
NASDAQ–2015–149,3 which was
applicable only to the mid-month
pricing change.4 This proposal removes
the specific December 2015 dates from
the rule text so the rebates will apply in
January 2016. While the changes
proposed herein are effective upon
filing, the Exchange has designated the
amendments [sic] become operative on
January 4, 2016.
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 to amend
Chapter XV, Section 2, entitled
‘‘NASDAQ Options Market—Fees and
Rebates’’ to amend Tier 8 of the
Customer and Professional Penny Pilot
Options 5 Rebates to Add Liquidity. The
proposed rule change is detailed below.
3 This proposed rule change is not yet published.
This proposed rule change was filed on December
2, 2015.
4 The Commission notes that after the Exchange
filed this proposal, the notice for SR–NASDAQ–
2015–149 was published for public comment. See
Securities Exchange Act Release No. 76651
(December 15, 2015), 80 FR 79387 (December 21,
2015).
5 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,
PO 00000
Frm 00136
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Sfmt 4703
81407
Customer and Professional Penny Pilot
Options Rebates To Add Liquidity
Today, the Exchange offers
Participants tiered Customer and
Professional rebates based on various
criteria, with rebates ranging from $0.20
to $0.48 per contract.6 The Exchange
filed SR–NASDAQ–2015–149,7 on
December 2, 2015, to amend Tier 8 of
the Customer and Professional Penny
Pilot Options Rebates to Add Liquidity
tiers. Participants may qualify for
Customer and Professional Penny Pilot
Options Rebates to Add Liquidity by
adding a certain amount of liquidity as
specified by each tier.8
The Exchange proposes to amend Tier
8 of the Customer and Professional
Penny Pilot Options Rebate to Add
Liquidity, which states ‘‘Participant
adds Customer, Professional, Firm, NonNOM Market Maker, and/or Broker2010), 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) [sic], 79 FR 71477 (November 25, 2014) [sic]
(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 and extension and
replacement of Penny Pilot). See also NOM Rules,
Chapter VI, Section 5.
6 See NOM’s Rules at Chapter XV, Section 2(1).
7 See note 3 above.
8 Tiers 6 and 7 are calculated based on Total
Volume. Total Volume is defined as Customer,
Professional, Firm, Broker-Dealer, Non-NOM
Market Maker, and NOM Market Maker volume in
Penny Pilot Options and/or Non-Penny Pilot
Options which either adds or removes liquidity on
NOM. See note ‘‘b’’ in Section 2(1) of Chapter XV.
The Exchange utilizes data from The Options
Clearing Corporation (‘‘OCC’’) to determine the total
industry customer equity and ETF options ADV
figure. OCC classifies equity and ETF options
volume under the equity options category. Also,
both customer and professional orders that are
transacted on options exchanges clear in the
customer range at OCC and therefore both customer
and professional volume would be included in the
total industry figure to calculate rebate tiers.
E:\FR\FM\29DEN1.SGM
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Federal Register / Vol. 80, No. 249 / Tuesday, December 29, 2015 / Notices
Dealer liquidity in Penny Pilot Options
and/or Non-Penny Pilot Options above
0.75% or more of total industry
customer equity and ETF option ADV
contracts per day in a month or
Participant adds (1) Customer and/or
Professional liquidity in Penny Pilot
Options and/or Non-Penny Pilot
Options of 30,000 or more contracts per
day in a month and (2) the Participant
has certified for the Investor Support
Program 9 set forth in Rule 7014 from
December 2, 2015 through December 31,
2015’’ to remove the reference to the
December dates. The date range, from
December 2, 2015 to December 31, 2015,
was added to accommodate a midmonth pricing change that impacted
that specific timeframe. The Exchange
intends to continue to offer Participants
the opportunity to earn the Tier 8
Customer and Professional Penny Pilot
Options Rebate to Add Liquidity and
therefore proposes to remove the
specific date range. Tier 8 will be
offered to Participants as of January 4,
2016 and forward.
The Exchange believes the Tier 8
Customer and Professional Penny Pilot
Option Rebate to Add Liquidity will
continue to incentivize market
participants to send order flow to NOM,
the resulting liquidity will benefit all
market participants.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
2. Statutory Basis
The Exchange believes that the
proposed rule change is consistent with
Section 6 of the Act,10 in general, and
with Section 6(b)(4) and 6(b)(5) of the
Act,11 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 the
Exchange operates or controls, and is
not designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers. Customer
volume is important because it
continues to attract liquidity to the
Exchange, which benefits all market
participants. Further, with respect to
Professional liquidity, the Exchange
initially established Professional pricing
in order to ‘‘. . . bring additional
9 For a detailed description of the Investor
Support Program (‘‘ISP’’), see Securities Exchange
Act Release No. 63270 (November 8, 2010), 75 FR
69489 (November 12, 2010) (NASDAQ–2010–141)
(notice of filing and immediate effectiveness) (the
‘‘ISP Filing’’). See also Securities Exchange Act
Release Nos. 63414 (December 2, 2010), 75 FR
76505 (December 8, 2010) (NASDAQ–2010–153)
(notice of filing and immediate effectiveness); and
63628 (January 3, 2011), 76 FR 1201 (January 7,
2011) (NASDAQ–2010–154) (notice of filing and
immediate effectiveness).
10 15 U.S.C. 78f.
11 15 U.S.C. 78f(b)(4) and (5).
VerDate Sep<11>2014
19:17 Dec 28, 2015
Jkt 238001
revenue to the Exchange.’’ 12 The
Exchange noted in the Professional
Filing that it believes ‘‘. . . that the
increased revenue from the proposal
would assist the Exchange to recoup
fixed costs.’’ 13 In addition, the
Exchange noted in that filing that it
believes that establishing separate
pricing for a Professional, which ranges
between that of a Customer and market
maker, accomplishes this objective.14
Customer and Professional Penny Pilot
Options Rebates To Add Liquidity
The Exchange’s proposal to amend
Tier 8 of the Customer and Professional
Penny Pilot Options Rebate to Add
Liquidity to remove the December 2,
2015 to December 31, 2015 date range
is reasonable because the Exchange
seeks to continue to incentivize
Participants to send order flow to NOM.
The Exchange believes that the
heightened volume requirement to
qualify for Tier 8, as compared with
other tier volume requirements,
combined with the requirement to
continue to certify for the Investor
Support Program will continue to
incentivize Participants to transact an
even greater number of qualifying
Customer and/or Professional volume,
which liquidity will benefit other
market participants by providing them
the opportunity to interact with that
liquidity. The Exchange notes that
incentivizing Participants to add
options liquidity through the payment
of an additional rebate is not novel as,
today, Tier 8 permits the additional [sic]
of equity volume to qualify for this
rebate. The concept of participating in
the equities market as a means to qualify
for an options rebate exists today. This
participation benefits the Nasdaq
Market Center as well as the NOM
market by incentivizing order flow to
these markets. This rebate recognizes
the prevalence of trading in which
members simultaneously trade different
asset classes within the same strategy.
Participants will continue to be required
to add liquidity to both the options and
12 See Securities Exchange Act Release No. 64494
(May 13, 2011), 76 FR 29014 (May 19, 2011) (SR–
NASDAQ–2011–066) (‘‘Professional Filing’’). In this
filing, the Exchange addressed the perceived
favorable pricing of Professionals who were
assessed fees and paid rebates like a Customer prior
to the filing. The Exchange noted in that filing that
a Professional, unlike a retail Customer, has access
to sophisticated trading systems that contain
functionality not available to retail Customers.
13 See Professional Filing.
14 See Professional Filing. The Exchange also [sic]
in the Professional Filing that it believes the role
of the retail Customer in the marketplace is distinct
from that of the Professional and the Exchange’s fee
proposal at that time accounted for this distinction
by pricing each market participant according to
their roles and obligations.
PO 00000
Frm 00137
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equities requirement if they qualify for
the Tier 8 rebate utilizing the second
method.15 Because cash equities and
options markets are linked, with
liquidity and trading patterns on one
market affecting those on the other, the
Exchange believes that pricing
incentives that encourage market
participant activity in NOM also
support price discovery and liquidity
provision in the Nasdaq Market Center.
The Exchange’s proposal to amend
Tier 8 of the Customer and Professional
Penny Pilot Options Rebate to Add
Liquidity to remove the December 2,
2015 to December 31, 2015 date range
is equitable and not unfairly
discriminatory because all Participants
may continue to qualify for Tier 8.
Qualifying Participants will continue to
be uniformly paid a $0.48 per contract
rebate.
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.
Customer and Professional Penny Pilot
Options Rebates To Add Liquidity
The Exchange’s proposal to amend
Tier 8 of the Customer and Professional
Penny Pilot Options Rebate to Add
Liquidity to remove the December 2,
2015 to December 31, 2015 date range
does not impose an undue burden on
intra-market competition because all
Participants are eligible to qualify for
the Tier 8 Customer or Professional
Rebate to Add Liquidity, provided they
meet the qualifications. Also, the Tier 8
rebate will be uniformly paid to those
Participants that are eligible for the
rebate.
As noted above, continuing to
incentivize Participants to add not only
options but equities volume does not
impose an undue burden on intramarket competition because cash
equities and options markets are linked,
with liquidity and trading patterns on
one market affecting those on the other;
the Exchange believes that pricing
incentives that encourage market
15 There are two ways to qualify for the Tier 8
rebate, as amended by this proposal, either: (1)
Participant adds Customer, Professional, Firm, NonNOM Market Maker, and/or Broker-Dealer liquidity
in Penny Pilot Options and/or Non-Penny Pilot
Options above 0.75% or more of total industry
customer equity and ETF option ADV contracts per
day in a month; or (2) Participant adds Customer
and/or Professional liquidity in Penny Pilot Options
and/or Non-Penny Pilot Options of 30,000 or more
contracts per day in a month and the Participant
has certified for the Investor Support Program set
forth in Rule 7014.
E:\FR\FM\29DEN1.SGM
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Federal Register / Vol. 80, No. 249 / Tuesday, December 29, 2015 / Notices
participant activity in NOM also
support price discovery and liquidity
provision in the Nasdaq Market Center.
Further, the pricing incentives require
significant levels of liquidity provision,
which benefits all market participants
on NOM and the Nasdaq Market Center.
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.16
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:
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–2015–153, and should be
submitted on or before January 19, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Brent J. Fields,
Secretary.
[FR Doc. 2015–32653 Filed 12–28–15; 8:45 am]
BILLING CODE 8011–01–P
Electronic Comments
SOCIAL SECURITY ADMINISTRATION
• 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–2015–153 on the subject line.
[Docket No SSA–2015–0076]
asabaliauskas on DSK5VPTVN1PROD with NOTICES
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–2015–153. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
16 15
U.S.C. 78s(b)(3)(A)(ii).
VerDate Sep<11>2014
19:17 Dec 28, 2015
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Comment Request
The Social Security Administration
(SSA) publishes a list of information
collection packages requiring clearance
by the Office of Management and
Budget (OMB) in compliance with
Public Law 104–13, the Paperwork
Reduction Act of 1995, effective October
1, 1995. This notice includes revisions
of OMB-approved information
collections.
SSA is soliciting comments on the
accuracy of the agency’s burden
17 17
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CFR 200.30–3(a)(12).
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81409
estimate; the need for the information;
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Fax: 202–395–6974,
Email address: OIRA_Submission@
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Fax: 410–966–2830,
Email address: OR.Reports.Clearance@
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Or you may submit your comments
online through www.regulations.gov,
referencing Docket ID Number [SSA–
2015–0076].
I. The information collection below is
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comments, we must receive them no
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Individuals can obtain copies of the
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SSA uses Form SSA–8202–BK to
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E:\FR\FM\29DEN1.SGM
29DEN1
Agencies
[Federal Register Volume 80, Number 249 (Tuesday, December 29, 2015)]
[Notices]
[Pages 81407-81409]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-32653]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76739; File No. SR-NASDAQ-2015-153]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Amend NASDAQ Options Market--Fees and Rebates
December 22, 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 December 15, 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 Chapter XV, entitled ``Options
Pricing,'' at Section 2, which governs pricing for Exchange members
using the NASDAQ Options Market (``NOM''), the Exchange's facility for
executing and routing standardized equity and index options.
The Exchange purposes [sic] to remove specific rule text added in
SR-NASDAQ-2015-149,\3\ which was applicable only to the mid-month
pricing change.\4\ This proposal removes the specific December 2015
dates from the rule text so the rebates will apply in January 2016.
While the changes proposed herein are effective upon filing, the
Exchange has designated the amendments [sic] become operative on
January 4, 2016.
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\3\ This proposed rule change is not yet published. This
proposed rule change was filed on December 2, 2015.
\4\ The Commission notes that after the Exchange filed this
proposal, the notice for SR-NASDAQ-2015-149 was published for public
comment. See Securities Exchange Act Release No. 76651 (December 15,
2015), 80 FR 79387 (December 21, 2015).
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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 to amend Chapter XV, Section 2, entitled
``NASDAQ Options Market--Fees and Rebates'' to amend Tier 8 of the
Customer and Professional Penny Pilot Options \5\ Rebates to Add
Liquidity. The proposed rule change is detailed below.
---------------------------------------------------------------------------
\5\ 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) [sic], 79 FR 71477
(November 25, 2014) [sic] (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 and extension and replacement of Penny Pilot). See
also NOM Rules, Chapter VI, Section 5.
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Customer and Professional Penny Pilot Options Rebates To Add Liquidity
Today, the Exchange offers Participants tiered Customer and
Professional rebates based on various criteria, with rebates ranging
from $0.20 to $0.48 per contract.\6\ The Exchange filed SR-NASDAQ-2015-
149,\7\ on December 2, 2015, to amend Tier 8 of the Customer and
Professional Penny Pilot Options Rebates to Add Liquidity tiers.
Participants may qualify for Customer and Professional Penny Pilot
Options Rebates to Add Liquidity by adding a certain amount of
liquidity as specified by each tier.\8\
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\6\ See NOM's Rules at Chapter XV, Section 2(1).
\7\ See note 3 above.
\8\ Tiers 6 and 7 are calculated based on Total Volume. Total
Volume is defined as Customer, Professional, Firm, Broker-Dealer,
Non-NOM Market Maker, and NOM Market Maker volume in Penny Pilot
Options and/or Non-Penny Pilot Options which either adds or removes
liquidity on NOM. See note ``b'' in Section 2(1) of Chapter XV. The
Exchange utilizes data from The Options Clearing Corporation
(``OCC'') to determine the total industry customer equity and ETF
options ADV figure. OCC classifies equity and ETF options volume
under the equity options category. Also, both customer and
professional orders that are transacted on options exchanges clear
in the customer range at OCC and therefore both customer and
professional volume would be included in the total industry figure
to calculate rebate tiers.
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The Exchange proposes to amend Tier 8 of the Customer and
Professional Penny Pilot Options Rebate to Add Liquidity, which states
``Participant adds Customer, Professional, Firm, Non-NOM Market Maker,
and/or Broker-
[[Page 81408]]
Dealer liquidity in Penny Pilot Options and/or Non-Penny Pilot Options
above 0.75% or more of total industry customer equity and ETF option
ADV contracts per day in a month or Participant adds (1) Customer and/
or Professional liquidity in Penny Pilot Options and/or Non-Penny Pilot
Options of 30,000 or more contracts per day in a month and (2) the
Participant has certified for the Investor Support Program \9\ set
forth in Rule 7014 from December 2, 2015 through December 31, 2015'' to
remove the reference to the December dates. The date range, from
December 2, 2015 to December 31, 2015, was added to accommodate a mid-
month pricing change that impacted that specific timeframe. The
Exchange intends to continue to offer Participants the opportunity to
earn the Tier 8 Customer and Professional Penny Pilot Options Rebate to
Add Liquidity and therefore proposes to remove the specific date range.
Tier 8 will be offered to Participants as of January 4, 2016 and
forward.
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\9\ For a detailed description of the Investor Support Program
(``ISP''), see Securities Exchange Act Release No. 63270 (November
8, 2010), 75 FR 69489 (November 12, 2010) (NASDAQ-2010-141) (notice
of filing and immediate effectiveness) (the ``ISP Filing''). See
also Securities Exchange Act Release Nos. 63414 (December 2, 2010),
75 FR 76505 (December 8, 2010) (NASDAQ-2010-153) (notice of filing
and immediate effectiveness); and 63628 (January 3, 2011), 76 FR
1201 (January 7, 2011) (NASDAQ-2010-154) (notice of filing and
immediate effectiveness).
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The Exchange believes the Tier 8 Customer and Professional Penny
Pilot Option Rebate to Add Liquidity will continue to incentivize
market participants to send order flow to NOM, the resulting liquidity
will benefit all market participants.
2. Statutory Basis
The Exchange believes that the proposed rule change is consistent
with Section 6 of the Act,\10\ in general, and with Section 6(b)(4) and
6(b)(5) of the Act,\11\ 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 the Exchange operates or controls, and is not designed to permit
unfair discrimination between customers, issuers, brokers, or dealers.
Customer volume is important because it continues to attract liquidity
to the Exchange, which benefits all market participants. Further, with
respect to Professional liquidity, the Exchange initially established
Professional pricing in order to ``. . . bring additional revenue to
the Exchange.'' \12\ The Exchange noted in the Professional Filing that
it believes ``. . . that the increased revenue from the proposal would
assist the Exchange to recoup fixed costs.'' \13\ In addition, the
Exchange noted in that filing that it believes that establishing
separate pricing for a Professional, which ranges between that of a
Customer and market maker, accomplishes this objective.\14\
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\10\ 15 U.S.C. 78f.
\11\ 15 U.S.C. 78f(b)(4) and (5).
\12\ See Securities Exchange Act Release No. 64494 (May 13,
2011), 76 FR 29014 (May 19, 2011) (SR-NASDAQ-2011-066)
(``Professional Filing''). In this filing, the Exchange addressed
the perceived favorable pricing of Professionals who were assessed
fees and paid rebates like a Customer prior to the filing. The
Exchange noted in that filing that a Professional, unlike a retail
Customer, has access to sophisticated trading systems that contain
functionality not available to retail Customers.
\13\ See Professional Filing.
\14\ See Professional Filing. The Exchange also [sic] in the
Professional Filing that it believes the role of the retail Customer
in the marketplace is distinct from that of the Professional and the
Exchange's fee proposal at that time accounted for this distinction
by pricing each market participant according to their roles and
obligations.
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Customer and Professional Penny Pilot Options Rebates To Add Liquidity
The Exchange's proposal to amend Tier 8 of the Customer and
Professional Penny Pilot Options Rebate to Add Liquidity to remove the
December 2, 2015 to December 31, 2015 date range is reasonable because
the Exchange seeks to continue to incentivize Participants to send
order flow to NOM. The Exchange believes that the heightened volume
requirement to qualify for Tier 8, as compared with other tier volume
requirements, combined with the requirement to continue to certify for
the Investor Support Program will continue to incentivize Participants
to transact an even greater number of qualifying Customer and/or
Professional volume, which liquidity will benefit other market
participants by providing them the opportunity to interact with that
liquidity. The Exchange notes that incentivizing Participants to add
options liquidity through the payment of an additional rebate is not
novel as, today, Tier 8 permits the additional [sic] of equity volume
to qualify for this rebate. The concept of participating in the
equities market as a means to qualify for an options rebate exists
today. This participation benefits the Nasdaq Market Center as well as
the NOM market by incentivizing order flow to these markets. This
rebate recognizes the prevalence of trading in which members
simultaneously trade different asset classes within the same strategy.
Participants will continue to be required to add liquidity to both the
options and equities requirement if they qualify for the Tier 8 rebate
utilizing the second method.\15\ Because cash equities and options
markets are linked, with liquidity and trading patterns on one market
affecting those on the other, the Exchange believes that pricing
incentives that encourage market participant activity in NOM also
support price discovery and liquidity provision in the Nasdaq Market
Center.
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\15\ There are two ways to qualify for the Tier 8 rebate, as
amended by this proposal, either: (1) Participant adds Customer,
Professional, Firm, Non-NOM Market Maker, and/or Broker-Dealer
liquidity in Penny Pilot Options and/or Non-Penny Pilot Options
above 0.75% or more of total industry customer equity and ETF option
ADV contracts per day in a month; or (2) Participant adds Customer
and/or Professional liquidity in Penny Pilot Options and/or Non-
Penny Pilot Options of 30,000 or more contracts per day in a month
and the Participant has certified for the Investor Support Program
set forth in Rule 7014.
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The Exchange's proposal to amend Tier 8 of the Customer and
Professional Penny Pilot Options Rebate to Add Liquidity to remove the
December 2, 2015 to December 31, 2015 date range is equitable and not
unfairly discriminatory because all Participants may continue to
qualify for Tier 8. Qualifying Participants will continue to be
uniformly paid a $0.48 per contract rebate.
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.
Customer and Professional Penny Pilot Options Rebates To Add Liquidity
The Exchange's proposal to amend Tier 8 of the Customer and
Professional Penny Pilot Options Rebate to Add Liquidity to remove the
December 2, 2015 to December 31, 2015 date range does not impose an
undue burden on intra-market competition because all Participants are
eligible to qualify for the Tier 8 Customer or Professional Rebate to
Add Liquidity, provided they meet the qualifications. Also, the Tier 8
rebate will be uniformly paid to those Participants that are eligible
for the rebate.
As noted above, continuing to incentivize Participants to add not
only options but equities volume does not impose an undue burden on
intra-market competition because cash equities and options markets are
linked, with liquidity and trading patterns on one market affecting
those on the other; the Exchange believes that pricing incentives that
encourage market
[[Page 81409]]
participant activity in NOM also support price discovery and liquidity
provision in the Nasdaq Market Center. Further, the pricing incentives
require significant levels of liquidity provision, which benefits all
market participants on NOM and the Nasdaq Market Center.
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.\16\
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\16\ 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-2015-153 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-2015-153. 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-2015-153, and should
be submitted on or before January 19, 2016.
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\17\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\17\
Brent J. Fields,
Secretary.
[FR Doc. 2015-32653 Filed 12-28-15; 8:45 am]
BILLING CODE 8011-01-P