Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Nasdaq Rule 7015, 1257-1260 [2016-260]
Download as PDF
Federal Register / Vol. 81, No. 6 / Monday, January 11, 2016 / Notices
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–CBOE–
2015–118 and should be submitted on
or before February 1, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–259 Filed 1–8–16; 8:45 am]
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76825; File No. SR–
NASDAQ–2015–162]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend
Nasdaq Rule 7015
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January 5, 2016.
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
23, 2015, The NASDAQ Stock Market
LLC (‘‘Nasdaq’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
15 17
CFR 200.30–3(a)(12) and (59).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
18:17 Jan 08, 2016
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
Nasdaq is proposing to amend Nasdaq
Rule 7015 to clarify the connectivity
options and application of the fees
assessed thereunder.
The text of the proposed rule change
is available at nasdaq.cchwallstreet.com
[sic] at Nasdaq [sic] principal office, and
at the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
Nasdaq 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 those
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 parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
BILLING CODE 8011–01–P
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Commission (‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
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Rule 7015 provides the charges
Nasdaq assesses for equity securities
market connectivity to systems operated
by Nasdaq. Nasdaq is amending Rule
7015 in seven ways: (1) To clarify how
Rule 7015 applies to FINRA systems; (2)
to clarify the term ‘‘port pair’’; (3) to
clarify QIX protocol connectivity
options; (4) to clarify FIX protocol
connectivity options; (5) to eliminate
outdated CTCI connectivity options that
rely on Nasdaq-supported circuits; (6) to
eliminate CTCI connectivity as it relates
to FINRA/NASDAQ Trade Reporting
Facility; and (7) to add clarifying rule
text and numbering to the section of the
rule concerning other port fees.
First, Nasdaq is proposing to add
clarifying language to the preamble of
the rule. Specifically, Nasdaq is
proposing to note that the various
connectivity options under the rule
include connectivity to systems
operated by FINRA. Although Nasdaq
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1257
believes that it is clear that some of the
systems listed are operated by FINRA
(e.g., FINRA’s OTCBB Service), the
Exchange believes that expressly stating
that the systems include those of FINRA
will make the rule more clear. Nasdaq
is also updating the list of FINRA
systems that the connectivity options
under the rule may connect to. Nasdaq
notes that, from time to time, new
systems are added by Nasdaq and
FINRA, and Nasdaq is taking this
opportunity to update the rule with all
of the FINRA systems covered by the
rule. As such, Nasdaq is updating the
rule to include the FINRA Trade
Reporting and Compliance Engine
(‘‘TRACE’’), and the FINRA OTC
Reporting Facility (‘‘ORF’’).
Second, Nasdaq is proposing to clarify
the use of the term ‘‘port pair,’’ which
is used inconsistently under the rule.
For certain ports under Rule 7015 that
are used for either trading or data,
Nasdaq additionally provides a disaster
recovery port at no cost. Such a disaster
recovery port provides connectivity to
Nasdaq’s or FINRA’s disaster recovery
location in the event of a failure of
Nasdaq’s or FINRA’s primary trading
infrastructure. Nasdaq has provided
disaster recovery ports at no cost since
2006 to encourage member firms to
maintain such connectivity in the event
of a market disruption so that the
market as a whole could continue to
operate.3 As noted, Nasdaq has not used
the term port pair consistently under the
rule, whereby in certain cases, port pair
is not noted in the rule yet Nasdaq
provides a disaster recovery port
nonetheless.4 Accordingly, the
Exchange is eliminating the term port
pair and is clarifying the rule by
specifically noting when a disaster
recovery port is available for a particular
protocol under a rule.5
Third, Nasdaq is reorganizing and
adding language to subparagraph (a) of
3 Although Nasdaq encourages all member firms
and options participants to have and use disaster
recovery ports and to participate in disaster
recovery testing, the Exchange historically was
unable to compel a member firm to connect to, or
otherwise take the steps necessary to, use a disaster
recovery port. Nasdaq recently adopted rules to
require mandatory business continuity and disaster
recovery plans testing by certain member firms and
options participants, consistent with Regulation
SCI. See Rule 1170; see also Securities Exchange
Act Release No. 76368 (November 5, 2015), 80 FR
70045 (November 12, 2015) (SR–NASDAQ–2015–
134). As a consequence, certain member firms will
be required to use disaster recovery ports and
participate in business continuity and disaster
recovery plans testing.
4 For example, a FIX Trading Port under Rule
7015(b).
5 A disaster recovery port is available for QIX,
FIX, and CTCI protocol ports under Rules 7015(a),
(b), (c). Disaster recovery ports are also available for
all of the ports available under Rule 7015(g)(2).
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Rule 7015 to list all QIX connectivity
provided by Nasdaq and to clarify that
the fee assessed for QIX trading ports
applies to ports that are used
exclusively for FINRA connectivity. QIX
is a proprietary messaging protocol that
allows a member firm to send and
receive messages relating to quotes and
order entry. A QIX port may be used
exclusively for connectivity to Nasdaq
or to FINRA’s OTCBB. Nasdaq assesses
a fee of $1,200 per port,6 per month for
QIX connectivity to FINRA.7 Thus, a
member firm that wishes to connect to
both Nasdaq and FINRA using the QIX
protocol must have two separate ports.
Nasdaq assesses a fee for QIX ports used
exclusively for connectivity to facilities
of FINRA, but not for ports used for
connectivity to Nasdaq. As such,
Nasdaq is adding new text that clarifies
that the charge under the rule applies to
QIX ports used for FINRA quoting and/
or trading, and new language that
clarifies that QIX ports used for Nasdaq
quoting and/or trading are provided at
no cost. Nasdaq is also eliminating the
ECN direct connection port pair
connectivity option from the rule as it
is based on outdated technology and
Nasdaq does not have any subscribers to
it. Lastly, Nasdaq is deleting the existing
rule text concerning unsolicited
message ports and is adding new rule
text making it clear that such ports are
for FINRA connectivity.
Fourth, Nasdaq is proposing to add
clarifying rule text to subparagraph (b)
of the rule, which concerns fees
assessed for FIX ports. A FIX port is a
trading port using a FIX-based
telecommunication protocol. FIX, an
abbreviation for Financial Information
eXchange, is a standard message
protocol that defines an electronic
message exchange for communicating
securities transactions between two
parties. Nasdaq offers four FIX-based
trading ports, which vary based on
messaging formats and capability.
Nasdaq is proposing to list these four
protocols under the rule that a member
firm may select when subscribing to a
FIX trading port. Similarly, Nasdaq is
6 Unlike other protocols such as FIX, subscription
to QIX provides three physical connections to either
Nasdaq or FINRA. The QIX connectivity option is
architected in this manner to increase throughput
performance by separating unsolicited message
streams from quote/order entry and response
streams, and to separate a member firm’s
proprietary quote information from customer orders
that are reflected in its quotes. For purposes of
assessing a fee, the QIX trading functionality is
deemed to be a single port.
7 Under Rule 7015(a), a member firm may
subscribe to a QIX trading port, and a QIX
unsolicited message port. An unsolicited message
port is not used for trading, but rather provides
information concerning orders such as order status
and execution reports.
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adding clarifying language to the FIX
Port for Services Other than Trading
subscription. A FIX Port for Services
Other than Trading provides subscribers
with a non-trading port that is used
solely to report over the counter trades
for tape reporting and/or clearing
purposes. Nasdaq is proposing to list
each venue to which a FIX Port for
Services Other than Trading may
connect a member firm. Lastly, Nasdaq
is adding language to the rule noting
that disaster recovery ports are available
for FIX connectivity at no charge.
Fifth, Nasdaq is proposing to
eliminate rule text under subparagraph
(c) of the rule that concerns bandwidthbased connectivity options to connect to
a CTCI station and related fees. The
deleted table of fees concerns CTCI
connectivity that relies on Nasdaqsupported circuits. These circuits are
based on outdated technology and
Nasdaq does not have any subscribers to
any of these circuits. Member firms
instead use third party connectivity to
access their CTCI stations. Nasdaq is
also adding language to the
subparagraph noting that disaster
recovery ports are available for CTCI
station connectivity at no charge.
Sixth, Nasdaq is proposing to
eliminate CTCI connectivity from
subparagraph (e) of the rule, which
concerns specialized services related to
the FINRA/NASDAQ Trade Reporting
Facility. Nasdaq is proposing to
eliminate the connectivity option
because this add on fee is directly
related to the CTCI connectivity options
Nasdaq is proposing to eliminate,
rendering it moot.
Seventh, Nasdaq is proposing to add
clarifying rule text and numbering to
subparagraph (g) of the rule, which
concerns other port fees. Subparagraph
(g) contains all other connectivity
options available that are not otherwise
described in Rule 7015. These
connectivity options include wireless
connectivity (specifically Multicast
Wave Ports), and other trading and
telecommunications ports. Under the
rule, the Exchange assesses a charge of
$550 per month for each port pair, other
than Multicast ITCH data feed pairs, for
which the fee is $1,000 per month for
software-based TotalView-ITCH or
$2,500 per month for combined
software- and hardware-based
TotalView-ITCH, and TCP ITCH data
feed pairs, for which the fee is $750 per
month. The Exchange also assesses an
additional charge of $200 per month for
each port used for entering orders or
quotes over the Internet. Lastly, the
Exchange assesses an additional charge
of $600 per month for each port used for
market data delivery over the Internet.
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The Exchange is proposing to list each
connectivity option provided under the
rule and the related fee.
Under subparagraph (g) of the rule, a
member firm may subscribe to other
port pairs not otherwise noted in the
rule. Such port pairs may be OUCH and
RASH protocol ports or Drop ports. The
Exchange is proposing to describe each
of these options under the rule
separately. Member firms may subscribe
to trading ports, which are exclusively
used for testing purposes. These ports
may not be used for trading in securities
in the System, and are provided at no
cost. The Exchange is adding rule text
noting that these test ports may be
subscribed to under the rule. The
Exchange also provides optional backup
ports for OUCH port subscribers at no
cost. OUCH backup ports are similar to
disaster recovery ports; however, unlike
disaster recovery ports that provide
backup connectivity to the Exchange’s
disaster recovery location in Chicago,
OUCH backup ports provide alternative
port hardware in the event of a failure
of the primary port hardware in the
primary connectivity location in
Carteret. The Exchange notes that OUCH
ports have the largest number of
subscribers and the hardware used for
OUCH ports houses the largest number
of member firms per hardware unit,
therefore representing the greatest
potential impact to the market should
there be a hardware failure.
Accordingly, the Exchange determined
that offering OUCH backup ports will
help ensure there is minimal market
impact should there be an OUCH port
hardware failure. The Exchange is
adding OUCH backup ports as a service
that may be subscribed to at no cost.
The Exchange also provides data
retransmission ports at no cost. Data
retransmission ports allow a subscriber
to replay market data, in the event the
data was missed in live feed or for
verification purposes. Data
retransmission ports only allow replay
of the current trading day and do not
provide data concerning prior trading
days’ data. The Exchange is adding rule
text noting that data retransmission
ports may be subscribed to under the
rule. The Exchange is also expressly
noting that disaster recovery ports are
available for the connectivity options
under the rule at no cost. Lastly, the
Exchange is proposing to eliminate the
two subscription options and related
fees provided under subparagraph (g) of
the rule assessed for ports that are used
for entering orders or quotes over the
Internet, and ports that are used for
market data delivery over the Internet.
The Exchange notes that it is
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eliminating these ports because they are
outmoded means of connecting to the
Exchange and neither have any
subscribers.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with Section
6(b) of the Act,8 in general, and furthers
the objectives of Sections 6(b)(4) and
6(b)(5) of the Act,9 in particular, in that
it provides for the equitable allocation
of reasonable dues, fees and other
charges among members and issuers and
other persons using any facility or
system which Nasdaq operates or
controls, and is designed to prevent
fraudulent and manipulative acts and
practices, to promote just and equitable
principles of trade, to foster cooperation
and coordination with persons engaged
in regulating, clearing, settling,
processing information with respect to,
and facilitating transactions in
securities, to remove impediments to
and perfect the mechanism of a free and
open market and a national market
system, and, in general, to protect
investors and the public interest; and is
not designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers.
The Exchange believes that the
clarifying changes to the rule protect
investors and the public interest
because they explicitly describe the fees
assessed for all ports under the rule.
Describing all services covered by the
rule will serve to avoid investor
confusion over the scope of what
connectivity options are available, and
the costs of such options. The Exchange
notes that it is not adding new
connectivity options or functionality,
but is rather describing more
specifically what is currently offered
under the rule. In this regard, the
Exchange is adding new rule text that
describes all functionality available
under each subparagraph of the rule,
and is reorganizing some rule text under
the rule in an effort to make the rule
clearer. The Exchange notes that much
of the new text concerns testing ports,
and ports used in the event of a disaster
or hardware failure. These ports help
ensure that a fair and orderly market is
maintained by allowing member firms
to test their systems prior to connecting
to the live trading environment, and to
provide backup connectivity in the
event of a failure or disaster. Thus, the
Exchange believes the proposed
clarifying changes are consistent with
the protection of investors and the
public interest.
8 15
9 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
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The Exchange believes that the
proposed deletion of the ECN direct
connection port pair under Rule 7014(a)
[sic], the deletion of the CTCI
connectivity options under Rule 7014(c)
[sic] and (e) [sic], as well as the deletion
of the Internet-based port fees under
Rule 7014(g) [sic], are reasonable,
equitably allocated, and not unfairly
discriminatory because there are no
subscribers to these connectivity
options, all of which are based on
outmoded means of connecting to the
Exchange. As a consequence, no
member firms will be impacted by
deletion of the connectivity options.
The Exchange notes that it is not
altering the charges assessed for the
remaining connectivity options under
Rule 7015.
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 that is not
necessary or appropriate in furtherance
of the purposes of the Act. Specifically,
Nasdaq is making clarifying changes to
Rule 7015, which does not impose any
burden on competition whatsoever. To
the contrary, the proposed change
facilitates competition by clarifying
what connectivity options are provided
by the Exchange, thereby informing [sic]
other market venues a better
understanding of what connectivity
options are available for Nasdaq. With
that better understanding, other market
venues may improve existing
connectivity options or offer new
connectivity options to compete with
Nasdaq. Accordingly, the proposed
changes do not inhibit market
participants’ ability to compete among
each other, nor do they impose any
burden on competition among market
venues, but rather may promote
competition among market venues.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
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1259
19(b)(3)(A)(iii) of the Act 10 and
subparagraph (f)(6) of Rule 19b–4
thereunder.11 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–2015–162 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–2015–162. 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
10 15
U.S.C. 78s(b)(3)(a)(iii) [sic].
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) requires a self-regulatory organization to give
the Commission written notice of its intent to file
the proposed rule change at least five business days
prior to the date of filing of the proposed rule
change, or such shorter time as designated by the
Commission. The Exchange has satisfied this
requirement.
11 17
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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–2015–162 and should be
submitted on or before February 1, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–260 Filed 1–8–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76823; File No. 4–546]
Joint Industry Plan; Notice of Filing
and Immediate Effectiveness of
Amendment to the Options Order
Protection and Locked/Crossed Market
Plan to Add the EDGX Exchange, Inc.
as a Participant
January 5, 2016.
Pursuant to Section 11A(a)(3) of the
Securities Exchange Act of 1934
(‘‘Act’’) 1 and Rule 608 thereunder,2
notice is hereby given that on October
26, 2015, EDGX Exchange, Inc. (‘‘EDGX’’
or ‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) an amendment to the
Options Order Protection and Locked/
Crossed Market Plan (‘‘Plan’’).3 The
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12 17
CFR 200.30–3(a)(12).
1 15 U.S.C. 78k–1(a)(3).
2 17 CFR 242.608.
3 On July 30, 2009, the Commission approved a
national market system plan relating to Options
Order Protection and Locked/Crossed Markets
proposed by Chicago Board Options Exchange,
Incorporated (‘‘CBOE’’), International Securities
Exchange, LLC (‘‘ISE’’), The NASDAQ Stock Market
LLC (‘‘Nasdaq’’), NASDAQ OMX BX, Inc. (‘‘BOX’’),
NASDAQ OMX PHLX, Inc. (‘‘Phlx’’), NYSE Amex,
LLC (‘‘NYSE Amex’’), and NYSE Arca, Inc. (‘‘NYSE
Arca’’). See also Securities Exchange Act Release
No. 61546 (February 19, 2010), 75 FR 8762
(February 25, 2010) (adding BATS Exchange, Inc.
(‘‘BATS’’) as a Participant; 63119 (October 15,
2010), 75 FR 65536 (October 25, 2010) (adding C2
Options Exchange, Incorporated (‘‘C2’’) as a
Participant); 66969 (May 12, 2015), 77 FR 29396
(May 17, 2012) (adding BOX Options Exchange LLC
(‘‘BOX Options’’ as a Participant); 70763 (October
28, 2013), 78 FR 65734 (November, 2013) (adding
Topaz Exchange, LLC (‘‘Topaz’’) as a Participant;
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amendment adds EDGX as a
Participant 4 to the Plan. The
Commission is publishing this notice to
solicit comments on the amendment
from interested persons.
I. Description and Purpose of the
Amendment
The current Participants in the
Linkage Plan are BOX, C2, CBOE, ISE,
MIAX, Nasdaq, Phlx, NYSE MKT, NYSE
Arca, and Topaz. The amendment to the
Plan added EDGX as a Participant in the
Plan. EDGX has submitted a signed copy
of the Plan to the Commission in
accordance with the procedures set
forth in the Plan regarding new
Participants. Section 3(c) of the Plan
provides for the entry of new
Participants to the Plan. Specifically an
Eligible Exchange 5 may become a
Participant in the Plan by: (i) Executing
a copy of the Plan, as then in effect; (ii)
providing each current Participant with
a copy of such executed Plan; (iii)
effecting an amendment to the Plan, as
specified in Section 4(b) of the Plan.
Section 4(b) of the Plan puts forth the
process by which an Eligible Exchange
may effect an amendment to the Plan.
Specifically, an Eligible Exchange must:
(a) Execute a copy of the Plan with the
only change being the addition of the
new participant’s name in Section 3(a)
of the Plan; and (b) submit the executed
Plan to the Commission. The Plan then
provides that such an amendment will
be effective when the amendment is
approved by the Commission or
otherwise becomes effective pursuant to
Section 11A of the Act and Rule 608
thereunder.
II. Effectiveness of the Proposed
Linkage Plan Amendment
The foregoing Plan amendment has
become effective pursuant to Rule
70762 (October 28, 2013), 78 FR 65733 (November
1, 2013) (adding MIAX International Securities
Exchange, LLC (‘‘MIAX’’) as a Participant).
4 The term ‘‘Participant’’ is defined as an Eligible
Exchange whose participation in the Plan has
become effective pursuant to Section 3(c) of the
Plan.
5 Section 2(6) of the Plan defines an ‘‘Eligible
Exchange’’ as a national securities exchange
registered with the Commission pursuant to Section
6(a) of the Act, 15 U.S.C. 78f(a), that: (a) Is a
‘‘Participant Exchange’’ in the Options Clearing
Corporation (‘‘OCC’’) (as defined in OCC By-laws,
Section VII); (b) is a party to the Options Price
Reporting Authority (‘‘OPRA’’) Plan (as defined in
the OPRA Plan, Section 1); and (c) if the national
securities exchange chooses not to become part to
this Plan, is a participant in another plan approved
by the Commission providing for comparable
Trade-Through and Locked and Crossed Market
protection. EDGX has represented that it has met
the requirements for being considered an Eligible
Exchange. See letter from Anders Franzon, VP and
Associate General Counsel, BATS, to Brent J. Fields,
Secretary, Commission, dated October 26, 2015.
PO 00000
Frm 00098
Fmt 4703
Sfmt 4703
608(b)(3)(iii) of the Act 6 because it
involves solely technical or ministerial
matters. At any time within sixty days
of the filing of this amendment, the
Commission may summarily abrogate
the amendment and require that it be
refiled pursuant to paragraph (b)(1) of
Rule 608,7 if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors
or the maintenance of fair and orderly
markets, to remove impediments to, and
perfect the mechanisms of, a national
market system or otherwise in
furtherance of the purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the amendment 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 rulecomments@sec.gov. Please include File
Number 4–546 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 4–546. 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
amendment 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
6 17
7 17
E:\FR\FM\11JAN1.SGM
CFR 242.608(b)(3)(iii).
CFR 242.608(b)(1).
11JAN1
Agencies
[Federal Register Volume 81, Number 6 (Monday, January 11, 2016)]
[Notices]
[Pages 1257-1260]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-260]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76825; File No. SR-NASDAQ-2015-162]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Amend Nasdaq Rule 7015
January 5, 2016.
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 23, 2015, The NASDAQ Stock Market LLC (``Nasdaq'' or
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I, II,
and III below, which Items have been prepared by the Exchange. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
Nasdaq is proposing to amend Nasdaq Rule 7015 to clarify the
connectivity options and application of the fees assessed thereunder.
The text of the proposed rule change is available at
nasdaq.cchwallstreet.com [sic] at Nasdaq [sic] principal office, and at
the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, Nasdaq 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 those 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 parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
Rule 7015 provides the charges Nasdaq assesses for equity
securities market connectivity to systems operated by Nasdaq. Nasdaq is
amending Rule 7015 in seven ways: (1) To clarify how Rule 7015 applies
to FINRA systems; (2) to clarify the term ``port pair''; (3) to clarify
QIX protocol connectivity options; (4) to clarify FIX protocol
connectivity options; (5) to eliminate outdated CTCI connectivity
options that rely on Nasdaq-supported circuits; (6) to eliminate CTCI
connectivity as it relates to FINRA/NASDAQ Trade Reporting Facility;
and (7) to add clarifying rule text and numbering to the section of the
rule concerning other port fees.
First, Nasdaq is proposing to add clarifying language to the
preamble of the rule. Specifically, Nasdaq is proposing to note that
the various connectivity options under the rule include connectivity to
systems operated by FINRA. Although Nasdaq believes that it is clear
that some of the systems listed are operated by FINRA (e.g., FINRA's
OTCBB Service), the Exchange believes that expressly stating that the
systems include those of FINRA will make the rule more clear. Nasdaq is
also updating the list of FINRA systems that the connectivity options
under the rule may connect to. Nasdaq notes that, from time to time,
new systems are added by Nasdaq and FINRA, and Nasdaq is taking this
opportunity to update the rule with all of the FINRA systems covered by
the rule. As such, Nasdaq is updating the rule to include the FINRA
Trade Reporting and Compliance Engine (``TRACE''), and the FINRA OTC
Reporting Facility (``ORF'').
Second, Nasdaq is proposing to clarify the use of the term ``port
pair,'' which is used inconsistently under the rule. For certain ports
under Rule 7015 that are used for either trading or data, Nasdaq
additionally provides a disaster recovery port at no cost. Such a
disaster recovery port provides connectivity to Nasdaq's or FINRA's
disaster recovery location in the event of a failure of Nasdaq's or
FINRA's primary trading infrastructure. Nasdaq has provided disaster
recovery ports at no cost since 2006 to encourage member firms to
maintain such connectivity in the event of a market disruption so that
the market as a whole could continue to operate.\3\ As noted, Nasdaq
has not used the term port pair consistently under the rule, whereby in
certain cases, port pair is not noted in the rule yet Nasdaq provides a
disaster recovery port nonetheless.\4\ Accordingly, the Exchange is
eliminating the term port pair and is clarifying the rule by
specifically noting when a disaster recovery port is available for a
particular protocol under a rule.\5\
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\3\ Although Nasdaq encourages all member firms and options
participants to have and use disaster recovery ports and to
participate in disaster recovery testing, the Exchange historically
was unable to compel a member firm to connect to, or otherwise take
the steps necessary to, use a disaster recovery port. Nasdaq
recently adopted rules to require mandatory business continuity and
disaster recovery plans testing by certain member firms and options
participants, consistent with Regulation SCI. See Rule 1170; see
also Securities Exchange Act Release No. 76368 (November 5, 2015),
80 FR 70045 (November 12, 2015) (SR-NASDAQ-2015-134). As a
consequence, certain member firms will be required to use disaster
recovery ports and participate in business continuity and disaster
recovery plans testing.
\4\ For example, a FIX Trading Port under Rule 7015(b).
\5\ A disaster recovery port is available for QIX, FIX, and CTCI
protocol ports under Rules 7015(a), (b), (c). Disaster recovery
ports are also available for all of the ports available under Rule
7015(g)(2).
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Third, Nasdaq is reorganizing and adding language to subparagraph
(a) of
[[Page 1258]]
Rule 7015 to list all QIX connectivity provided by Nasdaq and to
clarify that the fee assessed for QIX trading ports applies to ports
that are used exclusively for FINRA connectivity. QIX is a proprietary
messaging protocol that allows a member firm to send and receive
messages relating to quotes and order entry. A QIX port may be used
exclusively for connectivity to Nasdaq or to FINRA's OTCBB. Nasdaq
assesses a fee of $1,200 per port,\6\ per month for QIX connectivity to
FINRA.\7\ Thus, a member firm that wishes to connect to both Nasdaq and
FINRA using the QIX protocol must have two separate ports. Nasdaq
assesses a fee for QIX ports used exclusively for connectivity to
facilities of FINRA, but not for ports used for connectivity to Nasdaq.
As such, Nasdaq is adding new text that clarifies that the charge under
the rule applies to QIX ports used for FINRA quoting and/or trading,
and new language that clarifies that QIX ports used for Nasdaq quoting
and/or trading are provided at no cost. Nasdaq is also eliminating the
ECN direct connection port pair connectivity option from the rule as it
is based on outdated technology and Nasdaq does not have any
subscribers to it. Lastly, Nasdaq is deleting the existing rule text
concerning unsolicited message ports and is adding new rule text making
it clear that such ports are for FINRA connectivity.
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\6\ Unlike other protocols such as FIX, subscription to QIX
provides three physical connections to either Nasdaq or FINRA. The
QIX connectivity option is architected in this manner to increase
throughput performance by separating unsolicited message streams
from quote/order entry and response streams, and to separate a
member firm's proprietary quote information from customer orders
that are reflected in its quotes. For purposes of assessing a fee,
the QIX trading functionality is deemed to be a single port.
\7\ Under Rule 7015(a), a member firm may subscribe to a QIX
trading port, and a QIX unsolicited message port. An unsolicited
message port is not used for trading, but rather provides
information concerning orders such as order status and execution
reports.
---------------------------------------------------------------------------
Fourth, Nasdaq is proposing to add clarifying rule text to
subparagraph (b) of the rule, which concerns fees assessed for FIX
ports. A FIX port is a trading port using a FIX-based telecommunication
protocol. FIX, an abbreviation for Financial Information eXchange, is a
standard message protocol that defines an electronic message exchange
for communicating securities transactions between two parties. Nasdaq
offers four FIX-based trading ports, which vary based on messaging
formats and capability. Nasdaq is proposing to list these four
protocols under the rule that a member firm may select when subscribing
to a FIX trading port. Similarly, Nasdaq is adding clarifying language
to the FIX Port for Services Other than Trading subscription. A FIX
Port for Services Other than Trading provides subscribers with a non-
trading port that is used solely to report over the counter trades for
tape reporting and/or clearing purposes. Nasdaq is proposing to list
each venue to which a FIX Port for Services Other than Trading may
connect a member firm. Lastly, Nasdaq is adding language to the rule
noting that disaster recovery ports are available for FIX connectivity
at no charge.
Fifth, Nasdaq is proposing to eliminate rule text under
subparagraph (c) of the rule that concerns bandwidth-based connectivity
options to connect to a CTCI station and related fees. The deleted
table of fees concerns CTCI connectivity that relies on Nasdaq-
supported circuits. These circuits are based on outdated technology and
Nasdaq does not have any subscribers to any of these circuits. Member
firms instead use third party connectivity to access their CTCI
stations. Nasdaq is also adding language to the subparagraph noting
that disaster recovery ports are available for CTCI station
connectivity at no charge.
Sixth, Nasdaq is proposing to eliminate CTCI connectivity from
subparagraph (e) of the rule, which concerns specialized services
related to the FINRA/NASDAQ Trade Reporting Facility. Nasdaq is
proposing to eliminate the connectivity option because this add on fee
is directly related to the CTCI connectivity options Nasdaq is
proposing to eliminate, rendering it moot.
Seventh, Nasdaq is proposing to add clarifying rule text and
numbering to subparagraph (g) of the rule, which concerns other port
fees. Subparagraph (g) contains all other connectivity options
available that are not otherwise described in Rule 7015. These
connectivity options include wireless connectivity (specifically
Multicast Wave Ports), and other trading and telecommunications ports.
Under the rule, the Exchange assesses a charge of $550 per month for
each port pair, other than Multicast ITCH data feed pairs, for which
the fee is $1,000 per month for software-based TotalView-ITCH or $2,500
per month for combined software- and hardware-based TotalView-ITCH, and
TCP ITCH data feed pairs, for which the fee is $750 per month. The
Exchange also assesses an additional charge of $200 per month for each
port used for entering orders or quotes over the Internet. Lastly, the
Exchange assesses an additional charge of $600 per month for each port
used for market data delivery over the Internet. The Exchange is
proposing to list each connectivity option provided under the rule and
the related fee.
Under subparagraph (g) of the rule, a member firm may subscribe to
other port pairs not otherwise noted in the rule. Such port pairs may
be OUCH and RASH protocol ports or Drop ports. The Exchange is
proposing to describe each of these options under the rule separately.
Member firms may subscribe to trading ports, which are exclusively used
for testing purposes. These ports may not be used for trading in
securities in the System, and are provided at no cost. The Exchange is
adding rule text noting that these test ports may be subscribed to
under the rule. The Exchange also provides optional backup ports for
OUCH port subscribers at no cost. OUCH backup ports are similar to
disaster recovery ports; however, unlike disaster recovery ports that
provide backup connectivity to the Exchange's disaster recovery
location in Chicago, OUCH backup ports provide alternative port
hardware in the event of a failure of the primary port hardware in the
primary connectivity location in Carteret. The Exchange notes that OUCH
ports have the largest number of subscribers and the hardware used for
OUCH ports houses the largest number of member firms per hardware unit,
therefore representing the greatest potential impact to the market
should there be a hardware failure. Accordingly, the Exchange
determined that offering OUCH backup ports will help ensure there is
minimal market impact should there be an OUCH port hardware failure.
The Exchange is adding OUCH backup ports as a service that may be
subscribed to at no cost. The Exchange also provides data
retransmission ports at no cost. Data retransmission ports allow a
subscriber to replay market data, in the event the data was missed in
live feed or for verification purposes. Data retransmission ports only
allow replay of the current trading day and do not provide data
concerning prior trading days' data. The Exchange is adding rule text
noting that data retransmission ports may be subscribed to under the
rule. The Exchange is also expressly noting that disaster recovery
ports are available for the connectivity options under the rule at no
cost. Lastly, the Exchange is proposing to eliminate the two
subscription options and related fees provided under subparagraph (g)
of the rule assessed for ports that are used for entering orders or
quotes over the Internet, and ports that are used for market data
delivery over the Internet. The Exchange notes that it is
[[Page 1259]]
eliminating these ports because they are outmoded means of connecting
to the Exchange and neither have any subscribers.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
Section 6(b) of the Act,\8\ in general, and furthers the objectives of
Sections 6(b)(4) and 6(b)(5) of the Act,\9\ in particular, in that it
provides for the equitable allocation of reasonable dues, fees and
other charges among members and issuers and other persons using any
facility or system which Nasdaq operates or controls, and is designed
to prevent fraudulent and manipulative acts and practices, to promote
just and equitable principles of trade, to foster cooperation and
coordination with persons engaged in regulating, clearing, settling,
processing information with respect to, and facilitating transactions
in securities, to remove impediments to and perfect the mechanism of a
free and open market and a national market system, and, in general, to
protect investors and the public interest; and is not designed to
permit unfair discrimination between customers, issuers, brokers, or
dealers.
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\8\ 15 U.S.C. 78f(b).
\9\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
The Exchange believes that the clarifying changes to the rule
protect investors and the public interest because they explicitly
describe the fees assessed for all ports under the rule. Describing all
services covered by the rule will serve to avoid investor confusion
over the scope of what connectivity options are available, and the
costs of such options. The Exchange notes that it is not adding new
connectivity options or functionality, but is rather describing more
specifically what is currently offered under the rule. In this regard,
the Exchange is adding new rule text that describes all functionality
available under each subparagraph of the rule, and is reorganizing some
rule text under the rule in an effort to make the rule clearer. The
Exchange notes that much of the new text concerns testing ports, and
ports used in the event of a disaster or hardware failure. These ports
help ensure that a fair and orderly market is maintained by allowing
member firms to test their systems prior to connecting to the live
trading environment, and to provide backup connectivity in the event of
a failure or disaster. Thus, the Exchange believes the proposed
clarifying changes are consistent with the protection of investors and
the public interest.
The Exchange believes that the proposed deletion of the ECN direct
connection port pair under Rule 7014(a) [sic], the deletion of the CTCI
connectivity options under Rule 7014(c) [sic] and (e) [sic], as well as
the deletion of the Internet-based port fees under Rule 7014(g) [sic],
are reasonable, equitably allocated, and not unfairly discriminatory
because there are no subscribers to these connectivity options, all of
which are based on outmoded means of connecting to the Exchange. As a
consequence, no member firms will be impacted by deletion of the
connectivity options. The Exchange notes that it is not altering the
charges assessed for the remaining connectivity options under Rule
7015.
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 that is not necessary or appropriate
in furtherance of the purposes of the Act. Specifically, Nasdaq is
making clarifying changes to Rule 7015, which does not impose any
burden on competition whatsoever. To the contrary, the proposed change
facilitates competition by clarifying what connectivity options are
provided by the Exchange, thereby informing [sic] other market venues a
better understanding of what connectivity options are available for
Nasdaq. With that better understanding, other market venues may improve
existing connectivity options or offer new connectivity options to
compete with Nasdaq. Accordingly, the proposed changes do not inhibit
market participants' ability to compete among each other, nor do they
impose any burden on competition among market venues, but rather may
promote competition among market venues.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A)(iii) of the Act \10\ and
subparagraph (f)(6) of Rule 19b-4 thereunder.\11\ 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.
---------------------------------------------------------------------------
\10\ 15 U.S.C. 78s(b)(3)(a)(iii) [sic].
\11\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change at
least five business days prior to the date of filing of the proposed
rule change, or such shorter time as designated by the Commission.
The Exchange has satisfied this requirement.
---------------------------------------------------------------------------
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-2015-162 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-2015-162. 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
[[Page 1260]]
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-2015-162 and should
be submitted on or before February 1, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
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\12\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-260 Filed 1-8-16; 8:45 am]
BILLING CODE 8011-01-P