Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Fees Under Rule 7018(a), 14497-14500 [2016-05989]
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Federal Register / Vol. 81, No. 52 / Thursday, March 17, 2016 / Notices
asabaliauskas on DSK3SPTVN1PROD with NOTICES
this fee will help the Exchange offset the
payment of credits to other members
and maintain an overall balance
between the payment of credits and
collection of fees, all in an effort to
encourage liquidity on the market and
to the benefit of market participants. BX
also believes this proposed rule change
is an equitable allocation of fees and is
not unfairly discriminatory because the
Exchange will apply the elimination of
this fee equally to all similarly situated
members. Additionally, the elimination
of this fee combined with the
elimination and amending of the credit
tiers are [sic] evidence that the current
fee and credit combinations did not
have the intended effect of increasing
activity so the Exchange is pursuing
other avenues of credit and fee
combinations.
Finally, BX notes that it operates in a
highly competitive market in which
market participants can readily favor
competing venues if they deem fee
levels at a particular venue to be
excessive or credit opportunities
available at other venues to be more
favorable. In such an environment, BX
must continually adjust its fees and
credits to remain competitive with other
exchanges and with alternative trading
systems that have been exempted from
compliance with the statutory standards
applicable to exchanges. The changes
reflect this environment because they
are designed to incentivize changes in
market participant behavior to the
benefit of the market overall.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will result in
a burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as
amended.10 In terms of inter-market
competition, the Exchange notes that it
operates in a highly competitive market
in which market participants can
readily favor competing venues if they
deem fee levels at a particular venue to
be excessive, or credit opportunities
available at other venues to be more
favorable. In such an environment, the
Exchange must continually adjust its
fees and credits to remain competitive
with other exchanges and with
alternative trading systems that have
been exempted from compliance with
the statutory standards applicable to
exchanges. Because competitors are free
to modify their own fees and credits in
response, and because market
participants may readily adjust their
order routing practices, the Exchange
believes that the degree to which fee
changes in this market may impose any
burden on competition is extremely
limited. In this instance, the proposed
eliminated and amended credit tiers, as
well as the eliminated fee, are subject to
extensive competition both from other
exchanges and from off-exchange
venues.
In sum, if the changes proposed
herein are unattractive to market
participants, it is likely that the
Exchange will lose market share as a
result. Accordingly, the Exchange does
not believe that the proposed changes
will impair the ability of members or
competing order execution venues to
maintain their competitive standing in
the financial markets.
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 change has become
effective pursuant to Section 19(b)(3)(A)
of the Act 11 and paragraph (f) of Rule
19b–4 12 thereunder. At any time within
60 days of the filing of the proposed rule
change, the Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
BX–2016–014 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
11 15
10 15
U.S.C. 78f(b)(8).
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U.S.C. 78f(b)(3)(A).
CFR 140.19n–4(f).
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Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–BX–2016–014. 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–BX–
2016–014, and should be submitted on
or before April 7, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Lynn M. Powalski,
Deputy Secretary.
[FR Doc. 2016–05974 Filed 3–16–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77355; File No. SR–
NASDAQ–2016–031]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend
Fees Under Rule 7018(a)
March 11, 2016.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
1317
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CFR 200.30–3(a)(12).
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Federal Register / Vol. 81, No. 52 / Thursday, March 17, 2016 / Notices
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on February
29, 2016, The NASDAQ Stock Market
LLC (‘‘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
Rule 7018(a), concerning the fees and
credits provided for the use of the order
execution and routing services of the
Nasdaq Market Center by members for
all securities priced at $1 or more that
it trades. While these amendments are
effective upon filing, the Exchange has
designated the proposed amendments to
be operative on March 1, 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.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to amend Rule 7018(a),
concerning the fees and credits
provided for the use of the order
execution and routing services of the
Nasdaq Market Center by members for
all securities priced at $1 or more that
it trades. The Exchange is proposing to:
(i) Increase a credit provided to a
member for displayed quotes/orders that
provide liquidity; (ii) modify the criteria
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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required to receive a credit; and (iii)
eliminate the fees and credits provided
for execution of Orders in Select
Symbols, as described further below.
First Change
The Exchange is proposing to increase
a credit that it provides to members for
displayed liquidity under Rule 7018(a).
Currently, the Exchange provides a
credit of $0.0030 per share executed to
a member for displayed quotes/orders
(other than Supplemental Orders or
Designated Retail Orders) that provide
liquidity if the member has (i) shares of
liquidity provided in all securities
during the month representing at least
0.15% of Consolidated Volume during
the month, through one or more of its
Nasdaq Market Center MPIDs, and (ii)
Adds [sic] NOM Market Maker liquidity
in Penny Pilot Options and/or NonPenny Pilot Options of 0.90% or more
of total industry ADV in the customer
clearing range for Equity and ETF
option contracts per day in a month on
the Nasdaq Options Market. The
Exchange provides the credit with the
same criteria to securities of all three
Tapes 3 under Rule 7018(a)(1)–(3).
The Exchange is proposing to increase
the credit provided from $0.0030 per
share executed to $0.00305 per share
executed applicable to securities of all
three Tapes. The Exchange believes that
increasing the credit will provide
members with a greater incentive to
increase their provision of liquidity on
both the Exchange and the Nasdaq
Options Market.
Second Change
The Exchange is proposing to modify
the criteria required to receive a credit
for providing non-displayed orders
(other than Supplemental Orders) that
provide liquidity. Currently, the
Exchange provides a credit of $0.0005
per share executed for other nondisplayed orders if the member provides
an average daily volume of 1 million or
more shares per day through midpoint
orders or other non-displayed orders
during the month in Tape C securities.
Similarly, the Exchange provides a
credit of $0.0010 per share executed for
other 4 non-displayed orders if the
member provides an average daily
volume of 1 million or more shares per
day through midpoint orders or other
3 Tape C securities are those that are listed on the
Exchange, Tape A securities are those that are listed
on NYSE, and Tape B securities are those that are
listed on exchanges other than Nasdaq or NYSE.
4 The Exchange also provides credits for nondisplayed mid-point orders that provide liquidity
under the rule.
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non-displayed orders during the month
in Tape A and B securities.
The Exchange is proposing to modify
the qualification criteria for each of the
credit tiers under Rule 7018(a)(1)–(3) to
now require that a member provide
0.03% or more of Consolidated
Volume 5 during the month through
midpoint orders or other non-displayed
orders in lieu of the current requirement
that the member have an average daily
volume of 1 million or more shares per
day through midpoint orders or other
non-displayed orders during the month.
The Exchange believes that the new
criteria will more closely tie the amount
[sic] midpoint orders and other nondisplayed orders required to receive the
credit with the overall market
conditions in any given month.
The Exchange is also proposing to
eliminate the credit it provides for all
other non-displayed orders (other than
Supplemental Orders) that provide
liquidity in Tape A and B securities,
which do not otherwise qualify for the
higher tier discussed above. Currently,
the Exchange provides a credit of
$0.0005 per share executed for other
non-displayed orders in Tape A and B
securities that provide liquidity. The
Exchange does not provide a credit and
does not assess a fee for such orders in
Tape C securities. The Exchange is
proposing to harmonize the credit tiers
for Tape A and B securities with [sic]
credit tier for Tape C securities by
eliminating the $0.0005 per share
executed credit and not assessing a fee
or credit for such orders.
Third Change
The Exchange is proposing to
eliminate the credit provided for certain
‘‘select symbols’’ under Rule 7018(a)(4).
Under the current rule, [sic] members
receiving less than a $0.0029 per share
executed credit in [sic] pursuant to Rule
7018(a)(1)–(3) for displayed quotes/
orders (other than Supplemental Orders
or Designated Retail Orders) that
provide liquidity for the securities listed
under the rule, the Exchange will
provide a credit of $0.0029 per share
executed instead of the lower credit to
these members for those securities.
Currently, the credit provided by the
5 Consolidated Volume is the total consolidated
volume reported to all consolidated transaction
reporting plans by all exchanges and trade reporting
facilities during a month in equity securities,
excluding executed orders with a size of less than
one round lot. For purposes of calculating
Consolidated Volume and the extent of a member’s
trading activity, expressed as a percentage of or
ratio to Consolidated Volume, the date of the
annual reconstitution of the Russell Investments
Indexes shall be excluded from both total
Consolidated Volume and the member’s trading
activity. See Rule 7018(a).
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Federal Register / Vol. 81, No. 52 / Thursday, March 17, 2016 / Notices
rule applies to the following securities,
by ticker symbol: EEM, EWJ, GDX, IWM,
NUGT, SPY, UWTI, VXX, XIV, and XLF.
The Exchange did not observe an
appreciable improvement in market
quality in the select symbols on the
Exchange, which was its goal in
adopting the credit.6 As a consequence,
the Exchange is proposing to eliminate
the credit [sic]
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 7 in general, and furthers the
objectives of Sections 6(b)(4) and 6(b)(5)
of the Act 8 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.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
First Change
The Exchange believes that the
proposed increase to the credit it
provides to members for displayed
liquidity is reasonable because it is
designed to further incentivize members
to improve the market through the
provision of shares of liquidity in all
securities during the month, consistent
with its efforts to draw additional order
flow to the Exchange to improve market
quality for all market participants. If
effective, the Exchange believes that the
increased incentive will improve overall
market quality on both the Exchange
and NOM. The Exchange believes that
the proposed increased credit is an
equitable allocation and is not unfairly
discriminatory because the Exchange
will provide the credit to all members
that qualify for it under the rule.
Second Change
The Exchange believes that modifying
the criteria required to receive the credit
for providing non-displayed orders
(other than Supplemental Orders) that
provide liquidity is reasonable because
the proposed change will more closely
align the level of liquidity provided by
the members in comparison to the
market as a whole.
Specifically, the Exchange is tying the
requirement to Consolidated Volume
provided during the month through
midpoint orders or other non-displayed
orders in lieu of the current requirement
that the member have an average daily
6 See Securities Exchange Act Release No. 73967
[sic] (October 29, 2015), 80 FR 68377 (November 4,
2015) (SR–NASDAQ–2015–126).
7 15 U.S.C. 78f(b).
8 15 U.S.C. 78f(b)(4) and (5).
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volume of 1 million or more shares per
day through midpoint orders or other
non-displayed orders during the month.
The Exchange believes that the new
criteria may potentially make achieving
the credit more difficult to the extent
Consolidated Volume is high in a given
month and will likely represent a
stricter criterion upon adoption. The
Exchange believes it is a better metric to
apply to measure a member’s
participation through midpoint orders
or other non-displayed orders during
the month in contrast to a static criteria
average daily volume. The Exchange
believes that the proposed modification
of the criteria is equitably allocated [sic]
and not unfairly discriminatory because
the amended credit criteria applies
uniformly to securities across all Tapes
and all members that elect to meet the
criteria of the credit tier will receive the
credit.
The Exchange believes reducing the
credit it provides for all other nondisplayed orders (other than
Supplemental Orders) that provide
liquidity in Tape A and B securities that
do not otherwise qualify for the higher
tier is reasonable because the Exchange
must periodically assess the
effectiveness of the incentives it
provides in the form of reduced fees and
credits and, in certain cases, change or
eliminate those fees and credits once
they are no longer needed. By doing so,
the Exchange is able to deploy
incentives in other areas that the
Exchange determines are in need of
market improvement. The Exchange
notes that it currently does not provide
any credit for such orders in Tape C
securities.
The Exchange believes that the
proposed elimination of the credits is
equitably allocated and not unfairly
discriminatory because all members will
neither receive a credit nor be assessed
a fee under the tier, regardless of the
listing venue of the security.
Third Change
The Exchange believes that
eliminating the credit provided to
members for transactions in ‘‘select
symbols’’ under Rule 7018(a) is
reasonable because the Exchange did
not observe an appreciable
improvement in market quality in the
select symbols which, as explained, was
the Exchange’s goal in adopting the
credit.
As noted above, the Exchange must
periodically assess the effectiveness of
the incentives it provides in the form of
reduced fees and credits and, in the case
of ineffective incentives, eliminate the
incentive so that the Exchange may
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14499
apply its resources to other, possibly
more effective, incentives.
The Exchange believes that
elimination of the credit is equitably
allocated and not unfairly
discriminatory because it will apply to
all members equally. In this regard, the
credit was available to any member that
met the criteria and in the absence of
the credit, members may now qualify for
other, albeit lower, credits under Rule
7018(a).
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. In terms of
inter-market competition, the Exchange
notes that it operates in a highly
competitive market in which market
participants can readily favor competing
venues if they deem fee levels at a
particular venue to be excessive, or
rebate opportunities available at other
venues to be more favorable. In such an
environment, the Exchange must
continually adjust its fees to remain
competitive with other exchanges and
with alternative trading systems that
have been exempted from compliance
with the statutory standards applicable
to exchanges. Because competitors are
free to modify their own fees in
response, and because market
participants may readily adjust their
order routing practices, the Exchange
believes that the degree to which fee
changes in this market may impose any
burden on competition is extremely
limited.
In this instance, the proposed changes
to the credits available to member firms
for execution of securities of the three
Tapes do not impose a burden on
competition because the Exchange’s
execution services are completely
voluntary and subject to extensive
competition both from other exchanges
and from off-exchange venues.
The proposed changes to the credits
provided to members are reflective of a
robust and competitive securities
market, where trading venues must
provide incentives to participants in the
form of credits to attract order flow and
adjust those incentives to make them
more competitive or to allow the
Exchange to provide other marketimproving incentives elsewhere.
Moreover, trading venues are free to
adjust their fees and credits in response
to any changes that the Exchange makes
to its fees and credits. If any of the
changes proposed herein are [sic]
unattractive to market participants, it is
likely that the Exchange will lose
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Federal Register / Vol. 81, No. 52 / Thursday, March 17, 2016 / Notices
market share as a result. Accordingly,
the Exchange does not believe that the
proposed changes will impair the ability
of members or competing order
execution venues to maintain their
competitive standing in the financial
markets [sic].
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.9
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.
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–2016–031 and should be
submitted on or before April 7, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Lynn M. Powalski,
Deputy Secretary.
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–2016–031 on the subject line.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
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:
[FR Doc. 2016–05989 Filed 3–16–16; 8:45 am]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending Rules 7.31P(j)
and 7.34P(c) To Allow Q Orders To
Participate in the Early Trading
Session and Late Trading Session
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–2016–031. 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
March 11, 2016.
9 15
U.S.C. 78s(b)(3)(A)(ii).
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BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77349; File No. SR–
NYSEArca–2016–43]
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’),2 and Rule 19b–4 thereunder,3
notice is hereby given that on March 9,
2016, NYSE Arca, Inc. (the ‘‘Exchange’’
or ‘‘NYSE Arca’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the self-regulatory organization. The
Commission is publishing this notice to
10 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 15 U.S.C. 78a.
3 17 CFR 240.19b–4.
1 15
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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
Rules 7.31P(j) (Orders and Modifiers)
and 7.34P(c) (Trading Sessions) to allow
Q Orders to participate in the Early
Trading Session and Late Trading
Session. The proposed rule change is
available on the Exchange’s Web site at
www.nyse.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
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of 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
The Exchange proposes to amend
Rules 7.31P(j) and 7.34P(c), which
govern the operation of Q Orders on the
Exchange’s Pillar trading platform. A Q
Order is a limit order submitted to the
NYSE Arca Marketplace by a Market
Maker, and designated by a Market
Maker as a ‘‘Q Order’’ through such
means as the Corporation shall specify.4
Rule 7.34(b)(1) describes the
operation of Q orders on the current, or
legacy, platform and states that Q
Orders may be entered beginning at the
start of the Core Trading Session or at
such earlier time during the Opening
Session as determined from time to time
by the Corporation, and continuing until
the end of the Core Trading Session.
Further, Rule 7.34(d)(1), which
describes which orders are permitted in
4 See Rule 7.31P(j). The term ‘‘NYSE Arca
Marketplace’’ is defined in Rule 1.1(e) as the
electronic securities communications and trading
facility designated by the Board of Directors
through which orders of Users are consolidated for
execution and/or display. The term ‘‘Market Maker’’
is defined in Rule 1.1(v) as an ETP Holder that acts
as a Market Maker pursuant to Rule 7, which
includes Lead Market Makers. The term
‘‘Corporation’’ is defined in Rule 1.1(k) to mean
NYSE Arca Equities.
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Agencies
[Federal Register Volume 81, Number 52 (Thursday, March 17, 2016)]
[Notices]
[Pages 14497-14500]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-05989]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-77355; File No. SR-NASDAQ-2016-031]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Amend Fees Under Rule 7018(a)
March 11, 2016.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
[[Page 14498]]
(``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given that
on February 29, 2016, The NASDAQ Stock Market LLC (``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.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Rule 7018(a), concerning the fees
and credits provided for the use of the order execution and routing
services of the Nasdaq Market Center by members for all securities
priced at $1 or more that it trades. While these amendments are
effective upon filing, the Exchange has designated the proposed
amendments to be operative on March 1, 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 purpose of the proposed rule change is to amend Rule 7018(a),
concerning the fees and credits provided for the use of the order
execution and routing services of the Nasdaq Market Center by members
for all securities priced at $1 or more that it trades. The Exchange is
proposing to: (i) Increase a credit provided to a member for displayed
quotes/orders that provide liquidity; (ii) modify the criteria required
to receive a credit; and (iii) eliminate the fees and credits provided
for execution of Orders in Select Symbols, as described further below.
First Change
The Exchange is proposing to increase a credit that it provides to
members for displayed liquidity under Rule 7018(a). Currently, the
Exchange provides a credit of $0.0030 per share executed to a member
for displayed quotes/orders (other than Supplemental Orders or
Designated Retail Orders) that provide liquidity if the member has (i)
shares of liquidity provided in all securities during the month
representing at least 0.15% of Consolidated Volume during the month,
through one or more of its Nasdaq Market Center MPIDs, and (ii) Adds
[sic] NOM Market Maker liquidity in Penny Pilot Options and/or Non-
Penny Pilot Options of 0.90% or more of total industry ADV in the
customer clearing range for Equity and ETF option contracts per day in
a month on the Nasdaq Options Market. The Exchange provides the credit
with the same criteria to securities of all three Tapes \3\ under Rule
7018(a)(1)-(3).
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\3\ Tape C securities are those that are listed on the Exchange,
Tape A securities are those that are listed on NYSE, and Tape B
securities are those that are listed on exchanges other than Nasdaq
or NYSE.
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The Exchange is proposing to increase the credit provided from
$0.0030 per share executed to $0.00305 per share executed applicable to
securities of all three Tapes. The Exchange believes that increasing
the credit will provide members with a greater incentive to increase
their provision of liquidity on both the Exchange and the Nasdaq
Options Market.
Second Change
The Exchange is proposing to modify the criteria required to
receive a credit for providing non-displayed orders (other than
Supplemental Orders) that provide liquidity. Currently, the Exchange
provides a credit of $0.0005 per share executed for other non-displayed
orders if the member provides an average daily volume of 1 million or
more shares per day through midpoint orders or other non-displayed
orders during the month in Tape C securities.
Similarly, the Exchange provides a credit of $0.0010 per share
executed for other \4\ non-displayed orders if the member provides an
average daily volume of 1 million or more shares per day through
midpoint orders or other non-displayed orders during the month in Tape
A and B securities.
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\4\ The Exchange also provides credits for non-displayed mid-
point orders that provide liquidity under the rule.
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The Exchange is proposing to modify the qualification criteria for
each of the credit tiers under Rule 7018(a)(1)-(3) to now require that
a member provide 0.03% or more of Consolidated Volume \5\ during the
month through midpoint orders or other non-displayed orders in lieu of
the current requirement that the member have an average daily volume of
1 million or more shares per day through midpoint orders or other non-
displayed orders during the month.
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\5\ Consolidated Volume is the total consolidated volume
reported to all consolidated transaction reporting plans by all
exchanges and trade reporting facilities during a month in equity
securities, excluding executed orders with a size of less than one
round lot. For purposes of calculating Consolidated Volume and the
extent of a member's trading activity, expressed as a percentage of
or ratio to Consolidated Volume, the date of the annual
reconstitution of the Russell Investments Indexes shall be excluded
from both total Consolidated Volume and the member's trading
activity. See Rule 7018(a).
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The Exchange believes that the new criteria will more closely tie
the amount [sic] midpoint orders and other non-displayed orders
required to receive the credit with the overall market conditions in
any given month.
The Exchange is also proposing to eliminate the credit it provides
for all other non-displayed orders (other than Supplemental Orders)
that provide liquidity in Tape A and B securities, which do not
otherwise qualify for the higher tier discussed above. Currently, the
Exchange provides a credit of $0.0005 per share executed for other non-
displayed orders in Tape A and B securities that provide liquidity. The
Exchange does not provide a credit and does not assess a fee for such
orders in Tape C securities. The Exchange is proposing to harmonize the
credit tiers for Tape A and B securities with [sic] credit tier for
Tape C securities by eliminating the $0.0005 per share executed credit
and not assessing a fee or credit for such orders.
Third Change
The Exchange is proposing to eliminate the credit provided for
certain ``select symbols'' under Rule 7018(a)(4). Under the current
rule, [sic] members receiving less than a $0.0029 per share executed
credit in [sic] pursuant to Rule 7018(a)(1)-(3) for displayed quotes/
orders (other than Supplemental Orders or Designated Retail Orders)
that provide liquidity for the securities listed under the rule, the
Exchange will provide a credit of $0.0029 per share executed instead of
the lower credit to these members for those securities. Currently, the
credit provided by the
[[Page 14499]]
rule applies to the following securities, by ticker symbol: EEM, EWJ,
GDX, IWM, NUGT, SPY, UWTI, VXX, XIV, and XLF. The Exchange did not
observe an appreciable improvement in market quality in the select
symbols on the Exchange, which was its goal in adopting the credit.\6\
As a consequence, the Exchange is proposing to eliminate the credit
[sic]
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\6\ See Securities Exchange Act Release No. 73967 [sic] (October
29, 2015), 80 FR 68377 (November 4, 2015) (SR-NASDAQ-2015-126).
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2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \7\ in general, and furthers the objectives of Sections
6(b)(4) and 6(b)(5) of the Act \8\ 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.
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\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(4) and (5).
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First Change
The Exchange believes that the proposed increase to the credit it
provides to members for displayed liquidity is reasonable because it is
designed to further incentivize members to improve the market through
the provision of shares of liquidity in all securities during the
month, consistent with its efforts to draw additional order flow to the
Exchange to improve market quality for all market participants. If
effective, the Exchange believes that the increased incentive will
improve overall market quality on both the Exchange and NOM. The
Exchange believes that the proposed increased credit is an equitable
allocation and is not unfairly discriminatory because the Exchange will
provide the credit to all members that qualify for it under the rule.
Second Change
The Exchange believes that modifying the criteria required to
receive the credit for providing non-displayed orders (other than
Supplemental Orders) that provide liquidity is reasonable because the
proposed change will more closely align the level of liquidity provided
by the members in comparison to the market as a whole.
Specifically, the Exchange is tying the requirement to Consolidated
Volume provided during the month through midpoint orders or other non-
displayed orders in lieu of the current requirement that the member
have an average daily volume of 1 million or more shares per day
through midpoint orders or other non-displayed orders during the month.
The Exchange believes that the new criteria may potentially make
achieving the credit more difficult to the extent Consolidated Volume
is high in a given month and will likely represent a stricter criterion
upon adoption. The Exchange believes it is a better metric to apply to
measure a member's participation through midpoint orders or other non-
displayed orders during the month in contrast to a static criteria
average daily volume. The Exchange believes that the proposed
modification of the criteria is equitably allocated [sic] and not
unfairly discriminatory because the amended credit criteria applies
uniformly to securities across all Tapes and all members that elect to
meet the criteria of the credit tier will receive the credit.
The Exchange believes reducing the credit it provides for all other
non-displayed orders (other than Supplemental Orders) that provide
liquidity in Tape A and B securities that do not otherwise qualify for
the higher tier is reasonable because the Exchange must periodically
assess the effectiveness of the incentives it provides in the form of
reduced fees and credits and, in certain cases, change or eliminate
those fees and credits once they are no longer needed. By doing so, the
Exchange is able to deploy incentives in other areas that the Exchange
determines are in need of market improvement. The Exchange notes that
it currently does not provide any credit for such orders in Tape C
securities.
The Exchange believes that the proposed elimination of the credits
is equitably allocated and not unfairly discriminatory because all
members will neither receive a credit nor be assessed a fee under the
tier, regardless of the listing venue of the security.
Third Change
The Exchange believes that eliminating the credit provided to
members for transactions in ``select symbols'' under Rule 7018(a) is
reasonable because the Exchange did not observe an appreciable
improvement in market quality in the select symbols which, as
explained, was the Exchange's goal in adopting the credit.
As noted above, the Exchange must periodically assess the
effectiveness of the incentives it provides in the form of reduced fees
and credits and, in the case of ineffective incentives, eliminate the
incentive so that the Exchange may apply its resources to other,
possibly more effective, incentives.
The Exchange believes that elimination of the credit is equitably
allocated and not unfairly discriminatory because it will apply to all
members equally. In this regard, the credit was available to any member
that met the criteria and in the absence of the credit, members may now
qualify for other, albeit lower, credits under Rule 7018(a).
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. In terms of inter-market
competition, the Exchange notes that it operates in a highly
competitive market in which market participants can readily favor
competing venues if they deem fee levels at a particular venue to be
excessive, or rebate opportunities available at other venues to be more
favorable. In such an environment, the Exchange must continually adjust
its fees to remain competitive with other exchanges and with
alternative trading systems that have been exempted from compliance
with the statutory standards applicable to exchanges. Because
competitors are free to modify their own fees in response, and because
market participants may readily adjust their order routing practices,
the Exchange believes that the degree to which fee changes in this
market may impose any burden on competition is extremely limited.
In this instance, the proposed changes to the credits available to
member firms for execution of securities of the three Tapes do not
impose a burden on competition because the Exchange's execution
services are completely voluntary and subject to extensive competition
both from other exchanges and from off-exchange venues.
The proposed changes to the credits provided to members are
reflective of a robust and competitive securities market, where trading
venues must provide incentives to participants in the form of credits
to attract order flow and adjust those incentives to make them more
competitive or to allow the Exchange to provide other market-improving
incentives elsewhere.
Moreover, trading venues are free to adjust their fees and credits
in response to any changes that the Exchange makes to its fees and
credits. If any of the changes proposed herein are [sic] unattractive
to market participants, it is likely that the Exchange will lose
[[Page 14500]]
market share as a result. Accordingly, the Exchange does not believe
that the proposed changes will impair the ability of members or
competing order execution venues to maintain their competitive standing
in the financial markets [sic].
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.\9\
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\9\ 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-2016-031 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-2016-031. 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-2016-031 and should
be submitted on or before April 7, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
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\10\ 17 CFR 200.30-3(a)(12).
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Lynn M. Powalski,
Deputy Secretary.
[FR Doc. 2016-05989 Filed 3-16-16; 8:45 am]
BILLING CODE 8011-01-P