Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Modify the Maximum Number of Times an Order on Nasdaq May Be Updated Before The System Cancels The Order, 18911-18913 [2016-07331]
Download as PDF
Federal Register / Vol. 81, No. 63 / Friday, April 1, 2016 / Notices
A proposed rule change filed
pursuant to Rule 19b–4(f)(6) under the
Act normally does not become operative
for 30 days after the date of its filing.
However, Rule 19b–4(f)(6)(iii) permits
the Commission to designate a shorter
time if such action is consistent with the
protection of investors and the public
interest. The Exchange has asked the
Commission to waive the 30-day
operative delay so that the proposal may
become operative immediately upon
filing. Waiver of the 30-day operative
delay would help facilitate the
harmonization of information barrier
rules across options exchanges. The
Exchange represents that Exchange rules
still require a Market Maker to evaluate
its business to assure that its policies
and procedures are reasonably designed
to protect against the misuse of material
nonpublic information. Further, the
Exchange represents that the proposed
rule change will not decrease the
protections against the misuse of
material, non-public information;
instead, it is designed to provide more
flexibility to market participants. Based
on the foregoing, the Commission
believes the waiver of the operative
delay is consistent with the protection
of investors and the public interest.21
The Commission hereby grants the
waiver and designates the proposal
operative upon filing.
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
asabaliauskas on DSK3SPTVN1PROD with NOTICES
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:
the Exchange’s intent to file the proposed rule
change, along with a brief description and text of
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.
21 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
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17:25 Mar 31, 2016
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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–2016–018 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–BX–2016–018. 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–2016–018 and should
be submitted on or before April 22,
2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.22
Robert W. Errett,
Deputy Secretary.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77454; File No. SR–
NASDAQ–2016–039]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Modify the
Maximum Number of Times an Order
on Nasdaq May Be Updated Before The
System Cancels The Order
March 28, 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 March 16,
2016, 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 Nasdaq. 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
Nasdaq proposes to proposal [sic] to
modify the maximum number of times
an Order on Nasdaq may be updated
before the System cancels the Order.
The text of the proposed rule change
is available on Nasdaq’s Web site at
https://nasdaq.cchwallstreet.com, at the
principal office of Nasdaq, 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 these statements
may be examined at the places specified
in Item IV below. Nasdaq has prepared
summaries, set forth in sections A, B,
and C below, of the most significant
aspects of such statements.
[FR Doc. 2016–07336 Filed 3–31–16; 8:45 am]
BILLING CODE 8011–01–P
1 15
22 17
PO 00000
CFR 200.30–3(a)(12).
Frm 00089
Fmt 4703
Sfmt 4703
18911
2 17
E:\FR\FM\01APN1.SGM
U.S.C. 78s(b)(1).
CFR 240.19b–4.
01APN1
18912
Federal Register / Vol. 81, No. 63 / Friday, April 1, 2016 / Notices
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Background
Nasdaq will cancel an Order if it is
updated a certain number of times
during any given day. Pursuant to Rule
4702(a), an Order will be cancelled if it
is repriced and/or reentered 10,000
times for any reason.3
Pursuant to Rule 4702(b)(7)(A), a
Market Maker Peg Order will be
canceled if it is repriced 1,000 times.
Pursuant to Rule 4703(d), an Order with
Primary Pegging will be cancelled if it
is updated 1,000 times, and an Order
with Market Pegging will be cancelled if
it is updated 10,000 times.
Nasdaq applies these limits to
conserve System resources by limiting
the persistence of Orders that update
repeatedly without execution. These
limits are applied daily to each order
entered into the System. Orders that
have a Time-in-Force 4 that allows them
to persist longer than a single trading
day will have their count reset each day.
For example, if an Order with a Timein-Force of Good-till-Canceled 5 is
repriced 9,999 times during any given
day, the Order will not be canceled due
to the number of updates. Starting the
next day, the Order would be again
allowed to reprice up to 9,999 times
before it would be canceled by the
System.
Proposed Changes
First, Nasdaq is proposing to
eliminate rule text under Rules 4702(a),
4702(b)(7)(A), and 4703(d) concerning
cancellation based on Order updates
and consolidate the concept under a
new Rule 4756(a)(4).
Second, Nasdaq is proposing to no
longer state the specific number of times
a particular Order Type may be updated
before it is canceled in the new rule and
is, instead, noting that the number of
permissible changes may vary by Order
Type or Order Attribute and may change
asabaliauskas on DSK3SPTVN1PROD with NOTICES
3 Orders
entered through OUCH and FLITE ports
generally are not repriced or reentered. As
explained in rule 4702(b)(1)(B), orders entered
through OUCH and FLITE may be updated for
display once. Further, OUCH and FLITE Orders
may only be decremented in size, which is not
considered repricing or reentry of the Order. See
https://www.nasdaqtrader.com/
Trader.aspx?id=TradingSpecs for a description of
the various order entry port specifications.
4 The ‘‘Time-in-Force’’ assigned to an Order
means the period of time that the Nasdaq Market
Center will hold the Order for potential execution.
See Rule 4703(a).
5 An Order that is designated to deactivate one
year after entry may be referred to as a ‘‘Good-tillCancelled.’’ See Rule 4703(a)(3).
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17:25 Mar 31, 2016
Jkt 238001
from time to time. Further, the proposed
rule will note that Nasdaq will post on
its Web site what is considered a change
for a particular Order Type and Order
Attribute, and the current limits on the
number of such changes.
Nasdaq is changing the process by
which it counts updates, which will
allow it to identify a wider range of
updates to an Order. Using the new
process, Nasdaq will be able to track the
following Order updates: (1) Systemgenerated child orders; (2) display size
refreshes from reserve; (3) replaces of
System-generated child Orders (which
include Orders with a Pegging
Attribute); and (4) cancellation requests
of System-generated child Orders.
Nasdaq notes that all updates identified
by the current process will be counted
under the new process. Nasdaq believes
these changes will provide it with
greater flexibility in addressing changes
in volume, market participant behavior,
and Nasdaq’s capacity to handle the
message volume caused by Orders that
update a significant number of times
throughout the trading day.
Nasdaq will provide at least one day’s
advanced notice to the public of any
changes to the number of updates
permitted before an Order is canceled.
Initially, Nasdaq will keep the number
of updates consistent with what is
currently noted in the rules; however,
Nasdaq may shortly thereafter change
the number of updates as needed to
address market conditions.
Nasdaq is also making two minor
technical corrections to Rule 4703(d) to
remove an erroneous quote from the
rule text.
2. Statutory Basis
Nasdaq believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,6 in
general, and with Section 6(b)(5) of the
Act,7 in particular, because it 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.
Excessive updating of Orders places a
burden on Nasdaq’s System, which, if
6 15
7 15
PO 00000
U.S.C. 78f.
U.S.C. 78f(b)(5).
Frm 00090
Fmt 4703
left unchecked, could potentially affect
overall market quality. Nasdaq will
continue canceling Orders that reach a
certain number of updates but, instead
of the static number of updates stated in
the rules, Nasdaq is proposing to
provide the number of updates by Order
type or Order Attribute on its public
Web site. Web site posting will allow
Nasdaq to react more quickly to changes
in the marketplace by changing the
applicable number of updates that will
trigger cancellation of an Order. Nasdaq
will provide advanced notice to market
participants of any changes to the
number of updates applied. Thus, the
proposed rule change will further
promote the protection investors [sic]
and the public interest.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
Nasdaq does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act, as amended.8
Nasdaq is proposing to make the change
because it will allow it to better manage
market quality for all market
participants, who would be negatively
impacted by issues caused by Orders
that tax System resources due to the
excessive number of updates.
These adjustments will not impact
competition among market participants
because the cancellation parameters will
apply equally to all market participants.
As is the case now, market participants
that have an Order canceled due to the
number of updates may enter a new
replacement Order. Thus, Nasdaq does
not think that the proposed change will
place a burden on competition not
necessary or appropriate in furtherance
of the Act.
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
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
8 15
Sfmt 4703
E:\FR\FM\01APN1.SGM
U.S.C. 78f(b)(8).
01APN1
Federal Register / Vol. 81, No. 63 / Friday, April 1, 2016 / Notices
19(b)(3)(A)(iii) of the Act 9 and
subparagraph (f)(6) of Rule 19b–4
thereunder.10
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:
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–2016–039 and should be
submitted on or before April 22, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–07331 Filed 3–31–16; 8:45 am]
BILLING CODE 8011–01–P
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–2016–039 on the subject line.
asabaliauskas on DSK3SPTVN1PROD with NOTICES
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NASDAQ–2016–039. 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
9 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.
10 17
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17:25 Mar 31, 2016
Jkt 238001
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77457; File No. SR–BX–
2016–019]
Self-Regulatory Organizations;
NASDAQ BX, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Adopt Rule 4770 To
Implement the Regulation NMS Plan To
Implement a Tick Size Pilot Program
March 28, 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 March 23,
2016, NASDAQ BX, Inc. (‘‘Exchange’’)
filed with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
the proposed rule change as described
in Items I and II 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 a proposal
to adopt Exchange Rule 4770 to
implement the Regulation NMS Plan to
Implement a Tick Size Pilot Program.
The proposed rule change is
substantially similar to proposed rule
changes recently approved or published
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
PO 00000
Frm 00091
Fmt 4703
Sfmt 4703
18913
by the Commission by the Bats BZX
Exchange, Inc. f/k/a BATS Exchange,
Inc. (‘‘BZX’’) to adopt BZX Rule 11.27(b)
which also sets forth requirements for
the collection and transmission of data
pursuant to Appendices B and C of the
Plan.3
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaqomxbx.cchwall
street.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
On August 25, 2014, NYSE Group,
Inc., on behalf of BATS Exchange, Inc.,
BATS Y-Exchange, Inc., Chicago Stock
Exchange, Inc., EDGA Exchange, Inc.,
EDGX Exchange, Inc., Financial
Industry Regulatory Authority, Inc.
(‘‘FINRA’’), NASDAQ BX, Inc.,
NASDAQ PHLX LLC, the Nasdaq Stock
Market LLC, New York Stock Exchange
LLC (‘‘NYSE’’), NYSE MKT LLC, and
NYSE Arca, Inc. (collectively
‘‘Participants’’), filed with the
Commission, pursuant to Section 11A of
the Act 4 and Rule 608 of Regulation
NMS thereunder,5 the Plan to
Implement a Tick Size Pilot Program
(‘‘Pilot’’).6
The Participants filed the Plan to
comply with an order issued by the
3 See Securities Exchange Act Release No. 77105
(February 10, 2016), 81 FR 8112 (February 17, 2016)
(order approving SR–BATS–2015–102); see also
Securities Exchange Act Release No. 77310 (March
7, 2016), 81 FR 13012 (March 11, 2016) (notice for
comment and immediate effectiveness of SR–
BATS–2016–27).
4 15 U.S.C. 78k–1.
5 17 CFR 242.608.
6 See Letter from Brendon J. Weiss, Vice
President, Intercontinental Exchange, Inc., to
Secretary, Commission, dated August 25, 2014.
E:\FR\FM\01APN1.SGM
01APN1
Agencies
[Federal Register Volume 81, Number 63 (Friday, April 1, 2016)]
[Notices]
[Pages 18911-18913]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-07331]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-77454; File No. SR-NASDAQ-2016-039]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Modify the Maximum Number of Times an Order on Nasdaq May Be Updated
Before The System Cancels The Order
March 28, 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 March 16, 2016, 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 Nasdaq. The
Commission is publishing this notice to solicit comments on the
proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
Nasdaq proposes to proposal [sic] to modify the maximum number of
times an Order on Nasdaq may be updated before the System cancels the
Order.
The text of the proposed rule change is available on Nasdaq's Web
site at https://nasdaq.cchwallstreet.com, at the principal office of
Nasdaq, 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 these statements may be examined at the places specified in
Item IV below. Nasdaq has prepared summaries, set forth in sections A,
B, and C below, of the most significant aspects of such statements.
[[Page 18912]]
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
Background
Nasdaq will cancel an Order if it is updated a certain number of
times during any given day. Pursuant to Rule 4702(a), an Order will be
cancelled if it is repriced and/or reentered 10,000 times for any
reason.\3\
---------------------------------------------------------------------------
\3\ Orders entered through OUCH and FLITE ports generally are
not repriced or reentered. As explained in rule 4702(b)(1)(B),
orders entered through OUCH and FLITE may be updated for display
once. Further, OUCH and FLITE Orders may only be decremented in
size, which is not considered repricing or reentry of the Order. See
https://www.nasdaqtrader.com/Trader.aspx?id=TradingSpecs for a
description of the various order entry port specifications.
---------------------------------------------------------------------------
Pursuant to Rule 4702(b)(7)(A), a Market Maker Peg Order will be
canceled if it is repriced 1,000 times. Pursuant to Rule 4703(d), an
Order with Primary Pegging will be cancelled if it is updated 1,000
times, and an Order with Market Pegging will be cancelled if it is
updated 10,000 times.
Nasdaq applies these limits to conserve System resources by
limiting the persistence of Orders that update repeatedly without
execution. These limits are applied daily to each order entered into
the System. Orders that have a Time-in-Force \4\ that allows them to
persist longer than a single trading day will have their count reset
each day. For example, if an Order with a Time-in-Force of Good-till-
Canceled \5\ is repriced 9,999 times during any given day, the Order
will not be canceled due to the number of updates. Starting the next
day, the Order would be again allowed to reprice up to 9,999 times
before it would be canceled by the System.
---------------------------------------------------------------------------
\4\ The ``Time-in-Force'' assigned to an Order means the period
of time that the Nasdaq Market Center will hold the Order for
potential execution. See Rule 4703(a).
\5\ An Order that is designated to deactivate one year after
entry may be referred to as a ``Good-till-Cancelled.'' See Rule
4703(a)(3).
---------------------------------------------------------------------------
Proposed Changes
First, Nasdaq is proposing to eliminate rule text under Rules
4702(a), 4702(b)(7)(A), and 4703(d) concerning cancellation based on
Order updates and consolidate the concept under a new Rule 4756(a)(4).
Second, Nasdaq is proposing to no longer state the specific number
of times a particular Order Type may be updated before it is canceled
in the new rule and is, instead, noting that the number of permissible
changes may vary by Order Type or Order Attribute and may change from
time to time. Further, the proposed rule will note that Nasdaq will
post on its Web site what is considered a change for a particular Order
Type and Order Attribute, and the current limits on the number of such
changes.
Nasdaq is changing the process by which it counts updates, which
will allow it to identify a wider range of updates to an Order. Using
the new process, Nasdaq will be able to track the following Order
updates: (1) System-generated child orders; (2) display size refreshes
from reserve; (3) replaces of System-generated child Orders (which
include Orders with a Pegging Attribute); and (4) cancellation requests
of System-generated child Orders. Nasdaq notes that all updates
identified by the current process will be counted under the new
process. Nasdaq believes these changes will provide it with greater
flexibility in addressing changes in volume, market participant
behavior, and Nasdaq's capacity to handle the message volume caused by
Orders that update a significant number of times throughout the trading
day.
Nasdaq will provide at least one day's advanced notice to the
public of any changes to the number of updates permitted before an
Order is canceled. Initially, Nasdaq will keep the number of updates
consistent with what is currently noted in the rules; however, Nasdaq
may shortly thereafter change the number of updates as needed to
address market conditions.
Nasdaq is also making two minor technical corrections to Rule
4703(d) to remove an erroneous quote from the rule text.
2. Statutory Basis
Nasdaq believes that the proposed rule change is consistent with
the provisions of Section 6 of the Act,\6\ in general, and with Section
6(b)(5) of the Act,\7\ in particular, because it 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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\6\ 15 U.S.C. 78f.
\7\ 15 U.S.C. 78f(b)(5).
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Excessive updating of Orders places a burden on Nasdaq's System,
which, if left unchecked, could potentially affect overall market
quality. Nasdaq will continue canceling Orders that reach a certain
number of updates but, instead of the static number of updates stated
in the rules, Nasdaq is proposing to provide the number of updates by
Order type or Order Attribute on its public Web site. Web site posting
will allow Nasdaq to react more quickly to changes in the marketplace
by changing the applicable number of updates that will trigger
cancellation of an Order. Nasdaq will provide advanced notice to market
participants of any changes to the number of updates applied. Thus, the
proposed rule change will further promote the protection investors
[sic] and the public interest.
B. Self-Regulatory Organization's Statement on Burden on Competition
Nasdaq does not believe that the proposed rule change will result
in any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act, as amended.\8\ Nasdaq is
proposing to make the change because it will allow it to better manage
market quality for all market participants, who would be negatively
impacted by issues caused by Orders that tax System resources due to
the excessive number of updates.
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\8\ 15 U.S.C. 78f(b)(8).
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These adjustments will not impact competition among market
participants because the cancellation parameters will apply equally to
all market participants. As is the case now, market participants that
have an Order canceled due to the number of updates may enter a new
replacement Order. Thus, Nasdaq does not think that the proposed change
will place a burden on competition not necessary or appropriate in
furtherance of the Act.
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
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
[[Page 18913]]
19(b)(3)(A)(iii) of the Act \9\ and subparagraph (f)(6) of Rule 19b-4
thereunder.\10\
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\9\ 15 U.S.C. 78s(b)(3)(a)(iii) [sic].
\10\ 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.
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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-2016-039 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-2016-039. 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-2016-039 and should
be submitted on or before April 22, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\11\
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\11\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-07331 Filed 3-31-16; 8:45 am]
BILLING CODE 8011-01-P