Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Nasdaq Rule 7018(a), 23038-23040 [2016-08945]
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Federal Register / Vol. 81, No. 75 / Tuesday, April 19, 2016 / Notices
compliance with the applicable
regulatory requirements, not just at the
time the order is routed to the Exchange,
but also at the time the order becomes
eligible for execution.46
The Commission further notes the
Exchange’s discussion of the best
execution obligations of Members
utilizing the proposed TIF
instructions.47 Specifically, the
Exchange states that a Member’s best
execution obligations may include
cancelling an order when market
conditions deteriorate and could result
in an inferior execution or informing
customers when the execution of their
order may be delayed intentionally
while the Member utilizes reasonable
diligence to ascertain the best market for
the security.48 The Exchange further
notes that Members will maintain the
ability to cancel or modify the terms of
an order utilizing any of the proposed
TIF instructions at any time, including
during the time from when the order is
routed to the Exchange until the start of
the Pre-Opening Session.49 As a result,
the Exchange states that a Member who
utilizes the proposed TIF instructions,
but later determines that market
conditions favor execution during Early
Trading Session, can cancel the order
residing at the Exchange and enter a
separate order to execute during the
Early Trading Session.50
Furthermore, the Exchange proposes
technical amendments to its Rules to
correct erroneous plural words and an
inaccurate description of the PreOpening Session times in Exchange
Rules 11.17 and 14.11, respectively. The
Commission believes these proposed
amendments would help alleviate
potential confusion among Users and
Members regarding the operation of
Exchange Rules and are, therefore,
consistent with the Act.
SECURITIES AND EXCHANGE
COMMISSION
IV. Conclusion
It is therefore ordered, pursuant to
section 19(b)(2) of the Act 51 that the
proposed rule change (SR–BATS–2016–
14), as modified by Amendment No.1,
be, and it hereby is, approved.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.52
Robert W. Errett,
Deputy Secretary.
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[FR Doc. 2016–08969 Filed 4–18–16; 8:45 am]
BILLING CODE 8011–01–P
46 See
Notice, supra note 4, at 10355.
id. at 10354–55.
48 See id. n.41.
49 See id. at 10354.
50 See id.
51 15 U.S.C. 78s(b)(2).
52 17 CFR 200.30–3(a)(12).
47 See
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[Release No. 34–77609; File No. SR–
NASDAQ–2016–054]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend
Nasdaq Rule 7018(a)
April 13, 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 April 12,
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 the Substance
of the Proposed Rule Change
The Exchange proposes to amend the
Exchange’s transaction fees at Rule
7018(a) to add a new credit tier
available to a member for displayed
quotes/orders (other than Supplemental
Orders or Designated Retail Orders) that
provide liquidity.
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.
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.
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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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 the Exchange’s
transaction fees at Rule 7018(a) to add
a new credit tier available to a member
for displayed quotes/orders (other than
Supplemental Orders or Designated
Retail Orders) that provide liquidity.
The new credit tier will be available for
transactions in securities of all three
Tapes 3 and accordingly the new credit
tier is being added to Rules 7018(a)(1),
(2), and (3), which provide the fees and
credits for execution and routing of
orders in Nasdaq-Listed securities, New
York Stock Exchange (‘‘NYSE’’)-listed
securities, and securities not listed on
Nasdaq or NYSE, respectively.
The Exchange is proposing to provide
a $0.0030 per share executed credit to
a member that has shares of liquidity
provided in all securities during the
month representing more than 0.20% of
Consolidated Volume during the month,
through one or more of its Nasdaq
Market Center MPIDs. The member
must also qualify for the additional
$0.05 per contract rebate under Note
c(3) of Nasdaq Options Market (‘‘NOM’’)
Rules Chapter XV Section 2(1).4 The
criteria to receive the additional $0.05
per contract rebate under NOM Chapter
XV Section 2(1) Note c(3) requires a
NOM Participant to (i) add Customer,
Professional, Firm, Non-NOM Market
Maker and/or Broker-Dealer 5 liquidity
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 notes that rebate and criteria
required to receive the rebate under NOM Chapter
XV Section 2(1) Note c(3) is being amended
consistent with the description herein effective as
of the date of this proposed rule change to Rule
7018(a).
5 NOM Chapter XV provides the following
defined terms:
The term ‘‘Customer’’ or (‘‘C’’) applies to any
transaction that is identified by a Participant for
clearing in the Customer range at The Options
Clearing Corporation (‘‘OCC’’) which is not for the
account of broker or dealer or for the account of a
‘‘Professional’’ (as that term is defined in Chapter
I, Section 1(a)(48)).
The term ‘‘NOM Market Maker’’ or (‘‘M’’) is a
Participant that has registered as a Market Maker on
NOM pursuant to Chapter VII, Section 2, and must
also remain in good standing pursuant to Chapter
VII, Section 4. In order to receive NOM Market
Maker pricing in all securities, the Participant must
be registered as a NOM Market Maker in at least one
security.
The term ‘‘Non-NOM Market Maker’’ or (‘‘O’’) is
a registered market maker on another options
exchange that is not a NOM Market Maker. A NonNOM Market Maker must append the proper NonNOM Market Maker designation to orders routed to
NOM.
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in Penny Pilot Options and/or NonPenny Pilot Options above 0.80% of
total industry customer equity and ETF
option ADV per day in a month; (ii) add
Customer, Professional, Firm, Non-NOM
Market Maker and/or Broker-Dealer
liquidity in Non-Penny Pilot Options
above 0.15% of total industry customer
equity and ETF option ADV contracts
per day in a month; and (iii) execute
greater than 0.04% of Consolidated
Volume via Market-on-Close 6 and
Limit-on-Close 7 (‘‘MOC/LOC’’) volume
within the NASDAQ Stock Market
Closing Cross 8 within a month. Thus, to
qualify under the new proposed credit
tiers under Rule 7018(a), an Exchange
member must also be a NOM Participant
and meet the NOM rebate criteria
described above, in addition to the more
than 0.20% of Consolidated Volume
requirement of the proposed credit tiers.
Under Rule 7018(a), the Exchange
currently offers credits based on both
Consolidated Volume as well as
participation on NOM. For example, the
Exchange provides a $0.00295 per share
executed credit under Rules 7018(a)(1)–
(3) if a member adds Customer,
Professional, Firm, Non-NOM Market
Maker and/or Broker-Dealer liquidity in
Penny Pilot Options and/or Non- Penny
The term ‘‘Firm’’ or (‘‘F’’) applies to any
transaction that is identified by a Participant for
clearing in the Firm range at OCC.
The term ‘‘Professional’’ or (‘‘P’’) means any
person or entity that (i) is not a broker or dealer in
securities, and (ii) places more than 390 orders in
listed options per day on average during a calendar
month for its own beneficial account(s) pursuant to
Chapter I, Section 1(a)(48). All Professional orders
shall be appropriately marked by Participants.
The term ‘‘Broker-Dealer’’ or (‘‘B’’) applies to any
transaction which is not subject to any of the other
transaction fees applicable within a particular
category.
6 A ‘‘Market On Close Order’’ is an Order Type
entered without a price that may be executed only
during the Nasdaq Closing Cross. Subject to the
qualifications provided below, MOC Orders may be
entered, cancelled, and/or modified between 4 a.m.
ET and immediately prior to 3:50 p.m. ET. Between
3:50 p.m. ET and immediately prior to 3:55 p.m. ET,
an MOC Order can be cancelled and/or modified
only if the Participant requests that Nasdaq correct
a legitimate error in the Order (e.g., Side, Size,
Symbol, or Price, or duplication of an Order). MOC
Orders cannot be cancelled or modified at or after
3:55 p.m. ET for any reason. An MOC Order shall
execute only at the price determined by the Nasdaq
Closing Cross. See Rule 4702(b)(11).
7 A ‘‘Limit On Close Order’’ is an Order Type
entered with a price that may be executed only in
the Nasdaq Closing Cross, and only if the price
determined by the Nasdaq Closing Cross is equal to
or better than the price at which the LOC Order was
entered. Subject to the qualifications provided
below, LOC Orders may be entered, cancelled, and/
or modified between 4 a.m. ET and immediately
prior to 3:50 p.m. ET. Between 3:50 p.m. ET and
immediately prior to 3:55 p.m. ET, an LOC Order
can be cancelled but not modified, and only if the
Participant requests that Nasdaq correct a legitimate
error in the Order (e.g., Side, Size, Symbol, or Price,
or duplication of an Order). See Rule 4702(b)(12).
8 See Rule 4754.
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Pilot Options of 1.15% or more of total
industry ADV in the customer clearing
range for Equity and ETF option
contracts per day in a month on NOM.
Other credits under Rules 7018(a)(1)–(3)
do not require participation on NOM.
For example, the Exchange provides a
$0.0030 per share executed credit under
Rules 7018(a)(1)–(3) if a member has
shares of liquidity provided in all
securities through one or more of its
Nasdaq Market Center MPIDs that
represent [sic] more than 0.75% of
Consolidated Volume during the month
and member provides a daily average of
at least 5 Million shares of nondisplayed liquidity.
As noted above, the Exchange is also
requiring a member to have MOC/LOC
order volume in excess of 0.04% of
Consolidated Volume under the new
credit tier, thereby requiring a member
to provide a significant level of MOC/
LOC liquidity in the closing cross,
which benefits all market participants.
The Exchange does not currently have a
credit tier under Rules 7018(a)(1)–(3)
provided for displayed quotes/orders
that requires a member to have a certain
level of MOC/LOC order volume in the
closing cross; however, the Exchange
does currently provide a credit based on
participation in the opening and closing
crosses. Specifically, under Rules
7018(a)(1)–(3), the Exchange provides a
$0.0028 per share executed credit for
displayed quotes/orders if a member has
shares of liquidity provided in the
Opening and Closing Crosses, excluding
MOC, LOC, Market-on- Open, Limit-onOpen, Good-til-Cancelled, and
Immediate-or-Cancel orders, through
one or more of its Nasdaq Market Center
MPIDs that represent [sic] more than
0.01% of Consolidated Volume during
the month. The new MOC/LOC
requirement of the proposed credit tier
will allow a member to qualify based, in
part, on participation in the closing
cross in MOC and LOC orders.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act,9 in general, and furthers the
objectives of Sections 6(b)(4) and 6(b)(5)
of the Act,10 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.
9 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
10 15
PO 00000
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23039
The Exchange believes that the
proposed $0.0030 per share executed
credit is reasonable because it is
consistent with other credits that the
Exchange provides to members for
displayed quotes/orders (other than
Supplemental Orders or Designated
Retail Orders) that provide liquidity. As
a general principle, the Exchange
chooses to offer credits to members in
return for market improving behavior.
Under Rule 7018(a), the various
credits the Exchange provides for
displayed quotes/orders require
members to significantly contribute to
market quality by providing certain
levels of Consolidated Volume through
one or more of its Nasdaq Market Center
MPIDs, and volume on NOM. The
proposed credit will be provided to
members that not only contribute to the
Exchange by providing more than
0.20% of Consolidated Volume through
one or more of its Nasdaq Market Center
MPIDs during the month, including
MOC/LOC orders representing 0.04% of
Consolidated Volume, but members
must also provide significant levels of
liquidity in both Penny Pilot and NonPenny Pilot Options on NOM.
The Exchange notes that the proposed
credit is consistent with other credits
that it provides for displayed quotes/
orders under the rule, which range from
$0.0015 per share executed to $0.00305
per share executed and which apply
progressively more stringent
requirements in return for higher per
share executed credits. Accordingly, the
$0.0030 per share executed credit is
reasonable.
The proposed $0.0030 per share
executed credit is an equitable
allocation and is not unfairly
discriminatory because the Exchange
will apply the same credit to all
similarly situated members. Thus, if a
member meets the requirements, it will
receive the credit unless it qualifies for
a higher credit. Moreover, as discussed
above, some credit tiers require
participation on NOM while others do
not. As such, members will continue to
have opportunities to qualify for similar
credits based on market participation
not tied to NOM.
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
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Federal Register / Vol. 81, No. 75 / Tuesday, April 19, 2016 / Notices
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 new
credit provided to a member for
execution of securities of each of the
three Tapes do [sic] 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 are
designed to reward market-improving
behavior by providing a new credit tier
based on various measures of such
behavior, which may encourage other
market venues to provide similar credits
to improve their market quality. Thus,
the Exchange does not believe that the
proposed changes will impose any
burden on competition, but may rather
promote competition.
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.
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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.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
11 15
U.S.C. 78s(b)(3)(A)(ii).
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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
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–2016–054 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–2016–054. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
offices 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–
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For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–08945 Filed 4–18–16; 8:45 am]
BILLING CODE 8011–01–P
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:
PO 00000
NASDAQ–2016–054, and should be
submitted on or before May 10, 2016.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77605; File No. SR–
NYSEMKT–2016–43]
Self-Regulatory Organizations; NYSE
MKT LLC; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Amending Rule 72—
Equities Relating to Setting Interest
April 13, 2016.
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 29,
2016, NYSE MKT LLC (the ‘‘Exchange’’
or ‘‘NYSE MKT’’) filed with the
Securities and Exchange Commission
(the ‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III below, which Items have been
prepared by the self-regulatory
organization. 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 72—Equities relating to setting
interest. 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,
12 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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Agencies
[Federal Register Volume 81, Number 75 (Tuesday, April 19, 2016)]
[Notices]
[Pages 23038-23040]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-08945]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-77609; File No. SR-NASDAQ-2016-054]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Amend Nasdaq Rule 7018(a)
April 13, 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 April 12, 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 the
Substance of the Proposed Rule Change
The Exchange proposes to amend the Exchange's transaction fees at
Rule 7018(a) to add a new credit tier available to a member for
displayed quotes/orders (other than Supplemental Orders or Designated
Retail Orders) that provide liquidity.
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.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
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 the Exchange's
transaction fees at Rule 7018(a) to add a new credit tier available to
a member for displayed quotes/orders (other than Supplemental Orders or
Designated Retail Orders) that provide liquidity. The new credit tier
will be available for transactions in securities of all three Tapes \3\
and accordingly the new credit tier is being added to Rules 7018(a)(1),
(2), and (3), which provide the fees and credits for execution and
routing of orders in Nasdaq-Listed securities, New York Stock Exchange
(``NYSE'')-listed securities, and securities not listed on Nasdaq or
NYSE, respectively.
---------------------------------------------------------------------------
\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.
---------------------------------------------------------------------------
The Exchange is proposing to provide a $0.0030 per share executed
credit to a member that has shares of liquidity provided in all
securities during the month representing more than 0.20% of
Consolidated Volume during the month, through one or more of its Nasdaq
Market Center MPIDs. The member must also qualify for the additional
$0.05 per contract rebate under Note c(3) of Nasdaq Options Market
(``NOM'') Rules Chapter XV Section 2(1).\4\ The criteria to receive the
additional $0.05 per contract rebate under NOM Chapter XV Section 2(1)
Note c(3) requires a NOM Participant to (i) add Customer, Professional,
Firm, Non-NOM Market Maker and/or Broker-Dealer \5\ liquidity
[[Page 23039]]
in Penny Pilot Options and/or Non- Penny Pilot Options above 0.80% of
total industry customer equity and ETF option ADV per day in a month;
(ii) add Customer, Professional, Firm, Non-NOM Market Maker and/or
Broker-Dealer liquidity in Non-Penny Pilot Options above 0.15% of total
industry customer equity and ETF option ADV contracts per day in a
month; and (iii) execute greater than 0.04% of Consolidated Volume via
Market-on-Close \6\ and Limit-on-Close \7\ (``MOC/LOC'') volume within
the NASDAQ Stock Market Closing Cross \8\ within a month. Thus, to
qualify under the new proposed credit tiers under Rule 7018(a), an
Exchange member must also be a NOM Participant and meet the NOM rebate
criteria described above, in addition to the more than 0.20% of
Consolidated Volume requirement of the proposed credit tiers.
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\4\ The Exchange notes that rebate and criteria required to
receive the rebate under NOM Chapter XV Section 2(1) Note c(3) is
being amended consistent with the description herein effective as of
the date of this proposed rule change to Rule 7018(a).
\5\ NOM Chapter XV provides the following defined terms:
The term ``Customer'' or (``C'') applies to any transaction that
is identified by a Participant for clearing in the Customer range at
The Options Clearing Corporation (``OCC'') which is not for the
account of broker or dealer or for the account of a ``Professional''
(as that term is defined in Chapter I, Section 1(a)(48)).
The term ``NOM Market Maker'' or (``M'') is a Participant that
has registered as a Market Maker on NOM pursuant to Chapter VII,
Section 2, and must also remain in good standing pursuant to Chapter
VII, Section 4. In order to receive NOM Market Maker pricing in all
securities, the Participant must be registered as a NOM Market Maker
in at least one security.
The term ``Non-NOM Market Maker'' or (``O'') is a registered
market maker on another options exchange that is not a NOM Market
Maker. A Non-NOM Market Maker must append the proper Non-NOM Market
Maker designation to orders routed to NOM.
The term ``Firm'' or (``F'') applies to any transaction that is
identified by a Participant for clearing in the Firm range at OCC.
The term ``Professional'' or (``P'') means any person or entity
that (i) is not a broker or dealer in securities, and (ii) places
more than 390 orders in listed options per day on average during a
calendar month for its own beneficial account(s) pursuant to Chapter
I, Section 1(a)(48). All Professional orders shall be appropriately
marked by Participants.
The term ``Broker-Dealer'' or (``B'') applies to any transaction
which is not subject to any of the other transaction fees applicable
within a particular category.
\6\ A ``Market On Close Order'' is an Order Type entered without
a price that may be executed only during the Nasdaq Closing Cross.
Subject to the qualifications provided below, MOC Orders may be
entered, cancelled, and/or modified between 4 a.m. ET and
immediately prior to 3:50 p.m. ET. Between 3:50 p.m. ET and
immediately prior to 3:55 p.m. ET, an MOC Order can be cancelled
and/or modified only if the Participant requests that Nasdaq correct
a legitimate error in the Order (e.g., Side, Size, Symbol, or Price,
or duplication of an Order). MOC Orders cannot be cancelled or
modified at or after 3:55 p.m. ET for any reason. An MOC Order shall
execute only at the price determined by the Nasdaq Closing Cross.
See Rule 4702(b)(11).
\7\ A ``Limit On Close Order'' is an Order Type entered with a
price that may be executed only in the Nasdaq Closing Cross, and
only if the price determined by the Nasdaq Closing Cross is equal to
or better than the price at which the LOC Order was entered. Subject
to the qualifications provided below, LOC Orders may be entered,
cancelled, and/or modified between 4 a.m. ET and immediately prior
to 3:50 p.m. ET. Between 3:50 p.m. ET and immediately prior to 3:55
p.m. ET, an LOC Order can be cancelled but not modified, and only if
the Participant requests that Nasdaq correct a legitimate error in
the Order (e.g., Side, Size, Symbol, or Price, or duplication of an
Order). See Rule 4702(b)(12).
\8\ See Rule 4754.
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Under Rule 7018(a), the Exchange currently offers credits based on
both Consolidated Volume as well as participation on NOM. For example,
the Exchange provides a $0.00295 per share executed credit under Rules
7018(a)(1)-(3) if a member adds Customer, Professional, Firm, Non-NOM
Market Maker and/or Broker-Dealer liquidity in Penny Pilot Options and/
or Non- Penny Pilot Options of 1.15% or more of total industry ADV in
the customer clearing range for Equity and ETF option contracts per day
in a month on NOM. Other credits under Rules 7018(a)(1)-(3) do not
require participation on NOM. For example, the Exchange provides a
$0.0030 per share executed credit under Rules 7018(a)(1)-(3) if a
member has shares of liquidity provided in all securities through one
or more of its Nasdaq Market Center MPIDs that represent [sic] more
than 0.75% of Consolidated Volume during the month and member provides
a daily average of at least 5 Million shares of non-displayed
liquidity.
As noted above, the Exchange is also requiring a member to have
MOC/LOC order volume in excess of 0.04% of Consolidated Volume under
the new credit tier, thereby requiring a member to provide a
significant level of MOC/LOC liquidity in the closing cross, which
benefits all market participants. The Exchange does not currently have
a credit tier under Rules 7018(a)(1)-(3) provided for displayed quotes/
orders that requires a member to have a certain level of MOC/LOC order
volume in the closing cross; however, the Exchange does currently
provide a credit based on participation in the opening and closing
crosses. Specifically, under Rules 7018(a)(1)-(3), the Exchange
provides a $0.0028 per share executed credit for displayed quotes/
orders if a member has shares of liquidity provided in the Opening and
Closing Crosses, excluding MOC, LOC, Market-on- Open, Limit-on-Open,
Good-til-Cancelled, and Immediate-or-Cancel orders, through one or more
of its Nasdaq Market Center MPIDs that represent [sic] more than 0.01%
of Consolidated Volume during the month. The new MOC/LOC requirement of
the proposed credit tier will allow a member to qualify based, in part,
on participation in the closing cross in MOC and LOC orders.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act,\9\ in general, and furthers the objectives of Sections
6(b)(4) and 6(b)(5) of the Act,\10\ 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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\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(4) and (5).
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The Exchange believes that the proposed $0.0030 per share executed
credit is reasonable because it is consistent with other credits that
the Exchange provides to members for displayed quotes/orders (other
than Supplemental Orders or Designated Retail Orders) that provide
liquidity. As a general principle, the Exchange chooses to offer
credits to members in return for market improving behavior.
Under Rule 7018(a), the various credits the Exchange provides for
displayed quotes/orders require members to significantly contribute to
market quality by providing certain levels of Consolidated Volume
through one or more of its Nasdaq Market Center MPIDs, and volume on
NOM. The proposed credit will be provided to members that not only
contribute to the Exchange by providing more than 0.20% of Consolidated
Volume through one or more of its Nasdaq Market Center MPIDs during the
month, including MOC/LOC orders representing 0.04% of Consolidated
Volume, but members must also provide significant levels of liquidity
in both Penny Pilot and Non-Penny Pilot Options on NOM.
The Exchange notes that the proposed credit is consistent with
other credits that it provides for displayed quotes/orders under the
rule, which range from $0.0015 per share executed to $0.00305 per share
executed and which apply progressively more stringent requirements in
return for higher per share executed credits. Accordingly, the $0.0030
per share executed credit is reasonable.
The proposed $0.0030 per share executed credit is an equitable
allocation and is not unfairly discriminatory because the Exchange will
apply the same credit to all similarly situated members. Thus, if a
member meets the requirements, it will receive the credit unless it
qualifies for a higher credit. Moreover, as discussed above, some
credit tiers require participation on NOM while others do not. As such,
members will continue to have opportunities to qualify for similar
credits based on market participation not tied to NOM.
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
[[Page 23040]]
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 new credit provided to a member for
execution of securities of each of the three Tapes do [sic] 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 are
designed to reward market-improving behavior by providing a new credit
tier based on various measures of such behavior, which may encourage
other market venues to provide similar credits to improve their market
quality. Thus, the Exchange does not believe that the proposed changes
will impose any burden on competition, but may rather promote
competition.
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 rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act.\11\
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\11\ 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-2016-054 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-2016-054. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549 on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal offices 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-
054, and should be submitted on or before May 10, 2016.
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\12\ 17 CFR 200.30-3(a)(12).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-08945 Filed 4-18-16; 8:45 am]
BILLING CODE 8011-01-P