Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Nasdaq Rule 4703, 31979-31981 [2016-11879]
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Federal Register / Vol. 81, No. 98 / Friday, May 20, 2016 / Notices
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
cannot be executed via AIM.13 Such
opportunity could help protect the
interest of investors by helping to
ensure that ineligible AIM Agency
Orders are processed, rather than
cancelled.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,14 that the
proposed rule change (SR–CBOE–2016–
024), as modified by Amendment No. 2,
be, and hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.15
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–12015 Filed 5–19–16; 8:45 am]
BILLING CODE 8011–01–P
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.
Nasdaq 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
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–77839; File No. SR–
NASDAQ–2016–066]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend
Nasdaq Rule 4703
May 16, 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 May 4,
2016, The Nasdaq Stock Market LLC
(‘‘Nasdaq’’ or the ‘‘Exchange’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II 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.
mstockstill on DSK3G9T082PROD with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Rule 4703 (Order Attributes).
The text of the proposed rule change
is available at https://
nasdaq.cchwallstreet.com/, at Nasdaq’s
principal office, and at the
Commission’s Public Reference Room.
13 See
Notice, supra note 4, at 20699.
U.S.C. 78s(b)(2).
15 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
14 15
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Nasdaq is proposing to amend Rule
4703(a)(7). This rule currently provides
that a market participant entering an
order using the SCAN routing strategy
prior to 8:00 a.m. Eastern time (‘‘ET’’)
may designate the order to activate upon
entry or at 8:00 a.m. ET. The Exchange
proposes to extend this functionality to
the recently approved Retail Order
Process (‘‘RTFY’’) order routing option.3
The RTFY order routing option is
designed to enhance execution quality
and benefit retail investors by providing
price improvement opportunities to
retail order flow. Previously, retail order
firms often sent non-marketable order
flow, that is—orders that are not
executable against the best prices
available in the market place based on
their limit price—to post and display on
exchanges. Some of the orders that have
been deemed to be non-marketable by
the entering firm become marketable by
the time the exchange receives them and
ultimately remove liquidity from the
exchange order book. The RTFY routing
option is an alternative method for
posting non-marketable order flow on
the Exchange order book. Rather than
allowing the marketable Designated
Retail Orders (‘‘DROs’’) 4 to immediately
remove liquidity from the Exchange
order book (unless explicitly instructed
to do so), the order is routed to
destinations in the System routing
table 5 to increase price improvement
3 See Securities Exchange Act Release No. 76335
(Nov. 3, 2015), 80 FR 69256 (Nov. 9, 2015) (SR–
NASDAQ–2015–112).
4 See Nasdaq Rule 7018.
5 The term ‘‘System routing table’’ refers to the
proprietary process for determining the specific
trading venues to which the System routes orders
and the order in which it routes them. NASDAQ
reserves the right to maintain a different System
routing table for different routing options and to
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Frm 00071
Fmt 4703
Sfmt 4703
31979
opportunities for the DROs. RTFY may
remove liquidity from the Exchange
book after routing to other destinations.
Any non-marketable RTFY orders will
post on the Exchange book.
Under the SCAN 6 routing strategy
orders can check the System for
available shares and simultaneously
route the remaining shares to
destinations on the System routing
table. Shares that remain unexecuted
after routing are posted on the Exchange
book. Once on the Exchange book, if the
order is subsequently locked or crossed
by another market center, the System
will not route the order to the locking
or crossing market center.
Currently, RFTY users may enter
extended hours orders, which may
execute, route, or post to the book prior
to the beginning of regular hours
trading. Extended hours orders are
accepted starting at 4 a.m. ET. SCAN
users may also send extended hours
orders which are eligible for execution,
routing, and posting prior to regular
market hours trading. However, SCAN
users may also designate that their
extended hours orders not activate until
8 a.m. Some market participants
maintain systems that do not allow
executions prior to 8 a.m. The Exchange
believes this functionality for SCAN
orders supports market participants by
giving them the ability to allow orders
to flow through to the Exchange while
keeping them inactive until 8 a.m.
The Exchange believes that the market
participants who currently use this
functionality for the SCAN order routing
option, as described in Nasdaq Rule
4703(a)(7), are similar to the market
participants who use the new RTFY
order routing option. While the users of
the SCAN routing strategy are diverse,
the users of the 8 a.m. activation
functionality are generally retail focused
broker-dealers. RTFY is an order routing
option designed specifically for DROs in
order to provide more opportunities for
price improvement to individual retail
investor’s orders. Because the firms that
choose to utilize the 8 a.m. activation
feature of SCAN are generally firms that
represent retail orders, the Exchange
believes that it makes sense to provide
this functionality to the retail firms that
make use of the RTFY routing option.
The Exchange proposes to update the
fifth bullet point under Nasdaq Rule
4703(a) for consistency as to this point
as well.
The proposed rule change will allow
market participants using RTFY to
benefit by having the added flexibility
modify the System routing table at any time without
notice. See NASDAQ Rule 4758(a)(1)(A).
6 See Nasdaq Rule 4758(a)(1)(A)(iv).
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Federal Register / Vol. 81, No. 98 / Friday, May 20, 2016 / Notices
mstockstill on DSK3G9T082PROD with NOTICES
to allow their orders to activate at 8:00
a.m. ET in the same way current users
of this functionality do with SCAN.
Additionally, Nasdaq believes that by
extending this functionality to the RTFY
order routing option it will support
these market participants as they seek
ways in which to more efficiently
manage the retail order flow that they
submit to the Exchange.
The Exchange also proposes to
eliminate the final sentence of Nasdaq
Rule 4703(a)(7), which refers to the term
‘‘ESCN’’. ESCN denotes an order using
the SCAN routing strategy entered prior
to 8:00 a.m. ET and that is not activated
until 8:00 a.m. ET. The inclusion of this
term is unnecessary and its elimination
will simplify the rule and lessen
potential confusion for market
participants regarding this rule.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with the Act
and the rules and regulations
thereunder, including the requirements
of Section 6(b) of the Act.7 In particular,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 8 requirements that the rules of
an exchange be designed to promote just
and equitable principles of trade, to
prevent fraudulent and manipulative
acts and practices, to foster cooperation
and coordination with persons engaged
in facilitating transactions in securities,
to remove impediments to and to perfect
the mechanism for a free and open
market and a national market system,
and, in general, to protect investors and
the public interest.
Nasdaq believes that the proposed
rule change promotes just and equitable
principles of trade, as well as serves to
remove impediments to and to perfect
the mechanism for a free and open
market and a national market system,
and, in general, to protect investors and
the public interest because it adds
flexibility to the recently approved
RTFY routing option. Specifically, the
proposed rule change amends both
Nasdaq Rule 4703(a)(7) and the fifth
bullet point under Nasdaq Rule 4703(a),
which currently apply to the SCAN
order routing option, to also apply to the
new RTFY order routing option as well.
This added functionality for RTFY will
allow market participants using the
RTFY order routing strategy prior to
8:00 a.m. ET to designate whether their
RTFY orders will activate upon entry or
at 8:00 a.m. ET.
Nasdaq believes that this additional
functionality will allow the Exchange to
7 15
8 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
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Jkt 238001
compete more successfully for retail
order flow. The Exchange bases this
upon its determination that the market
participants who currently use the
SCAN order routing option and use this
functionality are similar to the market
participants who use the new RTFY
order routing option. Nasdaq believes
that extending this functionality to the
RTFY order routing option will assist
market participants in efficiently
managing the order flow that they
submit to the Exchange.
This added functionality is an
example of different approaches to
market challenges and is what drives
innovation, market quality, and
ultimately competition. The Exchange
competes vigorously for order flow in a
marketplace where participants have
many trading venue choices. The
Exchange believes making this
functionality available to market
participants using the RTFY routing
option will increase competition by
providing value to retail order firms and
their retail investor customers, which
will in turn result in more order flow
being sent to the Exchange.
The Exchange also believes that its
proposal to eliminate the final sentence
of Nasdaq Rule 4703(a)(7) to remove the
reference to ‘‘ESCN’’ serves to promote
just and equitable principles of trade
and to protect investors and the public
interest through the elimination of a
sentence that is unnecessary and
unhelpful for market participants. Since
ESCN denotes an order using the SCAN
routing strategy entered prior to 8:00
a.m. ET and that is not eligible for
execution until 8:00 a.m. ET, the
inclusion of this term is no longer
necessary and is unhelpful for market
participants. The elimination of this
sentence will clarify and lessen
potential confusion for market
participants regarding this rule.
For the above reasons, Nasdaq
believes the proposed rule change is
consistent with the requirements of
Section 6(b)(5) of the Act.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The [sic] 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. In fact, the
Exchange believes that the functionality
in Nasdaq Rule 4703(a)(7) being made
available to market participants using
the recently approved RTFY order
routing strategy will promote
competition by providing value to retail
order firms and their retail investor
customers, which will in turn result in
more order flow being sent to the
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Frm 00072
Fmt 4703
Sfmt 4703
Exchange. This development could
enhance competition to the benefit of
the markets and investors.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 9 and Rule 19b–
4(f)(6) 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 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 No. SR–
NASDAQ–2016–066 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
9 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires a self-regulatory organization to
provide the Commission with written notice of its
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 fulfilled this requirement.
10 17
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Federal Register / Vol. 81, No. 98 / Friday, May 20, 2016 / Notices
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File No.
SR–NASDAQ–2016–066. 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 will also 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 No. SR–NASDAQ–
2016–066 and should be submitted on
or before June 10, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–11879 Filed 5–19–16; 8:45 am]
BILLING CODE 8011–01–P
mstockstill on DSK3G9T082PROD with NOTICES
[Release No. 34–77837; File No. SR–
NYSEARCA–2016–65]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change To Amend the Definition
of Professional Customer in Rule
6.1A(a)(4A)
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange proposes to amend the
definition of Professional Customer in
Rule 6.1A(a)(4A) to specify the manner
in which the Exchange calculates
average daily order submissions for
purposes of counting Professional
Customer orders. 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
SECURITIES AND EXCHANGE
COMMISSION
May 16, 2016.
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that on May 3,
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
solicit comments on the proposed rule
change from interested persons.
The Exchange proposes to amend the
definition of Professional Customer in
Rule 6.1A(a)(4A) to adopt a
methodology for counting average daily
order submissions in listed options to
determine whether a person or entity
meets the definition of a Professional
Customer (‘‘Professional Customer order
counting’’). The proposed rule change is
designed to harmonize Professional
Customer order counting with the
recently adopted rules of competing
options exchanges—specifically the
Chicago Board of Options Exchange,
11 17
2 15
1 15
3 17
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U.S.C. 78a.
CFR 240.19b–4.
Frm 00073
Fmt 4703
Sfmt 4703
31981
Inc. (‘‘CBOE’’) and NASDAQ OMX
PHLX LLC (‘‘PHLX’’).4
Rule 6.1A(a)(4A) defines Professional
Customer ‘‘as an individual or
organization that (i) is not a Broker/
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).’’ In
adopting the Rule 6.1A(a)(4A), the
Exchange noted that identifying
Professional Customer accounts based
upon the average number of orders
entered in qualified accounts is an
appropriate, objective approach that
will reasonably distinguish such
persons and entities from nonprofessional, retail investors or market
participants. In order to properly
represent orders entered on the
Exchange, OTP Holders and OTP Firms
are required to indicate whether
Customer orders are ‘‘Professional
Customer’’ orders.5 To comply with this
requirement, member organizations are
required to review their Customers’
activity on at least a quarterly basis to
determine whether orders that are not
for the account of a broker-dealer should
be represented as Customer orders or
Professional Customer orders.6
The advent of new multi-leg spread
products and the proliferation of the use
of complex orders and algorithmic
execution strategies by both
institutional and retail market
participants has raised questions as to
what should be counted as an ‘‘order’’
for Professional Customer order
counting purposes. The proposed
changes would specifically address the
4 See Securities Exchange Act Release Nos. 77450
(March 25, 2016), 81 FR 18668, (March 31, 2016)
(SR–CBOE–2016–005); 77449 (March 25, 2016), 81
FR 18665, (March 31, 2016) (SR–Phlx–2016–10)
(approval orders). The Exchange notes that it
recently issued guidance regarding Professional
Customer order counting. See e.g., NYSE Arca,
Inc.’s and NYSE MKT LLC’s Joint Regulatory
Bulletin (RBO–15–03 and RBO–15–06, respectively)
dated September 9, 2015. This proposal codifies
that guidance in a manner that is consistent with
CBOE and PHLX’s approved rules.
5 See e.g., Rule 6.69 (Reporting Duties),
Commentary .03 (requiring that manual orders
submitted be marked with an origin code ‘‘PC.’’).
6 Orders for any customer that had an average of
more than 390 orders per day during any month of
a calendar quarter must be represented as
Professional Customer orders for the next calendar
quarter. OTP Holders and OTP Firms would be
required to conduct a quarterly review and make
any appropriate changes to the way in which they
are representing orders within five business days
after the end of each calendar quarter. While
members only would be required to review their
accounts on a quarterly basis, if during a quarter the
Exchange identifies a customer for which orders are
being represented as Customer orders but that has
averaged more than 390 orders per day during a
month, the Exchange would notify the OTP Holder
and the OTP Holder would be required to change
the manner in which it is representing the
customer’s orders within five business days.
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Agencies
[Federal Register Volume 81, Number 98 (Friday, May 20, 2016)]
[Notices]
[Pages 31979-31981]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-11879]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-77839; File No. SR-NASDAQ-2016-066]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Amend Nasdaq Rule 4703
May 16, 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 May 4, 2016, The Nasdaq Stock Market LLC (``Nasdaq'' or the
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II 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
The Exchange proposes to amend Rule 4703 (Order Attributes).
The text of the proposed rule change is available at https://nasdaq.cchwallstreet.com/, at Nasdaq's principal office, and at the
Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, 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. Nasdaq 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
Nasdaq is proposing to amend Rule 4703(a)(7). This rule currently
provides that a market participant entering an order using the SCAN
routing strategy prior to 8:00 a.m. Eastern time (``ET'') may designate
the order to activate upon entry or at 8:00 a.m. ET. The Exchange
proposes to extend this functionality to the recently approved Retail
Order Process (``RTFY'') order routing option.\3\
---------------------------------------------------------------------------
\3\ See Securities Exchange Act Release No. 76335 (Nov. 3,
2015), 80 FR 69256 (Nov. 9, 2015) (SR-NASDAQ-2015-112).
---------------------------------------------------------------------------
The RTFY order routing option is designed to enhance execution
quality and benefit retail investors by providing price improvement
opportunities to retail order flow. Previously, retail order firms
often sent non-marketable order flow, that is--orders that are not
executable against the best prices available in the market place based
on their limit price--to post and display on exchanges. Some of the
orders that have been deemed to be non-marketable by the entering firm
become marketable by the time the exchange receives them and ultimately
remove liquidity from the exchange order book. The RTFY routing option
is an alternative method for posting non-marketable order flow on the
Exchange order book. Rather than allowing the marketable Designated
Retail Orders (``DROs'') \4\ to immediately remove liquidity from the
Exchange order book (unless explicitly instructed to do so), the order
is routed to destinations in the System routing table \5\ to increase
price improvement opportunities for the DROs. RTFY may remove liquidity
from the Exchange book after routing to other destinations. Any non-
marketable RTFY orders will post on the Exchange book.
---------------------------------------------------------------------------
\4\ See Nasdaq Rule 7018.
\5\ The term ``System routing table'' refers to the proprietary
process for determining the specific trading venues to which the
System routes orders and the order in which it routes them. NASDAQ
reserves the right to maintain a different System routing table for
different routing options and to modify the System routing table at
any time without notice. See NASDAQ Rule 4758(a)(1)(A).
---------------------------------------------------------------------------
Under the SCAN \6\ routing strategy orders can check the System for
available shares and simultaneously route the remaining shares to
destinations on the System routing table. Shares that remain unexecuted
after routing are posted on the Exchange book. Once on the Exchange
book, if the order is subsequently locked or crossed by another market
center, the System will not route the order to the locking or crossing
market center.
---------------------------------------------------------------------------
\6\ See Nasdaq Rule 4758(a)(1)(A)(iv).
---------------------------------------------------------------------------
Currently, RFTY users may enter extended hours orders, which may
execute, route, or post to the book prior to the beginning of regular
hours trading. Extended hours orders are accepted starting at 4 a.m.
ET. SCAN users may also send extended hours orders which are eligible
for execution, routing, and posting prior to regular market hours
trading. However, SCAN users may also designate that their extended
hours orders not activate until 8 a.m. Some market participants
maintain systems that do not allow executions prior to 8 a.m. The
Exchange believes this functionality for SCAN orders supports market
participants by giving them the ability to allow orders to flow through
to the Exchange while keeping them inactive until 8 a.m.
The Exchange believes that the market participants who currently
use this functionality for the SCAN order routing option, as described
in Nasdaq Rule 4703(a)(7), are similar to the market participants who
use the new RTFY order routing option. While the users of the SCAN
routing strategy are diverse, the users of the 8 a.m. activation
functionality are generally retail focused broker-dealers. RTFY is an
order routing option designed specifically for DROs in order to provide
more opportunities for price improvement to individual retail
investor's orders. Because the firms that choose to utilize the 8 a.m.
activation feature of SCAN are generally firms that represent retail
orders, the Exchange believes that it makes sense to provide this
functionality to the retail firms that make use of the RTFY routing
option. The Exchange proposes to update the fifth bullet point under
Nasdaq Rule 4703(a) for consistency as to this point as well.
The proposed rule change will allow market participants using RTFY
to benefit by having the added flexibility
[[Page 31980]]
to allow their orders to activate at 8:00 a.m. ET in the same way
current users of this functionality do with SCAN. Additionally, Nasdaq
believes that by extending this functionality to the RTFY order routing
option it will support these market participants as they seek ways in
which to more efficiently manage the retail order flow that they submit
to the Exchange.
The Exchange also proposes to eliminate the final sentence of
Nasdaq Rule 4703(a)(7), which refers to the term ``ESCN''. ESCN denotes
an order using the SCAN routing strategy entered prior to 8:00 a.m. ET
and that is not activated until 8:00 a.m. ET. The inclusion of this
term is unnecessary and its elimination will simplify the rule and
lessen potential confusion for market participants regarding this rule.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
the Act and the rules and regulations thereunder, including the
requirements of Section 6(b) of the Act.\7\ In particular, the Exchange
believes the proposed rule change is consistent with the Section
6(b)(5) \8\ requirements that the rules of an exchange be designed to
promote just and equitable principles of trade, to prevent fraudulent
and manipulative acts and practices, to foster cooperation and
coordination with persons engaged in facilitating transactions in
securities, to remove impediments to and to perfect the mechanism for a
free and open market and a national market system, and, in general, to
protect investors and the public interest.
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\7\ 15 U.S.C. 78f(b).
\8\ 15 U.S.C. 78f(b)(5).
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Nasdaq believes that the proposed rule change promotes just and
equitable principles of trade, as well as serves to remove impediments
to and to perfect the mechanism for a free and open market and a
national market system, and, in general, to protect investors and the
public interest because it adds flexibility to the recently approved
RTFY routing option. Specifically, the proposed rule change amends both
Nasdaq Rule 4703(a)(7) and the fifth bullet point under Nasdaq Rule
4703(a), which currently apply to the SCAN order routing option, to
also apply to the new RTFY order routing option as well. This added
functionality for RTFY will allow market participants using the RTFY
order routing strategy prior to 8:00 a.m. ET to designate whether their
RTFY orders will activate upon entry or at 8:00 a.m. ET.
Nasdaq believes that this additional functionality will allow the
Exchange to compete more successfully for retail order flow. The
Exchange bases this upon its determination that the market participants
who currently use the SCAN order routing option and use this
functionality are similar to the market participants who use the new
RTFY order routing option. Nasdaq believes that extending this
functionality to the RTFY order routing option will assist market
participants in efficiently managing the order flow that they submit to
the Exchange.
This added functionality is an example of different approaches to
market challenges and is what drives innovation, market quality, and
ultimately competition. The Exchange competes vigorously for order flow
in a marketplace where participants have many trading venue choices.
The Exchange believes making this functionality available to market
participants using the RTFY routing option will increase competition by
providing value to retail order firms and their retail investor
customers, which will in turn result in more order flow being sent to
the Exchange.
The Exchange also believes that its proposal to eliminate the final
sentence of Nasdaq Rule 4703(a)(7) to remove the reference to ``ESCN''
serves to promote just and equitable principles of trade and to protect
investors and the public interest through the elimination of a sentence
that is unnecessary and unhelpful for market participants. Since ESCN
denotes an order using the SCAN routing strategy entered prior to 8:00
a.m. ET and that is not eligible for execution until 8:00 a.m. ET, the
inclusion of this term is no longer necessary and is unhelpful for
market participants. The elimination of this sentence will clarify and
lessen potential confusion for market participants regarding this rule.
For the above reasons, Nasdaq believes the proposed rule change is
consistent with the requirements of Section 6(b)(5) of the Act.
B. Self-Regulatory Organization's Statement on Burden on Competition
The [sic] 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. In fact, the
Exchange believes that the functionality in Nasdaq Rule 4703(a)(7)
being made available to market participants using the recently approved
RTFY order routing strategy will promote competition by providing value
to retail order firms and their retail investor customers, which will
in turn result in more order flow being sent to the Exchange. This
development could enhance competition to the benefit of the markets and
investors.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \9\ and Rule 19b-
4(f)(6) thereunder.\10\
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\9\ 15 U.S.C. 78s(b)(3)(A).
\10\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires a self-regulatory organization to provide the Commission
with written notice of its 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 fulfilled 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 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 No. SR-NASDAQ-2016-066 on the subject line.
Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities
[[Page 31981]]
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File No. SR-NASDAQ-2016-066. 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 will also 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 No. SR-NASDAQ-2016-066 and should be
submitted on or before June 10, 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. 2016-11879 Filed 5-19-16; 8:45 am]
BILLING CODE 8011-01-P