Self-Regulatory Organizations; NASDAQ PHLX LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend the Exchange's Pricing Schedule Under Section VIII, 39078-39081 [2016-14085]
Download as PDF
ehiers on DSK5VPTVN1PROD with NOTICES
39078
Federal Register / Vol. 81, No. 115 / Wednesday, June 15, 2016 / Notices
observation data, model output, and
derived information products.
4. One important policy goal for
Federal agencies has been to improve
external users’ ability to find, access,
and use Earth observation data and
information products. In which of these
three areas (finding, accessing, or using)
have you witnessed improvements, if
any? Please provide specific examples.
5. In the areas listed below, what
could the Federal Government do to
improve the Earth observations that you
rely on? Please provide specific
examples. You do not need to provide
responses to all listed areas—please
focus on those most relevant to your
work.
a. Maintain current observing
systems.
b. Incrementally improve or upgrade
current observing systems.
c. Develop new observing systems
with significantly enhanced
measurement capabilities.
d. Develop new agency practices to
improve the discoverability,
accessibility, and usability of Earth
observation data.
6. On what emerging technologies,
techniques, and management practices
should the Federal Government focus
attention in the next few years to
enhance public services, research in the
public interest, and fundamental
scientific inquiry?
7. What types of partnerships with
Federal agencies, such as those listed
below, show the most promise to
address current gaps in Earth
observation coverage and related service
provision? Please provide specific
examples. You do not need to provide
responses to all listed areas—please
focus on those most relevant to your
work. You are also free to discuss other
types of partnerships that are not listed
below.
a. Cooperative research and
development agreements.
b. Challenges and prizes.
c. Joint ventures for Earth observation
system development and operations.
d. Citizen science and crowdsourced
observations.
8. Is your organization concerned
about a potential shortage of workers in
the United States who are trained to
develop, understand, or use Earth
observation data and geospatial
information? Please provide specific
concerns.
9. What, if any, do you believe were
the key accomplishments of the first
National Plan and what impact did the
National Plan have, if any, on your
organization? Please provide specific
examples.
VerDate Sep<11>2014
15:15 Jun 14, 2016
Jkt 238001
10. The first National Plan identified
eight Supporting Actions (pp. 20–27)
required to maximize the benefits
derived from the Nation’s Earth
observations. In priority order, they are:
Action 1: Coordinate and Integrate
Observations
Action 2: Improve Data Access,
Management, and Interoperability
Action 3: Increase Efficiency and Cost
Savings
Action 4: Improve Observation Density
and Sampling
Action 5: Maintain and Support
Infrastructure
Action 6: Explore Commercial Solutions
Action 7: Maintain and Strengthen
International Collaboration
Action 8: Engage in Stakeholder-Driven
Data Innovation
Of the actions listed above most
relevant to your work, where has the
Federal Government been the most, or
least, successful, and why? Please
provide specific examples.
Ted Wackler,
Deputy Chief of Staff and Assistant Director.
[FR Doc. 2016–14186 Filed 6–14–16; 8:45 am]
BILLING CODE 3270–F6–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78027; File No. SR–Phlx–
2016–64]
Self-Regulatory Organizations;
NASDAQ PHLX LLC; Notice of Filing
and Immediate Effectiveness of
Proposed Rule Change To Amend the
Exchange’s Pricing Schedule Under
Section VIII
June 9, 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 31,
2016, NASDAQ PHLX LLC
(‘‘Exchange’’) filed with the Securities
and Exchange Commission (‘‘SEC’’ or
‘‘Commission’’) the proposed rule
change as described in Items I, II, and
III, below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
Exchange’s Pricing Schedule under
Section VIII, entitled ‘‘NASDAQ OMX
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00058
Fmt 4703
Sfmt 4703
PSX FEES,’’ with respect to execution
and routing of orders in securities
priced at $1 or more per share.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
nasdaqomxphlx.cchwallstreet.com/, at
the principal office of the Exchange, and
at the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to amend certain charges and
credits for the use of the order execution
and routing services of the NASDAQ
OMX PSX System (‘‘PSX’’) by member
organizations for all securities traded at
$1 or more per share. The Exchange is
proposing to: (1) Add an additional
Consolidated Volume 3 requirement to
the existing fee tiers assessed a member
organization that enters an order that
executes in PSX; (2) add an new default
fee assessed a member organization that
enters an order that executes in PSX in
the security of any Tape 4 of $0.0030 per
share executed; and (3) delete text from
the preamble of paragraph (a)(1) of
Section VIII, Order Execution and
3 Consolidated Volume is defined as the total
consolidated volume reported to all consolidated
transaction reporting plans by all exchanges and
trade reporting facilities during a month in equity
securities, excluding executed orders with a size of
less than one round lot. For purposes of calculating
Consolidated Volume and the extent of a member’s
trading activity, expressed as a percentage of, or
ratio to, Consolidated Volume, the date of the
annual reconstitution of the Russell Investments
Indexes shall be excluded from both total
Consolidated Volume and the member’s trading
activity. See of Section VIII, Order Execution and
Routing, paragraph (a)(1).
4 There are three Tapes, which are based on the
listing venue of the security: Tape C securities are
Nasdaq-listed; Tape A securities are New York
Stock Exchange-listed securities; and Tape B
securities are listed on exchanges other than Nasdaq
and NYSE.
E:\FR\FM\15JNN1.SGM
15JNN1
Federal Register / Vol. 81, No. 115 / Wednesday, June 15, 2016 / Notices
Routing concerning Consolidated
Volume.
First Change
The purpose of the first change is to
add a new requirement to qualify for
each of the existing fee tiers assessed a
member organization that enters an
order that executes in PSX. The
Exchange currently assesses a member
organization a fee of $0.0029 per share
executed in Nasdaq-listed securities
(‘‘Tape C’’), and fee of $0.0028 per share
executed in NYSE-Listed Securities
(‘‘Tape A’’) and in securities listed on
exchanges other than Nasdaq and NYSE
(‘‘Tape B’’). These fees currently do not
require a member organization to have
met a performance measure in return for
the fees, but rather are the ‘‘default’’ fees
assessed for removal of liquidity from
PSX. In light of the proposed new
$0.0030 default removal fee discussed
below, the Exchange is proposing to add
a Consolidated Volume-based
requirement to the existing fee tiers in
order to qualify for the now-lower
charges assessed member organizations
for removing liquidity. Specifically, the
Exchange is proposing to require a
member organization to access 0.065%
or more of Consolidated Volume during
the month to be eligible to receive the
lower charges assessed under the fee
tiers.
ehiers on DSK5VPTVN1PROD with NOTICES
Second Change
The purpose of the second change is
to add a new default fee assessed a
member organization that enters an
order that executes in PSX in the
security of any Tape. Currently, a
member organization is assessed a fee of
$0.0029 per share executed in Tape C
securities, and fee of $0.0028 per share
executed in Tape A and Tape B
securities. The Exchange is proposing to
assess a member organization that enters
an order that executes in PSX a fee of
$0.0030 per share executed in a security
of any Tape.
Third Change
The purpose of the third change is to
delete rule text from the preamble of
paragraph (a)(1) of Section VIII, Order
Execution and Routing, concerning
Consolidated Volume. The rule
currently defines Consolidated Volume
as the total consolidated volume
reported to all consolidated transaction
reporting plans by all exchanges and
trade reporting facilities during a month
in equity securities, excluding executed
orders with a size of less than one round
lot. The Exchange excludes from the
calculations of fees and credits that have
a Consolidated Volume component all
trading that occurs on the date of the
VerDate Sep<11>2014
15:15 Jun 14, 2016
Jkt 238001
annual reconstitution of the Russell
Investments. The annual reconstitution
represents a day of abnormal trading
volume, as the Russell Investment
indexes adjust holdings to accurately
reflect the current state of equity
markets and their market segments.5
Consequently, the Exchange excludes
the date of the Russell Investment
reconstitution in all calculations of fees
and credits because it is not reflective of
a member organization’s normal trading.
The Exchange expresses this under the
rule by stating that, ‘‘[f]or purposes of
calculating Consolidated Volume and
the extent of a member’s trading
activity, expressed as a percentage of, or
ratio to, Consolidated Volume, the date
of the annual reconstitution of the
Russell Investments Indexes shall be
excluded from both total Consolidated
Volume and the member’s trading
activity.’’ The Exchange believes that
the text stating ‘‘expressed as a
percentage of, or ratio to, Consolidated
Volume’’ may be confusing to market
participants in understanding how the
Exchange excludes trading activity on
the day of the Russell Investment
reconstitution should the Exchange ever
adopt a fee or credit tier based on a
different measure of Consolidated
Volume. Specifically, the Exchange
seeks to clarify that all trading activity
on the date of the Russell Investment
reconstitution (including trading
activity not based on a percentage or
ratio of Consolidated Volume) is
excluded from a member’s trading
activity for determining credit and fee
tiers. This proposed change has no
impact on PSX at this time, as all tiers
under the rule are currently expressed
as a percentage of Consolidated Volume;
however, if the Exchange adopted a new
metric, such as a certain nominal level
of share volume (e.g., a requirement to
add 5 million shares), the Exchange
wants to ensure that member
organizations understand that all
trading activity on the day of the Russell
Investment reconstitution would be
excluded for purposes of determining
what fees and credits a member
qualifies for.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act 6 in general, and furthers the
objectives of Sections 6(b)(4) and 6(b)(5)
of the Act 7 in particular, in that it
provides for the equitable allocation of
reasonable dues, fees and other charges
5 See https://www.ftserussell.com/researchinsights/russell-reconstitution.
6 15 U.S.C. 78f(b).
7 15 U.S.C. 78f(b)(4) and (5).
PO 00000
Frm 00059
Fmt 4703
Sfmt 4703
39079
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.
The proposed increases to the credits
and charges in the fee schedule under
the Exchange’s Pricing Schedule under
Section VIII are reflective of the
Exchange’s ongoing efforts to use
pricing incentives to attract order flow
to the Exchange and improve market
quality, while also providing a profit to
the Exchange through the operation of
its market.
First Change
The Exchange believes that the
proposed new requirement to qualify for
each of the existing fee tiers assessed a
member organization that enters an
order that executes in PSX is reasonable
because the Exchange is providing
member organizations the ability to
continue to have the ability to qualify
for current lower removal fees. The
Exchange uses credits and reduced fees
to provide incentive to market
participants to improve the markets. In
the present case, the Exchange is adding
to each of the existing fee tiers under the
rule a new requirement that a member
organization access 0.065% or more of
Consolidated Volume during the month.
Removal of liquidity adds to the price
discovery process and therefore benefits
all market participants. Consequently,
the Exchange believes that requiring
member organizations to improve the
market through the removal of liquidity
by a certain level of Consolidated
Volume in return for lower liquidity
removal fees is reasonable.
The Exchange believes that the
proposed new requirement to qualify for
each of the lower fee tiers assessed a
member organization that enters an
order that executes in PSX is an
equitable allocation and is not unfairly
discriminatory because the Exchange
will apply the same fee to all similarly
situated members. The Exchange is not
proposing to adjust the fee assessed for
removal of the securities of each Tape,
but rather is adding a new Consolidated
Volume-based requirement in light of
the proposed new $0.0030 per share
executed fee, which will be the new
‘‘default’’ rate assessed member
organizations for removal of liquidity.
Thus, to qualify for a reduced fee in any
of the amended fee tiers, a member
organization must accesses 0.065% or
more of Consolidated Volume during
the month.
E:\FR\FM\15JNN1.SGM
15JNN1
39080
Federal Register / Vol. 81, No. 115 / Wednesday, June 15, 2016 / Notices
Second Change
The Exchange believes that the new
base removal fee is reasonable because
although it will increase the fee assessed
to access liquidity on the Exchange, it
is identical to the fee assessed by The
NASDAQ Stock Market LLC (‘‘Nasdaq’’)
for removing liquidity in the securities
of any Tape from the Nasdaq Market
Center.8 As a general principle, the
Exchange must, from time to time,
adjust the level of fees and credits
provided to most efficiently allocate
such fees and credits in terms of marketimproving behavior. In this regard, the
Exchange is limited in how far it may
reduce fees and in the amount of credits
that it can provide to market
participants. In the present case, the
Exchange has observed high levels of
liquidity removal on PSX sufficient to
allow the Exchange to increase removal
fees, which will allow the Exchange to
offer credits for market-improving
behavior, and to realize a greater profit.
The Exchange believes that the
increased removal fee is an equitable
allocation and is not unfairly
discriminatory because the Exchange
will apply the same fee to all similarly
situated members. In this regard, the
Exchange notes that the fee is uniform
across the securities of all three Tapes.
In addition, the Exchange will offer
reduced fees for removal of liquidity,
but in return for market improving
behavior. Last, the Exchange believes
that increasing the fee assessed does not
discriminate unfairly because it is a
modest increase that is consistent with
the fee assessed for removing liquidity
at other exchanges.
ehiers on DSK5VPTVN1PROD with NOTICES
Third Change
The Exchange believes that deleting
rule text from the preamble of paragraph
(a)(1) of Section VIII, Order Execution
and Routing, concerning Consolidated
Volume is reasonable because it will
help clarify how credit and fee tiers that
rely on a calculation of Consolidated
Volume will be handled by the
Exchange during the annual Russell
Indexes reconstitution. Currently, the
rule text could be interpreted to apply
to only a member organization’s trading
activity under a fee or credit tier that is
expressed as a ratio or percentage of
Consolidated Volume. The Exchange
believes that, should it ever adopt a
credit or fee tier based on another
measure of Consolidated Volume, such
an interpretation would undermine the
Exchange’s intent to exclude the
abnormal trading activity that occurs on
that day. Accordingly, the Exchange
8 See
Nasdaq Rules 7018(a)(1)–(3).
VerDate Sep<11>2014
15:15 Jun 14, 2016
Jkt 238001
believes that it is reasonable to remove
the potentially confusing rule text.
The Exchange believes that deleting
rule text from the preamble of paragraph
(a)(1) of Section VIII, Order Execution
and Routing, concerning Consolidated
Volume is an equitable allocation and is
not unfairly discriminatory because the
proposed change only serves to clarify
the application of the rule and does not
alter how Consolidated Volume is
calculated. Thus, the Exchange will
apply the same process to all similarly
situated member organizations that seek
to qualify under a fee or credit tier
under the rule that relies on a
calculation of Consolidated Volume.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. In terms of
inter-market competition, the Exchange
notes that it operates in a highly
competitive market in which market
participants can readily favor competing
venues if they deem fee levels at a
particular venue to be excessive, or
rebate opportunities available at other
venues to be more favorable. In such an
environment, the Exchange must
continually adjust its fees to remain
competitive with other exchanges and
with alternative trading systems that
have been exempted from compliance
with the statutory standards applicable
to exchanges. Because competitors are
free to modify their own fees in
response, and because market
participants may readily adjust their
order routing practices, the Exchange
believes that the degree to which fee
changes in this market may impose any
burden on competition is extremely
limited.
In this instance, the changes to the
fees assessed for removing liquidity do
not impose a burden on competition
because the Exchange membership is
optional and is the subject of
competition from other exchanges. The
increased charges are reflective of the
intent to balance the fees that it assesses
with the order flow it receives. For these
reasons, the Exchange does not believe
that any of the proposed changes will
impair the ability of members or
competing order execution venues to
maintain their competitive standing in
the financial markets. Moreover,
because there are numerous competitive
alternatives to the use of the Exchange,
it is likely that the Exchange will lose
market share as a result of the changes
if they are unattractive to market
participants. As noted above, the
PO 00000
Frm 00060
Fmt 4703
Sfmt 4703
proposed changes are consistent with
similar fees assessed members of other
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.9
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is: (i) Necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) otherwise in
furtherance of the purposes of the Act.
If the Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
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–
Phlx–2016–64 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–Phlx–2016–64. 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
9 15
E:\FR\FM\15JNN1.SGM
U.S.C. 78s(b)(3)(A)(ii).
15JNN1
Federal Register / Vol. 81, No. 115 / Wednesday, June 15, 2016 / Notices
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–Phlx–2016–64 and should
be submitted on or before July 6, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.10
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–14085 Filed 6–14–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78026; File No. SR–FINRA–
2016–018]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing of a
Proposed Rule Change To Amend
FINRA Rules 2210 (Communications
With the Public), 2213 (Requirements
for the Use of Bond Mutual Fund
Volatility Ratings), and 2214
(Requirements for the Use of
Investment Analysis Tools)
ehiers on DSK5VPTVN1PROD with NOTICES
June 9, 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 25,
2016, Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’) 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
substantially prepared by FINRA. The
Commission is publishing this notice to
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
solicit comments on the proposed rule
change from interested persons.
2214 and the content and disclosure
requirements in FINRA Rule 2213.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
Proposed Amendments
FINRA is proposing amendments that
would revise the filing requirements in
FINRA Rule 2210 (Communications
with the Public) and FINRA Rule 2214
(Requirements for the Use of Investment
Analysis Tools) and the content and
disclosure requirements in FINRA Rule
2213 (Requirements for the Use of Bond
Mutual Fund Volatility Ratings).
The text of the proposed rule change
is available on FINRA’s Web site at
https://www.finra.org, at the principal
office of FINRA 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,
FINRA 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. FINRA 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
Background
In April 2014, FINRA launched a
retrospective review of its
communications with the public rules
to assess their effectiveness and
efficiency. In December 2014, FINRA
published a report on the assessment
phase of the review.3 The report
concluded that, while the rules have
met their intended investor protection
objectives, they could benefit from some
updating to better align the investor
protection benefits and the economic
impacts. To this end, FINRA
recommended consideration of a
combination of rule proposals, guidance
and administrative measures, to
enhance the efficiency of the rules with
no reduction in investor protection.
Pursuant to these recommendations,
FINRA initially is proposing
amendments to the filing requirements
in FINRA Rule 2210 and FINRA Rule
10 17
1 15
VerDate Sep<11>2014
15:15 Jun 14, 2016
3 See Retrospective Rule Report, Communications
with the Public, December 2014.
Jkt 238001
39081
PO 00000
Frm 00061
Fmt 4703
Sfmt 4703
New Member Communications
FINRA Rule 2210(c)(1)(A) currently
requires new FINRA members to file
with FINRA retail communications used
in any electronic or other public media
at least 10 business days prior to use.
This requirement extends for one year
from the effective date of the firm’s
membership. This new firm filing
requirement only applies to broadly
disseminated retail communications,
such as generally accessible Web sites,
print media communications, and
television and radio commercials.
While FINRA believes that the
requirement for new members to file
their broadly disseminated retail
communications serves a useful
purpose, since new members may not be
as familiar with the standards that apply
to retail communications as more
established members, the requirement to
file these communications at least 10
business days prior to use can delay
members’ abilities to communicate with
the public in a timely manner according
to FINRA. For example, if a new
member wishes to update its public
Web site with new information, the
member must first file the proposed
update with FINRA and wait at least 10
business days before it can post this
update on its Web site. FINRA believes
that such a delay may hinder its ability
to communicate important information
to its existing and prospective
customers.
FINRA believes it can continue to
protect investors from potential harm
without imposing this time delay on
new members by reviewing new
members’ communications on a postuse, rather than a pre-use, basis. FINRA
has found a post-use filing requirement
to be an effective investor protection
approach for retail communications
with similar risk profiles as FINRA
typically sees from new members.
Accordingly, FINRA proposes to revise
the new member filing requirement to
require new members to file retail
communications used in electronic or
other public media within 10 business
days of first use for a one-year period,
rather than requiring these filings at
least 10 business days prior to use.4
4 See proposed amendments to FINRA Rule
2210(c)(1)(A). This proposed change also would
delete as redundant current rule text that permits
a new member to file a retail communication that
is a free writing prospectus filed with the SEC
pursuant to Securities Act Rule 433(d)(1)(ii), within
10 business days of first use rather than at least 10
business days prior to first use.
E:\FR\FM\15JNN1.SGM
15JNN1
Agencies
[Federal Register Volume 81, Number 115 (Wednesday, June 15, 2016)]
[Notices]
[Pages 39078-39081]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-14085]
=======================================================================
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-78027; File No. SR-Phlx-2016-64]
Self-Regulatory Organizations; NASDAQ PHLX LLC; Notice of Filing
and Immediate Effectiveness of Proposed Rule Change To Amend the
Exchange's Pricing Schedule Under Section VIII
June 9, 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 31, 2016, NASDAQ PHLX 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.
---------------------------------------------------------------------------
\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 the Exchange's Pricing Schedule
under Section VIII, entitled ``NASDAQ OMX PSX FEES,'' with respect to
execution and routing of orders in securities priced at $1 or more per
share.
The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaqomxphlx.cchwallstreet.com/, at the principal
office of the Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to amend certain charges
and credits for the use of the order execution and routing services of
the NASDAQ OMX PSX System (``PSX'') by member organizations for all
securities traded at $1 or more per share. The Exchange is proposing
to: (1) Add an additional Consolidated Volume \3\ requirement to the
existing fee tiers assessed a member organization that enters an order
that executes in PSX; (2) add an new default fee assessed a member
organization that enters an order that executes in PSX in the security
of any Tape \4\ of $0.0030 per share executed; and (3) delete text from
the preamble of paragraph (a)(1) of Section VIII, Order Execution and
[[Page 39079]]
Routing concerning Consolidated Volume.
---------------------------------------------------------------------------
\3\ Consolidated Volume is defined as the total consolidated
volume reported to all consolidated transaction reporting plans by
all exchanges and trade reporting facilities during a month in
equity securities, excluding executed orders with a size of less
than one round lot. For purposes of calculating Consolidated Volume
and the extent of a member's trading activity, expressed as a
percentage of, or ratio to, Consolidated Volume, the date of the
annual reconstitution of the Russell Investments Indexes shall be
excluded from both total Consolidated Volume and the member's
trading activity. See of Section VIII, Order Execution and Routing,
paragraph (a)(1).
\4\ There are three Tapes, which are based on the listing venue
of the security: Tape C securities are Nasdaq-listed; Tape A
securities are New York Stock Exchange-listed securities; and Tape B
securities are listed on exchanges other than Nasdaq and NYSE.
---------------------------------------------------------------------------
First Change
The purpose of the first change is to add a new requirement to
qualify for each of the existing fee tiers assessed a member
organization that enters an order that executes in PSX. The Exchange
currently assesses a member organization a fee of $0.0029 per share
executed in Nasdaq-listed securities (``Tape C''), and fee of $0.0028
per share executed in NYSE-Listed Securities (``Tape A'') and in
securities listed on exchanges other than Nasdaq and NYSE (``Tape B'').
These fees currently do not require a member organization to have met a
performance measure in return for the fees, but rather are the
``default'' fees assessed for removal of liquidity from PSX. In light
of the proposed new $0.0030 default removal fee discussed below, the
Exchange is proposing to add a Consolidated Volume-based requirement to
the existing fee tiers in order to qualify for the now-lower charges
assessed member organizations for removing liquidity. Specifically, the
Exchange is proposing to require a member organization to access 0.065%
or more of Consolidated Volume during the month to be eligible to
receive the lower charges assessed under the fee tiers.
Second Change
The purpose of the second change is to add a new default fee
assessed a member organization that enters an order that executes in
PSX in the security of any Tape. Currently, a member organization is
assessed a fee of $0.0029 per share executed in Tape C securities, and
fee of $0.0028 per share executed in Tape A and Tape B securities. The
Exchange is proposing to assess a member organization that enters an
order that executes in PSX a fee of $0.0030 per share executed in a
security of any Tape.
Third Change
The purpose of the third change is to delete rule text from the
preamble of paragraph (a)(1) of Section VIII, Order Execution and
Routing, concerning Consolidated Volume. The rule currently defines
Consolidated Volume as the total consolidated volume reported to all
consolidated transaction reporting plans by all exchanges and trade
reporting facilities during a month in equity securities, excluding
executed orders with a size of less than one round lot. The Exchange
excludes from the calculations of fees and credits that have a
Consolidated Volume component all trading that occurs on the date of
the annual reconstitution of the Russell Investments. The annual
reconstitution represents a day of abnormal trading volume, as the
Russell Investment indexes adjust holdings to accurately reflect the
current state of equity markets and their market segments.\5\
Consequently, the Exchange excludes the date of the Russell Investment
reconstitution in all calculations of fees and credits because it is
not reflective of a member organization's normal trading. The Exchange
expresses this under the rule by stating that, ``[f]or purposes of
calculating Consolidated Volume and the extent of a member's trading
activity, expressed as a percentage of, or ratio to, Consolidated
Volume, the date of the annual reconstitution of the Russell
Investments Indexes shall be excluded from both total Consolidated
Volume and the member's trading activity.'' The Exchange believes that
the text stating ``expressed as a percentage of, or ratio to,
Consolidated Volume'' may be confusing to market participants in
understanding how the Exchange excludes trading activity on the day of
the Russell Investment reconstitution should the Exchange ever adopt a
fee or credit tier based on a different measure of Consolidated Volume.
Specifically, the Exchange seeks to clarify that all trading activity
on the date of the Russell Investment reconstitution (including trading
activity not based on a percentage or ratio of Consolidated Volume) is
excluded from a member's trading activity for determining credit and
fee tiers. This proposed change has no impact on PSX at this time, as
all tiers under the rule are currently expressed as a percentage of
Consolidated Volume; however, if the Exchange adopted a new metric,
such as a certain nominal level of share volume (e.g., a requirement to
add 5 million shares), the Exchange wants to ensure that member
organizations understand that all trading activity on the day of the
Russell Investment reconstitution would be excluded for purposes of
determining what fees and credits a member qualifies for.
---------------------------------------------------------------------------
\5\ See https://www.ftserussell.com/research-insights/russell-reconstitution.
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act \6\ in general, and furthers the objectives of Sections
6(b)(4) and 6(b)(5) of the Act \7\ 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.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
The proposed increases to the credits and charges in the fee
schedule under the Exchange's Pricing Schedule under Section VIII are
reflective of the Exchange's ongoing efforts to use pricing incentives
to attract order flow to the Exchange and improve market quality, while
also providing a profit to the Exchange through the operation of its
market.
First Change
The Exchange believes that the proposed new requirement to qualify
for each of the existing fee tiers assessed a member organization that
enters an order that executes in PSX is reasonable because the Exchange
is providing member organizations the ability to continue to have the
ability to qualify for current lower removal fees. The Exchange uses
credits and reduced fees to provide incentive to market participants to
improve the markets. In the present case, the Exchange is adding to
each of the existing fee tiers under the rule a new requirement that a
member organization access 0.065% or more of Consolidated Volume during
the month. Removal of liquidity adds to the price discovery process and
therefore benefits all market participants. Consequently, the Exchange
believes that requiring member organizations to improve the market
through the removal of liquidity by a certain level of Consolidated
Volume in return for lower liquidity removal fees is reasonable.
The Exchange believes that the proposed new requirement to qualify
for each of the lower fee tiers assessed a member organization that
enters an order that executes in PSX is an equitable allocation and is
not unfairly discriminatory because the Exchange will apply the same
fee to all similarly situated members. The Exchange is not proposing to
adjust the fee assessed for removal of the securities of each Tape, but
rather is adding a new Consolidated Volume-based requirement in light
of the proposed new $0.0030 per share executed fee, which will be the
new ``default'' rate assessed member organizations for removal of
liquidity. Thus, to qualify for a reduced fee in any of the amended fee
tiers, a member organization must accesses 0.065% or more of
Consolidated Volume during the month.
[[Page 39080]]
Second Change
The Exchange believes that the new base removal fee is reasonable
because although it will increase the fee assessed to access liquidity
on the Exchange, it is identical to the fee assessed by The NASDAQ
Stock Market LLC (``Nasdaq'') for removing liquidity in the securities
of any Tape from the Nasdaq Market Center.\8\ As a general principle,
the Exchange must, from time to time, adjust the level of fees and
credits provided to most efficiently allocate such fees and credits in
terms of market-improving behavior. In this regard, the Exchange is
limited in how far it may reduce fees and in the amount of credits that
it can provide to market participants. In the present case, the
Exchange has observed high levels of liquidity removal on PSX
sufficient to allow the Exchange to increase removal fees, which will
allow the Exchange to offer credits for market-improving behavior, and
to realize a greater profit.
---------------------------------------------------------------------------
\8\ See Nasdaq Rules 7018(a)(1)-(3).
---------------------------------------------------------------------------
The Exchange believes that the increased removal fee is an
equitable allocation and is not unfairly discriminatory because the
Exchange will apply the same fee to all similarly situated members. In
this regard, the Exchange notes that the fee is uniform across the
securities of all three Tapes. In addition, the Exchange will offer
reduced fees for removal of liquidity, but in return for market
improving behavior. Last, the Exchange believes that increasing the fee
assessed does not discriminate unfairly because it is a modest increase
that is consistent with the fee assessed for removing liquidity at
other exchanges.
Third Change
The Exchange believes that deleting rule text from the preamble of
paragraph (a)(1) of Section VIII, Order Execution and Routing,
concerning Consolidated Volume is reasonable because it will help
clarify how credit and fee tiers that rely on a calculation of
Consolidated Volume will be handled by the Exchange during the annual
Russell Indexes reconstitution. Currently, the rule text could be
interpreted to apply to only a member organization's trading activity
under a fee or credit tier that is expressed as a ratio or percentage
of Consolidated Volume. The Exchange believes that, should it ever
adopt a credit or fee tier based on another measure of Consolidated
Volume, such an interpretation would undermine the Exchange's intent to
exclude the abnormal trading activity that occurs on that day.
Accordingly, the Exchange believes that it is reasonable to remove the
potentially confusing rule text.
The Exchange believes that deleting rule text from the preamble of
paragraph (a)(1) of Section VIII, Order Execution and Routing,
concerning Consolidated Volume is an equitable allocation and is not
unfairly discriminatory because the proposed change only serves to
clarify the application of the rule and does not alter how Consolidated
Volume is calculated. Thus, the Exchange will apply the same process to
all similarly situated member organizations that seek to qualify under
a fee or credit tier under the rule that relies on a calculation of
Consolidated Volume.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. In terms of inter-market
competition, the Exchange notes that it operates in a highly
competitive market in which market participants can readily favor
competing venues if they deem fee levels at a particular venue to be
excessive, or rebate opportunities available at other venues to be more
favorable. In such an environment, the Exchange must continually adjust
its fees to remain competitive with other exchanges and with
alternative trading systems that have been exempted from compliance
with the statutory standards applicable to exchanges. Because
competitors are free to modify their own fees in response, and because
market participants may readily adjust their order routing practices,
the Exchange believes that the degree to which fee changes in this
market may impose any burden on competition is extremely limited.
In this instance, the changes to the fees assessed for removing
liquidity do not impose a burden on competition because the Exchange
membership is optional and is the subject of competition from other
exchanges. The increased charges are reflective of the intent to
balance the fees that it assesses with the order flow it receives. For
these reasons, the Exchange does not believe that any of the proposed
changes will impair the ability of members or competing order execution
venues to maintain their competitive standing in the financial markets.
Moreover, because there are numerous competitive alternatives to the
use of the Exchange, it is likely that the Exchange will lose market
share as a result of the changes if they are unattractive to market
participants. As noted above, the proposed changes are consistent with
similar fees assessed members of other 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.\9\
---------------------------------------------------------------------------
\9\ 15 U.S.C. 78s(b)(3)(A)(ii).
---------------------------------------------------------------------------
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-Phlx-2016-64 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-Phlx-2016-64. 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
[[Page 39081]]
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-Phlx-2016-64 and
should be submitted on or before July 6, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\10\
---------------------------------------------------------------------------
\10\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-14085 Filed 6-14-16; 8:45 am]
BILLING CODE 8011-01-P