Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Nasdaq Rule 7047, 55513-55517 [2016-19799]
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Federal Register / Vol. 81, No. 161 / Friday, August 19, 2016 / Notices
underwriter of the ABS. Applicants
submit that the concern that affiliation
could lead to a trustee monitoring the
activities of an affiliate also is not
implicated by a trustee’s affiliation with
an underwriter, because, in practice, a
trustee for an Issuer does not monitor
the distribution of securities or any
other activity performed by
underwriters. Applicants further state
that the requested relief would be
consistent with the broader purpose of
rule 3a–7 of not hampering the growth
and development of the ABS market, to
the extent consistent with investor
protection.
8. Applicants state that the conditions
set forth below provide additional
protections against conflicts and
overreaching. For example, the
conditions ensure that an applicant will
continue to act as an independent party
safeguarding the assets of an Issuer
regardless of an affiliation with an
underwriter of the ABS and would not
allow the underwriter any greater access
to the assets, or cash flows derived from
the assets, of the Issuer than if there
were no affiliation.
which the applicant serves as trustee to
the Issuer.
6. All of an affiliated underwriter’s
contractual obligations pursuant to the
underwriting agreement will be
enforceable by the sponsor.
7. Consistent with the requirements of
rule 3a–7(a)(4)(i), the applicant will
resign as trustee for the Issuer if the
applicant becomes obligated to enforce
any of an affiliated underwriter’s
obligations to the Issuer.
8. The applicant will not price its
services as trustee in a manner designed
to facilitate its affiliate being named
underwriter.
For the Commission, by the Division of
Investment Management, under delegated
authority.
Brent J. Fields,
Secretary.
[FR Doc. 2016–19855 Filed 8–18–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
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Applicants’ Conditions
Each applicant agrees that any order
granting the requested relief will be
subject to the following conditions:
1. The applicant will not be affiliated
with any person involved in the
organization or operation of the Issuer
in an ABS Transaction other than the
underwriter.
2. The applicant’s relationship to an
affiliated underwriter will be disclosed
in writing to all parties involved in an
ABS Transaction, including the rating
agencies and the ABS holders.
3. An underwriter affiliated with the
applicant will not be involved in the
operation of an Issuer, and its
involvement in the organization of an
Issuer will extend only to determining
the assets to be pooled, assisting in
establishing the terms of the ABS to be
underwritten, and providing the
sponsor with a warehouse line of credit
for the assets to be transferred to the
Issuer in connection with, and prior to,
the related securitization.
4. An affiliated person of the
applicant, including an affiliated
underwriter, will not provide credit or
credit enhancement to an Issuer if the
applicant serves as trustee to the Issuer.
5. An underwriter affiliated with the
applicant will not engage in any
remarketing agent activities, including
involvement in any auction process in
which ABS interest rates, yields, or
dividends are reset at designated
intervals in any ABS Transaction for
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[Release No. 34–78578; File No. SR–
NASDAQ–2016–109]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend
Nasdaq Rule 7047
August 15, 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 August 3,
2016, The NASDAQ Stock Market LLC
(‘‘Nasdaq’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) a 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
Nasdaq is proposing to amend Rule
7047 (Nasdaq Basic) 3 with language
indicating the removal of certain credits
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 References to rules are to Nasdaq rules, unless
otherwise noted.
2 17
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55513
that a Distributor 4 is eligible to receive
in respect to Nasdaq Basic.5
While changes pursuant to this
proposal are effective upon filing, the
Exchange has designated these changes
to be operative on September 1, 2016.
The text of the proposed rule change
is available at
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,
Nasdaq included statements concerning
the purpose of, and basis for, the
proposed rule change and discussed any
comments it received on the proposed
rule change. The text of those
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of this proposal is to
amend Rule 7047(c) with language
indicating that the Distributor fee for
Nasdaq Basic will be uniformly applied
to all Distributors, regardless of any user
fees, immediately after approval to
receive Nasdaq Basic, at the current fee
of $1,500 per month.6
Nasdaq Basic is a proprietary data
product that provides a low cost
alternative to the other Level 1 offerings.
Nasdaq Basic provides the best bid and
offer and last sale information for all
U.S. exchange-listed securities based on
liquidity within the Nasdaq market
center, as well as trades reported to the
FINRA/Nasdaq Trade Reporting
FacilityTM (TRFTM) (‘‘FINRA/Nasdaq
TRF’’).7 Thus, Nasdaq Basic provides
4 The term ‘‘Distributor’’ refers to any entity that
receives Nasdaq Basic data directly from Nasdaq or
indirectly through another entity and then
distributes it to one or more Subscribers. Rule 7047
(d)(1).
5 Nasdaq Basic, which is discussed below, is a
proprietary data product that provides a low cost
alternative to other Level 1 offerings. Rule 7047.
Level 1 provides primary market data such as bid/
ask price and size and last price and size.
6 Now, as discussed below, each Distributor is
eligible to receive a credit against its monthly
Distributor Fee for Nasdaq Basic equal to the
amount of its monthly user fees for Nasdaq Basic
up to a maximum of $1,500. Rule 7047(c).
7 ‘‘FINRA’’ is the Financial Industry Regulatory
Authority.
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Nasdaq Last Sale (‘‘NLS’’) together with
best bid and offer information from
Nasdaq.
NLS was approved by the
Commission in June of 2008. NLS is a
non-core market data product designed
for distribution through internet portals
and broadcast television, as well as
distribution to individuals that access
the data via a username/passwordidentified account and/or quotecounting mechanisms.8 NLS includes
two data elements: (1) Last sale
transaction reports from the Nasdaq
Market Center, and (2) last sale
transaction reports from the FINRA/
Nasdaq TRF.9 As such, NLS is a ‘‘noncore’’ product that provides a subset of
the ‘‘core’’ quotation and last sale data
provided by securities information
processors (‘‘SIPs’’) under the CQ/CT
Plan and the Nasdaq Unlisted Trading
Privileges (‘‘UTP’’) Plan.
Nasdaq Basic, another non-core
market data product, was approved by
the Commission about a year later in
March of 2009.10 As originally
proposed, the Nasdaq Basic product was
to provide two data feeds: (1) A feed
carrying the best bid and offer on the
Nasdaq Market Center, and (2) a feed
containing NLS which carries last sale
transaction reports from Nasdaq and
from the FINRA/Nasdaq TRF.
Nasdaq Basic, which is described in
current Rule 7047, was expanded to
three separate components, which may
be purchased individually or in
combination.11 The Nasdaq Basic
components are: (i) Nasdaq Basic for
Nasdaq, which contains the best bid and
offer on the Nasdaq Market Center and
last sale transaction reports for Nasdaq
and the FINRA/Nasdaq TRF for Nasdaqlisted stocks, (ii) Nasdaq Basic for
NYSE, which contains the best bid and
offer on the Nasdaq Market Center and
last sale transaction reports for Nasdaq
and the FINRA/Nasdaq TRF for NYSElisted stocks, and (iii) Nasdaq Basic for
8 See Securities Exchange Act Release No. 57965
(June 16, 2008), 73 FR 35178 (June 20, 2008) (SR–
NASDAQ–2006–060) (approval order establishing
NLS pilot). See also Securities Exchange Act
Release No. 71351 (January 17, 2014), 79 FR 4200
(January 24, 2014) (SR–NASDAQ–2014–006) (notice
of filing and immediate effectiveness regarding
permanent approval of NLS pilot).
9 See Rule 7039(a)–(c).
10 See Securities Exchange Act Release No. 59582
(March 16, 2009), 74 FR 12423 (March 24, 2009)
(SR–NASDAQ–2008–102) (order approving Nasdaq
Basic pilot and finding it to be consistent with
Sections 6(b)(4), (5) and (8) of the Act and Rule
603(a) under Regulation NMS). See also Securities
Exchange Act Release No. 65527 (October 11, 2011),
76 FR 64147 (October 17, 2011) (SR–NASDAQ–
2011–129) (notice of filing and immediate
effectiveness re permanent approval of Nasdaq
Basic pilot).
11 See Rule 7047.
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NYSE MKT, which contains the best bid
and offer on the Nasdaq Market Center
and last sale transaction reports for
Nasdaq and the FINRA/Nasdaq TRF for
stocks listed on NYSE MKT and other
listing venues whose quotes and trade
reports are disseminated on Tape B.12
The fee structure for Nasdaq Basic
features a fee for Professional
Subscribers and a reduced fee for NonProfessional Subscribers.13 The current
monthly fees for Non-Professional
Subscribers are $0.50 per Subscriber for
Nasdaq Basic for Nasdaq, $0.25 per
Subscriber for Nasdaq Basic for NYSE,
and $0.25 per Subscriber for Nasdaq
Basic for NYSE MKT. The current
monthly fees for Professional
Subscribers are $13 per Subscriber for
Nasdaq Basic for Nasdaq, $6.50 per
Subscriber for Nasdaq Basic for NYSE,
and $6.50 per Subscriber for Nasdaq
Basic for NYSE MKT. There is also a per
query option for use cases that do not
require a monthly subscription for
unlimited usage, a distributor fee for
internal and external distribution, and
certain credits for Nasdaq Basic users.14
There is also a separate Distributor fee
for Nasdaq Basic.15 Currently, each
12 Tape A and Tape B securities are disseminated
pursuant to the Security Industry Automation
Corporation’s (‘‘SIAC’’) Consolidated Tape
Association Plan/Consolidated Quotation System,
or CTA/CQS (‘‘CTA’’). Tape C securities are
disseminated pursuant to the UTP Plan.
13 Per Rule 7047(d)(3): (A) A ‘‘Non-Professional
Subscriber’’ is a natural person who is not (i)
registered or qualified in any capacity with the
Commission, the Commodity Futures Trading
Commission, any state securities agency, any
securities exchange or association, or (ii) any
commodities or futures contract market or
association; engaged as an ‘‘investment adviser’’ as
that term is defined in Section 201(11) of the
Investment Advisers Act of 1940 (whether or not
registered or qualified under that Act); or (iii)
employed by a bank or other organization exempt
from registration under federal or state securities
laws to perform functions that would require
registration or qualification if such functions were
performed for an organization not so exempt. (B) A
‘‘Professional Subscriber’’ is any Subscriber other
than a Non-Professional Subscriber.
14 See Rule 7047. See also Securities Exchange
Act Release No. 72620 (July 16, 2014), 79 FR 42572
(July 22, 2014) (SR–NASDAQ–2014–070) (notice of
filing and immediate effectiveness regarding
Nasdaq Basic fees).
15 In addition, there is also an enterprise license
available for certain Nasdaq Basic recipients. Rule
7047(b)(4) states in part, for example: (4) As an
alternative to (b)(1), a broker-dealer may purchase
an enterprise license for internal Professional
Subscribers to receive Nasdaq Basic for Nasdaq,
Nasdaq Basic for NYSE, and Nasdaq Basic for NYSE
MKT. The fee will be $365,000 per month;
provided, however, that if the broker-dealer obtains
the license with respect to usage of Nasdaq Basic
provided by an External Distributor that controls
display of the product, the fee will be $365,000 per
month for up to 16,000 internal Professional
Subscribers, plus $2 for each additional internal
Professional Subscriber over 16,000; and provided
further that the broker-dealer must obtain a separate
enterprise license for each External Distributor that
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Distributor of any Nasdaq Basic product
shall pay a fee of $1,500 per month for
either internal or external distribution
or both.16 Currently, each Distributor is
eligible to receive a credit against its
monthly Distributor Fee for Nasdaq
Basic equal to the amount of its monthly
user fees for Nasdaq Basic up to a
maximum of $1,500 (the ‘‘credit’’). The
Exchange now proposes to eliminate the
credit from subsection (c)(2) of Rule
7047.17 Going forward, the Exchange
proposes to apply the Distributor Fee
(currently $1,500 per month) for all
Distributors of Nasdaq Basic
immediately after the Exchange
approves a Distributor for the product.
The Exchange believes that the
proposed rule change is reasonable and
proper. This is because Distributors will
not be disadvantaged by the rule change
because this would be applied to all
Distributors after approval to receive
Nasdaq Basic data. The credit was
implemented in order to incentivize
new firms to subscribe to Nasdaq Basic
and grow the product. Due to strong
product growth and continued overall
industry cost savings with Nasdaq Basic
compared to Level 1 data, as well as the
administrative burden of maintaining
the credit, the Exchange believes the
change to remove the Distributor fee
credit as described will not deter new
subscribers or be unfairly
discriminatory. Charging a monthly
fixed fee without a credit available to all
eligible Distributors makes this product
similar to nearly all other Nasdaq data
products and makes its administration
less burdensome on the Exchange.
2. Statutory Basis
Nasdaq believes that the proposed
rule change is consistent with the
provisions of Section 6 of the Act,18 in
general, and with Sections 6(b)(4) and
(5) of the Act,19 in particular, in that it
provides for the equitable allocation of
reasonable dues, fees, and other charges
among its members, issuers and other
controls display of the product if it wishes such
External Distributor to be covered by an enterprise
license rather than per-Subscriber fees.
16 Internal distribution is where a Distributor
receives Nasdaq Basic data and then distributes that
data to one or more Subscribers within the
Distributor’s own entity. External distribution is
where a Distributor receives Nasdaq Basic data and
then distributes that data to one or more
Subscribers outside the Distributor’s own entity.
Rule 7047(d)(1).
17 Subsection (c)(3) of Rule 7047 will be renumbered to subsection (c)(2), and will continue to
state: A Distributor may pay $1,500 per month to
distribute data derived from Nasdaq Basic to an
unlimited number of non-professional subscribers.
This fee is in addition to the Distributor Fee listed
in (c)(1).
18 15 U.S.C. 78f.
19 15 U.S.C. 78f(b)(4) and (5).
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persons using its facilities, and does not
unfairly discriminate between
customers, issuers, brokers or dealers.
The Nasdaq Basic product provides a
subset of the data that is also provided
by the Level 1 data feed available under
the Nasdaq UTP Plan. Moreover, the
current fees for Nasdaq Basic, similarly
to the fees for NLS and NLS Plus,
having been previously established, and
the Commission has either specifically
determined them to be consistent with
the Act or has permitted them to
become effective on an immediately
effective basis.20 Thus, this proposed
rule change does not change a fee of the
Exchange, but rather eliminates the
Distributor fee credit, such that going
forward the Exchange will uniformly
apply the Distributor fee for all
subscribers of Nasdaq Basic. However,
to the extent that the proposed rule
change is effectively a proposed fee that
has already been approved, Nasdaq
believes that this also provides further
justification that the proposed credit
elimination 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 Nasdaq
operates or controls, and is not designed
to permit unfair discrimination between
customers, issuers, brokers, or dealers,21
in that the change reflects the full value
of the product without increase in its
cost.
The proposed credit elimination
continues to reflect an equitable
allocation and continues to be not
unfairly discriminatory. Nasdaq Basic,
like NLS and NLS Plus, are voluntary
products for which market participants
can readily substitute core data feeds
that provide quotation and last sale
20 See, e.g., Securities Exchange Act Release Nos.
59582 (March 16, 2009), 74 FR 12423 (March 24,
2009) (SR–NASDAQ–2008–102) (finding current
per user and per subscriber fees to be consistent
with the Act); 59933 (May 15, 2009), 74 FR 24889
(May 26, 2009) (SR–NASDAQ–2009–208[sic])
(finding current distributor fees for Nasdaq Basic to
be consistent with the Act); 64994 (July 29, 2011),
76 FR 47621 (August 5, 2011) (SR–NASDAQ–2011–
091) (immediate effectiveness of optional derived
data fee); and 65526 (October 11, 2011), 76 FR
64137 (October 17, 2011) (SR–NASDAQ–2011–130)
(immediate effectiveness of enterprise license fee).
Similarly, Non-Professional, as opposed to
Professional, fees have been established and
approved. See Securities Exchange Act Release Nos.
21856 (March 15, 1985), 50 FR 11472 (March 21,
1985) (SR–NASD–85–1); and 57965 (June 16, 2008),
73 FR 35178 (June 20, 2008) (SR–NASDAQ–2006–
060). See also Securities Exchange Act Release No.
72620 (July 16, 2014), 79 FR 42572 (July 22, 2014)
(SR–NASDAQ–2014–070) (notice of filing and
immediate effectiveness regarding Nasdaq Basic
fees). See also Securities Exchange Act Release No.
75600 (August 4, 2015), 80 FR 47968 (August 10,
2015) (SR–NASDAQ–2015–88) (notice of filing and
immediate effectiveness regarding NLS fees).
21 15 U.S.C. 78f(b)(4), (5).
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information. Accordingly, Nasdaq is
constrained from pricing such products
in a manner that would be inequitable
or unfairly discriminatory. The
distinction between fees for professional
and non-professional users, and
between Distributors and other users, is
consistent with the distinction made
under Commission-approved fees for
core data, and the applicable fees are
lower than applicable fees for core data
to reflect the lesser quantum of data
made available. The Exchange believes
that the proposed rule change is
reasonable, equitable and not unfairly
discriminatory. This is because current
Distributors will not be disadvantaged
by the rule change, because even if the
credit deletion could be seen in the
nature of a fee increase, current
Distributors have been able to take
advantage of the credit under current
Rule 7047. And, on a going forward
basis the monthly Distributor fee would
be applied uniformly to all Distributors
after approval to receive Nasdaq Basic
data, which would help with the
administration of costs by the Exchange.
In adopting Regulation NMS, the
Commission granted SROs and brokerdealers (‘‘BDs’’) increased authority and
flexibility to offer new and unique
market data to the public. It was
believed that this authority would
expand the amount of data available to
consumers, and also spur innovation
and competition for the provision of
market data. Nasdaq believes that its
Nasdaq Basic, as also NLS and NLS
Plus, market data products are precisely
the sort of market data product that the
Commission envisioned when it
adopted Regulation NMS. The
Commission concluded that Regulation
NMS—by deregulating the market in
proprietary data—would itself further
the Act’s goals of facilitating efficiency
and competition:
[E]fficiency is promoted when brokerdealers who do not need the data beyond the
prices, sizes, market center identifications of
the NBBO and consolidated last sale
information are not required to receive (and
pay for) such data. The Commission also
believes that efficiency is promoted when
broker-dealers may choose to receive (and
pay for) additional market data based on their
own internal analysis of the need for such
data.22
By removing unnecessary regulatory
restrictions on the ability of exchanges
to sell their own data, Regulation NMS
advanced the goals of the Act and the
principles reflected in its legislative
history. If the free market should
22 See Securities Exchange Act Release No. 51808
(June 9, 2005), 70 FR 37496 (June 29, 2005)
(‘‘Regulation NMS Adopting Release’’).
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55515
determine whether proprietary data is
sold to BDs at all, it follows that the
price at which such data is sold should
be set by the market as well.
Moreover, fee liable data products
such as Nasdaq Basic, and also NLS and
NLS Plus, are a means by which
exchanges compete to attract order flow,
and this proposal simply codifies the
relevant fee structure into an Exchange
rule. To the extent that exchanges are
successful in such competition, they
earn trading revenues and also enhance
the value of their data products by
increasing the amount of data they are
able to provide. Conversely, to the
extent that exchanges are unsuccessful,
the inputs needed to add value to data
products are diminished. Accordingly,
the need to compete for order flow
places substantial pressure upon
exchanges to keep their fees for both
executions and data reasonable.
The Exchange believes that data
products are a means by which
exchanges compete to attract order flow.
To the extent that exchanges are
successful in such competition, they
earn trading revenues and also enhance
the value of their data products by
increasing the amount of data they are
able to provide. Conversely, to the
extent that exchanges are unsuccessful,
the inputs needed to add value to data
products are diminished. Accordingly,
the need to compete for order flow
places substantial pressure upon
exchanges to keep their fees for both
executions and data reasonable.
The fee structure for Nasdaq Basic,
similarly to NLS and NLS Plus, also
continues to reflect an equitable
allocation and continues not be unfairly
discriminatory, because these are
voluntary products which market
participants can readily substitute (or
put together themselves).23 Accordingly,
Nasdaq is constrained from providing
such products in a manner that would
be inequitable or unfairly
discriminatory. Moreover, the fee
schedules for Nasdaq Basic, as also for
NLS and NLS Plus, are designed to
ensure that the fees charged are tailored
to the specific usage patterns of a range
of potential customers. Thus, for
example, Professional Subscriber fees
provide a means for brokerage
customers to use the information
internally; and the distinction between
fees for Professional and NonProfessional users, as also Distributors,
23 See, e.g., Securities Exchange Act Release No.
75257 (June 22, 2015), 80 FR 36862 (June 26, 2015)
(SR–NASDAQ–2015–055) (order approving NLS
Plus), wherein the Exchange notes that NLS Plus is
a data product that a competing market data vendor
could create and sell on his own without being in
a disadvantaged position relative to the Exchange.
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is consistent with the distinction made
under Commission-approved fees for
core data, and the applicable fees are
lower than applicable fees for core data
to reflect the lesser quantum of data
made available. The range of fee options
further ensures that customers are not
charged a fee that is inequitably
disproportionate to the use that they
make of the product.
In summary, deletion of the
Distributor credit so that the Distributor
fee for Nasdaq Basic will be uniformly
applied to all Distributors, regardless of
any user fees, will help to protect a free
and open market by continuing to
provide additional non-core data
(offered on an optional basis for a fee)
to the marketplace and by providing
investors with greater choices.24
Additionally, the proposal would not
permit unfair discrimination because
Basic will be available to all Distributors
as discussed.
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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. The
proposed fee structure is designed to
ensure a fair and reasonable use of
Exchange resources by allowing the
Exchange to recoup costs while
continuing to offer its data products at
competitive rates to firms.
The market for data products is
extremely competitive and firms may
freely choose alternative venues and
data vendors based on the aggregate fees
assessed, the data offered, and the value
provided. This rule proposal does not
burden competition, which continues to
offer alternative data products and, like
the Exchange, set fees, but rather reflects
the competition between data feed
vendors and will further enhance such
competition. Nasdaq Basic, like NLS
and NLS Plus, compete directly with
existing similar products and potential
products of market data vendors.
Nasdaq Basic, like NLS and NLS Plus,
are part of the existing market for
proprietary last sale data products that
is currently competitive and inherently
contestable because there is fierce
competition for the inputs necessary to
24 See Sec. Indus. Fin. Mkts. Ass’n (SIFMA),
Initial Decision Release No. 1015, 2016 SEC LEXIS
2278 (ALJ June 1, 2016) (finding the existence of
vigorous competition with respect to non-core
market data). See also the decision of the United
States Court of Appeals for the District of Columbia
Circuit in NetCoalition v. SEC, 615 F.3d 525 (D.C.
Cir. 2010) (‘‘NetCoalition I’’) (upholding the
Commission’s reliance upon competitive markets to
set reasonable and equitably allocated fees for
market data).
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the creation of proprietary data and
strict pricing discipline for the
proprietary products themselves.
Numerous exchanges compete with
each other for listings, trades, and
market data itself, providing virtually
limitless opportunities for entrepreneurs
who wish to produce and distribute
their own market data. This proprietary
data is produced by each individual
exchange, as well as other entities, in a
vigorously competitive market.
Similarly, with respect to the FINRA/
Nasdaq TRF data that is a component of
Nasdaq Basic, NLS, and NLS Plus,
allowing exchanges to operate TRFs has
permitted them to earn revenues by
providing technology and data in
support of the non-exchange segment of
the market. This revenue opportunity
has also resulted in fierce competition
between the two current TRF operators,
with both TRFs charging extremely low
trade reporting fees and rebating the
majority of the revenues they receive
from core market data to the parties
reporting trades.
Transaction execution and proprietary
data products are complementary in that
market data is both an input and a
byproduct of the execution service. In
fact, market data and trade execution are
a paradigmatic example of joint
products with joint costs. The decision
whether and on which platform to post
an order will depend on the attributes
of the platform where the order can be
posted, including the execution fees,
data quality and price, and distribution
of its data products. Without trade
executions, exchange data products
cannot exist. Moreover, data products
are valuable to many end users only
insofar as they provide information that
end users expect will assist them or
their customers in making trading
decisions.
The costs of producing market data
include not only the costs of the data
distribution infrastructure, but also the
costs of designing, maintaining, and
operating the exchange’s transaction
execution platform and the cost of
regulating the exchange to ensure its fair
operation and maintain investor
confidence. The total return that a
trading platform earns reflects the
revenues it receives from both products
and the joint costs it incurs. Moreover,
the operation of the exchange is
characterized by high fixed costs and
low marginal costs. This cost structure
is common in content and content
distribution industries such as software,
where developing new software
typically requires a large initial
investment (and continuing large
investments to upgrade the software),
but once the software is developed, the
PO 00000
Frm 00089
Fmt 4703
Sfmt 4703
incremental cost of providing that
software to an additional user is
typically small, or even zero (e.g., if the
software can be downloaded over the
internet after being purchased).25 In
Nasdaq’s case, it is costly to build and
maintain a trading platform, but the
incremental cost of trading each
additional share on an existing platform,
or distributing an additional instance of
data, is very low. Market information
and executions are each produced
jointly (in the sense that the activities of
trading and placing orders are the
source of the information that is
distributed) and are each subject to
significant scale economies. In such
cases, marginal cost pricing is not
feasible because if all sales were priced
at the margin, Nasdaq would be unable
to defray its platform costs of providing
the joint products. Similarly, data
products cannot make use of TRF trade
reports without the raw material of the
trade reports themselves, and therefore
necessitate the costs of operating,
regulating,26 and maintaining a trade
reporting system, costs that must be
covered through the fees charged for use
of the facility and sales of associated
data.
Competition among trading platforms
can be expected to constrain the
aggregate return each platform earns
from the sale of its joint products, but
different platforms may choose from a
range of possible, and equally
reasonable, pricing strategies as the
means of recovering total costs. Nasdaq
pays rebates and credits to attract
orders, charges relatively low prices for
market information and charges
relatively high prices for accessing
posted liquidity. Other platforms may
choose a strategy of paying lower
liquidity rebates to attract orders, setting
relatively low prices for accessing
posted liquidity, and setting relatively
high prices for market information. Still
others may provide most data free of
charge and rely exclusively on
transaction fees to recover their costs.
Finally, some platforms may incentivize
use by providing opportunities for
equity ownership, which may allow
them to charge lower direct fees for
executions and data.
In this environment, there is no
economic basis for regulating maximum
prices for one of the joint products in an
industry in which suppliers face
25 See William J. Baumol and Daniel G. Swanson,
‘‘The New Economy and Ubiquitous Competitive
Price Discrimination: Identifying Defensible Criteria
of Market Power,’’ Antitrust Law Journal, Vol. 70,
No. 3 (2003).
26 It should be noted that the costs of operating
the FINRA/Nasdaq TRF borne by Nasdaq include
regulatory charges paid by Nasdaq to FINRA.
E:\FR\FM\19AUN1.SGM
19AUN1
Federal Register / Vol. 81, No. 161 / Friday, August 19, 2016 / Notices
competitive constraints with regard to
the joint offering. Such regulation is
unnecessary because an ‘‘excessive’’
price for one of the joint products will
ultimately have to be reflected in lower
prices for other products sold by the
firm, or otherwise the firm will
experience a loss in the volume of its
sales that will be adverse to its overall
profitability. In other words, an increase
in the price of data will ultimately have
to be accompanied by a decrease in the
cost of executions, or the volume of both
data and executions will fall.27
The proposed fee structure is
designed to ensure a fair and reasonable
use of Exchange resources by allowing
the Exchange to recoup costs and ease
administrative burden while continuing
to offer its data products at competitive
rates to firms.
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
mstockstill on DSK3G9T082PROD with NOTICES
The foregoing change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.28
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.
27 Moreover, the level of competition and
contestability in the market is evident in the
numerous alternative venues that compete for order
flow, including eleven SRO markets, as well as
internalizing BDs and various forms of alternative
trading systems (‘‘ATSs’’), including dark pools and
electronic communication networks (‘‘ECNs’’). Each
SRO market competes to produce transaction
reports via trade executions, and two FINRAregulated TRFs compete to attract internalized
transaction reports. It is common for BDs to further
and exploit this competition by sending their order
flow and transaction reports to multiple markets,
rather than providing them all to a single market.
Competitive markets for order flow, executions, and
transaction reports provide pricing discipline for
the inputs of proprietary data products. The large
number of SROs, TRFs, BDs, and ATSs that
currently produce proprietary data or are currently
capable of producing it provides further pricing
discipline for proprietary data products. Each SRO,
TRF, ATS, and BD is currently permitted to
produce proprietary data products, and many
currently do or have announced plans to do so,
including Nasdaq, NYSE, NYSE MKT, NYSE Arca,
and BATS/Direct Edge.
28 15 U.S.C. 78s(b)(3)(A)(ii).
VerDate Sep<11>2014
18:08 Aug 18, 2016
Jkt 238001
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:
55517
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.29
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–19799 Filed 8–18–16; 8:45 am]
BILLING CODE 8011–01–P
Electronic Comments
DEPARTMENT OF TRANSPORTATION
• 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–2016–109 on the subject line.
Federal Aviation Administration
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–NASDAQ–2016–109. 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
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–
NASDAQ–2016–109, and should be
submitted on or before September 9,
2016.
PO 00000
[Summary Notice No. 2016–92]
Petition for Exemption; Summary of
Petition Received; Delta Engineering
Federal Aviation
Administration (FAA), DOT.
ACTION: Notice.
AGENCY:
This notice contains a
summary of a petition seeking relief
from specified requirements of title 14
of the Code of Federal Regulations. The
purpose of this notice is to improve the
public’s awareness of, and participation
in, the FAA’s exemption process.
Neither publication of this notice nor
the inclusion or omission of information
in the summary is intended to affect the
legal status of the petition or its final
disposition.
SUMMARY:
Comments on this petition must
identify the petition docket number and
must be received on or before
September 8, 2016.
ADDRESSES: Send comments identified
by docket number FAA–2016–8687
using any of the following methods:
• Federal eRulemaking Portal: Go to
https://www.regulations.gov and follow
the online instructions for sending your
comments electronically.
• Mail: Send comments to Docket
Operations, M–30; U.S. Department of
Transportation (DOT), 1200 New Jersey
Avenue SE., Room W12–140, West
Building Ground Floor, Washington, DC
20590–0001.
• Hand Delivery or Courier: Take
comments to Docket Operations in
Room W12–140 of the West Building
Ground Floor at 1200 New Jersey
Avenue SE., Washington, DC, between 9
a.m. and 5 p.m., Monday through
Friday, except Federal holidays.
• Fax: Fax comments to Docket
Operations at 202–493–2251.
Privacy: In accordance with 5 U.S.C.
553(c), DOT solicits comments from the
public to better inform its rulemaking
process. DOT posts these comments,
without edit, including any personal
information the commenter provides, to
https://www.regulations.gov, as
DATES:
29 17
Frm 00090
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E:\FR\FM\19AUN1.SGM
CFR 200.30–3(a)(12).
19AUN1
Agencies
[Federal Register Volume 81, Number 161 (Friday, August 19, 2016)]
[Notices]
[Pages 55513-55517]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-19799]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-78578; File No. SR-NASDAQ-2016-109]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Amend Nasdaq Rule 7047
August 15, 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 August 3, 2016, The NASDAQ Stock Market LLC (``Nasdaq'' or
``Exchange'') filed with the Securities and Exchange Commission
(``SEC'' or ``Commission'') a 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
Nasdaq is proposing to amend Rule 7047 (Nasdaq Basic) \3\ with
language indicating the removal of certain credits that a Distributor
\4\ is eligible to receive in respect to Nasdaq Basic.\5\
---------------------------------------------------------------------------
\3\ References to rules are to Nasdaq rules, unless otherwise
noted.
\4\ The term ``Distributor'' refers to any entity that receives
Nasdaq Basic data directly from Nasdaq or indirectly through another
entity and then distributes it to one or more Subscribers. Rule 7047
(d)(1).
\5\ Nasdaq Basic, which is discussed below, is a proprietary
data product that provides a low cost alternative to other Level 1
offerings. Rule 7047. Level 1 provides primary market data such as
bid/ask price and size and last price and size.
---------------------------------------------------------------------------
While changes pursuant to this proposal are effective upon filing,
the Exchange has designated these changes to be operative on September
1, 2016.
The text of the proposed rule change is available at
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, Nasdaq included statements
concerning the purpose of, and basis for, the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of those statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of this proposal is to amend Rule 7047(c) with language
indicating that the Distributor fee for Nasdaq Basic will be uniformly
applied to all Distributors, regardless of any user fees, immediately
after approval to receive Nasdaq Basic, at the current fee of $1,500
per month.\6\
---------------------------------------------------------------------------
\6\ Now, as discussed below, each Distributor is eligible to
receive a credit against its monthly Distributor Fee for Nasdaq
Basic equal to the amount of its monthly user fees for Nasdaq Basic
up to a maximum of $1,500. Rule 7047(c).
---------------------------------------------------------------------------
Nasdaq Basic is a proprietary data product that provides a low cost
alternative to the other Level 1 offerings. Nasdaq Basic provides the
best bid and offer and last sale information for all U.S. exchange-
listed securities based on liquidity within the Nasdaq market center,
as well as trades reported to the FINRA/Nasdaq Trade Reporting
Facility\TM\ (TRF\TM\) (``FINRA/Nasdaq TRF'').\7\ Thus, Nasdaq Basic
provides
[[Page 55514]]
Nasdaq Last Sale (``NLS'') together with best bid and offer information
from Nasdaq.
---------------------------------------------------------------------------
\7\ ``FINRA'' is the Financial Industry Regulatory Authority.
---------------------------------------------------------------------------
NLS was approved by the Commission in June of 2008. NLS is a non-
core market data product designed for distribution through internet
portals and broadcast television, as well as distribution to
individuals that access the data via a username/password-identified
account and/or quote-counting mechanisms.\8\ NLS includes two data
elements: (1) Last sale transaction reports from the Nasdaq Market
Center, and (2) last sale transaction reports from the FINRA/Nasdaq
TRF.\9\ As such, NLS is a ``non-core'' product that provides a subset
of the ``core'' quotation and last sale data provided by securities
information processors (``SIPs'') under the CQ/CT Plan and the Nasdaq
Unlisted Trading Privileges (``UTP'') Plan.
---------------------------------------------------------------------------
\8\ See Securities Exchange Act Release No. 57965 (June 16,
2008), 73 FR 35178 (June 20, 2008) (SR-NASDAQ-2006-060) (approval
order establishing NLS pilot). See also Securities Exchange Act
Release No. 71351 (January 17, 2014), 79 FR 4200 (January 24, 2014)
(SR-NASDAQ-2014-006) (notice of filing and immediate effectiveness
regarding permanent approval of NLS pilot).
\9\ See Rule 7039(a)-(c).
---------------------------------------------------------------------------
Nasdaq Basic, another non-core market data product, was approved by
the Commission about a year later in March of 2009.\10\ As originally
proposed, the Nasdaq Basic product was to provide two data feeds: (1) A
feed carrying the best bid and offer on the Nasdaq Market Center, and
(2) a feed containing NLS which carries last sale transaction reports
from Nasdaq and from the FINRA/Nasdaq TRF.
---------------------------------------------------------------------------
\10\ See Securities Exchange Act Release No. 59582 (March 16,
2009), 74 FR 12423 (March 24, 2009) (SR-NASDAQ-2008-102) (order
approving Nasdaq Basic pilot and finding it to be consistent with
Sections 6(b)(4), (5) and (8) of the Act and Rule 603(a) under
Regulation NMS). See also Securities Exchange Act Release No. 65527
(October 11, 2011), 76 FR 64147 (October 17, 2011) (SR-NASDAQ-2011-
129) (notice of filing and immediate effectiveness re permanent
approval of Nasdaq Basic pilot).
---------------------------------------------------------------------------
Nasdaq Basic, which is described in current Rule 7047, was expanded
to three separate components, which may be purchased individually or in
combination.\11\ The Nasdaq Basic components are: (i) Nasdaq Basic for
Nasdaq, which contains the best bid and offer on the Nasdaq Market
Center and last sale transaction reports for Nasdaq and the FINRA/
Nasdaq TRF for Nasdaq-listed stocks, (ii) Nasdaq Basic for NYSE, which
contains the best bid and offer on the Nasdaq Market Center and last
sale transaction reports for Nasdaq and the FINRA/Nasdaq TRF for NYSE-
listed stocks, and (iii) Nasdaq Basic for NYSE MKT, which contains the
best bid and offer on the Nasdaq Market Center and last sale
transaction reports for Nasdaq and the FINRA/Nasdaq TRF for stocks
listed on NYSE MKT and other listing venues whose quotes and trade
reports are disseminated on Tape B.\12\
---------------------------------------------------------------------------
\11\ See Rule 7047.
\12\ Tape A and Tape B securities are disseminated pursuant to
the Security Industry Automation Corporation's (``SIAC'')
Consolidated Tape Association Plan/Consolidated Quotation System, or
CTA/CQS (``CTA''). Tape C securities are disseminated pursuant to
the UTP Plan.
---------------------------------------------------------------------------
The fee structure for Nasdaq Basic features a fee for Professional
Subscribers and a reduced fee for Non-Professional Subscribers.\13\ The
current monthly fees for Non-Professional Subscribers are $0.50 per
Subscriber for Nasdaq Basic for Nasdaq, $0.25 per Subscriber for Nasdaq
Basic for NYSE, and $0.25 per Subscriber for Nasdaq Basic for NYSE MKT.
The current monthly fees for Professional Subscribers are $13 per
Subscriber for Nasdaq Basic for Nasdaq, $6.50 per Subscriber for Nasdaq
Basic for NYSE, and $6.50 per Subscriber for Nasdaq Basic for NYSE MKT.
There is also a per query option for use cases that do not require a
monthly subscription for unlimited usage, a distributor fee for
internal and external distribution, and certain credits for Nasdaq
Basic users.\14\
---------------------------------------------------------------------------
\13\ Per Rule 7047(d)(3): (A) A ``Non-Professional Subscriber''
is a natural person who is not (i) registered or qualified in any
capacity with the Commission, the Commodity Futures Trading
Commission, any state securities agency, any securities exchange or
association, or (ii) any commodities or futures contract market or
association; engaged as an ``investment adviser'' as that term is
defined in Section 201(11) of the Investment Advisers Act of 1940
(whether or not registered or qualified under that Act); or (iii)
employed by a bank or other organization exempt from registration
under federal or state securities laws to perform functions that
would require registration or qualification if such functions were
performed for an organization not so exempt. (B) A ``Professional
Subscriber'' is any Subscriber other than a Non-Professional
Subscriber.
\14\ See Rule 7047. See also Securities Exchange Act Release No.
72620 (July 16, 2014), 79 FR 42572 (July 22, 2014) (SR-NASDAQ-2014-
070) (notice of filing and immediate effectiveness regarding Nasdaq
Basic fees).
---------------------------------------------------------------------------
There is also a separate Distributor fee for Nasdaq Basic.\15\
Currently, each Distributor of any Nasdaq Basic product shall pay a fee
of $1,500 per month for either internal or external distribution or
both.\16\ Currently, each Distributor is eligible to receive a credit
against its monthly Distributor Fee for Nasdaq Basic equal to the
amount of its monthly user fees for Nasdaq Basic up to a maximum of
$1,500 (the ``credit''). The Exchange now proposes to eliminate the
credit from subsection (c)(2) of Rule 7047.\17\ Going forward, the
Exchange proposes to apply the Distributor Fee (currently $1,500 per
month) for all Distributors of Nasdaq Basic immediately after the
Exchange approves a Distributor for the product.
---------------------------------------------------------------------------
\15\ In addition, there is also an enterprise license available
for certain Nasdaq Basic recipients. Rule 7047(b)(4) states in part,
for example: (4) As an alternative to (b)(1), a broker-dealer may
purchase an enterprise license for internal Professional Subscribers
to receive Nasdaq Basic for Nasdaq, Nasdaq Basic for NYSE, and
Nasdaq Basic for NYSE MKT. The fee will be $365,000 per month;
provided, however, that if the broker-dealer obtains the license
with respect to usage of Nasdaq Basic provided by an External
Distributor that controls display of the product, the fee will be
$365,000 per month for up to 16,000 internal Professional
Subscribers, plus $2 for each additional internal Professional
Subscriber over 16,000; and provided further that the broker-dealer
must obtain a separate enterprise license for each External
Distributor that controls display of the product if it wishes such
External Distributor to be covered by an enterprise license rather
than per-Subscriber fees.
\16\ Internal distribution is where a Distributor receives
Nasdaq Basic data and then distributes that data to one or more
Subscribers within the Distributor's own entity. External
distribution is where a Distributor receives Nasdaq Basic data and
then distributes that data to one or more Subscribers outside the
Distributor's own entity. Rule 7047(d)(1).
\17\ Subsection (c)(3) of Rule 7047 will be re-numbered to
subsection (c)(2), and will continue to state: A Distributor may pay
$1,500 per month to distribute data derived from Nasdaq Basic to an
unlimited number of non-professional subscribers. This fee is in
addition to the Distributor Fee listed in (c)(1).
---------------------------------------------------------------------------
The Exchange believes that the proposed rule change is reasonable
and proper. This is because Distributors will not be disadvantaged by
the rule change because this would be applied to all Distributors after
approval to receive Nasdaq Basic data. The credit was implemented in
order to incentivize new firms to subscribe to Nasdaq Basic and grow
the product. Due to strong product growth and continued overall
industry cost savings with Nasdaq Basic compared to Level 1 data, as
well as the administrative burden of maintaining the credit, the
Exchange believes the change to remove the Distributor fee credit as
described will not deter new subscribers or be unfairly discriminatory.
Charging a monthly fixed fee without a credit available to all eligible
Distributors makes this product similar to nearly all other Nasdaq data
products and makes its administration less burdensome on the Exchange.
2. Statutory Basis
Nasdaq believes that the proposed rule change is consistent with
the provisions of Section 6 of the Act,\18\ in general, and with
Sections 6(b)(4) and (5) of the Act,\19\ in particular, in that it
provides for the equitable allocation of reasonable dues, fees, and
other charges among its members, issuers and other
[[Page 55515]]
persons using its facilities, and does not unfairly discriminate
between customers, issuers, brokers or dealers.
---------------------------------------------------------------------------
\18\ 15 U.S.C. 78f.
\19\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
The Nasdaq Basic product provides a subset of the data that is also
provided by the Level 1 data feed available under the Nasdaq UTP Plan.
Moreover, the current fees for Nasdaq Basic, similarly to the fees for
NLS and NLS Plus, having been previously established, and the
Commission has either specifically determined them to be consistent
with the Act or has permitted them to become effective on an
immediately effective basis.\20\ Thus, this proposed rule change does
not change a fee of the Exchange, but rather eliminates the Distributor
fee credit, such that going forward the Exchange will uniformly apply
the Distributor fee for all subscribers of Nasdaq Basic. However, to
the extent that the proposed rule change is effectively a proposed fee
that has already been approved, Nasdaq believes that this also provides
further justification that the proposed credit elimination 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 Nasdaq operates or controls, and is not designed to permit
unfair discrimination between customers, issuers, brokers, or
dealers,\21\ in that the change reflects the full value of the product
without increase in its cost.
---------------------------------------------------------------------------
\20\ See, e.g., Securities Exchange Act Release Nos. 59582
(March 16, 2009), 74 FR 12423 (March 24, 2009) (SR-NASDAQ-2008-102)
(finding current per user and per subscriber fees to be consistent
with the Act); 59933 (May 15, 2009), 74 FR 24889 (May 26, 2009) (SR-
NASDAQ-2009-208[sic]) (finding current distributor fees for Nasdaq
Basic to be consistent with the Act); 64994 (July 29, 2011), 76 FR
47621 (August 5, 2011) (SR-NASDAQ-2011-091) (immediate effectiveness
of optional derived data fee); and 65526 (October 11, 2011), 76 FR
64137 (October 17, 2011) (SR-NASDAQ-2011-130) (immediate
effectiveness of enterprise license fee). Similarly, Non-
Professional, as opposed to Professional, fees have been established
and approved. See Securities Exchange Act Release Nos. 21856 (March
15, 1985), 50 FR 11472 (March 21, 1985) (SR-NASD-85-1); and 57965
(June 16, 2008), 73 FR 35178 (June 20, 2008) (SR-NASDAQ-2006-060).
See also Securities Exchange Act Release No. 72620 (July 16, 2014),
79 FR 42572 (July 22, 2014) (SR-NASDAQ-2014-070) (notice of filing
and immediate effectiveness regarding Nasdaq Basic fees). See also
Securities Exchange Act Release No. 75600 (August 4, 2015), 80 FR
47968 (August 10, 2015) (SR-NASDAQ-2015-88) (notice of filing and
immediate effectiveness regarding NLS fees).
\21\ 15 U.S.C. 78f(b)(4), (5).
---------------------------------------------------------------------------
The proposed credit elimination continues to reflect an equitable
allocation and continues to be not unfairly discriminatory. Nasdaq
Basic, like NLS and NLS Plus, are voluntary products for which market
participants can readily substitute core data feeds that provide
quotation and last sale information. Accordingly, Nasdaq is constrained
from pricing such products in a manner that would be inequitable or
unfairly discriminatory. The distinction between fees for professional
and non-professional users, and between Distributors and other users,
is consistent with the distinction made under Commission-approved fees
for core data, and the applicable fees are lower than applicable fees
for core data to reflect the lesser quantum of data made available. The
Exchange believes that the proposed rule change is reasonable,
equitable and not unfairly discriminatory. This is because current
Distributors will not be disadvantaged by the rule change, because even
if the credit deletion could be seen in the nature of a fee increase,
current Distributors have been able to take advantage of the credit
under current Rule 7047. And, on a going forward basis the monthly
Distributor fee would be applied uniformly to all Distributors after
approval to receive Nasdaq Basic data, which would help with the
administration of costs by the Exchange.
In adopting Regulation NMS, the Commission granted SROs and broker-
dealers (``BDs'') increased authority and flexibility to offer new and
unique market data to the public. It was believed that this authority
would expand the amount of data available to consumers, and also spur
innovation and competition for the provision of market data. Nasdaq
believes that its Nasdaq Basic, as also NLS and NLS Plus, market data
products are precisely the sort of market data product that the
Commission envisioned when it adopted Regulation NMS. The Commission
concluded that Regulation NMS--by deregulating the market in
proprietary data--would itself further the Act's goals of facilitating
efficiency and competition:
[E]fficiency is promoted when broker-dealers who do not need the
data beyond the prices, sizes, market center identifications of the
NBBO and consolidated last sale information are not required to
receive (and pay for) such data. The Commission also believes that
efficiency is promoted when broker-dealers may choose to receive
(and pay for) additional market data based on their own internal
analysis of the need for such data.\22\
---------------------------------------------------------------------------
\22\ See Securities Exchange Act Release No. 51808 (June 9,
2005), 70 FR 37496 (June 29, 2005) (``Regulation NMS Adopting
Release'').
By removing unnecessary regulatory restrictions on the ability of
exchanges to sell their own data, Regulation NMS advanced the goals of
the Act and the principles reflected in its legislative history. If the
free market should determine whether proprietary data is sold to BDs at
all, it follows that the price at which such data is sold should be set
by the market as well.
Moreover, fee liable data products such as Nasdaq Basic, and also
NLS and NLS Plus, are a means by which exchanges compete to attract
order flow, and this proposal simply codifies the relevant fee
structure into an Exchange rule. To the extent that exchanges are
successful in such competition, they earn trading revenues and also
enhance the value of their data products by increasing the amount of
data they are able to provide. Conversely, to the extent that exchanges
are unsuccessful, the inputs needed to add value to data products are
diminished. Accordingly, the need to compete for order flow places
substantial pressure upon exchanges to keep their fees for both
executions and data reasonable.
The Exchange believes that data products are a means by which
exchanges compete to attract order flow. To the extent that exchanges
are successful in such competition, they earn trading revenues and also
enhance the value of their data products by increasing the amount of
data they are able to provide. Conversely, to the extent that exchanges
are unsuccessful, the inputs needed to add value to data products are
diminished. Accordingly, the need to compete for order flow places
substantial pressure upon exchanges to keep their fees for both
executions and data reasonable.
The fee structure for Nasdaq Basic, similarly to NLS and NLS Plus,
also continues to reflect an equitable allocation and continues not be
unfairly discriminatory, because these are voluntary products which
market participants can readily substitute (or put together
themselves).\23\ Accordingly, Nasdaq is constrained from providing such
products in a manner that would be inequitable or unfairly
discriminatory. Moreover, the fee schedules for Nasdaq Basic, as also
for NLS and NLS Plus, are designed to ensure that the fees charged are
tailored to the specific usage patterns of a range of potential
customers. Thus, for example, Professional Subscriber fees provide a
means for brokerage customers to use the information internally; and
the distinction between fees for Professional and Non-Professional
users, as also Distributors,
[[Page 55516]]
is consistent with the distinction made under Commission-approved fees
for core data, and the applicable fees are lower than applicable fees
for core data to reflect the lesser quantum of data made available. The
range of fee options further ensures that customers are not charged a
fee that is inequitably disproportionate to the use that they make of
the product.
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\23\ See, e.g., Securities Exchange Act Release No. 75257 (June
22, 2015), 80 FR 36862 (June 26, 2015) (SR-NASDAQ-2015-055) (order
approving NLS Plus), wherein the Exchange notes that NLS Plus is a
data product that a competing market data vendor could create and
sell on his own without being in a disadvantaged position relative
to the Exchange.
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In summary, deletion of the Distributor credit so that the
Distributor fee for Nasdaq Basic will be uniformly applied to all
Distributors, regardless of any user fees, will help to protect a free
and open market by continuing to provide additional non-core data
(offered on an optional basis for a fee) to the marketplace and by
providing investors with greater choices.\24\ Additionally, the
proposal would not permit unfair discrimination because Basic will be
available to all Distributors as discussed.
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\24\ See Sec. Indus. Fin. Mkts. Ass'n (SIFMA), Initial Decision
Release No. 1015, 2016 SEC LEXIS 2278 (ALJ June 1, 2016) (finding
the existence of vigorous competition with respect to non-core
market data). See also the decision of the United States Court of
Appeals for the District of Columbia Circuit in NetCoalition v. SEC,
615 F.3d 525 (D.C. Cir. 2010) (``NetCoalition I'') (upholding the
Commission's reliance upon competitive markets to set reasonable and
equitably allocated fees for market data).
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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. The proposed fee structure is
designed to ensure a fair and reasonable use of Exchange resources by
allowing the Exchange to recoup costs while continuing to offer its
data products at competitive rates to firms.
The market for data products is extremely competitive and firms may
freely choose alternative venues and data vendors based on the
aggregate fees assessed, the data offered, and the value provided. This
rule proposal does not burden competition, which continues to offer
alternative data products and, like the Exchange, set fees, but rather
reflects the competition between data feed vendors and will further
enhance such competition. Nasdaq Basic, like NLS and NLS Plus, compete
directly with existing similar products and potential products of
market data vendors. Nasdaq Basic, like NLS and NLS Plus, are part of
the existing market for proprietary last sale data products that is
currently competitive and inherently contestable because there is
fierce competition for the inputs necessary to the creation of
proprietary data and strict pricing discipline for the proprietary
products themselves. Numerous exchanges compete with each other for
listings, trades, and market data itself, providing virtually limitless
opportunities for entrepreneurs who wish to produce and distribute
their own market data. This proprietary data is produced by each
individual exchange, as well as other entities, in a vigorously
competitive market. Similarly, with respect to the FINRA/Nasdaq TRF
data that is a component of Nasdaq Basic, NLS, and NLS Plus, allowing
exchanges to operate TRFs has permitted them to earn revenues by
providing technology and data in support of the non-exchange segment of
the market. This revenue opportunity has also resulted in fierce
competition between the two current TRF operators, with both TRFs
charging extremely low trade reporting fees and rebating the majority
of the revenues they receive from core market data to the parties
reporting trades.
Transaction execution and proprietary data products are
complementary in that market data is both an input and a byproduct of
the execution service. In fact, market data and trade execution are a
paradigmatic example of joint products with joint costs. The decision
whether and on which platform to post an order will depend on the
attributes of the platform where the order can be posted, including the
execution fees, data quality and price, and distribution of its data
products. Without trade executions, exchange data products cannot
exist. Moreover, data products are valuable to many end users only
insofar as they provide information that end users expect will assist
them or their customers in making trading decisions.
The costs of producing market data include not only the costs of
the data distribution infrastructure, but also the costs of designing,
maintaining, and operating the exchange's transaction execution
platform and the cost of regulating the exchange to ensure its fair
operation and maintain investor confidence. The total return that a
trading platform earns reflects the revenues it receives from both
products and the joint costs it incurs. Moreover, the operation of the
exchange is characterized by high fixed costs and low marginal costs.
This cost structure is common in content and content distribution
industries such as software, where developing new software typically
requires a large initial investment (and continuing large investments
to upgrade the software), but once the software is developed, the
incremental cost of providing that software to an additional user is
typically small, or even zero (e.g., if the software can be downloaded
over the internet after being purchased).\25\ In Nasdaq's case, it is
costly to build and maintain a trading platform, but the incremental
cost of trading each additional share on an existing platform, or
distributing an additional instance of data, is very low. Market
information and executions are each produced jointly (in the sense that
the activities of trading and placing orders are the source of the
information that is distributed) and are each subject to significant
scale economies. In such cases, marginal cost pricing is not feasible
because if all sales were priced at the margin, Nasdaq would be unable
to defray its platform costs of providing the joint products.
Similarly, data products cannot make use of TRF trade reports without
the raw material of the trade reports themselves, and therefore
necessitate the costs of operating, regulating,\26\ and maintaining a
trade reporting system, costs that must be covered through the fees
charged for use of the facility and sales of associated data.
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\25\ See William J. Baumol and Daniel G. Swanson, ``The New
Economy and Ubiquitous Competitive Price Discrimination: Identifying
Defensible Criteria of Market Power,'' Antitrust Law Journal, Vol.
70, No. 3 (2003).
\26\ It should be noted that the costs of operating the FINRA/
Nasdaq TRF borne by Nasdaq include regulatory charges paid by Nasdaq
to FINRA.
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Competition among trading platforms can be expected to constrain
the aggregate return each platform earns from the sale of its joint
products, but different platforms may choose from a range of possible,
and equally reasonable, pricing strategies as the means of recovering
total costs. Nasdaq pays rebates and credits to attract orders, charges
relatively low prices for market information and charges relatively
high prices for accessing posted liquidity. Other platforms may choose
a strategy of paying lower liquidity rebates to attract orders, setting
relatively low prices for accessing posted liquidity, and setting
relatively high prices for market information. Still others may provide
most data free of charge and rely exclusively on transaction fees to
recover their costs. Finally, some platforms may incentivize use by
providing opportunities for equity ownership, which may allow them to
charge lower direct fees for executions and data.
In this environment, there is no economic basis for regulating
maximum prices for one of the joint products in an industry in which
suppliers face
[[Page 55517]]
competitive constraints with regard to the joint offering. Such
regulation is unnecessary because an ``excessive'' price for one of the
joint products will ultimately have to be reflected in lower prices for
other products sold by the firm, or otherwise the firm will experience
a loss in the volume of its sales that will be adverse to its overall
profitability. In other words, an increase in the price of data will
ultimately have to be accompanied by a decrease in the cost of
executions, or the volume of both data and executions will fall.\27\
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\27\ Moreover, the level of competition and contestability in
the market is evident in the numerous alternative venues that
compete for order flow, including eleven SRO markets, as well as
internalizing BDs and various forms of alternative trading systems
(``ATSs''), including dark pools and electronic communication
networks (``ECNs''). Each SRO market competes to produce transaction
reports via trade executions, and two FINRA-regulated TRFs compete
to attract internalized transaction reports. It is common for BDs to
further and exploit this competition by sending their order flow and
transaction reports to multiple markets, rather than providing them
all to a single market. Competitive markets for order flow,
executions, and transaction reports provide pricing discipline for
the inputs of proprietary data products. The large number of SROs,
TRFs, BDs, and ATSs that currently produce proprietary data or are
currently capable of producing it provides further pricing
discipline for proprietary data products. Each SRO, TRF, ATS, and BD
is currently permitted to produce proprietary data products, and
many currently do or have announced plans to do so, including
Nasdaq, NYSE, NYSE MKT, NYSE Arca, and BATS/Direct Edge.
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The proposed fee structure is designed to ensure a fair and
reasonable use of Exchange resources by allowing the Exchange to recoup
costs and ease administrative burden while continuing to offer its data
products at competitive rates to firms.
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
The foregoing change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act.\28\
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\28\ 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 necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act.
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-2016-109 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-NASDAQ-2016-109. 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 office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-NASDAQ-2016-109, and should
be submitted on or before September 9, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\29\
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\29\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-19799 Filed 8-18-16; 8:45 am]
BILLING CODE 8011-01-P