Self-Regulatory Organizations; Financial Industry Regulatory Authority, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change Relating to Use of the Alternative Display Facility for Trade Reporting Purpose Only, 57964-57967 [2016-20203]
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57964
Federal Register / Vol. 81, No. 164 / Wednesday, August 24, 2016 / Notices
writing within 60 days of this
publication.
An agency may not conduct or
sponsor, and a person is not required to
respond to, a collection of information
under the PRA unless it displays a
currently valid OMB control number.
Please direct your written comments
to: Pamela Dyson, Director/Chief
Information Officer, Securities and
Exchange Commission, c/o Remi PavlikSimon, 100 F Street NE., Washington,
DC 20549, or send an email to:
PRA_Mailbox@sec.gov.
Dated: August 19, 2016.
Brent J. Fields,
Secretary.
[FR Doc. 2016–20256 Filed 8–23–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78609; File No. SR–FINRA–
2016–031]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change Relating to Use of the
Alternative Display Facility for Trade
Reporting Purpose Only
August 18, 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
11, 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
prepared by FINRA. FINRA has
designated the proposed rule change as
constituting a ‘‘non-controversial’’ rule
change under paragraph (f)(6) of Rule
19b–4 under the Act,3 which renders
the proposal effective upon receipt of
this filing by the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
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I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
FINRA is proposing a proposed rule
change relating to use of the Alternative
Display Facility (‘‘ADF’’) by FINRA
members for trade reporting purposes
only.
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 17 CFR 240.19b–4(f)(6).
2 17
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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. 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
Background
On January 20, 2016, FINRA
published a Trade Reporting Notice
with guidance on firms’ over-thecounter (‘‘OTC’’) equity trade reporting
obligations in the event of a systems
issue during the trading day that
prevents them from reporting OTC
trades in NMS stocks in accordance
with FINRA rules.4 As set forth in the
Notice, a firm that routinely reports its
OTC trades in NMS stocks to only one
FINRA trade reporting facility (a firm’s
‘‘primary facility’’) must establish and
maintain connectivity and report to a
second FINRA trade reporting facility (a
firm’s ‘‘secondary facility’’), if the firm
intends to continue to support OTC
trading as an executing broker while its
primary facility is experiencing a
widespread systems issue.5 FINRA
currently has three facilities that
support member reporting of OTC trades
in NMS stocks, as defined in SEC Rule
600(b) of Regulation NMS: the ADF and
two Trade Reporting Facilities (‘‘TRFs’’).
The TRFs are facilities that are operated
by both FINRA and its exchange
partners (NASDAQ and NYSE).
4 See Trade Reporting Notice, January 20, 2016
(OTC Equity Trading and Reporting in the Event of
Systems Issues).
5 As discussed in the Notice, if a firm chooses not
to have connectivity to a secondary facility, it
should cease executing OTC trades altogether when
its primary trade reporting facility is experiencing
a widespread systems issue. In that instance, the
firm could route orders for execution to an
exchange or another FINRA member (i.e., a member
with connectivity and the ability to report to a
FINRA trade reporting facility that is operational).
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Since publication of the Trade
Reporting Notice, a number of firms
have inquired about using the ADF as
their secondary facility for trade
reporting, and at least one has inquired
about using the ADF as its primary
facility. While the ADF historically has
not been used by members for trade
reporting without quoting activity, there
is nothing in the ADF rules 6 to prohibit
it. Thus, to better accommodate firms in
their efforts to comply with the
guidance in the Trade Reporting Notice,
and to provide an alternative to
connecting to both TRFs, FINRA will
make the ADF available to members for
trade reporting purposes only.7 FINRA
currently is making systems updates to
the ADF and anticipates that the ADF
will be available to members before the
end of this year.8 Members that use the
ADF for trade reporting purposes only
would not be able to quote on the ADF
without registering under one of the two
categories of ‘‘ADF Market Participant’’
under current ADF rules (i.e., Registered
Reporting ADF ECN and Registered
Reporting ADF Market Maker) and
satisfying all applicable requirements
for quoting.9
Because the substantive trade
reporting and trade reporting
participation requirements under
current ADF rules are consistent with
the trade reporting and participation
requirements applicable to the TRFs,10
significant rulemaking is not needed to
enable firms to use the ADF for trade
reporting purposes only. However,
FINRA is proposing the following
additional requirements that would
apply specifically to members that use
the ADF for trade reporting purposes
only.
6 See
Rule 6200 and 7100 Series.
members will have the option of using
the ADF as their primary facility for trade reporting,
FINRA anticipates that members would be more
likely to use the ADF as their secondary facility.
FINRA has historically operated the ADF as a utility
and has not attempted to actively attract
participants in the OTC trade reporting space. For
example, FINRA does not offer a market data
revenue share program for the ADF comparable to
the TRFs. See Rules 7610A and 7610B.
8 FINRA notes that in addition to the systems
updates that will be completed this year, the ADF
may need additional infrastructure enhancements
to support significant trade reporting volume.
However, the necessary enhancements, and the
time it may take to make those enhancements, will
not be known until FINRA has a more concrete
understanding of the level of firms’ interest in using
the ADF for trade reporting purposes only and their
potential volume.
9 For example, in addition to registration, FINRA
rules include certification and deposit requirements
for ADF quoting participants, as well as capacity
fees and penalties. See, e.g., Rules 6271 and 7580.
10 See, e.g., Rules 6282 and 7120; 6380A and
7220A; and 6380B and 7220B.
7 While
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Proposed Testing Requirements
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FINRA is proposing to adopt new
paragraph (b)(2)(E) of Rule 7120 (Trade
Reporting Participation Requirements)
to require members that intend to use
the ADF for trade reporting purposes
only and connect to the ADF via a
Financial Information eXchange (‘‘FIX’’)
line to participate in annual
connectivity and capacity/stress testing.
Members that use only the web browser
for trade reporting to the ADF and do
not have any FIX connections would not
be required to participate in
connectivity and capacity/stress
testing.11
FINRA is proposing to waive the
testing requirements under Rule
7120(b)(2)(E) for members that meet
certain thresholds. Specifically,
members that report at least 100 trades
per month to the ADF would not be
required to participate in annual
connectivity testing. Thus, a member
that elects to use the ADF as its primary
trade reporting facility likely would be
excluded from this requirement. In
addition, FINRA is proposing that
members would not be required to
participate in annual capacity/stress
testing unless their actual ADF activity
levels or their capacity projections
based on their TRF usage 12 increase by
more than 20% from one year to the
next. FINRA notes that the proposed
waivers would apply independently.
For example, a member may be subject
to annual connectivity testing (because
it reports fewer than 100 trades per
month to the ADF), while being excused
from the capacity/stress testing
requirement (because its capacity
projection based on its TRF usage has
not increased by more than 20% from
the prior year).
Pursuant to proposed Rule
7120(b)(2)(E), members that are required
to participate in annual connectivity
and capacity/stress testing will not be
11 FINRA notes that members using a web
browser for trade reporting generally have relatively
low volume, since it would be difficult for a
member with significant volume to meet its 10second trade reporting obligation under FINRA
rules. Thus, FINRA expects that members using the
web browser for trade reporting to the ADF will not
put the same demands on the ADF system as firms
reporting more significant volume using a FIX
connection. As such, FINRA does not believe that
it is necessary to require web browser users to
participate in annual testing.
12 FINRA will develop capacity projections for
members that will use the ADF for trade reporting
purposes only based on their current usage of a
TRF, and members may be asked to review and
confirm these projections from time to time. If a
member’s volume on a TRF increases by more than
20% from one year to the next, the member would
be required to participate in capacity/stress testing
to retain connectivity to the ADF for use as a
secondary facility for trade reporting.
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charged fees under current Rule 7530(c)
for the annual testing. However,
members that request additional testing
beyond the required annual
connectivity and capacity/stress testing
would be required to pay fees for testing
services under Rule 7530(c).13
FINRA believes that the proposed
testing requirements will help ensure
that the ADF has sufficient capability
and capacity to support trade reporting,
particularly in the event that members
relying on the ADF as their secondary
facility for trade reporting must report to
the ADF in response to a widespread
systems issue in their primary facility.
Proposed FIX Connectivity Fee
FINRA is proposing to charge
members that use the ADF for trade
reporting purposes only and connect to
the ADF via a FIX line a monthly fee of
$500. The proposed fee would apply to
all members that use the ADF for trade
reporting purposes only (as either their
primary or secondary facility for trade
reporting).14
The proposed fee would replace the
fees for ADF terminal software and
servers under current Rule 7520
(Equipment Related Charges).15 These
fees are obsolete, as members no longer
use workstations to connect to the ADF,
but instead, connect via FIX or web
browser. Members that elect to trade
report to the ADF via web browser
would pay the monthly fee of $20 per
user ID under current Rule 7510(c),
rather than the proposed monthly fee for
FIX connectivity.16
The proposed FIX connectivity fee
would help cover the costs associated
with maintaining the ADF platform and
ensuring that there is sufficient capacity
on the platform and at the securities
information processors to accommodate
trade reporting, particularly in the event
that firms relying on the ADF as their
secondary facility for trade reporting
must report to the ADF in response to
a widespread systems issue in their
primary facility.
13 Pursuant to Rule 7530(c)(1), members are
charged $333 per hour for testing with the ADF,
subject to the exceptions identified in paragraph
(c)(2) of the Rule.
14 FINRA notes that the proposed fee would be in
addition to any charges firms must pay NASDAQ,
as FINRA’s technology provider for the ADF, under
NASDAQ rules. For example, firms that report to
the ADF via FIX—either directly or indirectly
through third party intermediaries (e.g., service
bureaus)—would pay NASDAQ charges associated
with FIX ports to connect to the ADF data center.
See, e.g., NASDAQ Rule 7015.
15 Pursuant to this rule, the charge for ADF
terminal software is $275 a month per terminal and
$550 a month for each server.
16 Members that submit trades to the ADF, via FIX
or web browser, also would be subject to the trade
reporting fees under current Rule 7510(a), which
fees are assessed on a per reported transaction basis.
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Technical Conforming Changes
FINRA is proposing the following
technical conforming changes to the
ADF rules.
First, FINRA is proposing to amend
and rename Rule 6170 (Primary and
Additional MPIDs for Alternative
Display Facility Participants). With the
exception of paragraphs (d) and (e), Rule
6170 relating to the use of multiple
market participant identifiers (‘‘MPIDs’’)
currently is limited to ADF quoting
participants. FINRA is proposing to
amend the Rule, as applicable, to also
apply to members that use the ADF for
trade reporting purposes only. In
addition, FINRA is proposing to
streamline and conform the Rule to Rule
6160 (Multiple MPIDs for Trade
Reporting Facility Participants). The
standards and processes applicable to
the assignment and use of multiple
MPIDs are the same for ADF and TRF
participants, and as such, FINRA
believes that the rules should be
identical, to the extent possible.
As amended, paragraph (b) of Rule
6170 would provide that any ADF
participant (which would include a
member that uses the ADF for trade
reporting only) that is required to
obtain, or otherwise wishes to use, more
than one MPID for purposes of
displaying quotes/orders or reporting
trades to the ADF must submit a written
request, in the form required by FINRA,
to, and obtain approval from, FINRA
Market Operations for such additional
MPID(s). As amended, this paragraph
would conform to the language of
current Rule 6160(a). Paragraph (c) of
Rule 6170, which currently applies only
to Registered Reporting ADF ECNs,
would be amended to apply to ‘‘ADF
Market Participants’’ (which term
encompasses both categories of ADF
quoting participant, i.e., Registered
Reporting ADF ECNs as well as
Registered Reporting ADF Market
Makers) and to conform to the language
of Rule 6160(b).
FINRA also is proposing to amend
and reorganize the Supplementary
Material under Rule 6170 to conform to
Rule 6160 and to delete unnecessary,
and in places repetitive, language
regarding the specifics of assigning
‘‘Primary’’ and ‘‘Additional’’ MPIDs. As
amended, Rule 6170.01 would apply to
any ADF participant (which would
include a member that uses the ADF for
trade reporting purposes only) and
provide that an ADF participant must
identify the purpose(s) and system(s) for
which the multiple MPIDs will be used.
If FINRA determines that the use of
multiple MPIDs is detrimental to the
marketplace, or that an ADF participant
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is using one or more additional MPIDs
improperly or for other than the
purpose(s) identified by the member,
FINRA staff retains full discretion to
limit or withdraw its grant of the
additional MPID(s) to such ADF
participant for purposes of displaying
quotes/orders or reporting trades
through the ADF. This language
incorporates language in current Rule
6170.01 and .05 and conforms to the
language of Rule 6160.01.
Amended Rule 6170.02 would
continue to provide that each MPID
belonging to a Registered Reporting ADF
ECN is subject to the requirements of
Rule 6279 (Alternative Trading
Systems). Rule 6170.03 would be
amended to apply to ‘‘ADF Market
Participants,’’ which would encompass
both categories of ADF quoting
participant, and provide that if an ADF
Market Participant no longer fulfills the
conditions appurtenant to one of its
MPIDs (e.g., by being placed into an
unexcused withdrawal), it may not use
another MPID for any purpose in that
security. Rules 6170.04 and .05 would
be deleted in their entirety.17
Second, FINRA is proposing to amend
paragraph (c)(1) of Rule 7510 (System
Related Fees) to clarify that the web
browser fee of $20 per month per user
ID will apply to all ADF participants,
including members that use the ADF for
trade reporting purposes only. The
provision currently applies only to
‘‘ADF Market Participants,’’ which term
is defined as a Registered Reporting
ADF Market Maker or a Registered
Reporting ADF ECN.
Finally, FINRA is proposing to delete
paragraph (a)(9) of Rule 6220. The term
‘‘Non-Registered Reporting Member’’ is
not used in the ADF rule set and as such
should no longer be included in the
definitions under Rule 6220.
FINRA has filed the proposed rule
change for immediate effectiveness and
the operative date will be 30 days from
the date of filing.
2. Statutory Basis
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FINRA believes that the proposed rule
change is consistent with the provisions
of Section 15A(b)(6) of the Act,18 which
17 FINRA notes that as amended, Rule 6170.02
and .03 apply to quoting activity, and specifically
to Registered Reporting ADF ECNs and ADF Market
Participants, respectively, and thus do not
correspond to any provisions of Rule 6160. FINRA
further notes that Rule 6160.02 applies exclusively
to the TRFs and thus there is no corresponding
provision in Rule 6170. Otherwise, Rule 6160 and
6170 are substantively identical, differing only with
respect to the defined terms used or to reflect the
fact that the TRFs are used for trade reporting only
and the ADF could be used for both quoting and
trade reporting.
18 15 U.S.C. 78o–3(b)(6).
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requires, among other things, that
FINRA rules must be designed to
prevent fraudulent and manipulative
acts and practices, to promote just and
equitable principles of trade, and, in
general, to protect investors and the
public interest. FINRA believes that the
proposed rule change is consistent with
the Act because it provides members
with an alternative for meeting their
trade reporting obligations under FINRA
rules and will allow members that wish
to connect to a secondary facility for
trade reporting in accordance with the
Trade Reporting Notice to continue
executing OTC trades in NMS stocks in
the event their primary facility is
experiencing a widespread systems
issue.
In addition, FINRA believes that the
proposed rule change is consistent with
the provisions of Section 15A(b)(5) of
the Act,19 which requires, among other
things, that FINRA rules provide for the
equitable allocation of reasonable dues,
fees and other charges among members
and issuers and other persons using any
facility or system that FINRA operates
or controls. FINRA believes that the
proposed rule change to apply the web
browser fee under Rule 7510(c)(1) and
the proposed FIX connectivity fee under
Rule 7520 for members that use the ADF
for trade reporting purposes only are
reasonable in light of FINRA’s
regulatory and operational costs,
including personnel, infrastructure and
technology costs. FINRA further
believes that the proposed fees are
equitably allocated and not unfairly
discriminatory because they will apply
uniformly to all similarly situated
members (i.e., the web browser fee will
apply uniformly to all members that
elect to use the web browser and the FIX
connectivity fee will apply uniformly to
all members that elect to connect to the
ADF via FIX for trade reporting
purposes only).
B. Self-Regulatory Organization’s
Statement on Burden on Competition
FINRA does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
Economic Impact Analysis
As an initial matter, the Trade
Reporting Notice applies only to
members that have the trade reporting
obligation under FINRA rules.20 Today,
19 15
U.S.C. 78o–3(b)(5).
rules for reporting OTC transactions in
equity securities require that for transactions
between members, the ‘‘executing party’’ report the
trade to a FINRA facility. For transactions between
a member and a non-member or customer, the
20 FINRA
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on average, several hundred firms
execute and report OTC trades in NMS
stocks to the TRFs on a regular basis.
Many firms, including smaller firms,
route their order flow to another firm,
e.g., their clearing firm, for execution,
and as the routing firm, they do not
have the trade reporting obligation.
Thus, the proposed rule change will
have no impact on many members.
Moreover, members are not required
to use the ADF for purposes of meeting
their trade reporting obligations under
FINRA rules. As noted above, the ADF
would simply be another option
available to members for trade reporting,
particularly those members that elect to
connect to a secondary facility in
accordance with the Trade Reporting
Notice. Members that determine that the
ADF is not a cost-effective option for
them (as either a primary or secondary
facility for trade reporting) can elect to
use one (or both) of the TRFs.
FINRA further notes that the proposed
rule change does not create any new
trade reporting obligations to members;
rather it is designed to provide an
alternative for members to meet their
existing equity trade reporting
obligations. Members that choose to rely
upon the ADF as their primary or
secondary facility for trade reporting
will incur some costs. Members
connecting to the ADF will incur a cost
of $500 per month per FIX connection
or $20 per month per user for web
browser access. FINRA believes that
members that report via FIX will also
likely maintain at least one web user ID.
Members reporting via FIX will also
incur a NASDAQ charge of $575 per
port per month. Members that report
trades through the ADF will be assessed
charges based upon the existing fee
schedule, as detailed in Rule 7510(a).
In addition, members maintaining FIX
connectivity to the ADF for trade
reporting purposes only will be required
to conduct annual testing. The
connectivity testing requirement will be
waived for members reporting at least
100 trades per month through the ADF
and the capacity/stress testing
requirement will be waived for members
with reported trading activity that does
not increase by more than 20% from the
previous year.
By providing an alternative for trade
reporting, FINRA is increasing the
choices available to members. FINRA
anticipates that few members will use
the ADF for trade reporting purposes,
member must report the trade. ‘‘Executing party’’ is
defined under FINRA rules as the member that
receives an order for handling or execution or is
presented an order against its quote, does not
subsequently re-route the order, and executes the
transaction. See, e.g., Rule 6282(b).
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but this may change as the relative costs
for trade reporting services shift. If a
member chooses to use the ADF as a
primary or secondary trade reporting
venue, it will be because it is
determined to be advantageous to that
member.
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.
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Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
FINRA–2016–031 on the subject line.
Paper Comments
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 21 and Rule 19b–
4(f)(6) thereunder.22 FINRA believes
that the filing is appropriately
designated as ‘‘non-controversial’’
because the proposed rule change does
not create any new trade reporting
obligations to members, but rather
provides another alternative for
members to meet their existing equity
trade reporting obligations. Members
that do not wish to be subject to the
proposed testing requirements and fees
or otherwise determine that the ADF is
not a cost-effective option for them—as
either a primary or secondary facility for
trade reporting—can elect to use one (or
both) of the TRFs to fulfill their trade
reporting obligations under FINRA
rules.
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act. If the
Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
• 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–FINRA–2016–031. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–FINRA–
2016–031 and should be submitted on
or before September 14, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–20203 Filed 8–23–16; 8:45 am]
BILLING CODE 8011–01–P
21 15
U.S.C. 78s(b)(3)(A).
22 17 CFR 240.19b–4(f)(6).
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23 17
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CFR 200.30–3(a)(12).
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–78613; File No. SR–
BatsBZX–2016–35]
Self-Regulatory Organizations; Bats
BZX Exchange, Inc.; Notice of
Designation of a Longer Period for
Commission Action on a Proposed
Rule Change To List and Trade Shares
of the JPMorgan Global Bond
Opportunities ETF
August 18, 2016.
On July 1, 2016, Bats BZX Exchange,
Inc. (the ‘‘Exchange’’ or ‘‘BZX’’) filed
with the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’) 1 and Rule
19b–4 thereunder,2 a proposed rule
change to list and trade shares of the
JPMorgan Global Bond Opportunities
ETF of the J.P. Morgan Exchange-Traded
Fund Trust under BZX Rule 14.11(i).
The proposed rule change was
published for comment in the Federal
Register on July 14, 2016.3 The
Commission received no comments on
the proposed rule change.
Section 19(b)(2) of the Act 4 provides
that, within 45 days of the publication
of notice of the filing of a proposed rule
change, or within such longer period up
to 90 days as the Commission may
designate if it finds such longer period
to be appropriate and publishes its
reasons for so finding or as to which the
self-regulatory organization consents,
the Commission shall either approve the
proposed rule change, disapprove the
proposed rule change, or institute
proceedings to determine whether the
proposed rule change should be
disapproved. The Commission is
extending this 45-day time period.
The Commission finds it appropriate
to designate a longer period within
which to take action on the proposed
rule change so that it has sufficient time
to consider the proposed rule change.
Accordingly, the Commission, pursuant
to Section 19(b)(2) of the Act,5
designates October 12, 2016 as the date
by which the Commission should either
approve or disapprove, or institute
proceedings to determine whether to
disapprove, the proposed rule change
(File No. SR–BatsBZX–2016–35).
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 78264
(July 8, 2016), 81 FR 45546.
4 15 U.S.C. 78s(b)(2).
5 Id.
2 17
E:\FR\FM\24AUN1.SGM
24AUN1
Agencies
[Federal Register Volume 81, Number 164 (Wednesday, August 24, 2016)]
[Notices]
[Pages 57964-57967]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-20203]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-78609; File No. SR-FINRA-2016-031]
Self-Regulatory Organizations; Financial Industry Regulatory
Authority, Inc.; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change Relating to Use of the Alternative Display
Facility for Trade Reporting Purpose Only
August 18, 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 11, 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 prepared by FINRA. FINRA has
designated the proposed rule change as constituting a ``non-
controversial'' rule change under paragraph (f)(6) of Rule 19b-4 under
the Act,\3\ which renders the proposal effective upon receipt of this
filing by the Commission. The Commission is publishing this notice to
solicit comments on the proposed rule change from interested persons.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 17 CFR 240.19b-4(f)(6).
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I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
FINRA is proposing a proposed rule change relating to use of the
Alternative Display Facility (``ADF'') by FINRA members for trade
reporting purposes only.
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. 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
Background
On January 20, 2016, FINRA published a Trade Reporting Notice with
guidance on firms' over-the-counter (``OTC'') equity trade reporting
obligations in the event of a systems issue during the trading day that
prevents them from reporting OTC trades in NMS stocks in accordance
with FINRA rules.\4\ As set forth in the Notice, a firm that routinely
reports its OTC trades in NMS stocks to only one FINRA trade reporting
facility (a firm's ``primary facility'') must establish and maintain
connectivity and report to a second FINRA trade reporting facility (a
firm's ``secondary facility''), if the firm intends to continue to
support OTC trading as an executing broker while its primary facility
is experiencing a widespread systems issue.\5\ FINRA currently has
three facilities that support member reporting of OTC trades in NMS
stocks, as defined in SEC Rule 600(b) of Regulation NMS: the ADF and
two Trade Reporting Facilities (``TRFs''). The TRFs are facilities that
are operated by both FINRA and its exchange partners (NASDAQ and NYSE).
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\4\ See Trade Reporting Notice, January 20, 2016 (OTC Equity
Trading and Reporting in the Event of Systems Issues).
\5\ As discussed in the Notice, if a firm chooses not to have
connectivity to a secondary facility, it should cease executing OTC
trades altogether when its primary trade reporting facility is
experiencing a widespread systems issue. In that instance, the firm
could route orders for execution to an exchange or another FINRA
member (i.e., a member with connectivity and the ability to report
to a FINRA trade reporting facility that is operational).
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Since publication of the Trade Reporting Notice, a number of firms
have inquired about using the ADF as their secondary facility for trade
reporting, and at least one has inquired about using the ADF as its
primary facility. While the ADF historically has not been used by
members for trade reporting without quoting activity, there is nothing
in the ADF rules \6\ to prohibit it. Thus, to better accommodate firms
in their efforts to comply with the guidance in the Trade Reporting
Notice, and to provide an alternative to connecting to both TRFs, FINRA
will make the ADF available to members for trade reporting purposes
only.\7\ FINRA currently is making systems updates to the ADF and
anticipates that the ADF will be available to members before the end of
this year.\8\ Members that use the ADF for trade reporting purposes
only would not be able to quote on the ADF without registering under
one of the two categories of ``ADF Market Participant'' under current
ADF rules (i.e., Registered Reporting ADF ECN and Registered Reporting
ADF Market Maker) and satisfying all applicable requirements for
quoting.\9\
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\6\ See Rule 6200 and 7100 Series.
\7\ While members will have the option of using the ADF as their
primary facility for trade reporting, FINRA anticipates that members
would be more likely to use the ADF as their secondary facility.
FINRA has historically operated the ADF as a utility and has not
attempted to actively attract participants in the OTC trade
reporting space. For example, FINRA does not offer a market data
revenue share program for the ADF comparable to the TRFs. See Rules
7610A and 7610B.
\8\ FINRA notes that in addition to the systems updates that
will be completed this year, the ADF may need additional
infrastructure enhancements to support significant trade reporting
volume. However, the necessary enhancements, and the time it may
take to make those enhancements, will not be known until FINRA has a
more concrete understanding of the level of firms' interest in using
the ADF for trade reporting purposes only and their potential
volume.
\9\ For example, in addition to registration, FINRA rules
include certification and deposit requirements for ADF quoting
participants, as well as capacity fees and penalties. See, e.g.,
Rules 6271 and 7580.
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Because the substantive trade reporting and trade reporting
participation requirements under current ADF rules are consistent with
the trade reporting and participation requirements applicable to the
TRFs,\10\ significant rulemaking is not needed to enable firms to use
the ADF for trade reporting purposes only. However, FINRA is proposing
the following additional requirements that would apply specifically to
members that use the ADF for trade reporting purposes only.
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\10\ See, e.g., Rules 6282 and 7120; 6380A and 7220A; and 6380B
and 7220B.
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[[Page 57965]]
Proposed Testing Requirements
FINRA is proposing to adopt new paragraph (b)(2)(E) of Rule 7120
(Trade Reporting Participation Requirements) to require members that
intend to use the ADF for trade reporting purposes only and connect to
the ADF via a Financial Information eXchange (``FIX'') line to
participate in annual connectivity and capacity/stress testing. Members
that use only the web browser for trade reporting to the ADF and do not
have any FIX connections would not be required to participate in
connectivity and capacity/stress testing.\11\
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\11\ FINRA notes that members using a web browser for trade
reporting generally have relatively low volume, since it would be
difficult for a member with significant volume to meet its 10-second
trade reporting obligation under FINRA rules. Thus, FINRA expects
that members using the web browser for trade reporting to the ADF
will not put the same demands on the ADF system as firms reporting
more significant volume using a FIX connection. As such, FINRA does
not believe that it is necessary to require web browser users to
participate in annual testing.
---------------------------------------------------------------------------
FINRA is proposing to waive the testing requirements under Rule
7120(b)(2)(E) for members that meet certain thresholds. Specifically,
members that report at least 100 trades per month to the ADF would not
be required to participate in annual connectivity testing. Thus, a
member that elects to use the ADF as its primary trade reporting
facility likely would be excluded from this requirement. In addition,
FINRA is proposing that members would not be required to participate in
annual capacity/stress testing unless their actual ADF activity levels
or their capacity projections based on their TRF usage \12\ increase by
more than 20% from one year to the next. FINRA notes that the proposed
waivers would apply independently. For example, a member may be subject
to annual connectivity testing (because it reports fewer than 100
trades per month to the ADF), while being excused from the capacity/
stress testing requirement (because its capacity projection based on
its TRF usage has not increased by more than 20% from the prior year).
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\12\ FINRA will develop capacity projections for members that
will use the ADF for trade reporting purposes only based on their
current usage of a TRF, and members may be asked to review and
confirm these projections from time to time. If a member's volume on
a TRF increases by more than 20% from one year to the next, the
member would be required to participate in capacity/stress testing
to retain connectivity to the ADF for use as a secondary facility
for trade reporting.
---------------------------------------------------------------------------
Pursuant to proposed Rule 7120(b)(2)(E), members that are required
to participate in annual connectivity and capacity/stress testing will
not be charged fees under current Rule 7530(c) for the annual testing.
However, members that request additional testing beyond the required
annual connectivity and capacity/stress testing would be required to
pay fees for testing services under Rule 7530(c).\13\
---------------------------------------------------------------------------
\13\ Pursuant to Rule 7530(c)(1), members are charged $333 per
hour for testing with the ADF, subject to the exceptions identified
in paragraph (c)(2) of the Rule.
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FINRA believes that the proposed testing requirements will help
ensure that the ADF has sufficient capability and capacity to support
trade reporting, particularly in the event that members relying on the
ADF as their secondary facility for trade reporting must report to the
ADF in response to a widespread systems issue in their primary
facility.
Proposed FIX Connectivity Fee
FINRA is proposing to charge members that use the ADF for trade
reporting purposes only and connect to the ADF via a FIX line a monthly
fee of $500. The proposed fee would apply to all members that use the
ADF for trade reporting purposes only (as either their primary or
secondary facility for trade reporting).\14\
---------------------------------------------------------------------------
\14\ FINRA notes that the proposed fee would be in addition to
any charges firms must pay NASDAQ, as FINRA's technology provider
for the ADF, under NASDAQ rules. For example, firms that report to
the ADF via FIX--either directly or indirectly through third party
intermediaries (e.g., service bureaus)--would pay NASDAQ charges
associated with FIX ports to connect to the ADF data center. See,
e.g., NASDAQ Rule 7015.
---------------------------------------------------------------------------
The proposed fee would replace the fees for ADF terminal software
and servers under current Rule 7520 (Equipment Related Charges).\15\
These fees are obsolete, as members no longer use workstations to
connect to the ADF, but instead, connect via FIX or web browser.
Members that elect to trade report to the ADF via web browser would pay
the monthly fee of $20 per user ID under current Rule 7510(c), rather
than the proposed monthly fee for FIX connectivity.\16\
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\15\ Pursuant to this rule, the charge for ADF terminal software
is $275 a month per terminal and $550 a month for each server.
\16\ Members that submit trades to the ADF, via FIX or web
browser, also would be subject to the trade reporting fees under
current Rule 7510(a), which fees are assessed on a per reported
transaction basis.
---------------------------------------------------------------------------
The proposed FIX connectivity fee would help cover the costs
associated with maintaining the ADF platform and ensuring that there is
sufficient capacity on the platform and at the securities information
processors to accommodate trade reporting, particularly in the event
that firms relying on the ADF as their secondary facility for trade
reporting must report to the ADF in response to a widespread systems
issue in their primary facility.
Technical Conforming Changes
FINRA is proposing the following technical conforming changes to
the ADF rules.
First, FINRA is proposing to amend and rename Rule 6170 (Primary
and Additional MPIDs for Alternative Display Facility Participants).
With the exception of paragraphs (d) and (e), Rule 6170 relating to the
use of multiple market participant identifiers (``MPIDs'') currently is
limited to ADF quoting participants. FINRA is proposing to amend the
Rule, as applicable, to also apply to members that use the ADF for
trade reporting purposes only. In addition, FINRA is proposing to
streamline and conform the Rule to Rule 6160 (Multiple MPIDs for Trade
Reporting Facility Participants). The standards and processes
applicable to the assignment and use of multiple MPIDs are the same for
ADF and TRF participants, and as such, FINRA believes that the rules
should be identical, to the extent possible.
As amended, paragraph (b) of Rule 6170 would provide that any ADF
participant (which would include a member that uses the ADF for trade
reporting only) that is required to obtain, or otherwise wishes to use,
more than one MPID for purposes of displaying quotes/orders or
reporting trades to the ADF must submit a written request, in the form
required by FINRA, to, and obtain approval from, FINRA Market
Operations for such additional MPID(s). As amended, this paragraph
would conform to the language of current Rule 6160(a). Paragraph (c) of
Rule 6170, which currently applies only to Registered Reporting ADF
ECNs, would be amended to apply to ``ADF Market Participants'' (which
term encompasses both categories of ADF quoting participant, i.e.,
Registered Reporting ADF ECNs as well as Registered Reporting ADF
Market Makers) and to conform to the language of Rule 6160(b).
FINRA also is proposing to amend and reorganize the Supplementary
Material under Rule 6170 to conform to Rule 6160 and to delete
unnecessary, and in places repetitive, language regarding the specifics
of assigning ``Primary'' and ``Additional'' MPIDs. As amended, Rule
6170.01 would apply to any ADF participant (which would include a
member that uses the ADF for trade reporting purposes only) and provide
that an ADF participant must identify the purpose(s) and system(s) for
which the multiple MPIDs will be used. If FINRA determines that the use
of multiple MPIDs is detrimental to the marketplace, or that an ADF
participant
[[Page 57966]]
is using one or more additional MPIDs improperly or for other than the
purpose(s) identified by the member, FINRA staff retains full
discretion to limit or withdraw its grant of the additional MPID(s) to
such ADF participant for purposes of displaying quotes/orders or
reporting trades through the ADF. This language incorporates language
in current Rule 6170.01 and .05 and conforms to the language of Rule
6160.01.
Amended Rule 6170.02 would continue to provide that each MPID
belonging to a Registered Reporting ADF ECN is subject to the
requirements of Rule 6279 (Alternative Trading Systems). Rule 6170.03
would be amended to apply to ``ADF Market Participants,'' which would
encompass both categories of ADF quoting participant, and provide that
if an ADF Market Participant no longer fulfills the conditions
appurtenant to one of its MPIDs (e.g., by being placed into an
unexcused withdrawal), it may not use another MPID for any purpose in
that security. Rules 6170.04 and .05 would be deleted in their
entirety.\17\
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\17\ FINRA notes that as amended, Rule 6170.02 and .03 apply to
quoting activity, and specifically to Registered Reporting ADF ECNs
and ADF Market Participants, respectively, and thus do not
correspond to any provisions of Rule 6160. FINRA further notes that
Rule 6160.02 applies exclusively to the TRFs and thus there is no
corresponding provision in Rule 6170. Otherwise, Rule 6160 and 6170
are substantively identical, differing only with respect to the
defined terms used or to reflect the fact that the TRFs are used for
trade reporting only and the ADF could be used for both quoting and
trade reporting.
---------------------------------------------------------------------------
Second, FINRA is proposing to amend paragraph (c)(1) of Rule 7510
(System Related Fees) to clarify that the web browser fee of $20 per
month per user ID will apply to all ADF participants, including members
that use the ADF for trade reporting purposes only. The provision
currently applies only to ``ADF Market Participants,'' which term is
defined as a Registered Reporting ADF Market Maker or a Registered
Reporting ADF ECN.
Finally, FINRA is proposing to delete paragraph (a)(9) of Rule
6220. The term ``Non-Registered Reporting Member'' is not used in the
ADF rule set and as such should no longer be included in the
definitions under Rule 6220.
FINRA has filed the proposed rule change for immediate
effectiveness and the operative date will be 30 days from the date of
filing.
2. Statutory Basis
FINRA believes that the proposed rule change is consistent with the
provisions of Section 15A(b)(6) of the Act,\18\ which requires, among
other things, that FINRA rules must be designed to prevent fraudulent
and manipulative acts and practices, to promote just and equitable
principles of trade, and, in general, to protect investors and the
public interest. FINRA believes that the proposed rule change is
consistent with the Act because it provides members with an alternative
for meeting their trade reporting obligations under FINRA rules and
will allow members that wish to connect to a secondary facility for
trade reporting in accordance with the Trade Reporting Notice to
continue executing OTC trades in NMS stocks in the event their primary
facility is experiencing a widespread systems issue.
---------------------------------------------------------------------------
\18\ 15 U.S.C. 78o-3(b)(6).
---------------------------------------------------------------------------
In addition, FINRA believes that the proposed rule change is
consistent with the provisions of Section 15A(b)(5) of the Act,\19\
which requires, among other things, that FINRA rules provide for the
equitable allocation of reasonable dues, fees and other charges among
members and issuers and other persons using any facility or system that
FINRA operates or controls. FINRA believes that the proposed rule
change to apply the web browser fee under Rule 7510(c)(1) and the
proposed FIX connectivity fee under Rule 7520 for members that use the
ADF for trade reporting purposes only are reasonable in light of
FINRA's regulatory and operational costs, including personnel,
infrastructure and technology costs. FINRA further believes that the
proposed fees are equitably allocated and not unfairly discriminatory
because they will apply uniformly to all similarly situated members
(i.e., the web browser fee will apply uniformly to all members that
elect to use the web browser and the FIX connectivity fee will apply
uniformly to all members that elect to connect to the ADF via FIX for
trade reporting purposes only).
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\19\ 15 U.S.C. 78o-3(b)(5).
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
FINRA does not believe that the proposed rule change will result in
any burden on competition that is not necessary or appropriate in
furtherance of the purposes of the Act.
Economic Impact Analysis
As an initial matter, the Trade Reporting Notice applies only to
members that have the trade reporting obligation under FINRA rules.\20\
Today, on average, several hundred firms execute and report OTC trades
in NMS stocks to the TRFs on a regular basis. Many firms, including
smaller firms, route their order flow to another firm, e.g., their
clearing firm, for execution, and as the routing firm, they do not have
the trade reporting obligation. Thus, the proposed rule change will
have no impact on many members.
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\20\ FINRA rules for reporting OTC transactions in equity
securities require that for transactions between members, the
``executing party'' report the trade to a FINRA facility. For
transactions between a member and a non-member or customer, the
member must report the trade. ``Executing party'' is defined under
FINRA rules as the member that receives an order for handling or
execution or is presented an order against its quote, does not
subsequently re-route the order, and executes the transaction. See,
e.g., Rule 6282(b).
---------------------------------------------------------------------------
Moreover, members are not required to use the ADF for purposes of
meeting their trade reporting obligations under FINRA rules. As noted
above, the ADF would simply be another option available to members for
trade reporting, particularly those members that elect to connect to a
secondary facility in accordance with the Trade Reporting Notice.
Members that determine that the ADF is not a cost-effective option for
them (as either a primary or secondary facility for trade reporting)
can elect to use one (or both) of the TRFs.
FINRA further notes that the proposed rule change does not create
any new trade reporting obligations to members; rather it is designed
to provide an alternative for members to meet their existing equity
trade reporting obligations. Members that choose to rely upon the ADF
as their primary or secondary facility for trade reporting will incur
some costs. Members connecting to the ADF will incur a cost of $500 per
month per FIX connection or $20 per month per user for web browser
access. FINRA believes that members that report via FIX will also
likely maintain at least one web user ID. Members reporting via FIX
will also incur a NASDAQ charge of $575 per port per month. Members
that report trades through the ADF will be assessed charges based upon
the existing fee schedule, as detailed in Rule 7510(a).
In addition, members maintaining FIX connectivity to the ADF for
trade reporting purposes only will be required to conduct annual
testing. The connectivity testing requirement will be waived for
members reporting at least 100 trades per month through the ADF and the
capacity/stress testing requirement will be waived for members with
reported trading activity that does not increase by more than 20% from
the previous year.
By providing an alternative for trade reporting, FINRA is
increasing the choices available to members. FINRA anticipates that few
members will use the ADF for trade reporting purposes,
[[Page 57967]]
but this may change as the relative costs for trade reporting services
shift. If a member chooses to use the ADF as a primary or secondary
trade reporting venue, it will be because it is determined to be
advantageous to that member.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
Written comments were neither solicited nor received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \21\ and Rule 19b-
4(f)(6) thereunder.\22\ FINRA believes that the filing is appropriately
designated as ``non-controversial'' because the proposed rule change
does not create any new trade reporting obligations to members, but
rather provides another alternative for members to meet their existing
equity trade reporting obligations. Members that do not wish to be
subject to the proposed testing requirements and fees or otherwise
determine that the ADF is not a cost-effective option for them--as
either a primary or secondary facility for trade reporting--can elect
to use one (or both) of the TRFs to fulfill their trade reporting
obligations under FINRA rules.
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\21\ 15 U.S.C. 78s(b)(3)(A).
\22\ 17 CFR 240.19b-4(f)(6).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is necessary or
appropriate in the public interest, for the protection of investors, or
otherwise in furtherance of the purposes of the Act. If the Commission
takes such action, the Commission shall institute proceedings to
determine whether the proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-FINRA-2016-031 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-FINRA-2016-031. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549 on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-FINRA-2016-031 and should be
submitted on or before September 14, 2016.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\23\
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\23\ 17 CFR 200.30-3(a)(12).
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Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016-20203 Filed 8-23-16; 8:45 am]
BILLING CODE 8011-01-P