Self-Regulatory Organizations; The Nasdaq Stock Market LLC; Order Instituting Proceedings To Determine Whether To Approve or Disapprove a Proposed Rule Change Related to the Payment of a Credit by Execution Access, LLC Based on Volume Thresholds Met on the NASDAQ Options Market, 83301-83303 [2016-27897]
Download as PDF
Federal Register / Vol. 81, No. 224 / Monday, November 21, 2016 / Notices
subparagraph (f)(2) of Rule 19b–4 24
thereunder, because it establishes a due,
fee, or other charge imposed by the
Exchange.
At any time within 60 days of the
filing of such 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
under Section 19(b)(2)(B) 25 of the Act to
determine whether the proposed rule
change 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:
asabaliauskas on DSK3SPTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–NYSE–2016–74 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–NYSE–2016–74. This file
number should be included on the
subject line if e-mail 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
24 17
25 15
CFR 240.19b–4(f)(2).
U.S.C. 78s(b)(2)(B).
VerDate Sep<11>2014
18:09 Nov 18, 2016
Jkt 241001
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–NYSE–
2016–74 and should be submitted on or
before December 12, 2016.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.26
Brent J. Fields,
Secretary.
[FR Doc. 2016–27893 Filed 11–18–16; 8:45 am]
83301
rule change, disapprove the proposed
rule change, or institute proceedings to
determine whether to disapprove the
proposed rule change.5 To date, the
Commission has received no comment
letters on the proposal. This order
institutes proceedings under Section
19(b)(2)(B) of the Act 6 to determine
whether to approve or disapprove the
proposed rule change.
II. Summary of the Proposed Rule
Change
Under the proposal, EA 7 would offer
a credit to its clients who are also NOM
Participants (‘‘dual access clients’’),8
provided they qualify for one of the two
highest Market Access and Routing
Subsidy (‘‘MARS’’) Payment tiers
available on NOM. According to the
Exchange, NOM Participants that have
System Eligibility 9 and have executed
the requisite number of Eligible
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79317; File No. SR–
NASDAQ–2016–121]
Self-Regulatory Organizations; The
Nasdaq Stock Market LLC; Order
Instituting Proceedings To Determine
Whether To Approve or Disapprove a
Proposed Rule Change Related to the
Payment of a Credit by Execution
Access, LLC Based on Volume
Thresholds Met on the NASDAQ
Options Market
November 15, 2016.
I. Introduction
On August 29, 2016, The Nasdaq
Stock Market LLC (‘‘Nasdaq’’ or
‘‘Exchange’’) 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
related to the payment of a credit by
Execution Access, LLC (‘‘EA’’) that
would be based on volume thresholds
met on the NASDAQ Options Market
LLC (‘‘NOM’’). The proposed rule
change was published for comment in
the Federal Register on September 8,
2016.3 On October 19, 2016, pursuant to
Section 19(b)(2) of the Act,4 the
Commission designated a longer period
within which to approve the proposed
26 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See Securities Exchange Act Release No. 78749
(September 1, 2016), 81 FR 62212 (‘‘Notice’’).
4 15 U.S.C. 78s(b)(2).
1 15
PO 00000
Frm 00106
Fmt 4703
Sfmt 4703
5 See Securities Exchange Act Release No. 79118,
81 FR 73186 (October 24, 2016). The Commission
designated December 7, 2016 as the date by which
the Commission shall either approve or disapprove,
or institute proceedings to determine whether to
disapprove, the proposed rule change.
6 15 U.S.C. 78s(b)(2)(B).
7 According to the Exchange, EA is a brokerdealer that operates a fully electronic central limit
order book known as eSpeed, and it facilitates the
matching of client orders in U.S. Treasury
securities. See Notice, supra note 3, at 62212 n.3.
8 As proposed, the dual access client may be an
affiliate entity of the NOM Participant. See id. at
62212. Affiliates would include other legal entities
under common control. See id. at 62212 n.4.
9 At the time the Exchange initially submitted this
proposal, to qualify for MARS, a Participant’s
routing system (‘‘System’’) was required to: (1)
Enable the electronic routing of orders to all of the
U.S. options exchanges, including NOM; (2)
provide current consolidated market data from the
U.S. options exchanges; and (3) be capable of
interfacing with NOM’s API to access current NOM
match engine functionality. Further, the
Participant’s System needed to cause NOM to be
one of the top three default destination exchanges
for individually executed marketable orders if NOM
is at the national best bid or offer (‘‘NBBO’’),
regardless of size or time, but allow any user to
manually override NOM as a default destination on
an order-by-order basis. Any NOM Participant was
permitted to avail itself of this arrangement,
provided that its order routing functionality
incorporates the features described above and
satisfies NOM that it appears to be robust and
reliable. The Participant remained solely
responsible for implementing and operating its
System. See id. at 62213 n.6. The Commission notes
that the Exchange recently modified MARS,
including the System Eligibility requirements. See
NOM Rules at Chapter XV, Section 2(6). See also
Securities Exchange Act Release No. 79251
(November 7, 2016), 81 FR 79536 (November 14,
2016) (SR–NASDAQ–2016–149) (‘‘MARS
Amendment’’) (modifying the MARS System
Eligibility requirements to provide that ‘‘the
Participant’s System would also need to cause NOM
to be the one of the top three default destination
exchanges for (a) individually executed marketable
orders if NOM is at the [NBBO], regardless of size
or time or (b) orders that establish a new NBBO on
NOM’s Order Book, but allow any user to manually
override NOM as a default destination on an orderby-order basis’’) (emphasis added).
E:\FR\FM\21NON1.SGM
21NON1
83302
Federal Register / Vol. 81, No. 224 / Monday, November 21, 2016 / Notices
Contracts 10 in a month are paid MARS
rebates based on average daily volume
(‘‘ADV’’) in the month.11 If a NOM
Participant meets these requirements,
the Exchange pays a MARS Payment on
all executed Eligible Contracts that add
liquidity and that are routed to NOM
through the NOM Participant’s
System.12
Under the proposal, if a dual access
client qualifies for NOM’s MARS
Payment Tier 2 in a given month, EA
would credit the dual access client (or
the dual access client’s affiliate, if
applicable) $22,000 on its EA bill for the
corresponding month.13 If a dual access
client qualifies for NOM’s MARS
Payment Tier 3 in a given month, EA
would credit the dual access client (or
the dual access client’s affiliate, if
applicable) $40,000 on its EA bill for the
corresponding month.14 This credit
would be paid by EA, would not be
transferable, and would offset
transaction fees on EA.15 According to
the Exchange, the purpose of this
proposal is to lower prices to transact
U.S. Treasury securities on EA in
response to competitive forces in the
Treasury markets, and to increase
trading on NOM.16
asabaliauskas on DSK3SPTVN1PROD with NOTICES
III. Proceedings To Determine Whether
To Approve or Disapprove SR–
NASDAQ–2016–121 and Grounds for
Disapproval Under Consideration
The Commission is instituting
proceedings pursuant to Section
19(b)(2)(B) of the Act 17 to determine
whether the proposed rule change
should be approved or disapproved.
Institution of proceedings does not
indicate that the Commission has
reached any conclusions with respect to
any of the issues involved. Rather, as
described below, the Commission seeks
10 MARS Eligible Contracts include electronic
Firm, Non-NOM Market Maker, Broker-Dealer, or
Joint Back Office orders that add liquidity,
excluding Mini Options. See NOM Rules at Chapter
XV, Section 2(6); see also Notice, supra note 3, at
62213 n.7.
11 At the time the Exchange initially submitted
this proposal, the Exchange had three tiers of MARS
Payments: $0.07 for ADV of 2,500 Eligible
Contracts; $0.09 for ADV of 5,000 Eligible Contracts
(‘‘Payment Tier 2’’); and $0.11 for ADV of 10,000
Eligible Contracts (‘‘Payment Tier 3’’). See Notice,
supra note 3, at 62213. The Commission notes that,
as a result of recent modifications to MARS, the
Exchange now has four tiers of MARS Payments, as
well as different MARS Payments for penny pilot
options and non-penny pilot options. See NOM
Rules at Chapter XV, Section 2(6); see also MARS
Amendment, supra note 9.
12 See NOM Rules at Chapter XV, Section 2(6); see
also Notice, supra note 3, at 62213.
13 See Notice, supra note 3, at 62213.
14 See id.
15 See id. at 62213 n.8.
16 See id. at 62212–13.
17 15 U.S.C. 78s(b)(2)(B).
VerDate Sep<11>2014
18:09 Nov 18, 2016
Jkt 241001
and encourages interested persons to
provide comments on the proposed rule
change.
Pursuant to Section 19(b)(2)(B) of the
Act,18 the Commission is providing
notice of the grounds for disapproval
under consideration. As discussed
above, under the proposal, EA would
provide credits to dual access clients
who meet certain volume thresholds on
NOM. The Act requires that exchange
rules provide for the equitable
allocation of reasonable fees among
members, issuers, and other persons
using its facilities; that exchange rules
not be designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers; and that
exchange rules do not impose any
burden on competition not necessary or
appropriate in furtherance of the
purposes of the Act. The Commission
intends to assess whether the
Exchange’s proposal is consistent with
these and other requirements of the Act.
The Commission believes it is
appropriate to institute disapproval
proceedings at this time in view of the
legal and policy issues raised by the
proposal. The sections of the Act
applicable to the proposed rule change
include:
• Section 6(b)(4) of the Act,19 which
requires that the rules of a national
securities exchange ‘‘provide for the
equitable allocation of reasonable dues,
fees, and other charges among its
members and issuers and other persons
using its facilities.’’
• Section 6(b)(5) of the Act,20 which
requires that the rules of a national
securities exchange be designed to,
among other things, ‘‘remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest’’ and not be ‘‘designed to
permit unfair discrimination between
customers, issuers, brokers, or dealers.’’
• Section 6(b)(8) of the Act,21 which
requires that the rules of a national
securities exchange ‘‘not impose any
burden on competition not necessary or
appropriate’’ in furtherance of the
purposes of the Act.
IV. Procedure: Request for Written
Comments
The Commission requests that
interested persons provide written
submissions of their views, data, and
arguments with respect to the issues
identified above, as well as any other
18 Id.
19 15
U.S.C. 78f(b)(4).
U.S.C. 78f(b)(5).
21 15 U.S.C. 78f(b)(8).
20 15
PO 00000
Frm 00107
Fmt 4703
Sfmt 4703
concerns they may have with the
proposal. Although there do not appear
to be any issues relevant to approval or
disapproval that would be facilitated by
an oral presentation of views, data, and
arguments, the Commission will
consider, pursuant to Rule 19b–4, any
request for an opportunity to make an
oral presentation.22 Interested persons
are invited to submit written data,
views, and arguments regarding whether
the proposal should be approved or
disapproved by December 12, 2016. Any
person who wishes to file a rebuttal to
any other person’s submission must file
that rebuttal by December 27, 2016.
The Commission invites the written
views of interested persons concerning
whether the proposal is consistent with
Sections 6(b)(4), 6(b)(5), 6(b)(8), or any
other provision of the Act, or the rules
and regulations thereunder. The
Commission asks that commenters
address the sufficiency and merit of the
Exchange’s statements in support of the
proposal, in addition to any other
comments they may wish to submit
about the proposed rule change. In
particular, the Commission seeks
comment on the following:
1. Do commenters agree with the
Exchange’s belief that the proposal: (a)
Provides for the equitable allocation of
reasonable dues, fees, and other charges
among its members and issuer and other
persons using its facilities; (b) is not
designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers; and (c) will
not impose any burden on competition
not necessary or appropriate in
furtherance of the purposes of the Act?
Why or why not?
2. What are commenters’ views on the
impact that the proposal would have on
the current market structure? Please
explain.
3. What are commenters’ views on the
likely effect of the proposal on
competition? Specifically, what are
commenters’ views on the likely effect
on the fees, volume, and quality of
trading on NOM, EA, and the platforms
that compete with NOM or EA for
volume? In providing an answer, please
consider any effect on the structure and
process of competition, including
number of competitors and/or any exit
22 Section 19(b)(2) of the Act, as amended by the
Securities Acts Amendments of 1975, Public Law
94–29 (June 4, 1975), grants the Commission
flexibility to determine what type of proceeding—
either oral or notice and opportunity for written
comments—is appropriate for consideration of a
particular proposal by a self-regulatory
organization. See Securities Acts Amendments of
1975, Senate Comm. on Banking, Housing & Urban
Affairs, S. Rep. No. 75, 94th Cong., 1st Sess. 30
(1975).
E:\FR\FM\21NON1.SGM
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Federal Register / Vol. 81, No. 224 / Monday, November 21, 2016 / Notices
from the market that might arise from
the proposal.
4. What are commenters’ views on
how the proposal would affect NOM
Participants and EA clients? Would the
‘‘dual access’’ requirement affect the
number NOM Participants or EA
clients?
5. What are commenters’ views on the
impact of the proposal on NOM
Participants who would meet the
required MARS thresholds but are not
dual access clients and thus would not
be able to benefit from the credit on EA?
6. What are commenters’ views on the
impact of the proposal on EA clients
who are not NOM Participants and thus
would not be eligible for the credits?
7. What are commenters’ views on
how EA would likely recoup the cost of
the proposed credit?
8. What are commenters’ views on
whether the proposal would affect
competitors to NOM and EA or clients
of such competitors? Specifically, what
are commenters’ views on the impact of
the proposal on exchanges that do not
have affiliated broker-dealers/
Alternative Trading Systems that
transact securities not listed on a
national securities exchange—e.g., U.S.
Treasury securities? Would the proposal
lead to a decline in number of clients,
or client volume for competitors?
9. What are commenters’ views on
how the proposal would impact the
incentives for existing exchanges or new
entities to create multiple trading
venues or broker-dealers/Alternative
Trading Systems under one group?
10. What are commenters’ views on
the impact the proposal would have, if
any, on the trading of options orders
across multiple options exchanges?
Please explain. What are commenters’
views on the impact the proposal would
have, if any, on the best execution of
investor orders, including the implicit
costs of executing their orders (such as
spreads and price impact)? Please
explain.
Commenters are requested to provide
empirical data and other factual support
for their views.
Comments may be submitted by any
of the following methods:
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
SECURITIES AND EXCHANGE
COMMISSION
All submissions should refer to File
Number SR–NASDAQ–2016–121. 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–
NASDAQ–2016–121 and should be
submitted on or before December 12,
2016. Rebuttal comments should be
submitted by December 27, 2016.
[Release No. 34–79316; File No. SR–NYSE–
2016–45]
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Brent J. Fields,
Secretary.
[FR Doc. 2016–27897 Filed 11–18–16; 8:45 am]
BILLING CODE 8011–01–P
asabaliauskas on DSK3SPTVN1PROD with NOTICES
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–2016–121 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
VerDate Sep<11>2014
18:09 Nov 18, 2016
Jkt 241001
83303
23 17
PO 00000
CFR 200.30–3(a)(57).
Frm 00108
Fmt 4703
Sfmt 4703
Self-Regulatory Organizations; New
York Stock Exchange LLC; Order
Instituting Proceedings To Determine
Whether To Approve or Disapprove a
Proposed Change, as Modified by
Amendment Nos. 1 and 2, Amending
the Co-Location Services Offered by
the Exchange To Add Certain Access
and Connectivity Fees
November 15, 2016.
I. Introduction
On July 29, 2016, the New York Stock
Exchange LLC (‘‘NYSE’’ or the
‘‘Exchange’’) 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 (1)
to provide additional information
regarding access to various trading and
execution services; connectivity to
market data feeds and testing and
certification feeds; connectivity to Third
Party Systems; and connectivity to
DTCC provided to Users using data
center local area networks; and (2) to
establish fees relating to a User’s access
to various trading and execution
services; connectivity to market data
feeds and testing and certification feeds;
connectivity to DTCC; and other
services. The proposed rule change was
published for comment in the Federal
Register on August 17, 2016.3 The
Exchange filed Amendment No. 1 to the
proposed rule change on August 16,
2016.4 Amendment No. 1 was published
for comment in the Federal Register on
September 26, 2016.5 The Commission
received one comment in response to
the proposed rule change, as modified
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 34–
78556 (August 11, 2016), 81 FR 54877 (‘‘Original
Notice’’).
4 Amendment No. 1 (i) Amended the third party
data feed MSCI from 20 Gigabite (‘‘Gb’’) to 25 Gb
and amended the price from $2,000 to $1,200; (ii)
clarified the costs associated with providing a
greater amount of bandwidth for Premium NYSE
Data Products for a particular market as compared
to the bandwidth requirements for the Included
Data Products for that same market; (iii) provided
further details on Premium NYSE Data Products,
including their composition, product release dates,
and further detail on the reasonableness of their
applicable fees; (iv) added an explanation for the
varying fee differences for the same Gb usage for
third party data feeds, DTCC, and Virtual Control
Circuit.
5 See Securities Exchange Act Release No. 34–
78887 (September 20, 2016), 81 FR 66095.
(‘‘Notice’’)
2 17
E:\FR\FM\21NON1.SGM
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Agencies
[Federal Register Volume 81, Number 224 (Monday, November 21, 2016)]
[Notices]
[Pages 83301-83303]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-27897]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-79317; File No. SR-NASDAQ-2016-121]
Self-Regulatory Organizations; The Nasdaq Stock Market LLC; Order
Instituting Proceedings To Determine Whether To Approve or Disapprove a
Proposed Rule Change Related to the Payment of a Credit by Execution
Access, LLC Based on Volume Thresholds Met on the NASDAQ Options Market
November 15, 2016.
I. Introduction
On August 29, 2016, The Nasdaq Stock Market LLC (``Nasdaq'' or
``Exchange'') 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 related to the payment of a credit by Execution
Access, LLC (``EA'') that would be based on volume thresholds met on
the NASDAQ Options Market LLC (``NOM''). The proposed rule change was
published for comment in the Federal Register on September 8, 2016.\3\
On October 19, 2016, pursuant to Section 19(b)(2) of the Act,\4\ the
Commission designated a longer period within which to approve the
proposed rule change, disapprove the proposed rule change, or institute
proceedings to determine whether to disapprove the proposed rule
change.\5\ To date, the Commission has received no comment letters on
the proposal. This order institutes proceedings under Section
19(b)(2)(B) of the Act \6\ to determine whether to approve or
disapprove the proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 78749 (September 1,
2016), 81 FR 62212 (``Notice'').
\4\ 15 U.S.C. 78s(b)(2).
\5\ See Securities Exchange Act Release No. 79118, 81 FR 73186
(October 24, 2016). The Commission designated December 7, 2016 as
the date by which the Commission shall either approve or disapprove,
or institute proceedings to determine whether to disapprove, the
proposed rule change.
\6\ 15 U.S.C. 78s(b)(2)(B).
---------------------------------------------------------------------------
II. Summary of the Proposed Rule Change
Under the proposal, EA \7\ would offer a credit to its clients who
are also NOM Participants (``dual access clients''),\8\ provided they
qualify for one of the two highest Market Access and Routing Subsidy
(``MARS'') Payment tiers available on NOM. According to the Exchange,
NOM Participants that have System Eligibility \9\ and have executed the
requisite number of Eligible
[[Page 83302]]
Contracts \10\ in a month are paid MARS rebates based on average daily
volume (``ADV'') in the month.\11\ If a NOM Participant meets these
requirements, the Exchange pays a MARS Payment on all executed Eligible
Contracts that add liquidity and that are routed to NOM through the NOM
Participant's System.\12\
---------------------------------------------------------------------------
\7\ According to the Exchange, EA is a broker-dealer that
operates a fully electronic central limit order book known as
eSpeed, and it facilitates the matching of client orders in U.S.
Treasury securities. See Notice, supra note 3, at 62212 n.3.
\8\ As proposed, the dual access client may be an affiliate
entity of the NOM Participant. See id. at 62212. Affiliates would
include other legal entities under common control. See id. at 62212
n.4.
\9\ At the time the Exchange initially submitted this proposal,
to qualify for MARS, a Participant's routing system (``System'') was
required to: (1) Enable the electronic routing of orders to all of
the U.S. options exchanges, including NOM; (2) provide current
consolidated market data from the U.S. options exchanges; and (3) be
capable of interfacing with NOM's API to access current NOM match
engine functionality. Further, the Participant's System needed to
cause NOM to be one of the top three default destination exchanges
for individually executed marketable orders if NOM is at the
national best bid or offer (``NBBO''), regardless of size or time,
but allow any user to manually override NOM as a default destination
on an order-by-order basis. Any NOM Participant was permitted to
avail itself of this arrangement, provided that its order routing
functionality incorporates the features described above and
satisfies NOM that it appears to be robust and reliable. The
Participant remained solely responsible for implementing and
operating its System. See id. at 62213 n.6. The Commission notes
that the Exchange recently modified MARS, including the System
Eligibility requirements. See NOM Rules at Chapter XV, Section 2(6).
See also Securities Exchange Act Release No. 79251 (November 7,
2016), 81 FR 79536 (November 14, 2016) (SR-NASDAQ-2016-149) (``MARS
Amendment'') (modifying the MARS System Eligibility requirements to
provide that ``the Participant's System would also need to cause NOM
to be the one of the top three default destination exchanges for (a)
individually executed marketable orders if NOM is at the [NBBO],
regardless of size or time or (b) orders that establish a new NBBO
on NOM's Order Book, but allow any user to manually override NOM as
a default destination on an order-by-order basis'') (emphasis
added).
\10\ MARS Eligible Contracts include electronic Firm, Non-NOM
Market Maker, Broker-Dealer, or Joint Back Office orders that add
liquidity, excluding Mini Options. See NOM Rules at Chapter XV,
Section 2(6); see also Notice, supra note 3, at 62213 n.7.
\11\ At the time the Exchange initially submitted this proposal,
the Exchange had three tiers of MARS Payments: $0.07 for ADV of
2,500 Eligible Contracts; $0.09 for ADV of 5,000 Eligible Contracts
(``Payment Tier 2''); and $0.11 for ADV of 10,000 Eligible Contracts
(``Payment Tier 3''). See Notice, supra note 3, at 62213. The
Commission notes that, as a result of recent modifications to MARS,
the Exchange now has four tiers of MARS Payments, as well as
different MARS Payments for penny pilot options and non-penny pilot
options. See NOM Rules at Chapter XV, Section 2(6); see also MARS
Amendment, supra note 9.
\12\ See NOM Rules at Chapter XV, Section 2(6); see also Notice,
supra note 3, at 62213.
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Under the proposal, if a dual access client qualifies for NOM's
MARS Payment Tier 2 in a given month, EA would credit the dual access
client (or the dual access client's affiliate, if applicable) $22,000
on its EA bill for the corresponding month.\13\ If a dual access client
qualifies for NOM's MARS Payment Tier 3 in a given month, EA would
credit the dual access client (or the dual access client's affiliate,
if applicable) $40,000 on its EA bill for the corresponding month.\14\
This credit would be paid by EA, would not be transferable, and would
offset transaction fees on EA.\15\ According to the Exchange, the
purpose of this proposal is to lower prices to transact U.S. Treasury
securities on EA in response to competitive forces in the Treasury
markets, and to increase trading on NOM.\16\
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\13\ See Notice, supra note 3, at 62213.
\14\ See id.
\15\ See id. at 62213 n.8.
\16\ See id. at 62212-13.
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III. Proceedings To Determine Whether To Approve or Disapprove SR-
NASDAQ-2016-121 and Grounds for Disapproval Under Consideration
The Commission is instituting proceedings pursuant to Section
19(b)(2)(B) of the Act \17\ to determine whether the proposed rule
change should be approved or disapproved. Institution of proceedings
does not indicate that the Commission has reached any conclusions with
respect to any of the issues involved. Rather, as described below, the
Commission seeks and encourages interested persons to provide comments
on the proposed rule change.
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\17\ 15 U.S.C. 78s(b)(2)(B).
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Pursuant to Section 19(b)(2)(B) of the Act,\18\ the Commission is
providing notice of the grounds for disapproval under consideration. As
discussed above, under the proposal, EA would provide credits to dual
access clients who meet certain volume thresholds on NOM. The Act
requires that exchange rules provide for the equitable allocation of
reasonable fees among members, issuers, and other persons using its
facilities; that exchange rules not be designed to permit unfair
discrimination between customers, issuers, brokers, or dealers; and
that exchange rules do not impose any burden on competition not
necessary or appropriate in furtherance of the purposes of the Act. The
Commission intends to assess whether the Exchange's proposal is
consistent with these and other requirements of the Act.
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\18\ Id.
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The Commission believes it is appropriate to institute disapproval
proceedings at this time in view of the legal and policy issues raised
by the proposal. The sections of the Act applicable to the proposed
rule change include:
Section 6(b)(4) of the Act,\19\ which requires that the
rules of a national securities exchange ``provide for the equitable
allocation of reasonable dues, fees, and other charges among its
members and issuers and other persons using its facilities.''
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\19\ 15 U.S.C. 78f(b)(4).
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Section 6(b)(5) of the Act,\20\ which requires that the
rules of a national securities exchange be designed to, among other
things, ``remove impediments to and perfect the mechanism of a free and
open market and a national market system, and, in general, to protect
investors and the public interest'' and not be ``designed to permit
unfair discrimination between customers, issuers, brokers, or
dealers.''
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\20\ 15 U.S.C. 78f(b)(5).
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Section 6(b)(8) of the Act,\21\ which requires that the
rules of a national securities exchange ``not impose any burden on
competition not necessary or appropriate'' in furtherance of the
purposes of the Act.
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\21\ 15 U.S.C. 78f(b)(8).
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IV. Procedure: Request for Written Comments
The Commission requests that interested persons provide written
submissions of their views, data, and arguments with respect to the
issues identified above, as well as any other concerns they may have
with the proposal. Although there do not appear to be any issues
relevant to approval or disapproval that would be facilitated by an
oral presentation of views, data, and arguments, the Commission will
consider, pursuant to Rule 19b-4, any request for an opportunity to
make an oral presentation.\22\ Interested persons are invited to submit
written data, views, and arguments regarding whether the proposal
should be approved or disapproved by December 12, 2016. Any person who
wishes to file a rebuttal to any other person's submission must file
that rebuttal by December 27, 2016.
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\22\ Section 19(b)(2) of the Act, as amended by the Securities
Acts Amendments of 1975, Public Law 94-29 (June 4, 1975), grants the
Commission flexibility to determine what type of proceeding--either
oral or notice and opportunity for written comments--is appropriate
for consideration of a particular proposal by a self-regulatory
organization. See Securities Acts Amendments of 1975, Senate Comm.
on Banking, Housing & Urban Affairs, S. Rep. No. 75, 94th Cong., 1st
Sess. 30 (1975).
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The Commission invites the written views of interested persons
concerning whether the proposal is consistent with Sections 6(b)(4),
6(b)(5), 6(b)(8), or any other provision of the Act, or the rules and
regulations thereunder. The Commission asks that commenters address the
sufficiency and merit of the Exchange's statements in support of the
proposal, in addition to any other comments they may wish to submit
about the proposed rule change. In particular, the Commission seeks
comment on the following:
1. Do commenters agree with the Exchange's belief that the
proposal: (a) Provides for the equitable allocation of reasonable dues,
fees, and other charges among its members and issuer and other persons
using its facilities; (b) is not designed to permit unfair
discrimination between customers, issuers, brokers, or dealers; and (c)
will not impose any burden on competition not necessary or appropriate
in furtherance of the purposes of the Act? Why or why not?
2. What are commenters' views on the impact that the proposal would
have on the current market structure? Please explain.
3. What are commenters' views on the likely effect of the proposal
on competition? Specifically, what are commenters' views on the likely
effect on the fees, volume, and quality of trading on NOM, EA, and the
platforms that compete with NOM or EA for volume? In providing an
answer, please consider any effect on the structure and process of
competition, including number of competitors and/or any exit
[[Page 83303]]
from the market that might arise from the proposal.
4. What are commenters' views on how the proposal would affect NOM
Participants and EA clients? Would the ``dual access'' requirement
affect the number NOM Participants or EA clients?
5. What are commenters' views on the impact of the proposal on NOM
Participants who would meet the required MARS thresholds but are not
dual access clients and thus would not be able to benefit from the
credit on EA?
6. What are commenters' views on the impact of the proposal on EA
clients who are not NOM Participants and thus would not be eligible for
the credits?
7. What are commenters' views on how EA would likely recoup the
cost of the proposed credit?
8. What are commenters' views on whether the proposal would affect
competitors to NOM and EA or clients of such competitors? Specifically,
what are commenters' views on the impact of the proposal on exchanges
that do not have affiliated broker-dealers/Alternative Trading Systems
that transact securities not listed on a national securities exchange--
e.g., U.S. Treasury securities? Would the proposal lead to a decline in
number of clients, or client volume for competitors?
9. What are commenters' views on how the proposal would impact the
incentives for existing exchanges or new entities to create multiple
trading venues or broker-dealers/Alternative Trading Systems under one
group?
10. What are commenters' views on the impact the proposal would
have, if any, on the trading of options orders across multiple options
exchanges? Please explain. What are commenters' views on the impact the
proposal would have, if any, on the best execution of investor orders,
including the implicit costs of executing their orders (such as spreads
and price impact)? Please explain.
Commenters are requested to provide empirical data and other
factual support for their views.
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-2016-121 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-NASDAQ-2016-121. 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-NASDAQ-2016-121 and should
be submitted on or before December 12, 2016. Rebuttal comments should
be submitted by December 27, 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)(57).
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Brent J. Fields,
Secretary.
[FR Doc. 2016-27897 Filed 11-18-16; 8:45 am]
BILLING CODE 8011-01-P