Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Modify Distributor Fees for ITTO and BONO Data Feeds, 92935-92937 [2016-30561]
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Federal Register / Vol. 81, No. 244 / Tuesday, December 20, 2016 / Notices
should refer to File Number SR–
NASDAQ–2016–165 and should be
submitted on or before January 10, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–30552 Filed 12–19–16; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79556; File No. SR–
NASDAQ–2016–167]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Modify
Distributor Fees for ITTO and BONO
Data Feeds
December 14, 2016.
mstockstill on DSK3G9T082PROD with NOTICES
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 December
2, 2016, The NASDAQ Stock Market
LLC (‘‘Nasdaq’’ or ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (‘‘SEC’’ or ‘‘Commission’’)
the proposed rule change as described
in Items I, II, and III below, which Items
have been prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend
Chapter XV of the Options Rules for the
Nasdaq Stock Market, entitled ‘‘Options
Pricing,’’ at Section 4, which governs
Nasdaq Options Market (‘‘NOM’’) data
distributor fees. Specifically, the
Exchange proposes to separate the
distributor fees for the ITCH 3 to Trade
Options (‘‘ITTO’’) and Best of Nasdaq
Options (‘‘BONO’’) data feeds, which
are now charged as a single fee, into two
separate fees, and conforming language
to clarify that there will be no change to
the Monthly Non-Display Enterprise
License for ITTO and BONO. The
proposal is described further below.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://nasdaq.cchwallstreet.com, at
the principal office of the Exchange, and
23 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 ITCH is a direct data feed interface for NOM.
1 15
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at the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to separate the distributor fees
for the ITTO and BONO data feeds,
which are now charged together as a
single fee, into two separate fees.
ITTO and BONO are proprietary data
feeds designed to facilitate trading in
options markets. ITTO provides indepth quote and order information, last
sale information, and Net Order
Imbalance (‘‘NOI’’) data for NOM.
BONO provides top-of-market data for
NOM, including best bid and offer and
last sale information. The information
provided in BONO can be derived from
ITTO. Customers typically purchase
either ITTO or BONO, but not both.
Nasdaq currently charges a monthly
distributor fee of $1,500 for the internal
distribution of either ITTO or BONO or
both, and a monthly external distributor
fee of $2,000 for the external
distribution of either or both feeds.
Nasdaq also offers an enterprise license
for BONO and ITTO for a monthly fee
of $10,000.
Proposed Changes
The Exchange proposes to separate
the internal and external distributor fees
for ITTO and BONO. After the proposed
changes take effect, a firm that
distributes either ITTO or BONO, but
not both, will be charged the current fee.
A firm that elects to distribute both
ITTO and BONO, however, will be
charged a fee for the distribution of
ITTO and a separate fee for the
distribution of BONO. The proposal will
not affect the other fees associated with
ITTO and BONO: the monthly external
and internal per user fees and the
monthly enterprise license fee will
remain the same.
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92935
The proposed fee change is reasonable
and necessary because of the increase in
the value of ITTO and BONO to
customers resulting from the growth in
NOM listings and recent infrastructure
upgrades. NOM listings have increased
from 663 in June of 2011 to over 2,800
today—over a 300 percent increase—
while NOM’s market share has jumped
more than 250 percent between July of
2011 and November of 2016, according
to data from the Options Clearing
Corporation. In addition, in August of
2016, NOM commenced a market-wide
technology refresh for several options
systems, including ITTO and BONO, to
provide a more efficient and robust
infrastructure for options trading. The
increase in the value of ITTO and BONO
to customers generated by the growth in
NOM and infrastructure investments,
together with Nasdaq’s reasonable
objective to recoup costs associated with
the growth of NOM and infrastructure
investments, justify the proposed price
increase.
The impact of the proposed change on
firms that use BONO and ITTO will be
minimal. Because BONO data is a subset
of ITTO, most firms buy either ITTO or
BONO, but not both. To the extent that
firms use both BONO and ITTO, the
higher fee is reasonable in light of the
higher demands placed on Nasdaq’s
infrastructure by those firms.
The proposed changes do not affect
the enterprise license fee for BONO and
ITTO. The Nasdaq Options Rules,
Chapter XV, Section 4(a), currently
present the Monthly Enterprise License
(Non-Display) Fee of $10,000 in the
same chart that sets forth the distributor
fees for ITTO and BONO. To avoid
implying that the enterprise license fee
for ITTO and BONO will be separated
as well, the Exchange proposes taking
the enterprise license fee out of that
chart, and placing it in a separate
paragraph under Section 4(a).
The new paragraph will not change
current fees: the $10,000 per month
enterprise license fee will permit the
distribution of BONO and ITTO as
provided in Section 4(c), and the fee
will be in addition to the monthly
distributor fees set forth in Section 4(a).
This is consistent with the current rule
and practice.
The ITTO and BONO internal and
external distributor fees are entirely
optional in that they apply only to firms
that opt to distribute ITTO and BONO.
The proposed changes do not impact or
raise the cost of any other Nasdaq
product.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
E:\FR\FM\20DEN1.SGM
20DEN1
92936
Federal Register / Vol. 81, No. 244 / Tuesday, December 20, 2016 / Notices
of the Act,4 in general, and furthers the
objectives of Sections 6(b)(4) and 6(b)(5)
of the Act,5 in particular, in that it
provides for the equitable allocation of
reasonable dues, fees and other charges
among members and issuers and other
persons using any facility, and is not
designed to permit unfair
discrimination between customers,
issuers, brokers, or dealers.
The Commission and the courts have
repeatedly expressed their preference
for competition over regulatory
intervention in determining prices,
products, and services in the securities
markets. In Regulation NMS, while
adopting a series of steps to improve the
current market model, the Commission
highlighted the importance of market
forces in determining prices and SRO
revenues and, also, recognized that
current regulation of the market system
‘‘has been remarkably successful in
promoting market competition in its
broader forms that are most important to
investors and listed companies.’’ 6
Likewise, in NetCoalition v. Securities
and Exchange Commission 7
(‘‘NetCoalition’’) the D.C. Circuit upheld
the Commission’s use of a market-based
approach in evaluating the fairness of
market data fees against a challenge
claiming that Congress mandated a costbased approach.8 As the court
emphasized, the Commission ‘‘intended
in Regulation NMS that ‘market forces,
rather than regulatory requirements’
play a role in determining the market
data . . . to be made available to
investors and at what cost.’’ 9
Further, ‘‘[n]o one disputes that
competition for order flow is ‘fierce.’
. . . As the SEC explained, ‘[i]n the U.S.
national market system, buyers and
sellers of securities, and the brokerdealers that act as their order-routing
agents, have a wide range of choices of
where to route orders for execution’;
[and] ‘no exchange can afford to take its
market share percentages for granted’
because ‘no exchange possesses a
monopoly, regulatory or otherwise, in
the execution of order flow from broker
dealers’ . . . .’’ 10 Although the court
and the SEC were discussing the cash
equities markets, the Exchange believes
4 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
6 Securities Exchange Act Release No. 51808
(June 9, 2005), 70 FR 37496, 37499 (June 29, 2005)
(‘‘Regulation NMS Adopting Release’’).
7 NetCoalition v. SEC, 615 F.3d 525 (D.C. Cir.
2010).
8 See NetCoalition, at 534—535.
9 Id. at 537.
10 Id. at 539 (quoting Securities Exchange Act
Release No. 59039 (December 2, 2008), 73 FR
74770, 74782–83 (December 9, 2008) (SR–
NYSEArca–2006–21)).
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that these views apply with equal force
to the options markets.
The Exchange believes that the
proposed separation of distributor fees
for the ITTO and BONO data feeds is
fair and equitable in accordance with
Section 6(b)(4) of the Act, and not
unreasonably discriminatory in
accordance with Section 6(b)(5) of the
Act. As described above, the proposed
change in fees is reasonable and
necessary to reflect the growing value of
these products to customers and to
offset the cost of systems upgrades and
greater data demands resulting from
growing NOM listings.
The Exchange believes that the
proposed changes are reasonable and
will benefit the investing public by
supporting the distribution of these
products and encouraging investment in
infrastructure. Moreover, the fees for
ITTO and BONO, like all proprietary
data fees, are constrained by the
Exchange’s need to compete for order
flow, and are subject to competition
from other products and among
distributors of ITTO and BONO data for
customers.
The Exchange believes that the
proposed change in fees is an equitable
allocation and is not unfairly
discriminatory because the Exchange
will apply the same fee to all similarlysituated distributors.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. The
proposed changes establish separate
monthly internal and external
distributor fees for BONO and ITTO,
which are justified by the increasing
value of the product and the greater data
demands created by growing NOM
listings and a technology refresh for the
options market. If the changes proposed
herein are unattractive to market
participants, it is likely that the
Exchange will lose market share as a
result. Accordingly, the Exchange does
not believe that the proposed changes
will impair the ability of members or
competing order execution venues to
maintain their competitive standing in
the financial markets.
Specifically, market forces constrain
fees for ITTO and BONO in three
respects. First, all fees related to ITTO
and BONO are constrained by
competition among exchanges and other
entities attracting order flow. Firms
make decisions regarding proprietary
data based on the total cost of
interacting with the Exchange, and
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Frm 00167
Fmt 4703
Sfmt 4703
order flow would be harmed by the
supracompetitive pricing of any
proprietary data product. Second, prices
for ITTO and BONO are constrained by
the existence of substitutes that are
offered, or may be offered, by other
entities. Third, competition among
options market data distributors will
further constrain the cost of ITTO and
BONO.
Competition for Order Flow
Fees related to ITTO and BONO are
constrained by competition among
exchanges and other entities seeking to
attract order flow. Order flow is the ‘‘life
blood’’ of the exchanges. For a variety
of reasons, competition from new
entrants, especially for order execution,
has increased dramatically over the last
decade, as demonstrated by the
proliferation of new options exchanges
such as ISE Mercury, BATS EDGX, ISE
Gemini and MIAX Options within the
last four years. Each options exchange is
permitted to produce proprietary data
products.
The markets for order flow and
proprietary data are inextricably linked:
a trading platform cannot generate
market information unless it receives
trade orders. As a result, the
competition for order flow constrains
the prices that platforms can charge for
proprietary data products. Firms make
decisions on how much and what types
of data to consume based on the total
cost of interacting with Nasdaq and
other exchanges. Data fees are but one
factor in a total platform analysis. If the
cost of the product exceeds its expected
value, the broker-dealer will choose not
to buy it. A supracompetitive increase
in the fees charged for either
transactions or proprietary data has the
potential to impair revenues from both
products. In this manner, the
competition for order flow will
constrain prices for proprietary data
products.
Substitute Products
The price of depth-of-book data is
constrained by the existence of multiple
substitutes offered by numerous entities,
including both proprietary data offered
by other SROs or other entities, and
non-proprietary data disseminated by
the Options Price Reporting Authority,
LLC (‘‘OPRA’’). OPRA is a securities
information processor that disseminates
last sale reports and quotations, as well
as the number of options contracts
traded, open interest and end-of-day
summaries. As noted above, ITTO
provides in-depth quote and order
information, last sale information, and
NOI data, while BONO provides best
bid and offer and last sale information.
E:\FR\FM\20DEN1.SGM
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Federal Register / Vol. 81, No. 244 / Tuesday, December 20, 2016 / Notices
Many customers that obtain information
from OPRA do not also purchase ITTO
and BONO, but in cases where
customers buy both products, they may
shift the extent to which they purchase
one or the other based on price changes.
OPRA constrains the price of ITTO and
BONO because no purchaser would pay
an excessive price for these products
when similar data is also available from
OPRA. It is not necessary that products
be identical in order to be reasonable
substitutes for each other.
Proprietary data sold by other
exchanges also constrain the price of
ITTO and BONO. NYSE, BATS and
CBOE, like Nasdaq, sell proprietary data
for options markets. Other proprietary
data products constrain the price of
ITTO and BONO because no customer
would pay an excessive price for these
products when substitute data is
available from other proprietary sources.
Competition Among Distributors
Distributors provide another form of
price discipline for proprietary data
products because they control the
primary means of access to users.
Distributors are in competition for users,
and can simply refuse to purchase any
proprietary data product that fails to
provide sufficient value for the price.
Nasdaq and other producers of
proprietary data products must
understand and respond to the needs of
distributors to market such products
successfully.
In summary, market forces constrain
the price of depth-of-book data such as
ITTO and BONO through competition
for order flow, competition from similar
products, and in the competition among
distributors for customers. For these
reasons, the Exchange has provided a
substantial basis demonstrating that the
fee is equitable, fair, reasonable, and not
unreasonably discriminatory, and
therefore consistent with and in
furtherance of the purposes of the
Exchange Act.
mstockstill on DSK3G9T082PROD with NOTICES
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act.11
At any time within 60 days of the
filing of the proposed rule change, the
11 15
U.S.C. 78s(b)(3)(A)(ii).
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19:36 Dec 19, 2016
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Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is: (i) necessary or appropriate in
the public interest; (ii) for the protection
of investors; or (iii) otherwise in
furtherance of the purposes of the Act.
If the Commission takes such action, the
Commission shall institute proceedings
to determine whether the proposed rule
should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
NASDAQ–2016–167 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Brent J. Fields, Secretary, Securities
and Exchange Commission, 100 F Street
NE., Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NASDAQ–2016–167. This
file number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549 on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
PO 00000
Frm 00168
Fmt 4703
Sfmt 9990
92937
available publicly. All submissions
should refer to File Number SR–
NASDAQ–2016–167, and should be
submitted on or before January 10, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.12
Robert W. Errett,
Deputy Secretary.
[FR Doc. 2016–30561 Filed 12–19–16; 8:45 am]
BILLING CODE 8011–01–P
SMALL BUSINESS ADMINISTRATION
Notice of Surrender of License of
Small Business Investment Company
Pursuant to the authority granted to
the United States Small Business
Administration (‘‘SBA’’) under Section
309 of the Small Business Investment
Act of 1958, as amended, and Section
107.1900 of the Small Business
Administration Rules and Regulations,
SBA by this notice declares null and
void the license to function as a small
business investment company under the
Small Business Investment Company
License No. 02/02–0629 issued to
DeltaPoint Capital III, LP.
United States Small Business
Administration.
Dated: December 14, 2016.
Mark L. Walsh,
Associate Administrator, Office of Investment
and Innovation.
[FR Doc. 2016–30503 Filed 12–19–16; 8:45 am]
BILLING CODE P
SMALL BUSINESS ADMINISTRATION
Notice of Surrender of License of
Small Business Investment Company
Pursuant to the authority granted to
the United States Small Business
Administration (‘‘SBA’’) under Section
309 of the Small Business Investment
Act of 1958, as amended, and Section
107.1900 of the Small Business
Administration Rules and Regulations,
SBA by this notice declares null and
void the license to function as a small
business investment company under the
Small Business Investment Company
License No. 02/02–0662 issued to
DeltaPoint Capital IV, LP.
United States Small Business
Administration.
Dated: December 14, 2016.
Mark L. Walsh,
Associate Administrator, Office of Investment
and Innovation.
[FR Doc. 2016–30513 Filed 12–19–16; 8:45 am]
BILLING CODE P
12 17
E:\FR\FM\20DEN1.SGM
CFR 200.30–3(a)(12).
20DEN1
Agencies
[Federal Register Volume 81, Number 244 (Tuesday, December 20, 2016)]
[Notices]
[Pages 92935-92937]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2016-30561]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-79556; File No. SR-NASDAQ-2016-167]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Modify Distributor Fees for ITTO and BONO Data Feeds
December 14, 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 December 2, 2016, The NASDAQ Stock Market LLC (``Nasdaq'' or
``Exchange'') filed with the Securities and Exchange Commission
(``SEC'' or ``Commission'') the proposed rule change as described in
Items I, II, and III below, which Items have been prepared by the
Exchange. The Commission is publishing this notice to solicit comments
on the proposed rule change from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend Chapter XV of the Options Rules for
the Nasdaq Stock Market, entitled ``Options Pricing,'' at Section 4,
which governs Nasdaq Options Market (``NOM'') data distributor fees.
Specifically, the Exchange proposes to separate the distributor fees
for the ITCH \3\ to Trade Options (``ITTO'') and Best of Nasdaq Options
(``BONO'') data feeds, which are now charged as a single fee, into two
separate fees, and conforming language to clarify that there will be no
change to the Monthly Non-Display Enterprise License for ITTO and BONO.
The proposal is described further below.
---------------------------------------------------------------------------
\3\ ITCH is a direct data feed interface for NOM.
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The text of the proposed rule change is available on the Exchange's
Web site at https://nasdaq.cchwallstreet.com, at the principal office of
the Exchange, and at the Commission's Public Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant aspects of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The purpose of the proposed rule change is to separate the
distributor fees for the ITTO and BONO data feeds, which are now
charged together as a single fee, into two separate fees.
ITTO and BONO are proprietary data feeds designed to facilitate
trading in options markets. ITTO provides in-depth quote and order
information, last sale information, and Net Order Imbalance (``NOI'')
data for NOM. BONO provides top-of-market data for NOM, including best
bid and offer and last sale information. The information provided in
BONO can be derived from ITTO. Customers typically purchase either ITTO
or BONO, but not both.
Nasdaq currently charges a monthly distributor fee of $1,500 for
the internal distribution of either ITTO or BONO or both, and a monthly
external distributor fee of $2,000 for the external distribution of
either or both feeds. Nasdaq also offers an enterprise license for BONO
and ITTO for a monthly fee of $10,000.
Proposed Changes
The Exchange proposes to separate the internal and external
distributor fees for ITTO and BONO. After the proposed changes take
effect, a firm that distributes either ITTO or BONO, but not both, will
be charged the current fee. A firm that elects to distribute both ITTO
and BONO, however, will be charged a fee for the distribution of ITTO
and a separate fee for the distribution of BONO. The proposal will not
affect the other fees associated with ITTO and BONO: the monthly
external and internal per user fees and the monthly enterprise license
fee will remain the same.
The proposed fee change is reasonable and necessary because of the
increase in the value of ITTO and BONO to customers resulting from the
growth in NOM listings and recent infrastructure upgrades. NOM listings
have increased from 663 in June of 2011 to over 2,800 today--over a 300
percent increase--while NOM's market share has jumped more than 250
percent between July of 2011 and November of 2016, according to data
from the Options Clearing Corporation. In addition, in August of 2016,
NOM commenced a market-wide technology refresh for several options
systems, including ITTO and BONO, to provide a more efficient and
robust infrastructure for options trading. The increase in the value of
ITTO and BONO to customers generated by the growth in NOM and
infrastructure investments, together with Nasdaq's reasonable objective
to recoup costs associated with the growth of NOM and infrastructure
investments, justify the proposed price increase.
The impact of the proposed change on firms that use BONO and ITTO
will be minimal. Because BONO data is a subset of ITTO, most firms buy
either ITTO or BONO, but not both. To the extent that firms use both
BONO and ITTO, the higher fee is reasonable in light of the higher
demands placed on Nasdaq's infrastructure by those firms.
The proposed changes do not affect the enterprise license fee for
BONO and ITTO. The Nasdaq Options Rules, Chapter XV, Section 4(a),
currently present the Monthly Enterprise License (Non-Display) Fee of
$10,000 in the same chart that sets forth the distributor fees for ITTO
and BONO. To avoid implying that the enterprise license fee for ITTO
and BONO will be separated as well, the Exchange proposes taking the
enterprise license fee out of that chart, and placing it in a separate
paragraph under Section 4(a).
The new paragraph will not change current fees: the $10,000 per
month enterprise license fee will permit the distribution of BONO and
ITTO as provided in Section 4(c), and the fee will be in addition to
the monthly distributor fees set forth in Section 4(a). This is
consistent with the current rule and practice.
The ITTO and BONO internal and external distributor fees are
entirely optional in that they apply only to firms that opt to
distribute ITTO and BONO. The proposed changes do not impact or raise
the cost of any other Nasdaq product.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b)
[[Page 92936]]
of the Act,\4\ in general, and furthers the objectives of Sections
6(b)(4) and 6(b)(5) of the Act,\5\ in particular, in that it provides
for the equitable allocation of reasonable dues, fees and other charges
among members and issuers and other persons using any facility, and is
not designed to permit unfair discrimination between customers,
issuers, brokers, or dealers.
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\4\ 15 U.S.C. 78f(b).
\5\ 15 U.S.C. 78f(b)(4) and (5).
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The Commission and the courts have repeatedly expressed their
preference for competition over regulatory intervention in determining
prices, products, and services in the securities markets. In Regulation
NMS, while adopting a series of steps to improve the current market
model, the Commission highlighted the importance of market forces in
determining prices and SRO revenues and, also, recognized that current
regulation of the market system ``has been remarkably successful in
promoting market competition in its broader forms that are most
important to investors and listed companies.'' \6\
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\6\ Securities Exchange Act Release No. 51808 (June 9, 2005), 70
FR 37496, 37499 (June 29, 2005) (``Regulation NMS Adopting
Release'').
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Likewise, in NetCoalition v. Securities and Exchange Commission \7\
(``NetCoalition'') the D.C. Circuit upheld the Commission's use of a
market-based approach in evaluating the fairness of market data fees
against a challenge claiming that Congress mandated a cost-based
approach.\8\ As the court emphasized, the Commission ``intended in
Regulation NMS that `market forces, rather than regulatory
requirements' play a role in determining the market data . . . to be
made available to investors and at what cost.'' \9\
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\7\ NetCoalition v. SEC, 615 F.3d 525 (D.C. Cir. 2010).
\8\ See NetCoalition, at 534--535.
\9\ Id. at 537.
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Further, ``[n]o one disputes that competition for order flow is
`fierce.' . . . As the SEC explained, `[i]n the U.S. national market
system, buyers and sellers of securities, and the broker-dealers that
act as their order-routing agents, have a wide range of choices of
where to route orders for execution'; [and] `no exchange can afford to
take its market share percentages for granted' because `no exchange
possesses a monopoly, regulatory or otherwise, in the execution of
order flow from broker dealers' . . . .'' \10\ Although the court and
the SEC were discussing the cash equities markets, the Exchange
believes that these views apply with equal force to the options
markets.
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\10\ Id. at 539 (quoting Securities Exchange Act Release No.
59039 (December 2, 2008), 73 FR 74770, 74782-83 (December 9, 2008)
(SR-NYSEArca-2006-21)).
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The Exchange believes that the proposed separation of distributor
fees for the ITTO and BONO data feeds is fair and equitable in
accordance with Section 6(b)(4) of the Act, and not unreasonably
discriminatory in accordance with Section 6(b)(5) of the Act. As
described above, the proposed change in fees is reasonable and
necessary to reflect the growing value of these products to customers
and to offset the cost of systems upgrades and greater data demands
resulting from growing NOM listings.
The Exchange believes that the proposed changes are reasonable and
will benefit the investing public by supporting the distribution of
these products and encouraging investment in infrastructure. Moreover,
the fees for ITTO and BONO, like all proprietary data fees, are
constrained by the Exchange's need to compete for order flow, and are
subject to competition from other products and among distributors of
ITTO and BONO data for customers.
The Exchange believes that the proposed change in fees is an
equitable allocation and is not unfairly discriminatory because the
Exchange will apply the same fee to all similarly-situated
distributors.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. The proposed changes establish
separate monthly internal and external distributor fees for BONO and
ITTO, which are justified by the increasing value of the product and
the greater data demands created by growing NOM listings and a
technology refresh for the options market. If the changes proposed
herein are unattractive to market participants, it is likely that the
Exchange will lose market share as a result. Accordingly, the Exchange
does not believe that the proposed changes will impair the ability of
members or competing order execution venues to maintain their
competitive standing in the financial markets.
Specifically, market forces constrain fees for ITTO and BONO in
three respects. First, all fees related to ITTO and BONO are
constrained by competition among exchanges and other entities
attracting order flow. Firms make decisions regarding proprietary data
based on the total cost of interacting with the Exchange, and order
flow would be harmed by the supracompetitive pricing of any proprietary
data product. Second, prices for ITTO and BONO are constrained by the
existence of substitutes that are offered, or may be offered, by other
entities. Third, competition among options market data distributors
will further constrain the cost of ITTO and BONO.
Competition for Order Flow
Fees related to ITTO and BONO are constrained by competition among
exchanges and other entities seeking to attract order flow. Order flow
is the ``life blood'' of the exchanges. For a variety of reasons,
competition from new entrants, especially for order execution, has
increased dramatically over the last decade, as demonstrated by the
proliferation of new options exchanges such as ISE Mercury, BATS EDGX,
ISE Gemini and MIAX Options within the last four years. Each options
exchange is permitted to produce proprietary data products.
The markets for order flow and proprietary data are inextricably
linked: a trading platform cannot generate market information unless it
receives trade orders. As a result, the competition for order flow
constrains the prices that platforms can charge for proprietary data
products. Firms make decisions on how much and what types of data to
consume based on the total cost of interacting with Nasdaq and other
exchanges. Data fees are but one factor in a total platform analysis.
If the cost of the product exceeds its expected value, the broker-
dealer will choose not to buy it. A supracompetitive increase in the
fees charged for either transactions or proprietary data has the
potential to impair revenues from both products. In this manner, the
competition for order flow will constrain prices for proprietary data
products.
Substitute Products
The price of depth-of-book data is constrained by the existence of
multiple substitutes offered by numerous entities, including both
proprietary data offered by other SROs or other entities, and non-
proprietary data disseminated by the Options Price Reporting Authority,
LLC (``OPRA''). OPRA is a securities information processor that
disseminates last sale reports and quotations, as well as the number of
options contracts traded, open interest and end-of-day summaries. As
noted above, ITTO provides in-depth quote and order information, last
sale information, and NOI data, while BONO provides best bid and offer
and last sale information.
[[Page 92937]]
Many customers that obtain information from OPRA do not also purchase
ITTO and BONO, but in cases where customers buy both products, they may
shift the extent to which they purchase one or the other based on price
changes. OPRA constrains the price of ITTO and BONO because no
purchaser would pay an excessive price for these products when similar
data is also available from OPRA. It is not necessary that products be
identical in order to be reasonable substitutes for each other.
Proprietary data sold by other exchanges also constrain the price
of ITTO and BONO. NYSE, BATS and CBOE, like Nasdaq, sell proprietary
data for options markets. Other proprietary data products constrain the
price of ITTO and BONO because no customer would pay an excessive price
for these products when substitute data is available from other
proprietary sources.
Competition Among Distributors
Distributors provide another form of price discipline for
proprietary data products because they control the primary means of
access to users. Distributors are in competition for users, and can
simply refuse to purchase any proprietary data product that fails to
provide sufficient value for the price. Nasdaq and other producers of
proprietary data products must understand and respond to the needs of
distributors to market such products successfully.
In summary, market forces constrain the price of depth-of-book data
such as ITTO and BONO through competition for order flow, competition
from similar products, and in the competition among distributors for
customers. For these reasons, the Exchange has provided a substantial
basis demonstrating that the fee is equitable, fair, reasonable, and
not unreasonably discriminatory, and therefore consistent with and in
furtherance of the purposes of the Exchange Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were either solicited or received.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become effective pursuant to Section
19(b)(3)(A)(ii) of the Act.\11\
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\11\ 15 U.S.C. 78s(b)(3)(A)(ii).
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is: (i)
necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) otherwise in furtherance of the
purposes of the Act. If the Commission takes such action, the
Commission shall institute proceedings to determine whether the
proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2016-167 on the subject line.
Paper Comments
Send paper comments in triplicate to Brent J. Fields,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NASDAQ-2016-167. This
file number should be included on the subject line if email is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549 on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-NASDAQ-2016-167, and should
be submitted on or before January 10, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\12\
Robert W. Errett,
Deputy Secretary.
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\12\ 17 CFR 200.30-3(a)(12).
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[FR Doc. 2016-30561 Filed 12-19-16; 8:45 am]
BILLING CODE 8011-01-P