Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Rule 7018, 7907-7911 [2017-01295]
Download as PDF
Federal Register / Vol. 82, No. 13 / Monday, January 23, 2017 / Notices
that the Tier 1 maker rebate remains
competitive and will continue to
incentivize members to send order flow
to the Exchange. The Exchange further
believes that the proposed fee change is
not unfairly discriminatory as it
provides equal rebates to Non-ISE
Gemini Market Maker, Firm Proprietary,
Broker-Dealer, and Professional
Customer orders. In addition, although
Priority Customer 12 and Market
Maker 13 orders will be entitled to more
favorable maker rebates, the Exchange
does not believe that this is unfairly
discriminatory. As has historically been
the case, Priority Customer orders
remain entitled to more favorable maker
rebates in order to encourage this order
flow. A Priority Customer is by
definition not a broker or dealer in
securities, and does not place more than
390 orders in listed options per day on
average during a calendar month for its
own beneficial account(s). This
limitation does not apply to participants
whose behavior is substantially similar
to that of market professionals,
including Professional Customers, who
will generally submit a higher number
of orders than Priority Customers.
Similarly, the Exchange believes that it
is not unfairly discriminatory to offer
higher maker rebates to Market Makers
as Market Makers are subject to
additional requirements and obligations
(such as quoting requirements) that
other market participants are not.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
mstockstill on DSK3G9T082PROD with NOTICES
In accordance with Section 6(b)(8) of
the Act,14 the Exchange does not believe
that the proposed rule change will
impose any burden on intermarket or
intramarket competition that is not
necessary or appropriate in furtherance
of the purposes of the Act. The
Exchange operates in a highly
competitive market in which market
participants can readily direct their
order flow to competing venues. In such
an environment, the Exchange must
continually review, and consider
adjusting, its fees and rebates to remain
competitive with other exchanges. For
the reasons described above, the
Exchange believes that the proposed fee
changes reflect this competitive
environment.
12 A ‘‘Priority Customer’’ is a person or entity that
is not a broker/dealer in securities, and does not
place more than 390 orders in listed options per day
on average during a calendar month for its own
beneficial account(s), as defined in Rule
100(a)(37A).
13 The term Market Maker refers to ‘‘Competitive
Market Makers’’ and ‘‘Primary Market Makers’’
collectively. See Rule 100(a)(25).
14 15 U.S.C. 78f(b)(8).
VerDate Sep<11>2014
19:02 Jan 19, 2017
Jkt 241001
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,15 and Rule
19b–4(f)(2) 16 thereunder. 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 rulecomments@sec.gov. Please include File
Number SR–ISEGemini–2017–01 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–ISEGemini–2017–01. 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–
ISEGemini–2017–01 and should be
submitted on or before February 13,
2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.17
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–01299 Filed 1–19–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79791; File No. SR–
NASDAQ–2017–002]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend Rule
7018
January 13, 2017.
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 January 3,
2017, 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.
17 17
15 15
U.S.C. 78s(b)(3)(A)(ii).
16 17 CFR 240.19b–4(f)(2).
PO 00000
Frm 00125
Fmt 4703
Sfmt 4703
7907
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
E:\FR\FM\23JAN1.SGM
23JAN1
7908
Federal Register / Vol. 82, No. 13 / Monday, January 23, 2017 / Notices
I. Self-Regulatory Organization’s
Statement of the Terms of the Substance
of the Proposed Rule Change
The Exchange proposes to amend the
Exchange’s transaction fees at Rule
7018(a) to (1) add a new credit of
$0.0030 per share for members that meet
specified volume requirements on both
Nasdaq and the Nasdaq Options Market
(‘‘NOM’’) when adding liquidity; (2) add
a new credit of $0.0030 per share for
members that meet specified volume
requirements on Nasdaq when adding
liquidity and that qualify for Tier 4 of
the Market Access and Routing Subsidy
(‘‘MARS’’) program on NOM; and (3)
change the current volume requirements
needed to qualify for two different
credits when adding liquidity in
securities that are listed on exchanges
other than Nasdaq or the New York
Stock Exchange LLC (‘‘NYSE’’).
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.
mstockstill on DSK3G9T082PROD with NOTICES
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The purpose of the proposed rule
change is to amend the Exchange’s
transaction fees at Rule 7018(a) to make
three changes. Specifically, the
Exchange proposes to (1) add a new
credit of $0.0030 per share for members
that meet specified volume
requirements on both Nasdaq and NOM
when adding liquidity; (2) add a new
credit of $0.0030 per share for members
that meet specified volume
requirements on Nasdaq when adding
liquidity and that qualify for Tier 4 of
the MARS program on NOM; and (3)
change the current volume requirements
needed to qualify for two different
credits when adding liquidity in
VerDate Sep<11>2014
19:02 Jan 19, 2017
Jkt 241001
securities that are listed on exchanges
other than Nasdaq or the NYSE. These
changes are described below.
Credit for Adding Liquidity on Nasdaq
and NOM
The first change will add a new credit
to members that meet a specified
volume threshold on Nasdaq for
displayed quotes/orders (other than
Supplemental Orders or Designated
Retail Orders) that add liquidity, and
that also meet a specified volume
threshold on NOM when adding
liquidity. Specifically, a member will
receive a credit of $0.0030 per share
executed if the member (1) adds
liquidity through one or more of its
Nasdaq Market Center MPIDs during the
month that, in all securities, represents
at least 0.125% of Consolidated Volume
during the month, and (2) adds
Customer,3 Professional,4 Firm,5 NonNOM Market Maker 6 and/or BrokerDealer 7 liquidity in Penny Pilot Options
and/or Non-Penny Pilot Options of
1.15% or more of total industry ADV in
the customer clearing range for Equity
and ETF option contracts per day during
the month on the Nasdaq Options
Market. Thus, to qualify under the new
proposed credit, an Exchange member
must also be a NOM Participant and
meet the NOM credit criteria described
above, in addition to the proposed
requirement that the member have more
than 0.125% of Consolidated Volume
during the month through one or more
of its Nasdaq Market Center MPIDs.
The new credit tier will be available
for transactions in securities of all three
Tapes.8 The new credit tier is therefore
being added to Rules 7018(a)(1), (2), and
3 The term ‘‘Customer’’ applies to any transaction
that is identified by a participant for clearing in the
Customer range at The Options Clearing
Corporation (‘‘OCC’’) which is not for the account
of broker or dealer or for the account of a
‘‘Professional,’’ as defined in Chapter I, Section 1
of the NOM rules.
4 A ‘‘Professional’’ is defined in Chapter I, Section
1 of the NOM rules as ‘‘any person or entity that
(i) is not a broker or dealer in securities, and (ii)
places more than 390 orders in listed options per
day on average during a calendar month for its own
beneficial account(s).’’
5 The term ‘‘Firm’’ or (‘‘F’’) applies to any
transaction that is identified by a Participant for
clearing in the Firm range at OCC.
6 The term ‘‘Non-NOM Market Maker’’ or (‘‘O’’) is
a registered market maker on another options
exchange that is not a NOM Market Maker. A NonNOM Market Maker must append the proper NonNOM Market Maker designation to orders routed to
NOM.
7 The term ‘‘Broker-Dealer’’ or (‘‘B’’) applies to
any transaction which is not subject to any of the
other transaction fees applicable within a particular
category.
8 Tape C securities are those that are listed on the
Exchange, Tape A securities are those that are listed
on NYSE, and Tape B securities are those that are
listed on exchanges other than Nasdaq or NYSE.
PO 00000
Frm 00126
Fmt 4703
Sfmt 4703
(3), which provide the fees and credits
for execution and routing of orders in
Nasdaq-listed securities, New York
Stock Exchange (‘‘NYSE’’)-listed
securities, and securities not listed on
Nasdaq or NYSE, respectively.
Credit for Adding Liquidity on Nasdaq
and Qualifying for MARS Tier 4
The second change will add a new
credit tier to a member for displayed
quotes/orders (other than Supplemental
Orders or Designated Retail Orders) that
provide liquidity on Nasdaq, if the
member also qualifies for Tier 4 of
NOM’s MARS program, as provided by
NOM Rules Chapter XV Section 6.
Specifically, the Exchange is proposing
to provide a $0.0030 per share executed
credit to a member that provides
liquidity in all securities during the
month through one or more of its
Nasdaq Market Center MPIDs
representing more than 0.50% of
Consolidated Volume during the month.
The member must also qualify for Tier
4 of the NOM’s MARS program during
the month. The MARS program
provides different tiers of rebates or
‘‘MARS Payments’’ to Participants that
qualify for the program. The specified
MARS Payment is paid on all executed
Eligible Contracts that add liquidity,
which are routed to NOM through a
participating NOM Participant’s System
and meet the requisite Eligible Contracts
ADV.9 The purpose of MARS is to pay
a subsidy to NOM Participants that
provide certain order routing
functionalities to other NOM
9 To qualify for the program, the Participant’s
routing system (‘‘System’’) is 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 must also cause NOM to be the one of the
top three default destination exchanges for (a)
individually executed marketable orders if NOM is
at the national best bid or offer (‘‘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. Any NOM
Participant would be 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 remains solely
responsible for implementing and operating its
System. See NOM Rules, Chapter XV Section 6.
To qualify for a MARS Payment tier, a NOM
Participant that has System Eligibility, as described
above, must have routed the requisite number of
Eligible Contracts daily in a month (‘‘Average Daily
Volume’’), which were executed on NOM. For the
purpose of qualifying for the MARS Payment,
Eligible Contracts may include Firm, Non-NOM
Market Maker, Broker-Dealer, or Joint Back Office
or ‘‘JBO’’ equity option orders that add liquidity
and are electronically delivered and executed.
Eligible Contracts do not include Mini Option
orders. Id.
E:\FR\FM\23JAN1.SGM
23JAN1
Federal Register / Vol. 82, No. 13 / Monday, January 23, 2017 / Notices
mstockstill on DSK3G9T082PROD with NOTICES
Participants and/or use such
functionalities themselves.10 To qualify
for the Tier 4 MARS Payment, a
Participant must have routed at least
20,000 Eligible Contracts daily in a
month that are executed and that added
liquidity. Thus, to qualify under the
new proposed credit under Rule
7018(a), an Exchange member must also
be a NOM Participant and meet the
NOM MARS credit criteria described
above, in addition to the proposed
requirement that the member provides
more than 0.50% of Consolidated
Volume during the month through one
or more of its Nasdaq Market Center
MPIDs.
The new credit will be available for
transactions in securities of all three
Tapes and accordingly the new credit
tier is being added to Rules 7018(a)(1),
(2), and (3), which provide the fees and
credits for execution and routing of
orders in Nasdaq-Listed securities,
NYSE-listed securities, and securities
not listed on Nasdaq or NYSE,
respectively.
Change to Credit for Transactions in
Tape B Securities
The Exchange is also proposing to
change two of the volume-based credits
that are currently offered for displayed
quotes/orders (other than Supplemental
Orders or Designated Retail Orders) that
provide liquidity on Nasdaq in Tape B
Securities. Currently, in addition to
other credits that it may receive for
providing liquidity, the member will
receive a credit of $0.0001 per share
executed if it provides liquidity in
securities that are listed on exchanges
other than NASDAQ or NYSE during
the month representing at least 0.045%
but less than 0.075% of Consolidated
Volume during the month through one
or more of its Nasdaq Market Center
MPIDs. Nasdaq proposes to change
these thresholds, so that the member
will receive a credit of $0.0001 per share
executed if it provides liquidity in
securities that are listed on exchanges
other than NASDAQ or NYSE during
the month representing at least 0.06%
but less than 0.12% of Consolidated
Volume during the month through one
or more of its Nasdaq Market Center
MPIDs.
Nasdaq proposes a similar change to
the next credit tier for members that
provide liquidity in securities that are
listed on exchanges other than Nasdaq
or NYSE. Currently, in addition to other
credits that it may receive for providing
liquidity, the member will receive a
10 See Securities Exchange Act Release No. 79251
(November 7, 2016), 81 FR 79536 (November 14,
2016) (SR–NASDAQ–2016–149).
VerDate Sep<11>2014
19:02 Jan 19, 2017
Jkt 241001
credit of $0.0002 per share executed if
it provides liquidity in securities that
are listed on exchanges other than
NASDAQ or NYSE during the month
representing at least 0.075% of
Consolidated Volume during the month
through one or more of its Nasdaq
Market Center MPIDs. Nasdaq proposes
to change this threshold, so that the
member will receive a credit of $0.0002
per share executed if it provides
liquidity in securities that are listed on
exchanges other than NASDAQ or NYSE
during the month representing at least
0.12% of Consolidated Volume during
the month through one or more of its
Nasdaq Market Center MPIDs.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act,11 in general, and furthers the
objectives of Sections 6(b)(4) and 6(b)(5)
of the Act,12 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.
Credit for Adding Liquidity on Nasdaq
and NOM
The Exchange believes that the
$0.0030 credit if the member meets the
specified volume levels for adding
liquidity on Nasdaq and NOM is
reasonable. As with other credits that
the Exchange provides, the credit is
designed to encourage increased activity
on Nasdaq and NOM. The Exchange
believes that the proposed volume
thresholds and the proposed credit are
reasonable because they further the
Exchange’s goal of incentivizing greater
activity by members on both Nasdaq
and NOM while imposing proportionate
requirements that are not unrealistic for
members to achieve.
The Exchange also believes that the
proposed volume thresholds and the
proposed credit are reasonable because
they are consistent with other volumebased credits that the Exchange offers to
members for displayed quotes/orders
(other than Supplemental Orders or
Designated Retail Orders) that provide
liquidity. Nasdaq currently offers a
variety of credits for displayed quotes/
orders (other than Supplemental Orders
or Designated Retail Orders) that add
liquidity, some of which are linked to
activity on NOM and some of which
relate to activity on Nasdaq only, which
range from $0.0015 per share executed
11 15
12 15
PO 00000
U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
Frm 00127
Fmt 4703
Sfmt 4703
7909
to $0.00305 per share executed, and
which apply progressively more
stringent requirements in return for
higher per share executed credits. Here,
the member would receive a $0.0030 per
share credit for adding liquidity of at
least 0.125% of Consolidated Volume
on Nasdaq, and adding Customer,
Professional, Firm, Non-NOM Market
Maker and/or Broker-Dealer liquidity in
Penny Pilot Options and/or Non-Penny
Pilot Options of 1.15% or more of total
industry ADV in the customer clearing
range for Equity and ETF option
contracts per day during the month on
NOM. In comparison, the Exchange
currently offers a credit of $0.00295 per
share executed for members that add
Customer, Professional, Firm, Non-NOM
Market Maker and/or Broker-Dealer
liquidity in Penny Pilot Options and/or
Non-Penny Pilot Options of 1.15% or
more of total industry ADV in the
customer clearing range for Equity and
ETF option contracts per day in a month
on NOM. By way of further comparison,
the Exchange provides a $0.0030 per
share executed credit if a member has
shares of liquidity provided in all
securities through one or more of its
Nasdaq Market Center MPIDs that
represent more than 0.75% of
Consolidated Volume during the month
and the member provides a daily
average of at least 5 Million shares of
non-displayed liquidity. Nasdaq
believes that the proposed thresholds
and credit are consistent with the
credits that it currently offers both for
activity on Nasdaq and NOM and on
Nasdaq alone, and are therefore
reasonable.
The Exchange also believes that this
proposed credit of $0.0030 is equitable
and not unfairly discriminatory. The
Exchange is proposing an additional
opportunity for members to receive a
credit in return for market-improving
behavior. The proposed requirements
for qualifying for the credit are
proportionate to the amount of the
proposed credit and equitably reflect the
purpose of the proposed credit, which is
to incentivize members to transact
greater volume on Nasdaq and NOM.
Nasdaq is proposing to allow members
to qualify for the credit by adding
liquidity on NOM in a variety of
capacities—as a Customer, Professional,
Firm, Non-NOM Market Maker and/or
Broker-Dealer—in both Penny Pilot and
Non-Penny Pilot Options in Equity and
ETF options. All similarly situated
members are equally capable of
qualifying for the proposed credit if they
choose to meet the requirements of the
new credit, and the same credit will be
paid to all members that qualify for it.
E:\FR\FM\23JAN1.SGM
23JAN1
7910
Federal Register / Vol. 82, No. 13 / Monday, January 23, 2017 / Notices
Nasdaq members that are not currently
NOM participants are eligible to become
NOM participants by amending their
membership application to add NOM.13
Finally, Nasdaq notes that it currently
offers other credits that relate to activity
on NOM, and other credits that do not
relate to activity on NOM.14 As such,
members will continue to have
opportunities to qualify for similar
credits based on market participation
not tied to NOM.
mstockstill on DSK3G9T082PROD with NOTICES
Credit for Adding Liquidity on Nasdaq
and Qualifying for MARS Tier 4
The Exchange believes that the
$0.0030 credit if the member meets the
specified volume levels on Nasdaq and
qualifies for Tier 4 of the NOM MARS
program is reasonable. The proposed
volume thresholds and the proposed
credit are reasonable because they
further the Exchange’s goal of
incentivizing greater activity on Nasdaq
and NOM by members while imposing
proportionate requirements that are not
unrealistic for members to achieve.
Nasdaq believes that requiring a
member to qualify for MARS in order to
qualify for the credit, as opposed to
meeting a different volume-based
requirement on NOM, is reasonable
because MARS is designed to encourage
members to provide certain order
routing functionalities to other NOM
Participants and/or use such
functionalities themselves, and the
proposed credit further incentivizes
such behavior.
As with the other new credit that is
being offered as part of this proposal,
Nasdaq also believes that these
proposed volume thresholds and credit
are reasonable because they are
consistent with credits that Nasdaq
currently offers for activity on Nasdaq
and NOM and on Nasdaq alone. Here,
a member would receive a credit of
$0.0030 per share executed if it provides
liquidity on Nasdaq that represents
more than 0.50% of Consolidated
Volume, and qualifies for Tier 4 of the
MARS program during the month. In
13 Upon approval, the Nasdaq member would be
charged the NOM Participant Fee of $1,000 per
month, as set forth in Chapter XV, Section 10 of the
NOM Rules.
14 As noted above, Nasdaq currently offers a
credit of $0.00295 per month if member adds
Customer, Professional, Firm, Non-NOM Market
Maker and/or Broker-Dealer liquidity in Penny Pilot
Options and/or Non- Penny Pilot Options of 1.15%
or more of total industry ADV in the customer
clearing range for Equity and ETF option contracts
per day in a month on NOM. In comparison,
Nasdaq also offers a credit of $0.00305 per share
executed for a member with shares of liquidity
provided in all securities through one or more of
its Nasdaq Market Center MPIDs that represent
more than 1.25% of Consolidated Volume during
the month.
VerDate Sep<11>2014
19:02 Jan 19, 2017
Jkt 241001
comparison, a member would receive a
rebate of $0.0027 per share executed if
it added liquidity during the month
representing more than 0.10% of
Consolidated Volume through one or
more of its Nasdaq Market Center
MPIDs, and added Customer,
Professional, Firm, Non-NOM Market
Maker and/or Broker-Dealer liquidity in
Non-Penny Pilot Options of 0.40% or
more of total industry ADV in the
customer clearing range for Equity and
ETF option contracts per day in a month
on NOM.
The Exchange also believes that the
proposed credit is equitable and not
unfairly discriminatory. The Exchange
is proposing an additional opportunity
for members to receive a credit in return
for market-improving behavior.
Requiring members to qualify for MARS
Tier 4 in addition to meeting the volume
requirements on Nasdaq equitably
reflects the purpose of the credit, which
is to incentivize members to transact
greater volume on Nasdaq and NOM
and to enhance the use of order routing
functionalities for NOM.
As with the other new credit that is
being offered as part of this proposal, all
similarly situated members are equally
capable of qualifying for this proposed
credit if they choose to meet the
requirements of the new credit, and the
same credit will be paid to all members
that qualify for it. Nasdaq members that
are not currently NOM participants are
eligible to become NOM participants by
amending their membership application
to add NOM. Finally, Nasdaq notes that
it currently offers other credits that
relate to activity on NOM, while other
credits that do not relate to activity on
NOM. As such, members will continue
to have opportunities to qualify for
similar credits based on market
participation not tied to NOM.
Change to Credit for Transactions in
Tape B Securities
Nasdaq believes that the change to the
current credit for transactions in Tape B
Securities is reasonable, equitable and
not unfairly discriminatory. Nasdaq
notes that the members will continue to
receive the same credit—either $0.0001
or $0.0002 per share executed—as they
currently receive if they meet the
volume requirements. Nasdaq believes
that the changes to the volume
thresholds for both credits are
reasonable. The purpose of the credits is
to incentivize greater activity on Nasdaq
in Tape B Securities. The Exchange
believes that the proposed volume
thresholds, coupled with the current
credits, are reasonable because they are
more closely aligned to the Exchange’s
goal of incentivizing greater activity by
PO 00000
Frm 00128
Fmt 4703
Sfmt 4703
members in Tape B Securities than the
current volume thresholds, while
imposing requirements that are not
unrealistic for members to achieve.
Nasdaq believes that the proposed
volume changes to credits for
transactions in Tape B Securities are
equitable and not unfairly
discriminatory. The Exchange believes
that the proposed requirements are more
proportionate to the amount of the
current credits than the current
requirements, and more equitably reflect
the purpose of the current credits,
which is to incentivize members to
transact greater volume on Nasdaq in
Tape B Securities. Moreover, all
similarly situated members are equally
capable of qualifying for the credits if
they choose to meet the volume
requirements, and the same credits will
be paid to all members that qualify for
them.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act. In terms of
inter-market competition, the Exchange
notes that it operates in a highly
competitive market in which market
participants can readily favor competing
venues if they deem fee levels at a
particular venue to be excessive, or
rebate opportunities available at other
venues to be more favorable.
In such an environment, the Exchange
must continually adjust its fees to
remain competitive with other
exchanges and with alternative trading
systems that have been exempted from
compliance with the statutory standards
applicable to exchanges. Because
competitors are free to modify their own
fees in response, and because market
participants may readily adjust their
order routing practices, the Exchange
believes that the degree to which fee
changes in this market may impose any
burden on competition is extremely
limited.
In this instance, the proposed new
credits provided to a member for
execution of securities of each of the
three Tapes, in addition to meeting
specified thresholds on NOM, do not
impose a burden on competition
because the Exchange’s execution
services are completely voluntary and
subject to extensive competition both
from other exchanges and from offexchange venues. All similarly situated
members are equally capable of
qualifying for the credits if they choose
to meet the volume requirements, and
the same credits will be paid to all
E:\FR\FM\23JAN1.SGM
23JAN1
Federal Register / Vol. 82, No. 13 / Monday, January 23, 2017 / Notices
members that qualify for them. Members
will continue to have opportunities to
qualify for similar credits based on
market participation not tied to NOM.
Moreover, the proposed changes are
designed to reward market-improving
behavior by providing new credit tiers
based on various measures of such
behavior, which may encourage other
market venues to provide similar credits
to improve their market quality. Thus,
the Exchange does not believe that the
proposed credits will impose any
burden on competition, but may rather
promote competition.
Similarly, the changes to the existing
credits for transactions in Tape B
Securities do not impose a burden on
competition because the Exchange’s
execution services are completely
voluntary. All similarly situated
members are equally capable of
qualifying for the credits if they choose
to meet the volume requirements, and
the same credits will be paid to all
members that qualify for them. In
addition, the credits for transactions in
Tape B securities are designed to reward
market-improving behavior, and the
proposed changes are designed to better
align the requirements for the credits
with the actual credits.
In sum, 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.
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.15
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
15 15
U.S.C. 78s(b)(3)(A)(ii).
VerDate Sep<11>2014
19:02 Jan 19, 2017
Jkt 241001
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–2017–002 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–2017–002. 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–2017–002, and should be
submitted on or before February 13,
2017.
PO 00000
Frm 00129
Fmt 4703
Sfmt 4703
7911
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.16
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–01295 Filed 1–19–17; 8:45 am]
BILLING CODE 8011–01–P
SMALL BUSINESS ADMINISTRATION
Meeting of the Advisory Committee on
Veterans Business Affairs
U.S. Small Business
Administration.
ACTION: Notice of open Federal Advisory
Committee Meeting.
AGENCY:
The U.S. Small Business
Administration (SBA) is issuing this
notice to announce the location, date,
time, and agenda for the next meeting of
the Advisory Committee on Veterans
Business Affairs. The meeting is open to
the public.
DATES: Thursday, March 9, 2017, from
9:00 a.m. to 4:00 p.m.
ADDRESSES: Eisenhower Conference
Room B, located on the concourse level,
U.S. Small Business Administration,
409 3rd Street SW., Washington, DC
20416.
SUMMARY:
Pursuant
to section 10(a)(2) of the Federal
Advisory Committee Act (5 U.S.C.,
Appendix 2), SBA announces the
meeting of the Advisory Committee on
Veterans Business Affairs (ACVBA). The
ACVBA is established pursuant to 15
U.S.C. 657(b) note, and serves as an
independent source of advice and
policy recommendations to the
Administrator of the SBA. The purpose
of this meeting is to discuss the
formation and growth of small business
concerns owned and controlled by
veterans and service disabled veterans,
to focus on strategic planning, and
provide updates on past and current
events.
Additional Information: This meeting
is open to the public. Advance notice of
attendance is requested. Anyone
wishing to attend and/or make
comments to the ACVBA must contact
SBA’s Office of Veterans Business
Development no later than March 6,
2017 at veteransbusiness@sba.gov.
Comments for the record will be limited
to five minutes in the interest of time
and to accommodate as many
participants as possible. Written
comments should also be sent to the
above email no later than March 6,
2017. Special accommodation requests
SUPPLEMENTARY INFORMATION:
16 17
E:\FR\FM\23JAN1.SGM
CFR 200.30–3(a)(12).
23JAN1
Agencies
[Federal Register Volume 82, Number 13 (Monday, January 23, 2017)]
[Notices]
[Pages 7907-7911]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-01295]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-79791; File No. SR-NASDAQ-2017-002]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Amend Rule 7018
January 13, 2017.
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 January 3, 2017, 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.
---------------------------------------------------------------------------
[[Page 7908]]
I. Self-Regulatory Organization's Statement of the Terms of the
Substance of the Proposed Rule Change
The Exchange proposes to amend the Exchange's transaction fees at
Rule 7018(a) to (1) add a new credit of $0.0030 per share for members
that meet specified volume requirements on both Nasdaq and the Nasdaq
Options Market (``NOM'') when adding liquidity; (2) add a new credit of
$0.0030 per share for members that meet specified volume requirements
on Nasdaq when adding liquidity and that qualify for Tier 4 of the
Market Access and Routing Subsidy (``MARS'') program on NOM; and (3)
change the current volume requirements needed to qualify for two
different credits when adding liquidity in securities that are listed
on exchanges other than Nasdaq or the New York Stock Exchange LLC
(``NYSE'').
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 amend the Exchange's
transaction fees at Rule 7018(a) to make three changes. Specifically,
the Exchange proposes to (1) add a new credit of $0.0030 per share for
members that meet specified volume requirements on both Nasdaq and NOM
when adding liquidity; (2) add a new credit of $0.0030 per share for
members that meet specified volume requirements on Nasdaq when adding
liquidity and that qualify for Tier 4 of the MARS program on NOM; and
(3) change the current volume requirements needed to qualify for two
different credits when adding liquidity in securities that are listed
on exchanges other than Nasdaq or the NYSE. These changes are described
below.
Credit for Adding Liquidity on Nasdaq and NOM
The first change will add a new credit to members that meet a
specified volume threshold on Nasdaq for displayed quotes/orders (other
than Supplemental Orders or Designated Retail Orders) that add
liquidity, and that also meet a specified volume threshold on NOM when
adding liquidity. Specifically, a member will receive a credit of
$0.0030 per share executed if the member (1) adds liquidity through one
or more of its Nasdaq Market Center MPIDs during the month that, in all
securities, represents at least 0.125% of Consolidated Volume during
the month, and (2) adds Customer,\3\ Professional,\4\ Firm,\5\ Non-NOM
Market Maker \6\ and/or Broker-Dealer \7\ liquidity in Penny Pilot
Options and/or Non-Penny Pilot Options of 1.15% or more of total
industry ADV in the customer clearing range for Equity and ETF option
contracts per day during the month on the Nasdaq Options Market. Thus,
to qualify under the new proposed credit, an Exchange member must also
be a NOM Participant and meet the NOM credit criteria described above,
in addition to the proposed requirement that the member have more than
0.125% of Consolidated Volume during the month through one or more of
its Nasdaq Market Center MPIDs.
---------------------------------------------------------------------------
\3\ The term ``Customer'' applies to any transaction that is
identified by a participant for clearing in the Customer range at
The Options Clearing Corporation (``OCC'') which is not for the
account of broker or dealer or for the account of a
``Professional,'' as defined in Chapter I, Section 1 of the NOM
rules.
\4\ A ``Professional'' is defined in Chapter I, Section 1 of the
NOM rules as ``any person or entity that (i) is not a broker or
dealer in securities, and (ii) places more than 390 orders in listed
options per day on average during a calendar month for its own
beneficial account(s).''
\5\ The term ``Firm'' or (``F'') applies to any transaction that
is identified by a Participant for clearing in the Firm range at
OCC.
\6\ The term ``Non-NOM Market Maker'' or (``O'') is a registered
market maker on another options exchange that is not a NOM Market
Maker. A Non-NOM Market Maker must append the proper Non-NOM Market
Maker designation to orders routed to NOM.
\7\ The term ``Broker-Dealer'' or (``B'') applies to any
transaction which is not subject to any of the other transaction
fees applicable within a particular category.
---------------------------------------------------------------------------
The new credit tier will be available for transactions in
securities of all three Tapes.\8\ The new credit tier is therefore
being added to Rules 7018(a)(1), (2), and (3), which provide the fees
and credits for execution and routing of orders in Nasdaq-listed
securities, New York Stock Exchange (``NYSE'')-listed securities, and
securities not listed on Nasdaq or NYSE, respectively.
---------------------------------------------------------------------------
\8\ Tape C securities are those that are listed on the Exchange,
Tape A securities are those that are listed on NYSE, and Tape B
securities are those that are listed on exchanges other than Nasdaq
or NYSE.
---------------------------------------------------------------------------
Credit for Adding Liquidity on Nasdaq and Qualifying for MARS Tier 4
The second change will add a new credit tier to a member for
displayed quotes/orders (other than Supplemental Orders or Designated
Retail Orders) that provide liquidity on Nasdaq, if the member also
qualifies for Tier 4 of NOM's MARS program, as provided by NOM Rules
Chapter XV Section 6. Specifically, the Exchange is proposing to
provide a $0.0030 per share executed credit to a member that provides
liquidity in all securities during the month through one or more of its
Nasdaq Market Center MPIDs representing more than 0.50% of Consolidated
Volume during the month. The member must also qualify for Tier 4 of the
NOM's MARS program during the month. The MARS program provides
different tiers of rebates or ``MARS Payments'' to Participants that
qualify for the program. The specified MARS Payment is paid on all
executed Eligible Contracts that add liquidity, which are routed to NOM
through a participating NOM Participant's System and meet the requisite
Eligible Contracts ADV.\9\ The purpose of MARS is to pay a subsidy to
NOM Participants that provide certain order routing functionalities to
other NOM
[[Page 7909]]
Participants and/or use such functionalities themselves.\10\ To qualify
for the Tier 4 MARS Payment, a Participant must have routed at least
20,000 Eligible Contracts daily in a month that are executed and that
added liquidity. Thus, to qualify under the new proposed credit under
Rule 7018(a), an Exchange member must also be a NOM Participant and
meet the NOM MARS credit criteria described above, in addition to the
proposed requirement that the member provides more than 0.50% of
Consolidated Volume during the month through one or more of its Nasdaq
Market Center MPIDs.
---------------------------------------------------------------------------
\9\ To qualify for the program, the Participant's routing system
(``System'') is 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 must also cause NOM to be the one of the top
three default destination exchanges for (a) individually executed
marketable orders if NOM is at the national best bid or offer
(``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.
Any NOM Participant would be 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 remains solely
responsible for implementing and operating its System. See NOM
Rules, Chapter XV Section 6.
To qualify for a MARS Payment tier, a NOM Participant that has
System Eligibility, as described above, must have routed the
requisite number of Eligible Contracts daily in a month (``Average
Daily Volume''), which were executed on NOM. For the purpose of
qualifying for the MARS Payment, Eligible Contracts may include
Firm, Non-NOM Market Maker, Broker-Dealer, or Joint Back Office or
``JBO'' equity option orders that add liquidity and are
electronically delivered and executed. Eligible Contracts do not
include Mini Option orders. Id.
\10\ See Securities Exchange Act Release No. 79251 (November 7,
2016), 81 FR 79536 (November 14, 2016) (SR-NASDAQ-2016-149).
---------------------------------------------------------------------------
The new credit will be available for transactions in securities of
all three Tapes and accordingly the new credit tier is being added to
Rules 7018(a)(1), (2), and (3), which provide the fees and credits for
execution and routing of orders in Nasdaq-Listed securities, NYSE-
listed securities, and securities not listed on Nasdaq or NYSE,
respectively.
Change to Credit for Transactions in Tape B Securities
The Exchange is also proposing to change two of the volume-based
credits that are currently offered for displayed quotes/orders (other
than Supplemental Orders or Designated Retail Orders) that provide
liquidity on Nasdaq in Tape B Securities. Currently, in addition to
other credits that it may receive for providing liquidity, the member
will receive a credit of $0.0001 per share executed if it provides
liquidity in securities that are listed on exchanges other than NASDAQ
or NYSE during the month representing at least 0.045% but less than
0.075% of Consolidated Volume during the month through one or more of
its Nasdaq Market Center MPIDs. Nasdaq proposes to change these
thresholds, so that the member will receive a credit of $0.0001 per
share executed if it provides liquidity in securities that are listed
on exchanges other than NASDAQ or NYSE during the month representing at
least 0.06% but less than 0.12% of Consolidated Volume during the month
through one or more of its Nasdaq Market Center MPIDs.
Nasdaq proposes a similar change to the next credit tier for
members that provide liquidity in securities that are listed on
exchanges other than Nasdaq or NYSE. Currently, in addition to other
credits that it may receive for providing liquidity, the member will
receive a credit of $0.0002 per share executed if it provides liquidity
in securities that are listed on exchanges other than NASDAQ or NYSE
during the month representing at least 0.075% of Consolidated Volume
during the month through one or more of its Nasdaq Market Center MPIDs.
Nasdaq proposes to change this threshold, so that the member will
receive a credit of $0.0002 per share executed if it provides liquidity
in securities that are listed on exchanges other than NASDAQ or NYSE
during the month representing at least 0.12% of Consolidated Volume
during the month through one or more of its Nasdaq Market Center MPIDs.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act,\11\ in general, and furthers the objectives of
Sections 6(b)(4) and 6(b)(5) of the Act,\12\ 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.
---------------------------------------------------------------------------
\11\ 15 U.S.C. 78f(b).
\12\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
Credit for Adding Liquidity on Nasdaq and NOM
The Exchange believes that the $0.0030 credit if the member meets
the specified volume levels for adding liquidity on Nasdaq and NOM is
reasonable. As with other credits that the Exchange provides, the
credit is designed to encourage increased activity on Nasdaq and NOM.
The Exchange believes that the proposed volume thresholds and the
proposed credit are reasonable because they further the Exchange's goal
of incentivizing greater activity by members on both Nasdaq and NOM
while imposing proportionate requirements that are not unrealistic for
members to achieve.
The Exchange also believes that the proposed volume thresholds and
the proposed credit are reasonable because they are consistent with
other volume-based credits that the Exchange offers to members for
displayed quotes/orders (other than Supplemental Orders or Designated
Retail Orders) that provide liquidity. Nasdaq currently offers a
variety of credits for displayed quotes/orders (other than Supplemental
Orders or Designated Retail Orders) that add liquidity, some of which
are linked to activity on NOM and some of which relate to activity on
Nasdaq only, which range from $0.0015 per share executed to $0.00305
per share executed, and which apply progressively more stringent
requirements in return for higher per share executed credits. Here, the
member would receive a $0.0030 per share credit for adding liquidity of
at least 0.125% of Consolidated Volume on Nasdaq, and adding Customer,
Professional, Firm, Non-NOM Market Maker and/or Broker-Dealer liquidity
in Penny Pilot Options and/or Non-Penny Pilot Options of 1.15% or more
of total industry ADV in the customer clearing range for Equity and ETF
option contracts per day during the month on NOM. In comparison, the
Exchange currently offers a credit of $0.00295 per share executed for
members that add Customer, Professional, Firm, Non-NOM Market Maker
and/or Broker-Dealer liquidity in Penny Pilot Options and/or Non-Penny
Pilot Options of 1.15% or more of total industry ADV in the customer
clearing range for Equity and ETF option contracts per day in a month
on NOM. By way of further comparison, the Exchange provides a $0.0030
per share executed credit if a member has shares of liquidity provided
in all securities through one or more of its Nasdaq Market Center MPIDs
that represent more than 0.75% of Consolidated Volume during the month
and the member provides a daily average of at least 5 Million shares of
non-displayed liquidity. Nasdaq believes that the proposed thresholds
and credit are consistent with the credits that it currently offers
both for activity on Nasdaq and NOM and on Nasdaq alone, and are
therefore reasonable.
The Exchange also believes that this proposed credit of $0.0030 is
equitable and not unfairly discriminatory. The Exchange is proposing an
additional opportunity for members to receive a credit in return for
market-improving behavior. The proposed requirements for qualifying for
the credit are proportionate to the amount of the proposed credit and
equitably reflect the purpose of the proposed credit, which is to
incentivize members to transact greater volume on Nasdaq and NOM.
Nasdaq is proposing to allow members to qualify for the credit by
adding liquidity on NOM in a variety of capacities--as a Customer,
Professional, Firm, Non-NOM Market Maker and/or Broker-Dealer--in both
Penny Pilot and Non-Penny Pilot Options in Equity and ETF options. All
similarly situated members are equally capable of qualifying for the
proposed credit if they choose to meet the requirements of the new
credit, and the same credit will be paid to all members that qualify
for it.
[[Page 7910]]
Nasdaq members that are not currently NOM participants are eligible to
become NOM participants by amending their membership application to add
NOM.\13\ Finally, Nasdaq notes that it currently offers other credits
that relate to activity on NOM, and other credits that do not relate to
activity on NOM.\14\ As such, members will continue to have
opportunities to qualify for similar credits based on market
participation not tied to NOM.
---------------------------------------------------------------------------
\13\ Upon approval, the Nasdaq member would be charged the NOM
Participant Fee of $1,000 per month, as set forth in Chapter XV,
Section 10 of the NOM Rules.
\14\ As noted above, Nasdaq currently offers a credit of
$0.00295 per month if member adds Customer, Professional, Firm, Non-
NOM Market Maker and/or Broker-Dealer liquidity in Penny Pilot
Options and/or Non- Penny Pilot Options of 1.15% or more of total
industry ADV in the customer clearing range for Equity and ETF
option contracts per day in a month on NOM. In comparison, Nasdaq
also offers a credit of $0.00305 per share executed for a member
with shares of liquidity provided in all securities through one or
more of its Nasdaq Market Center MPIDs that represent more than
1.25% of Consolidated Volume during the month.
---------------------------------------------------------------------------
Credit for Adding Liquidity on Nasdaq and Qualifying for MARS Tier 4
The Exchange believes that the $0.0030 credit if the member meets
the specified volume levels on Nasdaq and qualifies for Tier 4 of the
NOM MARS program is reasonable. The proposed volume thresholds and the
proposed credit are reasonable because they further the Exchange's goal
of incentivizing greater activity on Nasdaq and NOM by members while
imposing proportionate requirements that are not unrealistic for
members to achieve. Nasdaq believes that requiring a member to qualify
for MARS in order to qualify for the credit, as opposed to meeting a
different volume-based requirement on NOM, is reasonable because MARS
is designed to encourage members to provide certain order routing
functionalities to other NOM Participants and/or use such
functionalities themselves, and the proposed credit further
incentivizes such behavior.
As with the other new credit that is being offered as part of this
proposal, Nasdaq also believes that these proposed volume thresholds
and credit are reasonable because they are consistent with credits that
Nasdaq currently offers for activity on Nasdaq and NOM and on Nasdaq
alone. Here, a member would receive a credit of $0.0030 per share
executed if it provides liquidity on Nasdaq that represents more than
0.50% of Consolidated Volume, and qualifies for Tier 4 of the MARS
program during the month. In comparison, a member would receive a
rebate of $0.0027 per share executed if it added liquidity during the
month representing more than 0.10% of Consolidated Volume through one
or more of its Nasdaq Market Center MPIDs, and added Customer,
Professional, Firm, Non-NOM Market Maker and/or Broker-Dealer liquidity
in Non-Penny Pilot Options of 0.40% or more of total industry ADV in
the customer clearing range for Equity and ETF option contracts per day
in a month on NOM.
The Exchange also believes that the proposed credit is equitable
and not unfairly discriminatory. The Exchange is proposing an
additional opportunity for members to receive a credit in return for
market-improving behavior. Requiring members to qualify for MARS Tier 4
in addition to meeting the volume requirements on Nasdaq equitably
reflects the purpose of the credit, which is to incentivize members to
transact greater volume on Nasdaq and NOM and to enhance the use of
order routing functionalities for NOM.
As with the other new credit that is being offered as part of this
proposal, all similarly situated members are equally capable of
qualifying for this proposed credit if they choose to meet the
requirements of the new credit, and the same credit will be paid to all
members that qualify for it. Nasdaq members that are not currently NOM
participants are eligible to become NOM participants by amending their
membership application to add NOM. Finally, Nasdaq notes that it
currently offers other credits that relate to activity on NOM, while
other credits that do not relate to activity on NOM. As such, members
will continue to have opportunities to qualify for similar credits
based on market participation not tied to NOM.
Change to Credit for Transactions in Tape B Securities
Nasdaq believes that the change to the current credit for
transactions in Tape B Securities is reasonable, equitable and not
unfairly discriminatory. Nasdaq notes that the members will continue to
receive the same credit--either $0.0001 or $0.0002 per share executed--
as they currently receive if they meet the volume requirements. Nasdaq
believes that the changes to the volume thresholds for both credits are
reasonable. The purpose of the credits is to incentivize greater
activity on Nasdaq in Tape B Securities. The Exchange believes that the
proposed volume thresholds, coupled with the current credits, are
reasonable because they are more closely aligned to the Exchange's goal
of incentivizing greater activity by members in Tape B Securities than
the current volume thresholds, while imposing requirements that are not
unrealistic for members to achieve.
Nasdaq believes that the proposed volume changes to credits for
transactions in Tape B Securities are equitable and not unfairly
discriminatory. The Exchange believes that the proposed requirements
are more proportionate to the amount of the current credits than the
current requirements, and more equitably reflect the purpose of the
current credits, which is to incentivize members to transact greater
volume on Nasdaq in Tape B Securities. Moreover, all similarly situated
members are equally capable of qualifying for the credits if they
choose to meet the volume requirements, and the same credits will be
paid to all members that qualify for them.
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act. In terms of inter-market
competition, the Exchange notes that it operates in a highly
competitive market in which market participants can readily favor
competing venues if they deem fee levels at a particular venue to be
excessive, or rebate opportunities available at other venues to be more
favorable.
In such an environment, the Exchange must continually adjust its
fees to remain competitive with other exchanges and with alternative
trading systems that have been exempted from compliance with the
statutory standards applicable to exchanges. Because competitors are
free to modify their own fees in response, and because market
participants may readily adjust their order routing practices, the
Exchange believes that the degree to which fee changes in this market
may impose any burden on competition is extremely limited.
In this instance, the proposed new credits provided to a member for
execution of securities of each of the three Tapes, in addition to
meeting specified thresholds on NOM, do not impose a burden on
competition because the Exchange's execution services are completely
voluntary and subject to extensive competition both from other
exchanges and from off-exchange venues. All similarly situated members
are equally capable of qualifying for the credits if they choose to
meet the volume requirements, and the same credits will be paid to all
[[Page 7911]]
members that qualify for them. Members will continue to have
opportunities to qualify for similar credits based on market
participation not tied to NOM. Moreover, the proposed changes are
designed to reward market-improving behavior by providing new credit
tiers based on various measures of such behavior, which may encourage
other market venues to provide similar credits to improve their market
quality. Thus, the Exchange does not believe that the proposed credits
will impose any burden on competition, but may rather promote
competition.
Similarly, the changes to the existing credits for transactions in
Tape B Securities do not impose a burden on competition because the
Exchange's execution services are completely voluntary. All similarly
situated members are equally capable of qualifying for the credits if
they choose to meet the volume requirements, and the same credits will
be paid to all members that qualify for them. In addition, the credits
for transactions in Tape B securities are designed to reward market-
improving behavior, and the proposed changes are designed to better
align the requirements for the credits with the actual credits.
In sum, 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.
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.\15\
---------------------------------------------------------------------------
\15\ 15 U.S.C. 78s(b)(3)(A)(ii).
---------------------------------------------------------------------------
At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is: (i)
Necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) otherwise in furtherance of the
purposes of the Act. If the Commission takes such action, the
Commission shall institute proceedings to determine whether the
proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2017-002 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-2017-002. 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-2017-002, and should
be submitted on or before February 13, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\16\
---------------------------------------------------------------------------
\16\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-01295 Filed 1-19-17; 8:45 am]
BILLING CODE 8011-01-P