Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Eliminate Fees at Rule 7015(h) Assessed for VTE Terminal Connectivity, 8554-8555 [2017-01719]
Download as PDF
8554
Federal Register / Vol. 82, No. 16 / Thursday, January 26, 2017 / Notices
V. Conclusion
It is therefore ordered, pursuant to
Section 11A of the Act 23 and Rule 608
thereunder,24 that the Twelfth
Amendment to the Plan (File No. 4–
631), as modified, be, and it hereby is,
approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.25
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–01717 Filed 1–25–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
[Release No. 34–79849; File No. SR–
NASDAQ–2017–005]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Eliminate
Fees at Rule 7015(h) Assessed for VTE
Terminal Connectivity
January 19, 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
11, 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.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
jstallworth on DSK7TPTVN1PROD with NOTICES
The Exchange proposes to eliminate
the Exchange’s fees at Rule 7015(h)
assessed for VTE terminal connectivity,
which is no longer offered by the
Exchange.
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.
Commission expects the Participants to implement
the Twelfth Amendment, as modified, no later than
six months after the date of this order.
23 15 U.S.C. 78k–1.
24 17 CFR 242.608.
25 17 CFR 200.30–3(a)(29).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
VerDate Sep<11>2014
15:10 Jan 25, 2017
Jkt 241001
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.
1. Purpose
The purpose of the proposed rule
change is to eliminate VTE terminal fees
under Rule 7015(h), since the Exchange
no longer offers VTE terminal
connectivity. A VTE terminal was a
basic front-end user interface used by
Nasdaq members to connect to, and
enter orders in, The Nasdaq Market
Center. Members using VTE terminals
paid the exchanges and market centers
separately for data feeds and services
provided by Nasdaq, other exchanges or
market centers through VTE.3
Effective June 1, 2016, the Exchange
increased the fees assessed for VTE
connectivity, noting that the pricing
changes were warranted in order to
appropriately balance the decreasing
demand for the product with increasing
platform, overhead, and technology
infrastructure costs.4 The Exchange also
noted that, because VTE was based on
outdated technology and that members
have other options for connecting to,
and entering orders in, The Nasdaq
Market Center, Nasdaq planned to phase
out the service in its entirety on or
before January 31, 2017.5 There are
currently no subscribers to VTE
terminals, and the Exchange has begun
the process of decommissioning the
service. Accordingly, the Exchange is
proposing to eliminate the VTE terminal
fees and related text from its rulebook.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
3 Such fees are filed with the SEC and separately
assessed by the exchanges and market centers at the
same rate irrespective of the method of accessing
the data feeds.
4 Securities Exchange Act Release No. 78051
(June 13, 2016), 81 FR 39739 (June 17, 2016) (SR–
NASDAQ–2016–078).
5 Id.
PO 00000
Frm 00052
Fmt 4703
Sfmt 4703
of the Act,6 in general, and furthers the
objectives of Sections 6(b)(4) and 6(b)(5)
of the Act,7 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 Exchange believes that
elimination of the fees is reasonable
because the Exchange no longer offers
the service, thus making the fees
irrelevant. The Exchange believes that
elimination of the fee and related rule
text is an equitable allocation and is not
unfairly discriminatory because there
are no longer subscribers to the service,
and elimination of the fee and related
rule text will not impact members
differently. Thus, the proposed change
will not discriminate among members in
any way and will be allocated equitably.
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 change removes fees and
related text from the rules, which
applied to a connectivity service that
the Exchange no longer offers. The
Exchange notes that VTE connectivity
was entirely optional and members were
able avail themselves of numerous other
means of accessing The Nasdaq Market
Center. In fact, the Exchange determined
to decommission the connectivity
option because of declining
subscribership, the age of the
technology, and because members have
other options for connecting to, and
entering orders in, The Nasdaq Market
Center. Members recognized the limited
utility of the connectivity option in light
of more modern options, and over time
all subscribers chose to cancel their
subscriptions. Thus, the proposed
change is not burdening competition in
any way, but rather reflects the
consequences of robust competition
where trading venues are compelled to
offer superior connectivity options,
which ultimately supplant connectivity
based on old technology.
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.
6 15
7 15
E:\FR\FM\26JAN1.SGM
U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
26JAN1
Federal Register / Vol. 82, No. 16 / Thursday, January 26, 2017 / Notices
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.8
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
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–2017–005 and should be
submitted on or before February 16,
2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–01719 Filed 1–25–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–79843; File No. SR–FICC–
2016–801]
Self-Regulatory Organizations; Fixed
Income Clearing Corporation; Notice of
No Objection to Advance Notice Filing
To Implement a Change to the
Methodology Used in the MBSD VaR
Model
Paper Comments
jstallworth on DSK7TPTVN1PROD with NOTICES
• 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–2017–005 on the subject line.
January 19, 2017.
• 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–2017–005. 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.,
On November 23, 2016, the Fixed
Income Clearing Corporation (‘‘FICC’’)
filed with the Securities and Exchange
Commission (‘‘Commission’’) the
advance notice SR–FICC–2016–801
pursuant to Section 806(e)(1) of the
Payment, Clearing, and Settlement
Supervision Act of 2010 (‘‘Clearing
Supervision Act’’) 1 and Rule 19b–
4(n)(1)(i) under the Securities Exchange
Act of 1934 (‘‘Exchange Act’’).2 The
advance notice was published for
comment in the Federal Register on
December 28, 2016.3 The Commission
8 15
U.S.C. 78s(b)(3)(A)(ii).
VerDate Sep<11>2014
15:10 Jan 25, 2017
Jkt 241001
9 17
CFR 200.30–3(a)(12).
U.S.C. 5465(e)(1). The Financial Stability
Oversight Council designated FICC a systemically
important financial market utility on July 18, 2012.
See Financial Stability Oversight Council 2012
Annual Report, Appendix A, https://
www.treasury.gov/initiatives/fsoc/Documents/
2012%20Annual%20Report.pdf. Therefore, FICC is
required to comply with the Clearing Supervision
Act and file advance notices with the Commission.
See 12 U.S.C. 5465(e).
2 17 CFR 240.19b–4(n)(1)(i).
3 Securities Exchange Act Release No. 79643
(December 21, 2016), 81 FR 95669 (December 28,
2016) (SR–FICC–2016–801) (‘‘Notice’’). FICC also
filed a proposed rule change with the Commission
pursuant to Section 19(b)(1) of the Exchange Act
and Rule 19b–4 thereunder, seeking approval of
changes to its rules necessary to implement the
1 12
PO 00000
Frm 00053
Fmt 4703
Sfmt 4703
8555
did not receive any comments on the
advance notice. This publication serves
as notice that the Commission does not
object to the changes set forth in the
advance notice.
I. Description of the Advance Notice
As described by FICC in the advance
notice, FICC proposes to change the
methodology that it currently uses in
the Mortgage-Backed Securities
Division’s (‘‘MBSD’’) value-at-risk
(‘‘VaR’’) model from one that employs a
full revaluation approach to one that
would employ a sensitivity approach.4
In connection with this change, FICC
also proposes to amend the MBSD
Clearing Rules (‘‘MBSD Rules’’) to: (i)
Amend the definition of VaR Charge 5 to
reference an alternative volatility
calculation (‘‘Margin Proxy’’) that FICC
would use in the event that data used
for the sensitivity approach is
unavailable for an extended period of
time; 6 (ii) revise the definition of VaR
Charge to include a VaR floor that FICC
would use as an alternative to the
amount calculated by the proposed VaR
model for portfolios where the VaR floor
would be greater than the model-based
charge amount (‘‘VaR Floor’’); (iii)
eliminate two components from the
Required Fund Deposit 7 calculation
that would no longer be necessary
following implementation of the
proposed VaR Charge; and (iv) change
the margining approach that FICC may
use for certain securities with
inadequate historical pricing data from
one that calculates charges using a
historic index volatility model to one
that would use a haircut method.
proposal. 15 U.S.C. 78s(b)(1) and 17 CFR 240.19b–
4, respectively. The proposed rule change was
published for comment in the Federal Register on
December 13, 2016. Securities Exchange Act
Release No. 79491 (December 7, 2016), 81 FR 90001
(December 13, 2016) (SR–FICC–2016–007). The
Commission did not receive any comments on the
proposed rule change.
4 The proposed sensitivity approach methodology
would be reflected in the Methodology and Model
Operations Document—MBSD Quantitative Risk
Model (‘‘QRM Methodology’’). FICC requested
confidential treatment of the QRM Methodology
and filed it separately with the Secretary of the
Commission, pursuant to Rule 24b–2 under the
Exchange Act. See 17 CFR 240.24b–2.
5 The term ‘‘VaR Charge’’ means, with respect to
each margin portfolio, a calculation of the volatility
of specified net unsettled positions of an MBSD
clearing member, as of the time of such calculation.
See MBSD Rule 1.
6 Details of the Margin Proxy methodology would
be reflected in the QRM Methodology.
7 The term ‘‘Required Fund Deposit’’ means the
amount an MBSD clearing member is required to
deposit to the Clearing Fund pursuant to MBSD
Rule 4. See MBSD Rule 1 and MBSD Rule 4 Section
2.
E:\FR\FM\26JAN1.SGM
26JAN1
Agencies
[Federal Register Volume 82, Number 16 (Thursday, January 26, 2017)]
[Notices]
[Pages 8554-8555]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-01719]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-79849; File No. SR-NASDAQ-2017-005]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Eliminate Fees at Rule 7015(h) Assessed for VTE Terminal Connectivity
January 19, 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 11, 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.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to eliminate the Exchange's fees at Rule
7015(h) assessed for VTE terminal connectivity, which is no longer
offered by the Exchange.
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 eliminate VTE
terminal fees under Rule 7015(h), since the Exchange no longer offers
VTE terminal connectivity. A VTE terminal was a basic front-end user
interface used by Nasdaq members to connect to, and enter orders in,
The Nasdaq Market Center. Members using VTE terminals paid the
exchanges and market centers separately for data feeds and services
provided by Nasdaq, other exchanges or market centers through VTE.\3\
---------------------------------------------------------------------------
\3\ Such fees are filed with the SEC and separately assessed by
the exchanges and market centers at the same rate irrespective of
the method of accessing the data feeds.
---------------------------------------------------------------------------
Effective June 1, 2016, the Exchange increased the fees assessed
for VTE connectivity, noting that the pricing changes were warranted in
order to appropriately balance the decreasing demand for the product
with increasing platform, overhead, and technology infrastructure
costs.\4\ The Exchange also noted that, because VTE was based on
outdated technology and that members have other options for connecting
to, and entering orders in, The Nasdaq Market Center, Nasdaq planned to
phase out the service in its entirety on or before January 31, 2017.\5\
There are currently no subscribers to VTE terminals, and the Exchange
has begun the process of decommissioning the service. Accordingly, the
Exchange is proposing to eliminate the VTE terminal fees and related
text from its rulebook.
---------------------------------------------------------------------------
\4\ Securities Exchange Act Release No. 78051 (June 13, 2016),
81 FR 39739 (June 17, 2016) (SR-NASDAQ-2016-078).
\5\ Id.
---------------------------------------------------------------------------
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act,\6\ in general, and furthers the objectives of Sections
6(b)(4) and 6(b)(5) of the Act,\7\ 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.
---------------------------------------------------------------------------
\6\ 15 U.S.C. 78f(b).
\7\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
The Exchange believes that elimination of the fees is reasonable
because the Exchange no longer offers the service, thus making the fees
irrelevant. The Exchange believes that elimination of the fee and
related rule text is an equitable allocation and is not unfairly
discriminatory because there are no longer subscribers to the service,
and elimination of the fee and related rule text will not impact
members differently. Thus, the proposed change will not discriminate
among members in any way and will be allocated equitably.
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 change removes
fees and related text from the rules, which applied to a connectivity
service that the Exchange no longer offers. The Exchange notes that VTE
connectivity was entirely optional and members were able avail
themselves of numerous other means of accessing The Nasdaq Market
Center. In fact, the Exchange determined to decommission the
connectivity option because of declining subscribership, the age of the
technology, and because members have other options for connecting to,
and entering orders in, The Nasdaq Market Center. Members recognized
the limited utility of the connectivity option in light of more modern
options, and over time all subscribers chose to cancel their
subscriptions. Thus, the proposed change is not burdening competition
in any way, but rather reflects the consequences of robust competition
where trading venues are compelled to offer superior connectivity
options, which ultimately supplant connectivity based on old
technology.
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.
[[Page 8555]]
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.\8\
---------------------------------------------------------------------------
\8\ 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-2017-005 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-2017-005. 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-2017-005 and should
be submitted on or before February 16, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\9\
---------------------------------------------------------------------------
\9\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-01719 Filed 1-25-17; 8:45 am]
BILLING CODE 8011-01-P