Self-Regulatory Organizations; The Nasdaq Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Rule 7018, 55128-55130 [2017-25037]
Download as PDF
55128
Federal Register / Vol. 82, No. 222 / Monday, November 20, 2017 / Notices
Authority: 5 U.S.C. 3301 and 3302; E.O.
10577, 3 CFR, 1954–1958 Comp., p. 218.
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.
U.S. Office of Personnel Management.
Kathleen M. McGettigan,
Acting Director.
[FR Doc. 2017–25031 Filed 11–17–17; 8:45 am]
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
BILLING CODE 6325–39–P
SECURITIES AND EXCHANGE
COMMISSION
1. Purpose
[Release No. 34–82068; File No. SR–
NASDAQ–2017–120]
Self-Regulatory Organizations; The
Nasdaq Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend Rule
7018
November 14, 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 November
1, 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
The Exchange proposes to amend the
Exchange’s transaction fees at Rule 7018
to: (i) Change the volume threshold
needed to qualify for one of the credits
for displayed quotes and orders that
provide liquidity on the Exchange; and
(ii) add a new credit for both providing
liquidity to, and removing liquidity
from, 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.
nshattuck on DSK9F9SC42PROD with NOTICES
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
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
VerDate Sep<11>2014
15:15 Nov 17, 2017
Jkt 244001
The purpose of the proposed rule
change is to (i) change the volume
threshold needed to qualify for one of
the credits for displayed quotes and
orders that provide liquidity on the
Exchange; and (ii) add a new credit for
displayed quotes and orders that
provide liquidity to, and remove
liquidity from, the Exchange.
Rule 7018 sets forth the fees and
credits for use of the order execution
and routing services of Nasdaq for
securities priced at $1 or more. Rule
7018(a)(1) sets forth the fees and credits
for the execution and routing of orders
in Nasdaq-listed securities; Rule
7018(a)(2) sets forth the fees and credits
for the execution and routing of
securities listed on the New York Stock
Exchange LLC (‘‘NYSE’’), and Rule
7018(a)(3) sets forth the fees and credits
for the execution and routing of
securities listed on exchanges other than
Nasdaq and NYSE (‘‘Tape B
Securities’’).
Currently, Nasdaq pays a credit of
$0.0029 per share executed for
securities listed on Nasdaq, NYSE and
Tape B Securities when the member
adds liquidity in all securities through
one or more of its Nasdaq Market Center
MPIDs that represents more than 0.45%
of Consolidated Volume during the
month.3 Nasdaq now proposes to
change this requirement so that the
member must add liquidity in all
securities through one or more of its
Nasdaq Market Center MPIDs that
represents more than 0.60% of
Consolidated Volume during the month
for securities listed on Nasdaq, NYSE
and Tape B Securities. Nasdaq is
therefore amending the relevant
language in Rule 7018(a)(1), (a)(2) and
3 Rule 7018(a) defines Consolidated Volume to
mean ‘‘the total consolidated volume reported to all
consolidated transaction reporting plans by all
exchanges and trade reporting facilities during a
month in equity securities, excluding executed
orders with a size of less than one round lot. For
purposes of calculating Consolidated Volume and
the extent of a member’s trading activity the date
of the annual reconstitution of the Russell
Investments Indexes shall be excluded from both
total Consolidated Volume and the member’s
trading activity.’’
PO 00000
Frm 00051
Fmt 4703
Sfmt 4703
(a)(3) to reflect this change. The amount
of the credit remains unchanged.
Nasdaq is making this change because
it believes the new volume requirement
is more closely aligned to the amount of
the credit. This increase is also
reflective of the Exchange’s desire to
provide incentives to attract order flow
to the Exchange in return for significant
market-improving behavior. By
modestly increasing the volume of
liquidity that a member must add
during the month in order to qualify for
the corresponding credit, this change
will help ensure that members are
providing significant market-improving
behavior in return for credits.
Nasdaq is also proposing to add a new
credit for securities that are listed on
Nasdaq, NYSE and Tape B Securities.
Specifically, the member will qualify for
a rebate of $0.0029 per share executed
if the member (i) removes liquidity in
all securities through one or more of its
Nasdaq Market Center MPIDs that
represents more than 0.70% of
Consolidated Volume during the month,
and (ii) adds liquidity in all securities
through one or more of its Nasdaq
Market Center MPIDs that represents
more than 0.50% of Total Consolidated
Volume during the month. Nasdaq is
therefore amending the relevant
language in Rule 7018(a)(1), (a)(2) and
(a)(3) to reflect this change. Nasdaq is
adding this rebate to incentivize
members to both add and remove
liquidity on the Exchange in Nasdaq
and NYSE-listed securities and Tape B
securities, and to provide members with
another way in which they may qualify
for a rebate.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
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 Exchange believes that changing
the requirement that members add
liquidity that represents more than
0.45% of Consolidated Volume to
require members to add liquidity that
represents more than 0.60% of
Consolidated Volume during the month
in order to qualify for the $0.0029 credit
is reasonable. The Exchange notes that
it is not changing the amount of the
4 15
5 15
U.S.C. 78f(b).
U.S.C. 78f(b)(4) and (5).
E:\FR\FM\20NON1.SGM
20NON1
nshattuck on DSK9F9SC42PROD with NOTICES
Federal Register / Vol. 82, No. 222 / Monday, November 20, 2017 / Notices
credit, which has been addressed in
previous filings,6 and believes that the
credit continues to be reasonable
because it remains unchanged. Nasdaq
believes that the change to the volume
threshold is reasonable because the
increased volume threshold is more
closely aligned to the corresponding
credit than the current volume
threshold. This increase is also
reflective of the Exchange’s desire to
provide incentives to attract order flow
to the Exchange in return for significant
market-improving behavior. By
modestly increasing the volume of
liquidity that a member must add
during the month in order to qualify for
the corresponding credit, this change
will help ensure that members are
providing significant market-improving
behavior in return for credits.
The Exchange believes that the
increase in the volume threshold
needed to qualify for the $0.0029 credit
is an equitable allocation and is not
unfairly discriminatory because the
Exchange will apply the same credit to
all similarly situated members that meet
its requirements. The credit and its
corresponding volume requirement will
apply equally to transactions in Nasdaq
and NYSE-listed and Tape B Securities.
The Exchange believes that the new
volume requirement will not
significantly impact the number of
members that will likely qualify for the
corresponding credit, since the new
volume threshold is a modest increase
over the current volume threshold.
Participation in the Exchange’s various
credit tiers is completely voluntary, and
members may always elect to either
qualify for the corresponding credit by
adding sufficient liquidity to the
Exchange to meet the new volume
requirement, or by electing to qualify for
a different credit. Finally, by modestly
increasing the volume of liquidity that
a member must add during the month
in order to qualify for the corresponding
credit, this change will help ensure that
members are providing significant
market-improving behavior in return for
credits.
Nasdaq believes that the new credit
tier for adding and removing liquidity is
reasonable. Nasdaq notes that the
amount of the credit is either
comparable or identical to other credits
that it offers pursuant to Rule 7018, and
believes that the requirements are
comparable to other requirements
needed to qualify for other credits.7
6 See, e.g., Securities Exchange Act Release No.
64453 (May 10, 2011), 76 FR 28252 (May 16, 2011)
(SR–NASDAQ–2011–062).
7 For example, Nasdaq currently pays a credit of
$0.0027 per share executed for a member (i) with
VerDate Sep<11>2014
15:15 Nov 17, 2017
Jkt 244001
Nasdaq also believes that the amount of
the credit is closely aligned to its
corresponding requirements. With this
credit and its corresponding
requirements, Nasdaq is attempting to
incentivize members to both add
liquidity to, and remove liquidity from,
the Exchange in meaningful amounts,
which contributes to the Exchange’s
overall market quality and benefits all
Exchange participants.
Nasdaq also believes that the new
credit tier for adding and removing
liquidity is an equitable allocation and
is not unfairly discriminatory. As with
the change discussed above, the
Exchange will apply the same credit and
its corresponding volume requirements
to all similarly situated members that
meet its requirements. The new credit
will apply equally to transactions in
Nasdaq and NYSE-listed and Tape B
Securities. Participation in the
Exchange’s various credit tiers is
completely voluntary, and members
may always elect to either qualify for
this new credit by adding sufficient
liquidity to, and removing sufficient
liquidity from, the Exchange to meet the
new volume requirements, or by
electing to qualify for a different credit.
With this credit and its corresponding
requirements, Nasdaq is attempting to
incentivize members to both add
liquidity to, and remove liquidity from,
the Exchange in meaningful amounts,
which contributes to the Exchange’s
overall market quality and benefits all
Exchange participants.
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
shares of liquidity accessed in all securities through
one or more of its Nasdaq Market Center MPIDs that
represent more than 0.40% of Consolidated Volume
during the month, and (ii) with shares of liquidity
provided in all securities through one or more of
its Nasdaq Market Center MPIDs that represent
more than 0.15% of Consolidated Volume during
the month, and (iii) provides a daily average of at
least 800,000 shares of nondisplayed liquidity
through one or more of its Nasdaq Market Center
MPIDs during the month.
PO 00000
Frm 00052
Fmt 4703
Sfmt 4703
55129
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 change
to the volume threshold for the $0.0029
credit does 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. The
Exchange will apply the same volume
thresholds to all members for
transactions in Nasdaq and NYSE-listed
and Tape B Securities. Participation in
the Exchange’s various credit tiers is
completely voluntary, and Nasdaq does
not believe that the new volume
threshold will significantly impact the
number of members that will likely
qualify for the corresponding credit.
Members may always elect to either
qualify for the new volume threshold by
adding sufficient liquidity to the
Exchange to meet the new volume
requirement, or by electing to qualify for
a different credit. As such, the Exchange
believes that the proposed volume
threshold will not negatively impact
who will qualify for the corresponding
credit, but will rather have a positive
impact on overall market quality as
members increase their participation in
the market to qualify for that credit. If,
however, the Exchange is incorrect and
the changes proposed herein are
unattractive to members, it is likely that
Nasdaq will lose market share as a
result.
Similarly, the proposed new credit
tier for adding and removing liquidity
does 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. The
Exchange will apply the same volume
thresholds to all members for
transactions in Nasdaq and NYSE-listed
and Tape B Securities. Participation in
the Exchange’s various credit tiers is
completely voluntary, and members
may always elect to either qualify for
the new credit by adding sufficient
liquidity to, and removing sufficient
liquidity from, the Exchange to meet the
new volume requirements, or by
electing to qualify for a different credit.
As such, the Exchange believes that the
proposed credit will have a positive
E:\FR\FM\20NON1.SGM
20NON1
55130
Federal Register / Vol. 82, No. 222 / Monday, November 20, 2017 / Notices
impact on overall market quality by
incentivizing members to add and
remove liquidity from the Exchange in
meaningful amounts. If, however, the
Exchange is incorrect and the changes
proposed herein are unattractive to
members, it is likely that Nasdaq will
lose market share as a result.
Accordingly, Nasdaq 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.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:
nshattuck on DSK9F9SC42PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
NASDAQ–2017–120 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–2017–120. 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.
Persons submitting comments are
cautioned that we do not redact or edit
personal identifying information from
comment submissions. You should
submit only information that you wish
to make available publicly. All
submissions should refer to File
Number SR–NASDAQ–2017–120, and
should be submitted on or before
December 11, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–25037 Filed 11–17–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–82071; File No. SR–CTA/
CQ–2017–04]
Consolidated Tape Association; Notice
of Filing and Immediate Effectiveness
of the Twenty-Second Charges
Amendment to the Second
Restatement of the CTA Plan and the
Thirteenth Charges Amendment to the
Restated CQ Plan
November 14, 2017.
Pursuant to Section 11A of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 608 thereunder,2
notice is hereby given that on October
9 17
CFR 200.30–3(a)(12).
U.S.C. 78k–1.
2 17 CFR 242.608.
1 15
8 15
U.S.C. 78s(b)(3)(A)(ii).
VerDate Sep<11>2014
15:15 Nov 17, 2017
Jkt 244001
PO 00000
Frm 00053
Fmt 4703
Sfmt 4703
19, 2017, the Consolidated Tape
Association (‘‘CTA’’) Plan participants
(‘‘Participants’’) 3 filed with the
Securities and Exchange Commission
(‘‘Commission’’) a proposal to amend
the Second Restatement of the CTA Plan
and the Restated CQ Plan (‘‘Plans’’). The
amendment represents the twentysecond Charges Amendment to the CTA
Plan and the thirteenth Charges
Amendment to the CQ Plan
(‘‘Amendments’’). The Amendments
seek to amend the Plans’ fee schedule as
well as the Non-Display Use Policy to
clarify the applicability of the nondisplay fee, the device fee, and the
access fee. The Participants believe that
some vendors are mischaracterizing
their customers’ usage and creating
artificial loopholes to avoid the NonDisplay Use and access fees pursuant to
amendments filed in October 2014
(‘‘2014 Fee Amendments’’) 4 in an
attempt to obtain an advantage over
other vendors. The Participants believe
that the distinction between the device
fees, the Non-Display Use fees, and the
access fee was set forth in the 2014 Fee
Amendments, and many vendors are
fully complying with that distinction.
The Participants state that some vendors
appear to be ignoring the import of the
2014 Fee Amendments in order to gain
an advantage over other vendors,
allowing them to profit from new or
existing customers by offering them
lower fees than such customers could
obtain from vendors who apply the 2014
Fee Amendments correctly. The
Participants state that the proposed
amendment is designed to close this
loophole by removing any perceived
ambiguity in the 2014 Fee
Amendments.5
The Participants previously submitted
an amendment to clarify the application
of the Non-Display Use Policy.6 That
amendment elicited comment letters,
some opposing and some supporting the
amendment.7 The Participants believed
3 The Participants are: Bats BYX Exchange, Inc.;
Bats BZX Exchange, Inc.; Bats EDGA Exchange,
Inc.; Bats EDGX Exchange, Inc.; Chicago Board
Options Exchange, Incorporated; Chicago Stock
Exchange, Inc.; Financial Industry Regulatory
Authority, Inc.; Investors Exchange LLC; Nasdaq
BX, Inc.; Nasdaq ISE, LLC; Nasdaq PHLX LLC; The
Nasdaq Stock Market LLC; New York Stock
Exchange LLC; NYSE Arca, Inc.; NYSE American
LLC; NYSE National, Inc.
4 See Securities Exchange Act Release No. 73278
(October 1, 2014), 79 FR 60536 (October 7, 2014)
(‘‘2014 Fee Amendments’’).
5 The Participants would apply this proposed
amendment prospectively to meet any concerns that
the existing policy was insufficiently clear.
6 See Securities Exchange Act Release No. 80300
(Mar. 23, 2017), 82 FR 15404 (Mar. 28, 2017).
7 See Letter from David Craig, President,
Thomson Reuters, dated April 21, 2017 (‘‘Thomson
Reuters Letter’’); Letter from Anonymous, dated
E:\FR\FM\20NON1.SGM
20NON1
Agencies
[Federal Register Volume 82, Number 222 (Monday, November 20, 2017)]
[Notices]
[Pages 55128-55130]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-25037]
=======================================================================
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-82068; File No. SR-NASDAQ-2017-120]
Self-Regulatory Organizations; The Nasdaq Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Amend Rule 7018
November 14, 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 November 1, 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 amend the Exchange's transaction fees at
Rule 7018 to: (i) Change the volume threshold needed to qualify for one
of the credits for displayed quotes and orders that provide liquidity
on the Exchange; and (ii) add a new credit for both providing liquidity
to, and removing liquidity from, 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 (i) change the volume
threshold needed to qualify for one of the credits for displayed quotes
and orders that provide liquidity on the Exchange; and (ii) add a new
credit for displayed quotes and orders that provide liquidity to, and
remove liquidity from, the Exchange.
Rule 7018 sets forth the fees and credits for use of the order
execution and routing services of Nasdaq for securities priced at $1 or
more. Rule 7018(a)(1) sets forth the fees and credits for the execution
and routing of orders in Nasdaq-listed securities; Rule 7018(a)(2) sets
forth the fees and credits for the execution and routing of securities
listed on the New York Stock Exchange LLC (``NYSE''), and Rule
7018(a)(3) sets forth the fees and credits for the execution and
routing of securities listed on exchanges other than Nasdaq and NYSE
(``Tape B Securities'').
Currently, Nasdaq pays a credit of $0.0029 per share executed for
securities listed on Nasdaq, NYSE and Tape B Securities when the member
adds liquidity in all securities through one or more of its Nasdaq
Market Center MPIDs that represents more than 0.45% of Consolidated
Volume during the month.\3\ Nasdaq now proposes to change this
requirement so that the member must add liquidity in all securities
through one or more of its Nasdaq Market Center MPIDs that represents
more than 0.60% of Consolidated Volume during the month for securities
listed on Nasdaq, NYSE and Tape B Securities. Nasdaq is therefore
amending the relevant language in Rule 7018(a)(1), (a)(2) and (a)(3) to
reflect this change. The amount of the credit remains unchanged.
---------------------------------------------------------------------------
\3\ Rule 7018(a) defines Consolidated Volume to mean ``the total
consolidated volume reported to all consolidated transaction
reporting plans by all exchanges and trade reporting facilities
during a month in equity securities, excluding executed orders with
a size of less than one round lot. For purposes of calculating
Consolidated Volume and the extent of a member's trading activity
the date of the annual reconstitution of the Russell Investments
Indexes shall be excluded from both total Consolidated Volume and
the member's trading activity.''
---------------------------------------------------------------------------
Nasdaq is making this change because it believes the new volume
requirement is more closely aligned to the amount of the credit. This
increase is also reflective of the Exchange's desire to provide
incentives to attract order flow to the Exchange in return for
significant market-improving behavior. By modestly increasing the
volume of liquidity that a member must add during the month in order to
qualify for the corresponding credit, this change will help ensure that
members are providing significant market-improving behavior in return
for credits.
Nasdaq is also proposing to add a new credit for securities that
are listed on Nasdaq, NYSE and Tape B Securities. Specifically, the
member will qualify for a rebate of $0.0029 per share executed if the
member (i) removes liquidity in all securities through one or more of
its Nasdaq Market Center MPIDs that represents more than 0.70% of
Consolidated Volume during the month, and (ii) adds liquidity in all
securities through one or more of its Nasdaq Market Center MPIDs that
represents more than 0.50% of Total Consolidated Volume during the
month. Nasdaq is therefore amending the relevant language in Rule
7018(a)(1), (a)(2) and (a)(3) to reflect this change. Nasdaq is adding
this rebate to incentivize members to both add and remove liquidity on
the Exchange in Nasdaq and NYSE-listed securities and Tape B
securities, and to provide members with another way in which they may
qualify for a rebate.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) 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.
---------------------------------------------------------------------------
\4\ 15 U.S.C. 78f(b).
\5\ 15 U.S.C. 78f(b)(4) and (5).
---------------------------------------------------------------------------
The Exchange believes that changing the requirement that members
add liquidity that represents more than 0.45% of Consolidated Volume to
require members to add liquidity that represents more than 0.60% of
Consolidated Volume during the month in order to qualify for the
$0.0029 credit is reasonable. The Exchange notes that it is not
changing the amount of the
[[Page 55129]]
credit, which has been addressed in previous filings,\6\ and believes
that the credit continues to be reasonable because it remains
unchanged. Nasdaq believes that the change to the volume threshold is
reasonable because the increased volume threshold is more closely
aligned to the corresponding credit than the current volume threshold.
This increase is also reflective of the Exchange's desire to provide
incentives to attract order flow to the Exchange in return for
significant market-improving behavior. By modestly increasing the
volume of liquidity that a member must add during the month in order to
qualify for the corresponding credit, this change will help ensure that
members are providing significant market-improving behavior in return
for credits.
---------------------------------------------------------------------------
\6\ See, e.g., Securities Exchange Act Release No. 64453 (May
10, 2011), 76 FR 28252 (May 16, 2011) (SR-NASDAQ-2011-062).
---------------------------------------------------------------------------
The Exchange believes that the increase in the volume threshold
needed to qualify for the $0.0029 credit is an equitable allocation and
is not unfairly discriminatory because the Exchange will apply the same
credit to all similarly situated members that meet its requirements.
The credit and its corresponding volume requirement will apply equally
to transactions in Nasdaq and NYSE-listed and Tape B Securities. The
Exchange believes that the new volume requirement will not
significantly impact the number of members that will likely qualify for
the corresponding credit, since the new volume threshold is a modest
increase over the current volume threshold. Participation in the
Exchange's various credit tiers is completely voluntary, and members
may always elect to either qualify for the corresponding credit by
adding sufficient liquidity to the Exchange to meet the new volume
requirement, or by electing to qualify for a different credit. Finally,
by modestly increasing the volume of liquidity that a member must add
during the month in order to qualify for the corresponding credit, this
change will help ensure that members are providing significant market-
improving behavior in return for credits.
Nasdaq believes that the new credit tier for adding and removing
liquidity is reasonable. Nasdaq notes that the amount of the credit is
either comparable or identical to other credits that it offers pursuant
to Rule 7018, and believes that the requirements are comparable to
other requirements needed to qualify for other credits.\7\ Nasdaq also
believes that the amount of the credit is closely aligned to its
corresponding requirements. With this credit and its corresponding
requirements, Nasdaq is attempting to incentivize members to both add
liquidity to, and remove liquidity from, the Exchange in meaningful
amounts, which contributes to the Exchange's overall market quality and
benefits all Exchange participants.
---------------------------------------------------------------------------
\7\ For example, Nasdaq currently pays a credit of $0.0027 per
share executed for a member (i) with shares of liquidity accessed in
all securities through one or more of its Nasdaq Market Center MPIDs
that represent more than 0.40% of Consolidated Volume during the
month, and (ii) with shares of liquidity provided in all securities
through one or more of its Nasdaq Market Center MPIDs that represent
more than 0.15% of Consolidated Volume during the month, and (iii)
provides a daily average of at least 800,000 shares of nondisplayed
liquidity through one or more of its Nasdaq Market Center MPIDs
during the month.
---------------------------------------------------------------------------
Nasdaq also believes that the new credit tier for adding and
removing liquidity is an equitable allocation and is not unfairly
discriminatory. As with the change discussed above, the Exchange will
apply the same credit and its corresponding volume requirements to all
similarly situated members that meet its requirements. The new credit
will apply equally to transactions in Nasdaq and NYSE-listed and Tape B
Securities. Participation in the Exchange's various credit tiers is
completely voluntary, and members may always elect to either qualify
for this new credit by adding sufficient liquidity to, and removing
sufficient liquidity from, the Exchange to meet the new volume
requirements, or by electing to qualify for a different credit. With
this credit and its corresponding requirements, Nasdaq is attempting to
incentivize members to both add liquidity to, and remove liquidity
from, the Exchange in meaningful amounts, which contributes to the
Exchange's overall market quality and benefits all Exchange
participants.
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 change to the volume threshold for
the $0.0029 credit does 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. The Exchange will apply the same volume thresholds to all
members for transactions in Nasdaq and NYSE-listed and Tape B
Securities. Participation in the Exchange's various credit tiers is
completely voluntary, and Nasdaq does not believe that the new volume
threshold will significantly impact the number of members that will
likely qualify for the corresponding credit. Members may always elect
to either qualify for the new volume threshold by adding sufficient
liquidity to the Exchange to meet the new volume requirement, or by
electing to qualify for a different credit. As such, the Exchange
believes that the proposed volume threshold will not negatively impact
who will qualify for the corresponding credit, but will rather have a
positive impact on overall market quality as members increase their
participation in the market to qualify for that credit. If, however,
the Exchange is incorrect and the changes proposed herein are
unattractive to members, it is likely that Nasdaq will lose market
share as a result.
Similarly, the proposed new credit tier for adding and removing
liquidity does 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. The Exchange will apply the same volume thresholds to all
members for transactions in Nasdaq and NYSE-listed and Tape B
Securities. Participation in the Exchange's various credit tiers is
completely voluntary, and members may always elect to either qualify
for the new credit by adding sufficient liquidity to, and removing
sufficient liquidity from, the Exchange to meet the new volume
requirements, or by electing to qualify for a different credit. As
such, the Exchange believes that the proposed credit will have a
positive
[[Page 55130]]
impact on overall market quality by incentivizing members to add and
remove liquidity from the Exchange in meaningful amounts. If, however,
the Exchange is incorrect and the changes proposed herein are
unattractive to members, it is likely that Nasdaq will lose market
share as a result.
Accordingly, Nasdaq 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.\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-2017-120 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-2017-120. 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. Persons submitting
comments are cautioned that we do not redact or edit personal
identifying information from comment submissions. You should submit
only information that you wish to make available publicly. All
submissions should refer to File Number SR-NASDAQ-2017-120, and should
be submitted on or before December 11, 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. 2017-25037 Filed 11-17-17; 8:45 am]
BILLING CODE 8011-01-P