Self-Regulatory Organizations; The Nasdaq Stock Market LLC; Notice of Filing and Immediate Effectiveness of Proposed Rule Change To Amend Rule 4702, 56315-56317 [2017-25693]
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Federal Register / Vol. 82, No. 227 / Tuesday, November 28, 2017 / Notices
compliance with the applicable listing
requirements, the Exchange will
commence delisting procedures under
NYSE Arca Rule 5.5–E(m).
This approval order is based on all of
the Exchange’s representations and
description of the Funds, including
those set forth above and in
Amendments No. 1 and 2. The
Commission notes that the Shares must
comply with the requirements of NYS
Arca Rule 8.200–E, Commentary .02
thereto to be listed and traded in the
Exchange on an initial and continuing
basis.
For the foregoing reasons, the
Commission finds that the proposed
rule change, as modified by
Amendments No.1 and 2, is consistent
with Section 6(b)(5) of the Act 38 and the
rules and regulations thereunder
applicable to a national securities
exchange.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,39 that the
proposed rule change (SR–NYSEArca–
2017–88), as modified by Amendments
No. 1 and 2, be, and it hereby is,
approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.40
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–25606 Filed 11–27–17; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–82152; File No. SR–
NASDAQ–2017–122]
Self-Regulatory Organizations; The
Nasdaq Stock Market LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend Rule
4702
November 22, 2017.
ethrower on DSK3G9T082PROD with NOTICES
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
the exchange will ‘‘surveil’’ for compliance with the
continued listing requirements. See, e.g., Securities
Exchange Act Release No. 77499 (April 1, 2016), 81
FR 20428 (April 7, 2016), available at: https://
www.sec.gov/rules/sro/bats/2016/34-77499.pdf. In
the context of this representation, it is the
Commission’s view that ‘‘monitor’’ and ‘‘surveil’’
both mean ongoing oversight of each Fund’s
compliance with the continued listing
requirements. Therefore, the Commission does not
view ‘‘monitor’’ as a more or less stringent
obligation than ‘‘surveil’’ with respect to the
continued listing requirements.
38 15 U.S.C. 78f(b)(5).
39 15 U.S.C. 78s(b)(2).
40 17 CFR 200.30–3(a)(12).
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(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on November
9, 2017, The Nasdaq Stock Market LLC
(‘‘Nasdaq’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
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
Rule 4702(b)(5) to provide that
Midpoint Peg Post-Only Orders may not
participate in the Nasdaq Closing Cross,
and to make other technical changes
with respect to Order Types flagged for
the Nasdaq Closing Cross pursuant to
Rule 4702(b)(12).
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 Rule 4702(b)(5) to
provide that Midpoint Peg Post-Only
Orders (‘‘MPPOs’’) may not participate
in the Nasdaq Closing Cross, and to
make other technical changes with
respect to Order Types flagged for the
Nasdaq Closing Cross pursuant to Rule
4702(b)(12).
An ‘‘MPPO’’ is defined in Rule
4702(b)(5) as an Order Type with a NonDisplay Order Attribute that is priced at
the midpoint between the national best
1 15
2 17
PO 00000
U.S.C. 78s(b)(1).
CFR 240.19b–4.
Frm 00108
Fmt 4703
Sfmt 4703
56315
bid and offer, and that will execute
upon entry only in circumstances where
economically beneficial to the party
entering the Order. Today, MPPOs are
available during Market Hours only, and
MPPOs remaining on the Nasdaq Book
at 4:00 p.m. ET are cancelled by the
System. Due to how the Exchange
currently processes these cancel
messages, however, Rule 4702(b)(5)(C)
also provides that an MPPO may
participate in the Nasdaq Closing Cross
if the Nasdaq Closing Cross occurs prior
to the cancellation message being fully
processed. The Exchange believes that it
would be beneficial to members and
investors to completely prevent MPPOs
from executing in the Nasdaq Closing
Cross rather than having their
participation determined by whether the
cancel message is processed prior to the
Nasdaq Closing Cross. The Exchange
therefore proposes to eliminate language
indicating that MPPOs may participate
in the Nasdaq Closing Cross if the
Nasdaq Closing Cross for the security
occurs prior to the cancellation message
being fully processed, and instead
provide that MPPOs may not participate
in the Nasdaq Closing Cross. In
connection with this change, the
Exchange also proposes to remove
language indicating that the trading
system ‘‘attempts to’’ cancel MPPOs
prior to the commencement of the
Nasdaq Closing Cross as the ‘‘attempts
to’’ language is no longer necessary with
the elimination of the race condition
described above. With this change
members will have more certainty with
respect to MPPO handling for the
Nasdaq Closing Cross since no MPPOs
will be allowed to participate, which is
consistent with how the Exchange
believes members want these order
treated. In addition, since the Exchange
is explicitly addressing MPPO
availability for the Nasdaq Closing Cross
in this rule, the Exchange also proposes
to add language indicating that MPPOs
may not participate in the Nasdaq
Opening Cross. MPPOs are excluded
from the Nasdaq Opening Cross today as
they can only be entered during Market
Hours and are cancelled at the end of
the trading day. Furthermore, Rule
4703(l) provides that Order Types
except Supplemental Orders participate
in the Nasdaq Opening Cross and/or the
Nasdaq Closing Cross if the Order has a
Time-in-Force that would cause the
Order to be in effect at the time of the
Nasdaq Opening Cross and/or Nasdaq
Closing Cross. Since MPPOs will not be
permitted to participate in the Nasdaq
Opening Cross or Nasdaq Closing Cross
under any circumstances, the Exchange
proposes to amend Rule 4703(l) to state
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Federal Register / Vol. 82, No. 227 / Tuesday, November 28, 2017 / Notices
that MPPOs do not participate in these
crosses.
Furthermore, Rule 4702(b)(12)
contains language explaining which
Order Types are not available to be
flagged for the Nasdaq Closing Cross,
including orders entered with a time-inforce of IOC, or orders entered with a
time-in-force that continues after the
time of the Nasdaq Closing Cross, i.e.,
Closing Cross/Extended Hours Orders.
MPPOs cannot be flagged for the Nasdaq
Closing Cross today as closing cross
participation is not permitted for this
Order Type, with the one exception
being remedied above. The same is also
true of Supplemental Orders. A
‘‘Supplemental Order’’ is an Order Type
with a Non-Display Order Attribute that
is held on the Nasdaq Book in order to
provide liquidity at the NBBO through
a special execution process described in
Rule 4757(a)(1)(D). Pursuant to Rule
4702(b)(6)(B), Supplemental Orders are
not permitted to participate in the
Nasdaq Closing Cross. In connection
with the other changes described above,
the Exchange therefore proposes to
amend Rule 4702(b)(12) to state that
MPPOs and Supplemental Orders may
not be flagged to solely participate in
the Nasdaq Closing Cross. Rule
4702(b)(12) already contains language
indicating that these order types are not
permitted to be entered as Closing
Cross/Extended Hours Orders. The
Exchange believes that adding this
additional detail to the rule will make
the operation of the Exchange more
transparent to members and other
market participants.
ethrower on DSK3G9T082PROD with NOTICES
Implementation
The Exchange proposes to introduce
the MPPO changes described in this
proposed rule change in Q4 2017 or Q1
2018. The Exchange will announce the
implementation date of this
functionality in an Equity Trader Alert
issued to members prior to the launch
date.
2. Statutory Basis
The Exchange believes that its
proposal is consistent with Section 6(b)
of the Act,3 in general, and furthers the
objectives of Section 6(b)(5) of the Act,4
in particular, in that it is designed to
promote just and equitable principles of
trade, to remove impediments to and
perfect the mechanism of a free and
open market and a national market
system, and, in general to protect
investors and the public interest. As
indicated in the Exchange’s current
rules, MPPOs are designed for Market
3 15
4 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
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Hours trading and are therefore
cancelled at 4:00 p.m. ET each day
when the Exchange begins processing
the Nasdaq Closing Cross pursuant to
Rule 4754. Nevertheless, MPPOs may
trade in the Nasdaq Closing Cross in the
race condition described above where
the cancellation of the MPPO is not
processed by the trading system prior to
the Nasdaq Closing Cross. The Exchange
believes that it is consistent with the
protection of investors and the public
interest to eliminate this race condition
and ensure that no MPPOs participate in
the Nasdaq Closing Cross. This change
will perfect the mechanism of a free and
open market by eliminating the
possibility that MPPOs can
inadvertently make it into the Nasdaq
Closing Cross due to the sequence of
messages received by the trading
system. The Exchange believes that
members prefer not to have their MPPOs
executed in the Nasdaq Closing Cross,
and therefore cancels these orders
immediately prior to the closing auction
today. The proposed changes would
further enhance MPPO handling by
ensuring that no MPPOs are permitted
to trade in the Nasdaq Closing Cross.
Furthermore, the proposed rule change
would increase transparency
surrounding the operation of the
Exchange, and, in particular, the
availability of MPPOs and
Supplemental orders to be flagged for
the Nasdaq Closing Cross. The Exchange
believes that the proposed changes will
benefit members and other market
participants by specifying with
additional clarity that these Order Types
cannot be flagged for participation in
the Nasdaq Closing Cross, as closing
cross participation is not available for
either MPPOs or Supplemental Orders.
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. Currently,
MPPOs can participate in the Nasdaq
Closing Cross if the cancel message is
not fully processed prior to the closing
auction. The Exchange is now
enhancing MPPO handling to prevent
all MPPOs from participating in the
Nasdaq Closing Cross. The Exchange
does not believe this change will have
any significant impact on competition
as no members will have their MPPOs
participate in the Nasdaq Closing Cross,
which is how the Exchange believes
members want these orders treated.
Furthermore, the other proposed change
with respect to handling of MPPOs and
Supplemental Orders that are flagged for
PO 00000
Frm 00109
Fmt 4703
Sfmt 4703
the Nasdaq Closing Cross is a nonsubstantive clarifying change and will
therefore have no impact on
competition.
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
Because the foregoing proposed rule
change does not: (i) Significantly affect
the protection of investors or the public
interest; (ii) impose any significant
burden on competition; and (iii) become
operative for 30 days from the date on
which it was filed, or such shorter time
as the Commission may designate, it has
become effective pursuant to Section
19(b)(3)(A) of the Act 5 and Rule 19b–
4(f)(6) thereunder.6
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–2017–122 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
5 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6)(iii) requires a self-regulatory organization to
give the Commission written notice of its intent to
file the proposed rule change, along with a brief
description and the text of the proposed rule
change, at least five business days prior to the date
of filing of the proposed rule change, or such
shorter time as designated by the Commission. The
Exchange has satisfied this requirement.
6 17
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Federal Register / Vol. 82, No. 227 / Tuesday, November 28, 2017 / Notices
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
SECURITIES AND EXCHANGE
COMMISSION
All submissions should refer to File
Number SR–NASDAQ–2017–122. 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–2017–122 and
should be submitted on or before
December 19, 2017.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.7
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017–25693 Filed 11–27–17; 8:45 am]
ethrower on DSK3G9T082PROD with NOTICES
BILLING CODE 8011–01–P
[Release No. 34–82150; File No. SR–NYSE–
2017–61]
Self-Regulatory Organizations; New
York Stock Exchange LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend Rule
497(c) Regarding the Requirements for
the Listing of Securities That Are
Issued by the Exchange or Any of Its
Affiliates
November 22, 2017.
Pursuant to Section 19(b)(1) 1 of the
Securities Exchange Act of 1934 (the
‘‘Act’’) 2 and Rule 19b–4 thereunder,3
notice is hereby given that on November
17, 2017, New York Stock Exchange
LLC (‘‘NYSE’’ or the ‘‘Exchange’’) filed
with the Securities and Exchange
Commission (the ‘‘Commission’’) the
proposed rule change as described in
Items I, II, and III below, which Items
have been prepared by the selfregulatory organization. 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
Rule 497(c) regarding the requirements
for the listing of securities that are
issued by the Exchange or any of its
affiliates. The proposed rule change is
available on the Exchange’s Web site at
www.nyse.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
self-regulatory organization 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 those 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 parts of such
statements.
1 15
U.S.C. 78s(b)(1).
U.S.C. 78a.
3 17 CFR 240.19b–4.
2 15
7 17
CFR 200.30–3(a)(12).
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56317
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
Rule 497(c) (Additional Requirements
for Listed Securities Issued by
Intercontinental Exchange, Inc. or its
Affiliates) regarding the requirements
for the listing of securities that are
issued by the Exchange or any of its
affiliates.
Rule 497(c) sets forth certain
monitoring requirements that must be
met throughout the continued listing
and trading of securities issued by the
Exchange’s ultimate parent,
Intercontinental Exchange, Inc. (‘‘ICE’’),
or its affiliates. More specifically, Rule
497(c)(1) and (2) provide that,
throughout the continued listing and
trading of an Affiliate Security 4 on the
Exchange:
• The Exchange will prepare a
quarterly report on the Affiliate Security
(‘‘Quarterly Report’’) for the Exchange’s
Regulatory Oversight Committee
(‘‘ROC’’), and a copy of the Quarterly
Report will be forwarded promptly to
the Securities and Exchange
Commission (‘‘Commission’’); and
• once a year, an independent
accounting firm shall review the listing
standards for the Affiliate Security to
insure that the issuer is in compliance
with the listing requirements (‘‘Annual
Report’’), and a copy of the Annual
Report shall be forwarded promptly to
the ROC and the Commission.
The Exchange proposes to amend
Rule 497(c) to remove the requirement
that copies of the Quarterly and Annual
Reports be forwarded to the
Commission, by deleting the final
sentence of Rule 497(c)(1) and the text
‘‘and the Commission’’ from the end of
Rule 497(c)(2). In addition, because the
proposed deletions would remove the
definition of ‘‘Commission’’ currently in
Rule 497(c)(1), the Exchange proposes to
add the definition to Rule 497(c)(3).
No other changes would be made to
Rule 497(c), which would continue to
require that the Quarterly Report be
4 Pursuant to Rule 497(a), ‘‘Affiliate Security’’
means any security issued by an ICE Affiliate or any
Exchange-listed option on any such security, with
the exception of Investment Company Units as
defined in Para. 703.16 of the Listed Company
Manual, and ‘‘ICE Affiliate’’ means ICE and any
entity that directly or indirectly, through one or
more intermediaries, controls, is controlled by, or
is under common control with ICE, where ‘‘control’’
means that one entity possesses, directly or
indirectly, voting control of the other entity either
through ownership of capital stock or other equity
securities or through majority representation on the
board of directors or other management body of
such entity.
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Agencies
[Federal Register Volume 82, Number 227 (Tuesday, November 28, 2017)]
[Notices]
[Pages 56315-56317]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2017-25693]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-82152; File No. SR-NASDAQ-2017-122]
Self-Regulatory Organizations; The Nasdaq Stock Market LLC;
Notice of Filing and Immediate Effectiveness of Proposed Rule Change To
Amend Rule 4702
November 22, 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 9, 2017, The Nasdaq Stock Market LLC (``Nasdaq'' or
``Exchange'') filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II 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 Rule 4702(b)(5) to provide that
Midpoint Peg Post-Only Orders may not participate in the Nasdaq Closing
Cross, and to make other technical changes with respect to Order Types
flagged for the Nasdaq Closing Cross pursuant to Rule 4702(b)(12).
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 Rule 4702(b)(5)
to provide that Midpoint Peg Post-Only Orders (``MPPOs'') may not
participate in the Nasdaq Closing Cross, and to make other technical
changes with respect to Order Types flagged for the Nasdaq Closing
Cross pursuant to Rule 4702(b)(12).
An ``MPPO'' is defined in Rule 4702(b)(5) as an Order Type with a
Non-Display Order Attribute that is priced at the midpoint between the
national best bid and offer, and that will execute upon entry only in
circumstances where economically beneficial to the party entering the
Order. Today, MPPOs are available during Market Hours only, and MPPOs
remaining on the Nasdaq Book at 4:00 p.m. ET are cancelled by the
System. Due to how the Exchange currently processes these cancel
messages, however, Rule 4702(b)(5)(C) also provides that an MPPO may
participate in the Nasdaq Closing Cross if the Nasdaq Closing Cross
occurs prior to the cancellation message being fully processed. The
Exchange believes that it would be beneficial to members and investors
to completely prevent MPPOs from executing in the Nasdaq Closing Cross
rather than having their participation determined by whether the cancel
message is processed prior to the Nasdaq Closing Cross. The Exchange
therefore proposes to eliminate language indicating that MPPOs may
participate in the Nasdaq Closing Cross if the Nasdaq Closing Cross for
the security occurs prior to the cancellation message being fully
processed, and instead provide that MPPOs may not participate in the
Nasdaq Closing Cross. In connection with this change, the Exchange also
proposes to remove language indicating that the trading system
``attempts to'' cancel MPPOs prior to the commencement of the Nasdaq
Closing Cross as the ``attempts to'' language is no longer necessary
with the elimination of the race condition described above. With this
change members will have more certainty with respect to MPPO handling
for the Nasdaq Closing Cross since no MPPOs will be allowed to
participate, which is consistent with how the Exchange believes members
want these order treated. In addition, since the Exchange is explicitly
addressing MPPO availability for the Nasdaq Closing Cross in this rule,
the Exchange also proposes to add language indicating that MPPOs may
not participate in the Nasdaq Opening Cross. MPPOs are excluded from
the Nasdaq Opening Cross today as they can only be entered during
Market Hours and are cancelled at the end of the trading day.
Furthermore, Rule 4703(l) provides that Order Types except Supplemental
Orders participate in the Nasdaq Opening Cross and/or the Nasdaq
Closing Cross if the Order has a Time-in-Force that would cause the
Order to be in effect at the time of the Nasdaq Opening Cross and/or
Nasdaq Closing Cross. Since MPPOs will not be permitted to participate
in the Nasdaq Opening Cross or Nasdaq Closing Cross under any
circumstances, the Exchange proposes to amend Rule 4703(l) to state
[[Page 56316]]
that MPPOs do not participate in these crosses.
Furthermore, Rule 4702(b)(12) contains language explaining which
Order Types are not available to be flagged for the Nasdaq Closing
Cross, including orders entered with a time-in-force of IOC, or orders
entered with a time-in-force that continues after the time of the
Nasdaq Closing Cross, i.e., Closing Cross/Extended Hours Orders. MPPOs
cannot be flagged for the Nasdaq Closing Cross today as closing cross
participation is not permitted for this Order Type, with the one
exception being remedied above. The same is also true of Supplemental
Orders. A ``Supplemental Order'' is an Order Type with a Non-Display
Order Attribute that is held on the Nasdaq Book in order to provide
liquidity at the NBBO through a special execution process described in
Rule 4757(a)(1)(D). Pursuant to Rule 4702(b)(6)(B), Supplemental Orders
are not permitted to participate in the Nasdaq Closing Cross. In
connection with the other changes described above, the Exchange
therefore proposes to amend Rule 4702(b)(12) to state that MPPOs and
Supplemental Orders may not be flagged to solely participate in the
Nasdaq Closing Cross. Rule 4702(b)(12) already contains language
indicating that these order types are not permitted to be entered as
Closing Cross/Extended Hours Orders. The Exchange believes that adding
this additional detail to the rule will make the operation of the
Exchange more transparent to members and other market participants.
Implementation
The Exchange proposes to introduce the MPPO changes described in
this proposed rule change in Q4 2017 or Q1 2018. The Exchange will
announce the implementation date of this functionality in an Equity
Trader Alert issued to members prior to the launch date.
2. Statutory Basis
The Exchange believes that its proposal is consistent with Section
6(b) of the Act,\3\ in general, and furthers the objectives of Section
6(b)(5) of the Act,\4\ in particular, in that it is designed to promote
just and equitable principles of trade, to remove impediments to and
perfect the mechanism of a free and open market and a national market
system, and, in general to protect investors and the public interest.
As indicated in the Exchange's current rules, MPPOs are designed for
Market Hours trading and are therefore cancelled at 4:00 p.m. ET each
day when the Exchange begins processing the Nasdaq Closing Cross
pursuant to Rule 4754. Nevertheless, MPPOs may trade in the Nasdaq
Closing Cross in the race condition described above where the
cancellation of the MPPO is not processed by the trading system prior
to the Nasdaq Closing Cross. The Exchange believes that it is
consistent with the protection of investors and the public interest to
eliminate this race condition and ensure that no MPPOs participate in
the Nasdaq Closing Cross. This change will perfect the mechanism of a
free and open market by eliminating the possibility that MPPOs can
inadvertently make it into the Nasdaq Closing Cross due to the sequence
of messages received by the trading system. The Exchange believes that
members prefer not to have their MPPOs executed in the Nasdaq Closing
Cross, and therefore cancels these orders immediately prior to the
closing auction today. The proposed changes would further enhance MPPO
handling by ensuring that no MPPOs are permitted to trade in the Nasdaq
Closing Cross. Furthermore, the proposed rule change would increase
transparency surrounding the operation of the Exchange, and, in
particular, the availability of MPPOs and Supplemental orders to be
flagged for the Nasdaq Closing Cross. The Exchange believes that the
proposed changes will benefit members and other market participants by
specifying with additional clarity that these Order Types cannot be
flagged for participation in the Nasdaq Closing Cross, as closing cross
participation is not available for either MPPOs or Supplemental Orders.
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\3\ 15 U.S.C. 78f(b).
\4\ 15 U.S.C. 78f(b)(5).
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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. Currently, MPPOs can
participate in the Nasdaq Closing Cross if the cancel message is not
fully processed prior to the closing auction. The Exchange is now
enhancing MPPO handling to prevent all MPPOs from participating in the
Nasdaq Closing Cross. The Exchange does not believe this change will
have any significant impact on competition as no members will have
their MPPOs participate in the Nasdaq Closing Cross, which is how the
Exchange believes members want these orders treated. Furthermore, the
other proposed change with respect to handling of MPPOs and
Supplemental Orders that are flagged for the Nasdaq Closing Cross is a
non-substantive clarifying change and will therefore have no impact on
competition.
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
Because the foregoing proposed rule change does not: (i)
Significantly affect the protection of investors or the public
interest; (ii) impose any significant burden on competition; and (iii)
become operative for 30 days from the date on which it was filed, or
such shorter time as the Commission may designate, it has become
effective pursuant to Section 19(b)(3)(A) of the Act \5\ and Rule 19b-
4(f)(6) thereunder.\6\
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\5\ 15 U.S.C. 78s(b)(3)(A).
\6\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii)
requires a self-regulatory organization to give the Commission
written notice of its intent to file the proposed rule change, along
with a brief description and the text of the proposed rule change,
at least five business days prior to the date of filing of the
proposed rule change, or such shorter time as designated by the
Commission. The Exchange has satisfied this requirement.
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At any time within 60 days of the filing of the proposed rule
change, the Commission summarily may temporarily suspend such rule
change if it appears to the Commission that such action is: (i)
Necessary or appropriate in the public interest; (ii) for the
protection of investors; or (iii) otherwise in furtherance of the
purposes of the Act. If the Commission takes such action, the
Commission shall institute proceedings to determine whether the
proposed rule should be approved or disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-NASDAQ-2017-122 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange
[[Page 56317]]
Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-NASDAQ-2017-122. 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-2017-122 and should
be submitted on or before December 19, 2017.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\7\
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\7\ 17 CFR 200.30-3(a)(12).
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Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2017-25693 Filed 11-27-17; 8:45 am]
BILLING CODE 8011-01-P