Consolidated Tape Association; Order of Summary Abrogation of the Twenty-Third Charges Amendment to the Second Restatement of the CTA Plan and the Fourteenth Charges Amendment to the Restated CQ Plan, 20126-20129 [2018-09579]
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20126
Federal Register / Vol. 83, No. 88 / Monday, May 7, 2018 / Notices
The Marker Order Spread Protection
feature will provide market participants
with additional price protection from
anomalous executions. The Exchange
does not believe the proposal creates
any significant impact on competition.
The Exchange does not believe that
accounting for Non-Displayed Orders,
except for all-or-none orders, or
repricing due to trade-through and
locked and crossed market restrictions
creates an undue burden on competition
because it will serve to provide
members with additional information in
the rule text to anticipate the impact of
the Market Order Spread Protection
feature. Today, members are able to
submit orders or quotes priced between
the MPV for display at the nearest MPV.
The Exchange does not believe that
not applying the Market Order Spread
Protection during the Opening Process
and during a trading halt creates an
undue burden on competition because
these mechanisms offer more restrictive
protections than the proposed initial
setting for the Market Order Spread
Protection, which is proposed at $5.
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)(iii) of the Act 19 and
subparagraph (f)(6) of Rule 19b–4
thereunder.20
A proposed rule change filed under
Rule 19b–4(f)(6) normally does not
become operative for 30 days after the
date of its filing. However, Rule 19b–
4(f)(6)(iii) 21 permits the Commission to
designate a shorter time if such action
is consistent with the protection of
investors and the public interest. The
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19 15
U.S.C. 78s(b)(3)(A)(iii).
CFR 240.19b–4(f)(6). In addition, Rule 19b–
4(f)(6) 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 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.
21 17 CFR 240.19b–4(f)(6)(iii).
20 17
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Exchange has requested that the
Commission waive the 30-day operative
delay so that the proposed rule change
will become operative on filing. The
Exchange states that waiver of the 30day operative delay would allow the
Exchange to immediately offer a
mandatory risk protection, similar to
NOM, for all market participants
transacting in simple orders to protect
market participants from entering
Market Orders outside of a reasonable
range for execution. Based on the
foregoing, the Commission believes that
waiving the 30-day operative delay is
consistent with the protection of
investors and the public interest.
Therefore, the Commission hereby
waives the operative delay and
designates the proposed rule change
operative upon filing.22
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 necessary or appropriate in the
public interest, for the protection of
investors, or 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
change 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–
Phlx–2018–32 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–Phlx–2018–32. 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
22 For purposes only of waiving the 30-day
operative delay, the Commission also has
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
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only one method. The Commission will
post all comments on the Commission’s
internet website (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 website 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–Phlx–2018–32, and should
be submitted on or before May 29, 2018.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Eduardo A. Aleman,
Assistant Secretary.
[FR Doc. 2018–09571 Filed 5–4–18; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–83148; File No. SR–CTA/
CQ–2018–01]
Consolidated Tape Association; Order
of Summary Abrogation of the TwentyThird Charges Amendment to the
Second Restatement of the CTA Plan
and the Fourteenth Charges
Amendment to the Restated CQ Plan
May 1, 2018.
I. Introduction
Notice is hereby given that the
Securities and Exchange Commission
(‘‘Commission’’), pursuant to Section
11A of the Securities Exchange Act of
1934 (‘‘Act’’),1 and Rule 608
thereunder,2 is summarily abrogating
the Twenty-Third Charges Amendment
23 17
CFR 200.30–3(a)(12).
U.S.C. 78k–1.
2 17 CFR 242.608.
1 15
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Federal Register / Vol. 83, No. 88 / Monday, May 7, 2018 / Notices
to the Second Restatement of the
Consolidated Tape Association (‘‘CTA’’)
Plan and the Fourteenth Charges
Amendment to the Restated
Consolidated Quotation (‘‘CQ’’) Plan
(collectively, ‘‘Plans’’).3
On March 5, 2018 4 the participants of
the Plans (‘‘Participants’’) 5 filed with
the Commission a proposal to amend
the Plans (‘‘Amendment’’), pursuant to
Section 11A of the Act,6 and Rule 608
thereunder.7 The Amendment, which
was effective upon filing pursuant to
Rule 608(b)(3)(i) of Regulation NMS,8
modified the Plans’ fee schedules to
adopt changes to the Broker-Dealer
Enterprise Maximum Monthly Charge
and Per-Quote-Packet Charges.
II. Description of the Amendment
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A. Amendments to Enterprise Cap
The Amendment modified the Plans’
fee schedules to increase the BrokerDealer Enterprise Maximum Monthly
Charge (‘‘Enterprise Cap’’) from
$686,400 to $1,260,000 for Network A
and from $520,000 to $680,000 for
Network B. The Participants stated that
as a result of industry consolidation, the
Nonprofessional Subscriber base for
entities subject to the Enterprise Cap
may suddenly increase, and whereas
before two entities may have benefited
slightly from the Enterprise Cap, a
combined entity could achieve a
substantial decrease in fees by using the
Enterprise Cap. Consequently, the
Participants stated, the increase of the
Enterprise Cap was designed to
maintain the status quo and should not
3 See Securities Exchange Act Release Nos. 10787
(May 10, 1974), 39 FR 17799 (May 20, 1974)
(declaring the CTA Plan effective); 15009 (July 28,
1978), 43 FR 34851 (August 7, 1978) (temporarily
authorizing the CQ Plan); and 16518 (January 22,
1980), 45 FR 6521 (January 28, 1980) (permanently
authorizing the CQ Plan). The most recent
restatement of both Plans was in 1995. The CTA
Plan, pursuant to which markets collect and
disseminate last sale price information for nonNASDAQ listed securities, is a ‘‘transaction
reporting plan’’ under Rule 601 under the Act, 17
CFR 242.601, and a ‘‘national market system plan’’
under Rule 608 under the Act, 17 CFR 242.608. The
CQ Plan, pursuant to which markets collect and
disseminate bid/ask quotation information for listed
securities, is a national market system plan.
4 See Securities Exchange Act Release No. 823937
(March 23, 2018), 83 FR 13539 (March 29, 2018)
(‘‘Notice of Filing’’).
5 The Participants are: Cboe BYX Exchange; Inc.;
Cboe BZX Exchange, Inc.; Cboe EDGA Exchange,
Inc.; Cboe 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.
6 15 U.S.C. 78k–1.
7 17 CFR 242.608.
8 17 CFR 242.608(b)(3)(i).
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have, in conjunction with the PerQuote-Packet Charges described below,
resulted in an increase of revenue to the
Plans or fees for any particular entity.9
In addition, the Amendment modified
the Plans to remove a provision relating
to annual increases of the Enterprise
Cap after a two-thirds vote of the
Participants. In 2013,10 the Participants
amended the mechanism by which the
Enterprise Cap would increase, from an
automatic increase based on volume, to
a requirement for an affirmative vote of
the Participants. The Participants have
not used this mechanism to increase the
Enterprise Cap. The Participants believe
that any future changes to the Enterprise
Cap should be filed with the
Commission and subject to public
comment. Consequently, the
Participants proposed to delete this
provision.
B. Amendments to the Per-Quote-Packet
Charges
The Participants stated that because of
the increase in the Enterprise Cap, there
could have been broker-dealers that
used the Enterprise Cap that, without a
corresponding offset, could have faced
an increase in fees. To offset the
potential fee increase, the Amendment
modified the text of the Plans’ fee
schedules to reduce the Plans’ PerQuote-Packet Charges for broker-dealers
with 500,000 or more Nonprofessional
Subscribers from $.0075 to $.0025.
The Participants stated that by
implementing a tiered structure for PerQuote-Packet Charges, the proposal was
designed to provide an offset to those
firms most likely affected by the
Enterprise Cap increase (i.e., those with
a large Nonprofessional Subscriber
base). Additionally, the Participants
stated that the proposal would align the
tiered structures for Networks A and B
with those of Network C.
Pursuant to Rule 608(b)(3)(i) under
Regulation NMS,11 the Participants
designated the Amendment as
establishing or changing a fee or other
charge collected on their behalf in
connection with access to, or use of, the
facilities contemplated by the Plans. As
a result, the Amendment was effective
upon filing with the Commission. The
Amendment was published for
comment in the Federal Register on
March 29, 2018.12
9 The Participants noted that very few entities
take advantage of the Enterprise Cap.
10 See Securities Exchange Act Release No. 70010
(July 19, 2013), 78 FR 44984 (July 25, 2013).
11 17 CFR 242.608(b)(3)(i).
12 See Notice of Filing, supra note 4.
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III. Summary of Comments
The Commission received two
comment letters in response to the
Notice of Filing,13 and a response
thereto from the Participants.14 Healthy
Markets 15 urged the Commission to
summarily abrogate the Amendment on
grounds that it is not appropriately
justified, is discriminatory, and is
contrary to the original purpose of the
Enterprise Cap. Healthy Markets also
stated that the Enterprise Cap should be
eliminated as part of the broader process
of modernizing the CTA and CQ fee
schedules.
Specifically, Healthy Markets stated
that the Participants failed to support
their representations regarding industry
consolidation and noted that the
Amendment lacks any detailed
justification or analysis.16 In addition,
Healthy Markets stated that the
Participants’ representation that the
Amendment may be revenue neutral
does not demonstrate that the
Amendment is consistent with the Act
whose goal is to protect the public
interest by, amongst other things,
promoting competition, the reasonable
allocation of fees, and nondiscrimination.17 Healthy Markets also
argues that the Amendment is
discriminatory in that it appears to
target a very small segment of firms,
possibly a single firm.18 Lastly, Healthy
Market stated that the Enterprise Cap
should be eliminated as part of the
broader process of modernizing the CTA
and CQ fee schedules to simply allow
for the non-discriminatory, consistent
access and pricing of public market
data.19
In its comment letter, SIFMA stated
that the information provided by the
Participants in the Amendment with
respect to, among other things, cost,
revenue, and customer data, is
insufficient to permit the Commission to
determine whether the Amendment is
13 See letters from Tyler Gellasch, Executive
Director, Healthy Markets Association (‘‘Healthy
Markets’’), dated April 11, 2018 (‘‘Healthy Markets
Letter’’), and Melissa MacGregor, Managing
Director, Securities Industry and Financial Markets
Association (‘‘SIFMA’’), dated April 19, 2018
(‘‘SIFMA Letter’’), to Brent J. Fields, Secretary,
Commission.
14 See Letter from Emily Kasparov to Brent J.
Fields, Secretary, Commission, dated April 27, 2018
(‘‘Participants’ Response’’).
15 Healthy Markets also commented on other
items that are not germane to the instant filing,
such, as SR–CTA/CQ–2017–14 and broader
recommendations for NMS Plans and Securities
Information Processor Fees.
16 See Healthy Markets Letter, supra note 13 at 6.
17 See id. at 6–7.
18 See id. at 6.
19 See id. at 8.
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Federal Register / Vol. 83, No. 88 / Monday, May 7, 2018 / Notices
consistent with the Act.20 SIFMA stated
that only the Participants, and not
SIFMA or other market participants,
possess the information necessary to
evaluate the Amendment.21 SIFMA also
stated that, costs, and not revenue
neutrality as the Participants suggest, is
the relevant factor in assessing whether
the Amendment is consistent with the
Act.22
In response, the Participants stated
that the comments received are
misguided or incorrect, and require no
further response from the Participants.23
In addition, the Participants stated that
market participants have access to the
information necessary to assess the
impact of the Amendments on
revenue,24 asserting that data
subscribers can readily apply the new
fee schedule to their historical usage to
project future usage and thereby
determine whether the Participants’
representations concerning the effect on
revenue hold true.25 The Participants
also noted that only industry
associations commented on the
Amendments, and that individual
market data subscribers could have
commented on the Amendments had
the Participants’analysis been
incorrect.26
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IV. Discussion
Pursuant to Section 11A of the Act 27
and Rule 608(b)(3)(iii) of Regulation
NMS thereunder,28 at any time within
60 days of the filing of any such
amendment, the Commission may
summarily abrogate the amendment and
require that the amendment be re-filed
in accordance with paragraph (a)(1) of
Rule 608 29 and reviewed in accordance
with paragraph (b)(2) of Rule 608,30 if it
appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or the maintenance of fair and
20 See SIFMA Letter, supra note 13 at 1–3. SIFMA
also stated that absent data demonstrating a
reasonable relationship between core data revenues
and the costs of collecting and disseminating data,
it is doubtful that maintaining the status quo with
respect to market data fees is consistent with the
Act. According to SIFMA, the governance structure
for NMS plans is broken and market data fees are
not restrained by competitive forces, thus
maintaining the status quo with respect to market
data fees could impose a burden on competition.
See id. at 3.
21 See id. at 1–3.
22 See id. at 2.
23 See Participants’ Response, supra note 14
at 1–2.
24 See Participants’ Response, supra note 14 at 1.
25 See id.
26 See id.
27 15 U.S.C. 78k–1.
28 17 CFR 242.608.
29 17 CFR 242.608(a)(1).
30 17 CFR 242.608(b)(2).
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orderly markets, to remove impediments
to, and perfect the mechanisms of, a
national market system or otherwise in
furtherance of the purposes of the Act.
The Commission is concerned that the
information and justifications provided
by the Participants are not sufficient for
the Commission to determine whether
the Amendment is consistent with the
Act. Accordingly, the Commission
believes that the procedures set forth in
Rule 608(b)(2) 31 will provide a more
appropriate mechanism for determining
whether the Amendment is consistent
with the Act.
The Commission believes that the
Amendment raises questions as to
whether the changes will result in fees
that are fair and reasonable, not
unreasonably discriminatory,32 and that
will not impose an undue or
inappropriate burden on competition
under Section 11A of the Act.33
The Commission does not believe that
the Participants have provided
sufficient information regarding, or
adequate justification for, the changes
described in the Amendment. While the
Participants represent that they used
certain data to calibrate the fee changes
to achieve a revenue neutral outcome 34
none of that data is provided in the
Amendment, nor do the Participants
provide any such information in their
response.35 The Commission is also
concerned that the Participants
provided little information concerning
the basis for, the anticipated revenue
effects of, and the effects on market
participants from, the Amendment. The
Participants have not provided
sufficient information for the changes to
be closely scrutinized for fairness and
reasonableness and the Amendment
lacks support for the basis of, as well as
the application and likely effect of, the
fees to determine that the Amendment
is not unreasonably discriminatory.
In addition, the Enterprise Cap is
approximately doubled for Network A,
while it is being raised by substantially
less than half from $520,000 to $680,000
for Network B. The Participants have
provided no justification for this
difference. Similarly, the Participants
did not provide information to support
their assertion that the increase of the
Enterprise Cap is designed to maintain
the status quo and should not, in
conjunction with the Per-Quote Packet
fee changes, result in an increase of
revenue to the Plans or of fees to any
particular entity.36 The Participants
lowered the Per-Quote Packet fee for
firms with at least 500,000 nonprofessional accounts. However, the
filing does not indicate why the
Participants chose to limit the lower fee
to firms that have 500,000 nonprofessional subscribers. The
Participants state that the Amendment
does not impose any burden on
competition that is not necessary or
appropriate because the fees are revenue
neutral and maintain the status quo.
Because the Participants did not provide
the Commission with sufficient data to
support their assertion that the fee
change should not result in an increase
of revenue to the Plans or to fees for any
particular entity, the Commission is
unable to evaluate the Participants’
assertions that the Amendment does not
impose any burden on competition that
is not necessary or appropriate.
V. Conclusion
For the reasons stated above, the
Commission believes it necessary or
appropriate to summarily abrogate the
Amendment and terminate its status as
immediately effective. The Commission
believes that the procedures set forth in
Rule 608(b)(2) of Regulation NMS 37 will
provide a more appropriate mechanism
for determining whether the
Amendment is consistent with the Act.
Therefore, the Commission believes that
it is necessary or appropriate in the
public interest, for the protection of
investors, or the maintenance of fair and
orderly markets, to remove impediments
to, and perfect the mechanisms of, a
national market system or otherwise in
furtherance of the purposes of the Act,
to summarily abrogate the Amendment.
It is therefore ordered, pursuant to
Section 11A of the Act,38 and Rule 608
thereunder,39 that the Twenty-Third
Charges Amendment to the CTA Plan
and the Fourteenth Charges Amendment
to the Restated CQ Plan (SR–CTA/CQ–
2018–01) be, and hereby is, summarily
abrogated. If the Participants choose to
re-file the Amendment, they must do so
pursuant to Section 11A of the Act and
the Amendment must be re-filed in
accordance with paragraph (a)(1) of Rule
608 of Regulation NMS 40 for review in
accordance with paragraph (b)(2) of
Rule 608 of Regulation NMS.41
31 Id.
36 Id.
32 17
37 17
CFR 242.603(a)(1)–(2), 17 CFR 242.608, and
15 U.S.C. 78k–1(a)(1)(C).
33 15 U.S.C. 78k–1
34 See Notice of Filing, supra note 4 at 13541.
35 See Participants’ Response, supra note 14.
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at 13540.
CFR 242.608(b)(2).
38 15 U.S.C. 78k–1.
39 17 CFR 242.608.
40 17 CFR 242.608(a)(1).
41 17 CFR 242.608(b)(2).
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Federal Register / Vol. 83, No. 88 / Monday, May 7, 2018 / Notices
By the Commission.
Brent J. Fields,
Secretary.
pursuant to Section 11A of the Act,6 and
Rule 608 thereunder.7 The Amendment,
which was effective upon filing
pursuant to Rule 608(b)(3)(i) of
Regulation NMS,8 modified the Plan’s
fee schedule to adopt changes to the
Nonprofessional Subscriber Enterprise
Cap and Per Query Fees.
[FR Doc. 2018–09579 Filed 5–4–18; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
II. Description of the Amendment
[Release No. 34–83149; File No. S7–24–89]
Joint Industry Plan; Order of Summary
Abrogation of the Forty-Second
Amendment to the Joint SelfRegulatory Organization Plan
Governing the Collection,
Consolidation and Dissemination of
Quotation and Transaction Information
for Nasdaq-Listed Securities Traded on
Exchanges on an Unlisted Trading
Privileges Basis
May 1, 2018.
I. Introduction
Notice is hereby given that the
Securities and Exchange Commission
(‘‘Commission’’), pursuant to Section
11A of the Securities Exchange Act of
1934 (‘‘Act’’),1 and Rule 608
thereunder,2 is summarily abrogating
the Forty-Second Amendment to the
Joint Self-Regulatory Organization Plan
Governing the Collection, Consolidation
and Dissemination of Quotation and
Transaction Information for NasdaqListed Securities Traded on Exchanges
on an Unlisted Trading Privileges Basis
(‘‘Nasdaq/UTP Plan’’ or ‘‘Plan’’).3
On March 5, 2018 4 the participants of
the Plans (‘‘Participants’’) 5 filed with
the Commission a proposal to amend
the Nasdaq/UTP Plan (‘‘Amendment’’),
1 15
U.S.C. 78k–1.
CFR 242.608.
3 The Plan governs the collection, processing, and
dissemination on a consolidated basis of quotation
information and transaction reports in Eligible
Securities for each of its Participants. This
consolidated information informs investors of the
current quotation and recent trade prices of Nasdaq
securities. It enables investors to ascertain from one
data source the current prices in all the markets
trading Nasdaq securities. The Plan serves as the
required transaction reporting plan for its
Participants, which is a prerequisite for their
trading Eligible Securities. See Securities Exchange
Act Release No. 55647 (April 19, 2007), 72 FR
20891 (April 26, 2007).
4 See Securities Exchange Act Release No. 82938
(March 23, 2018), 83 FR 13542 (March 29, 2018)
(‘‘Notice of Filing’’).
5 The Participants are: Cboe BYX Exchange; Inc.;
Cboe BZX Exchange, Inc.; Cboe EDGA Exchange,
Inc.; Cboe 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.
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2 17
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A. Amendments to Enterprise Cap
The Amendment modified the Plan’s
fee schedule to increase the
Nonprofessional Subscriber Enterprise
Cap (‘‘Enterprise Cap’’) from $686,400 to
$1,260,000. The Participants stated that
as a result of industry consolidation, the
non-professional subscriber base for
entities subject to the Enterprise Cap
may suddenly increase, and whereas
before two entities may have benefited
slightly from the Enterprise Cap, a
combined entity could achieve a
substantial decrease in fees by using the
Enterprise Cap. Consequently, the
Participants stated, the increase of the
Enterprise Cap was designed to
maintain the status quo and should not
have, in conjunction with the Per-Query
Fee change described below, resulted in
an increase of revenue to the Plan or
fees for any particular entity.9
In addition, the Amendment modified
the Plan to remove a provision relating
to annual increases of the Enterprise
Cap after a two-thirds vote of the
Participants. In 2014 10 the Participants
amended the mechanism by which the
Enterprise Cap would increase, from an
automatic increase based on volume, to
a requirement for an affirmative vote of
the Participants. The Participants have
not used this mechanism to increase the
Enterprise Cap. The Participants believe
that any future changes to the Enterprise
Cap should be filed with the
Commission and subject to public
comment. Consequently, the
Participants proposed to delete this
provision.
B. Amendments to the Per-Query Fee
The Participants stated that because of
the increase in the Enterprise Cap, there
could have been broker-dealers that
used the Enterprise Cap that, without a
corresponding offset, could have faced
an increase in fees. To offset the
potential fee increase, the Amendment
modified the text of the Plan’s fee
6 15
U.S.C. 78k–1.
CFR 242.608.
8 17 CFR 242.608(b)(3)(i).
9 The Participants noted that very few entities
take advantage of the Enterprise Cap.
10 See Securities Exchange Act Release No. 73279
(October 1, 2014), 79 FR 60522 (October 7, 2014)
(describing the history of the Per-Query Fees).
7 17
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20129
schedule to reduce the Plan’s Per-Query
Fee for broker-dealers with 500,000 or
more non-professional subscribers from
$.0075 to $.0025.
The Participants stated that by
implementing a tiered structure for PerQuery Fees, the proposal was designed
to provide an offset to those firms most
likely affected by the Enterprise Cap
increase (i.e., those with a large nonprofessional subscriber base).
Additionally, the Participants stated
that the proposal would align the tiered
structures for Network C with those of
Networks A and B.
Pursuant to Rule 608(b)(3)(i) under
Regulation NMS,11 the Participants
designated the Amendment as
establishing or changing a fee or other
charge collected on their behalf in
connection with access to, or use of, the
facilities contemplated by the Plan. As
a result, the Amendment was effective
upon filing with the Commission. The
Amendment was published for
comment in the Federal Register on
March 29, 2018.12
III. Summary of Comments
The Commission received two
comment letters in response to the
Notice of Filing 13 and a response
thereto from the Participants.14 In its
comment letter, SIFMA stated that the
information provided by the
Participants in the Amendment with
respect to, among other things, cost,
revenue, and customer data, is
insufficient to permit the Commission to
determine whether the Amendment is
consistent with the Act.15 SIFMA stated
that only the Participants, and not
SIFMA or other market participants,
possess the information necessary to
11 17
CFR 242.608(b)(3)(i).
Notice of Filing, supra note 4.
13 See letters from Melissa MacGregor, Managing
Director, Securities Industry and Financial Markets
Association (‘‘SIFMA’’), dated April 19, 2018
(‘‘SIFMA Letter’’), and Tyler Gellasch, Executive
Director, Healthy Markets Association (‘‘Healthy
Markets’’), dated April 30, 2018 (‘‘Healthy Markets
Letter’’), to Brent J. Fields, Secretary, Commission.
14 See Letter from Emily Kasparov to Brent J.
Fields, Secretary, Commission, dated April 27, 2018
(‘‘Participants’ Response’’). The Participants
responded to the comments received on this
Amendment, as well as on SR–CTA/CQ–2018–01,
which amended the CTA/CQ plan in a parallel
fashion.
15 See SIFMA Letter, supra note 13 at 1–3. SIFMA
also stated that absent data demonstrating a
reasonable relationship between core data revenues
and the costs of collecting and disseminating data,
it is doubtful that maintaining the status quo with
respect to market data fees is consistent with the
Act. According to SIFMA, the governance structure
for NMS plans is broken and market data fees are
not restrained by competitive forces, thus
maintaining the status quo with respect to market
data fees could impose a burden on competition.
See id. at 3.
12 See
E:\FR\FM\07MYN1.SGM
07MYN1
Agencies
[Federal Register Volume 83, Number 88 (Monday, May 7, 2018)]
[Notices]
[Pages 20126-20129]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2018-09579]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-83148; File No. SR-CTA/CQ-2018-01]
Consolidated Tape Association; Order of Summary Abrogation of the
Twenty-Third Charges Amendment to the Second Restatement of the CTA
Plan and the Fourteenth Charges Amendment to the Restated CQ Plan
May 1, 2018.
I. Introduction
Notice is hereby given that the Securities and Exchange Commission
(``Commission''), pursuant to Section 11A of the Securities Exchange
Act of 1934 (``Act''),\1\ and Rule 608 thereunder,\2\ is summarily
abrogating the Twenty-Third Charges Amendment
[[Page 20127]]
to the Second Restatement of the Consolidated Tape Association
(``CTA'') Plan and the Fourteenth Charges Amendment to the Restated
Consolidated Quotation (``CQ'') Plan (collectively, ``Plans'').\3\
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\1\ 15 U.S.C. 78k-1.
\2\ 17 CFR 242.608.
\3\ See Securities Exchange Act Release Nos. 10787 (May 10,
1974), 39 FR 17799 (May 20, 1974) (declaring the CTA Plan
effective); 15009 (July 28, 1978), 43 FR 34851 (August 7, 1978)
(temporarily authorizing the CQ Plan); and 16518 (January 22, 1980),
45 FR 6521 (January 28, 1980) (permanently authorizing the CQ Plan).
The most recent restatement of both Plans was in 1995. The CTA Plan,
pursuant to which markets collect and disseminate last sale price
information for non-NASDAQ listed securities, is a ``transaction
reporting plan'' under Rule 601 under the Act, 17 CFR 242.601, and a
``national market system plan'' under Rule 608 under the Act, 17 CFR
242.608. The CQ Plan, pursuant to which markets collect and
disseminate bid/ask quotation information for listed securities, is
a national market system plan.
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On March 5, 2018 \4\ the participants of the Plans
(``Participants'') \5\ filed with the Commission a proposal to amend
the Plans (``Amendment''), pursuant to Section 11A of the Act,\6\ and
Rule 608 thereunder.\7\ The Amendment, which was effective upon filing
pursuant to Rule 608(b)(3)(i) of Regulation NMS,\8\ modified the Plans'
fee schedules to adopt changes to the Broker-Dealer Enterprise Maximum
Monthly Charge and Per-Quote-Packet Charges.
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\4\ See Securities Exchange Act Release No. 823937 (March 23,
2018), 83 FR 13539 (March 29, 2018) (``Notice of Filing'').
\5\ The Participants are: Cboe BYX Exchange; Inc.; Cboe BZX
Exchange, Inc.; Cboe EDGA Exchange, Inc.; Cboe 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.
\6\ 15 U.S.C. 78k-1.
\7\ 17 CFR 242.608.
\8\ 17 CFR 242.608(b)(3)(i).
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II. Description of the Amendment
A. Amendments to Enterprise Cap
The Amendment modified the Plans' fee schedules to increase the
Broker-Dealer Enterprise Maximum Monthly Charge (``Enterprise Cap'')
from $686,400 to $1,260,000 for Network A and from $520,000 to $680,000
for Network B. The Participants stated that as a result of industry
consolidation, the Nonprofessional Subscriber base for entities subject
to the Enterprise Cap may suddenly increase, and whereas before two
entities may have benefited slightly from the Enterprise Cap, a
combined entity could achieve a substantial decrease in fees by using
the Enterprise Cap. Consequently, the Participants stated, the increase
of the Enterprise Cap was designed to maintain the status quo and
should not have, in conjunction with the Per-Quote-Packet Charges
described below, resulted in an increase of revenue to the Plans or
fees for any particular entity.\9\
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\9\ The Participants noted that very few entities take advantage
of the Enterprise Cap.
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In addition, the Amendment modified the Plans to remove a provision
relating to annual increases of the Enterprise Cap after a two-thirds
vote of the Participants. In 2013,\10\ the Participants amended the
mechanism by which the Enterprise Cap would increase, from an automatic
increase based on volume, to a requirement for an affirmative vote of
the Participants. The Participants have not used this mechanism to
increase the Enterprise Cap. The Participants believe that any future
changes to the Enterprise Cap should be filed with the Commission and
subject to public comment. Consequently, the Participants proposed to
delete this provision.
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\10\ See Securities Exchange Act Release No. 70010 (July 19,
2013), 78 FR 44984 (July 25, 2013).
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B. Amendments to the Per-Quote-Packet Charges
The Participants stated that because of the increase in the
Enterprise Cap, there could have been broker-dealers that used the
Enterprise Cap that, without a corresponding offset, could have faced
an increase in fees. To offset the potential fee increase, the
Amendment modified the text of the Plans' fee schedules to reduce the
Plans' Per-Quote-Packet Charges for broker-dealers with 500,000 or more
Nonprofessional Subscribers from $.0075 to $.0025.
The Participants stated that by implementing a tiered structure for
Per-Quote-Packet Charges, the proposal was designed to provide an
offset to those firms most likely affected by the Enterprise Cap
increase (i.e., those with a large Nonprofessional Subscriber base).
Additionally, the Participants stated that the proposal would align the
tiered structures for Networks A and B with those of Network C.
Pursuant to Rule 608(b)(3)(i) under Regulation NMS,\11\ the
Participants designated the Amendment as establishing or changing a fee
or other charge collected on their behalf in connection with access to,
or use of, the facilities contemplated by the Plans. As a result, the
Amendment was effective upon filing with the Commission. The Amendment
was published for comment in the Federal Register on March 29,
2018.\12\
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\11\ 17 CFR 242.608(b)(3)(i).
\12\ See Notice of Filing, supra note 4.
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III. Summary of Comments
The Commission received two comment letters in response to the
Notice of Filing,\13\ and a response thereto from the Participants.\14\
Healthy Markets \15\ urged the Commission to summarily abrogate the
Amendment on grounds that it is not appropriately justified, is
discriminatory, and is contrary to the original purpose of the
Enterprise Cap. Healthy Markets also stated that the Enterprise Cap
should be eliminated as part of the broader process of modernizing the
CTA and CQ fee schedules.
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\13\ See letters from Tyler Gellasch, Executive Director,
Healthy Markets Association (``Healthy Markets''), dated April 11,
2018 (``Healthy Markets Letter''), and Melissa MacGregor, Managing
Director, Securities Industry and Financial Markets Association
(``SIFMA''), dated April 19, 2018 (``SIFMA Letter''), to Brent J.
Fields, Secretary, Commission.
\14\ See Letter from Emily Kasparov to Brent J. Fields,
Secretary, Commission, dated April 27, 2018 (``Participants'
Response'').
\15\ Healthy Markets also commented on other items that are not
germane to the instant filing, such, as SR-CTA/CQ-2017-14 and
broader recommendations for NMS Plans and Securities Information
Processor Fees.
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Specifically, Healthy Markets stated that the Participants failed
to support their representations regarding industry consolidation and
noted that the Amendment lacks any detailed justification or
analysis.\16\ In addition, Healthy Markets stated that the
Participants' representation that the Amendment may be revenue neutral
does not demonstrate that the Amendment is consistent with the Act
whose goal is to protect the public interest by, amongst other things,
promoting competition, the reasonable allocation of fees, and non-
discrimination.\17\ Healthy Markets also argues that the Amendment is
discriminatory in that it appears to target a very small segment of
firms, possibly a single firm.\18\ Lastly, Healthy Market stated that
the Enterprise Cap should be eliminated as part of the broader process
of modernizing the CTA and CQ fee schedules to simply allow for the
non-discriminatory, consistent access and pricing of public market
data.\19\
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\16\ See Healthy Markets Letter, supra note 13 at 6.
\17\ See id. at 6-7.
\18\ See id. at 6.
\19\ See id. at 8.
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In its comment letter, SIFMA stated that the information provided
by the Participants in the Amendment with respect to, among other
things, cost, revenue, and customer data, is insufficient to permit the
Commission to determine whether the Amendment is
[[Page 20128]]
consistent with the Act.\20\ SIFMA stated that only the Participants,
and not SIFMA or other market participants, possess the information
necessary to evaluate the Amendment.\21\ SIFMA also stated that, costs,
and not revenue neutrality as the Participants suggest, is the relevant
factor in assessing whether the Amendment is consistent with the
Act.\22\
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\20\ See SIFMA Letter, supra note 13 at 1-3. SIFMA also stated
that absent data demonstrating a reasonable relationship between
core data revenues and the costs of collecting and disseminating
data, it is doubtful that maintaining the status quo with respect to
market data fees is consistent with the Act. According to SIFMA, the
governance structure for NMS plans is broken and market data fees
are not restrained by competitive forces, thus maintaining the
status quo with respect to market data fees could impose a burden on
competition. See id. at 3.
\21\ See id. at 1-3.
\22\ See id. at 2.
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In response, the Participants stated that the comments received are
misguided or incorrect, and require no further response from the
Participants.\23\ In addition, the Participants stated that market
participants have access to the information necessary to assess the
impact of the Amendments on revenue,\24\ asserting that data
subscribers can readily apply the new fee schedule to their historical
usage to project future usage and thereby determine whether the
Participants' representations concerning the effect on revenue hold
true.\25\ The Participants also noted that only industry associations
commented on the Amendments, and that individual market data
subscribers could have commented on the Amendments had the
Participants'analysis been incorrect.\26\
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\23\ See Participants' Response, supra note 14 at 1-2.
\24\ See Participants' Response, supra note 14 at 1.
\25\ See id.
\26\ See id.
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IV. Discussion
Pursuant to Section 11A of the Act \27\ and Rule 608(b)(3)(iii) of
Regulation NMS thereunder,\28\ at any time within 60 days of the filing
of any such amendment, the Commission may summarily abrogate the
amendment and require that the amendment be re-filed in accordance with
paragraph (a)(1) of Rule 608 \29\ and reviewed in accordance with
paragraph (b)(2) of Rule 608,\30\ if it appears to the Commission that
such action is necessary or appropriate in the public interest, for the
protection of investors, or the maintenance of fair and orderly
markets, to remove impediments to, and perfect the mechanisms of, a
national market system or otherwise in furtherance of the purposes of
the Act. The Commission is concerned that the information and
justifications provided by the Participants are not sufficient for the
Commission to determine whether the Amendment is consistent with the
Act. Accordingly, the Commission believes that the procedures set forth
in Rule 608(b)(2) \31\ will provide a more appropriate mechanism for
determining whether the Amendment is consistent with the Act.
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\27\ 15 U.S.C. 78k-1.
\28\ 17 CFR 242.608.
\29\ 17 CFR 242.608(a)(1).
\30\ 17 CFR 242.608(b)(2).
\31\ Id.
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The Commission believes that the Amendment raises questions as to
whether the changes will result in fees that are fair and reasonable,
not unreasonably discriminatory,\32\ and that will not impose an undue
or inappropriate burden on competition under Section 11A of the
Act.\33\
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\32\ 17 CFR 242.603(a)(1)-(2), 17 CFR 242.608, and 15 U.S.C.
78k-1(a)(1)(C).
\33\ 15 U.S.C. 78k-1
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The Commission does not believe that the Participants have provided
sufficient information regarding, or adequate justification for, the
changes described in the Amendment. While the Participants represent
that they used certain data to calibrate the fee changes to achieve a
revenue neutral outcome \34\ none of that data is provided in the
Amendment, nor do the Participants provide any such information in
their response.\35\ The Commission is also concerned that the
Participants provided little information concerning the basis for, the
anticipated revenue effects of, and the effects on market participants
from, the Amendment. The Participants have not provided sufficient
information for the changes to be closely scrutinized for fairness and
reasonableness and the Amendment lacks support for the basis of, as
well as the application and likely effect of, the fees to determine
that the Amendment is not unreasonably discriminatory.
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\34\ See Notice of Filing, supra note 4 at 13541.
\35\ See Participants' Response, supra note 14.
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In addition, the Enterprise Cap is approximately doubled for
Network A, while it is being raised by substantially less than half
from $520,000 to $680,000 for Network B. The Participants have provided
no justification for this difference. Similarly, the Participants did
not provide information to support their assertion that the increase of
the Enterprise Cap is designed to maintain the status quo and should
not, in conjunction with the Per-Quote Packet fee changes, result in an
increase of revenue to the Plans or of fees to any particular
entity.\36\ The Participants lowered the Per-Quote Packet fee for firms
with at least 500,000 non-professional accounts. However, the filing
does not indicate why the Participants chose to limit the lower fee to
firms that have 500,000 non-professional subscribers. The Participants
state that the Amendment does not impose any burden on competition that
is not necessary or appropriate because the fees are revenue neutral
and maintain the status quo. Because the Participants did not provide
the Commission with sufficient data to support their assertion that the
fee change should not result in an increase of revenue to the Plans or
to fees for any particular entity, the Commission is unable to evaluate
the Participants' assertions that the Amendment does not impose any
burden on competition that is not necessary or appropriate.
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\36\ Id. at 13540.
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V. Conclusion
For the reasons stated above, the Commission believes it necessary
or appropriate to summarily abrogate the Amendment and terminate its
status as immediately effective. The Commission believes that the
procedures set forth in Rule 608(b)(2) of Regulation NMS \37\ will
provide a more appropriate mechanism for determining whether the
Amendment is consistent with the Act. Therefore, the Commission
believes that it is necessary or appropriate in the public interest,
for the protection of investors, or the maintenance of fair and orderly
markets, to remove impediments to, and perfect the mechanisms of, a
national market system or otherwise in furtherance of the purposes of
the Act, to summarily abrogate the Amendment.
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\37\ 17 CFR 242.608(b)(2).
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It is therefore ordered, pursuant to Section 11A of the Act,\38\
and Rule 608 thereunder,\39\ that the Twenty-Third Charges Amendment to
the CTA Plan and the Fourteenth Charges Amendment to the Restated CQ
Plan (SR-CTA/CQ-2018-01) be, and hereby is, summarily abrogated. If the
Participants choose to re-file the Amendment, they must do so pursuant
to Section 11A of the Act and the Amendment must be re-filed in
accordance with paragraph (a)(1) of Rule 608 of Regulation NMS \40\ for
review in accordance with paragraph (b)(2) of Rule 608 of Regulation
NMS.\41\
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\38\ 15 U.S.C. 78k-1.
\39\ 17 CFR 242.608.
\40\ 17 CFR 242.608(a)(1).
\41\ 17 CFR 242.608(b)(2).
[[Page 20129]]
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By the Commission.
Brent J. Fields,
Secretary.
[FR Doc. 2018-09579 Filed 5-4-18; 8:45 am]
BILLING CODE 8011-01-P