Self-Regulatory Organizations; Pacific Exchange, Inc.; Notice of Filing and Order Granting Accelerated Approval of Proposed Rule Change and Amendment No. 1 Thereto To Trade Shares of Certain Vanguard International Equity Index Funds Pursuant to Unlisted Trading Privileges, 48222-48224 [E5-4420]
Download as PDF
48222
Federal Register / Vol. 70, No. 157 / Tuesday, August 16, 2005 / Notices
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.29
Margaret H. McFarland,
Deputy Secretary.
[FR Doc. E5–4412 Filed 8–15–05; 8:45 am]
The text of the proposed rule change
is available from the Exchange’s Web
site (https://www.pacificex.com), at the
principal office of the Exchange, and at
the Commission’s Public Reference
Room.
BILLING CODE 8010–01–P
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 III below. The
Exchange has prepared summaries, set
forth in Sections A, B, and C below, of
the most significant aspects of such
statements.
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–52221; File No. SR–PCX–
2005–74]
Self-Regulatory Organizations; Pacific
Exchange, Inc.; Notice of Filing and
Order Granting Accelerated Approval
of Proposed Rule Change and
Amendment No. 1 Thereto To Trade
Shares of Certain Vanguard
International Equity Index Funds
Pursuant to Unlisted Trading
Privileges
August 8, 2005.
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 June 22,
2005, the Pacific Exchange, Inc. (‘‘PCX’’
or ‘‘Exchange’’), through its wholly
owned subsidiary PCX Equities, Inc.
(‘‘PCXE’’ or ‘‘Corporation’’), filed with
the Securities and Exchange
Commission (‘‘Commission’’) the
proposed rule change as described in
Items I and II below, which Items have
been substantially prepared by the
Exchange. PCX amended the proposed
rule change on July 28, 2005.3 The
Commission is publishing this notice
and order to solicit comments on the
proposal, as amended, from interested
persons and to approve the proposal, as
amended, on an accelerated basis.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange, through its wholly
owned subsidiary PCXE, proposes to
trade shares of the following exchange
traded funds (‘‘ETFs’’) based on three
Vanguard International Equity Indices
pursuant to unlisted trading privileges
(‘‘UTP’’) based on PCXE Rule 5.5(j)(3):
• Morgan Stanley Capital
International Inc. (‘‘MSCI’’) Europe
Index (ticker symbol: VGK)
• MSCI Pacific Index (ticker symbol:
VPL); and
• MSCI Emerging Markets Select
Index (ticker symbol: VWO).
29 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 In Amendment No. 1, the Exchange modified
the trading hours in which it proposes to trade
these exchange traded funds.
1 15
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18:02 Aug 15, 2005
Jkt 205001
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to trade,
pursuant to UTP, Vanguard Index
Participation Equity Receipts, which are
securities issued by the three funds
(‘‘VIPER Shares’’). The MSCI Europe
Index and the MSCI Pacific Index are
market-capitalization-weighted indices
that are designed to measure developed
market equity performance in Europe
and the Pacific region, respectively.
Each MSCI country index is created
separately and then aggregated, without
change, into the larger regional index.
The MSCI Europe Index is comprised of
securities from 16 of 50 countries for
which MSCI has indices.4 The MSCI
Pacific Index is comprised of securities
from 5 of the 50 countries for which
MSCI has indices.5 The MSCI Emerging
Markets Select Index is comprised of
securities from 18 of the 50 countries for
which MSCI has indices.6 The
Commission previously approved the
4 Currently, the MSCI Europe Index includes
Austria, Belgium, Denmark, Finland, France,
Germany, Greece, Ireland, Italy, the Netherlands,
Norway, Portugal, Spain, Sweden, Switzerland, and
the United Kingdom.
5 Currently, the MSCI Pacific Index includes
Australia, Hong Kong, Japan, New Zealand, and
Singapore.
6 Currently, the MSCI Emerging Markets Select
Index includes Argentina, Brazil, Chile, China,
Czech Republic, Hungary, India, Indonesia, Israel,
Korea, Mexico, Peru, Philippines, Poland, South
Africa, Taiwan, Thailand, and Turkey. This
information on countries represented in the indices
is current as of February 25, 2005. Telephone
conversation between Tania J.C. Blanford, Staff
Attorney, PCX, and Natasha Cowen, Attorney,
Division of Market Regulation, Commission, on July
13, 2005.
PO 00000
Frm 00124
Fmt 4703
Sfmt 4703
original listing and trading of the VGK,
VPL, and VWO on the American Stock
Exchange (‘‘Amex’’).7
The Exchange deems these VIPER
Shares to be equity securities, thus
rendering trading in these securities
subject to the Exchange’s existing rules
governing the trading of equity
securities. PCX will trade these ETFs
during the hours that the Intraday
Indicative Value (‘‘IIV’’) is
disseminated.8
The Exchange understands that the
listing exchange, Amex, will
disseminate the following information
for each ETF on a daily basis through
the facilities of the Consolidated Tape
Association (‘‘CTA’’): Recent net asset
value (‘‘NAV’’), shares outstanding, and
estimated cash amount and total cash
amount per creation unit. In addition,
the Exchange understands that Amex
will make the following information
available on its Web site: Daily trading
volume, closing price, NAV, and final
dividend amounts to be paid for each
VIPER Share. The closing prices of the
deposit securities are readily available
from, as applicable, the relevant
exchanges, automated quotation
systems, published or other public
sources in the relevant country, or online information services such as
Bloomberg or Reuters. The exchange
rate information required to convert
such information into U.S. dollars is
also readily available in newspapers and
other publications and from a variety of
on-line services.
To provide updated information
relating to each ETF for use by
investors, professionals, and persons
wishing to create or redeem the VIPER
Shares, Amex disseminates through the
facilities of the CTA: (1) continuously
throughout the trading day, last sale
information for each ETF; and (2) every
15 seconds throughout the trading a
day, the estimated IIV of each ETF as
calculated by a third party.
The IIV may not reflect the value of
all securities included in the applicable
underlying index. In addition, the IIV
does not necessarily reflect the precise
composition of each index at a
particular point in time. Therefore, the
IIV on a per-share basis disseminated
during Amex’s regular trading hours
should not be viewed as a real-time
7 See Securities Exchange Act Release No. 50189
(August 12, 2004), 69 FR 51723 (August 20, 2004)
(SR–Amex–2004–05) (‘‘Original Listing Order’’).
8 The IIV is the estimated net asset value, which
is disseminated by Amex every 15 seconds
throughout the trading day. The IIV is designed to
give investors a sense of the relationship between
a basket of securities that are representative of those
owned in the ETF and the share price of the ETF
on an intraday basis.
E:\FR\FM\16AUN1.SGM
16AUN1
Federal Register / Vol. 70, No. 157 / Tuesday, August 16, 2005 / Notices
update of the NAV of a particular fund,
which is calculated only once a day.
While the IIV disseminated by Amex at
the start of the trading day is expected
to be generally close to the value of the
particular fund’s holdings on a pershare basis, it is possible that the value
of the portfolio of securities held by a
fund may diverge from the value of the
deposit securities during any trading
day. In such case, the IIV would not
precisely reflect the value of the fund
portfolio. The Exchange expects,
however, that during the trading day,
while the relevant foreign markets are
open for trading, the IIV of a fund can
be expected to closely approximate the
value per share of the portfolio of
securities for each fund, except under
unusual circumstances.
For the MSCI Pacific Index, there is
no overlap in trading hours between the
foreign markets and Amex. Therefore,
for this fund, the IIV utilizes closing
prices (in applicable foreign currency
prices) in the principal foreign market
for securities in the fund portfolio, and
converts the price to U.S. dollars. Those
values are updated every 15 seconds
during Amex trading hours to reflect
changes in exchange rates between the
U.S. dollar and the applicable foreign
currency.
The MSCI Europe Index and Emerging
Markets Select Index, both of which
include companies trading in markets
with trading hours overlapping regular
Amex trading hours, the third-party
calculator updates the applicable IIV
every 15 seconds to reflect price
changes in the principal foreign market
and converts such prices into U.S.
dollars based on the current exchange
rate. When the foreign market or
markets are closed but Amex is open for
trading, the IIV is updated every 15
seconds to reflect changes in exchange
rates after the foreign markets close.
The Exchange represents that, if the
MSCI ceases to maintain or to calculate
the value of the index on a periodic
basis or if the value of the index ceases
to be widely available, the Exchange
would cease trading these VIPER
Shares.
In connection with the trading of
these three ETFs, PCX would inform its
Equity Trading Permit (‘‘ETP’’) Holders
in an Information Circular of the special
characteristics and risks associated with
trading these ETFs, including how the
VIPER Shares are created and redeemed,
the requirement that ETP Holders
deliver a prospectus or product
description to investors purchasing any
of these ETFs prior to or concurrently
with the confirmation of a transaction,
applicable Exchange rules, how
information about the value of the
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18:02 Aug 15, 2005
Jkt 205001
underlying index is disseminated,
trading information, and the
applicability of suitability rules. The
Information Circular will also discuss
any applicable exemptive, no-action,
and interpretive relief granted by the
Commission.
Before an ETP Holder recommends a
transaction in one of the proposed ETFs,
the ETP Holder must determine that the
ETF is suitable for the customer as set
forth in PCXE Rule 9.2(a)–(b).
The Exchange intends to utilize its
existing surveillance procedures
applicable to derivative products to
monitor trading in these ETFs. The
Exchange believes that these procedures
are adequate to monitor such trading.
48223
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–PCX–2005–74 on the
subject line.
Paper Comments
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
• Send paper comments in triplicate
to Jonathan G. Katz, Secretary,
Securities and Exchange Commission,
Station Place, 100 F Street, NE.,
Washington, DC 20549–9303.
All submissions should refer to File
Number SR–PCX–2005–74. This file
number should be included on the
subject line if e-mail 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 inspection and copying in
the Commission’s Public Reference
Room. Copies of such filing also will be
available for inspection and copying at
the principal offices of the Exchange.
All comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR–PCX–2005–74 and should
be submitted on or before September 6,
2005.
Written comments on the proposed
rule change were neither solicited nor
received.
IV. Commission’s Findings and Order
Granting Accelerated Approval of
Proposed Rule Change
III. Solicitation of Comments
The Commission finds that the
proposed rule change, as amended, is
consistent with the requirements of the
Act and the rules and regulations
thereunder applicable to a national
securities exchange.12 In particular, the
Commission believes that the proposal
is consistent with Section 6(b)(5) of the
2. Statutory Basis
The Exchange believes that the
proposal is consistent with Section 6(b)
of the Act 9 in general and Section
6(b)(5) of the Act 10 in particular in that
it is designed to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in facilitating
transactions in securities, and to remove
impediments and perfect the
mechanisms of a free and open market
and to protect investors and the public
interest. In addition, the Exchange
believes that the proposal is consistent
with Rule 12f–5 under the Act 11
because it deems the VIPER Shares to be
equity securities, thus rendering trading
in the VIPER Shares subject to the
Exchange’s existing rules governing the
trading of equity securities.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change would impose
any burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change, as amended, is consistent with
the Act. Comments may be submitted by
any of the following methods:
PO 00000
12 In approving this rule change, as amended, the
Commission notes that it has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
99
15 U.S.C. 78s(b).
10 15 U.S.C. 78s(b)(5).
11 17 CFR 240.12f-5.
Frm 00125
Fmt 4703
Sfmt 4703
E:\FR\FM\16AUN1.SGM
16AUN1
48224
Federal Register / Vol. 70, No. 157 / Tuesday, August 16, 2005 / Notices
Act,13 which requires that an exchange
have rules designed, among other
things, 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. The Commission
believes that this proposal will benefit
investors by increasing competition
among markets that trade VGK, VPL,
and VWO.
In addition, the Commission believes
that the proposal is consistent with
Section 12(f) of the Act,14 which permits
an exchange to trade, pursuant to UTP,
a security that is listed and registered on
another exchange.15 The Commission
notes that it previously approved the
listing and trading of these three ETFs
on Amex.16 The Commission also
believes that the proposal is consistent
with Rule 12f–5 under the Act,17 which
provides that an exchange shall not
extend UTP to a security unless the
exchange has in effect a rule or rules
providing for transactions in the class or
type of security to which the exchange
extends UTP. The Exchange has
represented that it meets this
requirement because it deems these
VIPER Shares to be equity securities,
thus rendering trading in these VIPER
Shares subject to the Exchange’s
existing rules governing the trading of
equity securities.
The Commission further believes that
the proposal is consistent with Section
11A(a)(1)(C)(iii) of the Act,18 which sets
forth Congress’s finding that it is in the
public interest and appropriate for the
protection of investors and the
maintenance of fair and orderly markets
to assure the availability to brokers,
dealers, and investors of information
with respect to quotations for and
transactions in securities. Quotations for
and last sale information regarding these
ETFs are disseminated through the
facilities of the CTA. Furthermore,
Amex disseminates the estimated IIV of
each ETF every 15 seconds throughout
the trading day. The Exchange
13 15
U.S.C. 78f(b)(5).
U.S.C. 78l(f).
15 Section 12(a) of the Act, 15 U.S.C. 78l(a),
generally prohibits a broker-dealer from trading a
security on a national securities exchange unless
the security is registered on that exchange pursuant
to Section 12 of the Act. Section 12(f) of the Act
excludes from this restriction trading in any
security to which an exchange ‘‘extends UTP.’’
When an exchange extends UTP to a security, it
allows its members to trade the security as if it were
listed and registered on the exchange even though
it is not so listed and registered.
16 See Original Listing Order, supra note 7.
17 17 CFR 240.12f–5.
18 15 U.S.C. 78k-1(a)(1)(C)(iii).
14 15
VerDate jul<14>2003
18:02 Aug 15, 2005
Jkt 205001
represents that if MSCI ceases to
maintain or to calculate the value of an
index or if the value of an index ceases
to be widely available, it would cease
trading an ETF based on the index.
Finally, the Commission notes that, if
any of these ETFs should be delisted by
Amex, the original listing exchange,
PCX would no longer have authority to
trade the ETF pursuant to this order.
In support of this proposal, the
Exchange has made the following
representations:
1. PCX surveillance procedures are
adequate to properly monitor the
trading of these ETFs on a UTP basis.
2. Prior to the commencement of
trading of these ETFs on the Exchange,
PCX will distribute an information
circular to its members explaining the
terms, characteristics, and risks of
trading these ETFs.
3. PCX will require an ETP Holder
with a customer that purchases shares of
any of these ETFs on the Exchange to
provide that customer with a product
prospectus and will note this prospectus
delivery requirement in the information
circular.
This approval order is conditioned on
PCX’s adherence to these
representations.
The Commission finds good cause for
approving this proposal before the
thirtieth day after the publication of
notice thereof in the Federal Register.
As noted previously, the Commission
previously found that the listing and
trading of these three ETFs on Amex to
be consistent with the Act.19 The
Commission presently is not aware of
any issue that should cause it to revisit
that earlier finding or preclude the
trading of these ETFs on PCX pursuant
to UTP. Therefore, accelerating approval
of this proposal should benefit investors
by creating, without undue delay,
additional competition in the market for
these ETFs.
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,20 that the
proposed rule change (SR–PCX–2005–
74), as amended, is hereby approved on
an accelerated basis.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.21
Margaret H. McFarland,
Deputy Secretary.
[FR Doc. E5–4420 Filed 8–15–05; 8:45 am]
BILLING CODE 8010–01–P
PO 00000
19 See
Original Listing Order, supra note 7.
U.S.C. 78s(b)(2).
21 17 CFR 200.30–3(a)(12).
20 15
Frm 00126
Fmt 4703
Sfmt 4703
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–52225; File No. SR–PCX–
2005–19]
Self-Regulatory Organizations; Pacific
Exchange, Inc.; Notice of Filing of
Proposed Rule Change and
Amendment No. 1 Thereto Relating to
Proposed New Listing Fees
August 8, 2005.
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 February
28, 2005, the Pacific Exchange, Inc.
(‘‘PCX’’), through its wholly owned
subsidiary PCX Equities, Inc. (‘‘PCXE’’
or ‘‘Exchange’’), filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in items I, II and III
below, which Items have been prepared
by PCXE. On June 15, 2005, the
Exchange filed Amendment No. 1 to the
proposed rule change.3 The Commission
is publishing this notice to solicit
comments on the proposed rule change,
as amended, from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing to amend
its Schedule of Fees and Charges
(‘‘Schedule’’), as follows: (1) implement
new initial listing fees specifically for
common stock issued in initial public
offerings (‘‘IPOs’’) 4 and listed
exclusively by the PCXE for trading on
the Archipelago Exchange (‘‘ArcaEx’’), a
facility of the PCXE, and make related
modifications to the initial listing fees;
(2) exempt from initial listing fees
already-public issues which are listed
and/or quoted on other marketplaces
(‘‘Transfer Listings’’), whether or not
dually listed; (3) exempt from annual
maintenance fees transfer listings for the
first 12 calendar months after listing,
whether or not dually listed; (4) revise
the annual maintenance fees; and (5)
revise the additional shares listing fees.
The text of the proposed rule change
is available on PCX’s Web site, https://
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 In Amendment No. 1, the Exchange (a) modified
the text of the proposed rule change to clarify the
implementation of the proposed rule change and to
add provisions regarding American Depositary
Receipts and American Depositary Shares and (b)
provided further information regarding the purpose
of the proposal.
4 An ‘‘IPO’’ is the first public sale, issuance or
distribution of stock by a company. IPOs include
‘‘spin-offs’’ where a company’s common shares are
issued or distributed to shareholders of the
‘‘parent’’ company subject to registration under the
Act.
2 17
E:\FR\FM\16AUN1.SGM
16AUN1
Agencies
[Federal Register Volume 70, Number 157 (Tuesday, August 16, 2005)]
[Notices]
[Pages 48222-48224]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E5-4420]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-52221; File No. SR-PCX-2005-74]
Self-Regulatory Organizations; Pacific Exchange, Inc.; Notice of
Filing and Order Granting Accelerated Approval of Proposed Rule Change
and Amendment No. 1 Thereto To Trade Shares of Certain Vanguard
International Equity Index Funds Pursuant to Unlisted Trading
Privileges
August 8, 2005.
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 June 22, 2005, the Pacific Exchange, Inc. (``PCX'' or ``Exchange''),
through its wholly owned subsidiary PCX Equities, Inc. (``PCXE'' or
``Corporation''), filed with the Securities and Exchange Commission
(``Commission'') the proposed rule change as described in Items I and
II below, which Items have been substantially prepared by the Exchange.
PCX amended the proposed rule change on July 28, 2005.\3\ The
Commission is publishing this notice and order to solicit comments on
the proposal, as amended, from interested persons and to approve the
proposal, as amended, on an accelerated basis.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ In Amendment No. 1, the Exchange modified the trading hours
in which it proposes to trade these exchange traded funds.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange, through its wholly owned subsidiary PCXE, proposes to
trade shares of the following exchange traded funds (``ETFs'') based on
three Vanguard International Equity Indices pursuant to unlisted
trading privileges (``UTP'') based on PCXE Rule 5.5(j)(3):
Morgan Stanley Capital International Inc. (``MSCI'')
Europe Index (ticker symbol: VGK)
MSCI Pacific Index (ticker symbol: VPL); and
MSCI Emerging Markets Select Index (ticker symbol: VWO).
The text of the proposed rule change is available from the
Exchange's Web site (https://www.pacificex.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 III 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 Exchange proposes to trade, pursuant to UTP, Vanguard Index
Participation Equity Receipts, which are securities issued by the three
funds (``VIPER Shares''). The MSCI Europe Index and the MSCI Pacific
Index are market-capitalization-weighted indices that are designed to
measure developed market equity performance in Europe and the Pacific
region, respectively. Each MSCI country index is created separately and
then aggregated, without change, into the larger regional index. The
MSCI Europe Index is comprised of securities from 16 of 50 countries
for which MSCI has indices.\4\ The MSCI Pacific Index is comprised of
securities from 5 of the 50 countries for which MSCI has indices.\5\
The MSCI Emerging Markets Select Index is comprised of securities from
18 of the 50 countries for which MSCI has indices.\6\ The Commission
previously approved the original listing and trading of the VGK, VPL,
and VWO on the American Stock Exchange (``Amex'').\7\
---------------------------------------------------------------------------
\4\ Currently, the MSCI Europe Index includes Austria, Belgium,
Denmark, Finland, France, Germany, Greece, Ireland, Italy, the
Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, and the
United Kingdom.
\5\ Currently, the MSCI Pacific Index includes Australia, Hong
Kong, Japan, New Zealand, and Singapore.
\6\ Currently, the MSCI Emerging Markets Select Index includes
Argentina, Brazil, Chile, China, Czech Republic, Hungary, India,
Indonesia, Israel, Korea, Mexico, Peru, Philippines, Poland, South
Africa, Taiwan, Thailand, and Turkey. This information on countries
represented in the indices is current as of February 25, 2005.
Telephone conversation between Tania J.C. Blanford, Staff Attorney,
PCX, and Natasha Cowen, Attorney, Division of Market Regulation,
Commission, on July 13, 2005.
\7\ See Securities Exchange Act Release No. 50189 (August 12,
2004), 69 FR 51723 (August 20, 2004) (SR-Amex-2004-05) (``Original
Listing Order'').
---------------------------------------------------------------------------
The Exchange deems these VIPER Shares to be equity securities, thus
rendering trading in these securities subject to the Exchange's
existing rules governing the trading of equity securities. PCX will
trade these ETFs during the hours that the Intraday Indicative Value
(``IIV'') is disseminated.\8\
---------------------------------------------------------------------------
\8\ The IIV is the estimated net asset value, which is
disseminated by Amex every 15 seconds throughout the trading day.
The IIV is designed to give investors a sense of the relationship
between a basket of securities that are representative of those
owned in the ETF and the share price of the ETF on an intraday
basis.
---------------------------------------------------------------------------
The Exchange understands that the listing exchange, Amex, will
disseminate the following information for each ETF on a daily basis
through the facilities of the Consolidated Tape Association (``CTA''):
Recent net asset value (``NAV''), shares outstanding, and estimated
cash amount and total cash amount per creation unit. In addition, the
Exchange understands that Amex will make the following information
available on its Web site: Daily trading volume, closing price, NAV,
and final dividend amounts to be paid for each VIPER Share. The closing
prices of the deposit securities are readily available from, as
applicable, the relevant exchanges, automated quotation systems,
published or other public sources in the relevant country, or on-line
information services such as Bloomberg or Reuters. The exchange rate
information required to convert such information into U.S. dollars is
also readily available in newspapers and other publications and from a
variety of on-line services.
To provide updated information relating to each ETF for use by
investors, professionals, and persons wishing to create or redeem the
VIPER Shares, Amex disseminates through the facilities of the CTA: (1)
continuously throughout the trading day, last sale information for each
ETF; and (2) every 15 seconds throughout the trading a day, the
estimated IIV of each ETF as calculated by a third party.
The IIV may not reflect the value of all securities included in the
applicable underlying index. In addition, the IIV does not necessarily
reflect the precise composition of each index at a particular point in
time. Therefore, the IIV on a per-share basis disseminated during
Amex's regular trading hours should not be viewed as a real-time
[[Page 48223]]
update of the NAV of a particular fund, which is calculated only once a
day. While the IIV disseminated by Amex at the start of the trading day
is expected to be generally close to the value of the particular fund's
holdings on a per-share basis, it is possible that the value of the
portfolio of securities held by a fund may diverge from the value of
the deposit securities during any trading day. In such case, the IIV
would not precisely reflect the value of the fund portfolio. The
Exchange expects, however, that during the trading day, while the
relevant foreign markets are open for trading, the IIV of a fund can be
expected to closely approximate the value per share of the portfolio of
securities for each fund, except under unusual circumstances.
For the MSCI Pacific Index, there is no overlap in trading hours
between the foreign markets and Amex. Therefore, for this fund, the IIV
utilizes closing prices (in applicable foreign currency prices) in the
principal foreign market for securities in the fund portfolio, and
converts the price to U.S. dollars. Those values are updated every 15
seconds during Amex trading hours to reflect changes in exchange rates
between the U.S. dollar and the applicable foreign currency.
The MSCI Europe Index and Emerging Markets Select Index, both of
which include companies trading in markets with trading hours
overlapping regular Amex trading hours, the third-party calculator
updates the applicable IIV every 15 seconds to reflect price changes in
the principal foreign market and converts such prices into U.S. dollars
based on the current exchange rate. When the foreign market or markets
are closed but Amex is open for trading, the IIV is updated every 15
seconds to reflect changes in exchange rates after the foreign markets
close.
The Exchange represents that, if the MSCI ceases to maintain or to
calculate the value of the index on a periodic basis or if the value of
the index ceases to be widely available, the Exchange would cease
trading these VIPER Shares.
In connection with the trading of these three ETFs, PCX would
inform its Equity Trading Permit (``ETP'') Holders in an Information
Circular of the special characteristics and risks associated with
trading these ETFs, including how the VIPER Shares are created and
redeemed, the requirement that ETP Holders deliver a prospectus or
product description to investors purchasing any of these ETFs prior to
or concurrently with the confirmation of a transaction, applicable
Exchange rules, how information about the value of the underlying index
is disseminated, trading information, and the applicability of
suitability rules. The Information Circular will also discuss any
applicable exemptive, no-action, and interpretive relief granted by the
Commission.
Before an ETP Holder recommends a transaction in one of the
proposed ETFs, the ETP Holder must determine that the ETF is suitable
for the customer as set forth in PCXE Rule 9.2(a)-(b).
The Exchange intends to utilize its existing surveillance
procedures applicable to derivative products to monitor trading in
these ETFs. The Exchange believes that these procedures are adequate to
monitor such trading.
2. Statutory Basis
The Exchange believes that the proposal is consistent with Section
6(b) of the Act \9\ in general and Section 6(b)(5) of the Act \10\ in
particular in that it is designed to promote just and equitable
principles of trade, to foster cooperation and coordination with
persons engaged in facilitating transactions in securities, and to
remove impediments and perfect the mechanisms of a free and open market
and to protect investors and the public interest. In addition, the
Exchange believes that the proposal is consistent with Rule 12f-5 under
the Act \11\ because it deems the VIPER Shares to be equity securities,
thus rendering trading in the VIPER Shares subject to the Exchange's
existing rules governing the trading of equity securities.
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\9\ 9 15 U.S.C. 78s(b).
\10\ 15 U.S.C. 78s(b)(5).
\11\ 17 CFR 240.12f-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 would
impose any burden on competition that is not necessary or appropriate
in furtherance of the purposes of the Act.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants or Others
Written comments on the proposed rule change were neither solicited
nor received.
III. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change, as amended, 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 e-mail to rule-comments@sec.gov. Please include
File Number SR-PCX-2005-74 on the subject line.
Paper Comments
Send paper comments in triplicate to Jonathan G. Katz,
Secretary, Securities and Exchange Commission, Station Place, 100 F
Street, NE., Washington, DC 20549-9303.
All submissions should refer to File Number SR-PCX-2005-74. This
file number should be included on the subject line if e-mail 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 inspection
and copying in the Commission's Public Reference Room. Copies of such
filing also will be available for inspection and copying at the
principal offices of the Exchange. All comments received will be posted
without change; the Commission does not edit personal identifying
information from submissions. You should submit only information that
you wish to make available publicly. All submissions should refer to
File Number SR-PCX-2005-74 and should be submitted on or before
September 6, 2005.
IV. Commission's Findings and Order Granting Accelerated Approval of
Proposed Rule Change
The Commission finds that the proposed rule change, as amended, is
consistent with the requirements of the Act and the rules and
regulations thereunder applicable to a national securities
exchange.\12\ In particular, the Commission believes that the proposal
is consistent with Section 6(b)(5) of the
[[Page 48224]]
Act,\13\ which requires that an exchange have rules designed, among
other things, 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. The Commission believes that this
proposal will benefit investors by increasing competition among markets
that trade VGK, VPL, and VWO.
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\12\ In approving this rule change, as amended, the Commission
notes that it has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
\13\ 15 U.S.C. 78f(b)(5).
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In addition, the Commission believes that the proposal is
consistent with Section 12(f) of the Act,\14\ which permits an exchange
to trade, pursuant to UTP, a security that is listed and registered on
another exchange.\15\ The Commission notes that it previously approved
the listing and trading of these three ETFs on Amex.\16\ The Commission
also believes that the proposal is consistent with Rule 12f-5 under the
Act,\17\ which provides that an exchange shall not extend UTP to a
security unless the exchange has in effect a rule or rules providing
for transactions in the class or type of security to which the exchange
extends UTP. The Exchange has represented that it meets this
requirement because it deems these VIPER Shares to be equity
securities, thus rendering trading in these VIPER Shares subject to the
Exchange's existing rules governing the trading of equity securities.
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\14\ 15 U.S.C. 78l(f).
\15\ Section 12(a) of the Act, 15 U.S.C. 78l(a), generally
prohibits a broker-dealer from trading a security on a national
securities exchange unless the security is registered on that
exchange pursuant to Section 12 of the Act. Section 12(f) of the Act
excludes from this restriction trading in any security to which an
exchange ``extends UTP.'' When an exchange extends UTP to a
security, it allows its members to trade the security as if it were
listed and registered on the exchange even though it is not so
listed and registered.
\16\ See Original Listing Order, supra note 7.
\17\ 17 CFR 240.12f-5.
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The Commission further believes that the proposal is consistent
with Section 11A(a)(1)(C)(iii) of the Act,\18\ which sets forth
Congress's finding that it is in the public interest and appropriate
for the protection of investors and the maintenance of fair and orderly
markets to assure the availability to brokers, dealers, and investors
of information with respect to quotations for and transactions in
securities. Quotations for and last sale information regarding these
ETFs are disseminated through the facilities of the CTA. Furthermore,
Amex disseminates the estimated IIV of each ETF every 15 seconds
throughout the trading day. The Exchange represents that if MSCI ceases
to maintain or to calculate the value of an index or if the value of an
index ceases to be widely available, it would cease trading an ETF
based on the index.
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\18\ 15 U.S.C. 78k-1(a)(1)(C)(iii).
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Finally, the Commission notes that, if any of these ETFs should be
delisted by Amex, the original listing exchange, PCX would no longer
have authority to trade the ETF pursuant to this order.
In support of this proposal, the Exchange has made the following
representations:
1. PCX surveillance procedures are adequate to properly monitor the
trading of these ETFs on a UTP basis.
2. Prior to the commencement of trading of these ETFs on the
Exchange, PCX will distribute an information circular to its members
explaining the terms, characteristics, and risks of trading these ETFs.
3. PCX will require an ETP Holder with a customer that purchases
shares of any of these ETFs on the Exchange to provide that customer
with a product prospectus and will note this prospectus delivery
requirement in the information circular.
This approval order is conditioned on PCX's adherence to these
representations.
The Commission finds good cause for approving this proposal before
the thirtieth day after the publication of notice thereof in the
Federal Register. As noted previously, the Commission previously found
that the listing and trading of these three ETFs on Amex to be
consistent with the Act.\19\ The Commission presently is not aware of
any issue that should cause it to revisit that earlier finding or
preclude the trading of these ETFs on PCX pursuant to UTP. Therefore,
accelerating approval of this proposal should benefit investors by
creating, without undue delay, additional competition in the market for
these ETFs.
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\19\ See Original Listing Order, supra note 7.
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V. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\20\ that the proposed rule change (SR-PCX-2005-74), as amended, is
hereby approved on an accelerated basis.
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\20\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\21\
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\21\ 17 CFR 200.30-3(a)(12).
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Margaret H. McFarland,
Deputy Secretary.
[FR Doc. E5-4420 Filed 8-15-05; 8:45 am]
BILLING CODE 8010-01-P