Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Notice of Filing and Order Granting Accelerated Approval of Proposed Rule Change Relating to Trading Shares of the PowerShares DB Energy Fund, the PowerShares DB Oil Fund, the PowerShares DB Precious Metals Fund, the PowerShares DB Gold Fund, the PowerShares DB Silver Fund, the PowerShares DB Base Metals Fund, and the PowerShares DB Agriculture Fund Pursuant to Unlisted Trading Privileges, 32380-32383 [E7-11181]
Download as PDF
32380
Federal Register / Vol. 72, No. 112 / Tuesday, June 12, 2007 / Notices
in Item III below. Nasdaq 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. 34–55862; File No. SR–
NASDAQ–2007–053]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Notice of
Filing and Order Granting Accelerated
Approval of Proposed Rule Change
Relating to Trading Shares of the
PowerShares DB Energy Fund, the
PowerShares DB Oil Fund, the
PowerShares DB Precious Metals
Fund, the PowerShares DB Gold Fund,
the PowerShares DB Silver Fund, the
PowerShares DB Base Metals Fund,
and the PowerShares DB Agriculture
Fund Pursuant to Unlisted Trading
Privileges
June 5, 2007.
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 May 16,
2007, The NASDAQ Stock Market LLC
(‘‘Nasdaq’’), 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 Nasdaq. This
order provides notice of the proposed
rule change and approves the proposal
on an accelerated basis.
cprice-sewell on PROD1PC67 with NOTICES
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
Nasdaq proposes to trade, pursuant to
unlisted trading privileges (‘‘UTP’’),
shares (‘‘Shares’’) of the PowerShares
DB Energy Fund, the PowerShares DB
Oil Fund, the PowerShares DB Precious
Metals Fund, the PowerShares DB Gold
Fund, the PowerShares DB Silver Fund,
the PowerShares DB Base Metals Fund,
and the PowerShares DB Agriculture
Fund (collectively the ‘‘Funds’’). The
text of the proposed rule change is
available from Nasdaq’s Web site at
https://nasdaq.complinet.com, at
Nasdaq’s principal office, 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,
Nasdaq 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
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
Nasdaq is proposing to trade the
Shares on a UTP basis. The Shares are
currently trading on Nasdaq on a threemonth pilot basis.3 Approval of this
filing will allow the Shares to continue
to trade after the expiration of the pilot.
The Commission previously approved a
proposal to list and trade the Shares of
the Funds by the American Stock
Exchange LLC (the ‘‘Amex’’).4
The Shares represent beneficial
ownership interests in the
corresponding Fund’s net assets,
consisting solely of the common units of
beneficial interests of the DB Energy
Master Fund, the DB Oil Master Fund,
the DB Precious Metals Master Fund,
the DB Gold Master Fund, the DB Silver
Master Fund, the DB Base Metals Master
Fund, and the DB Agriculture Master
Fund, respectively (collectively, the
‘‘Master Funds’’). DB Multi-Sector
Commodity Master Trust (the ‘‘Master
Trust’’) is organized as a Delaware
statutory trust with each of the Master
Funds representing a series of the
Master Trust. The Master Funds will
hold primarily 5 futures contracts 6 on
the commodities comprising the
Deutsche Bank Liquid Commodity
Index—Optimum Yield Energy Excess
ReturnTM, Deutsche Bank Liquid
Commodity Index—Optimum Yield
Crude Oil Excess ReturnTM, Deutsche
Bank Liquid Commodity Index—
Optimum Yield Precious Metals Excess
ReturnTM, Deutsche Bank Liquid
Commodity Index—Optimum Yield
3 Securities Exchange Act Release No. 55386
(March 2, 2007), 72 FR 10801 (March 9, 2007) (SR–
NASDAQ–2007–016) (‘‘Pilot Order’’).
4 See Securities Exchange Act Release No. 55029
(December 29, 2006), 72 FR 806 (January 8, 2007)
(SR–Amex–2006–76) (the ‘‘Amex Order’’).
5 Other holdings of the Master Fund will include
cash and U.S. Treasury securities for deposit with
futures commission merchants as margin, and other
high-credit-quality short-term fixed income
securities.
6 The following is a list of futures contracts and
other commodity interests in which the respective
Master Fund may invest and the exchanges on
which they trade: Energy Index—sweet light crude
(NYMEX), heating oil (NYMEX), brent crude oil
(ICE Futures), RBOB gasoline (NYMEX), natural gas
(NYMEX); Oil Index—sweet light crude (NYMEX);
Precious Metals Index—gold (COMEX), silver
(COMEX); Gold Index—gold (COMEX); Silver
Index—silver (COMEX); Base Metals Index—
aluminum (LME), zinc (LME), copper-grade A
(LME); Agriculture Index—corn (CBOT), wheat
(CBOT), soybeans (CBOT), sugar (NYBOT).
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Sfmt 4703
Gold Excess ReturnTM, Deutsche Bank
Liquid Commodity Index—Optimum
Yield Silver Excess ReturnTM, Deutsche
Bank Liquid Commodity Index
Optimum Yield Industrial Metals Excess
ReturnTM, and Deutsche Bank Liquid
Commodity Index—Optimum Yield
Agriculture Excess ReturnTM
(collectively, the ‘‘Indexes’’), as the case
may be. The sponsor of the Indexes is
Deutsche Bank AG London (the ‘‘Index
Sponsor’’). Each of the Funds and each
of the Master Funds are commodity
pools operated by DB Commodity
Services LLC (the ‘‘Managing Owner’’).7
Nasdaq deems the Shares to be equity
securities, thus rendering trading in the
Shares subject to the Nasdaq’s existing
rules governing the trading of equity
securities, including Rule 4630. The
Shares will trade on Nasdaq from 9:30
a.m. until 4:15 p.m. Eastern Time
(‘‘ET’’), except that shares of the
PowerShares DB Base Metals Fund will
also trade from 4:15 p.m. until 8 p.m.
ET, even if the Indicative Fund Value
(‘‘IFV’’), as discussed below, is not
disseminated from 4:15 p.m. until 8
p.m. ET.8 Nasdaq has appropriate rules
to facilitate transactions in the Shares
during these trading sessions.
Like other exchange-traded fund
products, each of the Funds issues and
redeems its Shares on a continuous
basis at a price equal to the NAV per
Share next determined after an order is
received in proper form. Also, each of
the Funds issues and redeem its Shares
only in aggregations of 200,000 shares
(‘‘Basket Aggregations’’) and only
through qualified market participants
that have entered into agreements with
the Managing Owner (each, an
‘‘Authorized Participant’’). Additional
information about the creation and
redemption process is included in the
Amex Order. In summary, to create
Shares, an Authorized Participant must
properly place a creation order and
7 The Managing Owner is registered as a
commodity pool operator (‘‘CPO’’) and commodity
trading advisor (‘‘CTA’’) with the Commodity
Futures Trading Commission (‘‘CFTC’’) and is a
member of the National Futures Association
(‘‘NFA’’). The Managing Owner will serve as the
CPO and CTA of each of the Funds and each of the
Master Funds.
8 Because the LME is closed for floor and
electronic trading during Nasdaq’s after-hours
trading session (from 4:15 p.m. until 8 p.m. ET), an
updated IFV for the PowerShares DB Base Metals
Fund cannot be calculated during such session. As
provided by Rule 4120, Nasdaq may rely on the
listing market to monitor dissemination of the IFV
during Nasdaq’s regular trading session (9:30 a.m.
to 4:15 p.m. ET). Currently the Index Sponsor for
the PowerShares DB Base Metals Fund’s index does
not calculate updated index values during Nasdaq’s
late trading session; however, if the Index Sponsor
did so in the future, Nasdaq will not trade shares
of the PowerShares DB Base Metals Fund unless
such official index value is widely disseminated.
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Federal Register / Vol. 72, No. 112 / Tuesday, June 12, 2007 / Notices
cprice-sewell on PROD1PC67 with NOTICES
deliver the specified ‘‘cash deposit
amount’’ 9 and applicable transaction
fee to The Bank of New York (the ‘‘Fund
Administrator’’). The Fund
Administrator will issue to the
Authorized Participant the appropriate
number of Basket Aggregations. To
redeem Shares, an Authorized
Participant must properly place a
redemption order and deliver Shares
that in the aggregate constitute one or
more Basket Aggregations, plus any
applicable transaction fee. The Fund
Administrator will deliver the
appropriate ‘‘cash redemption
amount’’ 10 for each Basket Aggregation
that an Authorized Participant redeems.
On each business day, the
Administrator makes available
immediately prior to the opening of
trading on Amex, through the facilities
of the Consolidated Tape Association
(‘‘CTA’’), the Basket Amount for the
creation of a Basket. According to the
Amex Order, Amex disseminates every
15 seconds throughout the trading day,
via the facilities of the CTA, an amount
representing on a per-Share basis, the
current values of the Basket Amounts
for each of the Funds.
After 4 p.m. ET each business day, the
Administrator determines the NAV for
each of the Funds, utilizing the current
settlement value of the particular
commodity futures contracts. The
calculation methodology for the NAV is
described in more detail in the Amex
Order. After 4 p.m. ET each business
day, the Administrator, Amex, and the
Managing Owner disseminate the NAVs
for the Shares and the Basket Amounts
(for orders placed during the day). The
Basket Amounts and the NAVs are
communicated by the Administrator to
all Authorized Participants via facsimile
or e-mail, and the NAV is available on
the Funds’ Web site at https://
www.dbfunds.db.com.11
Quotations for and last-sale
information regarding the Shares are
disseminated through the Consolidated
Tape System (‘‘CTS’’). The Index
Sponsor publishes the value of each of
the Indexes at least once every 15
seconds throughout each trading day on
the CTA, Bloomberg, Reuters, and on
the Fund’s Web site at https://
www.dbfunds.db.com. The closing
Index levels similarly are provided by
the Index Sponsor. In addition, any
9 The ‘‘cash deposit amount’’ equals the NAV per
Share of the applicable Fund times 200,000 (i.e.,
NAV per Basket Aggregation).
10 The ‘‘cash redemption amount’’ equals the
NAV per Basket Aggregation.
11 The Funds also maintain information on a Web
site at https://www.powershares.com. Nasdaq will
provide a link from its Web site at https://
www.nasdaq.com to the Funds’ Web sites.
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11:38 Jun 11, 2007
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adjustments or changes to the Indexes
are provided by the Index Sponsor and
Amex on their respective Web sites.
The Web site for the Funds at https://
www.powershares.com, which is
publicly accessible at no charge,
contains the following information: (a)
The current NAV per Share daily and
the prior business day’s NAV and the
reported closing price; (b) the mid-point
of the bid-ask price in relation to the
NAV as of the time the NAV is
calculated (the ‘‘Bid-Ask Price’’);12 (c)
the calculation of the premium or
discount of such price against such
NAV; (d) data in chart form displaying
the frequency distribution of discounts
and premiums of the Bid-Ask Price
against the NAV, within appropriate
ranges for each of the four previous
calendar quarters; (e) the prospectus;
and (f) other applicable quantitative
information.
As described above, the respective
NAVs for the Funds are calculated and
disseminated daily to all market
participants at the same time. According
to the Amex Order, Amex also intends
to disseminate for each of the Funds on
a daily basis by means of CTA/CTS High
Speed Lines information with respect to
the corresponding IFV (as discussed
below), recent NAV, and shares
outstanding. Amex will also make
available on its Web site daily trading
volume of the Shares of each of the
Funds, closing prices of such Shares,
and the corresponding NAV. The
closing price and settlement prices of
the futures contracts comprising the
Indexes and held by the corresponding
Master Funds are also readily available
from the relevant futures exchanges,
automated quotation systems, published
or other public sources, or on-line
information services such as Bloomberg
or Reuters.
Amex has represented that it will
disseminate through the facilities of the
CTA an updated IFV for each of the
Funds. The respective IFVs will be
disseminated on a per-Share basis at
least every 15 seconds from 9:30 a.m. to
4:15 p.m. ET, according to the Amex
Order. The IFVs will be calculated
based on the cash required for creations
and redemptions for the respective
Funds adjusted to reflect the price
changes of the corresponding Index
commodities through investments held
by the Master Funds, i.e., futures
contracts. The IFVs will not reflect price
changes to the price of an underlying
commodity between the close of trading
of the futures contract at the relevant
12 The
Bid-Ask Price of Shares is determined
using the highest bid and lowest offer as of the time
of calculation of the NAV.
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Sfmt 4703
32381
futures exchange and 4:15 p.m. ET.
While the Shares will trade on Nasdaq
from 9:30 a.m. to 4:15 p.m. ET (and
until 8 p.m. ET in the case of the shares
of the PowerShares DB Base Metals
Fund), regular trading hours for each of
the Index commodities on the various
futures exchanges vary widely, as set
forth in detail in the Amex Order.
Therefore, the value of a Share may be
influenced by non-concurrent trading
hours between the Nasdaq and the
various futures exchanges on which the
futures contracts based on the Index
commodities are traded.
Nasdaq will halt trading in the Shares
under the conditions specified in
Nasdaq Rules 4120 and 4121. The
conditions for a halt include a
regulatory halt by the listing market.
UTP trading in the Shares will also be
governed by provisions of Nasdaq Rule
4120 relating to temporary interruptions
in the calculation or wide dissemination
of the IFV or the value of the Index.
Additionally, Nasdaq may cease trading
the Shares if other unusual conditions
or circumstances exist which, in the
opinion of Nasdaq, make further
dealings on Nasdaq detrimental to the
maintenance of a fair and orderly
market. Nasdaq will also follow any
procedures with respect to trading halts
as set forth in Nasdaq Rule 4120(c).
Finally, Nasdaq will stop trading the
Shares if the listing market delists them.
Nasdaq believes that its surveillance
procedures are adequate to address any
concerns about the trading of the Shares
on Nasdaq. Trading of the Shares
through Nasdaq facilities is currently
subject to NASD’s surveillance
procedures for equity securities in
general and ETFs in particular.13
Nasdaq is able to obtain information
regarding trading in the Shares and the
underlying futures contracts through its
members in connection with the
proprietary or customer trades that such
members effect on any relevant market.
In addition, Nasdaq may obtain trading
information via the Intermarket
Surveillance Group (‘‘ISG’’) from other
exchanges who are members or affiliates
of the ISG, including the CBOT and the
NYBOT, and Nasdaq has Information
Sharing Agreements in place with ICE,
NYMEX, and LME. Nasdaq has issued
an Information Circular to inform its
members of the special characteristics
and risks associated with trading the
Shares.
13 NASD surveils trading pursuant to a regulatory
services agreement. Nasdaq is responsible for
NASD’s performance under this regulatory services
agreement.
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Federal Register / Vol. 72, No. 112 / Tuesday, June 12, 2007 / Notices
2. Statutory Basis
Nasdaq believes that the proposal is
consistent with Section 6(b) of the Act 14
in general and Section 6(b)(5) of the
Act 15 in particular, in that in that it is
designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, remove impediments to a free and
open market and a national market
system, and, in general, to protect
investors and the public interest. In
addition, Nasdaq believes that the
proposal is consistent with Rule 12f–5
under the Act 16 because it deems the
Shares to be an equity securities, thus
rendering trading in the Shares subject
to Nasdaq’s existing rules governing the
trading of equity securities.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
Nasdaq does not believe that the
proposed rule change will 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 is consistent with the Act.
Comments may be submitted by any of
the following methods:
cprice-sewell on PROD1PC67 with NOTICES
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–NASDAQ–2007–053 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Nancy M. Morris, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–NASDAQ–2007–053. This
file number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
14 15
U.S.C. 78f(b).
U.S.C. 78f(b)(5).
16 17 CFR 240.12f–5.
15 15
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11:38 Jun 11, 2007
Jkt 211001
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 office of the Exchange. All
comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR–NASDAQ–2007–053 and
should be submitted on or before July 3,
2007.
IV. Commission’s Findings and Order
Granting Accelerated Approval of the
Proposed Rule Change
After careful review, the Commission
finds that the proposed rule change is
consistent with the requirements of the
Act and the rules and regulations
thereunder applicable to a national
securities exchange.17 In particular, the
Commission finds that the proposed
rule change is consistent with Section
6(b)(5) of the Act,18 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 should
benefit investors by increasing
competition among markets that trade
the Shares.
In addition, the Commission finds
that the proposal is consistent with
Section 12(f) of the Act,19 which permits
an exchange to trade, pursuant to UTP,
a security that is listed and registered on
17 In approving this rule change, the Commission
notes that it has considered the proposal’s impact
on efficiency, competition, and capital formation.
See 15 U.S.C. 78c(f).
18 15 U.S.C. 78f(b)(5).
19 15 U.S.C. 78l(f).
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Sfmt 4703
another exchange.20 The Commission
notes that it previously approved the
listing and trading of the Shares on
Amex.21 The Commission also finds that
the proposal is consistent with Rule
12f–5 under the Act,22 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 the Shares to be equity securities,
thus rendering trading in the 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,23 which sets
forth Congress’ 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 the
Shares are disseminated through the
facilities of the CTA and the
Consolidated Quotation System.
Furthermore, the IFV of each Fund is
disseminated every 15 seconds
throughout the trading day by the
national securities exchange on which
the Fund is listed or by other
information providers or market data
vendors.
The Commission also believes that the
Exchange’s trading halt rules are
reasonably designed to prevent trading
in an ETF when transparency is
impaired. Nasdaq will halt trading in
the Shares under the conditions
specified in Nasdaq Rules 4120 and
4121. The conditions for a halt include
a regulatory halt by the listing market.
UTP trading in the Shares will also be
governed by provisions of Nasdaq Rule
4120 relating to temporary interruptions
in the calculation or wide dissemination
of the IFV or the value of the Index.
Additionally, Nasdaq may cease trading
the Shares if other unusual conditions
20 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.
21 See supra note 4.
22 17 CFR 240.12f–5.
23 15 U.S.C. 78k–1(a)(1)(C)(iii).
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Federal Register / Vol. 72, No. 112 / Tuesday, June 12, 2007 / Notices
or circumstances exist which, in the
opinion of Nasdaq, make further
dealings on Nasdaq detrimental to the
maintenance of a fair and orderly
market. Nasdaq will also follow any
procedures with respect to trading halts
as set forth in Nasdaq Rule 4120(c).
The Commission notes that, if the
Shares should be delisted by the listing
exchange, the Exchange would no
longer have authority to trade the Shares
pursuant to this order.
In support of this proposal, the
Exchange has represented that its
surveillance procedures are adequate to
properly monitor Exchange trading of
the Shares in all trading sessions and to
deter and detect violations of Exchange
rules. This approval order is
conditioned on the Exchange’s
adherence to this representation.
In addition, the Commission recently
approved the trading of the Shares on
the Exchange pursuant to UTP for a
pilot period of three months.24 In the
Pilot Order, the Commission noted that
exchanges that trade commodity-related
securities generally have in place
surveillance arrangements with markets
that trade the underlying securities. In
its proposal to trade the Shares for a
pilot period, the Exchange represented
that it was in the process of completing
these surveillance arrangements and
expected to do so ‘‘in the near future.’’
The Exchange recently provided the
Commission with evidence that it has
completed these surveillance
arrangements.
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 the Shares on Amex is
consistent with the Act. The
Commission presently is not aware of
any regulatory issue that should cause it
to revisit that finding or would preclude
the trading of the Shares on the
Exchange pursuant to UTP. Therefore,
accelerating approval of this proposal
should benefit investors by creating,
without undue delay, additional
competition in the market for the
Shares.
cprice-sewell on PROD1PC67 with NOTICES
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,25 that the
proposed rule change (SR–NASDAQ–
2007–053) thereto, be and it hereby is,
approved on an accelerated basis.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.26
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7–11181 Filed 6–11–07; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–55856; File No. SR–
NASDAQ–2007–029]
Self-Regulatory Organizations; The
NASDAQ Stock Market LLC; Order
Approving a Proposed Rule Change,
as Modified by Amendment No. 1, To
Require Nasdaq-Listed Issuers To
Submit Material News to Nasdaq Using
Nasdaq’s Electronic Disclosure
Submission System
June 4, 2007.
I. Introduction
On March 27, 2007, The NASDAQ
Stock Market LLC (‘‘Nasdaq’’) filed with
the Securities and Exchange
Commission (‘‘Commission’’), pursuant
to Section 19(b)(1) of the Securities
Exchange Act of 1934 (‘‘Act’’),1 and
Rule 19b–4 thereunder,2 a proposed rule
change to require Nasdaq-listed issuers
to submit material news to Nasdaq
through Nasdaq’s electronic disclosure
submission system, except in emergency
situations. Nasdaq filed Amendment
No. 1 to the proposal on April 25, 2007.
The proposed rule change, as amended,
was published for comment in the
Federal Register on May 2, 2007.3 The
Commission received no comments
regarding the proposed rule change, as
amended. This order approves the
proposed rule change, as amended.
II. Description of the Proposal
Nasdaq Rules 4310(c)(16) and
4320(e)(14) require a Nasdaq-listed
issuer, except in unusual circumstances,
to make prompt disclosure to the public
through any Regulation FD compliant
method (or combination of methods) of
any material information that would
reasonably be expected to affect the
value of its securities or to influence
investors’ decisions. These rules also
require the issuer to provide notice of
certain disclosures to Nasdaq’s
MarketWatch Department (‘‘Nasdaq
MarketWatch’’) prior to the release of
the information. Nasdaq reviews these
disclosures to determine whether a
trading halt is appropriate. Issuers
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 55672
(April 26, 2007), 72 FR 24349.
24 See
supra note 3.
25 15 U.S.C. 78s(b)(2).
26 17 CFR 200.30–3(a)(12).
VerDate Aug<31>2005
11:38 Jun 11, 2007
2 17
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Frm 00108
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32383
currently provide material news
notifications to Nasdaq MarketWatch
electronically through Nasdaq’s
electronic disclosure submission
system, or via fax or telephone. Nasdaq
does not disseminate this information.
Although Nasdaq introduced the
electronic disclosure submission system
in 2004, most issuers continue to
provide material news notifications to
Nasdaq MarketWatch by fax.4 According
to Nasdaq, the material information
from fax-delivered documents and
telephone notifications must be retyped
manually into Nasdaq MarketWatch’s
database systems, a process that uses
staff time, introduces error risk, and
results in a less robust audit trail. To
reduce this administrative burden,
Nasdaq proposes to amend Nasdaq Rule
4120, ‘‘Trading Halts,’’ and IM–4120–1,
‘‘Disclosure of Material Information,’’ to
require issuers to submit material news
notifications to Nasdaq through
Nasdaq’s electronic disclosure
submission system, except in emergency
situations.5 In an emergency, an issuer
would continue to be required to notify
Nasdaq prior to disseminating material
news, but Nasdaq would accept
notification by telephone or fax.
Under the proposal, Nasdaq may issue
a Staff Determination that is a public
reprimand letter or, in extreme
circumstances, a Staff Determination to
delist an issuer’s securities, if an issuer
repeatedly fails to notify Nasdaq prior to
the distribution of material news, or
repeatedly fails to use the electronic
disclosure submission system in the
absence of an emergency.6 In
determining whether to issue a public
reprimand letter, Nasdaq will consider
whether the issuer has demonstrated a
pattern of failures, whether the issuer
has been contacted concerning previous
violations, and whether the issuer has
taken steps to assure that future
violations will not occur.7
Nasdaq proposes to implement the
proposal approximately 90 days after
the proposal is approved.
III. Discussion
The Commission finds that the
proposed rule change is consistent with
4 Nasdaq notes, for example, that of
approximately 4,200 material news notifications
submitted to Nasdaq MarketWatch in January 2007,
over 70% were submitted by fax.
5 Nasdaq defines emergency situations to include:
lack of computer or internet access; a technical
problem on either the issuer or Nasdaq system, or
an incompatibility between those systems; and a
material development such that no draft disclosure
document exists, but immediate notification to
Nasdaq MarketWatch is important based on the
event. See Nasdaq IM–4120–1.
6 See Nasdaq IM–4120–1.
7 See Nasdaq IM–4120–1.
E:\FR\FM\12JNN1.SGM
12JNN1
Agencies
[Federal Register Volume 72, Number 112 (Tuesday, June 12, 2007)]
[Notices]
[Pages 32380-32383]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E7-11181]
[[Page 32380]]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-55862; File No. SR-NASDAQ-2007-053]
Self-Regulatory Organizations; The NASDAQ Stock Market LLC;
Notice of Filing and Order Granting Accelerated Approval of Proposed
Rule Change Relating to Trading Shares of the PowerShares DB Energy
Fund, the PowerShares DB Oil Fund, the PowerShares DB Precious Metals
Fund, the PowerShares DB Gold Fund, the PowerShares DB Silver Fund, the
PowerShares DB Base Metals Fund, and the PowerShares DB Agriculture
Fund Pursuant to Unlisted Trading Privileges
June 5, 2007.
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 May 16, 2007, The NASDAQ Stock Market LLC (``Nasdaq''), 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 Nasdaq. This order provides notice of the
proposed rule change and approves the proposal on an accelerated basis.
---------------------------------------------------------------------------
\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
Nasdaq proposes to trade, pursuant to unlisted trading privileges
(``UTP''), shares (``Shares'') of the PowerShares DB Energy Fund, the
PowerShares DB Oil Fund, the PowerShares DB Precious Metals Fund, the
PowerShares DB Gold Fund, the PowerShares DB Silver Fund, the
PowerShares DB Base Metals Fund, and the PowerShares DB Agriculture
Fund (collectively the ``Funds''). The text of the proposed rule change
is available from Nasdaq's Web site at https://nasdaq.complinet.com, at
Nasdaq's principal office, 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, Nasdaq 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. Nasdaq 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
Nasdaq is proposing to trade the Shares on a UTP basis. The Shares
are currently trading on Nasdaq on a three-month pilot basis.\3\
Approval of this filing will allow the Shares to continue to trade
after the expiration of the pilot. The Commission previously approved a
proposal to list and trade the Shares of the Funds by the American
Stock Exchange LLC (the ``Amex'').\4\
---------------------------------------------------------------------------
\3\ Securities Exchange Act Release No. 55386 (March 2, 2007),
72 FR 10801 (March 9, 2007) (SR-NASDAQ-2007-016) (``Pilot Order'').
\4\ See Securities Exchange Act Release No. 55029 (December 29,
2006), 72 FR 806 (January 8, 2007) (SR-Amex-2006-76) (the ``Amex
Order'').
---------------------------------------------------------------------------
The Shares represent beneficial ownership interests in the
corresponding Fund's net assets, consisting solely of the common units
of beneficial interests of the DB Energy Master Fund, the DB Oil Master
Fund, the DB Precious Metals Master Fund, the DB Gold Master Fund, the
DB Silver Master Fund, the DB Base Metals Master Fund, and the DB
Agriculture Master Fund, respectively (collectively, the ``Master
Funds''). DB Multi-Sector Commodity Master Trust (the ``Master Trust'')
is organized as a Delaware statutory trust with each of the Master
Funds representing a series of the Master Trust. The Master Funds will
hold primarily \5\ futures contracts \6\ on the commodities comprising
the Deutsche Bank Liquid Commodity Index--Optimum Yield Energy Excess
ReturnTM, Deutsche Bank Liquid Commodity Index--Optimum
Yield Crude Oil Excess ReturnTM, Deutsche Bank Liquid
Commodity Index--Optimum Yield Precious Metals Excess
ReturnTM, Deutsche Bank Liquid Commodity Index--Optimum
Yield Gold Excess ReturnTM, Deutsche Bank Liquid Commodity
Index--Optimum Yield Silver Excess ReturnTM, Deutsche Bank
Liquid Commodity Index Optimum Yield Industrial Metals Excess
ReturnTM, and Deutsche Bank Liquid Commodity Index--Optimum
Yield Agriculture Excess ReturnTM (collectively, the
``Indexes''), as the case may be. The sponsor of the Indexes is
Deutsche Bank AG London (the ``Index Sponsor''). Each of the Funds and
each of the Master Funds are commodity pools operated by DB Commodity
Services LLC (the ``Managing Owner'').\7\
---------------------------------------------------------------------------
\5\ Other holdings of the Master Fund will include cash and U.S.
Treasury securities for deposit with futures commission merchants as
margin, and other high-credit-quality short-term fixed income
securities.
\6\ The following is a list of futures contracts and other
commodity interests in which the respective Master Fund may invest
and the exchanges on which they trade: Energy Index--sweet light
crude (NYMEX), heating oil (NYMEX), brent crude oil (ICE Futures),
RBOB gasoline (NYMEX), natural gas (NYMEX); Oil Index--sweet light
crude (NYMEX); Precious Metals Index--gold (COMEX), silver (COMEX);
Gold Index--gold (COMEX); Silver Index--silver (COMEX); Base Metals
Index--aluminum (LME), zinc (LME), copper-grade A (LME); Agriculture
Index--corn (CBOT), wheat (CBOT), soybeans (CBOT), sugar (NYBOT).
\7\ The Managing Owner is registered as a commodity pool
operator (``CPO'') and commodity trading advisor (``CTA'') with the
Commodity Futures Trading Commission (``CFTC'') and is a member of
the National Futures Association (``NFA''). The Managing Owner will
serve as the CPO and CTA of each of the Funds and each of the Master
Funds.
---------------------------------------------------------------------------
Nasdaq deems the Shares to be equity securities, thus rendering
trading in the Shares subject to the Nasdaq's existing rules governing
the trading of equity securities, including Rule 4630. The Shares will
trade on Nasdaq from 9:30 a.m. until 4:15 p.m. Eastern Time (``ET''),
except that shares of the PowerShares DB Base Metals Fund will also
trade from 4:15 p.m. until 8 p.m. ET, even if the Indicative Fund Value
(``IFV''), as discussed below, is not disseminated from 4:15 p.m. until
8 p.m. ET.\8\ Nasdaq has appropriate rules to facilitate transactions
in the Shares during these trading sessions.
---------------------------------------------------------------------------
\8\ Because the LME is closed for floor and electronic trading
during Nasdaq's after-hours trading session (from 4:15 p.m. until 8
p.m. ET), an updated IFV for the PowerShares DB Base Metals Fund
cannot be calculated during such session. As provided by Rule 4120,
Nasdaq may rely on the listing market to monitor dissemination of
the IFV during Nasdaq's regular trading session (9:30 a.m. to 4:15
p.m. ET). Currently the Index Sponsor for the PowerShares DB Base
Metals Fund's index does not calculate updated index values during
Nasdaq's late trading session; however, if the Index Sponsor did so
in the future, Nasdaq will not trade shares of the PowerShares DB
Base Metals Fund unless such official index value is widely
disseminated.
---------------------------------------------------------------------------
Like other exchange-traded fund products, each of the Funds issues
and redeems its Shares on a continuous basis at a price equal to the
NAV per Share next determined after an order is received in proper
form. Also, each of the Funds issues and redeem its Shares only in
aggregations of 200,000 shares (``Basket Aggregations'') and only
through qualified market participants that have entered into agreements
with the Managing Owner (each, an ``Authorized Participant'').
Additional information about the creation and redemption process is
included in the Amex Order. In summary, to create Shares, an Authorized
Participant must properly place a creation order and
[[Page 32381]]
deliver the specified ``cash deposit amount'' \9\ and applicable
transaction fee to The Bank of New York (the ``Fund Administrator'').
The Fund Administrator will issue to the Authorized Participant the
appropriate number of Basket Aggregations. To redeem Shares, an
Authorized Participant must properly place a redemption order and
deliver Shares that in the aggregate constitute one or more Basket
Aggregations, plus any applicable transaction fee. The Fund
Administrator will deliver the appropriate ``cash redemption amount''
\10\ for each Basket Aggregation that an Authorized Participant
redeems.
---------------------------------------------------------------------------
\9\ The ``cash deposit amount'' equals the NAV per Share of the
applicable Fund times 200,000 (i.e., NAV per Basket Aggregation).
\10\ The ``cash redemption amount'' equals the NAV per Basket
Aggregation.
---------------------------------------------------------------------------
On each business day, the Administrator makes available immediately
prior to the opening of trading on Amex, through the facilities of the
Consolidated Tape Association (``CTA''), the Basket Amount for the
creation of a Basket. According to the Amex Order, Amex disseminates
every 15 seconds throughout the trading day, via the facilities of the
CTA, an amount representing on a per-Share basis, the current values of
the Basket Amounts for each of the Funds.
After 4 p.m. ET each business day, the Administrator determines the
NAV for each of the Funds, utilizing the current settlement value of
the particular commodity futures contracts. The calculation methodology
for the NAV is described in more detail in the Amex Order. After 4 p.m.
ET each business day, the Administrator, Amex, and the Managing Owner
disseminate the NAVs for the Shares and the Basket Amounts (for orders
placed during the day). The Basket Amounts and the NAVs are
communicated by the Administrator to all Authorized Participants via
facsimile or e-mail, and the NAV is available on the Funds' Web site at
https://www.dbfunds.db.com.\11\
---------------------------------------------------------------------------
\11\ The Funds also maintain information on a Web site at http:/
/www.powershares.com. Nasdaq will provide a link from its Web site
at https://www.nasdaq.com to the Funds' Web sites.
---------------------------------------------------------------------------
Quotations for and last-sale information regarding the Shares are
disseminated through the Consolidated Tape System (``CTS''). The Index
Sponsor publishes the value of each of the Indexes at least once every
15 seconds throughout each trading day on the CTA, Bloomberg, Reuters,
and on the Fund's Web site at https://www.dbfunds.db.com. The closing
Index levels similarly are provided by the Index Sponsor. In addition,
any adjustments or changes to the Indexes are provided by the Index
Sponsor and Amex on their respective Web sites.
The Web site for the Funds at https://www.powershares.com, which is
publicly accessible at no charge, contains the following information:
(a) The current NAV per Share daily and the prior business day's NAV
and the reported closing price; (b) the mid-point of the bid-ask price
in relation to the NAV as of the time the NAV is calculated (the ``Bid-
Ask Price'');\12\ (c) the calculation of the premium or discount of
such price against such NAV; (d) data in chart form displaying the
frequency distribution of discounts and premiums of the Bid-Ask Price
against the NAV, within appropriate ranges for each of the four
previous calendar quarters; (e) the prospectus; and (f) other
applicable quantitative information.
---------------------------------------------------------------------------
\12\ The Bid-Ask Price of Shares is determined using the highest
bid and lowest offer as of the time of calculation of the NAV.
---------------------------------------------------------------------------
As described above, the respective NAVs for the Funds are
calculated and disseminated daily to all market participants at the
same time. According to the Amex Order, Amex also intends to
disseminate for each of the Funds on a daily basis by means of CTA/CTS
High Speed Lines information with respect to the corresponding IFV (as
discussed below), recent NAV, and shares outstanding. Amex will also
make available on its Web site daily trading volume of the Shares of
each of the Funds, closing prices of such Shares, and the corresponding
NAV. The closing price and settlement prices of the futures contracts
comprising the Indexes and held by the corresponding Master Funds are
also readily available from the relevant futures exchanges, automated
quotation systems, published or other public sources, or on-line
information services such as Bloomberg or Reuters.
Amex has represented that it will disseminate through the
facilities of the CTA an updated IFV for each of the Funds. The
respective IFVs will be disseminated on a per-Share basis at least
every 15 seconds from 9:30 a.m. to 4:15 p.m. ET, according to the Amex
Order. The IFVs will be calculated based on the cash required for
creations and redemptions for the respective Funds adjusted to reflect
the price changes of the corresponding Index commodities through
investments held by the Master Funds, i.e., futures contracts. The IFVs
will not reflect price changes to the price of an underlying commodity
between the close of trading of the futures contract at the relevant
futures exchange and 4:15 p.m. ET. While the Shares will trade on
Nasdaq from 9:30 a.m. to 4:15 p.m. ET (and until 8 p.m. ET in the case
of the shares of the PowerShares DB Base Metals Fund), regular trading
hours for each of the Index commodities on the various futures
exchanges vary widely, as set forth in detail in the Amex Order.
Therefore, the value of a Share may be influenced by non-concurrent
trading hours between the Nasdaq and the various futures exchanges on
which the futures contracts based on the Index commodities are traded.
Nasdaq will halt trading in the Shares under the conditions
specified in Nasdaq Rules 4120 and 4121. The conditions for a halt
include a regulatory halt by the listing market. UTP trading in the
Shares will also be governed by provisions of Nasdaq Rule 4120 relating
to temporary interruptions in the calculation or wide dissemination of
the IFV or the value of the Index. Additionally, Nasdaq may cease
trading the Shares if other unusual conditions or circumstances exist
which, in the opinion of Nasdaq, make further dealings on Nasdaq
detrimental to the maintenance of a fair and orderly market. Nasdaq
will also follow any procedures with respect to trading halts as set
forth in Nasdaq Rule 4120(c). Finally, Nasdaq will stop trading the
Shares if the listing market delists them.
Nasdaq believes that its surveillance procedures are adequate to
address any concerns about the trading of the Shares on Nasdaq. Trading
of the Shares through Nasdaq facilities is currently subject to NASD's
surveillance procedures for equity securities in general and ETFs in
particular.\13\ Nasdaq is able to obtain information regarding trading
in the Shares and the underlying futures contracts through its members
in connection with the proprietary or customer trades that such members
effect on any relevant market. In addition, Nasdaq may obtain trading
information via the Intermarket Surveillance Group (``ISG'') from other
exchanges who are members or affiliates of the ISG, including the CBOT
and the NYBOT, and Nasdaq has Information Sharing Agreements in place
with ICE, NYMEX, and LME. Nasdaq has issued an Information Circular to
inform its members of the special characteristics and risks associated
with trading the Shares.
---------------------------------------------------------------------------
\13\ NASD surveils trading pursuant to a regulatory services
agreement. Nasdaq is responsible for NASD's performance under this
regulatory services agreement.
---------------------------------------------------------------------------
[[Page 32382]]
2. Statutory Basis
Nasdaq believes that the proposal is consistent with Section 6(b)
of the Act \14\ in general and Section 6(b)(5) of the Act \15\ in
particular, in that in that it is designed to prevent fraudulent and
manipulative acts and practices, to promote just and equitable
principles of trade, remove impediments to a free and open market and a
national market system, and, in general, to protect investors and the
public interest. In addition, Nasdaq believes that the proposal is
consistent with Rule 12f-5 under the Act \16\ because it deems the
Shares to be an equity securities, thus rendering trading in the Shares
subject to Nasdaq's existing rules governing the trading of equity
securities.
---------------------------------------------------------------------------
\14\ 15 U.S.C. 78f(b).
\15\ 15 U.S.C. 78f(b)(5).
\16\ 17 CFR 240.12f-5.
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
Nasdaq does not believe that the proposed rule change will 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 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-NASDAQ-2007-053 on the subject line.
Paper Comments
Send paper comments in triplicate to Nancy M. Morris,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NASDAQ-2007-053. 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 office of the Exchange. All comments received will be posted
without change; the Commission does not edit personal identifying
information from submissions. You should submit only information that
you wish to make available publicly. All submissions should refer to
File Number SR-NASDAQ-2007-053 and should be submitted on or before
July 3, 2007.
IV. Commission's Findings and Order Granting Accelerated Approval of
the Proposed Rule Change
After careful review, the Commission finds that the proposed rule
change is consistent with the requirements of the Act and the rules and
regulations thereunder applicable to a national securities
exchange.\17\ In particular, the Commission finds that the proposed
rule change is consistent with Section 6(b)(5) of the Act,\18\ 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 should benefit
investors by increasing competition among markets that trade the
Shares.
---------------------------------------------------------------------------
\17\ In approving this rule change, the Commission notes that it
has considered the proposal's impact on efficiency, competition, and
capital formation. See 15 U.S.C. 78c(f).
\18\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
In addition, the Commission finds that the proposal is consistent
with Section 12(f) of the Act,\19\ which permits an exchange to trade,
pursuant to UTP, a security that is listed and registered on another
exchange.\20\ The Commission notes that it previously approved the
listing and trading of the Shares on Amex.\21\ The Commission also
finds that the proposal is consistent with Rule 12f-5 under the
Act,\22\ 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 the Shares to be equity securities, thus
rendering trading in the Shares subject to the Exchange's existing
rules governing the trading of equity securities.
---------------------------------------------------------------------------
\19\ 15 U.S.C. 78l(f).
\20\ 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.
\21\ See supra note 4.
\22\ 17 CFR 240.12f-5.
---------------------------------------------------------------------------
The Commission further believes that the proposal is consistent
with Section 11A(a)(1)(C)(iii) of the Act,\23\ which sets forth
Congress' 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 the
Shares are disseminated through the facilities of the CTA and the
Consolidated Quotation System. Furthermore, the IFV of each Fund is
disseminated every 15 seconds throughout the trading day by the
national securities exchange on which the Fund is listed or by other
information providers or market data vendors.
---------------------------------------------------------------------------
\23\ 15 U.S.C. 78k-1(a)(1)(C)(iii).
---------------------------------------------------------------------------
The Commission also believes that the Exchange's trading halt rules
are reasonably designed to prevent trading in an ETF when transparency
is impaired. Nasdaq will halt trading in the Shares under the
conditions specified in Nasdaq Rules 4120 and 4121. The conditions for
a halt include a regulatory halt by the listing market. UTP trading in
the Shares will also be governed by provisions of Nasdaq Rule 4120
relating to temporary interruptions in the calculation or wide
dissemination of the IFV or the value of the Index. Additionally,
Nasdaq may cease trading the Shares if other unusual conditions
[[Page 32383]]
or circumstances exist which, in the opinion of Nasdaq, make further
dealings on Nasdaq detrimental to the maintenance of a fair and orderly
market. Nasdaq will also follow any procedures with respect to trading
halts as set forth in Nasdaq Rule 4120(c).
The Commission notes that, if the Shares should be delisted by the
listing exchange, the Exchange would no longer have authority to trade
the Shares pursuant to this order.
In support of this proposal, the Exchange has represented that its
surveillance procedures are adequate to properly monitor Exchange
trading of the Shares in all trading sessions and to deter and detect
violations of Exchange rules. This approval order is conditioned on the
Exchange's adherence to this representation.
In addition, the Commission recently approved the trading of the
Shares on the Exchange pursuant to UTP for a pilot period of three
months.\24\ In the Pilot Order, the Commission noted that exchanges
that trade commodity-related securities generally have in place
surveillance arrangements with markets that trade the underlying
securities. In its proposal to trade the Shares for a pilot period, the
Exchange represented that it was in the process of completing these
surveillance arrangements and expected to do so ``in the near future.''
The Exchange recently provided the Commission with evidence that it has
completed these surveillance arrangements.
---------------------------------------------------------------------------
\24\ See supra note 3.
---------------------------------------------------------------------------
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 the Shares on Amex is consistent with
the Act. The Commission presently is not aware of any regulatory issue
that should cause it to revisit that finding or would preclude the
trading of the Shares on the Exchange pursuant to UTP. Therefore,
accelerating approval of this proposal should benefit investors by
creating, without undue delay, additional competition in the market for
the Shares.
V. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\25\ that the proposed rule change (SR-NASDAQ-2007-053) thereto, be
and it hereby is, approved on an accelerated basis.
---------------------------------------------------------------------------
\25\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\26\
---------------------------------------------------------------------------
\26\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E7-11181 Filed 6-11-07; 8:45 am]
BILLING CODE 8010-01-P