Self-Regulatory Organizations; NYSE Arca, Inc.; Order Granting Approval of a Proposed Rule Change, as Modified by Amendment No. 1 Thereto, To Expand the Trading Hours of Certain Exchange-Traded Funds, 58145-58146 [E7-20122]
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Federal Register / Vol. 72, No. 197 / Friday, October 12, 2007 / Notices
believes that the proposal reasonably
balances the removal of impediments to
a free and open market with the
protection of investors and the public
interest, two principles set forth in
section 6(b)(5). Trading during extended
hours carries more risks than during
regular business hours. With ETFs in
particular, customers who trade when
an IIV is not calculated and publicly
disseminated may be at a disadvantage
to professional traders who have their
own means of calculating a reliable
estimate of the net asset value. The
Exchange has represented that it will
distribute to its ETP Holders an
information bulletin that discusses this
particular risk and other risks of trading
ETFs outside of normal business hours.
In view of these additional disclosures,
the Commission believes it is reasonable
and consistent with the Act for the
Exchange to extend the trading hours of
certain ETFs in the manner described in
this proposal.
It is therefore ordered, pursuant to
section 19(b)(2) of the Act,8 that the
proposed rule change (SR–NYSEArca–
2007–73) be, and hereby is, approved.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.9
Nancy M. Morris,
Secretary.
[FR Doc. E7–20121 Filed 10–11–07; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–56627; File No. SR–
NYSEArca–2007–75]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Order Granting Approval of
a Proposed Rule Change, as Modified
by Amendment No. 1 Thereto, To
Expand the Trading Hours of Certain
Exchange-Traded Funds
I. Introduction
October 5, 2007.
On July 30, 2007, NYSE Arca, Inc.
(‘‘NYSE Arca’’ or ‘‘Exchange’’), through
its wholly owned subsidiary NYSE Arca
Equities, Inc. (‘‘NYSE Arca Equities’’),
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 proposal to
expand the trading hours of certain
exchange-traded funds (‘‘ETFs’’). On
jlentini on PROD1PC65 with NOTICES
DATED:
8 15
U.S.C. 78s(b)(2).
9 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
VerDate Aug<31>2005
16:35 Oct 11, 2007
Jkt 214001
August 22, 2007, the Exchange filed
Amendment No. 1 to the proposed rule
change. The proposed rule change, as
amended, was published for comment
in the Federal Register on August 31,
2007.3 The Commission received no
comments on the proposal. This order
approves the proposed rule change, as
modified by Amendment No. 1 thereto.
II. Description of the Proposal
NYSE Arca proposes to expand the
trading hours of certain ETFs to include
all three Exchange trading sessions.4
NYSE Arca Equities Rule 7.34 provides
for three trading sessions on the NYSE
Arca Marketplace each day that NYSE
Arca Equities is open for business: (1)
An Opening Session (4 a.m. to 9:30 a.m.
eastern time or ‘‘ET’’); (2) a Core Trading
Session (9:30 a.m. to 4 p.m. ET); 5 and
(3) a Late Trading Session (4 p.m. to 8
p.m. ET). The Commission previously
approved Exchange proposals to list and
trade, or trade pursuant to UTP, the
Covered ETFs in one or two, but not all
three trading sessions.
The Exchange makes the following
representations with respect to the
trading of Covered ETFs during all three
Exchange trading sessions:
1. The Exchange has appropriate rules
to facilitate transactions in the shares of
ETFs during all trading sessions. The
Exchange deems such shares to be
equity securities, thus rendering trading
in such shares subject to the Exchange’s
existing rules governing the trading of
equity securities.
2. The Exchange’s surveillance
procedures are adequate to properly
monitor the trading of shares of the
ETFs in all trading sessions.6
3 See Securities Exchange Act Release No. 56329
(August 28, 2007), 72 FR 50431 (‘‘Notice’’).
4 The Notice provides a detailed list of the
specific ETFs subject to the proposed rule change
(‘‘Covered ETFs’’) and citations to the
corresponding approval orders for listing and
trading, or trading pursuant to unlisted trading
privileges (‘‘UTP’’), of the Covered ETFs. See id., 72
FR at 50431–50433.
5 The Core Trading Session for securities
described in NYSE Arca Equities Rules 5.2(j)(3),
8.100, 8.200, 8.201, 8.202, 8.203, 8.300, and 8.400
currently concludes at 4:15 p.m. ET. NYSE Arca
Equities Rules 5.2(j)(3), 8.100, 8.200, 8.201, 8.202,
8.203, 8.300, and 8.400 relate to Investment
Company Units, Portfolio Depositary Receipts,
Trust Issued Receipts, Commodity-Based Trust
Shares, Currency Trust Shares, Commodity Index
Trust Shares, Partnership Units, and Paired Trust
Shares, respectively. See Securities Exchange Act
Release No. 54997 (December 21, 2006), 71 FR
78501 (December 29, 2006) (SR–NYSEArca–2006–
77) (establishing hours of trading for securities of
certain ETFs).
6 The Exchange states that it may obtain
information via the Intermarket Surveillance Group
(‘‘ISG’’) from other exchanges who are members or
affiliate members of ISG. In addition, as referenced
in the applicable approval orders, the Exchange has
in place information sharing agreements with the
relevant exchange(s).
PO 00000
Frm 00100
Fmt 4703
Sfmt 4703
58145
3. The Exchange has distributed an
Information Bulletin to Equity Trading
Permit (‘‘ETP’’) Holders prior to the
commencement of trading of the shares
of the ETFs that explains the terms,
characteristics, and risks of trading such
shares. In addition, the Exchange states
that it will distribute an Information
Bulletin that explains the terms,
characteristics, and risks of trading the
shares of the ETFs that have not yet
been launched to ETP Holders prior to
the commencement of trading of such
shares.
4. The Exchange will require ETP
Holders with a customer who purchases
newly issued shares of the ETFs in any
trading session on the NYSE Arca
Marketplace to provide that customer
with a product description, if available,
or a prospectus, and has noted this
delivery requirement in the Information
Bulletin.
5. When the Exchange is the UTP
trading market, the Exchange will cease
trading in the shares of the ETFs during
all trading sessions if (a) the listing
market stops trading the shares, or (b)
the listing market delists the shares.
Additionally, the Exchange may cease
trading the shares if such other event
shall occur or condition exists which, in
the opinion of the Exchange, makes
further dealings on the Exchange
inadvisable. UTP trading in the shares
of the ETFs is also governed by the
trading halt provisions of NYSE Arca
Equities Rule 7.34 relating to temporary
interruptions in the calculation or wide
dissemination of the intraday indicative
value (‘‘IIV’’) 7 or the value of the
underlying index or other applicable
underlying benchmark. Shares of the
ETFs will be traded following a trading
halt in accordance with NYSE Arca
Equities Rule 7.35(f).
6. When the Exchange is the listing
market, the Exchange may consider all
relevant factors in exercising its
discretion to halt or suspend trading in
the shares of an ETF. Trading may be
halted because of market conditions or
for reasons that, in the view of the
Exchange, make trading in the shares
inadvisable. Factors for consideration
may include (a) the extent to which
trading is not occurring in the securities
or other instruments underlying an ETF,
or (b) whether other unusual conditions
or circumstances detrimental to the
maintenance of a fair and orderly
market are present. In addition, trading
in the shares of listed ETFs are subject
7 The IIV is also sometimes referred to as the
Indicative Optimized Portfolio Value (‘‘IOPV’’), the
Indicative Fund Value (‘‘IFV’’), the Indicative Trust
Value (‘‘ITV’’), and the Indicative Partnership Value
(‘‘IPV’’), depending upon the type of ETF being
traded.
E:\FR\FM\12OCN1.SGM
12OCN1
58146
Federal Register / Vol. 72, No. 197 / Friday, October 12, 2007 / Notices
jlentini on PROD1PC65 with NOTICES
to trading halts caused by extraordinary
market volatility pursuant to the
Exchange’s ‘‘circuit breaker’’ rule (NYSE
Arca Equities Rule 7.12) or by the halt
or suspension of trading of the
underlying securities or other
instruments underlying an ETF. If the
IIV or the index value (or value of the
underlying asset or instrument, if not an
index) applicable to a series of shares is
not being disseminated as required, the
Exchange may halt trading during the
day in which the interruption to the
dissemination of the IIV or the index
value occurs. If the interruption to the
dissemination of the IIV or the index
value persists past the trading day in
which it occurred, the Exchange will
halt trading no later than the beginning
of the trading day following the
interruption.
7. The IIV and/or index value (or
value of the underlying asset or
instrument, if not an index) will
continue to be disseminated during all
three trading sessions, to the extent the
relevant approval order provides for this
dissemination requirement.
The Exchange states that the
representations in the corresponding
approval orders for each of the Covered
ETFs shall continue to apply with
respect to trading during the Core and
Late Trading Sessions.
In a separate filing with the
Commission, the Exchange recently
amended NYSE Arca Equities Rule
7.34(e) to require ETP Holders to
disclose additional risks associated with
extended hours trading in new
derivative securities products to
customers.8 The Exchange has
committed to distribute to its ETP
Holders and make available on its Web
site an Information Bulletin titled
‘‘Exchange-Traded Funds—Extended
Trading Hours’’ that discloses and
discusses such risks, in addition to the
following: (1) The underlying index
value may not be updated during the
Core and Late Trading Sessions; (2) the
IIV may not be updated during the Core
and Late Trading Sessions; (3)
commodity and currency spot prices are
available in the Core and Late Trading
8 See Securities Exchange Act Release No. 56270
(August 15, 2007), 72 FR 47109 (August 22, 2007)
(SR–NYSEArca–2007–74). Specifically, the
Exchange requires ETP Holders to disclose to their
customers who are not ETP Holders that an updated
underlying index value or IIV may not be calculated
or publicly disseminated during extended trading
hours. Since the IIV is not calculated or widely
disseminated during the Opening and Late Trading
Sessions, an investor who is unable to calculate an
implied value for a derivative securities product in
those sessions may be at a disadvantage to market
professionals. The Exchange believes that requiring
ETP Holders to disclose this risk to non-ETP
Holders will facilitate informed participation in
extended hours trading.
VerDate Aug<31>2005
17:32 Oct 11, 2007
Jkt 214001
Sessions, but commodity and currency
futures prices generally will not be
available in the Core and Late Trading
Sessions;9 (4) lower liquidity in the Core
and Late Trading Sessions may impact
pricing; (5) higher volatility in the Core
and Late Trading Sessions may impact
pricing; (6) wider spreads may occur in
the Core and Late Trading Sessions; (7)
other required customer disclosures; (8)
the circumstances that trigger trading
halts; and (9) suitability requirements.
The Exchange notes that, if the official
index value does not change during
some or all of the period when trading
is occurring on the Exchange (for
example, because of time zone
differences or holidays in countries
where the index component stocks
trade), then the last calculated official
index value must remain available
throughout Exchange trading hours.
Similarly, if the IIV does not change
during any portion of Exchange trading
hours, then the last official calculated
IIV must remain available throughout
Exchange trading hours.
III. Commission’s Findings and Order
Granting Approval of the Proposed
Rule Change
After careful review and based on the
Exchange’s representations, 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.10 In
particular, the Commission finds that
the proposed rule change is consistent
with Section 6(b)(5) of the Act.11 The
Commission believes that the proposal
reasonably balances the removal of
impediments to a free and open market
with the protection of investors and the
public interest, two principles set forth
in Section 6(b)(5) of the Act. Trading
during extended hours carries more
risks than during regular business
hours. With ETFs in particular,
customers who trade when an IIV is not
calculated and publicly disseminated
may be at a disadvantage to professional
traders who have their own means of
calculating a reliable estimate of the net
asset value. The Exchange has
represented that it will distribute to its
9 The Exchange states that, in certain cases, the
futures or options markets for a particular
commodity may be closed during part of the Core
Trading Session, and the IIV would be static for that
particular future or options price, but widely
disseminated. In addition, the prices of certain
futures contracts in commodities (e.g., gold) and
currencies are available on a 24-hour basis.
10 In approving this proposed rule change, 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).
11 15 U.S.C. 78f(b)(5).
PO 00000
Frm 00101
Fmt 4703
Sfmt 4703
ETP Holders an information bulletin
that discusses this particular risk and
other risks of trading the Covered ETFs
outside of normal business hours. In
view of these additional disclosures, the
Commission believes it is reasonable
and consistent with the Act for the
Exchange to extend the trading hours of
the Covered ETFs in the manner
described in this proposal.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,12 that the
proposed rule change (SR–NYSEArca–
2007–75), as modified by Amendment
No. 1 thereto, be, and it hereby is,
approved.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.13
Nancy M. Morris,
Secretary.
[FR Doc. E7–20122 Filed 10–11–07; 8:45 am]
BILLING CODE 8011–01–P
DEPARTMENT OF STATE
[Public Notice 5957]
Culturally Significant Objects Imported
for Exhibition Determinations:
‘‘Objects for Water: H2O=Life’’
SUMMARY: Notice is hereby given of the
following determinations: Pursuant to
the authority vested in me by the Act of
October 19, 1965 (79 Stat. 985; 22 U.S.C.
2459), Executive Order 12047 of March
27, 1978, the Foreign Affairs Reform and
Restructuring Act of 1998 (112 Stat.
2681, et seq.; 22 U.S.C. 6501 note, et
seq.), Delegation of Authority No. 234 of
October 1, 1999, Delegation of Authority
No. 236 of October 19, 1999, as
amended, and Delegation of Authority
No. 257 of April 15, 2003 [68 FR 19875],
I hereby determine that the objects to be
included in the exhibition ‘‘Objects for
Water: H2O=Life,’’ imported from
abroad for temporary exhibition within
the United States, are of cultural
significance. The objects are imported
pursuant to loan agreements with the
foreign owner or custodian. I also
determine that the exhibition or display
of the exhibit objects at the American
Museum of Natural History, New York,
NY, from on or about November 3, 2007,
until on or about May 26, 2008; San
Diego Natural History Museum, San
Diego, CA, from on or about July 19,
2008, until on or about November 30,
2008; Science Museum of Minnesota, St.
Paul, MN, from on or about January 17,
12 15
13 17
E:\FR\FM\12OCN1.SGM
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
12OCN1
Agencies
[Federal Register Volume 72, Number 197 (Friday, October 12, 2007)]
[Notices]
[Pages 58145-58146]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E7-20122]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-56627; File No. SR-NYSEArca-2007-75]
Self-Regulatory Organizations; NYSE Arca, Inc.; Order Granting
Approval of a Proposed Rule Change, as Modified by Amendment No. 1
Thereto, To Expand the Trading Hours of Certain Exchange-Traded Funds
I. Introduction
Dated: October 5, 2007.
On July 30, 2007, NYSE Arca, Inc. (``NYSE Arca'' or ``Exchange''),
through its wholly owned subsidiary NYSE Arca Equities, Inc. (``NYSE
Arca Equities''), 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
proposal to expand the trading hours of certain exchange-traded funds
(``ETFs''). On August 22, 2007, the Exchange filed Amendment No. 1 to
the proposed rule change. The proposed rule change, as amended, was
published for comment in the Federal Register on August 31, 2007.\3\
The Commission received no comments on the proposal. This order
approves the proposed rule change, as modified by Amendment No. 1
thereto.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 56329 (August 28,
2007), 72 FR 50431 (``Notice'').
---------------------------------------------------------------------------
II. Description of the Proposal
NYSE Arca proposes to expand the trading hours of certain ETFs to
include all three Exchange trading sessions.\4\ NYSE Arca Equities Rule
7.34 provides for three trading sessions on the NYSE Arca Marketplace
each day that NYSE Arca Equities is open for business: (1) An Opening
Session (4 a.m. to 9:30 a.m. eastern time or ``ET''); (2) a Core
Trading Session (9:30 a.m. to 4 p.m. ET); \5\ and (3) a Late Trading
Session (4 p.m. to 8 p.m. ET). The Commission previously approved
Exchange proposals to list and trade, or trade pursuant to UTP, the
Covered ETFs in one or two, but not all three trading sessions.
---------------------------------------------------------------------------
\4\ The Notice provides a detailed list of the specific ETFs
subject to the proposed rule change (``Covered ETFs'') and citations
to the corresponding approval orders for listing and trading, or
trading pursuant to unlisted trading privileges (``UTP''), of the
Covered ETFs. See id., 72 FR at 50431-50433.
\5\ The Core Trading Session for securities described in NYSE
Arca Equities Rules 5.2(j)(3), 8.100, 8.200, 8.201, 8.202, 8.203,
8.300, and 8.400 currently concludes at 4:15 p.m. ET. NYSE Arca
Equities Rules 5.2(j)(3), 8.100, 8.200, 8.201, 8.202, 8.203, 8.300,
and 8.400 relate to Investment Company Units, Portfolio Depositary
Receipts, Trust Issued Receipts, Commodity-Based Trust Shares,
Currency Trust Shares, Commodity Index Trust Shares, Partnership
Units, and Paired Trust Shares, respectively. See Securities
Exchange Act Release No. 54997 (December 21, 2006), 71 FR 78501
(December 29, 2006) (SR-NYSEArca-2006-77) (establishing hours of
trading for securities of certain ETFs).
---------------------------------------------------------------------------
The Exchange makes the following representations with respect to
the trading of Covered ETFs during all three Exchange trading sessions:
1. The Exchange has appropriate rules to facilitate transactions in
the shares of ETFs during all trading sessions. The Exchange deems such
shares to be equity securities, thus rendering trading in such shares
subject to the Exchange's existing rules governing the trading of
equity securities.
2. The Exchange's surveillance procedures are adequate to properly
monitor the trading of shares of the ETFs in all trading sessions.\6\
---------------------------------------------------------------------------
\6\ The Exchange states that it may obtain information via the
Intermarket Surveillance Group (``ISG'') from other exchanges who
are members or affiliate members of ISG. In addition, as referenced
in the applicable approval orders, the Exchange has in place
information sharing agreements with the relevant exchange(s).
---------------------------------------------------------------------------
3. The Exchange has distributed an Information Bulletin to Equity
Trading Permit (``ETP'') Holders prior to the commencement of trading
of the shares of the ETFs that explains the terms, characteristics, and
risks of trading such shares. In addition, the Exchange states that it
will distribute an Information Bulletin that explains the terms,
characteristics, and risks of trading the shares of the ETFs that have
not yet been launched to ETP Holders prior to the commencement of
trading of such shares.
4. The Exchange will require ETP Holders with a customer who
purchases newly issued shares of the ETFs in any trading session on the
NYSE Arca Marketplace to provide that customer with a product
description, if available, or a prospectus, and has noted this delivery
requirement in the Information Bulletin.
5. When the Exchange is the UTP trading market, the Exchange will
cease trading in the shares of the ETFs during all trading sessions if
(a) the listing market stops trading the shares, or (b) the listing
market delists the shares. Additionally, the Exchange may cease trading
the shares if such other event shall occur or condition exists which,
in the opinion of the Exchange, makes further dealings on the Exchange
inadvisable. UTP trading in the shares of the ETFs is also governed by
the trading halt provisions of NYSE Arca Equities Rule 7.34 relating to
temporary interruptions in the calculation or wide dissemination of the
intraday indicative value (``IIV'') \7\ or the value of the underlying
index or other applicable underlying benchmark. Shares of the ETFs will
be traded following a trading halt in accordance with NYSE Arca
Equities Rule 7.35(f).
---------------------------------------------------------------------------
\7\ The IIV is also sometimes referred to as the Indicative
Optimized Portfolio Value (``IOPV''), the Indicative Fund Value
(``IFV''), the Indicative Trust Value (``ITV''), and the Indicative
Partnership Value (``IPV''), depending upon the type of ETF being
traded.
---------------------------------------------------------------------------
6. When the Exchange is the listing market, the Exchange may
consider all relevant factors in exercising its discretion to halt or
suspend trading in the shares of an ETF. Trading may be halted because
of market conditions or for reasons that, in the view of the Exchange,
make trading in the shares inadvisable. Factors for consideration may
include (a) the extent to which trading is not occurring in the
securities or other instruments underlying an ETF, or (b) whether other
unusual conditions or circumstances detrimental to the maintenance of a
fair and orderly market are present. In addition, trading in the shares
of listed ETFs are subject
[[Page 58146]]
to trading halts caused by extraordinary market volatility pursuant to
the Exchange's ``circuit breaker'' rule (NYSE Arca Equities Rule 7.12)
or by the halt or suspension of trading of the underlying securities or
other instruments underlying an ETF. If the IIV or the index value (or
value of the underlying asset or instrument, if not an index)
applicable to a series of shares is not being disseminated as required,
the Exchange may halt trading during the day in which the interruption
to the dissemination of the IIV or the index value occurs. If the
interruption to the dissemination of the IIV or the index value
persists past the trading day in which it occurred, the Exchange will
halt trading no later than the beginning of the trading day following
the interruption.
7. The IIV and/or index value (or value of the underlying asset or
instrument, if not an index) will continue to be disseminated during
all three trading sessions, to the extent the relevant approval order
provides for this dissemination requirement.
The Exchange states that the representations in the corresponding
approval orders for each of the Covered ETFs shall continue to apply
with respect to trading during the Core and Late Trading Sessions.
In a separate filing with the Commission, the Exchange recently
amended NYSE Arca Equities Rule 7.34(e) to require ETP Holders to
disclose additional risks associated with extended hours trading in new
derivative securities products to customers.\8\ The Exchange has
committed to distribute to its ETP Holders and make available on its
Web site an Information Bulletin titled ``Exchange-Traded Funds--
Extended Trading Hours'' that discloses and discusses such risks, in
addition to the following: (1) The underlying index value may not be
updated during the Core and Late Trading Sessions; (2) the IIV may not
be updated during the Core and Late Trading Sessions; (3) commodity and
currency spot prices are available in the Core and Late Trading
Sessions, but commodity and currency futures prices generally will not
be available in the Core and Late Trading Sessions;\9\ (4) lower
liquidity in the Core and Late Trading Sessions may impact pricing; (5)
higher volatility in the Core and Late Trading Sessions may impact
pricing; (6) wider spreads may occur in the Core and Late Trading
Sessions; (7) other required customer disclosures; (8) the
circumstances that trigger trading halts; and (9) suitability
requirements.
---------------------------------------------------------------------------
\8\ See Securities Exchange Act Release No. 56270 (August 15,
2007), 72 FR 47109 (August 22, 2007) (SR-NYSEArca-2007-74).
Specifically, the Exchange requires ETP Holders to disclose to their
customers who are not ETP Holders that an updated underlying index
value or IIV may not be calculated or publicly disseminated during
extended trading hours. Since the IIV is not calculated or widely
disseminated during the Opening and Late Trading Sessions, an
investor who is unable to calculate an implied value for a
derivative securities product in those sessions may be at a
disadvantage to market professionals. The Exchange believes that
requiring ETP Holders to disclose this risk to non-ETP Holders will
facilitate informed participation in extended hours trading.
\9\ The Exchange states that, in certain cases, the futures or
options markets for a particular commodity may be closed during part
of the Core Trading Session, and the IIV would be static for that
particular future or options price, but widely disseminated. In
addition, the prices of certain futures contracts in commodities
(e.g., gold) and currencies are available on a 24-hour basis.
---------------------------------------------------------------------------
The Exchange notes that, if the official index value does not
change during some or all of the period when trading is occurring on
the Exchange (for example, because of time zone differences or holidays
in countries where the index component stocks trade), then the last
calculated official index value must remain available throughout
Exchange trading hours. Similarly, if the IIV does not change during
any portion of Exchange trading hours, then the last official
calculated IIV must remain available throughout Exchange trading hours.
III. Commission's Findings and Order Granting Approval of the Proposed
Rule Change
After careful review and based on the Exchange's representations,
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.\10\ In particular, the
Commission finds that the proposed rule change is consistent with
Section 6(b)(5) of the Act.\11 \The Commission believes that the
proposal reasonably balances the removal of impediments to a free and
open market with the protection of investors and the public interest,
two principles set forth in Section 6(b)(5) of the Act. Trading during
extended hours carries more risks than during regular business hours.
With ETFs in particular, customers who trade when an IIV is not
calculated and publicly disseminated may be at a disadvantage to
professional traders who have their own means of calculating a reliable
estimate of the net asset value. The Exchange has represented that it
will distribute to its ETP Holders an information bulletin that
discusses this particular risk and other risks of trading the Covered
ETFs outside of normal business hours. In view of these additional
disclosures, the Commission believes it is reasonable and consistent
with the Act for the Exchange to extend the trading hours of the
Covered ETFs in the manner described in this proposal.
---------------------------------------------------------------------------
\10\ In approving this proposed rule change, 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).
\11\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
IV. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\12\ that the proposed rule change (SR-NYSEArca-2007-75), as
modified by Amendment No. 1 thereto, be, and it hereby is, approved.
---------------------------------------------------------------------------
\12\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Market Regulation,
pursuant to delegated authority.\13\
---------------------------------------------------------------------------
\13\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Nancy M. Morris,
Secretary.
[FR Doc. E7-20122 Filed 10-11-07; 8:45 am]
BILLING CODE 8011-01-P