Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing and Order Granting Accelerated Approval of Proposed Rule Change Relating to Generic Listing Rules for Currency Trust Shares, 28310-28315 [E9-13970]
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Federal Register / Vol. 74, No. 113 / Monday, June 15, 2009 / Notices
equitable principles of trade, and, in
general, to protect investors and the
public interest. FINRA believes that
transferring NASD Rule 2220 into the
Consolidated Rulebook protects
investors and the public interest by
providing the investing public with
options communications rules that are
designed to provide appropriate
safeguards and greater clarity by
promoting harmonization between
FINRA’s and other SROs’ options
communications rules. FINRA believes
that transferring NASD Rule 2441 into
the Consolidated FINRA Rulebook
promotes investor protection by
requiring members to provide disclosure
and obtain customer consent when
trading on a net basis. In addition,
FINRA believes that the benefits to
investors of requiring certain
disclosures and obtaining customer
consent when trading on a net basis
outweighs the additional
responsibilities placed on brokerdealers. FINRA believes that transferring
NASD Rule 2460 into the Consolidated
FINRA Rulebook will protect investors
and the public interest and avert a
potential conflict of interest by
prohibiting members from receiving
compensation or other payments from
an issuer or others for listing, quoting or
making a market in an issuer’s
securities. Finally, FINRA believes that
transferring and combining NASD Rules
3510 and 3520 in the Consolidated
FINRA Rulebook will help ensure that
members are prepared in the event of a
significant business disruption. The
proposed rule change makes nonsubstantive changes to rules that have
proven effective in meeting the statutory
mandates.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
FINRA does not believe that the
proposed rule change will result in any
burden on competition that is not
necessary or appropriate in furtherance
of the purposes of the Act.
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C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments were neither
solicited nor received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period (i)
as the Commission may designate up to
90 days of such date if it finds such
longer period to be appropriate and
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publishes its reasons for so finding or
(ii) as to which the self-regulatory
organization consents, the Commission
will:
(A) by order approve such proposed
rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–FINRA–2009–036 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–FINRA–2009–036. 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, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of such filing also will be
available for inspection and copying at
the principal office of FINRA. 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
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submissions should refer to File
Number SR–FINRA–2009–036 and
should be submitted on or before July 6,
2009.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–13971 Filed 6–12–09; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–60065; File No. SR–
NYSEArca–2009–47]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing and Order
Granting Accelerated Approval of
Proposed Rule Change Relating to
Generic Listing Rules for Currency
Trust Shares
June 8, 2009.
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 28,
2009, NYSE Arca, Inc. (‘‘NYSE Arca’’ or
‘‘Exchange’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons and is
approving the proposed rule change on
an accelerated basis.3
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange, through its wholly
owned subsidiary NYSE Arca Equities,
Inc. (‘‘NYSE Arca Equities’’ or the
‘‘Corporation’’), proposes to amend its
rules governing NYSE Arca, LLC, which
is the equities trading facility of NYSE
Arca. NYSE Arca is proposing to amend
NYSE Arca Equities Rule 8.202
(Currency Trust Shares) to provide
generic listing and trading rules for such
securities. The text of the proposed rule
change is available at the Exchange, the
Commission’s Public Reference Room,
and https://www.nyse.com.4
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
3 See infra notes 7 and 36 and accompanying text.
4 E-mail from Michael Cavalier, Chief Counsel,
NYSE Euronext, to Edward Cho, Special Counsel,
Division of Trading and Markets, Commission,
dated June 4, 2009 (‘‘Exchange Confirmation’’).
1 15
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Federal Register / Vol. 74, No. 113 / Monday, June 15, 2009 / Notices
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of,
and basis for, the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item III below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts 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 currently has rules
permitting the listing and trading,
including trading pursuant to unlisted
trading privileges (‘‘UTP’’), of Currency
Trust Shares (NYSE Arca Equities Rule
8.202).5 The Exchange proposes to
amend NYSE Arca Equities Rule 8.202
to include provisions for the listing and
trading (including trading pursuant to
UTP) of Currency Trust Shares pursuant
to Rule 19b–4(e) 6 under the Act.7
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Generic Listing Standards
Rule 19b-4(e) under the Act provides
that the listing and trading of a new
derivative securities product by a selfregulatory organization (‘‘SRO’’) shall
not be deemed a proposed rule change,
pursuant to Section (c)(1) of Rule 19b4,8 if the Commission has approved,
pursuant to Section 19(b) of the Act,9
the SRO’s trading rules, procedures, and
listing standards for the product class
that would include the new derivatives
securities product, and the SRO has a
5 See Securities Exchange Act Release No. 53253
(February 8, 2006), 71 FR 8029 (February 15, 2006)
(SR–PCX–2005–123) (order approving Rule 8.202
and trading on the Exchange pursuant to UTP of
shares of the Euro Currency Trust).
6 17 CFR 240.19b–4(e).
7 The Exchange previously filed a proposed rule
change to permit listing pursuant to Rule 19b–4(e)
of Commodity-Based Trust Shares, Currency Trust
Shares, and Commodity Index Trust Shares. See
Securities Exchange Act Release No. 58332 (August
8, 2008), 73 FR 47996 (August 15, 2008) (SR–
NYSEArca–2008–51) (Notice of Filing of Proposed
Rule Change and Amendment No. 1 Thereto To
Adopt Generic Listing and Trading Rules for
Commodity-Based Trust Shares, Currency Trust
Shares, and Commodity Index Trust Shares). The
Exchange withdrew NYSEArca–2008–51 on May
18, 2009. The amendments to NYSE Arca Equities
Rule 8.202 proposed herein are substantially
identical to changes to NYSE Arca Equities Rule
8.202 proposed in SR–NYSEArca–2008–51.
8 17 CFR 240.19b-4(c)(1).
9 17 U.S.C. 78s(b).
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surveillance program for the product
class.10
The Exchange is proposing to adopt
generic listing standards under
amended Rule 8.202 for Currency Trust
Shares,11 pursuant to which it will be
able to trade such securities without
Commission approval of each
individual product pursuant to Section
19(b)(2) of the Act.12 Instead, the
Exchange represents that any securities
it lists and/or trades pursuant to NYSE
Arca Equities Rule 8.202 will satisfy the
standards set forth therein. The
Exchange states that within five (5)
business days after commencement of
trading of a security pursuant to NYSE
Arca Equities Rule 8.202, the Exchange
will file a Form 19b-4(e).13
Currency Trust Shares
The Exchange proposes to amend the
definition of the term ‘‘Currency Trust
Shares’’ in NYSE Arca Equities Rule
8.202(c) to provide that Currency Trust
Shares may be issued by a trust that
holds more than one non-U.S. currency.
In addition, NYSE Arca Equities Rule
8.202(c) would be amended to provide
that Currency Trust Shares may be
surrendered to the Trust by an
Authorized Participant (as defined in
the Trust’s prospectus), and the Trust
will deliver to the redeeming
Authorized Participant the specified
non-U.S. currency or currencies.14 The
reference to surrender of Currency Trust
Shares by the beneficial owner would be
deleted. NYSE Arca Equities Rule
8.202(d) relating to designation of a nonU.S. currency would be amended to
clarify the rule’s application to an issue
of Currency Trust Shares that holds
more than one currency. Commentary
.01 also would be amended to clarify
that Currency Trust Shares are Trust
Issued Receipts that can hold multiple
currencies.
The Exchange proposes to amend
Commentary .04 to NYSE Arca Equities
Rule 8.202 to incorporate generic listing
and trading standards for Currency
Trust Shares.15 In addition to the
10 See Securities Exchange Act Release No. 40761
(December 8, 1998), 63 FR 70952 (December 22,
1998) (File No. S7–13–98).
11 See Exchange Confirmation, supra note 4
(replacing the term ‘‘Shares’’ with ‘‘Currency Trust
Shares’’ where applicable).
12 15 U.S.C. 78s(b)(2).
13 17 CFR 240.19b-4(e)(2)(ii); 17 CFR 249.820.
14 See Exchange Confirmation, supra note 4.
15 The Commission has previously approved a
number of issues of Currency Trust Shares for
exchange listing and trading. See, e.g., Securities
Exchange Act Release No. 52843 (November 28,
2005), 70 FR 72486 (December 5, 2005) (SR–NYSE
2005–65) (order granting accelerated approval for
NYSE to list and trade shares of the CurrencyShares
Euro Trust); Securities Exchange Act Release No.
54020 (June 20, 2006), 71 FR 36579 (June 27, 2006)
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general requirements of NYSE Arca
Equities Rule 8.202, Currency Trust
Shares listed on the Exchange must
satisfy the following initial listing
criteria. For a series of Currency Trust
Shares listed on the Exchange, a
minimum of 100,000 shares of a series
of Currency Trust Shares is required to
be outstanding at commencement of
trading.16 In addition, for both listed
Currency Trust Shares and those traded
pursuant to UTP: (1) The value of the
applicable non-U.S. currency must be
disseminated by one or more major
market data vendors on at least a 15second delayed basis; (2) the Indicative
Trust Value must be calculated and
widely disseminated by the Corporation
or one or more major market data
vendors on at least a 15-second basis
during the Core Trading Session as
defined in NYSE Arca Equities Rule
7.34; and (3) the Corporation will
implement written surveillance
procedures applicable to Currency Trust
Shares.
Proposed Commentary .05 to NYSE
Arca Equities Rule 8.202 provides
certain ‘‘firewall’’ requirements where
the value of a Currency Trust Share is
based in whole or in part on an index
that is maintained by a broker-dealer, as
well as requirements on any advisory
committee, supervisory board or similar
entity that advises or that makes certain
decisions regarding the index, similar to
the requirements currently specified in
NYSE Arca Equities Rule 5.2(j)(3),
Commentary .01(b)(1).
Commentary .06 provides that
Currency Trust Shares will be subject to
the Exchange’s equity trading rules.
Commentary .07 provides that, if the
(SR–NYSE–2006–35) (order granting accelerated
approval for NYSE to list and trade shares of the
CurrencyShares Australian Dollar Trust,
CurrencyShares British Pound Sterling Trust,
CurrencyShares Canadian Dollar Trust,
CurrencyShares Mexican Peso Trust,
CurrencyShares Swedish Krona Trust and
CurrencyShares Swiss Franc Trust); Securities
Exchange Act Release No. 55268 (February 9, 2007),
72 FR 7793 (February 20, 2007) (SR–NYSE–2007–
03) (order granting accelerated approval for NYSE
to list and trade shares of the CurrencyShares
Japanese Yen Trust); and Securities Exchange Act
Release No. 56131 (July 25, 2007), 72 FR 42212
(August 1, 2007) (SR–NYSEArca-2007–57) (order
granting accelerated approval for listing on NYSE
Arca of CurrencyShares Trusts).
16 The Exchange notes that the proposed 100,000
share minimum is the same as the requirement in
NYSE Arca Equities Rule 5.2(j)(3)(d) applicable to
Investment Company Units (‘‘Units’’), which
provides that a minimum of 100,000 shares of a
series of Units is required to be outstanding at
commencement of trading. In addition, the 100,000
share minimum is comparable to requirements
previously applied to series of Units approved by
the Commission for exchange listing pursuant to
Section 19(b)(2) of the Act. See, e.g., Securities
Exchange Act Release No. 52816 (November 21,
2005), 70 FR 71574, 71578 n.19 and accompanying
text (November 29, 2005) (SR–NYSE–2005–70).
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Indicative Trust Value, or the value of
the currency, currencies or currency
index applicable to a series of Currency
Trust Shares is not being disseminated
as required, the Exchange may halt
trading during the day on which such
interruption first occurs. If such
interruption 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. If the Exchange
becomes aware that the net asset value
applicable to a series of Currency Trust
Shares is not being disseminated to all
market participants at the same time, it
will halt trading in such series until
such time as the net asset value is
available to all market participants.
Proposed NYSE Arca Equities Rule
8.202(j) provides that the Exchange may
submit a rule filing pursuant to Section
19(b)(2) of the Act 17 to permit the
listing and trading of Currency Trust
Shares that do not otherwise meet the
standards set forth in proposed
Commentary .04 to NYSE Arca Equities
Rule 8.202.
Exchange Rules Applicable to Currency
Trust Shares
Currency Trust Shares will be subject
to all Exchange rules governing the
trading of equity securities. The
Exchange’s equity margin rules will
apply to transactions in Currency Trust
Shares. Currency Trust Shares will trade
during trading hours set forth in Rule
7.34(a).18
Surveillance
The Exchange intends to utilize its
existing surveillance procedures
applicable to derivative products,
including Currency Trust Shares, to
monitor trading in the securities. The
Exchange represents that these
procedures are adequate to properly
monitor Exchange trading of the
securities in all trading sessions and to
deter and detect violations of Exchange
rules or applicable Federal securities
laws.
17 17
U.S.C. 78s(b)(2).
to NYSE Arca Rule 7.34(a), the NYSE
Arca Marketplace will have three trading sessions
each day the Corporation is open for business
unless otherwise determined by the Corporation:
Opening Session—begins at 1:00:00 a.m. (Pacific
Time) and concludes at the commencement of the
Core Trading Session. The Opening Auction and
the Market Order Auction shall occur during the
Opening Session.
Core Trading Session—begins for each security at
6:30:00 a.m. (Pacific Time) or at the conclusion of
the Market Order Auction, whichever comes later,
and concludes at 1:00:00 p.m. (Pacific Time).
Late Trading Session—begins following the
conclusion of the Core Trading Session and
concludes at 5:00:00 p.m. (Pacific Time).
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18 Pursuant
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The Exchange’s current trading
surveillance focuses on detecting when
securities trade outside their normal
patterns. When such situations are
detected, surveillance analysis follows
and investigations are opened, where
appropriate, to review the behavior of
all relevant parties for all relevant
trading violations.
The components underlying Currency
Trust Shares are based on spot prices of
the relevant currency, and such
underlying currencies are traded in
over-the-counter markets rather than on
exchanges.
The Exchange may obtain information
via the Intermarket Surveillance Group
(‘‘ISG’’) from other exchanges who are
members of the ISG.19
In addition, the Exchange also has a
general policy prohibiting the
distribution of material, non-public
information by its employees.
Information Bulletin
Prior to the commencement of
trading, the Exchange will inform its
ETP Holders in an Information Bulletin
of the special characteristics and risks
associated with trading an issue of
Currency Trust Shares, including risks
inherent with trading such securities
during the Opening and Late Trading
Sessions and suitability
recommendation requirements.
Specifically, the Information Bulletin
will discuss the following: (1) The
procedures for purchases and
redemptions of Currency Trust Shares;
(2) NYSE Arca Equities Rule 9.2(a),
which imposes a duty of due diligence
on ETP Holders to learn the essential
facts relating to every customer prior to
trading an issue of Currency Trust
Shares; (3) how information regarding
the Indicative Trust Value is
disseminated; (4) the risks involved in
trading an issue of Currency Trust
Shares during the Opening and Late
Trading Sessions when an updated
Indicative Trust Value will not be
calculated or publicly disseminated; (5)
the requirement that ETP Holders
deliver a prospectus to investors
purchasing newly issued Currency Trust
Shares prior to or concurrently with the
confirmation of a transaction; and (6)
trading information. For example, the
Information Bulletin will advise ETP
Holders, prior to the commencement of
trading, of the prospectus delivery
requirements applicable to the relevant
issue of Currency Trust Shares. The
Exchange notes that investors
purchasing Currency Trust Shares
directly from the applicable trust will
receive a prospectus. ETP Holders
purchasing Currency Trust Shares from
the trust for resale to investors will
deliver a prospectus to such investors.
In addition, the Information Bulletin
will reference that an issue of Currency
Trust Shares is subject to various fees
and expenses described in the
applicable prospectus. The Information
Bulletin will also reference the fact that
there is no regulated source of last sale
information regarding non-U.S.
currencies, and that the Commission has
no jurisdiction over the trading of
currencies or futures contracts on which
the value of an issue of Currency Trust
Shares may be based.
2. Statutory Basis
The proposed rule change is
consistent with Section 6(b) 20 of the Act
in general and furthers the objectives of
Section 6(b)(5) 21 in particular in that it
is designed to prevent fraudulent and
manipulative acts and practices, to
promote just and equitable principles of
trade, to foster cooperation and
coordination with persons engaged in
regulating, clearing, settling, processing
information with respect to, and
facilitating transaction in securities,
and, in general, to protect investors and
the public interest. The Exchange
believes that the proposed rules
applicable to trading pursuant to generic
listing and trading criteria, together with
the Exchange’s surveillance procedures
applicable to trading in the securities
covered by the proposed rules serve to
foster investor protection. The proposed
rules will also enhance market
competition by assisting in bringing
Currency Trust Shares to market more
quickly, consistent with the
Commission’s adoption of Rule 19b–
4(e) 22 under the Act.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition 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
No written comments were solicited
or received with respect to the proposed
rule change.
20 15
19 For
a list of current members of the ISG, see
https://www.isgportal.org.
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U.S.C. 78f(b).
U.S.C. 78f(b)(5).
22 17 CFR 240.19b–4(e).
21 15
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Federal Register / Vol. 74, No. 113 / Monday, June 15, 2009 / Notices
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 rulecomments@sec.gov. Please include File
Number SR–NYSEArca–2009–47 on the
subject line.
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Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–NYSEArca-2009–47. 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, 100 F Street, NE., Washington,
DC 20549, on official business days
between the hours of 10 a.m. and 3 p.m.
Copies of the filing also will be available
for inspection and copying at the
principal office of the Exchange. All
comments received will be posted
without change; 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–NYSEArca–2009–47 and
should be submitted on or before July 6,
2009.
IV. Commissions Findings and Order
Granting Accelerated Approval of the
Proposed Rule Change
After careful consideration, the
Commission finds that the proposed
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rule change is consistent with the
requirements of the Act and the rules
and regulations thereunder applicable to
a national securities exchange.23 In
particular, the Commission finds that
the proposed rule change is consistent
with the requirements of Section 6(b)(5)
of the Act,24 which requires, among
other things, that the Exchange’s rules
be designed to promote just and
equitable principles of trade, to foster
cooperation and coordination with
persons engaged in regulating, clearing,
settling, processing information with
respect to, and facilitating transactions
in securities, to remove impediments to
and perfect the mechanism of a free and
open market and national market
system, and, in general, to protect
investors and the public interest.
A. Generic Listing Standards for
Currency Trust Shares
To list and trade Currency Trust
Shares, the Exchange currently must file
a proposed rule change with the
Commission pursuant to Section
19(b)(1) of the Act 25 and Rule 19b–4
thereunder.26 Rule 19b–4(e) provides
that the listing and trading of a new
derivative securities product by an SRO
will not be deemed a proposed rule
change pursuant to Rule 19b–4(c)(1) if
the Commission has approved, pursuant
to Section 19(b) of the Act, the SRO’s
trading rules, procedures, and listing
standards for the product class that
would include the new derivative
securities product, and the SRO has a
surveillance program for the product
class. The Exchange proposes to adopt
certain provisions that would permit it
to list and trade Currency Trust Shares
pursuant to Rule 19b–4(e).
The Commission notes that it has
previously approved the adoption of
generic listing standards for various
classes of new derivative securities
products, including currency-related
derivative securities products, to be
listed and traded pursuant to Rule 19b–
4(e).27 In addition, the Commission
23 In approving the 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).
24 15 U.S.C. 78f(b)(5).
25 15 U.S.C. 78s(b)(1).
26 17 CFR 240.19b–4. See Commentary .04 to
NYSE Arca Equities Rule 8.202 (providing that
NYSE Arca Equities must file separate proposals
under Section 19(b) of the Act before trading, either
by listing or pursuant to unlisted trading privileges,
Currency Trust Shares).
27 See, e.g., Securities Exchange Act Release No.
56637 (October 10, 2007), 72 FR 58704 (October 16,
2007) (SR–NYSEArca-2007–92) (approving, among
other things, generic listing and trading rules for
Currency-Linked Securities). See also, e.g.,
Securities Exchange Act Release Nos. 44551 (July
12, 2001), 66 FR 37716 (July 19, 2001) (SR–PCX–
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28313
notes that it has approved multiple
series of Currency Trust Shares for
listing and trading on the Exchange.28 In
approving these securities for Exchange
trading, the Commission considered the
applicable Exchange rules that govern
their trading. The Commission believes
that proposed generic listing standards
for Currency Trust Shares should fulfill
the intended objective of Rule 19b–4(e)
and allow securities that satisfy the
proposed generic listing standards to
commence trading without the need for
public comment and Commission
approval.29 The Exchange’s ability to
rely on Rule 19b–4(e) to list and trade
Currency Trust Shares that meet the
applicable requirements and minimum
standards should reduce the time frame
for bringing these securities to market
and thereby reduce the burdens on
issuers and other market participants,
while also promoting competition and
making such securities available to
investors more quickly.
B. Listing and Trading Currency Trust
Shares
Taken together, the Commission finds
that the proposal contains adequate
rules and procedures to govern the
listing and trading of Currency Trust
Shares pursuant to Rule 19b–4(e) on the
Exchange. Products listed and traded
under the proposed generic standards
will be subject to the full panoply of
NYSE Arca Equities rules and
procedures, including the equity rules
relating to margin, that currently govern
the trading of equity securities on the
Exchange.
2001–14) (approving, among other things, generic
listing standards for Units); 55621 (April 12, 2007),
72 FR 19571 (April 18, 2007) (SR–NYSEArca-2006–
86) (approving, among other things, generic listing
standards for Units based on foreign equity
securities); 55783 (May 17, 2007), 72 FR 29194
(May 24, 2007) (SR–NYSEArca-2007–36) (approving
generic listing standards for Units based on fixed
income indexes); 52204 (August 3, 2005), 70 FR
46559 (August 10, 2005) (SR–PCX–2005–63)
(approving generic listing standards for IndexLinked Securities); and 57701 (April 23, 2008), 73
FR 23281 (April 29, 2008) (SR–NYSEArca-2008–20)
(approving generic listing rules for Fixed Income
Index-Linked Securities, Futures-Linked Securities,
and Multifactor Index-Linked Securities).
28 See supra note 15 (indicating prior
Commission orders approving the listing and
trading of Currency Trust Shares).
29 The Commission notes that the failure of a
particular product or index to comply with the
proposed generic listing standards under Rule 19b–
4(e), however, would not preclude the Exchange
from submitting a separate filing pursuant to
Section 19(b)(1) of the Act, requesting Commission
approval to list and trade a particular series of
Currency Trust Shares. See proposed NYSE Arca
Equities Rule 8.202(j) (providing that NYSE Arca
Equities may submit a proposed rule change
pursuant to Section 19(b) of the Act to permit the
listing and trading of Currency Trust Shares that do
not otherwise meet the generic listing standards set
forth in the relevant rules).
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pwalker on PROD1PC71 with NOTICES
Each of the proposed modifications to
the listing requirements under NYSE
Arca Equities Rule 8.202 provide the
following:
• For the Exchange to approve each
applicable issue for listing, each such
issue must satisfy all of the criteria set
forth in the relevant rule,30 and, for
those issues approved for trading
pursuant to UTP, each such issue must
satisfy the requirements relating to the
dissemination of the underlying asset
and/or index values and the Indicative
Trust Values and the implementation of
written surveillance procedures
applicable to Currency Trust Shares;
• The Exchange may submit a
proposed rule change to permit the
listing and trading of Currency Trust
Shares that do not otherwise meet the
proposed generic listing standards set
forth in Commentary .04 to NYSE Arca
Rule 8.202; 31
• A minimum of 100,000 Currency
Trust Shares is required to be
outstanding at the commencement of
trading;
• The values of the underlying nonU.S. currency, currencies, or currency
index, as the case may be, must be
disseminated by one or more major
market data vendors on at least a 15second delayed basis;
• The Indicative Trust Value must be
calculated and widely disseminated by
NYSE Arca Equities or one or more
major market data vendors on at least a
15-second basis during the Core Trading
Session;
• The Exchange must implement
written surveillance procedures
applicable to Currency Trust Shares;
and
• Currency Trust Shares will be
subject to the Exchange’s equity trading
rules; and
• If the Indicative Trust Value or the
values of the underlying non-U.S.
currency, currencies, or currency index,
as the case may be, is not being
disseminated as required, the Exchange
may halt trading during the day on
which such interruption first occurs. If
such interruption 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. In addition,
if the Exchange becomes aware that the
net asset value applicable to a series of
Currency Trust Shares is not being
30 The Commission notes that each issue of
Currency Trust Shares to be traded on the
Exchange, whether by listing or pursuant to UTP,
must satisfy not only those requirements proposed
to be adopted herein, but also all of the other
existing applicable requirements in the respective
rules for Currency Trust Shares.
31 See supra note 29.
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16:47 Jun 12, 2009
Jkt 217001
disseminated to all market participants
at the same time, it will halt trading in
such series until such time as the net
asset value is available to all market
participants.
In addition, the Commission notes that
the proposed ‘‘firewall’’ provisions in
Commentary .05 to NYSE Arca Equities
Rules 8.202 are virtually identical to the
‘‘firewall’’ restrictions applicable to all
types of Index-Linked Securities,
including Currency-Linked Securities.32
To clarify the definition of Currency
Trust Shares under NYSE Arca Equities
Rule 8.202(c), with respect to the
procedures for surrendering or
redeeming Currency Trust Shares, the
proposal provides that such Currency
Trust Shares may be surrendered or
redeemed, when aggregated in some
specified minimum number, to the trust
only by, or at the request of, an
Authorized Participant, as such term is
defined in the relevant trust prospectus.
The proposal also seeks to modify the
definition of Currency Trust Shares and
other provisions under NYSE Arca
Equities Rule 8.202 such that the
underlying asset thereof may be
represented by more than one non-U.S.
currency deposited with the trust.
The Commission believes that the
proposal is designed to maintain fair
and orderly markets for the listing and
trading of Currency Trust Shares. The
proposed generic listing standards seek
to ensure a minimum level of
transparency with respect key values of
the underlying currency assets, establish
events that would trigger a trading halt
in Currency Trust Shares when the
availability of such key information
related to Currency Trust Shares
becomes impaired, and prevent conflicts
of interest and the use and
dissemination of material, non-public
information with respect to the
personnel responsible for the
maintenance of an underlying index
maintained by a broker-dealer. The
Commission notes that all of the
existing continued listing standards
applicable to Currency Trust Shares,
requirements relating to information
barriers and accounts with respect to
ETP Holders acting as registered Market
Makers or Market Maker Authorized
Traders in Currency Trust Shares, and
prospectus delivery requirements
continue to apply to Currency Trust
Shares. The Commission further notes
that the Exchange has a general policy
prohibiting the distribution of material,
32 See NYSE Arca Equities Rule 5.2(j)(6)(C)
(setting forth similar firewall restrictions with
respect to all types of Index-Linked Securities); see
also Commentary .01(b)(1) to NYSE Arca Equities
Rule 5.2(j)(3) (setting forth similar firewall
restrictions with respect to Units).
PO 00000
Frm 00102
Fmt 4703
Sfmt 4703
non-public information by its
employees.
C. Surveillance
Proposed Commentary .04(d) to NYSE
Arca Equities Rule 8.202 provides that
NYSE Arca Equities will implement
written surveillance procedures
applicable to Currency Trust Shares.
The Commission notes that Currency
Trust Shares would be subject to the
Exchange’s existing surveillance
procedures applicable to derivative
products, including Currency Trust
Shares. The Exchange has represented
that its surveillance procedures are
adequate to properly monitor the
trading of Currency Trust Shares in all
trading sessions and to deter and detect
violations of Exchange rules or
applicable federal securities laws.
The Exchange states that, with respect
to Currency Trust Shares based on spot
prices of a currency or currencies, such
underlying currencies are traded in OTC
markets rather than on exchanges. The
Commission notes that information
relating the trading of such assets in the
OTC markets may not be readily
available.
D. Information Bulletin
The Exchange has represented that,
prior to the commencement of trading in
Currency Shares, it will inform its ETP
Holders in an Information Bulletin
describing the special characteristics
and risks associated with trading an
issue of Currency Trust Shares.
Specifically, the Information Bulletin
will discuss the following: (1) The
procedures for purchases and
redemptions of Currency Trust Shares;
(2) suitability requirements; (3) how
information regarding the Indicative
Trust Value is disseminated; (4) the
risks involved in trading an issue of
Currency Trust Shares during the
Opening and Late Trading Sessions
when an updated Indicative Trust Value
will not be calculated or publicly
disseminated; (5) the requirement that
ETP Holders deliver a prospectus to
investors purchasing newly issued
Currency Trust Shares prior to or
concurrently with the confirmation of a
transaction; and (6) trading information.
The Information Bulletin will also
advise ETP Holders, prior to the
commencement of trading, of the
prospectus delivery requirements
applicable to the relevant issue of
Currency Trust Shares. The Exchange
notes that investors purchasing
Currency Trust Shares directly from the
applicable trust will receive a
prospectus; ETP Holders purchasing
Currency Trust Shares from the trust for
resale to investors will deliver a
E:\FR\FM\15JNN1.SGM
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Federal Register / Vol. 74, No. 113 / Monday, June 15, 2009 / Notices
prospectus to such investors. Finally,
the Information Bulletin will reference
that: An issue of Currency Trust Shares
is subject to various fees and expenses
described in the applicable prospectus;
that there is no regulated source of lastsale information regarding non-U.S.
currencies; and the Commission has no
jurisdiction over the trading of physical
currencies on which the value of an
issue of Currency Trust Shares may be
based.
pwalker on PROD1PC71 with NOTICES
E. Firewall Procedures
Currency Trust Shares, which are
securities issued by a trust that may
hold multiple currencies, will be subject
to the firewall requirements under
proposed Commentary .05 to NYSE
Arca Equities Rule 8.202. The firewall
requirements provide that, if the value
of a Currency Trust Share is based in
whole or in part on an index that is
maintained by a broker-dealer, the
broker-dealer shall erect a ‘‘firewall’’
around the personnel responsible for the
maintenance of the underlying index or
who have access to information
concerning changes and adjustments to
the index, and the index shall be
calculated by a third party who is not
a broker-dealer. Furthermore, any
advisory committee, supervisory board,
or similar entity that advises an index
licensor or administrator or that makes
decisions regarding the index or
portfolio composition, methodology,
and related matters must implement and
maintain, or be subject to, procedures
designed to prevent the use and
dissemination of material, non-public
information regarding the applicable
index or portfolio.
The Commission believes that the
proposed ‘‘firewall’’ restrictions
applicable to Currency Trust Shares are
designed to prevent the use and
dissemination of material, non-public
information regarding an underlying
index and prevent conflicts of interest
with respect to personnel of a brokerdealer maintaining an index underlying
such securities. The Commission notes
that such proposed restrictions are
substantially similar to restrictions
adopted for the listing and trading of
Index-Linked Securities and Units.33
F. Accelerated Approval
The Commission finds good cause,
pursuant to Section 19(b)(2) of the
Act,34 for approving the proposed rule
change prior to the 30th day after
publication of notice in the Federal
Register. The Commission notes that the
Exchange previously filed a proposed
33 See
34 15
id. and accompanying text.
U.S.C. 78s(b)(2).
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16:47 Jun 12, 2009
Jkt 217001
rule change (NYSEArca–2008–51)
seeking to adopt generic listing
standards for Currency Trust Shares and
other commodity-related derivative
securities products.35 Notice of the
proposed rule change was published in
the Federal Register on August 15, 2008
for a 21-day comment period, and no
comments were received by the
Commission.36 The Commission further
notes that the proposed changes to
NYSE Arca Equities Rule 8.202 in
NYSEArca–2008–51 are substantively
identical to this proposed rule change.
The Commission believes that the
Exchange’s proposed amendments to
NYSE Arca Equities Rule 8.202 do not
raise any new issues or significant
regulatory concerns. The Commission
believes that accelerating approval of
this proposal should benefit investors
by creating, without undue delay,
enhanced competition in the market for
Currency Trust Shares, consistent with
Section 6(b) of the Act and Rule 19b–
4(e) thereunder.
V. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,37 that the
proposed rule change (SR–NYSEArca–
2009–47) be, and it hereby is, approved
on an accelerated basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.38
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–13970 Filed 6–12–09; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–60064; File No. SR–
NYSEArca–2009–30]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Order Granting Approval of
Proposed Rule Change, as Modified by
Amendment No. 1 Thereto, Relating to
the Adoption of Listing Standards for
Managed Trust Securities and the
Listing and Trading of Shares of the
iShares® Diversified Alternatives Trust
On April 9, 2009, NYSE Arca, Inc.
(‘‘NYSE Arca’’ or ‘‘Exchange’’), through
its wholly owned subsidiary, NYSE
35 See
supra note 7.
id. (noting that the Exchange subsequently
withdrew the proposed rule change on May 18,
2009).
37 15 U.S.C. 78s(b)(2).
38 17 CFR 200.30–3(a)(12).
36 See
Frm 00103
II. Description of the Proposal
A. Listing Standards for Managed Trust
Securities
The Exchange proposes to adopt new
NYSE Arca Equities Rule 8.700 to list
and trade, or trade pursuant to unlisted
trading privileges, Managed Trust
Securities. A Managed Trust Security as
a security that is registered under the
Securities Act of 1933, as amended, and
(a) is issued by a trust that (i) is a
commodity pool, as defined in the
Commodity Exchange Act (‘‘CEA’’) and
regulations thereunder, and is managed
by a commodity pool operator registered
with the Commodity Futures Trading
Commission (‘‘CFTC’’), and (ii) holds
long and/or short positions in exchangetraded futures contracts and/or currency
forward contracts selected by the trust’s
advisor consistent with the trust’s
investment objectives,4 which would
only include exchange-traded futures
contracts involving commodities,
currencies, stock indices, fixed income
indices, interest rates and sovereign,
private, and mortgage or asset backed
debt instruments 5 and/or forward
contracts on specified currencies, as
disclosed in the trust’s prospectus, as
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 59835
(April 28, 2009), 74 FR 21041 (‘‘Notice’’).
4 It should be noted that the trust holdings will
be actively managed in accordance with the trust’s
investment objectives; therefore, products listed
under proposed NYSE Arca Equities Rule 8.700 are
ineligible for listing under any other existing
Exchange rule (e.g., NYSE Arca Equities Rules 8.203
and 8.204).
5 The trust may only hold exchange-traded
futures contracts on sovereign, private, and
mortgage- or asset-backed debt and not the debt
itself.
2 17
I. Introduction
PO 00000
Arca Equities, Inc. (‘‘NYSE Arca
Equities’’ or ‘‘Corporation’’), 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: (1) Adopt listing standards
for Managed Trust Securities; (2) amend
NYSE Arca Equities Rule 7.34 and its
Listing Fees to add references to
proposed NYSE Arca Equities Rule
8.700 relating to Managed Trust
Securities; and (3) list and trade shares
(‘‘Shares’’) of the iShares® Diversified
Alternatives Trust (‘‘Trust’’). On April
24, 2009, 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 May 6, 2009.3
The Commission received no comments
on the proposal. This order approves the
proposed rule change, as amended.
1 15
June 8, 2009.
Fmt 4703
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28315
E:\FR\FM\15JNN1.SGM
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Agencies
[Federal Register Volume 74, Number 113 (Monday, June 15, 2009)]
[Notices]
[Pages 28310-28315]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E9-13970]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-60065; File No. SR-NYSEArca-2009-47]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
and Order Granting Accelerated Approval of Proposed Rule Change
Relating to Generic Listing Rules for Currency Trust Shares
June 8, 2009.
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 28, 2009, NYSE Arca, Inc. (``NYSE Arca'' or ``Exchange'')
filed with the Securities and Exchange Commission (``Commission'') the
proposed rule change as described in Items I and II below, which Items
have been prepared by the Exchange. The Commission is publishing this
notice to solicit comments on the proposed rule change from interested
persons and is approving the proposed rule change on an accelerated
basis.\3\
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See infra notes 7 and 36 and accompanying text.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange, through its wholly owned subsidiary NYSE Arca
Equities, Inc. (``NYSE Arca Equities'' or the ``Corporation''),
proposes to amend its rules governing NYSE Arca, LLC, which is the
equities trading facility of NYSE Arca. NYSE Arca is proposing to amend
NYSE Arca Equities Rule 8.202 (Currency Trust Shares) to provide
generic listing and trading rules for such securities. The text of the
proposed rule change is available at the Exchange, the Commission's
Public Reference Room, and https://www.nyse.com.\4\
---------------------------------------------------------------------------
\4\ E-mail from Michael Cavalier, Chief Counsel, NYSE Euronext,
to Edward Cho, Special Counsel, Division of Trading and Markets,
Commission, dated June 4, 2009 (``Exchange Confirmation'').
---------------------------------------------------------------------------
[[Page 28311]]
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of, and basis for, the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of those statements may be examined at
the places specified in Item III below. The Exchange has prepared
summaries, set forth in sections A, B, and C below, of the most
significant parts 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 currently has rules permitting the listing and
trading, including trading pursuant to unlisted trading privileges
(``UTP''), of Currency Trust Shares (NYSE Arca Equities Rule 8.202).\5\
The Exchange proposes to amend NYSE Arca Equities Rule 8.202 to include
provisions for the listing and trading (including trading pursuant to
UTP) of Currency Trust Shares pursuant to Rule 19b-4(e) \6\ under the
Act.\7\
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\5\ See Securities Exchange Act Release No. 53253 (February 8,
2006), 71 FR 8029 (February 15, 2006) (SR-PCX-2005-123) (order
approving Rule 8.202 and trading on the Exchange pursuant to UTP of
shares of the Euro Currency Trust).
\6\ 17 CFR 240.19b-4(e).
\7\ The Exchange previously filed a proposed rule change to
permit listing pursuant to Rule 19b-4(e) of Commodity-Based Trust
Shares, Currency Trust Shares, and Commodity Index Trust Shares. See
Securities Exchange Act Release No. 58332 (August 8, 2008), 73 FR
47996 (August 15, 2008) (SR-NYSEArca-2008-51) (Notice of Filing of
Proposed Rule Change and Amendment No. 1 Thereto To Adopt Generic
Listing and Trading Rules for Commodity-Based Trust Shares, Currency
Trust Shares, and Commodity Index Trust Shares). The Exchange
withdrew NYSEArca-2008-51 on May 18, 2009. The amendments to NYSE
Arca Equities Rule 8.202 proposed herein are substantially identical
to changes to NYSE Arca Equities Rule 8.202 proposed in SR-NYSEArca-
2008-51.
---------------------------------------------------------------------------
Generic Listing Standards
Rule 19b-4(e) under the Act provides that the listing and trading
of a new derivative securities product by a self-regulatory
organization (``SRO'') shall not be deemed a proposed rule change,
pursuant to Section (c)(1) of Rule 19b-4,\8\ if the Commission has
approved, pursuant to Section 19(b) of the Act,\9\ the SRO's trading
rules, procedures, and listing standards for the product class that
would include the new derivatives securities product, and the SRO has a
surveillance program for the product class.\10\
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\8\ 17 CFR 240.19b-4(c)(1).
\9\ 17 U.S.C. 78s(b).
\10\ See Securities Exchange Act Release No. 40761 (December 8,
1998), 63 FR 70952 (December 22, 1998) (File No. S7-13-98).
---------------------------------------------------------------------------
The Exchange is proposing to adopt generic listing standards under
amended Rule 8.202 for Currency Trust Shares,\11\ pursuant to which it
will be able to trade such securities without Commission approval of
each individual product pursuant to Section 19(b)(2) of the Act.\12\
Instead, the Exchange represents that any securities it lists and/or
trades pursuant to NYSE Arca Equities Rule 8.202 will satisfy the
standards set forth therein. The Exchange states that within five (5)
business days after commencement of trading of a security pursuant to
NYSE Arca Equities Rule 8.202, the Exchange will file a Form 19b-
4(e).\13\
---------------------------------------------------------------------------
\11\ See Exchange Confirmation, supra note 4 (replacing the term
``Shares'' with ``Currency Trust Shares'' where applicable).
\12\ 15 U.S.C. 78s(b)(2).
\13\ 17 CFR 240.19b-4(e)(2)(ii); 17 CFR 249.820.
---------------------------------------------------------------------------
Currency Trust Shares
The Exchange proposes to amend the definition of the term
``Currency Trust Shares'' in NYSE Arca Equities Rule 8.202(c) to
provide that Currency Trust Shares may be issued by a trust that holds
more than one non-U.S. currency. In addition, NYSE Arca Equities Rule
8.202(c) would be amended to provide that Currency Trust Shares may be
surrendered to the Trust by an Authorized Participant (as defined in
the Trust's prospectus), and the Trust will deliver to the redeeming
Authorized Participant the specified non-U.S. currency or
currencies.\14\ The reference to surrender of Currency Trust Shares by
the beneficial owner would be deleted. NYSE Arca Equities Rule 8.202(d)
relating to designation of a non-U.S. currency would be amended to
clarify the rule's application to an issue of Currency Trust Shares
that holds more than one currency. Commentary .01 also would be amended
to clarify that Currency Trust Shares are Trust Issued Receipts that
can hold multiple currencies.
---------------------------------------------------------------------------
\14\ See Exchange Confirmation, supra note 4.
---------------------------------------------------------------------------
The Exchange proposes to amend Commentary .04 to NYSE Arca Equities
Rule 8.202 to incorporate generic listing and trading standards for
Currency Trust Shares.\15\ In addition to the general requirements of
NYSE Arca Equities Rule 8.202, Currency Trust Shares listed on the
Exchange must satisfy the following initial listing criteria. For a
series of Currency Trust Shares listed on the Exchange, a minimum of
100,000 shares of a series of Currency Trust Shares is required to be
outstanding at commencement of trading.\16\ In addition, for both
listed Currency Trust Shares and those traded pursuant to UTP: (1) The
value of the applicable non-U.S. currency must be disseminated by one
or more major market data vendors on at least a 15-second delayed
basis; (2) the Indicative Trust Value must be calculated and widely
disseminated by the Corporation or one or more major market data
vendors on at least a 15-second basis during the Core Trading Session
as defined in NYSE Arca Equities Rule 7.34; and (3) the Corporation
will implement written surveillance procedures applicable to Currency
Trust Shares.
---------------------------------------------------------------------------
\15\ The Commission has previously approved a number of issues
of Currency Trust Shares for exchange listing and trading. See,
e.g., Securities Exchange Act Release No. 52843 (November 28, 2005),
70 FR 72486 (December 5, 2005) (SR-NYSE 2005-65) (order granting
accelerated approval for NYSE to list and trade shares of the
CurrencyShares Euro Trust); Securities Exchange Act Release No.
54020 (June 20, 2006), 71 FR 36579 (June 27, 2006) (SR-NYSE-2006-35)
(order granting accelerated approval for NYSE to list and trade
shares of the CurrencyShares Australian Dollar Trust,
CurrencyShares\\ British Pound Sterling Trust, CurrencyShares
Canadian Dollar Trust, CurrencyShares Mexican Peso Trust,
CurrencyShares\\ Swedish Krona Trust and CurrencyShares\\ Swiss
Franc Trust); Securities Exchange Act Release No. 55268 (February 9,
2007), 72 FR 7793 (February 20, 2007) (SR-NYSE-2007-03) (order
granting accelerated approval for NYSE to list and trade shares of
the CurrencyShares Japanese Yen Trust); and Securities Exchange Act
Release No. 56131 (July 25, 2007), 72 FR 42212 (August 1, 2007) (SR-
NYSEArca-2007-57) (order granting accelerated approval for listing
on NYSE Arca of CurrencyShares Trusts).
\16\ The Exchange notes that the proposed 100,000 share minimum
is the same as the requirement in NYSE Arca Equities Rule
5.2(j)(3)(d) applicable to Investment Company Units (``Units''),
which provides that a minimum of 100,000 shares of a series of Units
is required to be outstanding at commencement of trading. In
addition, the 100,000 share minimum is comparable to requirements
previously applied to series of Units approved by the Commission for
exchange listing pursuant to Section 19(b)(2) of the Act. See, e.g.,
Securities Exchange Act Release No. 52816 (November 21, 2005), 70 FR
71574, 71578 n.19 and accompanying text (November 29, 2005) (SR-
NYSE-2005-70).
---------------------------------------------------------------------------
Proposed Commentary .05 to NYSE Arca Equities Rule 8.202 provides
certain ``firewall'' requirements where the value of a Currency Trust
Share is based in whole or in part on an index that is maintained by a
broker-dealer, as well as requirements on any advisory committee,
supervisory board or similar entity that advises or that makes certain
decisions regarding the index, similar to the requirements currently
specified in NYSE Arca Equities Rule 5.2(j)(3), Commentary .01(b)(1).
Commentary .06 provides that Currency Trust Shares will be subject
to the Exchange's equity trading rules. Commentary .07 provides that,
if the
[[Page 28312]]
Indicative Trust Value, or the value of the currency, currencies or
currency index applicable to a series of Currency Trust Shares is not
being disseminated as required, the Exchange may halt trading during
the day on which such interruption first occurs. If such interruption
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. If the Exchange becomes aware that the net asset
value applicable to a series of Currency Trust Shares is not being
disseminated to all market participants at the same time, it will halt
trading in such series until such time as the net asset value is
available to all market participants.
Proposed NYSE Arca Equities Rule 8.202(j) provides that the
Exchange may submit a rule filing pursuant to Section 19(b)(2) of the
Act \17\ to permit the listing and trading of Currency Trust Shares
that do not otherwise meet the standards set forth in proposed
Commentary .04 to NYSE Arca Equities Rule 8.202.
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\17\ 17 U.S.C. 78s(b)(2).
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Exchange Rules Applicable to Currency Trust Shares
Currency Trust Shares will be subject to all Exchange rules
governing the trading of equity securities. The Exchange's equity
margin rules will apply to transactions in Currency Trust Shares.
Currency Trust Shares will trade during trading hours set forth in Rule
7.34(a).\18\
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\18\ Pursuant to NYSE Arca Rule 7.34(a), the NYSE Arca
Marketplace will have three trading sessions each day the
Corporation is open for business unless otherwise determined by the
Corporation:
Opening Session--begins at 1:00:00 a.m. (Pacific Time) and
concludes at the commencement of the Core Trading Session. The
Opening Auction and the Market Order Auction shall occur during the
Opening Session.
Core Trading Session--begins for each security at 6:30:00 a.m.
(Pacific Time) or at the conclusion of the Market Order Auction,
whichever comes later, and concludes at 1:00:00 p.m. (Pacific Time).
Late Trading Session--begins following the conclusion of the
Core Trading Session and concludes at 5:00:00 p.m. (Pacific Time).
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Surveillance
The Exchange intends to utilize its existing surveillance
procedures applicable to derivative products, including Currency Trust
Shares, to monitor trading in the securities. The Exchange represents
that these procedures are adequate to properly monitor Exchange trading
of the securities in all trading sessions and to deter and detect
violations of Exchange rules or applicable Federal securities laws.
The Exchange's current trading surveillance focuses on detecting
when securities trade outside their normal patterns. When such
situations are detected, surveillance analysis follows and
investigations are opened, where appropriate, to review the behavior of
all relevant parties for all relevant trading violations.
The components underlying Currency Trust Shares are based on spot
prices of the relevant currency, and such underlying currencies are
traded in over-the-counter markets rather than on exchanges.
The Exchange may obtain information via the Intermarket
Surveillance Group (``ISG'') from other exchanges who are members of
the ISG.\19\
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\19\ For a list of current members of the ISG, see https://www.isgportal.org.
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In addition, the Exchange also has a general policy prohibiting the
distribution of material, non-public information by its employees.
Information Bulletin
Prior to the commencement of trading, the Exchange will inform its
ETP Holders in an Information Bulletin of the special characteristics
and risks associated with trading an issue of Currency Trust Shares,
including risks inherent with trading such securities during the
Opening and Late Trading Sessions and suitability recommendation
requirements.
Specifically, the Information Bulletin will discuss the following:
(1) The procedures for purchases and redemptions of Currency Trust
Shares; (2) NYSE Arca Equities Rule 9.2(a), which imposes a duty of due
diligence on ETP Holders to learn the essential facts relating to every
customer prior to trading an issue of Currency Trust Shares; (3) how
information regarding the Indicative Trust Value is disseminated; (4)
the risks involved in trading an issue of Currency Trust Shares during
the Opening and Late Trading Sessions when an updated Indicative Trust
Value will not be calculated or publicly disseminated; (5) the
requirement that ETP Holders deliver a prospectus to investors
purchasing newly issued Currency Trust Shares prior to or concurrently
with the confirmation of a transaction; and (6) trading information.
For example, the Information Bulletin will advise ETP Holders, prior to
the commencement of trading, of the prospectus delivery requirements
applicable to the relevant issue of Currency Trust Shares. The Exchange
notes that investors purchasing Currency Trust Shares directly from the
applicable trust will receive a prospectus. ETP Holders purchasing
Currency Trust Shares from the trust for resale to investors will
deliver a prospectus to such investors.
In addition, the Information Bulletin will reference that an issue
of Currency Trust Shares is subject to various fees and expenses
described in the applicable prospectus. The Information Bulletin will
also reference the fact that there is no regulated source of last sale
information regarding non-U.S. currencies, and that the Commission has
no jurisdiction over the trading of currencies or futures contracts on
which the value of an issue of Currency Trust Shares may be based.
2. Statutory Basis
The proposed rule change is consistent with Section 6(b) \20\ of
the Act in general and furthers the objectives of Section 6(b)(5) \21\
in particular in that it is designed to prevent fraudulent and
manipulative acts and practices, to promote just and equitable
principles of trade, to foster cooperation and coordination with
persons engaged in regulating, clearing, settling, processing
information with respect to, and facilitating transaction in
securities, and, in general, to protect investors and the public
interest. The Exchange believes that the proposed rules applicable to
trading pursuant to generic listing and trading criteria, together with
the Exchange's surveillance procedures applicable to trading in the
securities covered by the proposed rules serve to foster investor
protection. The proposed rules will also enhance market competition by
assisting in bringing Currency Trust Shares to market more quickly,
consistent with the Commission's adoption of Rule 19b-4(e) \22\ under
the Act.
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\20\ 15 U.S.C. 78f(b).
\21\ 15 U.S.C. 78f(b)(5).
\22\ 17 CFR 240.19b-4(e).
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B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition 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
No written comments were solicited or received with respect to the
proposed rule change.
[[Page 28313]]
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-NYSEArca-2009-47 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-NYSEArca-2009-47. 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, 100 F Street,
NE., Washington, DC 20549, on official business days between the hours
of 10 a.m. and 3 p.m. Copies of the filing also will be available for
inspection and copying at the principal office of the Exchange. All
comments received will be posted without change; 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-NYSEArca-2009-47 and should
be submitted on or before July 6, 2009.
IV. Commissions Findings and Order Granting Accelerated Approval of the
Proposed Rule Change
After careful consideration, 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.\23\ In particular, the Commission finds that the proposed
rule change is consistent with the requirements of Section 6(b)(5) of
the Act,\24\ which requires, among other things, that the Exchange's
rules be designed to promote just and equitable principles of trade, to
foster cooperation and coordination with persons engaged in regulating,
clearing, settling, processing information with respect to, and
facilitating transactions in securities, to remove impediments to and
perfect the mechanism of a free and open market and national market
system, and, in general, to protect investors and the public interest.
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\23\ In approving the 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).
\24\ 15 U.S.C. 78f(b)(5).
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A. Generic Listing Standards for Currency Trust Shares
To list and trade Currency Trust Shares, the Exchange currently
must file a proposed rule change with the Commission pursuant to
Section 19(b)(1) of the Act \25\ and Rule 19b-4 thereunder.\26\ Rule
19b-4(e) provides that the listing and trading of a new derivative
securities product by an SRO will not be deemed a proposed rule change
pursuant to Rule 19b-4(c)(1) if the Commission has approved, pursuant
to Section 19(b) of the Act, the SRO's trading rules, procedures, and
listing standards for the product class that would include the new
derivative securities product, and the SRO has a surveillance program
for the product class. The Exchange proposes to adopt certain
provisions that would permit it to list and trade Currency Trust Shares
pursuant to Rule 19b-4(e).
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\25\ 15 U.S.C. 78s(b)(1).
\26\ 17 CFR 240.19b-4. See Commentary .04 to NYSE Arca Equities
Rule 8.202 (providing that NYSE Arca Equities must file separate
proposals under Section 19(b) of the Act before trading, either by
listing or pursuant to unlisted trading privileges, Currency Trust
Shares).
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The Commission notes that it has previously approved the adoption
of generic listing standards for various classes of new derivative
securities products, including currency-related derivative securities
products, to be listed and traded pursuant to Rule 19b-4(e).\27\ In
addition, the Commission notes that it has approved multiple series of
Currency Trust Shares for listing and trading on the Exchange.\28\ In
approving these securities for Exchange trading, the Commission
considered the applicable Exchange rules that govern their trading. The
Commission believes that proposed generic listing standards for
Currency Trust Shares should fulfill the intended objective of Rule
19b-4(e) and allow securities that satisfy the proposed generic listing
standards to commence trading without the need for public comment and
Commission approval.\29\ The Exchange's ability to rely on Rule 19b-
4(e) to list and trade Currency Trust Shares that meet the applicable
requirements and minimum standards should reduce the time frame for
bringing these securities to market and thereby reduce the burdens on
issuers and other market participants, while also promoting competition
and making such securities available to investors more quickly.
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\27\ See, e.g., Securities Exchange Act Release No. 56637
(October 10, 2007), 72 FR 58704 (October 16, 2007) (SR-NYSEArca-
2007-92) (approving, among other things, generic listing and trading
rules for Currency-Linked Securities). See also, e.g., Securities
Exchange Act Release Nos. 44551 (July 12, 2001), 66 FR 37716 (July
19, 2001) (SR-PCX-2001-14) (approving, among other things, generic
listing standards for Units); 55621 (April 12, 2007), 72 FR 19571
(April 18, 2007) (SR-NYSEArca-2006-86) (approving, among other
things, generic listing standards for Units based on foreign equity
securities); 55783 (May 17, 2007), 72 FR 29194 (May 24, 2007) (SR-
NYSEArca-2007-36) (approving generic listing standards for Units
based on fixed income indexes); 52204 (August 3, 2005), 70 FR 46559
(August 10, 2005) (SR-PCX-2005-63) (approving generic listing
standards for Index-Linked Securities); and 57701 (April 23, 2008),
73 FR 23281 (April 29, 2008) (SR-NYSEArca-2008-20) (approving
generic listing rules for Fixed Income Index-Linked Securities,
Futures-Linked Securities, and Multifactor Index-Linked Securities).
\28\ See supra note 15 (indicating prior Commission orders
approving the listing and trading of Currency Trust Shares).
\29\ The Commission notes that the failure of a particular
product or index to comply with the proposed generic listing
standards under Rule 19b-4(e), however, would not preclude the
Exchange from submitting a separate filing pursuant to Section
19(b)(1) of the Act, requesting Commission approval to list and
trade a particular series of Currency Trust Shares. See proposed
NYSE Arca Equities Rule 8.202(j) (providing that NYSE Arca Equities
may submit a proposed rule change pursuant to Section 19(b) of the
Act to permit the listing and trading of Currency Trust Shares that
do not otherwise meet the generic listing standards set forth in the
relevant rules).
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B. Listing and Trading Currency Trust Shares
Taken together, the Commission finds that the proposal contains
adequate rules and procedures to govern the listing and trading of
Currency Trust Shares pursuant to Rule 19b-4(e) on the Exchange.
Products listed and traded under the proposed generic standards will be
subject to the full panoply of NYSE Arca Equities rules and procedures,
including the equity rules relating to margin, that currently govern
the trading of equity securities on the Exchange.
[[Page 28314]]
Each of the proposed modifications to the listing requirements
under NYSE Arca Equities Rule 8.202 provide the following:
For the Exchange to approve each applicable issue for
listing, each such issue must satisfy all of the criteria set forth in
the relevant rule,\30\ and, for those issues approved for trading
pursuant to UTP, each such issue must satisfy the requirements relating
to the dissemination of the underlying asset and/or index values and
the Indicative Trust Values and the implementation of written
surveillance procedures applicable to Currency Trust Shares;
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\30\ The Commission notes that each issue of Currency Trust
Shares to be traded on the Exchange, whether by listing or pursuant
to UTP, must satisfy not only those requirements proposed to be
adopted herein, but also all of the other existing applicable
requirements in the respective rules for Currency Trust Shares.
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The Exchange may submit a proposed rule change to permit
the listing and trading of Currency Trust Shares that do not otherwise
meet the proposed generic listing standards set forth in Commentary .04
to NYSE Arca Rule 8.202; \31\
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\31\ See supra note 29.
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A minimum of 100,000 Currency Trust Shares is required to
be outstanding at the commencement of trading;
The values of the underlying non-U.S. currency,
currencies, or currency index, as the case may be, must be disseminated
by one or more major market data vendors on at least a 15-second
delayed basis;
The Indicative Trust Value must be calculated and widely
disseminated by NYSE Arca Equities or one or more major market data
vendors on at least a 15-second basis during the Core Trading Session;
The Exchange must implement written surveillance
procedures applicable to Currency Trust Shares; and
Currency Trust Shares will be subject to the Exchange's
equity trading rules; and
If the Indicative Trust Value or the values of the
underlying non-U.S. currency, currencies, or currency index, as the
case may be, is not being disseminated as required, the Exchange may
halt trading during the day on which such interruption first occurs. If
such interruption 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. In addition, if the Exchange
becomes aware that the net asset value applicable to a series of
Currency Trust Shares is not being disseminated to all market
participants at the same time, it will halt trading in such series
until such time as the net asset value is available to all market
participants.
In addition, the Commission notes that the proposed ``firewall''
provisions in Commentary .05 to NYSE Arca Equities Rules 8.202 are
virtually identical to the ``firewall'' restrictions applicable to all
types of Index-Linked Securities, including Currency-Linked
Securities.\32\
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\32\ See NYSE Arca Equities Rule 5.2(j)(6)(C) (setting forth
similar firewall restrictions with respect to all types of Index-
Linked Securities); see also Commentary .01(b)(1) to NYSE Arca
Equities Rule 5.2(j)(3) (setting forth similar firewall restrictions
with respect to Units).
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To clarify the definition of Currency Trust Shares under NYSE Arca
Equities Rule 8.202(c), with respect to the procedures for surrendering
or redeeming Currency Trust Shares, the proposal provides that such
Currency Trust Shares may be surrendered or redeemed, when aggregated
in some specified minimum number, to the trust only by, or at the
request of, an Authorized Participant, as such term is defined in the
relevant trust prospectus. The proposal also seeks to modify the
definition of Currency Trust Shares and other provisions under NYSE
Arca Equities Rule 8.202 such that the underlying asset thereof may be
represented by more than one non-U.S. currency deposited with the
trust.
The Commission believes that the proposal is designed to maintain
fair and orderly markets for the listing and trading of Currency Trust
Shares. The proposed generic listing standards seek to ensure a minimum
level of transparency with respect key values of the underlying
currency assets, establish events that would trigger a trading halt in
Currency Trust Shares when the availability of such key information
related to Currency Trust Shares becomes impaired, and prevent
conflicts of interest and the use and dissemination of material, non-
public information with respect to the personnel responsible for the
maintenance of an underlying index maintained by a broker-dealer. The
Commission notes that all of the existing continued listing standards
applicable to Currency Trust Shares, requirements relating to
information barriers and accounts with respect to ETP Holders acting as
registered Market Makers or Market Maker Authorized Traders in Currency
Trust Shares, and prospectus delivery requirements continue to apply to
Currency Trust Shares. The Commission further notes that the Exchange
has a general policy prohibiting the distribution of material, non-
public information by its employees.
C. Surveillance
Proposed Commentary .04(d) to NYSE Arca Equities Rule 8.202
provides that NYSE Arca Equities will implement written surveillance
procedures applicable to Currency Trust Shares. The Commission notes
that Currency Trust Shares would be subject to the Exchange's existing
surveillance procedures applicable to derivative products, including
Currency Trust Shares. The Exchange has represented that its
surveillance procedures are adequate to properly monitor the trading of
Currency Trust Shares in all trading sessions and to deter and detect
violations of Exchange rules or applicable federal securities laws.
The Exchange states that, with respect to Currency Trust Shares
based on spot prices of a currency or currencies, such underlying
currencies are traded in OTC markets rather than on exchanges. The
Commission notes that information relating the trading of such assets
in the OTC markets may not be readily available.
D. Information Bulletin
The Exchange has represented that, prior to the commencement of
trading in Currency Shares, it will inform its ETP Holders in an
Information Bulletin describing the special characteristics and risks
associated with trading an issue of Currency Trust Shares.
Specifically, the Information Bulletin will discuss the following: (1)
The procedures for purchases and redemptions of Currency Trust Shares;
(2) suitability requirements; (3) how information regarding the
Indicative Trust Value is disseminated; (4) the risks involved in
trading an issue of Currency Trust Shares during the Opening and Late
Trading Sessions when an updated Indicative Trust Value will not be
calculated or publicly disseminated; (5) the requirement that ETP
Holders deliver a prospectus to investors purchasing newly issued
Currency Trust Shares prior to or concurrently with the confirmation of
a transaction; and (6) trading information.
The Information Bulletin will also advise ETP Holders, prior to the
commencement of trading, of the prospectus delivery requirements
applicable to the relevant issue of Currency Trust Shares. The Exchange
notes that investors purchasing Currency Trust Shares directly from the
applicable trust will receive a prospectus; ETP Holders purchasing
Currency Trust Shares from the trust for resale to investors will
deliver a
[[Page 28315]]
prospectus to such investors. Finally, the Information Bulletin will
reference that: An issue of Currency Trust Shares is subject to various
fees and expenses described in the applicable prospectus; that there is
no regulated source of last-sale information regarding non-U.S.
currencies; and the Commission has no jurisdiction over the trading of
physical currencies on which the value of an issue of Currency Trust
Shares may be based.
E. Firewall Procedures
Currency Trust Shares, which are securities issued by a trust that
may hold multiple currencies, will be subject to the firewall
requirements under proposed Commentary .05 to NYSE Arca Equities Rule
8.202. The firewall requirements provide that, if the value of a
Currency Trust Share is based in whole or in part on an index that is
maintained by a broker-dealer, the broker-dealer shall erect a
``firewall'' around the personnel responsible for the maintenance of
the underlying index or who have access to information concerning
changes and adjustments to the index, and the index shall be calculated
by a third party who is not a broker-dealer. Furthermore, any advisory
committee, supervisory board, or similar entity that advises an index
licensor or administrator or that makes decisions regarding the index
or portfolio composition, methodology, and related matters must
implement and maintain, or be subject to, procedures designed to
prevent the use and dissemination of material, non-public information
regarding the applicable index or portfolio.
The Commission believes that the proposed ``firewall'' restrictions
applicable to Currency Trust Shares are designed to prevent the use and
dissemination of material, non-public information regarding an
underlying index and prevent conflicts of interest with respect to
personnel of a broker-dealer maintaining an index underlying such
securities. The Commission notes that such proposed restrictions are
substantially similar to restrictions adopted for the listing and
trading of Index-Linked Securities and Units.\33\
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\33\ See id. and accompanying text.
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F. Accelerated Approval
The Commission finds good cause, pursuant to Section 19(b)(2) of
the Act,\34\ for approving the proposed rule change prior to the 30th
day after publication of notice in the Federal Register. The Commission
notes that the Exchange previously filed a proposed rule change
(NYSEArca-2008-51) seeking to adopt generic listing standards for
Currency Trust Shares and other commodity-related derivative securities
products.\35\ Notice of the proposed rule change was published in the
Federal Register on August 15, 2008 for a 21-day comment period, and no
comments were received by the Commission.\36\ The Commission further
notes that the proposed changes to NYSE Arca Equities Rule 8.202 in
NYSEArca-2008-51 are substantively identical to this proposed rule
change. The Commission believes that the Exchange's proposed amendments
to NYSE Arca Equities Rule 8.202 do not raise any new issues or
significant regulatory concerns. The Commission believes that
accelerating approval of this proposal should benefit investors by
creating, without undue delay, enhanced competition in the market for
Currency Trust Shares, consistent with Section 6(b) of the Act and Rule
19b-4(e) thereunder.
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\34\ 15 U.S.C. 78s(b)(2).
\35\ See supra note 7.
\36\ See id. (noting that the Exchange subsequently withdrew the
proposed rule change on May 18, 2009).
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V. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\37\ that the proposed rule change (SR-NYSEArca-2009-47) be, and it
hereby is, approved on an accelerated basis.
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\37\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\38\
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\38\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9-13970 Filed 6-12-09; 8:45 am]
BILLING CODE 8010-01-P