Self-Regulatory Organizations; NYSE Arca, Inc.; Order Granting Approval of a Proposed Rule Change To List and Trade Shares of the Dent Tactical ETF, 41468-41470 [E9-19570]
Download as PDF
41468
Federal Register / Vol. 74, No. 157 / Monday, August 17, 2009 / Notices
currently represent less than 0.04% of
Phlx’s total contract volume.27 The
Commission believes that, given the
small percentage of Phlx’s total contract
volume represented by these seven
products, the inclusion of data on these
products in Phlx’s TOPO product will
not confer market power on Phlx to
compel market participants to purchase
the entire Phlx data feed. The
Commission therefore believes that the
inclusion of top-of-book data for these
products in Phlx’s TOPO product does
not undermine the finding that Phlx was
subject to significant competitive forces
in setting the terms of its proposal.
In addition to the need to attract order
flow, the availability of alternatives to
TOPO product significantly affect the
terms on which Phlx can distribute this
market data.28 In setting the fees for its
TOPO product, Phlx must consider the
extent to which market participants
would choose one or more alternatives
instead of purchasing its data.29 The
most basic source of information
concerning the top-of-book generally
available at an exchange is the complete
record of an exchange’s transactions that
is provided in the core data feeds.30 In
this respect, the core data feeds that
include an exchange’s own transaction
information are a significant alternative
to the exchange’s market data product.31
Further, other options exchanges can
produce their own top-of-book products,
and thus are sources of potential
competition for Phlx.32
The Commission believes that there
are a number of alternative sources of
information that impose significant
competitive pressures on Phlx in setting
the terms for distributing its TOPO
product. The Commission believes that
the availability of those alternatives, as
well as Phlx’s compelling need to attract
order flow, imposed significant
competitive pressure on Phlx to act
equitably, fairly, and reasonably in
setting the terms of its proposal.
Because Phlx was subject to
significant competitive forces in setting
27 Id.
28 See
29 Id.
NYSE Arca Order, supra note 11, at 74784.
at 74783.
mstockstill on DSKH9S0YB1PROD with NOTICES
30 Id.
31 Id. Information on transactions executed on
Phlx is available through OPRA.
32 In its filing, Phlx states that ‘‘ISE and CBOE are
potential competitors because each exchange enjoys
greater market share and thus the ability to offer a
top-of-book product that would compete favorably
with TOPO.’’ See Notice, supra, note 4, at 32677.
Phlx also notes that although the TOPO data feed
is separate from the core data feed made available
by OPRA, all of the information made available in
TOPO is included in the core data feed. Phlx states
that the OPRA data is widely distributed and
relatively inexpensive, thus constraining Phlx’s
ability to price TOPO. See Notice, supra, note 4, at
32677.
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17:55 Aug 14, 2009
Jkt 217001
the terms of the proposal, the
Commission will approve the proposal
in the absence of a substantial
countervailing basis to find that the
terms of the proposal fail to meet the
applicable requirements of the Act or
the rules thereunder. The Commission
did not receive any comments on the
proposal. Further, an analysis of the
proposal does not provide such a basis.
The Commission notes that the
proposed fees for TOPO are lower for
Internal Distributors than for External
Distributors. Because Internal
Distributors are by definition more
limited in the scope of their distribution
of TOPO data than External Distributors,
it is reasonable to expect that Internal
Distributors will provide TOPO data to
a smaller number of internal
subscribers.33 The fees therefore do not
unreasonably discriminate among types
of subscribers, such as by favoring
participants in the Phlx market or
penalizing participants in other markets.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act, that the
proposed rule change (SR–Phlx–2009–
54), be and hereby is approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.34
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–19569 Filed 8–14–09; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–60460; File No. SR–
NYSEArca–2009–55]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Order Granting Approval of
a Proposed Rule Change To List and
Trade Shares of the Dent Tactical ETF
August 7, 2009.
On June 18, 2009, 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
33 Conversely, External Distributors can
reasonably be expected to distribute the TOPO data
to a higher number of subscribers because they do
not have the same limitation. Accordingly, the
Exchange will charge a higher fee to External
Distributors than to Internal Distributors. See id.
34 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
PO 00000
Frm 00103
Fmt 4703
Sfmt 4703
proposed rule change to list and trade
shares (‘‘Shares’’) of the Dent Tactical
ETF (‘‘Fund’’) under NYSE Arca
Equities Rule 8.600. The proposed rule
change was published in the Federal
Register on July 8, 2009.3 The
Commission received no comments on
the proposal. This order grants approval
of the proposed rule change.
I. Description of the Proposal
The Exchange proposes to list and
trade the Shares of the Fund under
NYSE Arca Equities Rule 8.600, which
governs the listing of Managed Fund
Shares.4 The Shares will be offered by
AdvisorShares Trust (‘‘Trust’’), a
statutory trust organized under the laws
of the State of Delaware and registered
with the Commission as an open-end
management investment company.5 The
investment advisor to the Fund is
AdvisorShares Investments, LLC
(‘‘Advisor’’), and the day-to-day
portfolio management of the Fund is
provided by the sub-advisor to the
Fund, HS Dent Investment Management,
LLC (‘‘Sub-Advisor’’).6 The Exchange
represents that the Shares will conform
to the initial and continued listing
criteria under NYSE Arca Equities Rule
8.600 and that the Fund will be in
compliance with Rule 10A–3 under the
Act,7 as provided by NYSE Arca
Equities Rule 5.3.
The Fund is a ‘‘fund of funds,’’ which
means that the Fund seeks to invest
primarily in other exchange-traded
funds that are registered under the 1940
Act and certain other exchange-traded
products that are not registered as
investment companies under the 1940
Act (collectively, ‘‘Underlying ETPs’’).8
The Fund seeks to achieve its
investment objective of long-term
growth of capital by identifying, through
3 See Securities Exchange Act Release No. 60195
(June 30, 2009), 74 FR 32678 (‘‘Notice’’).
4 See NYSE Arca Equities Rule 8.600.
5 The Trust is registered under the Investment
Company Act of 1940 (‘‘1940 Act’’). On June 9,
2009, the Trust filed with the Commission a
registration statement on Form N–1A (File Nos.
333–157876 and 811–22110) (‘‘Registration
Statement’’).
6 The Exchange represents that neither the
Advisor nor the Sub-Advisor is affiliated with a
broker-dealer. See Commentary .07 to NYSE Arca
Equities Rule 8.600.
7 17 CFR 240.10A–3.
8 Underlying ETPs include Investment Company
Units (NYSE Arca Equities Rule 5.2(j)(3)); IndexLinked Securities (NYSE Arca Equities Rule
5.2(j)(6)); Portfolio Depositary Receipts (NYSE Arca
Equities Rule 8.100); Trust Issued Receipts (NYSE
Arca Equities Rule 8.200); Commodity-Based Trust
Shares (NYSE Arca Equities Rule 8.201); Currency
Trust Shares (NYSE Arca Equities Rule 8.202);
Commodity Index Trust Shares (NYSE Arca
Equities Rule 8.203); Trust Units (NYSE Arca
Equities Rule 8.500); and Managed Fund Shares
(NYSE Arca Equities Rule 8.600).
E:\FR\FM\17AUN1.SGM
17AUN1
Federal Register / Vol. 74, No. 157 / Monday, August 17, 2009 / Notices
mstockstill on DSKH9S0YB1PROD with NOTICES
proprietary economic and demographic
analysis, the overall trend of the U.S.
and global economies, and then
implementing investment strategies in
asset classes that the Sub-Advisor
believes will benefit from these trends.
The Sub-Advisor will follow its model
to determine how offensive or defensive
the Fund portfolio will be, and then will
select the securities to buy or sell.
Except for Underlying ETPs that may
hold non-U.S. issues, the Fund will not
otherwise invest in non-U.S. issues.
Additional information regarding the
Fund, the Shares, the Fund’s investment
objective, strategies, methodology, and
restrictions, the investment Advisor and
Sub-Advisor, risks, fees and expenses,
creations and redemptions of Shares,
availability of information, trading rules
and halts, and surveillance procedures,
among other things, can be found in the
Registration Statement and in the
Notice, as applicable.
II. Discussion and Commission’s
Findings
The Commission has carefully
reviewed the proposed rule change and
finds that it is consistent with the
requirements of Section 6 of the Act 9
and the rules and regulations
thereunder applicable to a national
securities exchange.10 In particular, the
Commission finds that the proposal is
consistent with Section 6(b)(5) of the
Act,11 which requires, among other
things, that the Exchange’s rules be
designed to promote just and equitable
principles of trade, to remove
impediments to and perfect the
mechanism of a free and open market
and a national market system, and, in
general, to protect investors and the
public interest.
The Commission finds that the
proposal to list and trade the Shares on
the Exchange is consistent with Section
11A(a)(1)(C)(iii) of the Act, which sets
forth Congress’ finding that it is in the
public interest and appropriate for the
protection of investors and the
maintenance of fair and orderly markets
to assure the availability to brokers,
dealers and investors of information
with respect to quotations for and
transactions in securities. Quotation and
last-sale information for the Shares will
be available via the Consolidated Tape
Association (‘‘CTA’’) high-speed line,
and the Exchange will disseminate the
Portfolio Indicative Value (‘‘PIV’’) at
least every 15 seconds during the Core
9 15
U.S.C. 78f.
approving this proposed rule change the
Commission has considered the proposed rule’s
impact on efficiency, competition, and capital
formation. See 15 U.S.C. 78c(f).
11 17 U.S.C. 78f(b)(5).
10 In
VerDate Nov<24>2008
17:55 Aug 14, 2009
Jkt 217001
Trading Session through the facilities of
the CTA. In addition, the Fund will
make available on its Web site on each
business day before commencement of
the Core Trading Session the Disclosed
Portfolio that will form the basis for the
Fund’s calculation of the net asset value
(‘‘NAV’’).12 A basket composition file,
which includes the security names and
share quantities required to be delivered
in exchange for Fund shares, together
with estimates and actual cash
components, will be publicly
disseminated daily prior to the opening
of the New York Stock Exchange via the
National Securities Clearing
Corporation. The Fund’s Web site will
also include additional quantitative
information updated on a daily basis
relating to trading volume, prices, and
NAV. Information regarding the market
price and volume of the Shares will be
continually available on a real-time
basis throughout the day via electronic
services, and the previous day’s closing
price and trading volume information
for the Shares will be published daily in
the financial sections of newspapers.
The Commission further believes that
the proposal to list and trade the Shares
is reasonably designed to promote fair
disclosure of information that may be
necessary to price the Shares
appropriately and to prevent trading
when a reasonable degree of
transparency cannot be assured. The
Commission notes that the Advisor and
Sub-Advisor to the Fund are not
affiliated with a broker-dealer.13 The
Commission also notes that the
Exchange will obtain a representation
from the Fund that the NAV per Share
will be calculated daily and that the
NAV and the Disclosed Portfolio will be
made available to all market
participants at the same time.14
Additionally, if it becomes aware that
12 The Advisor will disclose for each portfolio
security or other financial instrument of the Fund
the following information: Ticker symbol (if
applicable), name of security or financial
instrument, number of shares or dollar value of
financial instruments held in the portfolio, and
percentage weighting of the security or financial
instrument in the portfolio. The NAV of the Fund
will normally be determined as of the close of the
regular trading session on the New York Stock
Exchange (ordinarily 4 p.m. Eastern Time) on each
business day.
13 See Commentary .07 to NYSE Arca Equities
Rule 8.600. The Commission notes that any
additional sub-advisers to the Fund that are
affiliated with a broker-dealer will be required to
implement a fire-wall with respect to such brokerdealer regarding access to information concerning
the composition of the portfolio. Commentary .07
to NYSE Arca Equities Rule 8.600 also requires that
any personnel who make decisions on the Fund’s
portfolio composition must be subject to procedures
designed to prevent the use and dissemination of
material non-public information regarding the
portfolio.
14 See NYSE Arca Equities Rule 8.600(d)(1)(B).
PO 00000
Frm 00104
Fmt 4703
Sfmt 4703
41469
the NAV or the Disclosed Portfolio is
not disseminated to all market
participants at the same time, the
Exchange will halt trading in the Shares
until such information is available to all
market participants. Further, if the PIV
is not being disseminated as required,
the Exchange may halt trading during
the day in which the interruption
occurs; if the interruption persists past
the day in which it occurred, the
Exchange will halt trading no later than
the beginning of the trading day
following the interruption.15 Finally,
the Commission notes that the
Reporting Authority that provides the
Disclosed Portfolio must implement and
maintain, or be subject to, procedures
designed to prevent the use and
dissemination of material non-public
information regarding the actual
components of the portfolio.16
The Exchange has represented that
the Shares are equity securities subject
to the Exchange’s rules governing the
trading of equity securities. In support
of this proposal, the Exchange has made
representations, including:
(1) The Shares will conform to the
initial and continued listing criteria
under NYSE Arca Equities Rule 8.600.
(2) The Exchange’s surveillance
procedures are adequate to properly
monitor Exchange trading of the Shares
in all trading sessions and to deter and
detect violations of Exchange rules and
applicable federal securities laws.
(3) 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 the Shares.
Specifically, the Information Bulletin
will discuss the following: (a) The
procedures for purchases and
redemptions of Shares and that Shares
are not individually redeemable; (b)
NYSE Arca Equities Rule 9.2(a), which
imposes a duty of due diligence on its
ETP Holders to learn the essential facts
relating to every customer prior to
trading the Shares; (c) the risks involved
in trading the Shares during the
Opening and Late Trading Sessions
when an updated PIV will not be
calculated or publicly disseminated; (d)
how information regarding the PIV is
disseminated; (e) the requirement that
15 See NYSE Arca Equities Rule 8.600(d)(2)(D).
Trading in the Shares may also be halted because
of market conditions or for reasons that, in the view
of the Exchange, make trading in the Shares
inadvisable. These may include: (1) The extent to
which trading is not occurring in the securities
comprising the Disclosed Portfolio and/or the
financial instruments of the Fund; or (2) whether
other unusual conditions or circumstances
detrimental to the maintenance of a fair and orderly
market are present.
16 See NYSE Arca Equities Rule 8.600(d)(2)(B)(ii).
E:\FR\FM\17AUN1.SGM
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41470
Federal Register / Vol. 74, No. 157 / Monday, August 17, 2009 / Notices
ETP Holders deliver a prospectus to
investors purchasing newly issued
Shares prior to or concurrently with the
confirmation of a transaction; and (f)
trading information.
(4) The Fund will be in compliance
with Rule 10A–3 under the Act.17
(5) Except for Underlying ETPs that
may hold non-U.S. issues, the Fund will
not otherwise invest in non-U.S. issues.
This approval order is based on the
Exchange’s representations.
For the foregoing reasons, the
Commission finds that the proposed
rule change is consistent with Section
6(b)(5) of the Act 18 and the rules and
regulations thereunder applicable to a
national securities exchange.
III. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,19 that the
proposed rule change (SR–NYSEArca–
2009–55) be, and it hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
Florence E. Harmon,
Deputy Secretary.
[FR Doc. E9–19570 Filed 8–14–09; 8:45 am]
BILLING CODE 8010–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–60462; File No. SR–FINRA–
2009–050]
Self-Regulatory Organizations;
Financial Industry Regulatory
Authority, Inc.; Notice of Filing of
Proposed Rule Change Relating to
FINRA Rule 8312 (FINRA BrokerCheck
Disclosure)
mstockstill on DSKH9S0YB1PROD with NOTICES
August 7, 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 July 24,
2009, Financial Industry Regulatory
Authority, Inc. (‘‘FINRA’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III below, which Items have been
prepared by FINRA. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested persons.
supra note 7.
18 15 U.S.C. 78f(b)(5).
19 15 U.S.C. 78s(b)(2).
20 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
17:55 Aug 14, 2009
FINRA is proposing to amend FINRA
Rule 8312 (FINRA BrokerCheck
Disclosure) to retain and make publicly
available in BrokerCheck certain
information about former associated
persons of a member who were the
subject of a final regulatory action as
defined in Form U4 that has been
reported to the Central Registration
Depository (‘‘CRD®’’ or ‘‘CRD System’’)
via a uniform registration form.3
The text of the proposed rule change
is available on FINRA’s Web site at
https://www.finra.org, at the principal
office of FINRA and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
FINRA included statements concerning
the purpose of and basis for the
proposed rule change and discussed any
comments it received on the proposed
rule change. The text of these statements
may be examined at the places specified
in Item IV below. FINRA has prepared
summaries, set forth in sections A, B,
and C below, of the most significant
aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
FINRA Rule 8312 governs the
information FINRA releases to the
public via BrokerCheck. FINRA
established BrokerCheck (then known as
the Public Disclosure Program) in 1988
to provide the public with information
on the professional background,
business practices, and conduct of
FINRA members and their associated
persons. Via BrokerCheck, FINRA
releases to the public certain
information reported on uniform
registration forms to the CRD System.
The primary purpose of BrokerCheck is
to help investors make informed choices
about the individuals and firms with
which they may wish to do business.
Currently, as described in FINRA Rule
8312, BrokerCheck provides information
3 The uniform registration forms are Form BD
(Uniform Application for Broker-Dealer
Registration), Form BDW (Uniform Request for
Broker-Dealer Withdrawal), Form U4 (Uniform
Application for Securities Industry Registration or
Transfer), Form U5 (Uniform Termination Notice
for Securities Industry Registration), and Form U6
(Uniform Disciplinary Action Reporting Form).
17 See
VerDate Nov<24>2008
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
Jkt 217001
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Frm 00105
Fmt 4703
Sfmt 4703
regarding current and former members,
as well as current associated persons
and persons who were associated with
a member within the preceding two
years. The proposed rule change would
expand BrokerCheck with respect to
former associated persons to provide
public access to certain information
about such persons, regardless of when
they were associated with a member, if
they were the subject of any final
regulatory action as defined in Form U4
that has been reported to CRD via a
uniform registration form.4 For purposes
of the proposed rule change, a final
regulatory action as defined in Form U4
may include any final action, including
any action that is on appeal, by the SEC,
Commodity Futures Trading
Commission, a federal banking agency,
the National Credit Union
Administration, another federal
regulatory agency, a state regulatory
agency, a foreign financial regulatory
authority, or a self-regulatory
organization (as those terms are used in
Form U4).5 To illustrate, actions that are
delineated in current Form U4
Questions 14C, 14D, or 14E would be
considered ‘‘final regulatory actions.’’
Similarly, actions that are detailed in
current Form U5 Question 7D, and have
a status of ‘‘final’’ or ‘‘on appeal,’’
would be considered ‘‘final regulatory
actions’’ as such actions are also
addressed in Form U4.6
The proposed rule change would
allow the public access to information
about formerly registered persons who,
although no longer in the securities
industry in a registered capacity, may
work in other investment-related
industries or attain other positions of
trust and about whom investors may
wish to learn relevant disciplinary
information. Specifically, FINRA would
disclose through BrokerCheck
4 Because the information disclosed through
BrokerCheck is derived from the CRD System,
BrokerCheck will only disclose information
regarding regulatory actions that have been reported
to CRD via a uniform registration form.
5 A final regulatory action would not include any
action limited to the revocation or suspension of an
individual’s authorization to act as an attorney,
accountant or federal contractor (current Form U4
Question 14F).
6 FINRA staff also will review responses to all
Regulatory Action Disclosure questions and
Disclosure Review Pages on the Forms U4 and U5
(including the predecessor questions in this area),
as well as information filed on Form U6 to
determine whether a former associated person is
subject to a final regulatory action and should
therefore be included in BrokerCheck pursuant to
the proposed rule change. Under the proposed rule
change, FINRA may disclose a final action that is
reported by a regulator on a Form U6 even if that
action has not been reported by an individual on
a Form U4 because, for example, the individual was
not registered at the time the final regulatory action
was reported.
E:\FR\FM\17AUN1.SGM
17AUN1
Agencies
[Federal Register Volume 74, Number 157 (Monday, August 17, 2009)]
[Notices]
[Pages 41468-41470]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E9-19570]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-60460; File No. SR-NYSEArca-2009-55]
Self-Regulatory Organizations; NYSE Arca, Inc.; Order Granting
Approval of a Proposed Rule Change To List and Trade Shares of the Dent
Tactical ETF
August 7, 2009.
On June 18, 2009, 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
proposed rule change to list and trade shares (``Shares'') of the Dent
Tactical ETF (``Fund'') under NYSE Arca Equities Rule 8.600. The
proposed rule change was published in the Federal Register on July 8,
2009.\3\ The Commission received no comments on the proposal. This
order grants approval of the proposed rule change.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 60195 (June 30,
2009), 74 FR 32678 (``Notice'').
---------------------------------------------------------------------------
I. Description of the Proposal
The Exchange proposes to list and trade the Shares of the Fund
under NYSE Arca Equities Rule 8.600, which governs the listing of
Managed Fund Shares.\4\ The Shares will be offered by AdvisorShares
Trust (``Trust''), a statutory trust organized under the laws of the
State of Delaware and registered with the Commission as an open-end
management investment company.\5\ The investment advisor to the Fund is
AdvisorShares Investments, LLC (``Advisor''), and the day-to-day
portfolio management of the Fund is provided by the sub-advisor to the
Fund, HS Dent Investment Management, LLC (``Sub-Advisor'').\6\ The
Exchange represents that the Shares will conform to the initial and
continued listing criteria under NYSE Arca Equities Rule 8.600 and that
the Fund will be in compliance with Rule 10A-3 under the Act,\7\ as
provided by NYSE Arca Equities Rule 5.3.
---------------------------------------------------------------------------
\4\ See NYSE Arca Equities Rule 8.600.
\5\ The Trust is registered under the Investment Company Act of
1940 (``1940 Act''). On June 9, 2009, the Trust filed with the
Commission a registration statement on Form N-1A (File Nos. 333-
157876 and 811-22110) (``Registration Statement'').
\6\ The Exchange represents that neither the Advisor nor the
Sub-Advisor is affiliated with a broker-dealer. See Commentary .07
to NYSE Arca Equities Rule 8.600.
\7\ 17 CFR 240.10A-3.
---------------------------------------------------------------------------
The Fund is a ``fund of funds,'' which means that the Fund seeks to
invest primarily in other exchange-traded funds that are registered
under the 1940 Act and certain other exchange-traded products that are
not registered as investment companies under the 1940 Act
(collectively, ``Underlying ETPs'').\8\ The Fund seeks to achieve its
investment objective of long-term growth of capital by identifying,
through
[[Page 41469]]
proprietary economic and demographic analysis, the overall trend of the
U.S. and global economies, and then implementing investment strategies
in asset classes that the Sub-Advisor believes will benefit from these
trends. The Sub-Advisor will follow its model to determine how
offensive or defensive the Fund portfolio will be, and then will select
the securities to buy or sell. Except for Underlying ETPs that may hold
non-U.S. issues, the Fund will not otherwise invest in non-U.S. issues.
---------------------------------------------------------------------------
\8\ Underlying ETPs include Investment Company Units (NYSE Arca
Equities Rule 5.2(j)(3)); Index-Linked Securities (NYSE Arca
Equities Rule 5.2(j)(6)); Portfolio Depositary Receipts (NYSE Arca
Equities Rule 8.100); Trust Issued Receipts (NYSE Arca Equities Rule
8.200); Commodity-Based Trust Shares (NYSE Arca Equities Rule
8.201); Currency Trust Shares (NYSE Arca Equities Rule 8.202);
Commodity Index Trust Shares (NYSE Arca Equities Rule 8.203); Trust
Units (NYSE Arca Equities Rule 8.500); and Managed Fund Shares (NYSE
Arca Equities Rule 8.600).
---------------------------------------------------------------------------
Additional information regarding the Fund, the Shares, the Fund's
investment objective, strategies, methodology, and restrictions, the
investment Advisor and Sub-Advisor, risks, fees and expenses, creations
and redemptions of Shares, availability of information, trading rules
and halts, and surveillance procedures, among other things, can be
found in the Registration Statement and in the Notice, as applicable.
II. Discussion and Commission's Findings
The Commission has carefully reviewed the proposed rule change and
finds that it is consistent with the requirements of Section 6 of the
Act \9\ and the rules and regulations thereunder applicable to a
national securities exchange.\10\ In particular, the Commission finds
that the proposal is consistent with Section 6(b)(5) of the Act,\11\
which requires, among other things, that the Exchange's rules be
designed to promote just and equitable principles of trade, to remove
impediments to and perfect the mechanism of a free and open market and
a national market system, and, in general, to protect investors and the
public interest.
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\9\ 15 U.S.C. 78f.
\10\ In approving this proposed rule change the Commission has
considered the proposed rule's impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
\11\ 17 U.S.C. 78f(b)(5).
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The Commission finds that the proposal to list and trade the Shares
on the Exchange is consistent with Section 11A(a)(1)(C)(iii) of the
Act, which sets forth Congress' finding that it is in the public
interest and appropriate for the protection of investors and the
maintenance of fair and orderly markets to assure the availability to
brokers, dealers and investors of information with respect to
quotations for and transactions in securities. Quotation and last-sale
information for the Shares will be available via the Consolidated Tape
Association (``CTA'') high-speed line, and the Exchange will
disseminate the Portfolio Indicative Value (``PIV'') at least every 15
seconds during the Core Trading Session through the facilities of the
CTA. In addition, the Fund will make available on its Web site on each
business day before commencement of the Core Trading Session the
Disclosed Portfolio that will form the basis for the Fund's calculation
of the net asset value (``NAV'').\12\ A basket composition file, which
includes the security names and share quantities required to be
delivered in exchange for Fund shares, together with estimates and
actual cash components, will be publicly disseminated daily prior to
the opening of the New York Stock Exchange via the National Securities
Clearing Corporation. The Fund's Web site will also include additional
quantitative information updated on a daily basis relating to trading
volume, prices, and NAV. Information regarding the market price and
volume of the Shares will be continually available on a real-time basis
throughout the day via electronic services, and the previous day's
closing price and trading volume information for the Shares will be
published daily in the financial sections of newspapers.
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\12\ The Advisor will disclose for each portfolio security or
other financial instrument of the Fund the following information:
Ticker symbol (if applicable), name of security or financial
instrument, number of shares or dollar value of financial
instruments held in the portfolio, and percentage weighting of the
security or financial instrument in the portfolio. The NAV of the
Fund will normally be determined as of the close of the regular
trading session on the New York Stock Exchange (ordinarily 4 p.m.
Eastern Time) on each business day.
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The Commission further believes that the proposal to list and trade
the Shares is reasonably designed to promote fair disclosure of
information that may be necessary to price the Shares appropriately and
to prevent trading when a reasonable degree of transparency cannot be
assured. The Commission notes that the Advisor and Sub-Advisor to the
Fund are not affiliated with a broker-dealer.\13\ The Commission also
notes that the Exchange will obtain a representation from the Fund that
the NAV per Share will be calculated daily and that the NAV and the
Disclosed Portfolio will be made available to all market participants
at the same time.\14\ Additionally, if it becomes aware that the NAV or
the Disclosed Portfolio is not disseminated to all market participants
at the same time, the Exchange will halt trading in the Shares until
such information is available to all market participants. Further, if
the PIV is not being disseminated as required, the Exchange may halt
trading during the day in which the interruption occurs; if the
interruption persists past the day in which it occurred, the Exchange
will halt trading no later than the beginning of the trading day
following the interruption.\15\ Finally, the Commission notes that the
Reporting Authority that provides the Disclosed Portfolio must
implement and maintain, or be subject to, procedures designed to
prevent the use and dissemination of material non-public information
regarding the actual components of the portfolio.\16\
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\13\ See Commentary .07 to NYSE Arca Equities Rule 8.600. The
Commission notes that any additional sub-advisers to the Fund that
are affiliated with a broker-dealer will be required to implement a
fire-wall with respect to such broker-dealer regarding access to
information concerning the composition of the portfolio. Commentary
.07 to NYSE Arca Equities Rule 8.600 also requires that any
personnel who make decisions on the Fund's portfolio composition
must be subject to procedures designed to prevent the use and
dissemination of material non-public information regarding the
portfolio.
\14\ See NYSE Arca Equities Rule 8.600(d)(1)(B).
\15\ See NYSE Arca Equities Rule 8.600(d)(2)(D). Trading in the
Shares may also be halted because of market conditions or for
reasons that, in the view of the Exchange, make trading in the
Shares inadvisable. These may include: (1) The extent to which
trading is not occurring in the securities comprising the Disclosed
Portfolio and/or the financial instruments of the Fund; or (2)
whether other unusual conditions or circumstances detrimental to the
maintenance of a fair and orderly market are present.
\16\ See NYSE Arca Equities Rule 8.600(d)(2)(B)(ii).
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The Exchange has represented that the Shares are equity securities
subject to the Exchange's rules governing the trading of equity
securities. In support of this proposal, the Exchange has made
representations, including:
(1) The Shares will conform to the initial and continued listing
criteria under NYSE Arca Equities Rule 8.600.
(2) The Exchange's surveillance procedures are adequate to properly
monitor Exchange trading of the Shares in all trading sessions and to
deter and detect violations of Exchange rules and applicable federal
securities laws.
(3) 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 the Shares.
Specifically, the Information Bulletin will discuss the following: (a)
The procedures for purchases and redemptions of Shares and that Shares
are not individually redeemable; (b) NYSE Arca Equities Rule 9.2(a),
which imposes a duty of due diligence on its ETP Holders to learn the
essential facts relating to every customer prior to trading the Shares;
(c) the risks involved in trading the Shares during the Opening and
Late Trading Sessions when an updated PIV will not be calculated or
publicly disseminated; (d) how information regarding the PIV is
disseminated; (e) the requirement that
[[Page 41470]]
ETP Holders deliver a prospectus to investors purchasing newly issued
Shares prior to or concurrently with the confirmation of a transaction;
and (f) trading information.
(4) The Fund will be in compliance with Rule 10A-3 under the
Act.\17\
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\17\ See supra note 7.
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(5) Except for Underlying ETPs that may hold non-U.S. issues, the
Fund will not otherwise invest in non-U.S. issues.
This approval order is based on the Exchange's representations.
For the foregoing reasons, the Commission finds that the proposed
rule change is consistent with Section 6(b)(5) of the Act \18\ and the
rules and regulations thereunder applicable to a national securities
exchange.
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\18\ 15 U.S.C. 78f(b)(5).
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III. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\19\ that the proposed rule change (SR-NYSEArca-2009-55) be, and it
hereby is, approved.
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\19\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\20\
Florence E. Harmon,
Deputy Secretary.
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\20\ 17 CFR 200.30-3(a)(12).
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[FR Doc. E9-19570 Filed 8-14-09; 8:45 am]
BILLING CODE 8010-01-P