Self-Regulatory Organizations; NYSE Arca, Inc.; Order Granting Accelerated Approval of Proposed Rule Change Relating to Listing of Grail McDonnell Fixed Income ETFs, 4124-4126 [2010-1430]
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4124
Federal Register / Vol. 75, No. 16 / Tuesday, January 26, 2010 / Notices
2. Statutory Basis
The Exchange believes that its
proposal to amend its schedule of fees
is consistent with Section 6(b) of the
Act 8 in general, and furthers the
objectives of Section 6(b)(4) of the Act 9
in particular, in that it is an equitable
allocation of reasonable fees and other
charges among Exchange members
because all members and member
organizations would be assessed the
same fee for penny options routed to
and executed on NYSEArca. Further,
the Exchange’s proposal to eliminate the
current Phlx XL II Options Routing
Pass-Through Fees and instead assess
the $0.50 Routing Fee for orders routed
to NYSEArca would assist the Exchange
in recouping costs incurred in executing
orders for its members in penny classes
at NYSEArca. The Exchange believes
that this fee would enable it to recoup
the majority of costs associated with
routing customer orders on behalf of its
members.
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
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 not
necessary or appropriate in furtherance
of the purposes of the Act.
As an initial matter, all members of
the Exchange will be subject to the same
fee for routing customer orders to NYSE
Arca for execution.
The Exchange’s system will continue
to route customer orders to better-priced
away markets, including NYSEArca.10
The proposed fees are intended to
recoup the unusually high cost of such
routing, and will not have the effect of
burdening competition. Currently, when
the Exchange properly routes customer
orders to NYSEArca, the burden falls on
the Exchange to pay the high transaction
and clearing costs associated therewith,
while its competitor benefits wholly
from the Exchange ensuring that it will
not trade through its competitors’
markets. As stated above, the costs
associated with routing customer orders
to NYSEArca for execution are
burdensome. The proposed fee change
is intended to remove that burden from
the Exchange, will not have any effect
at all on the Exchange’s system in
properly routing customer orders to all
markets disseminating the NBBO,
U.S.C. 78f(b).
U.S.C. 78f(b)(4).
10 For a detailed description of the Exchange’s
Phlx XL II system, see Securities Exchange Act
Release No. 59995 (May 28, 2009), 74 FR 26750
(June 3, 2009) (SR–Phlx–2009–32).
including NYSEArca, and thus is not
unfairly discriminatory.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were either
solicited or received.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The foregoing rule change has become
effective pursuant to Section
19(b)(3)(A)(ii) of the Act 11 and
paragraph (f)(2) of Rule 19b–4 12
thereunder. At any time within 60 days
of the filing of the proposed rule change,
the Commission may summarily
abrogate such rule change if it appears
to the Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act.
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:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.14
Florence E. Harmon,
Deputy Secretary.
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–Phlx–2010–01 on the
subject line.
SECURITIES AND EXCHANGE
COMMISSION
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–Phlx–2010–01. 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,13 all subsequent
amendments, all written statements
with respect to the proposed rule
8 15
9 15
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14:10 Jan 25, 2010
Jkt 220001
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–Phlx–2010–01 and should
be submitted on or before February 16,
2010.
11 15
U.S.C. 78s(b)(3)(A)(ii).
CFR 240.19b–4(f)(2).
13 The text of the proposed rule change is
available on the Commission’s Web site at https://
www.sec.gov.
[FR Doc. 2010–1432 Filed 1–25–10; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–61365; File No. SR–
NYSEArca–2009–114]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Order Granting Accelerated
Approval of Proposed Rule Change
Relating to Listing of Grail McDonnell
Fixed Income ETFs
January 15, 2010.
On December 16, 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 Grail McDonnell
Intermediate Municipal Bond ETF and
the Grail McDonnell Core Taxable Bond
ETF (each an ‘‘ETF’’ and, collectively,
the ‘‘ETFs’’) under NYSE Arca Equities
Rule 8.600 (Managed Fund Shares). The
proposed rule change was published in
the Federal Register on December 30,
12 17
PO 00000
Frm 00086
Fmt 4703
Sfmt 4703
14 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
1 15
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26JAN1
Federal Register / Vol. 75, No. 16 / Tuesday, January 26, 2010 / Notices
2009.3 The Commission received no
comments on the proposal. This order
approves the proposed rule change on
an accelerated basis.
I. Description of the Proposal
The Exchange proposes to list and
trade the Shares pursuant to NYSE Arca
Equities Rule 8.600, which governs the
listing of Managed Fund Shares. Each
ETF will be an actively managed
exchange-traded fund each of which is
a series of Grail Advisors ETF Trust
(‘‘Trust’’). The Shares will be offered by
the Trust.4 Grail Advisors, LLC is each
Fund’s investment manager
(‘‘Manager’’). McDonnell Investment
Management, LLC (‘‘McDonnell’’ or
‘‘Sub-Adviser’’) serves as each ETF’s
sub-adviser. The Bank of New York
Mellon Corporation is the administrator,
Fund accountant, transfer agent and
custodian for the ETFs. ALPS
Distributors, Inc. serves as the
distributor of Creation Units for each
ETF on an agency basis.
The Exchange states that the Shares
will be subject to the initial and
continued listing criteria under NYSE
Arca Equities Rule 8.600(d) applicable
to Managed Fund Shares 5 and that the
Shares will comply with Rule 10A–3
under the Act,6 as provided by NYSE
Arca Equities Rule 5.3. Additional
information regarding the Trust, each of
the ETFs, the Shares, the ETFs’
investment objectives, strategies,
policies, and restrictions, risks, fees and
expenses, creation and redemption
procedures, portfolio holdings and
policies, distributions and taxes,
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.7
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
II. Discussion and Commission’s
Findings
The Commission has carefully
reviewed the proposed rule change and
finds that it is consistent with the
3 See Securities Exchange Act Release No. 61227
(September 3, 2009), 74 FR 69175 (‘‘Notice’’).
4 The Trust is a Delaware statutory trust that is
registered under the Investment Company Act of
1940 (15 U.S.C. 80a) (‘‘1940 Act’’). See Registration
Statement on Form N–1A for the Trust filed with
the Commission on October 5, 2009 (File Nos. 333–
148082 and 811–22154) (‘‘Registration Statement’’).
5 The Exchange states that a minimum of 100,000
Shares will be outstanding at the commencement of
trading on the Exchange, and the Exchange will
obtain a representation from the issuer of the Shares
that the net asset value (‘‘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. See Notice,
supra note 3.
6 17 CFR 240.10A–3.
7 See supra notes 3 and 4.
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14:10 Jan 25, 2010
Jkt 220001
requirements of Section 6 of the Act 8
and the rules and regulations
thereunder applicable to a national
securities exchange.9 In particular, the
Commission finds that the proposal is
consistent with Section 6(b)(5) of the
Act,10 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 notes
that the Shares must comply with the
requirements of NYSE Arca Equities
Rule 8.600 to be listed and traded on the
Exchange.
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,11 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 high-speed line, and the
Portfolio Indicative Value (‘‘PIV’’) will
be updated and disseminated by one or
more major market data vendors at least
every 15 seconds during the Core
Trading Session. In addition, the Trust
will make available on its Web site on
each business day, before the
commencement of trading in Shares in
the Core Trading Session, the Disclosed
Portfolio that will form the basis for the
calculation of the NAV, which will be
determined at the end of the business
day. The Trust’s Web site will also
include additional quantitative
information updated on a daily basis
relating to the prior business day’s
reported NAV, mid-point of the bid/ask
spread at the time of calculation of such
NAV (the ‘‘Bid/Ask Price’’),12 and a
calculation of the premium and
discount of the Bid/Ask Price against
the NAV and data in chart format
displaying the frequency distribution of
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).
10 17 U.S.C. 78f(b)(5).
11 15 U.S.C. 78k–1(a)(1)(C)(iii).
12 The Bid/Ask Price of each ETF is determined
using the midpoint of the highest bid and the
lowest offer on the Exchange as of the time of
calculation of the NAV. The records relating to Bid/
Ask Prices will be retained by each ETF and its
service providers.
4125
discounts and premiums of the daily
Bid/Ask Price against the NAV, within
appropriate ranges, for each of the four
previous calendar quarters. Information
regarding the market price and volume
of the Shares will be continually
available on a real-time basis throughout
the day on broker’ computer screens and
other 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 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 Exchange
will obtain a representation from the
issuer 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.13 Additionally, if it
becomes aware that the NAV or the
Disclosed Portfolio is not disseminated
daily 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.14 Further, if the PIV is not
being disseminated as required, the
Exchange may halt trading during the
day in which the disruption 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 The Exchange represents
that the Adviser is affiliated with a
broker-dealer, Grail Securities LLC, and
has implemented a ‘‘fire wall’’ between
it and its broker-dealer affiliate with
respect to access to information
concerning the composition and/or
changes to each of the ETF’s portfolio.
Further, 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
8 15
9 In
PO 00000
Frm 00087
Fmt 4703
Sfmt 4703
13 See
NYSE Arca Equities Rule 8.600(d)(1)(B).
NYSE Arca Equities Rule 8.600(d)(2)(D).
15 Id. 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 Funds; or (2)
whether other unusual conditions or circumstances
detrimental to the maintenance of a fair and orderly
market are present.
14 See
E:\FR\FM\26JAN1.SGM
26JAN1
4126
Federal Register / Vol. 75, No. 16 / Tuesday, January 26, 2010 / Notices
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
information regarding the actual
components of each of the portfolios.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(d).
(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 in Creation Unit
aggregations 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 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 Funds will be in compliance
with Rule 10A–3 under the Act.
(5) The Funds will not invest in nonU.S. equity securities.
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 the Act
and the rules and regulations
thereunder applicable to a national
securities exchange.
III. Accelerated Approval
The Commission finds good cause,
pursuant to Section 19(b)(2) of the
Act,17 for approving the proposal prior
to the thirtieth day after the date of
publication of the Notice in the Federal
Register. The Commission notes that it
has approved the listing and trading on
16 See
17 15
NYSE Arca Equities Rule 8.600(d)(2)(B)(ii).
U.S.C. 78s(b)(2).
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14:10 Jan 25, 2010
Jkt 220001
the Exchange of shares of other actively
managed exchange-traded funds based
on a portfolio of securities, the
characteristics of which are similar to
those to be invested by the Funds.18 The
Commission believes that accelerating
approval of this proposal should benefit
investors by creating, without undue
delay, additional competition in the
market for Managed Fund Shares.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,19 that the
proposed rule change (SR–NYSEArca–
2009–114), be, and it hereby is,
approved on an accelerated basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.20
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–1430 Filed 1–25–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61381, File No. SR–MSRB–
2009–18]
Self-Regulatory Organizations;
Municipal Securities Rulemaking
Board; Order Approving Proposed
Rule Change Consisting of
Amendments to Rule G–37 (Political
Contributions and Prohibitions on
Municipal Securities Business) and
Rule G–8 (Books and Records To Be
Made by Brokers, Dealers and
Municipal Securities Dealers)
January 20, 2010.
On December 4, 2009, the Municipal
Securities Rulemaking Board (‘‘MSRB’’),
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 consisting of proposed
amendments to Rule G–37 (political
contributions and prohibitions on
municipal securities business) and Rule
G–8 (books and records to be made by
brokers, dealers and municipal
securities dealers). The proposed rule
change was published for comment in
the Federal Register on December 18,
18 See, e.g., Securities Exchange Act Release No.
60981 (November 10, 2009), 74 FR 59594
(November 18, 2009) (SR–NYSEArca–2009–79)
(approving the listing and trading of shares of five
actively-managed fixed income funds of the PIMCO
ETF Trust).
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.
PO 00000
Frm 00088
Fmt 4703
Sfmt 4703
2009.3 The Commission received no
comment letters. This order approves
the proposed rule change.
The proposed amendments to Rule G–
37 would require the public disclosure
of contributions to bond ballot
campaigns made by dealers, municipal
finance professionals (‘‘MFPs’’), their
political action committees (‘‘PACs’’)
and non-MFP executive officers on
MSRB Form G–37. Dealers would be
required to report on revised Form G–
37 the official name of each bond ballot
campaign receiving contributions
during such calendar quarter, the
jurisdiction (including city/county/state
or political subdivision) by or for which
municipal securities, if approved,
would be issued, the contribution
amount made and the category of
contributor. The proposal would
provide a de minimis exception from
the reporting of contributions on Form
G–37 made by an MFP or non-MFP
executive officer to a bond ballot
campaign for a ballot initiative with
respect to which such person is entitled
to vote if all contributions by such
person to such bond ballot campaign, in
total, do not exceed $250 per ballot
initiative. The amendments would
parallel the existing disclosure
requirements for contributions to issuer
officials and state and local political
parties. Such amendments would not,
however, provide for a ban on
municipal securities business as a result
of contributions to bond ballot
campaigns.
The proposed amendments to Rule G–
8 would require dealers to create and
maintain records of the non-de minimis
contributions to bond ballot campaigns
that would be required to be disclosed
on Form G–37 under the proposed
amendments to Rule G–37. The MSRB
requested that the proposed rule change
become effective on, and would apply
solely to contributions made on or after,
the first business Monday at least five
business days after Commission
approval. A full description of the
proposal is contained in the
Commission’s Notice.
The Commission has carefully
considered the proposed rule change
and finds that the proposed rule change
is consistent with the requirements of
the Act and the rules and regulations
thereunder applicable to the MSRB 4
and, in particular, the requirements of
3 See Securities Exchange Act Release No. 61155
(Dec. 11, 2009), 74 FR 67285 (December 18, 2009)
(‘‘Commission’s Notice’’).
4 In approving this proposed rule change, the
Commission notes that it has considered the
proposed rule’s impact on efficiency, competition
and capital formation. 15 U.S.C. 78c(f).
E:\FR\FM\26JAN1.SGM
26JAN1
Agencies
[Federal Register Volume 75, Number 16 (Tuesday, January 26, 2010)]
[Notices]
[Pages 4124-4126]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-1430]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-61365; File No. SR-NYSEArca-2009-114]
Self-Regulatory Organizations; NYSE Arca, Inc.; Order Granting
Accelerated Approval of Proposed Rule Change Relating to Listing of
Grail McDonnell Fixed Income ETFs
January 15, 2010.
On December 16, 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 Grail McDonnell Intermediate Municipal Bond ETF and
the Grail McDonnell Core Taxable Bond ETF (each an ``ETF'' and,
collectively, the ``ETFs'') under NYSE Arca Equities Rule 8.600
(Managed Fund Shares). The proposed rule change was published in the
Federal Register on December 30,
[[Page 4125]]
2009.\3\ The Commission received no comments on the proposal. This
order approves the proposed rule change on an accelerated basis.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 61227 (September 3,
2009), 74 FR 69175 (``Notice'').
---------------------------------------------------------------------------
I. Description of the Proposal
The Exchange proposes to list and trade the Shares pursuant to NYSE
Arca Equities Rule 8.600, which governs the listing of Managed Fund
Shares. Each ETF will be an actively managed exchange-traded fund each
of which is a series of Grail Advisors ETF Trust (``Trust''). The
Shares will be offered by the Trust.\4\ Grail Advisors, LLC is each
Fund's investment manager (``Manager''). McDonnell Investment
Management, LLC (``McDonnell'' or ``Sub-Adviser'') serves as each ETF's
sub-adviser. The Bank of New York Mellon Corporation is the
administrator, Fund accountant, transfer agent and custodian for the
ETFs. ALPS Distributors, Inc. serves as the distributor of Creation
Units for each ETF on an agency basis.
---------------------------------------------------------------------------
\4\ The Trust is a Delaware statutory trust that is registered
under the Investment Company Act of 1940 (15 U.S.C. 80a) (``1940
Act''). See Registration Statement on Form N-1A for the Trust filed
with the Commission on October 5, 2009 (File Nos. 333-148082 and
811-22154) (``Registration Statement'').
---------------------------------------------------------------------------
The Exchange states that the Shares will be subject to the initial
and continued listing criteria under NYSE Arca Equities Rule 8.600(d)
applicable to Managed Fund Shares \5\ and that the Shares will comply
with Rule 10A-3 under the Act,\6\ as provided by NYSE Arca Equities
Rule 5.3. Additional information regarding the Trust, each of the ETFs,
the Shares, the ETFs' investment objectives, strategies, policies, and
restrictions, risks, fees and expenses, creation and redemption
procedures, portfolio holdings and policies, distributions and taxes,
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.\7\
---------------------------------------------------------------------------
\5\ The Exchange states that a minimum of 100,000 Shares will be
outstanding at the commencement of trading on the Exchange, and the
Exchange will obtain a representation from the issuer of the Shares
that the net asset value (``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. See Notice,
supra note 3.
\6\ 17 CFR 240.10A-3.
\7\ See supra notes 3 and 4.
---------------------------------------------------------------------------
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 \8\ and the rules and regulations thereunder applicable to a
national securities exchange.\9\ In particular, the Commission finds
that the proposal is consistent with Section 6(b)(5) of the Act,\10\
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 notes that the Shares must comply with
the requirements of NYSE Arca Equities Rule 8.600 to be listed and
traded on the Exchange.
---------------------------------------------------------------------------
\8\ 15 U.S.C. 78f.
\9\ 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).
\10\ 17 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
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,\11\ 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 high-speed line, and the Portfolio Indicative Value
(``PIV'') will be updated and disseminated by one or more major market
data vendors at least every 15 seconds during the Core Trading Session.
In addition, the Trust will make available on its Web site on each
business day, before the commencement of trading in Shares in the Core
Trading Session, the Disclosed Portfolio that will form the basis for
the calculation of the NAV, which will be determined at the end of the
business day. The Trust's Web site will also include additional
quantitative information updated on a daily basis relating to the prior
business day's reported NAV, mid-point of the bid/ask spread at the
time of calculation of such NAV (the ``Bid/Ask Price''),\12\ and a
calculation of the premium and discount of the Bid/Ask Price against
the NAV and data in chart format displaying the frequency distribution
of discounts and premiums of the daily Bid/Ask Price against the NAV,
within appropriate ranges, for each of the four previous calendar
quarters. Information regarding the market price and volume of the
Shares will be continually available on a real-time basis throughout
the day on broker' computer screens and other 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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\11\ 15 U.S.C. 78k-1(a)(1)(C)(iii).
\12\ The Bid/Ask Price of each ETF is determined using the
midpoint of the highest bid and the lowest offer on the Exchange as
of the time of calculation of the NAV. The records relating to Bid/
Ask Prices will be retained by each ETF and its service providers.
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The Commission further believes that the proposal 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 Exchange will obtain a representation from the issuer
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.\13\ Additionally, if it becomes aware
that the NAV or the Disclosed Portfolio is not disseminated daily 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.\14\ Further, if the PIV is not being disseminated as
required, the Exchange may halt trading during the day in which the
disruption 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\ The Exchange
represents that the Adviser is affiliated with a broker-dealer, Grail
Securities LLC, and has implemented a ``fire wall'' between it and its
broker-dealer affiliate with respect to access to information
concerning the composition and/or changes to each of the ETF's
portfolio. Further, 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
[[Page 4126]]
information regarding the actual components of each of the
portfolios.\16\
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\13\ See NYSE Arca Equities Rule 8.600(d)(1)(B).
\14\ See NYSE Arca Equities Rule 8.600(d)(2)(D).
\15\ Id. 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 Funds; 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(d).
(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 in Creation Unit
aggregations 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 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 Funds will be in compliance with Rule 10A-3 under the Act.
(5) The Funds will not invest in non-U.S. equity securities.
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 the Act and the rules and regulations
thereunder applicable to a national securities exchange.
III. Accelerated Approval
The Commission finds good cause, pursuant to Section 19(b)(2) of
the Act,\17\ for approving the proposal prior to the thirtieth day
after the date of publication of the Notice in the Federal Register.
The Commission notes that it has approved the listing and trading on
the Exchange of shares of other actively managed exchange-traded funds
based on a portfolio of securities, the characteristics of which are
similar to those to be invested by the Funds.\18\ The Commission
believes that accelerating approval of this proposal should benefit
investors by creating, without undue delay, additional competition in
the market for Managed Fund Shares.
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\17\ 15 U.S.C. 78s(b)(2).
\18\ See, e.g., Securities Exchange Act Release No. 60981
(November 10, 2009), 74 FR 59594 (November 18, 2009) (SR-NYSEArca-
2009-79) (approving the listing and trading of shares of five
actively-managed fixed income funds of the PIMCO ETF Trust).
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IV. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\19\ that the proposed rule change (SR-NYSEArca-2009-114), be, and
it hereby is, approved on an accelerated basis.
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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\
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\20\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-1430 Filed 1-25-10; 8:45 am]
BILLING CODE 8011-01-P