Self-Regulatory Organizations; NYSE Amex LLC; Order Granting Approval of Proposed Rule Change Amending Its Trust Unit Rules and Proposing the Listing of the Nuveen Diversified Commodity Fund, 17818-17820 [2010-7836]
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17818
Federal Register / Vol. 75, No. 66 / Wednesday, April 7, 2010 / Notices
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The Exchange has filed the proposed
rule change pursuant to Section
19(b)(3)(A)(iii) of the Act 9 and Rule
19b–4(f)(6) thereunder.10 Because the
proposed rule change does not: (i)
Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
prior to 30 days from the date on which
it was filed, or such shorter time as the
Commission may designate, if
consistent with the protection of
investors and the public interest, the
proposed rule change has become
effective pursuant to Section 19(b)(3)(A)
of the Act and Rule 19b–4(f)(6)(iii)
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:
WReier-Aviles on DSKGBLS3C1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–NYSE–2010–26 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–NYSE–2010–26. 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 Web site viewing and
printing 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 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
publicly available. All submissions
should refer to File Number SR–NYSE–
2010–26 and should be submitted on or
before April 28, 2010.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.11
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–7838 Filed 4–6–10; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61807; File No. SR–
NYSEAmex–2010–09]
Self-Regulatory Organizations; NYSE
Amex LLC; Order Granting Approval of
Proposed Rule Change Amending Its
Trust Unit Rules and Proposing the
Listing of the Nuveen Diversified
Commodity Fund
March 31, 2010.
On January 29, 2010, NYSE Amex
LLC (‘‘NYSE Amex’’ or ‘‘Exchange’’) 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 amend NYSE Amex Rule 1600
et seq. to permit the listing and trading
of shares (‘‘Shares’’) of the Nuveen
Diversified Commodity Fund (the
‘‘Fund’’). The proposed rule change was
published in the Federal Register on
11 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
9 15
U.S.C. 78s(b)(3)(A)(iii).
10 17 CFR 240.19b–4(f)(6).
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March 1, 2010.3 The Commission
received no comments on the proposal.
This order approves the proposed rule
change.
I. Description of the Proposal
NYSE Amex previously adopted Rule
1600 et seq. to permit the listing of Trust
Units, which are defined as securities
that are issued by a trust or other similar
entity that invests in the assets of a
trust, partnership, limited liability
company, corporation or other similar
entity constituted as a commodity pool
that holds investments comprising or
otherwise based on any combination of
futures contracts, options on futures
contracts, forward contracts, swap
contracts and/or commodities.4 Rule
1600 was adopted in contemplation of
the listing of shares of the Nuveen
Commodities Income and Growth Fund
(the ‘‘Fund’’), a fund sponsored by
Nuveen Investments, Inc. (‘‘Nuveen’’).
Nuveen now proposes to go forward
with a listing of shares (the ‘‘Shares’’) of
the Fund under a new name, the
Nuveen Diversified Commodity Fund,
and with a modified investment plan,
which is described in detail in the
Notice.5 NYSE Amex Rule 1600 as
currently in effect permits only the
listing of Trust Units whose issuers
utilize the master/feeder structure
originally intended to be used for the
Fund. According to the Exchange, due
to a change in the interpretation of
applicable tax law by the Internal
Revenue Service, the originally
expected trust reporting procedures
would no longer be available under a
master/feeder structure. Nuveen
therefore proposes to modify its
approach and have the listed Fund
make its own direct investments.
Consequently, the Exchange proposes to
amend the definition of Trust Units in
Rule 1600 to remove the master/feeder
structure requirement and permit the
listing of Trust Units where the issuer
is constituted as a commodity pool
which invests directly in commodities
and commodity derivatives. Nuveen has
represented to the Exchange that there
are no material revisions to the Fund’s
structure or investment approach other
than those described in this current
filing.
3 See Securities Exchange Act Release No. 61571
(February 23, 2010), 75 FR 9265 (‘‘Notice’’).
4 See Securities Exchange Act Release No. 56880
(December 3, 2007), 72 FR 69259 (December 7,
2007) (SR–Amex–2006–96) (order approving NYSE
Amex Rule 1600 et seq.).
5 See Securities Exchange Act Release No. 56465
(September 19, 2007), 72 FR 54489 (September 25,
2007) (SR–Amex–2006–96) (notice providing a
description of the Fund).
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Federal Register / Vol. 75, No. 66 / Wednesday, April 7, 2010 / Notices
The Fund was formed as a Delaware
statutory trust on December 7, 2005
pursuant to a Declaration of Trust
signed by Wilmington Trust Company,
as the Delaware Trustee.6 The Fund’s
primary investment objective is to seek
total return through broad exposure to
the commodities markets. The Fund’s
secondary objective is to provide
investors with monthly income and
capital distributions not commonly
associated with commodity
investments. The Fund intends to
pursue its investment objective by
utilizing: (a) An actively managed rulesbased commodity investment strategy,
whereby the Fund will invest in a
diversified basket of commodity futures
and forward contracts with an aggregate
notional value substantially equal to the
net assets of the Fund; and (b) a risk
management program designed to
moderate the overall risk and return
characteristics of the Fund’s commodity
investments. The Fund will invest in
commodity futures and forward
contracts, options on commodity futures
and forward contracts and over-thecounter (‘‘OTC’’) commodity options in
the following commodity groups:
energy, industrial metals, precious
metals, livestock, agriculturals, and
tropical foods and fibers and may in the
future include other commodity
investments that become the subject of
commodity futures trading.
The Fund is a commodity pool and is
managed by Nuveen Commodities Asset
Management, LLC (the ‘‘Manager’’). The
Manager is registered as a commodity
pool operator (the ‘‘CPO’’) and a
commodity trading advisor (the ‘‘CTA’’)
with the Commodity Futures Trading
Commission (‘‘CFTC’’) and is a member
of the National Futures Association
(‘‘NFA’’). The Manager will serve as the
CPO and a CTA of the Fund and will
determine the Fund’s overall investment
strategy, including: (i) The selection and
ongoing monitoring of the Fund’s subadvisors; (ii) the management of the
Fund’s business affairs; and (iii) the
provision of certain clerical,
bookkeeping and other administrative
services. Gresham Investment
Management LLC (the ‘‘Commodity SubAdvisor’’) will invest on a notional basis
substantially all of the Fund’s assets in
commodity futures and forward
contracts pursuant to the commodity
investment strategy and a risk
management program.7 The Commodity
6 The Fund, as a commodity pool, will not be
subject to registration and regulation under the
Investment Company Act of 1940 (the ‘‘1940 Act’’).
7 The Fund does not intend to utilize leverage.
However, the Fund may borrow for temporary or
emergency purposes in an amount up to 5% of the
value of the Fund’s net assets should the need arise.
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15:18 Apr 06, 2010
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Sub-Advisor is a Delaware limited
liability company and is registered with
the CFTC as a CTA and a CPO and is
a member of the NFA. The Commodity
Sub-Advisor is also registered with the
Commission as an investment adviser.
Nuveen Asset Management (the
‘‘Collateral Sub-Advisor’’), an affiliate of
the Manager, will invest the Fund’s
collateral in short-term, investmentgrade quality debt instruments. The
Collateral Sub-Advisor is registered
with the Commission as an investment
adviser.
The Exchange states that the Shares
will conform to the initial and
continued listing criteria under NYSE
Amex Rule 1602 and that the Fund has
represented to the Exchange that, for
initial and continued listing of the
Shares, it will be in compliance with
Section 803 of the NYSE Amex
Company Guide (Independent Directors
and Audit Committee) and Rule 10A–3
under the Act.8 Additional information
regarding the Fund, the Shares, the
Fund’s investment objectives, strategies,
policies, and restrictions, fees and
expenses, availability of information,
trading rules, and surveillance
procedures, among other things, can be
found in the Notice.9
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 10
and the rules and regulations
thereunder applicable to a national
securities exchange.11 In particular, the
Commission finds that the proposal is
consistent with Section 6(b)(5) of the
Act,12 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
Such short-term borrowings would mature in less
than 60 days from the date of borrowing. In order
to facilitate any such borrowing, the Fund intends
to establish a standby credit facility with State
Street Bank and Trust Company that will be entered
into as of the closing of the offering of its common
shares. Any temporary or emergency borrowings
would be used to provide the Fund with added
potential flexibility in managing short-term
portfolio liquidity needs and managing the payment
of distributions.
8 17 CFR 240.10A–3.
9 See supra note 3.
10 15 U.S.C. 78f.
11 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).
12 17 U.S.C. 78f(b)(5).
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17819
public interest. The Commission notes
that the Shares must comply with the
requirements of NYSE Amex Rule 1600
et seq. 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,13 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. The daily
settlement prices for the commodity
futures and forward contracts held by
the Fund are publicly available on the
Web sites of the futures and forward
exchanges trading the particular
contracts. Various data vendors and
news publications publish futures
prices and data. The Exchange
represents that futures, forwards and
related exchange traded options quotes
and last sale information for the
commodity contracts are widely
disseminated through a variety of
market data vendors worldwide,
including Bloomberg and Reuters. In
addition, the Exchange further
represents that complete real-time data
for such futures, forwards and exchange
traded options is available by
subscription from Reuters and
Bloomberg. The relevant futures and
forward exchanges also provide delayed
futures and forward contract
information on current and past trading
sessions and market news free of charge
on their respective Web sites. The
contract specifications for the futures
and forward contracts are also available
from the futures and forward exchanges
on their Web sites as well as other
financial informational sources.
The Fund’s total portfolio holdings
will also be disclosed and updated on
its Web site on each business day that
the Exchange is open for trading.14 This
Web site disclosure of portfolio holdings
(as of the previous day’s close) will be
made daily and will include, as
applicable: (a) The name and value of
each commodity investment; (b) the
value of over-the-counter commodity
put options, if any, and the value of the
collateral as represented by cash; (c)
cash equivalents; and (d) debt securities
held in the Fund’s portfolio. The values
of the Fund’s portfolio holdings will, in
13 15
U.S.C. 78k–1(a)(1)(C)(iii).
total portfolio holdings will be
disseminated to all market participants at the same
time.
14 The
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Federal Register / Vol. 75, No. 66 / Wednesday, April 7, 2010 / Notices
each case, be determined in accordance
with the Fund’s valuation policies.
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 made available to
all market participants at the same
time.15 The Manager has represented to
the Exchange that the NAV will be
disseminated to all market participants
at the same time.16 Additionally, if the
Exchange becomes aware that the
portfolio holdings and net asset value
per share are not being disseminated as
required, the Exchange may halt trading
during the day in which the
interruption to the dissemination of the
portfolio holdings or net asset value per
share occurs. If the interruption to the
dissemination of the portfolio holdings
or net asset value per share 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.17
In addition, each of the Manager, the
Commodity Broker, and the Commodity
Sub-Advisor have represented to the
Exchange that they have erected and
maintain firewalls within their
respective institutions to prevent the
flow of non-public information
regarding the portfolio of underlying
securities from the personnel involved
in the development and implementation
of the investment strategy to others such
as sales and trading personnel.
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 Amex Rule 1602.
(2) The Exchange’s surveillance
procedures are adequate to properly
monitor Exchange trading of the Shares
and to deter and detect violations of
Exchange rules and applicable Federal
securities laws.
(3) The Exchange will distribute an
Information Circular to its members in
connection with the trading of the
Shares. The Circular will discuss the
special characteristics and risks of
trading this type of security.
NYSE Amex Rule 1602 (a)(ii).
Notice, supra, note 3.
17 See NYSE Amex Rule 1602(b)(ii).
Specifically, the Circular, among other
things, will discuss what the Shares are,
the requirement that members and
member firms deliver a prospectus to
investors purchasing the Shares prior to
or concurrently with the confirmation of
a transaction during the initial public
offering, applicable NYSE Amex rules,
and trading information and applicable
suitability rules. The Circular will also
explain that the Fund is subject to
various fees and expenses described in
the Registration Statement. The Circular
will also reference the fact that there is
no regulated source of last sale
information regarding physical
commodities and note the respective
jurisdictions of the Commission and
CFTC. The Circular will advise
members of their suitability obligations
with respect to recommended
transactions to customers in the Shares.
(4) The Fund will be in compliance
with Rule 10A–3 under the Act. This
approval order is based on the
Exchange’s representations.
In addition, the Commission finds
that the proposed changes to NYSE
Amex Rule 1600 et seq. to amend the
definition of Trust Units to remove the
master/feeder structure requirement and
to modify and update the rules to make
them consistent with the Exchange’s
recent rule book changes are consistent
with the Act.
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. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,18 that the
proposed rule change (SR–NYSEAmex–
2010–09), be, and it hereby is, approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.19
Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010–7836 Filed 4–6–10; 8:45 am]
BILLING CODE 8011–01–P
15 See
16 See
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15:18 Apr 06, 2010
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–61812; File No. SR–Phlx–
2010–49]
Self-Regulatory Organizations; Notice
of Filing and Immediate Effectiveness
of a Proposed Rule Change by
NASDAQ OMX PHLX, Inc. To Establish
$2.50 Strike Price Intervals for Options
on the NASDAQ Internet Index SM
March 31, 2010.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 2 thereunder,
notice is hereby given that on March 29,
2010, NASDAQ OMX PHLX, Inc.
(‘‘Phlx’’ or ‘‘Exchange’’) 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 the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is filing with the
Commission a proposal to amend: Phlx
Rule 1101A (Terms of Options
Contracts) regarding listing options on
the NASDAQ Internet Index SM trading
under the symbol QNET at $2.50 strikeprice intervals below $200; and Phlx
Rule 1107A (NASDAQ OMX Group, Inc.
Indexes) regarding disclaimer of express
or implied warranties in respect of
NASDAQ OMX Group, Inc.
(‘‘NASDAQ’’) indexes.
The Exchange requests that the
Commission waive the 30-day operative
delay period contained in Exchange Act
Rule 19b–4(f)(6)(iii).3
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
nasdaqomxphlx.cchwallstreet.com/
NASDAQOMXPHLX/Filings/, at the
principal office of the Exchange, 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, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
1 15
18 15
U.S.C. 78s(b)(2).
19 17 CFR 200.30–3(a)(12).
PO 00000
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U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 17 CFR 240.19b–4(f)(6)(iii).
2 17
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Agencies
[Federal Register Volume 75, Number 66 (Wednesday, April 7, 2010)]
[Notices]
[Pages 17818-17820]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2010-7836]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-61807; File No. SR-NYSEAmex-2010-09]
Self-Regulatory Organizations; NYSE Amex LLC; Order Granting
Approval of Proposed Rule Change Amending Its Trust Unit Rules and
Proposing the Listing of the Nuveen Diversified Commodity Fund
March 31, 2010.
On January 29, 2010, NYSE Amex LLC (``NYSE Amex'' or ``Exchange'')
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
amend NYSE Amex Rule 1600 et seq. to permit the listing and trading of
shares (``Shares'') of the Nuveen Diversified Commodity Fund (the
``Fund''). The proposed rule change was published in the Federal
Register on March 1, 2010.\3\ The Commission received no comments on
the proposal. This order approves 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. 61571 (February 23,
2010), 75 FR 9265 (``Notice'').
---------------------------------------------------------------------------
I. Description of the Proposal
NYSE Amex previously adopted Rule 1600 et seq. to permit the
listing of Trust Units, which are defined as securities that are issued
by a trust or other similar entity that invests in the assets of a
trust, partnership, limited liability company, corporation or other
similar entity constituted as a commodity pool that holds investments
comprising or otherwise based on any combination of futures contracts,
options on futures contracts, forward contracts, swap contracts and/or
commodities.\4\ Rule 1600 was adopted in contemplation of the listing
of shares of the Nuveen Commodities Income and Growth Fund (the
``Fund''), a fund sponsored by Nuveen Investments, Inc. (``Nuveen'').
Nuveen now proposes to go forward with a listing of shares (the
``Shares'') of the Fund under a new name, the Nuveen Diversified
Commodity Fund, and with a modified investment plan, which is described
in detail in the Notice.\5\ NYSE Amex Rule 1600 as currently in effect
permits only the listing of Trust Units whose issuers utilize the
master/feeder structure originally intended to be used for the Fund.
According to the Exchange, due to a change in the interpretation of
applicable tax law by the Internal Revenue Service, the originally
expected trust reporting procedures would no longer be available under
a master/feeder structure. Nuveen therefore proposes to modify its
approach and have the listed Fund make its own direct investments.
Consequently, the Exchange proposes to amend the definition of Trust
Units in Rule 1600 to remove the master/feeder structure requirement
and permit the listing of Trust Units where the issuer is constituted
as a commodity pool which invests directly in commodities and commodity
derivatives. Nuveen has represented to the Exchange that there are no
material revisions to the Fund's structure or investment approach other
than those described in this current filing.
---------------------------------------------------------------------------
\4\ See Securities Exchange Act Release No. 56880 (December 3,
2007), 72 FR 69259 (December 7, 2007) (SR-Amex-2006-96) (order
approving NYSE Amex Rule 1600 et seq.).
\5\ See Securities Exchange Act Release No. 56465 (September 19,
2007), 72 FR 54489 (September 25, 2007) (SR-Amex-2006-96) (notice
providing a description of the Fund).
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[[Page 17819]]
The Fund was formed as a Delaware statutory trust on December 7,
2005 pursuant to a Declaration of Trust signed by Wilmington Trust
Company, as the Delaware Trustee.\6\ The Fund's primary investment
objective is to seek total return through broad exposure to the
commodities markets. The Fund's secondary objective is to provide
investors with monthly income and capital distributions not commonly
associated with commodity investments. The Fund intends to pursue its
investment objective by utilizing: (a) An actively managed rules-based
commodity investment strategy, whereby the Fund will invest in a
diversified basket of commodity futures and forward contracts with an
aggregate notional value substantially equal to the net assets of the
Fund; and (b) a risk management program designed to moderate the
overall risk and return characteristics of the Fund's commodity
investments. The Fund will invest in commodity futures and forward
contracts, options on commodity futures and forward contracts and over-
the-counter (``OTC'') commodity options in the following commodity
groups: energy, industrial metals, precious metals, livestock,
agriculturals, and tropical foods and fibers and may in the future
include other commodity investments that become the subject of
commodity futures trading.
---------------------------------------------------------------------------
\6\ The Fund, as a commodity pool, will not be subject to
registration and regulation under the Investment Company Act of 1940
(the ``1940 Act'').
---------------------------------------------------------------------------
The Fund is a commodity pool and is managed by Nuveen Commodities
Asset Management, LLC (the ``Manager''). The Manager is registered as a
commodity pool operator (the ``CPO'') and a commodity trading advisor
(the ``CTA'') with the Commodity Futures Trading Commission (``CFTC'')
and is a member of the National Futures Association (``NFA''). The
Manager will serve as the CPO and a CTA of the Fund and will determine
the Fund's overall investment strategy, including: (i) The selection
and ongoing monitoring of the Fund's sub-advisors; (ii) the management
of the Fund's business affairs; and (iii) the provision of certain
clerical, bookkeeping and other administrative services. Gresham
Investment Management LLC (the ``Commodity Sub-Advisor'') will invest
on a notional basis substantially all of the Fund's assets in commodity
futures and forward contracts pursuant to the commodity investment
strategy and a risk management program.\7\ The Commodity Sub-Advisor is
a Delaware limited liability company and is registered with the CFTC as
a CTA and a CPO and is a member of the NFA. The Commodity Sub-Advisor
is also registered with the Commission as an investment adviser. Nuveen
Asset Management (the ``Collateral Sub-Advisor''), an affiliate of the
Manager, will invest the Fund's collateral in short-term, investment-
grade quality debt instruments. The Collateral Sub-Advisor is
registered with the Commission as an investment adviser.
---------------------------------------------------------------------------
\7\ The Fund does not intend to utilize leverage. However, the
Fund may borrow for temporary or emergency purposes in an amount up
to 5% of the value of the Fund's net assets should the need arise.
Such short-term borrowings would mature in less than 60 days from
the date of borrowing. In order to facilitate any such borrowing,
the Fund intends to establish a standby credit facility with State
Street Bank and Trust Company that will be entered into as of the
closing of the offering of its common shares. Any temporary or
emergency borrowings would be used to provide the Fund with added
potential flexibility in managing short-term portfolio liquidity
needs and managing the payment of distributions.
---------------------------------------------------------------------------
The Exchange states that the Shares will conform to the initial and
continued listing criteria under NYSE Amex Rule 1602 and that the Fund
has represented to the Exchange that, for initial and continued listing
of the Shares, it will be in compliance with Section 803 of the NYSE
Amex Company Guide (Independent Directors and Audit Committee) and Rule
10A-3 under the Act.\8\ Additional information regarding the Fund, the
Shares, the Fund's investment objectives, strategies, policies, and
restrictions, fees and expenses, availability of information, trading
rules, and surveillance procedures, among other things, can be found in
the Notice.\9\
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\8\ 17 CFR 240.10A-3.
\9\ See supra note 3.
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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 \10\ and the rules and regulations thereunder applicable to a
national securities exchange.\11\ In particular, the Commission finds
that the proposal is consistent with Section 6(b)(5) of the Act,\12\
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 Amex Rule 1600 et seq. to be listed and traded
on the Exchange.
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\10\ 15 U.S.C. 78f.
\11\ 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).
\12\ 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,\13\ 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. The daily settlement
prices for the commodity futures and forward contracts held by the Fund
are publicly available on the Web sites of the futures and forward
exchanges trading the particular contracts. Various data vendors and
news publications publish futures prices and data. The Exchange
represents that futures, forwards and related exchange traded options
quotes and last sale information for the commodity contracts are widely
disseminated through a variety of market data vendors worldwide,
including Bloomberg and Reuters. In addition, the Exchange further
represents that complete real-time data for such futures, forwards and
exchange traded options is available by subscription from Reuters and
Bloomberg. The relevant futures and forward exchanges also provide
delayed futures and forward contract information on current and past
trading sessions and market news free of charge on their respective Web
sites. The contract specifications for the futures and forward
contracts are also available from the futures and forward exchanges on
their Web sites as well as other financial informational sources.
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\13\ 15 U.S.C. 78k-1(a)(1)(C)(iii).
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The Fund's total portfolio holdings will also be disclosed and
updated on its Web site on each business day that the Exchange is open
for trading.\14\ This Web site disclosure of portfolio holdings (as of
the previous day's close) will be made daily and will include, as
applicable: (a) The name and value of each commodity investment; (b)
the value of over-the-counter commodity put options, if any, and the
value of the collateral as represented by cash; (c) cash equivalents;
and (d) debt securities held in the Fund's portfolio. The values of the
Fund's portfolio holdings will, in
[[Page 17820]]
each case, be determined in accordance with the Fund's valuation
policies.
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\14\ The total portfolio holdings will be disseminated to all
market participants at the same time.
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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 made available to
all market participants at the same time.\15\ The Manager has
represented to the Exchange that the NAV will be disseminated to all
market participants at the same time.\16\ Additionally, if the Exchange
becomes aware that the portfolio holdings and net asset value per share
are not being disseminated as required, the Exchange may halt trading
during the day in which the interruption to the dissemination of the
portfolio holdings or net asset value per share occurs. If the
interruption to the dissemination of the portfolio holdings or net
asset value per share 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.\17\
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\15\ See NYSE Amex Rule 1602 (a)(ii).
\16\ See Notice, supra, note 3.
\17\ See NYSE Amex Rule 1602(b)(ii).
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In addition, each of the Manager, the Commodity Broker, and the
Commodity Sub-Advisor have represented to the Exchange that they have
erected and maintain firewalls within their respective institutions to
prevent the flow of non-public information regarding the portfolio of
underlying securities from the personnel involved in the development
and implementation of the investment strategy to others such as sales
and trading personnel.
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 Amex Rule 1602.
(2) The Exchange's surveillance procedures are adequate to properly
monitor Exchange trading of the Shares and to deter and detect
violations of Exchange rules and applicable Federal securities laws.
(3) The Exchange will distribute an Information Circular to its
members in connection with the trading of the Shares. The Circular will
discuss the special characteristics and risks of trading this type of
security. Specifically, the Circular, among other things, will discuss
what the Shares are, the requirement that members and member firms
deliver a prospectus to investors purchasing the Shares prior to or
concurrently with the confirmation of a transaction during the initial
public offering, applicable NYSE Amex rules, and trading information
and applicable suitability rules. The Circular will also explain that
the Fund is subject to various fees and expenses described in the
Registration Statement. The Circular will also reference the fact that
there is no regulated source of last sale information regarding
physical commodities and note the respective jurisdictions of the
Commission and CFTC. The Circular will advise members of their
suitability obligations with respect to recommended transactions to
customers in the Shares.
(4) The Fund will be in compliance with Rule 10A-3 under the Act.
This approval order is based on the Exchange's representations.
In addition, the Commission finds that the proposed changes to NYSE
Amex Rule 1600 et seq. to amend the definition of Trust Units to remove
the master/feeder structure requirement and to modify and update the
rules to make them consistent with the Exchange's recent rule book
changes are consistent with the Act.
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. Conclusion
It is therefore ordered, pursuant to Section 19(b)(2) of the
Act,\18\ that the proposed rule change (SR-NYSEAmex-2010-09), be, and
it hereby is, approved.
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\18\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\19\
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\19\ 17 CFR 200.30-3(a)(12).
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Florence E. Harmon,
Deputy Secretary.
[FR Doc. 2010-7836 Filed 4-6-10; 8:45 am]
BILLING CODE 8011-01-P