Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Amend the Fees Schedule, 7626-7627 [2012-3217]
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7626
Federal Register / Vol. 77, No. 29 / Monday, February 13, 2012 / Notices
Fund’s portfolio.21 The Exchange will
halt trading in the Shares under the
specific circumstances set forth in NYSE
Arca Equities Rule 8.600(d)(2)(D) and
may halt trading in the Shares if trading
is not occurring in the securities and/or
the financial instruments comprising
the Disclosed Portfolio of the Fund, or
if other unusual conditions or
circumstances detrimental to the
maintenance of a fair and orderly
market are present.22 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 information
regarding the actual components of the
portfolio.23 The Exchange also states
that it has a general policy prohibiting
the distribution of material, non-public
information by its employees.
The Exchange represents that the
Shares are deemed to be equity
securities, thus rendering trading in the
Shares subject to the Exchange’s
existing rules governing the trading of
equity securities. In support of this
proposal, the Exchange has made
representations, including:
(1) The Shares will be subject to
NYSE Arca Equities Rule 8.600, which
sets forth the initial and continued
erowe on DSK2VPTVN1PROD with NOTICES
21 See
supra note 9 and accompanying text. The
Commission notes that an investment adviser to an
open-end fund is required to be registered under the
Investment Advisers Act of 1940 (‘‘Advisers Act’’).
As a result, the Adviser and Sub-Adviser and their
related personnel are subject to the provisions of
Rule 204A–1 under the Advisers Act relating to
codes of ethics. This Rule requires investment
advisers to adopt a code of ethics that reflects the
fiduciary nature of the relationship to clients as
well as compliance with other applicable securities
laws. Accordingly, procedures designed to prevent
the communication and misuse of non-public
information by an investment adviser must be
consistent with Rule 204A–1 under the Advisers
Act. In addition, Rule 206(4)–7 under the Advisers
Act makes it unlawful for an investment adviser to
provide investment advice to clients unless such
investment adviser has (i) adopted and
implemented written policies and procedures
reasonably designed to prevent violation, by the
investment adviser and its supervised persons, of
the Advisers Act and the Commission rules adopted
thereunder; (ii) implemented, at a minimum, an
annual review regarding the adequacy of the
policies and procedures established pursuant to
subparagraph (i) above and the effectiveness of their
implementation; and (iii) designated an individual
(who is a supervised person) responsible for
administering the policies and procedures adopted
under subparagraph (i) above.
22 With respect to trading halts, the Exchange may
consider other relevant factors in exercising its
discretion to halt or suspend trading in the Shares
of the Fund. Trading in Shares of the Fund will be
halted if the circuit breaker parameters in NYSE
Arca Equities Rule 7.12 have been reached. Trading
also may be halted because of market conditions or
for reasons that, in the view of the Exchange, make
trading in the Shares inadvisable.
23 See NYSE Arca Equities Rule 8.600(d)(2)(B)(ii).
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listing criteria applicable to Managed
Fund Shares.
(2) The Exchange has appropriate
rules to facilitate transactions in the
Shares during all trading sessions.
(3) The Exchange’s surveillance
procedures applicable to derivative
products, which include Managed Fund
Shares, 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.
(4) Prior to the commencement of
trading, the Exchange will inform its
Equity Trading Permit 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.
(5) A minimum of 100,000 Shares will
be outstanding as of the start of trading
on the Exchange.
(6) The Fund: (a) May hold up to an
aggregate amount of 15% of its net
assets in (i) illiquid securities and (ii)
Rule 144A securities; (b) will not invest
in any non-U.S. equity securities; and
(c) expects that no more than 30% of the
value of its net assets will be invested
in derivative instruments, which will be
consistent with the Fund’s investment
objective and will not be used to
enhance leverage.
(7) For initial and/or continued
listing, the Fund must be in compliance
with Rule 10A–3 under the Act.24
This approval order is based on the
Exchange’s representations.
For the foregoing reasons, the
Commission finds that the proposed
rule change, as modified by Amendment
No. 3 thereto, is consistent with Section
6(b)(5) of the Act 25 and the rules and
regulations thereunder applicable to a
national securities exchange.
IV. Conclusion
It is therefore ordered, pursuant to
Section 19(b)(2) of the Act,26 that the
proposed rule change (SR–NYSEArca–
2011–82), as modified by Amendment
No. 3 thereto, be, and it hereby is,
approved.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.27
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–3215 Filed 2–10–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–66344; File No. SR–CBOE–
2012–012]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of a Proposed
Rule Change To Amend the Fees
Schedule
February 7, 2012.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on January
27, 2012, the Chicago Board Options
Exchange, Incorporated (the ‘‘Exchange’’
or ‘‘CBOE’’) filed with the Securities
and Exchange Commission
(‘‘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 proposes to amend the
Fees Schedule. The text of the proposed
rule change is available on the
Exchange’s Web site (https://
www.cboe.org/legal), at the Exchange’s
Office of the Secretary, and at the
Commission’s Public Reference Room.
26 15
U.S.C. 78s(b)(2).
CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
27 17
24 See
25 15
PO 00000
17 CFR 240.10A–3.
U.S.C. 78f(b)(5).
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Federal Register / Vol. 77, No. 29 / Monday, February 13, 2012 / Notices
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
self-regulatory organization included
statements concerning the purpose of
and basis for the proposed rule change
and discussed any comments it received
on the proposed rule change. The text
of those statements may be examined at
the places specified in Item IV below.
The Exchange has prepared summaries,
set forth in sections A, B, and C below,
of the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
erowe on DSK2VPTVN1PROD with NOTICES
The Exchange proposes to amend its
Fees Schedule to clarify that the AIM
Contra Execution Fee (the ‘‘Fee’’) does
not apply to Clearing Trading Permit
Holder (‘‘CTPH’’) Proprietary facilitation
orders.
On January 17, 2012, the Exchange
made a number of amendments to its
Fees Schedule, including to add to
footnote 11 a waiver of the transaction
fees for CTPH Proprietary facilitation
orders (other than SPX, VIX or other
volatility indexes, OEX or XEO)
executed in Automate [sic]
Improvement Mechanism (‘‘AIM’’) or
open outcry, or as a QCC or FLEX
Options transaction (the ‘‘CTPH
Proprietary Facilitation Waiver’’).3 In
adopting the CTPH Proprietary
Facilitation Waiver, the Exchange
intended to waive all transaction fees
for CTPH Proprietary facilitation orders,
including the AIM Contra Execution
Fee.4 However, footnote 18 continued to
state that the Fee applies to all AIM
executions (other than SPX, VIX or
other volatility indexes, OEX or XEO),
which would include AIM executions
for CTPH Proprietary facilitation orders.
As such, footnotes 11 and 18 are in
conflict due to the Exchange’s
inadvertent omission of a clarification
in footnote 18 that the Fee does not
apply to CTPH Proprietary [sic]
facilitation orders. The Exchange hereby
proposes to amend footnote 18 to make
that clarification.
3 See SR–CBOE–2012–008, which replaced SR–
CBOE–2011–121, which was filed on December 30,
2011 and withdrawn on January 17, 2012, and
Exchange Fees Schedule, Footnote 11.
4 See SR–CBOE–2012–008.
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2. Statutory Basis
Electronic Comments
The proposed rule change is
consistent with Section 6(b) of the Act,5
in general, and furthers the objectives of
Section 6(b)(5) 6 of the Act in particular,
in that it is designed 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. By removing any
potential confusion caused by the
conflicting provisions, the proposed
change removes impediments to and
perfects the mechanism of a free and
open market and a national market
system, thereby protecting investors and
the public interest.
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–CBOE–2012–012 on the
subject line.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
1. Purpose
7627
CBOE 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.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
No written comments were solicited
or received with respect to the proposed
rule change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
The proposed rule change is
designated by the Exchange as
establishing or changing a due, fee, or
other charge, thereby qualifying for
effectiveness on filing pursuant to
Section 19(b)(3)(A) of the Act 7 and
subparagraph (f)(2) of Rule 19b–4 8
thereunder. At any time within 60 days
of the filing of the proposed rule change,
the Commission summarily may
temporarily suspend 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:
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–CBOE–2012–012. This file
number should be included on the
subject line if email 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
10:00 a.m. and 3:00 p.m. Copies of such
filing will also 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–CBOE–
2012–012 and should be submitted on
or before March 5, 2012.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.9
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–3217 Filed 2–10–12; 8:45 am]
5 15
U.S.C. 78f(b).
6 15 U.S.C. 78f(b)(5).
7 15 U.S.C. 78s(b)(3)(A).
8 17 CFR 240.19b–4(f)(2).
PO 00000
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BILLING CODE 8011–01–P
9 17
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E:\FR\FM\13FEN1.SGM
CFR 200.30–3(a)(12).
13FEN1
Agencies
[Federal Register Volume 77, Number 29 (Monday, February 13, 2012)]
[Notices]
[Pages 7626-7627]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-3217]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-66344; File No. SR-CBOE-2012-012]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of a
Proposed Rule Change To Amend the Fees Schedule
February 7, 2012.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on January 27, 2012, the Chicago Board Options Exchange,
Incorporated (the ``Exchange'' or ``CBOE'') filed with the Securities
and Exchange Commission (``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.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange proposes to amend the Fees Schedule. The text of the
proposed rule change is available on the Exchange's Web site (https://www.cboe.org/legal), at the Exchange's Office of the Secretary, and at
the Commission's Public Reference Room.
[[Page 7627]]
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the self-regulatory organization
included statements concerning the purpose of and basis for the
proposed rule change and discussed any comments it received on the
proposed rule change. The text of those statements may be examined at
the places specified in Item IV below. The Exchange has prepared
summaries, set forth in sections A, B, and C below, of the most
significant parts of such statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
1. Purpose
The Exchange proposes to amend its Fees Schedule to clarify that
the AIM Contra Execution Fee (the ``Fee'') does not apply to Clearing
Trading Permit Holder (``CTPH'') Proprietary facilitation orders.
On January 17, 2012, the Exchange made a number of amendments to
its Fees Schedule, including to add to footnote 11 a waiver of the
transaction fees for CTPH Proprietary facilitation orders (other than
SPX, VIX or other volatility indexes, OEX or XEO) executed in Automate
[sic] Improvement Mechanism (``AIM'') or open outcry, or as a QCC or
FLEX Options transaction (the ``CTPH Proprietary Facilitation
Waiver'').\3\ In adopting the CTPH Proprietary Facilitation Waiver, the
Exchange intended to waive all transaction fees for CTPH Proprietary
facilitation orders, including the AIM Contra Execution Fee.\4\
However, footnote 18 continued to state that the Fee applies to all AIM
executions (other than SPX, VIX or other volatility indexes, OEX or
XEO), which would include AIM executions for CTPH Proprietary
facilitation orders. As such, footnotes 11 and 18 are in conflict due
to the Exchange's inadvertent omission of a clarification in footnote
18 that the Fee does not apply to CTPH Proprietary [sic] facilitation
orders. The Exchange hereby proposes to amend footnote 18 to make that
clarification.
---------------------------------------------------------------------------
\3\ See SR-CBOE-2012-008, which replaced SR-CBOE-2011-121, which
was filed on December 30, 2011 and withdrawn on January 17, 2012,
and Exchange Fees Schedule, Footnote 11.
\4\ See SR-CBOE-2012-008.
---------------------------------------------------------------------------
2. Statutory Basis
The proposed rule change is consistent with Section 6(b) of the
Act,\5\ in general, and furthers the objectives of Section 6(b)(5) \6\
of the Act in particular, in that it is designed 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. By removing any potential confusion caused by the conflicting
provisions, the proposed change removes impediments to and perfects the
mechanism of a free and open market and a national market system,
thereby protecting investors and the public interest.
---------------------------------------------------------------------------
\5\ 15 U.S.C. 78f(b).
\6\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
CBOE 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.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
No written comments were solicited or received with respect to the
proposed rule change.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
The proposed rule change is designated by the Exchange as
establishing or changing a due, fee, or other charge, thereby
qualifying for effectiveness on filing pursuant to Section 19(b)(3)(A)
of the Act \7\ and subparagraph (f)(2) of Rule 19b-4 \8\ thereunder. At
any time within 60 days of the filing of the proposed rule change, the
Commission summarily may temporarily suspend 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.
---------------------------------------------------------------------------
\7\ 15 U.S.C. 78s(b)(3)(A).
\8\ 17 CFR 240.19b-4(f)(2).
---------------------------------------------------------------------------
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-CBOE-2012-012 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-CBOE-2012-012. This file
number should be included on the subject line if email 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
10:00 a.m. and 3:00 p.m. Copies of such filing will also 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-CBOE-2012-012 and should be
submitted on or before March 5, 2012.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\9\
---------------------------------------------------------------------------
\9\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2012-3217 Filed 2-10-12; 8:45 am]
BILLING CODE 8011-01-P