Notice of Sunshine Act Meeting, 34101-34102 [2012-14031]
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Federal Register / Vol. 77, No. 111 / Friday, June 8, 2012 / Notices
majority of the disinterested Board
members, will determine that any
consideration paid by the Fund to the
Investing Fund or an Investing Fund
Affiliate in connection with any services
or transactions: (i) Is fair and reasonable
in relation to the nature and quality of
the services and benefits received by the
Fund; (ii) is within the range of
consideration that the Fund would be
required to pay to another unaffiliated
entity in connection with the same
services or transactions; and (iii) does
not involve overreaching on the part of
any person concerned. This condition
does not apply with respect to any
services or transactions between a Fund
and its investment adviser(s), or any
person controlling, controlled by or
under common control with such
investment adviser(s).
5. The Investing Fund Advisor, or
Trustee or Sponsor, as applicable, will
waive fees otherwise payable to it by the
Investing Fund in an amount at least
equal to any compensation (including
fees received pursuant to any plan
adopted by a Fund under rule 12b–1
under the Act) received from a Fund by
the Investing Fund Advisor, or Trustee
or Sponsor, or an affiliated person of the
Investing Fund Advisor, or Trustee or
Sponsor, other than any advisory fees
paid to the Investing Fund Advisor, or
Trustee, or Sponsor, or its affiliated
person by the Fund, in connection with
the investment by the Investing Fund in
the Fund. Any Investing Fund SubAdvisor will waive fees otherwise
payable to the Investing Fund SubAdvisor, directly or indirectly, by the
Investing Management Company in an
amount at least equal to any
compensation received from a Fund by
the Investing Fund Sub-Advisor, or an
affiliated person of the Investing Fund
Sub-Advisor, other than any advisory
fees paid to the Investing Fund SubAdvisor or its affiliated person by the
Fund, in connection with the
investment by the Investing
Management Company in the Fund
made at the direction of the Investing
Fund Sub-Advisor. In the event that the
Investing Fund Sub-Advisor waives
fees, the benefit of the waiver will be
passed through to the Investing
Management Company.
6. No Investing Fund or Investing
Fund Affiliate (except to the extent it is
acting in its capacity as an investment
adviser to a Fund) will cause a Fund to
purchase a security in an Affiliated
Underwriting.
7. The Board of the Fund, including
a majority of the disinterested Board
members, will adopt procedures
reasonably designed to monitor any
purchases of securities by the Fund in
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an Affiliated Underwriting, once an
investment by an Investing Fund in the
securities of the Fund exceeds the limit
of section 12(d)(1)(A)(i) of the Act,
including any purchases made directly
from an Underwriting Affiliate. The
Board will review these purchases
periodically, but no less frequently than
annually, to determine whether the
purchases were influenced by the
investment by the Investing Fund in the
Fund. The Board will consider, among
other things: (i) Whether the purchases
were consistent with the investment
objectives and policies of the Fund; (ii)
how the performance of securities
purchased in an Affiliated Underwriting
compares to the performance of
comparable securities purchased during
a comparable period of time in
underwritings other than Affiliated
Underwritings or to a benchmark such
as a comparable market index; and (iii)
whether the amount of securities
purchased by the Fund in Affiliated
Underwritings and the amount
purchased directly from an
Underwriting Affiliate have changed
significantly from prior years. The
Board will take any appropriate actions
based on its review, including, if
appropriate, the institution of
procedures designed to ensure that
purchases of securities in Affiliated
Underwritings are in the best interest of
shareholders.
8. Each Fund will maintain and
preserve permanently in an easily
accessible place a written copy of the
procedures described in the preceding
condition, and any modifications to
such procedures, and will maintain and
preserve for a period of not less than six
years from the end of the fiscal year in
which any purchase in an Affiliated
Underwriting occurred, the first two
years in an easily accessible place, a
written record of each purchase of
securities in Affiliated Underwritings
once an investment by an Investing
Fund in the securities of the Fund
exceeds the limit of section
12(d)(1)(A)(i) of the Act, setting forth
from whom the securities were
acquired, the identity of the
underwriting syndicate’s members, the
terms of the purchase, and the
information or materials upon which
the Board’s determinations were made.
9. Before investing in a Fund in
excess of the limits in section
12(d)(1)(A), an Investing Fund will
execute a FOF Participation Agreement
with the Fund stating that their
respective boards of directors or trustees
and their investment advisers, or
Trustee and Sponsor, as applicable,
understand the terms and conditions of
the order, and agree to fulfill their
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34101
responsibilities under the order. At the
time of its investment in shares of a
Fund in excess of the limit in section
12(d)(1)(A)(i), an Investing Fund will
notify the Fund of the investment. At
such time, the Investing Fund will also
transmit to the Fund a list of the names
of each Investing Fund Affiliate and
Underwriting Affiliate. The Investing
Fund will notify the Fund of any
changes to the list as soon as reasonably
practicable after a change occurs. The
Fund and the Investing Fund will
maintain and preserve a copy of the
order, the FOF Participation Agreement,
and the list with any updated
information for the duration of the
investment and for a period of not less
than six years thereafter, the first two
years in an easily accessible place.
10. Before approving any advisory
contract under section 15 of the Act, the
board of directors or trustees of each
Investing Management Company,
including a majority of the disinterested
directors or trustees, will find that the
advisory fees charged under such
contract are based on services provided
that will be in addition to, rather than
duplicative of, the services provided
under the advisory contract(s) of any
Fund in which the Investing
Management Company may invest.
These findings and their basis will be
recorded fully in the minute books of
the appropriate Investing Management
Company.
11. Any sales charges and/or service
fees charged with respect to shares of an
Investing Fund will not exceed the
limits applicable to a fund of funds as
set forth in NASD Conduct Rule 2830.
12. No Fund relying on this section
12(d)(1) relief will acquire securities of
any investment company or company
relying on section 3(c)(1) or 3(c)(7) of
the Act in excess of the limits contained
in section 12(d)(1)(A) of the Act, except
to the extent permitted by exemptive
relief from the Commission permitting
the Fund to purchase shares of other
investment companies for short-term
cash management purposes.
For the Commission, by the Division of
Investment Management, under delegated
authority.
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2012–13860 Filed 6–7–12; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
Notice of Sunshine Act Meeting
Notice is hereby given, pursuant to
the provisions of the Government in the
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34102
Federal Register / Vol. 77, No. 111 / Friday, June 8, 2012 / Notices
Sunshine Act, Public Law 94–409, that
the Securities and Exchange
Commission held a Closed Meeting on
Monday, June 4, 2012 at 3:00 p.m.
The General Counsel of the
Commission, or his designee, has
certified that, in his opinion, one or
more of the exemptions as set forth in
5 U.S.C. 552b(c)(2), (6), (8) and (9)(A)
and 17 CFR 200.402(a)(2), (6), (8) and
(9)(A) permit consideration of the
scheduled matters at the Closed
Meeting. Certain staff members who had
an interest in the matters were present.
Commissioner Walter, as duty officer,
voted to consider the items listed for the
Closed Meeting in a closed session, and
determined that no earlier notice thereof
was possible.
The subject matters of the Closed
Meeting on June 4, 2012 were a matter
related to financial institutions and
markets and a personnel matter.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items. For further
information and to ascertain what, if
any, matters have been added, deleted
or postponed, please contact the Office
of the Secretary at (202) 551–5400.
Dated: June 5, 2012.
Elizabeth M. Murphy,
Secretary.
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 list and
trade shares (‘‘Shares’’) of the First Trust
CBOE VIX Tail Hedge Index Fund under
NYSE Arca Equities Rule 5.2(j)(3). The
text of the proposed rule change is
available on the Exchange’s Web site at
www.nyse.com, 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
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
[FR Doc. 2012–14031 Filed 6–6–12; 11:15 am]
BILLING CODE 8011–01–P
1. Purpose
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–67107; File No. SR–
NYSEArca–2012–50]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing of Proposed
Rule Change Relating to Listing and
Trading of the First Trust CBOE VIX
Tail Hedge Index Fund Under NYSE
Arca Equities Rule 5.2(j)(3)
The Exchange proposes to list and
trade the Shares of the First Trust CBOE
VIX Tail Hedge Index Fund (‘‘Fund’’)
under NYSE Arca Equities Rule 5.2(j)(3),
the Exchange’s listing standards for
Investment Company Units (‘‘Units’’).3
The Shares will be offered by First
Trust Exchange-Traded Fund (‘‘Trust’’),
which is organized as a Massachusetts
business trust and is registered with the
Commission as an open-end
management investment company.4 The
mstockstill on DSK4VPTVN1PROD with NOTICES
June 4, 2012.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (‘‘Act’’
or ‘‘Exchange Act’’) 1 and Rule 19b–4
thereunder,2 notice is hereby given that,
on May 25, 2012, NYSE Arca, Inc.
(‘‘Exchange’’ or ‘‘NYSE Arca’’ or
‘‘Corporation’’) 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
substantially prepared by the Exchange.
The Commission is publishing this
notice to solicit comments on the
1 15
2 17
U.S.C. 78s(b)(1).
CFR 240.19b–4.
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3 An Investment Company Unit is a security that
represents an interest in a registered investment
company that holds securities comprising, or
otherwise based on or representing an interest in,
an index or portfolio of securities (or holds
securities in another registered investment
company that holds securities comprising, or
otherwise based on or representing an interest in,
an index or portfolio of securities). See NYSE Arca
Equities Rule 5.2(j)(3)(A).
4 The Trust is registered under the Investment
Company Act of 1940 (15 U.S.C. 80a–1) (‘‘1940
Act’’). On October 17, 2011, the Trust filed with the
Commission an amendment to the Trust’s
registration statement on Form N–1A under the
Securities Act of 1933 (15 U.S.C. 77a), and under
the 1940 Act relating to the Fund (File Nos. 333–
125751 and 811–21774) (‘‘Registration Statement’’).
The description of the operation of the Trust and
the Fund herein is based, in part, on the
Registration Statement. In addition, the
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investment adviser to the Fund will be
First Trust Advisors L.P. (‘‘Adviser’’ or
‘‘First Trust’’). First Trust Portfolios L.P.
(‘‘Distributor’’) will be the principal
underwriter and distributor of the
Fund’s Shares. The Bank of New York
Mellon Corporation (‘‘BNY’’) will serve
as administrator, custodian, and transfer
agent for the Fund (‘‘Custodian’’).
According to the Registration
Statement, the Fund will seek
investment results that correspond
generally to the price and yield, before
the Fund’s fees and expenses, of an
equity index called the CBOE S&P VIX
Tail Hedge Index (‘‘Index’’). The Fund
will normally invest at least 90% of its
net assets (plus the amount of any
borrowings for investment purposes) in
common stocks included in the Index.
In addition, the Fund will normally
invest 0.0% to 1.0% of its net assets in
VIX call options, as described below.
The Exchange is submitting this
proposed rule change because the Index
for the Fund does not meet all of the
‘‘generic’’ listing requirements of
Commentary .01(a)(A) to NYSE Arca
Equities Rule 5.2(j)(3) applicable to the
listing of Units based upon an index of
US Component Stocks.5 Specifically,
Commentary .01(a)(A) to NYSE Arca
Equities Rule 5.2(j)(3) 6 sets forth the
requirements to be met by components
of an index or portfolio of US
Component Stocks. As described further
below, the Index consists of an S&P 500
Index stock portfolio and a position in
specified VIX Index (‘‘VIX’’) call
options.7 The Index meets all
requirements of NYSE Arca Equities
Rule 5.2(j)(3) and Commentary .01(a)(A)
thereto except that the Index includes
VIX call options, which are not NMS
Stocks as defined in Rule 600 of
Regulation NMS. As described below,
the Index is predominately S&P 500
companies and includes an exposure to
Commission has issued an order granting certain
exemptive relief to the Trust under the 1940 Act.
See Investment Company Act Release No. 27068
(September 20, 2005) (File No. 812–13000)
(‘‘Exemptive Order’’).
5 NYSE Arca Equities Rule 5.2(j)(3) provides that
the term ‘‘US Component Stock’’ shall mean an
equity security that is registered under Sections
12(b) or 12(g) of the Exchange Act or an American
Depositary Receipt, the underlying equity security
of which is registered under Sections 12(b) or 12(g)
of the Exchange Act.
6 Commentary .01(a)(A) to NYSE Arca Equities
Rule 5.2(j)(3) states, in part, that the components of
an index of US Component Stocks, upon the initial
listing of a series of Units pursuant to Rule 19b–
4(e) under the Exchange Act, shall be NMS Stocks
as defined in Rule 600 of Regulation NMS under the
Exchange Act.
7 According to the Registration Statement, the VIX
Index is a measure of estimated near-term future
volatility based upon the weighted average of the
implied volatilities of near-term put and call
options on the S&P 500.
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Agencies
[Federal Register Volume 77, Number 111 (Friday, June 8, 2012)]
[Notices]
[Pages 34101-34102]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2012-14031]
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SECURITIES AND EXCHANGE COMMISSION
Notice of Sunshine Act Meeting
Notice is hereby given, pursuant to the provisions of the
Government in the
[[Page 34102]]
Sunshine Act, Public Law 94-409, that the Securities and Exchange
Commission held a Closed Meeting on Monday, June 4, 2012 at 3:00 p.m.
The General Counsel of the Commission, or his designee, has
certified that, in his opinion, one or more of the exemptions as set
forth in 5 U.S.C. 552b(c)(2), (6), (8) and (9)(A) and 17 CFR
200.402(a)(2), (6), (8) and (9)(A) permit consideration of the
scheduled matters at the Closed Meeting. Certain staff members who had
an interest in the matters were present.
Commissioner Walter, as duty officer, voted to consider the items
listed for the Closed Meeting in a closed session, and determined that
no earlier notice thereof was possible.
The subject matters of the Closed Meeting on June 4, 2012 were a
matter related to financial institutions and markets and a personnel
matter.
At times, changes in Commission priorities require alterations in
the scheduling of meeting items. For further information and to
ascertain what, if any, matters have been added, deleted or postponed,
please contact the Office of the Secretary at (202) 551-5400.
Dated: June 5, 2012.
Elizabeth M. Murphy,
Secretary.
[FR Doc. 2012-14031 Filed 6-6-12; 11:15 am]
BILLING CODE 8011-01-P