Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing of Amendment No. 1 and Order Granting Accelerated Approval of a Proposed Rule Change, as Modified by Amendment No. 1, To List and Trade Shares of the First Trust Heitman Global Prime Real Estate ETF Under NYSE Arca Equities Rule 8.600, 65266-65269 [2015-27073]
Download as PDF
65266
Federal Register / Vol. 80, No. 206 / Monday, October 26, 2015 / Notices
• Send an email to rule-comments@
sec.gov. Please include File Number SR–
EDGX–2015–48 on the subject line.
Paper Comments
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–EDGX–2015–48. 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 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–EDGX–
2015–48, and should be submitted on or
before November 16, 2015.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.24
Brent J. Fields,
Secretary.
[FR Doc. 2015–27071 Filed 10–23–15; 8:45 am]
asabaliauskas on DSK5VPTVN1PROD with NOTICES
BILLING CODE 8011–01–P
24 17
CFR 200.30–3(a)(12).
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SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76202; File No. SR–
NYSEArca–2015–77]
Self-Regulatory Organizations; NYSE
Arca, Inc.; Notice of Filing of
Amendment No. 1 and Order Granting
Accelerated Approval of a Proposed
Rule Change, as Modified by
Amendment No. 1, To List and Trade
Shares of the First Trust Heitman
Global Prime Real Estate ETF Under
NYSE Arca Equities Rule 8.600
October 20, 2015.
I. Introduction
On August 28, 2015, NYSE Arca, Inc.
(‘‘Exchange’’ or ‘‘NYSE Arca’’) 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 First Trust Heitman
Global Prime Real Estate ETF (the
‘‘Fund,’’) under NYSE Arca Equities
Rule 8.600. The proposed rule change
was published for comment in the
Federal Register on September 17,
2015.3 On October 1, 2015, the
Exchange filed Amendment No. 1 to the
proposed rule change.4 The Commission
received no comments on the proposed
rule change. The Commission is
publishing this notice to solicit
comments on Amendment No. 1 from
interested persons, and is approving the
proposed rule change, as modified by
Amendment No. 1, on an accelerated
basis.
II. The Exchange’s Description of the
Proposed Rule Change 5
The Exchange proposes to list and
trade the Shares under NYSE Arca
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 See Securities Exchange Act Release No. 75901
(September 11, 2015), 80 FR 55892 (‘‘Notice’’).
4 In Amendment No. 1, the Exchange: (1)
Identified the investment objective of the Fund; (2)
clarified the scope of the Fund’s permitted
investments; (3) modified its description of the
Fund’s Share redemption process; (4) supplemented
its description of the availability of price
information for the Shares and the underlying
assets; (5) identified another entity as the
administrator, custodian, and transfer agent for the
Fund; and (6) made other technical changes.
Amendment No. 1 is available at: https://
www.sec.gov/rules/sro/nysearca/2015/34-75901amendment1.pdf.
5 The Commission notes that additional
information regarding the Trust, the Fund, its
investments, and the Shares, including investment
strategies, risks, creation and redemption
procedures, fees, portfolio holdings disclosure
policies, calculation of net asset value (‘‘NAV’’),
distributions, and taxes, among other things, can be
2 17
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Equities Rule 8.600, which governs the
listing and trading of Managed Fund
Shares. The Shares will be offered by
First Trust Exchange-Traded Fund IV
(‘‘Trust’’), a Massachusetts business
trust which is registered with the
Commission as an open-end
management investment company.6
First Trust Advisors L.P. (‘‘First Trust’’
or the ‘‘Adviser’’) will serve as the
investment adviser of the Fund.
Heitman Real Estate Securities LLC
(‘‘Sub-Adviser’’) will be the sub-adviser
to the Fund. Heitman International Real
Estate Securities HK Limited and
Heitman International Real Estate
Securities GmbH (‘‘Sub-Sub-Advisers’’)
will be the sub-sub-advisers to the
Fund. First Trust Portfolios L.P. will be
the principal underwriter and
distributor of the Fund’s Shares. Brown
Brothers Harriman & Co. (the ‘‘BBH’’)
will serve as administrator, custodian
and transfer agent for the Fund.
Principal Investments
The Exchange states that, under
normal market conditions,7 at least 80%
of the Fund’s net assets in the following
U.S. and non-U.S. exchange-traded real
estate securities: Real estate investment
trusts (‘‘REITs’’), real estate operating
companies (‘‘REOCs’’) and common
stocks or ‘‘Depositary Receipts’’ of
companies primarily engaged in the real
estate industry (collectively, ‘‘Real
Estate Securities’’).8 The Fund may
invest in non-U.S. securities (including
securities of certain non-U.S.
companies), which include securities
issued or guaranteed by companies
found in the Notice and the Registration Statement,
as applicable. See Notice, supra note 3, and
Registration Statement, infra note 6.
6 The Exchange states that the Trust is registered
under the 1940 Act. According to the Exchange, on
August 27, 2014, the Trust filed an amendment to
the Trust’s registration statement on Form N–1A
under the Securities Act of 1933 (the ‘‘1933 Act’’)
(15 U.S.C. 77a), and under the 1940 Act relating to
the Fund (File Nos. 333–174332 and 811–22559)
(the ‘‘Registration Statement’’). The Exchange states
that the Commission has issued an order granting
certain exemptive relief to the Trust under the 1940
Act. See Investment Company Act Release No.
28468 (October 27, 2008) (File No. 812–13477).
7 The term ‘‘under normal market conditions’’
includes, but is not limited to, the absence of
extreme volatility or trading halts in the equity
markets or the financial markets generally;
operational issues causing dissemination of
inaccurate market information; or force majeure
type events such as systems failure, natural or manmade disaster, act of God, armed conflict, act of
terrorism, riot or labor disruption or any similar
intervening circumstance.
8 The Fund’s investments in Real Estate Securities
and certain non-U.S. companies (as referred to
below under ‘‘Non-Principal Investments’’) may be
in the form of Depositary Receipts, which include
American Depositary Receipts, Global Depositary
Receipts, and European Depositary Receipts. All
Depositary Receipts in which the Fund invests will
be traded on a U.S. or a non-U.S. exchange.
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Federal Register / Vol. 80, No. 206 / Monday, October 26, 2015 / Notices
asabaliauskas on DSK5VPTVN1PROD with NOTICES
organized under the laws of countries
other than the United States (including
emerging markets). Certain Real Estate
Securities in which the Fund invests
may be restricted securities (Rule 144A
securities).9 During the initial invest-up
period, the Fund may depart from its
principal investment strategies and
invest a larger amount or all of its assets
in cash equivalents or it may hold cash.
Other Investments
According to the Exchange, the Fund,
under normal market conditions, will
invest up to 20% of the value of its net
assets (plus borrowings for investment
purposes) in the following securities
and financial instruments described
below.
Equity securities, other than Real
Estate Securities, in which the Fund
will invest may include common and
preferred stocks. The Fund may also
invest in warrants and rights related to
common stocks, preferred equity
securities and restricted securities (Rule
144A securities) that are not also Real
Estate Securities. The Fund may invest
in exchange-traded pooled investment
vehicles, open-end or closed-end
investment company securities, other
exchange-traded funds (‘‘ETFs’’) and
business development companies
(‘‘BDCs’’) that invest primarily in
securities of the types in which the
Fund may invest directly.
The Fund may invest in companies
that are considered to be ‘‘passive
foreign investment companies’’
(‘‘PFICs’’), which are generally certain
non-U.S. corporations that receive at
least 75% of their annual gross income
from passive sources (such as interest,
dividends, certain rents and royalties or
capital gains) or that hold at least 50%
of their assets in investments producing
such passive income.
Fixed income investments and cash
equivalents held by the Fund may
include, the following types of
investments: (1) U.S. government
securities, including bills, notes and
bonds differing as to maturity and rates
of interest, which are either issued or
guaranteed by the U.S. Treasury or by
U.S. government agencies or
instrumentalities; (2) certificates of
deposit issued against funds deposited
in a bank or savings and loan
association; (3) bankers’ acceptances,
which are short-term credit instruments
used to finance commercial
transactions; (4) repurchase agreements,
which involve purchases of debt
securities with counterparties that are
9 Any such Real Estate Securities will be traded
on a non-U.S. exchange and will not be traded on
a U.S. exchange.
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deemed by the Adviser to present
acceptable credit risks; (5) bank time
deposits, which are monies kept on
deposit with banks or savings and loan
associations for a stated period of time
at a fixed rate of interest; (6) commercial
paper, which are short-term unsecured
promissory notes, including variable
rate master demand notes (direct
lending arrangements between the Fund
and a corporation) issued by
corporations to finance their current
operations; (7) shares of money market
funds.
The Fund may invest in the following
types of non-U.S. fixed income
securities (including securities of
certain non-U.S. companies): Securities
issued or guaranteed by companies
organized under the laws of countries
other than the United States (including
emerging markets), securities issued or
guaranteed by foreign, national,
provincial, state, municipal or other
governments with taxing authority or by
their agencies or instrumentalities and
debt obligations of supranational
governmental entities such as the World
Bank or European Union. Non-U.S.
securities may also include U.S. dollardenominated debt obligations, such as
‘‘Yankee Dollar’’ obligations (U.S.
dollar-denominated obligations issued
in the U.S. capital markets by foreign
corporations, banks and governments) of
foreign issuers and of supra-national
government entities.
The Fund also may invest in forward
foreign currency exchange contracts.
III. Discussion and Commission’s
Findings
After careful review, the Commission
finds that the proposed rule change 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 proposed rule change is consistent
with section 6(b)(5) of the Act,12 which
requires, among other things, that the
Exchange’s rules be designed to prevent
fraudulent and manipulative acts and
practices, 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 Fund and the Shares must
comply with the requirements of NYSE
10 15
U.S.C. 78f.
approving this proposed rule change, the
Commission notes that it has considered the
proposed rule’s impact on efficiency, competition,
and capital formation. See 15 U.S.C. 78c(f).
12 15 U.S.C. 78f(b)(5).
11 In
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65267
Arca Equities Rule 8.600 for the Shares
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’s 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. According to
the Exchange, quotation and last sale
information for the Shares and the
following U.S. exchange-traded equity
securities will be available via the
Consolidated Tape Association highspeed line, and from the national
securities exchange on which they are
listed: Real Estate Securities, common
stocks, preferred stocks, warrants,
rights, pooled investment vehicles,
ETFs, closed end investment company
securities, BDCs, and PFICs. In addition,
the Portfolio Indicative Value (‘‘PIV’’) as
defined in NYSE Arca Equities Rule
8.600 (c)(3), will be widely
disseminated every 15 seconds
throughout the Exchange’s Core Trading
Session by one or more major market
data vendors. On each business day,
before commencement of trading in
Shares in the Core Trading Session (as
defined in NYSE Arca Equities Rule
7.34(a)(2)), each Fund will disclose on
its Web site the Disclosed Portfolio (as
defined in NYSE Arca Equities Rule
8.600(c)(2)) that will form the basis for
such Fund’s calculation of NAV at the
end of the business day.14 The Fund’s
NAV will be determined as of the close
of regular trading on the NYSE on each
day the NYSE is open for trading. A
basket composition file, which will
include the security names and share
quantities required to be delivered in
exchange for the Shares, together with
estimates and actual cash components,
will be publicly disseminated daily
prior to the opening of the New York
Stock Exchange via the National
Securities Clearing Corporation.
Information regarding market price and
trading volume of the Shares will be
13 15
U.S.C. 78k–1(a)(1)(C)(iii).
a daily basis, the Fund will disclose on the
Fund’s Web site the following information
regarding each portfolio holding, as applicable to
the type of holding: Ticker symbol, CUSIP number
or other identifier, if any; a description of the
holding (including the type of holding); the identity
of the security, commodity, index or other asset or
instrument underlying the holding, if any; maturity
date, if any; coupon rate, if any; effective date, if
any; market value of the holding; and the
percentage weighting of the holding in the Fund’s
portfolio. This information will be publicly
available at no charge.
14 On
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Federal Register / Vol. 80, No. 206 / Monday, October 26, 2015 / Notices
continually available on a real-time
basis throughout the day on brokers’
computer screens and other electronic
services. Information regarding the
previous day’s closing price and trading
volume information for the Shares will
be published daily in the financial
section of newspapers. The Web site for
the Fund will include a form of the
prospectus for the Fund and additional
data relating to NAV and other
applicable quantitative information.
The Commission further believes that
the proposal to list and trade the Shares
is reasonably designed to promote fair
disclosure of information that may be
necessary to price the Shares
appropriately and to prevent trading
when a reasonable degree of
transparency cannot be assured. The
Commission notes that the Exchange
will obtain a representation from the
issuer of the Shares 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.15 In
addition, trading in the Shares will be
subject to NYSE Arca Equities Rule
8.600(d)(2)(D), which sets forth
circumstances under which Shares of a
Fund may be halted. The Exchange may
halt trading in the Shares if trading is
not occurring in the securities and/or
the financial instruments constituting
the Disclosed Portfolio of a Fund, or if
other unusual conditions or
circumstances detrimental to the
maintenance of a fair and orderly
market are present.16 Further, the
Commission notes that the Reporting
Authority that provides the Disclosed
Portfolio of the Fund must implement
and maintain, or be subject to,
procedures designed to prevent the use
and dissemination of material, nonpublic information regarding the actual
components of the portfolio.17 The
Commission notes that the Financial
Industry Regulatory Authority
(‘‘FINRA’’), on behalf of the Exchange,18
15 See
NYSE Arca Equities Rule 8.600(d)(1)(B).
NYSE Arca Equities Rule 8.600(d)(2)(C)
(providing additional considerations for the
suspension of trading in or removal from listing of
Managed Fund Shares on the Exchange). With
respect to trading halts, the Exchange may consider
all relevant factors in exercising its discretion to
halt or suspend trading in the Shares of each Fund.
Trading in Shares of a 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.
17 See NYSE Arca Equities Rule 8.600(d)(2)(B)(ii).
18 The Exchange states that, while FINRA surveils
trading on the Exchange pursuant to a regulatory
services agreement, the Exchange is responsible for
FINRA’s performance under this regulatory services
agreement.
asabaliauskas on DSK5VPTVN1PROD with NOTICES
16 See
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18:53 Oct 23, 2015
Jkt 238001
will communicate as needed regarding
trading in the Shares and certain
exchange-traded equity securities with
other markets and other entities that are
members of the Intermarket
Surveillance Group (‘‘ISG’’), and FINRA,
on behalf of the Exchange, may obtain
trading information regarding trading in
the Shares and certain exchange-traded
equity securities from such markets and
other entities. In addition, the Exchange
may obtain information regarding
trading in the Shares and certain
exchange-traded equity securities from
markets and other entities that are
members of ISG or with which the
Exchange has in place a comprehensive
surveillance sharing agreement. The
Exchange states that it has a general
policy prohibiting the distribution of
material, non-public information by its
employees. According to the Exchange,
the Adviser, the Sub-Adviser and the
Sub-Sub-Advisers are not brokerdealers, but the Adviser is affiliated
with First Trust Portfolios L.P., a brokerdealer, and the Sub-Adviser and the
Sub-Sub-Advisers are affiliated with
Heitman Securities LLC and Heitman
UK Limited, each a broker-dealer. The
Exchange states that the Adviser, the
Sub-Adviser and the Sub-Sub-Advisers
have each implemented fire walls with
respect to their respective broker-dealer
affiliate(s) regarding access to
information concerning the composition
and/or changes to the portfolio. In the
event (a) the Adviser, the Sub-Adviser
or either Sub-Sub-Adviser becomes
registered as a broker-dealer or newly
affiliated with a broker-dealer, or (b) any
new adviser, sub-adviser or sub-subadviser is a registered broker-dealer or
becomes affiliated with a broker-dealer,
the Exchange states that it will
implement a fire wall with respect to its
relevant personnel or its broker-dealer
affiliate regarding access to information
concerning the composition and/or
changes to the portfolio, and will be
subject to procedures designed to
prevent the use and dissemination of
material non-public information
regarding such portfolio.
The Exchange deems the Shares to be
equity securities, which renders 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 additional
representations, including:
(1) The Shares will conform to the
initial and continued listing criteria
under NYSE Arca Equities Rule 8.600.
(2) The Exchange has appropriate
rules to facilitate transactions in the
Shares during all trading sessions.
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Sfmt 4703
(3) The Exchange represents that
trading in the Shares will be subject to
the existing trading surveillances,
administered by FINRA on behalf of the
Exchange, which are designed to detect
violations of Exchange rules and
applicable federal securities laws. The
Exchange represents that these
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
federal securities laws applicable to
trading on the Exchange.
(4) Prior to the commencement of
trading, the Exchange will inform its
Equity Trading Permit (‘‘ETP’’) Holders
in an Information Bulletin of the special
characteristics and risks associated with
trading the Shares. Specifically, the
Bulletin will discuss the following: (a)
The procedures for purchases and
redemptions of Shares in Creation Units
(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
will be 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) For initial and/or continued
listing, the Fund will be in compliance
with Rule 10A–319 under the Act, as
provided by NYSE Arca Equities Rule
5.3.
(6) A minimum of 100,000 Shares for
the Fund will be outstanding at the
commencement of trading on the
Exchange.
(7) Not more than 10% of the net
assets of the Fund in the aggregate
invested in equity securities (other than
non-exchange-traded investment
company securities) shall consist of
equity securities whose principal
market is not a member of the ISG or is
a market with which the Exchange does
not have a comprehensive surveillance
sharing agreement.
This approval order is based on all of
the Exchange’s representations.
For the foregoing reasons, the
Commission finds that the proposed
rule change, as modified by Amendment
No. 1, is consistent with section 6(b)(5)
of the Act 20 and the rules and
19 17
20 15
E:\FR\FM\26OCN1.SGM
CFR 240.10A–3.
U.S.C. 78f(b)(5).
26OCN1
Federal Register / Vol. 80, No. 206 / Monday, October 26, 2015 / Notices
regulations thereunder applicable to a
national securities exchange.
IV. Solicitation of Comments on
Amendment No. 1
Interested persons are invited to
submit written data, views, and
arguments concerning whether
Amendment No. 1 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–
NYSEArca–2015–77 on the subject line.
Paper Comments
asabaliauskas on DSK5VPTVN1PROD with NOTICES
• Send paper comments in triplicate
to Secretary, Securities and Exchange
Commission, 100 F Street NE.,
Washington, DC 20549–1090.
All submissions should refer to File
Number SR–NYSEArca–2015–77. 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 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–
NYSEArca–2015–77 and should be
submitted on or before November 16,
2015.
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18:53 Oct 23, 2015
Jkt 238001
V. Accelerated Approval of Proposed
Rule Change as Modified by
Amendment No. 1
The Commission finds good cause to
approve the proposed rule change, as
modified by Amendment No. 1, prior to
the thirtieth day after the date of
publication of notice in the Federal
Register. Amendment No. 1
supplements the proposed rule change
by, among other things, clarifying the
scope of the Fund’s permitted
investments and adding additional
information about the availability of
prices for the Shares and underlying
assets. This new information aided the
Commission in evaluating the
likelihood of effective arbitrage in the
Shares. Accordingly, the Commission
finds good cause, pursuant to section
19(b)(2) of the Act,21 to approve the
proposed rule change, as modified by
Amendment No. 1, on an accelerated
basis.
VI. Conclusion
It is therefore ordered, pursuant to
section 19(b)(2) of the Act,22 that the
proposed rule change (SR–NYSEArca–
2015–77), as modified by Amendment
No. 1, be, and it hereby is, approved on
an accelerated basis.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.23
Brent J. Fields,
Secretary.
[FR Doc. 2015–27073 Filed 10–23–15; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–76196; File No. SR–ICEEU–
2015–017]
Self-Regulatory Organizations; ICE
Clear Europe Limited; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change Relating to
Clearing Services for European Natural
Gas Spot Contracts
October 20, 2015.
Pursuant to section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on October
9, 2015, ICE Clear Europe Limited (‘‘ICE
Clear Europe’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’) the proposed rule
change described in Items I, II and III
21 15
U.S.C. 78s(b)(2).
U.S.C. 78s(b)(2).
23 17 CFR 200.30–3(a)(12).
1 15 U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
22 15
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65269
below, which Items have been primarily
prepared by ICE Clear Europe. ICE Clear
Europe filed the proposal pursuant to
section 19(b)(3)(A) of the Act,3 and Rule
19b–4(f)(4)(ii) 4 thereunder, so that the
proposal was effective upon filing with
the Commission. 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 principal purpose of the rule
change is to amend certain provisions of
the ICE Clear Europe rules and
procedures that address clearing
services for European natural gas spot
contracts.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, ICE
Clear Europe included statements
concerning the purpose of and basis for
the proposed rule change. The text of
these statements may be examined at
the places specified in Item IV below.
ICE Clear Europe has prepared
summaries, set forth in sections A, B
and C below, of the most significant
aspects of such statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
ICE Clear Europe has agreed to act as
the clearing organization for certain
natural gas spot contracts (the ‘‘Natural
Gas Spot Contracts’’) traded on the ICE
Endex Gas B.V. (‘‘ICE Endex
Continental’’) and ICE Endex Gas Spot
Ltd. (‘‘ICE Endex UK’’) markets and has
previously adopted amendments to its
Rules and Procedures with respect to
the clearing of such contracts.5 ICE
Clear Europe is proposing to adopt
certain additional amendments to its
Rules and Procedures with respect to
the clearing of the Natural Gas Spot
Contracts to clarify certain delivery
procedures and related arrangements,
including with respect to the interaction
with relevant gas delivery facilities and
systems. These amendments reflect
input from Clearing Members and other
market participants with respect to the
Natural Gas Spot Contracts. ICE Clear
3 15
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(4)(ii).
5 Exchange Act Release No. 34–75170 (June 15,
2015) (File No. SR–ICEEU–2015–011), 80 FR 35418
(June 19, 2015) (the ‘‘Initial Spot Contract Filing’’).
4 17
E:\FR\FM\26OCN1.SGM
26OCN1
Agencies
[Federal Register Volume 80, Number 206 (Monday, October 26, 2015)]
[Notices]
[Pages 65266-65269]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2015-27073]
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SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-76202; File No. SR-NYSEArca-2015-77]
Self-Regulatory Organizations; NYSE Arca, Inc.; Notice of Filing
of Amendment No. 1 and Order Granting Accelerated Approval of a
Proposed Rule Change, as Modified by Amendment No. 1, To List and Trade
Shares of the First Trust Heitman Global Prime Real Estate ETF Under
NYSE Arca Equities Rule 8.600
October 20, 2015.
I. Introduction
On August 28, 2015, NYSE Arca, Inc. (``Exchange'' or ``NYSE Arca'')
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 First Trust Heitman Global
Prime Real Estate ETF (the ``Fund,'') under NYSE Arca Equities Rule
8.600. The proposed rule change was published for comment in the
Federal Register on September 17, 2015.\3\ On October 1, 2015, the
Exchange filed Amendment No. 1 to the proposed rule change.\4\ The
Commission received no comments on the proposed rule change. The
Commission is publishing this notice to solicit comments on Amendment
No. 1 from interested persons, and is approving the proposed rule
change, as modified by Amendment No. 1, on an accelerated basis.
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\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ See Securities Exchange Act Release No. 75901 (September 11,
2015), 80 FR 55892 (``Notice'').
\4\ In Amendment No. 1, the Exchange: (1) Identified the
investment objective of the Fund; (2) clarified the scope of the
Fund's permitted investments; (3) modified its description of the
Fund's Share redemption process; (4) supplemented its description of
the availability of price information for the Shares and the
underlying assets; (5) identified another entity as the
administrator, custodian, and transfer agent for the Fund; and (6)
made other technical changes. Amendment No. 1 is available at:
https://www.sec.gov/rules/sro/nysearca/2015/34-75901-amendment1.pdf.
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II. The Exchange's Description of the Proposed Rule Change \5\
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\5\ The Commission notes that additional information regarding
the Trust, the Fund, its investments, and the Shares, including
investment strategies, risks, creation and redemption procedures,
fees, portfolio holdings disclosure policies, calculation of net
asset value (``NAV''), distributions, and taxes, among other things,
can be found in the Notice and the Registration Statement, as
applicable. See Notice, supra note 3, and Registration Statement,
infra note 6.
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The Exchange proposes to list and trade the Shares under NYSE Arca
Equities Rule 8.600, which governs the listing and trading of Managed
Fund Shares. The Shares will be offered by First Trust Exchange-Traded
Fund IV (``Trust''), a Massachusetts business trust which is registered
with the Commission as an open-end management investment company.\6\
First Trust Advisors L.P. (``First Trust'' or the ``Adviser'') will
serve as the investment adviser of the Fund. Heitman Real Estate
Securities LLC (``Sub-Adviser'') will be the sub-adviser to the Fund.
Heitman International Real Estate Securities HK Limited and Heitman
International Real Estate Securities GmbH (``Sub-Sub-Advisers'') will
be the sub-sub-advisers to the Fund. First Trust Portfolios L.P. will
be the principal underwriter and distributor of the Fund's Shares.
Brown Brothers Harriman & Co. (the ``BBH'') will serve as
administrator, custodian and transfer agent for the Fund.
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\6\ The Exchange states that the Trust is registered under the
1940 Act. According to the Exchange, on August 27, 2014, the Trust
filed an amendment to the Trust's registration statement on Form N-
1A under the Securities Act of 1933 (the ``1933 Act'') (15 U.S.C.
77a), and under the 1940 Act relating to the Fund (File Nos. 333-
174332 and 811-22559) (the ``Registration Statement''). The Exchange
states that the Commission has issued an order granting certain
exemptive relief to the Trust under the 1940 Act. See Investment
Company Act Release No. 28468 (October 27, 2008) (File No. 812-
13477).
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Principal Investments
The Exchange states that, under normal market conditions,\7\ at
least 80% of the Fund's net assets in the following U.S. and non-U.S.
exchange-traded real estate securities: Real estate investment trusts
(``REITs''), real estate operating companies (``REOCs'') and common
stocks or ``Depositary Receipts'' of companies primarily engaged in the
real estate industry (collectively, ``Real Estate Securities'').\8\ The
Fund may invest in non-U.S. securities (including securities of certain
non-U.S. companies), which include securities issued or guaranteed by
companies
[[Page 65267]]
organized under the laws of countries other than the United States
(including emerging markets). Certain Real Estate Securities in which
the Fund invests may be restricted securities (Rule 144A
securities).\9\ During the initial invest-up period, the Fund may
depart from its principal investment strategies and invest a larger
amount or all of its assets in cash equivalents or it may hold cash.
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\7\ The term ``under normal market conditions'' includes, but is
not limited to, the absence of extreme volatility or trading halts
in the equity markets or the financial markets generally;
operational issues causing dissemination of inaccurate market
information; or force majeure type events such as systems failure,
natural or man-made disaster, act of God, armed conflict, act of
terrorism, riot or labor disruption or any similar intervening
circumstance.
\8\ The Fund's investments in Real Estate Securities and certain
non-U.S. companies (as referred to below under ``Non-Principal
Investments'') may be in the form of Depositary Receipts, which
include American Depositary Receipts, Global Depositary Receipts,
and European Depositary Receipts. All Depositary Receipts in which
the Fund invests will be traded on a U.S. or a non-U.S. exchange.
\9\ Any such Real Estate Securities will be traded on a non-U.S.
exchange and will not be traded on a U.S. exchange.
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Other Investments
According to the Exchange, the Fund, under normal market
conditions, will invest up to 20% of the value of its net assets (plus
borrowings for investment purposes) in the following securities and
financial instruments described below.
Equity securities, other than Real Estate Securities, in which the
Fund will invest may include common and preferred stocks. The Fund may
also invest in warrants and rights related to common stocks, preferred
equity securities and restricted securities (Rule 144A securities) that
are not also Real Estate Securities. The Fund may invest in exchange-
traded pooled investment vehicles, open-end or closed-end investment
company securities, other exchange-traded funds (``ETFs'') and business
development companies (``BDCs'') that invest primarily in securities of
the types in which the Fund may invest directly.
The Fund may invest in companies that are considered to be
``passive foreign investment companies'' (``PFICs''), which are
generally certain non-U.S. corporations that receive at least 75% of
their annual gross income from passive sources (such as interest,
dividends, certain rents and royalties or capital gains) or that hold
at least 50% of their assets in investments producing such passive
income.
Fixed income investments and cash equivalents held by the Fund may
include, the following types of investments: (1) U.S. government
securities, including bills, notes and bonds differing as to maturity
and rates of interest, which are either issued or guaranteed by the
U.S. Treasury or by U.S. government agencies or instrumentalities; (2)
certificates of deposit issued against funds deposited in a bank or
savings and loan association; (3) bankers' acceptances, which are
short-term credit instruments used to finance commercial transactions;
(4) repurchase agreements, which involve purchases of debt securities
with counterparties that are deemed by the Adviser to present
acceptable credit risks; (5) bank time deposits, which are monies kept
on deposit with banks or savings and loan associations for a stated
period of time at a fixed rate of interest; (6) commercial paper, which
are short-term unsecured promissory notes, including variable rate
master demand notes (direct lending arrangements between the Fund and a
corporation) issued by corporations to finance their current
operations; (7) shares of money market funds.
The Fund may invest in the following types of non-U.S. fixed income
securities (including securities of certain non-U.S. companies):
Securities issued or guaranteed by companies organized under the laws
of countries other than the United States (including emerging markets),
securities issued or guaranteed by foreign, national, provincial,
state, municipal or other governments with taxing authority or by their
agencies or instrumentalities and debt obligations of supranational
governmental entities such as the World Bank or European Union. Non-
U.S. securities may also include U.S. dollar-denominated debt
obligations, such as ``Yankee Dollar'' obligations (U.S. dollar-
denominated obligations issued in the U.S. capital markets by foreign
corporations, banks and governments) of foreign issuers and of supra-
national government entities.
The Fund also may invest in forward foreign currency exchange
contracts.
III. Discussion and Commission's Findings
After careful review, the Commission finds that the proposed rule
change 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
proposed rule change is consistent with section 6(b)(5) of the Act,\12\
which requires, among other things, that the Exchange's rules be
designed to prevent fraudulent and manipulative acts and practices, 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 Fund and the Shares must comply
with the requirements of NYSE Arca Equities Rule 8.600 for the Shares
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
notes that it has considered the proposed rule's impact on
efficiency, competition, and capital formation. See 15 U.S.C.
78c(f).
\12\ 15 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's 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. According to the
Exchange, quotation and last sale information for the Shares and the
following U.S. exchange-traded equity securities will be available via
the Consolidated Tape Association high-speed line, and from the
national securities exchange on which they are listed: Real Estate
Securities, common stocks, preferred stocks, warrants, rights, pooled
investment vehicles, ETFs, closed end investment company securities,
BDCs, and PFICs. In addition, the Portfolio Indicative Value (``PIV'')
as defined in NYSE Arca Equities Rule 8.600 (c)(3), will be widely
disseminated every 15 seconds throughout the Exchange's Core Trading
Session by one or more major market data vendors. On each business day,
before commencement of trading in Shares in the Core Trading Session
(as defined in NYSE Arca Equities Rule 7.34(a)(2)), each Fund will
disclose on its Web site the Disclosed Portfolio (as defined in NYSE
Arca Equities Rule 8.600(c)(2)) that will form the basis for such
Fund's calculation of NAV at the end of the business day.\14\ The
Fund's NAV will be determined as of the close of regular trading on the
NYSE on each day the NYSE is open for trading. A basket composition
file, which will include the security names and share quantities
required to be delivered in exchange for the Shares, together with
estimates and actual cash components, will be publicly disseminated
daily prior to the opening of the New York Stock Exchange via the
National Securities Clearing Corporation. Information regarding market
price and trading volume of the Shares will be
[[Page 65268]]
continually available on a real-time basis throughout the day on
brokers' computer screens and other electronic services. Information
regarding the previous day's closing price and trading volume
information for the Shares will be published daily in the financial
section of newspapers. The Web site for the Fund will include a form of
the prospectus for the Fund and additional data relating to NAV and
other applicable quantitative information.
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\13\ 15 U.S.C. 78k-1(a)(1)(C)(iii).
\14\ On a daily basis, the Fund will disclose on the Fund's Web
site the following information regarding each portfolio holding, as
applicable to the type of holding: Ticker symbol, CUSIP number or
other identifier, if any; a description of the holding (including
the type of holding); the identity of the security, commodity, index
or other asset or instrument underlying the holding, if any;
maturity date, if any; coupon rate, if any; effective date, if any;
market value of the holding; and the percentage weighting of the
holding in the Fund's portfolio. This information will be publicly
available at no charge.
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The Commission further believes that the proposal to list and trade
the Shares is reasonably designed to promote fair disclosure of
information that may be necessary to price the Shares appropriately and
to prevent trading when a reasonable degree of transparency cannot be
assured. The Commission notes that the Exchange will obtain a
representation from the issuer of the Shares 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.\15\
In addition, trading in the Shares will be subject to NYSE Arca
Equities Rule 8.600(d)(2)(D), which sets forth circumstances under
which Shares of a Fund may be halted. The Exchange may halt trading in
the Shares if trading is not occurring in the securities and/or the
financial instruments constituting the Disclosed Portfolio of a Fund,
or if other unusual conditions or circumstances detrimental to the
maintenance of a fair and orderly market are present.\16\ Further, the
Commission notes that the Reporting Authority that provides the
Disclosed Portfolio of the Fund 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.\17\ The Commission notes that the Financial Industry
Regulatory Authority (``FINRA''), on behalf of the Exchange,\18\ will
communicate as needed regarding trading in the Shares and certain
exchange-traded equity securities with other markets and other entities
that are members of the Intermarket Surveillance Group (``ISG''), and
FINRA, on behalf of the Exchange, may obtain trading information
regarding trading in the Shares and certain exchange-traded equity
securities from such markets and other entities. In addition, the
Exchange may obtain information regarding trading in the Shares and
certain exchange-traded equity securities from markets and other
entities that are members of ISG or with which the Exchange has in
place a comprehensive surveillance sharing agreement. The Exchange
states that it has a general policy prohibiting the distribution of
material, non-public information by its employees. According to the
Exchange, the Adviser, the Sub-Adviser and the Sub-Sub-Advisers are not
broker-dealers, but the Adviser is affiliated with First Trust
Portfolios L.P., a broker-dealer, and the Sub-Adviser and the Sub-Sub-
Advisers are affiliated with Heitman Securities LLC and Heitman UK
Limited, each a broker-dealer. The Exchange states that the Adviser,
the Sub-Adviser and the Sub-Sub-Advisers have each implemented fire
walls with respect to their respective broker-dealer affiliate(s)
regarding access to information concerning the composition and/or
changes to the portfolio. In the event (a) the Adviser, the Sub-Adviser
or either Sub-Sub-Adviser becomes registered as a broker-dealer or
newly affiliated with a broker-dealer, or (b) any new adviser, sub-
adviser or sub-sub-adviser is a registered broker-dealer or becomes
affiliated with a broker-dealer, the Exchange states that it will
implement a fire wall with respect to its relevant personnel or its
broker-dealer affiliate regarding access to information concerning the
composition and/or changes to the portfolio, and will be subject to
procedures designed to prevent the use and dissemination of material
non-public information regarding such portfolio.
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\15\ See NYSE Arca Equities Rule 8.600(d)(1)(B).
\16\ See NYSE Arca Equities Rule 8.600(d)(2)(C) (providing
additional considerations for the suspension of trading in or
removal from listing of Managed Fund Shares on the Exchange). With
respect to trading halts, the Exchange may consider all relevant
factors in exercising its discretion to halt or suspend trading in
the Shares of each Fund. Trading in Shares of a 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.
\17\ See NYSE Arca Equities Rule 8.600(d)(2)(B)(ii).
\18\ The Exchange states that, while FINRA surveils trading on
the Exchange pursuant to a regulatory services agreement, the
Exchange is responsible for FINRA's performance under this
regulatory services agreement.
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The Exchange deems the Shares to be equity securities, which
renders 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 additional
representations, including:
(1) The Shares will conform to the initial and continued listing
criteria under NYSE Arca Equities Rule 8.600.
(2) The Exchange has appropriate rules to facilitate transactions
in the Shares during all trading sessions.
(3) The Exchange represents that trading in the Shares will be
subject to the existing trading surveillances, administered by FINRA on
behalf of the Exchange, which are designed to detect violations of
Exchange rules and applicable federal securities laws. The Exchange
represents that these 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 federal securities laws
applicable to trading on the Exchange.
(4) Prior to the commencement of trading, the Exchange will inform
its Equity Trading Permit (``ETP'') Holders in an Information Bulletin
of the special characteristics and risks associated with trading the
Shares. Specifically, the Bulletin will discuss the following: (a) The
procedures for purchases and redemptions of Shares in Creation Units
(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 will be 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) For initial and/or continued listing, the Fund will be in
compliance with Rule 10A-3\19\ under the Act, as provided by NYSE Arca
Equities Rule 5.3.
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\19\ 17 CFR 240.10A-3.
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(6) A minimum of 100,000 Shares for the Fund will be outstanding at
the commencement of trading on the Exchange.
(7) Not more than 10% of the net assets of the Fund in the
aggregate invested in equity securities (other than non-exchange-traded
investment company securities) shall consist of equity securities whose
principal market is not a member of the ISG or is a market with which
the Exchange does not have a comprehensive surveillance sharing
agreement.
This approval order is based on all of the Exchange's
representations.
For the foregoing reasons, the Commission finds that the proposed
rule change, as modified by Amendment No. 1, is consistent with section
6(b)(5) of the Act \20\ and the rules and
[[Page 65269]]
regulations thereunder applicable to a national securities exchange.
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\20\ 15 U.S.C. 78f(b)(5).
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IV. Solicitation of Comments on Amendment No. 1
Interested persons are invited to submit written data, views, and
arguments concerning whether Amendment No. 1 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-NYSEArca-2015-77 on the subject line.
Paper Comments
Send paper comments in triplicate to Secretary, Securities
and Exchange Commission, 100 F Street NE., Washington, DC 20549-1090.
All submissions should refer to File Number SR-NYSEArca-2015-77. 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 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-NYSEArca-2015-77 and should
be submitted on or before November 16, 2015.
V. Accelerated Approval of Proposed Rule Change as Modified by
Amendment No. 1
The Commission finds good cause to approve the proposed rule
change, as modified by Amendment No. 1, prior to the thirtieth day
after the date of publication of notice in the Federal Register.
Amendment No. 1 supplements the proposed rule change by, among other
things, clarifying the scope of the Fund's permitted investments and
adding additional information about the availability of prices for the
Shares and underlying assets. This new information aided the Commission
in evaluating the likelihood of effective arbitrage in the Shares.
Accordingly, the Commission finds good cause, pursuant to section
19(b)(2) of the Act,\21\ to approve the proposed rule change, as
modified by Amendment No. 1, on an accelerated basis.
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\21\ 15 U.S.C. 78s(b)(2).
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VI. Conclusion
It is therefore ordered, pursuant to section 19(b)(2) of the
Act,\22\ that the proposed rule change (SR-NYSEArca-2015-77), as
modified by Amendment No. 1, be, and it hereby is, approved on an
accelerated basis.
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\22\ 15 U.S.C. 78s(b)(2).
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\23\
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\23\ 17 CFR 200.30-3(a)(12).
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Brent J. Fields,
Secretary.
[FR Doc. 2015-27073 Filed 10-23-15; 8:45 am]
BILLING CODE 8011-01-P