Sunshine Act Meetings, 7524 [2018-03582]
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7524
Federal Register / Vol. 83, No. 35 / Wednesday, February 21, 2018 / Notices
should be submitted on or before March
14, 2018.
SECURITIES AND EXCHANGE
COMMISSION
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.7
Eduardo A. Aleman,
Assistant Secretary.
[Release No. 34–82715; File No. SR–
CboeBZX–2018–011]
SECURITIES AND EXCHANGE
COMMISSION
Self-Regulatory Organizations; Cboe
BZX Exchange, Inc.; Notice of Filing
and Immediate Effectiveness of a
Proposed Rule Change To Temporarily
Amend Rule 11.23(d)(2)(E) Relating to
the Halt Auction Collar for a Halt
Auction for REX VolMAXX Short
Weekly Futures Strategy ETF
Sunshine Act Meetings
February 14, 2018.
[FR Doc. 2018–03448 Filed 2–20–18; 8:45 am]
BILLING CODE 8011–01–P
2:00 p.m. on Thursday,
February 22, 2018.
PLACE: Closed Commission Hearing
Room 10800.
STATUS: This meeting will be closed to
the public.
MATTERS TO BE CONSIDERED:
Commissioners, Counsel to the
Commissioners, the Secretary to the
Commission, and recording secretaries
will attend the closed meeting. Certain
staff members who have an interest in
the matters also may be present.
The General Counsel of the
Commission, or his designee, has
certified that, in his opinion, one or
more of the exemptions set forth in 5
U.S.C. 552b(c)(3), (5), (6), (7), (8), 9(B)
and (10) and 17 CFR 200.402(a)(3),
(a)(5), (a)(6), (a)(7), (a)(8), (a)(9)(ii) and
(a)(10), permit consideration of the
scheduled matters at the closed meeting.
Commissioner Piwowar, as duty
officer, voted to consider the items
listed for the closed meeting in closed
session.
The subject matters of the closed
meeting will be:
Institution and settlement of
injunctive actions;
Institution and settlement of
administrative proceedings;
Adjudicatory matters; and
Other matters relating to enforcement
proceedings.
At times, changes in Commission
priorities require alterations in the
scheduling of meeting items.
CONTACT PERSON FOR MORE INFORMATION:
For further information and to ascertain
what, if any, matters have been added,
deleted or postponed; please contact
Brent J. Fields from the Office of the
Secretary at (202) 551–5400.
daltland on DSKBBV9HB2PROD with NOTICES
TIME AND DATE:
Dated: February 15, 2018.
Brent J. Fields,
Secretary.
[FR Doc. 2018–03582 Filed 2–16–18; 11:15 am]
BILLING CODE 8011–01–P
7 17
19:57 Feb 20, 2018
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange filed a proposal to
temporarily amend Rule 11.23(d)(2)(E)
relating to the Halt Auction Collar for a
Halt Auction for REX VolMAXX Short
Weekly Futures Strategy ETF (VMIN),
which would be operative for February
6, 2018 only.
The text of the proposed rule change
is available at the Exchange’s website at
www.markets.cboe.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
Exchange 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 these
statements may be examined at the
places specified in Item IV below. The
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 15 U.S.C. 78s(b)(3)(A).
4 17 CFR 240.19b–4(f)(6)(iii).
2 17
CFR 200.30–3(a)(12).
VerDate Sep<11>2014
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 February
7, 2018, Cboe BZX Exchange, Inc. (the
‘‘Exchange’’ or ‘‘BZX’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Exchange has
designated this proposal as a ‘‘noncontroversial’’ proposed rule change
pursuant to Section 19(b)(3)(A) of the
Act 3 and Rule 19b–4(f)(6)(iii)
thereunder,4 which renders it effective
upon filing with the Commission. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
Jkt 244001
PO 00000
Frm 00075
Fmt 4703
Sfmt 4703
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 temporarily
amend Rule 11.23(d)(2)(E) relating to
the Halt Auction Collar for a Halt
Auction for REX VolMAXX Short
Weekly Futures Strategy ETF (VMIN),
which would be operative for February
6, 2018 only.
On February 5, 2018, both the U.S.
and global markets experienced
increased selling pressure and the Dow
Jones Industrial Average (‘‘DJIA’’) closed
4.6% down over the prior closing day.
In addition, on February 5, 2018,
volatility was significantly higher across
all measures of U.S. markets and
continued to fluctuate significantly
through the morning of February 6,
2018.
VMIN, which is listed on the
Exchange, seeks to provide investors
with inverse exposure to the implied
volatility of the broad-based, large-cap
U.S. equity market by obtaining
investment exposure to an actively
managed portfolio of exchange-traded
Cboe Volatility Index (‘‘VIX’’) Futures
Contracts with weekly and monthly
expirations. On February 5, 2018, the
Official Closing Price for VMIN was
$16.57. The price of VMIN declined in
after-market trading on February 5,
2018, and the last reported extendedhours trade price on that day was $7.50.
The reported NAV for February 5, 2018
was $3.37. Because of the volatility in
the pricing for VMIN and based on
information from the issuer that there
was a news event forthcoming, the
Exchange halted trading in VMIN
during the Pre-Opening Session. While
the security was halted, an Intraday
Indicative Value (‘‘IIV’’) was published
under the ticker VMIN.IV, and as of 3:00
p.m. Eastern Time on February 6, 2018,
the IIV was $3.19. As such, the Halt
Auction Reference Price for a Halt
Auction would be the prior day’s
Official Closing Price, $16.57, and the
Halt Auction Collar would be $14.91
and $18.23.
However, because of market events
unique to the circumstances of February
5, 2018 and February 6, 2018, and the
impact on pricing of VMIN, the
Exchange does not believe that VMIN’s
Official Closing Price would be an
appropriate Halt Auction Reference
Price and the basis for calculating the
E:\FR\FM\21FEN1.SGM
21FEN1
Agencies
[Federal Register Volume 83, Number 35 (Wednesday, February 21, 2018)]
[Notices]
[Page 7524]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2018-03582]
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SECURITIES AND EXCHANGE COMMISSION
Sunshine Act Meetings
TIME AND DATE: 2:00 p.m. on Thursday, February 22, 2018.
PLACE: Closed Commission Hearing Room 10800.
STATUS: This meeting will be closed to the public.
MATTERS TO BE CONSIDERED: Commissioners, Counsel to the Commissioners,
the Secretary to the Commission, and recording secretaries will attend
the closed meeting. Certain staff members who have an interest in the
matters also may be present.
The General Counsel of the Commission, or his designee, has
certified that, in his opinion, one or more of the exemptions set forth
in 5 U.S.C. 552b(c)(3), (5), (6), (7), (8), 9(B) and (10) and 17 CFR
200.402(a)(3), (a)(5), (a)(6), (a)(7), (a)(8), (a)(9)(ii) and (a)(10),
permit consideration of the scheduled matters at the closed meeting.
Commissioner Piwowar, as duty officer, voted to consider the items
listed for the closed meeting in closed session.
The subject matters of the closed meeting will be:
Institution and settlement of injunctive actions;
Institution and settlement of administrative proceedings;
Adjudicatory matters; and
Other matters relating to enforcement proceedings.
At times, changes in Commission priorities require alterations in
the scheduling of meeting items.
CONTACT PERSON FOR MORE INFORMATION: For further information and to
ascertain what, if any, matters have been added, deleted or postponed;
please contact Brent J. Fields from the Office of the Secretary at
(202) 551-5400.
Dated: February 15, 2018.
Brent J. Fields,
Secretary.
[FR Doc. 2018-03582 Filed 2-16-18; 11:15 am]
BILLING CODE 8011-01-P