Notice2022-07465

Self-Regulatory Organizations; Cboe Exchange, Inc.; Notice of Filing of a Proposed Rule Change To Amend Rule 4.3.06 To Allow the Exchange To List and Trade Options on the Goldman Sachs Physical Gold ETF

Primary source

Metadata and text below are from the Federal Register, a public-domain U.S. government work. Always verify the official published version before relying on it for any legal matter.

Published
April 8, 2022

Issuing agencies

Securities and Exchange Commission

Full Text

<html>
<head>
<title>Federal Register, Volume 87 Issue 68 (Friday, April 8, 2022)</title>
</head>
<body><pre>
[Federal Register Volume 87, Number 68 (Friday, April 8, 2022)]
[Notices]
[Pages 20901-20905]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2022-07465]


-----------------------------------------------------------------------

SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-94594; File No. SR-CBOE-2022-009]


Self-Regulatory Organizations; Cboe Exchange, Inc.; Notice of 
Filing of a Proposed Rule Change To Amend Rule 4.3.06 To Allow the 
Exchange To List and Trade Options on the Goldman Sachs Physical Gold 
ETF

April 4, 2022.
    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 March 25, 2022, Cboe Exchange, Inc. (the ``Exchange'' or 
``Cboe Options'') 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 self-regulatory 
organization. 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

    Cboe Exchange, Inc. (the ``Exchange'' or ``Cboe Options'') proposes 
to amend Rule 4.3.06 to allow the Exchange to list and trade options on 
the Goldman Sachs Physical Gold ETF (``AAAU''). The text of the 
proposed rule change is provided in Exhibit 5.
    The text of the proposed rule change is also available on the 
Exchange's website (<a href="http://www.cboe.com/AboutCBOE/CBOELegalRegulatoryHome.aspx">http://www.cboe.com/AboutCBOE/CBOELegalRegulatoryHome.aspx</a>), at the Exchange's Office of the 
Secretary, 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 Exchange 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
    The Exchange proposes to amend Rule 4.3.06 to allow the Exchange to 
list and trade options on the Goldman Sachs Physical Gold ETF (``AAAU'' 
or the ``Trust'') as a Unit deemed appropriate for options trading on 
the Exchange. Rule 4.3.06(a) provides that securities deemed 
appropriate for options trading include Units (also referred to as 
Exchange-Traded Funds (``ETFs'')) \3\ that represent certain types of 
interests,\4\ and

[[Page 20902]]

Rule 4.3.06(a)(4), in particular, includes Units that represent 
interests in the SPDR Gold Trust or the iShares COMEX Gold Trust or the 
iShares Silver Trust or the ETFS Silver Trust or the ETFS Gold Trust or 
the ETFS Palladium Trust or the ETFS Platinum Trust or the Sprott 
Physical Gold Trust. The proposed rule change expands the ETFs under 
Rule 4.3.06(a)(4) deemed appropriate for options trading on the 
Exchange to include AAAU. The Exchange notes that the proposed rule 
change makes a nonsubstantive change to Rule 4.3.06(a)(4) by replacing 
superfluous conjunctions with commas to simplify the rule language, and 
by updating the ``ETFS Silver Trust'', the ``ETFS Gold Trust'', the 
``ETFS Palladium Trust'' and the ``ETFS Platinum Trust'' to the 
``Aberdeen Standard Physical Silver Trust'', the ``Aberdeen Standard 
Physical Gold Trust'', the ``Aberdeen Standard Physical Palladium 
Trust'', the ``Aberdeen Standard Physical Platinum Trust'', 
respectively, as these ETFs were renamed in 2018.
---------------------------------------------------------------------------

    \3\ See Rule 1.1, definition of ``Unit and ETF''.
    \4\ See Rules 4.3.06(a)(1)-(3) and (5), which, respectively, 
include Units that represent interests in registered investment 
companies (or series thereof) organized as open-end management 
investment companies, unit investment trusts or similar entities 
that hold portfolios of securities and/or financial instruments 
including, but not limited to, stock index futures contracts, 
options on futures, options on securities and indexes, equity caps, 
collars and floors, swap agreements, forward contracts, repurchase 
agreements and reverse purchase agreements (the ``Financial 
Instruments''), and money market instruments, including, but not 
limited to, U.S. government securities and repurchase agreements 
(the ``Money Market Instruments'') comprising or otherwise based on 
or representing investments in indexes or portfolios of securities 
and/or Financial Instruments and Money Market Instruments (or that 
hold securities in one or more other registered investment companies 
that themselves hold such portfolios of securities and/or Financial 
Instruments and Money Market Instruments); interests in a trust or 
similar entity that holds a specified non-U.S. currency deposited 
with the trust or similar entity when aggregated in some specified 
minimum number may be surrendered to the trust by the beneficial 
owner to receive the specified non-U.S. currency and pays the 
beneficial owner interest and other distributions on deposited non-
U.S. currency, if any, declared and paid by the trust (``Currency 
Trust Shares''); commodity pool interests principally engaged, 
directly or indirectly, in holding and/or managing portfolios or 
baskets of securities, commodity futures contracts, options on 
commodity futures contracts, swaps, forward contracts and/or options 
on physical commodities and/or non-U.S. currency (``Commodity Pool 
Units''); or represents an interest in a registered investment 
company (``Investment Company'') organized as an open-end management 
investment company or similar entity, that invests in a portfolio of 
securities selected by the Investment Company's investment adviser 
consistent with the Investment Company's investment objectives and 
policies, which is issued in a specified aggregate minimum number in 
return for a deposit of a specified portfolio of securities and/or a 
cash amount with a value equal to the next determined net asset 
value (``NAV''), and when aggregated in the same specified minimum 
number, may be redeemed at a holder's request, which holder will be 
paid a specified portfolio of securities and/or cash with a value 
equal to the next determined NAV (``Managed Fund Share'')
---------------------------------------------------------------------------

    Like the SPDR Gold Trust (``GLD''), iShares COMEX Gold Trust 
(``IAU''), Aberdeen Standard Physical Gold Trust (``SGOL''), and Sprott 
Physical Gold Trust (``PHYS''), currently deemed appropriate for 
options trading pursuant to Rule 4.3.06(a)(4), AAAU is a gold-backed 
commodity ETF structured as a trust. Specifically, the Trust's 
investment objective is for its shares to reflect the performance of 
the price of gold (less the expenses of the Trust's operations), 
offering investors an opportunity to gain exposure to gold without the 
complexities of gold delivery. The Trust issues Goldman Sachs Physical 
Gold ETF Shares, which represent units of fractional undivided 
beneficial interest in the Trust, the assets of which consist 
principally of gold.\5\ AAAU is a competitively priced commodity ETF, 
the cost of which is comparatively lower than the industry average for 
commodity ETFs. AAAU provides investors with a cost-efficient 
alternative that allows a level of participation in the gold market 
through the securities market. Likewise, the GLD, IAU, SGOL and PHYS 
trusts also issue shares that represent fractional undivided beneficial 
interest in the respective trust, each of which holds physical gold and 
is designed to track gold or the performance of the price of gold and 
offer access to the gold market.\6\
---------------------------------------------------------------------------

    \5\ The Trust may include minimal cash.
    \6\ The trusts may include minimal cash.
---------------------------------------------------------------------------

    The Exchange believes that offering options on AAAU will benefit 
investors by providing them with an additional, relatively lower cost 
investing tool to gain exposure to the price of gold and hedging 
vehicle to meet their investment needs in connection with gold-related 
products and positions. The Exchange understands from customers that 
investors may currently transact in options on AAAU in the unregulated 
over-the-counter (``OTC'') options market, but may prefer to trade such 
options in a listed environment to receive the benefits of trading 
listing options, including (1) enhanced efficiency in initiating and 
closing out position; (2) increased market transparency; and (3) 
heightened contra-party creditworthiness due to the role of OCC as 
issuer and guarantor of all listed options. The Exchange believes that 
listing AAAU options may shift liquidity from the OTC market onto the 
Exchange, would increase market transparency and enhance the process of 
price discovery conducted on the Exchange through increased order flow. 
As described above, the gold-backed commodity ETFs (GLD, IAU, SGOL and 
PHYS) on which the Exchange may already list and trade options are 
trusts structured in substantially the same manner as AAAU and 
essentially offer the same objectives and benefits to investors. The 
Exchange notes that it has not identified any issues with the continued 
listing and trading of the gold-backed commodity ETF options that it 
currently lists and trades on the Exchange.
    AAAU options will trade in the same manner as any other ETF options 
on the Exchange. The Exchange Rules that currently apply to the listing 
and trading of all ETF options on the Exchange, including, for example, 
Rules that govern listing criteria, expiration and exercise prices, 
minimum increments, position and exercise limits, margin requirements, 
customer accounts and trading halt procedures will apply to the listing 
and trading of options on AAAU on the Exchange in the same manner as 
they apply to other options on all other Units that are listed and 
traded on the Exchange, including the gold-backed commodity ETFs 
already deemed appropriate for options trading on the Exchange pursuant 
to Rule 4.3.06(a)(4).
---------------------------------------------------------------------------

    \7\ The Exchange notes that the year-to-date (March 23, 2022) 
average daily volume (``ADV'') of AAAU shares is approximately 
845,200 shares, the market capitalization of AAAU as of March 23, 
2022 is approximately $727.3 million and the NAV of its shares is 
$19.19.
    \8\ See Rule 4.3.01, which provides for guidelines established 
by the Board of Directors to be considered by the Exchange in 
evaluating potential underlying securities for Exchange option 
transactions.
---------------------------------------------------------------------------

    The Exchange's initial listing standards for ETFs on which options 
may be listed and traded on the Exchange will apply to AAAU. The 
Exchange notes that AAAU satisfies the initial listing standards as set 
forth in Rule 4.3(a) and Rule 4.3.06(b). Pursuant to Rule 4.3(a), a 
security (which includes an ETF) on which options may be listed and 
traded on the Exchange must be duly registered and be an NMS stock, and 
characterized by a substantial number of outstanding shares which are 
widely held and actively traded.\7\ Rule 4.3.06(b) requires that Units 
must meet either (1) the criteria and guidelines under Rule 4.3.01,\8\ 
or (2) they must be available for creation or redemption each business 
day from or through the issuer in cash or in kind at a price related to 
net asset value, and the issuer must be obligated to issue Units in a 
specified aggregate number even if some or all of the investment assets 
required to be deposited have not been received by the issuer, subject 
to the condition that the person obligated to deposit the investments 
has undertaken to deliver the investment assets as soon as possible and 
such undertaking is

[[Page 20903]]

secured by the delivery and maintenance of collateral consisting of 
cash or cash equivalents satisfactory to the issuer, as provided in the 
respective prospectus. The Exchange represents that, at minimum, AAAU 
satisfies Rule 4.3.06(b)(2).\9\
---------------------------------------------------------------------------

    \9\ See Goldman Sachs Physical Gold ETF, Prospectus (January 8, 
2021) available at <a href="https://www.gsam.com/content/gsam/us/en/individual/products/etf-fund-finder/goldman-sachs-physical-gold-etf.html#activeTab=overview">https://www.gsam.com/content/gsam/us/en/individual/products/etf-fund-finder/goldman-sachs-physical-gold-etf.html#activeTab=overview</a>.
---------------------------------------------------------------------------

    AAAU will also be subject to the Exchange's continued listing 
standards set forth in Rule 4.4.06 for ETFs deemed appropriate for 
options trading pursuant to Rule 4.3.06. Specifically, Rule 4.4.06 
provides that Units that were initially approved for options trading 
pursuant to Rule 4.3.06 shall be deemed not to meet the requirements 
for continued approval, and the Exchange shall not open for trading any 
additional series of option contracts of the class covering that such 
Units, if the Units cease to be an NMS stock or the Units are halted 
from trading in their primary market. Additionally, options on Units 
may be subject to the suspension of opening transactions in any of the 
following circumstances: (1) In the case of options covering Units 
approved for trading under Rule 4.3.06(b)(1), in accordance with the 
terms of paragraphs (a), (b), and (c) of Rule 4.4.01; (2) in the case 
of options covering Units approved for trading under Rule 4.3.06(b)(2), 
following the initial twelve-month period beginning upon the 
commencement of trading in the Units on a national securities exchange 
and are defined as an NMS stock, there are fewer than 50 record and/or 
beneficial holders of such Units for 30 or more consecutive trading 
days; (3) the value of the index or portfolio of securities, non-U.S. 
currency, or portfolio of commodities including commodity futures 
contracts, options on commodity futures contracts, swaps, forward 
contracts and/or options on physical commodities and/or Financial 
Instruments and Money Market Instruments on which the Units are based 
is no longer calculated or available; or (4) such other event shall 
occur or condition exist that in the opinion of the Exchange makes 
further dealing in such options on the Exchange inadvisable.
    AAAU options are physically settled contracts with American-style 
exercise.\10\ Consistent with current Rule 4.5, which governs the 
opening of options series on a specific underlying security (including 
ETFs), the Exchange will open at least one expiration month for options 
on AAAU \11\ and may also list series of options on AAAU for trading on 
a weekly \12\ or quarterly \13\ basis. The Exchange may also list long-
term equity option series (``LEAPS'') that expire from 12 to 180 months 
from the time they are listed.\14\
---------------------------------------------------------------------------

    \10\ See Rule 4.2, which provides that the rights and 
obligations of holders and writers shall be as set forth in the 
Rules of the Clearing Corporation; and see Cboe Equity Options 
Product Specifications (March 23, 2022) available at <a href="https://www.cboe.com/exchange_traded_stock/equity_options_spec/?msclkid=8079efbbaaf111ec83b46e77a2984348">https://www.cboe.com/exchange_traded_stock/equity_options_spec/?msclkid=8079efbbaaf111ec83b46e77a2984348</a>; see also OCC Rules, 
Chapter VIII, which governs exercise and assignment, and Chapter IX, 
which governs the discharge of delivery and payment obligations 
arising out of the exercise of physically settled stock option 
contracts.
    \11\ See Rule 4.5(b). The monthly expirations are subject to 
certain listing criteria for underlying securities described within 
Rule 4.3. Monthly listings expire the third Friday of the month. The 
term ``expiration date'' when used in respect of a series of binary 
options other than event options means the last day on which the 
options may be automatically exercised. In the case of a series of 
event options (other than credit default options or credit default 
basket options) that are be automatically exercised prior to their 
expiration date upon receipt by the Corporation of an event 
confirmation, the expiration date is the date specified by the 
listing Exchange; provided, however, that when an event confirmation 
is deemed to have been received by the Corporation with respect to 
such series of options, the expiration date will be accelerated to 
the date on which such event confirmation is deemed to have been 
received by the Corporation or such later date as the Corporation 
may specify. In the case of a series of credit default options or 
credit default basket options, the expiration date is the fourth 
business day after the last trading day for such series as such 
trading day is specified by the Exchange on which the series of 
options is listed; provided, however, that when an event 
confirmation is deemed to have been received by the Corporation with 
respect to a series of credit default options or single payout 
credit default basket options prior to the last trading day for such 
series, the expiration date for options of that series will be 
accelerated to the second business day following the day on which 
such event confirmation is deemed to have been received by the 
Corporation. ``Expiration date'' means, in respect of a series of 
range options expiring prior to February 1, 2015, the Saturday 
immediately following the third Friday of the expiration month of 
such series, and, in respect of a series of range options expiring 
on or after February 1, 2015 means the third Friday of the 
expiration month of such series, or if such Friday is a day on which 
the Exchange on which such series is listed is not open for 
business, the preceding day on which such Exchange is open for 
business. See The Options Clearing Corporation (``OCC'') By-Laws at 
Section 1.
    \12\ The weekly listing program is known as the Short Term 
Option Series Program and is described within Rule 4.5(d).
    \13\ See Rule 4.5(e).
    \14\ See Rule 4.5(f).
---------------------------------------------------------------------------

    Pursuant to Rule 4.5.07, which governs strike prices of series of 
options on Units, the interval between strike prices for series of 
options on AAAU will be $1 or greater where the strike price is $200 or 
less and $5.00 or greater where the strike price is greater than 
$200.\15\
---------------------------------------------------------------------------

    \15\ The Exchange notes that for options listed pursuant to the 
Short Term Option Series Program, Rule 4.5(d)(5) specifically sets 
forth intervals between strike prices on Short Term Option Series.
---------------------------------------------------------------------------

    Additionally, the Exchange may list series of options pursuant to 
the $1 Strike Price Interval Program,\16\ the $0.50 Strike Program,\17\ 
the $2.50 Strike Price Program,\18\ and the $5 Strike Program.\19\ Rule 
5.4 governs the minimum increment for bids and offers for both equity 
and index options. Pursuant to Rule 5.4, where the price of a series of 
AAAU options is less than $3.00 the minimum increment will be $0.05, 
and where the price is $3.00 or higher, the minimum increment will be 
$0.10.\20\ Any and all new series of AAAU options that the Exchange 
lists will be consistent and comply with the expirations, strike prices 
and minimum increments set forth in Rules 4.5 and 5.4, as applicable.
---------------------------------------------------------------------------

    \16\ See Rule 4.5.01(a).
    \17\ See Rule 4.5.01(b).
    \18\ See Rule 4.5.04.
    \19\ The $5 Strike Program is described within Rule 4.5.01(f).
    \20\ If options on AAAU are eligible to participate in the Penny 
Interval Program, the minimum increment will be $0.01 below $3.00 
and $0.50 above $3.00. See also Rule 5.4(d), which governs the 
requirements for the Penny Interval Program.
---------------------------------------------------------------------------

    Position and exercise limits for options on ETFs, including options 
on AAAU, are determined pursuant to Rule 8.30 and Rule 8.32, 
respectively. Position and exercise limits for ETF options vary 
according to the number of outstanding shares and the trading volumes 
of the underlying ETF over the past six months, where the largest in 
capitalization and the most frequently traded ETFs have an option 
position and exercise limit of 250,000 contracts (with adjustments for 
splits, re-capitalizations, etc.) on the same side of the market; and 
smaller capitalization ETFs have position and exercise limits of 
200,000, 75,000, 50,000 or 25,000 contracts (with adjustments for 
splits, re-capitalizations, etc.) on the same side of the market.\21\ 
The Exchange further notes that Rule 10.3, which governs margin 
requirements applicable to the trading of all options on the Exchange, 
including options on ETFs, will also apply to the trading of AAAU 
options.
---------------------------------------------------------------------------

    \21\ Given AAAU volume over the previous six months, the 
Exchange anticipates that, upon initial listing, AAAU options will 
fall into the position limit bucket of 75,000 contracts.
---------------------------------------------------------------------------

    The Exchange represents that the same surveillance procedures 
applicable to all other options on other Units currently listed and 
traded on the Exchange will apply to options on AAAU, and that it has 
the necessary systems capacity to support the new option series. The 
Exchange believes that its existing surveillance and reporting 
safeguards are designed to

[[Page 20904]]

deter and detect possible manipulative behavior which might potentially 
arise from listing and trading ETF options, including AAAU options, as 
proposed. Also, the Exchange may obtain information from the CME Group 
New York Mercantile Exchange, Inc. (``NYMEX'') (a member of the 
Intermarket Surveillance Group) related to any financial instrument 
that is based, in whole or in part, upon an interest in or performance 
of gold.
    The Exchange has also analyzed its capacity and represents that it 
believes the Exchange and OPRA have the necessary systems capacity to 
handle the additional traffic associated with the listing of new series 
that may result from the introduction of options on AAAU up to the 
number of expirations currently permissible under the Exchange Rules. 
Because the proposal is limited to one class, the Exchange believes any 
additional traffic that may be generated from the introduction of AAAU 
options will be manageable.
2. Statutory Basis
    The Exchange believes the proposed rule change is consistent with 
the Securities Exchange Act of 1934 (the ``Act'') and the rules and 
regulations thereunder applicable to the Exchange and, in particular, 
the requirements of Section 6(b) of the Act.\22\ Specifically, the 
Exchange believes the proposed rule change is consistent with the 
Section 6(b)(5) \23\ requirements that the rules of an exchange be 
designed to prevent fraudulent and manipulative acts and practices, to 
promote just and equitable principles of trade, to foster cooperation 
and coordination with persons engaged in regulating, clearing, 
settling, processing information with respect to, and facilitating 
transactions in securities, 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. Additionally, 
the Exchange believes the proposed rule change is consistent with the 
Section 6(b)(5) \24\ requirement that the rules of an exchange not be 
designed to permit unfair discrimination between customers, issuers, 
brokers, or dealers.
---------------------------------------------------------------------------

    \22\ 15 U.S.C. 78f(b).
    \23\ 15 U.S.C. 78f(b)(5).
    \24\ Id.
---------------------------------------------------------------------------

    In particular, the Exchange believes that the proposal to list and 
trade options on AAAU will remove impediments to and perfect the 
mechanism of a free and open market and a national market system and, 
in general, protect investors because offering options on AAAU will 
provide investors with greater opportunity to realize the benefits of 
utilizing options on a commodity-based ETF, including cost efficiencies 
and increased hedging strategies. The Exchange believes that offering 
options on a competitively priced gold-backed commodity ETF will 
benefit investors by providing them with an additional, relatively 
lower cost risk management tool allowing them to more easily manage 
their positions and associated risk in their portfolios in connection 
with exposure to the price of gold and with gold-related products and 
positions. Additionally, the Exchange's offering of AAAU options will 
provide investors with the ability to transact in such options in a 
listed market environment as opposed to in the unregulated OTC options 
market; shifting liquidity from the OTC market onto the Exchange, thus 
increasing market transparency and enhancing the process of price 
discovery conducted on the Exchange through increased order flow to the 
benefit of all investors. The Exchange also notes that it already lists 
options on other gold-based ETFs, which, as described above, are trusts 
structured in substantially the same manner as AAAU and essentially 
offer the same objectives and benefits to investors, and for which the 
Exchange has not identified any issues with the continued listing and 
trading of the gold-backed ETF options it currently lists for trading.
    The Exchange also believes the proposed rule change will remove 
impediments to and perfect the mechanism of a free and open market and 
a national market system, because it is consistent with current 
Exchange Rules, previously filed with the Commission. Options on AAAU 
must satisfy the initial listing standards and continued listing 
standards currently in the Exchange Rules, applicable to options on all 
Units, including other gold-backed commodity ETFs already deemed 
appropriate for options trading on the Exchange. AAAU options will 
trade in the same manner as any other ETF [sic]--the same Exchange 
Rules that currently govern the listing and trading of all ETF options, 
including permissible expirations, strike prices and minimum 
increments, and applicable position and exercise limits and margin 
requirements, will govern the listing and trading of options on AAAU in 
the same manner.
    The Exchange represents that it has the necessary systems capacity 
to support the new ETF option series. The Exchange believes that its 
existing surveillance and reporting safeguards are designed to deter 
and detect possible manipulative behavior which might arise from 
listing and trading ETF options, including AAAU options.
    Finally, the Exchange believes that the proposed nonsubstantive 
rule change to simplify the rule language and update the names of 
certain ETFs in Rule 4.3.06(a)(4) will protect investors and the public 
interest by adding clarity to the Rule and making the Rule more 
accurate, thereby mitigating any potential investor confusion and 
making the Rule easier to understand.

B. Self-Regulatory Organization's Statement on Burden on Competition

    The Exchange does not believe that the proposed rule change will 
impose any burden on competition that is not necessary or appropriate 
in furtherance of the purposes of the Act. The Exchange does not 
believe that the proposed rule change will impose any burden on 
intramarket competition that is not necessary or appropriate in 
furtherance of the purposes of the Act as AAAU satisfies initial 
listing standards set forth in the Exchange Rules and options on AAAU 
will be equally available to all market participants who wish to trade 
such options. The Exchange Rules currently applicable to the listing 
and trading of options on Units on the Exchange will apply in the same 
manner to the listing and trading of all options traded on AAAU. Also, 
and as stated above, the Exchange already lists options on other gold-
based ETFs.
    The Exchange does not believe that the proposal to list and trade 
options on AAAU will impose any burden on intermarket competition that 
is not necessary or appropriate in furtherance of the purposes of the 
Act. To the extent that the advent of AAAU options trading on the 
Exchange may make the Exchange a more attractive marketplace to market 
participants at other exchanges, such market participants are free to 
elect to become market participants on the Exchange. Additionally, 
other options exchanges are free to amend their listing rules, as 
applicable, to permit them to list and trade options on AAAU. 
Additionally, the Exchange notes that listing and trading AAAU options 
on the Exchange will subject such options to transparent exchange-based 
rules as well as price discovery and liquidity, as opposed to 
alternatively trading such options in the OTC market. The Exchange 
believes that the proposed rule change may relieve any burden on, or 
otherwise promote, competition as it is designed to increase 
competition for order flow on the Exchange in a manner that is 
beneficial to investors by providing them with a lower-cost option to 
hedge their

[[Page 20905]]

investment portfolios. The Exchange notes that it operates in a highly 
competitive market in which market participants can readily direct 
order flow to competing venues that offer similar products. Ultimately, 
the Exchange believes that offering AAAU options for trading on the 
Exchange will promote competition by providing investors with an 
additional, relatively low-cost means to hedge their portfolios and 
meet their investment needs in connection with gold prices and gold-
related products and positions on a listed options exchange.
    The Exchange does not believe that the proposed nonsubstantive rule 
change will impose any burden on intramarket or intermarket competition 
as the proposed rule change is not intended as a competitive change, 
but merely adds clarity to and provides for more accuracy within the 
Exchange Rules. The proposed rule change makes no substantive changes 
to the Exchange Rules, and thus will have no impact on trading on the 
Exchange.

C. Self-Regulatory Organization's Statement on Comments on the Proposed 
Rule Change Received From Members, Participants, or Others

    The Exchange neither solicited nor received comments on the 
proposed rule change.

III. Date of Effectiveness of the Proposed Rule Change and Timing for 
Commission Action

    Within 45 days of the date of publication of this notice in the 
Federal Register or up to 90 days (i) as the Commission may designate 
if it finds such longer period to be appropriate and publishes its 
reasons for so finding or (ii) as to which the self-regulatory 
organization consents, the Commission will:
    (A) By order approve or disapprove such proposed rule change, or
    (B) institute proceedings to determine whether the proposed rule 
change should be disapproved.

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

    <bullet> Use the Commission's internet comment form (<a href="http://www.sec.gov/rules/sro.shtml">http://www.sec.gov/rules/sro.shtml</a>); or
    <bullet> Send an email to <a href="/cdn-cgi/l/email-protection#4230372e276f212d2f2f272c3631023127216c252d34"><span class="__cf_email__" data-cfemail="790b0c151c541a1614141c170d0a390a1c1a571e160f">[email&#160;protected]</span></a>. Please include 
File Number SR-CBOE-2022-009 on the subject line.

Paper Comments

    <bullet> 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-CBOE-2022-009. 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 website (<a href="http://www.sec.gov/rules/sro.shtml">http://www.sec.gov/rules/sro.shtml</a>). 
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 website 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. Persons submitting comments are 
cautioned that we do not redact or edit personal identifying 
information from comment submissions. You should submit only 
information that you wish to make available publicly. All submissions 
should refer to File Number SR-CBOE-2022-009 and should be submitted on 
or before April 29, 2022.

    For the Commission, by the Division of Trading and Markets, 
pursuant to delegated authority.\25\
---------------------------------------------------------------------------

    \25\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------

J. Matthew DeLesDernier,
Assistant Secretary.
[FR Doc. 2022-07465 Filed 4-7-22; 8:45 am]
BILLING CODE 8011-01-P


</pre><script data-cfasync="false" src="/cdn-cgi/scripts/5c5dd728/cloudflare-static/email-decode.min.js"></script></body>
</html>
Indexed from Federal Register on April 8, 2022.

This is legal information, not legal advice. Laws vary by jurisdiction and change frequently. Always verify current law with official sources and consult a licensed attorney in your jurisdiction for advice on your specific situation.