Notice2022-08569

Self-Regulatory Organizations; Cboe BZX Exchange, Inc.; Notice of Filing and Immediate Effectiveness of a Proposed Rule Change To Eliminate the Minimum Price Variance Provisions of Exchange Rule 14.11(i) (Managed Fund Shares), (l) (Exchange-Traded Fund Shares), and (m) (Tracking Fund Shares)

Primary source

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Published
April 22, 2022

Issuing agencies

Securities and Exchange Commission

Full Text

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<title>Federal Register, Volume 87 Issue 78 (Friday, April 22, 2022)</title>
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[Federal Register Volume 87, Number 78 (Friday, April 22, 2022)]
[Notices]
[Pages 24208-24210]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2022-08569]


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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-94741; File No. SR-CboeBZX-2022-026]


Self-Regulatory Organizations; Cboe BZX Exchange, Inc.; Notice of 
Filing and Immediate Effectiveness of a Proposed Rule Change To 
Eliminate the Minimum Price Variance Provisions of Exchange Rule 
14.11(i) (Managed Fund Shares), (l) (Exchange-Traded Fund Shares), and 
(m) (Tracking Fund Shares)

April 18, 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 April 11, 2022, Cboe BZX Exchange, Inc. (``Exchange'') 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 filed the proposal as a ``non-
controversial'' proposed rule change pursuant to Section 
19(b)(3)(A)(iii) of the Act \3\ and Rule 19b-4(f)(6) thereunder.\4\ The 
Commission is publishing this notice to solicit comments on the 
proposed rule change from interested persons.
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    \1\ 15 U.S.C. 78s(b)(1).
    \2\ 17 CFR 240.19b-4.
    \3\ 15 U.S.C. 78s(b)(3)(A)(iii).
    \4\ 17 CFR 240.19b-4(f)(6).
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I. Self-Regulatory Organization's Statement of the Terms of Substance 
of the Proposed Rule Change

    Cboe BZX Exchange, Inc. (the ``Exchange'' or ``BZX'') is filing 
with the Securities and Exchange Commission (``Commission'') a proposal 
to eliminate the Minimum Price Variance provisions of Exchange Rule 
14.11(i) (Managed Fund Shares), (l) (Exchange-Traded Fund Shares), and 
(m) (Tracking Fund Shares). 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="https://markets.cboe.com/us/equities/regulation/rule_filings/bzx/">https://markets.cboe.com/us/equities/regulation/rule_filings/bzx/</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 eliminate the Minimum Price Variance 
provisions of Exchange Rule 14.11(i), (l), and (m), which correspond to 
the Exchange's listing rules for Managed Fund Shares,\5\ Exchange-
Traded Fund Shares (``ETF Shares''),\6\ and Tracking Fund Shares,\7\ 
respectively.
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    \5\ The term ``Managed Fund Share'' means a security that (i) 
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; (ii) 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; and (iii) 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 net asset value. See Exchange Rule 
14.11(i)(3)(A).
    \6\ The term ``ETF Shares'' means shares of stock issued by an 
Exchange-Traded Fund. See Exchange Rule 14.11(l)(3)(A). The term 
``Exchange-Traded Fund'' has the same meaning as the term 
``exchange-traded fund'' as defined in Rule 6c-11 under the 
Investment Company Act of 1940. See Exchange Rule 14.11(l)(3)(B).
    \7\ The term ``Tracking Fund Share'' means a security that: (i) 
Represents an interest in an investment company registered under the 
Investment Company Act of 1940 (``Investment Company'') organized as 
an open-end management investment company, 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; (ii) is issued in a specified 
aggregate minimum number in return for a deposit of a specified 
Tracking Basket or Custom Basket, as applicable, and/or a cash 
amount with a value equal to the next determined net asset value; 
(iii) when aggregated in the same specified minimum number, may be 
redeemed at a holder's request, which holder will be paid a 
specified Tracking Basket or Custom Basket, as applicable, and/or a 
cash amount with a value equal to the next determined net asset 
value; and (iv) the portfolio holdings for which are disclosed 
within at least 60 days following the end of every fiscal quarter. 
See Exchange Rule 14.11(m)(3)(A).
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    Currently, Exchange Rules 14.11(i)(2)(B), (l)(2)(B), and (m)(2)(C) 
provide that the minimum price variation for quoting and entry of 
orders in Managed Fund Shares, ETF Shares, and Tracking Fund Shares, 
respectively, is $0.01 (collectively, the ``ETP MPV Rules'') regardless 
of the price of the security. The Exchange proposes to delete the ETP 
MPV Rules because they may appear to be inconsistent with Exchange Rule 
11.11 and Rule 612 of Regulation National Market System (``NMS'') \8\ 
because the ETP MPV Rules do not specifically include the minimum price 
variance for securities that are priced less than $1.00. Specifically, 
Rule 612 of Regulation NMS specifies minimum pricing increments for NMS 
stocks, which include Managed Fund Shares, ETF Shares, and Tracking 
Fund Shares.\9\ In general, Rule 612 of Regulation NMS prohibits market 
participants from displaying, ranking, or accepting quotations, orders, 
or indications of interest in any NMS stock priced in an increment 
smaller than $0.01 if the quotation, order, or indication of interest 
is priced equal to or greater than $1.00 per share. If the quotation, 
order, or indication of interest is priced less than $1.00 per share, 
the minimum pricing increment is $0.0001. Similarly, Exchange Rule 
11.11 provides that bids, offers, orders or indications of interest in 
securities traded on the Exchange shall not be made in an increment 
smaller than (1) $0.01 if those bids, offers or indications of 
interests are priced equal to or greater than $1.00 per share; or (2) 
$0.0001 if those bids, offers or indications of interests are priced 
less

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than $1.00 per share and the security is an NMS stock pursuant to 
Commission Rule 600(b)(46) under the Act and is trading on the 
Exchange; or (3) any other increment established by the Commission for 
any security which has been granted an exemption from the minimum price 
increments requirements of Commission Rule 612(a) or 612(b).\10\ 
Because the intent was not for ETP MPV Rules to supersede Rule 612 of 
Regulation NMS or Exchange Rule 11.11, the Exchange is proposing to 
delete these paragraphs to remove any potential confusion as to the 
minimum price variance requirements for Managed Fund Shares, ETF 
Shares, and Tracking Fund Shares priced less than $1.00.\11\
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    \8\ 17 CFR 242.612.
    \9\ An ``NMS stock'' is any NMS security other than an option. 
See 17 CFR 242.600(b)(55). An ``NMS security'' is any security or 
class of securities for which transaction reports are collected, 
processed, and made available pursuant to an effective transaction 
reporting plan, or an effective national market system plan for 
reporting transactions in listed options. See 17 CFR 242.600(b)(54).
    \10\ See Exchange Rule 11.11.
    \11\ See Securities Exchange Act Release Nos. 78396 (July 22, 
2016), 81 FR 49698 (July 28, 2016) (SR-BATS-2015-100) (Order 
Approving a Proposed Rule Change, as Modified by Amendment No. 6, To 
Amend BATS Rule 14.11(i) To Adopt Generic Listing Standards for 
Managed Fund Shares); 88566 (April 6, 2020), 85 FR 20312 (April 10, 
2016) (SR-CboeBZX-2019-097) (Order Granting Accelerated Approval of 
a Proposed Rule Change, as Modified by Amendment No. 2, To Adopt BZX 
Rule 14.11(l) Governing the Listing and Trading of Exchange-Traded 
Fund Shares); 88887 (May 15, 2020), 85 FR 30990 (May 21, 2020) (SR-
CboeBZX-2019-107) (Order Granting Accelerated Approval of a Proposed 
Rule Change, as Modified by Amendment No. 5, To Adopt Rule 14.11(m), 
Tracking Fund Shares, and To List and Trade Shares of the Fidelity 
Blue Chip Value ETF, Fidelity Blue Chip Growth ETF, and Fidelity New 
Millennium ETF) (collectively, with the corresponding notices 
referred to as the ``Original ETP MPV Rule filings''). None of the 
Original ETP MPV Rule filings contain any discussion that the ETP 
MPV Rule was intended to supersede Exchange Rule 11.11 or Rule 612 
of Regulation NMS.
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    Based on the Exchange's proposal to remove the ETP MPV Rules, the 
Exchange also proposes to re-letter subparagraphs under Rules 
14.11(i)(2), (l)(2), and (m)(2) to reflect the removal of those 
paragraphs.
2. Statutory Basis
    The Exchange believes the proposed rule change is consistent with 
the Act and the rules and regulations thereunder applicable to the 
Exchange and, in particular, the requirements of Section 6(b) of the 
Act.\12\ Specifically, the Exchange believes the proposed rule change 
is consistent with the Section 6(b)(5) \13\ 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. 
The Exchange also believes the proposed rule change is consistent with 
the Section 6(b)(1) \14\ requirements that the Exchange is so organized 
and has the capacity to be able to carry out the purposes of the Act 
and to comply, and (subject to any rule or order of the Commission 
pursuant to section 78q(d) or 78s(g)(2) of the Act) to enforce 
compliance by its members and persons associated with its members, with 
the provisions of the Act, the rules and regulations thereunder, and 
the rules of the Exchange.
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    \12\ 15 U.S.C. 78f(b).
    \13\ 15 U.S.C. 78f(b)(5).
    \14\ 15 U.S.C. 78f(b)(1).
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    The Exchange's proposal to delete the ETP MPV Rules is intended to 
remove any potential confusion as to the minimum price variance for 
Managed Fund Shares, ETF Shares, and Tracking Fund Shares listed on the 
Exchange and priced less than $1.00. As discussed above, the ETP MPV 
Rules were not intended to supersede Rule 612 of Regulation NMS or 
Exchange Rule 11.11.
    The proposal is intended to remove any potential confusion in the 
Exchange's Rules as it relates to the minimum price variance for 
Managed Fund Shares, ETF Shares, and Tracking Fund Shares listed on the 
Exchange and priced less than $1.00, which the Exchange believes will 
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 Exchange believes that re-
lettering current Rules to correspond to the proposed changes will 
allow the Exchange to maintain a clear and organized rule structure, 
thus preventing investor confusion. For these reasons, the Exchange 
believes the proposed rule change is consistent with the requirements 
of Sections 6(b)(5) and 6(b)(1) of the Act.

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 proposed rule change is 
not designed to address any competitive issues but rather to remove any 
potential confusion regarding the minimum price variance for Managed 
Fund Shares, ETF Shares, and Tracking Fund Shares listed on the 
Exchange and priced less than $1.00.

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

    Because the foregoing proposed rule change does not: (i) 
Significantly affect the protection of investors or the public 
interest; (ii) impose any significant burden on competition; and (iii) 
become operative for 30 days from the date on which it was filed, or 
such shorter time as the Commission may designate, it has become 
effective pursuant to Section 19(b)(3)(A) of the Act \15\ and Rule 19b-
4(f)(6) thereunder.\16\
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    \15\ 15 U.S.C. 78s(b)(3)(A).
    \16\ 17 CFR 240.19b-4(f)(6). In addition, Rule 19b-4(f)(6)(iii) 
requires a self-regulatory organization to give the Commission 
written notice of its intent to file the proposed rule change, along 
with a brief description and text of the proposed rule change, at 
least five business days prior to the date of filing of the proposed 
rule change, or such shorter time as designated by the Commission. 
The Exchange has satisfied this requirement.
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    A proposed rule change filed under Rule 19b-4(f)(6) \17\ normally 
does not become operative for 30 days after the date of the filing. 
However, pursuant to Rule 19b-4(f)(6)(iii),\18\ the Commission may 
designate a shorter time if such action is consistent with the 
protection of investors and the public interest. The Exchange has asked 
the Commission to waive the 30-day operative delay so that the proposal 
may become operative immediately upon filing. The Commission notes that 
waiver of the 30-day operative delay will add clarity to BZX's rules 
and remove any potential inconsistency between the ETP MPV Rules and 
Exchange Rule 11.11 and Rule 612 of Regulation NMS. For these reasons, 
the Commission believes that waiver of the 30-day operative delay is 
consistent with the protection of investors and the public interest. 
Accordingly, the Commission waives the 30-day operative delay and 
designates the proposed rule change operative upon filing.\19\
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    \17\ 17 CFR 240.19b-4(f)(6).
    \18\ 17 CFR 240.19b-4(f)(6)(iii).
    \19\ For purposes only of waiving the 30-day operative delay, 
the Commission has also considered the proposed rule's impact on 
efficiency, competition, and capital formation. See 15 U.S.C. 
78c(f).
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    At any time within 60 days of the filing of such proposed rule 
change, the Commission summarily may temporarily suspend such rule 
change if it appears to the Commission that such

[[Page 24210]]

action is necessary or appropriate in the public interest, for the 
protection of investors, or otherwise in furtherance of the purposes of 
the Act.

IV. Solicitation of Comments

    Interested persons are invited to submit written data, views, and 
arguments concerning the foregoing, including whether the proposed rule 
change is consistent with the Act. Comments may be submitted by any of 
the following methods:

Electronic Comments

    <bullet> Use the Commission's internet comment form (<a href="https://www.sec.gov/rules/sro.shtml">https://www.sec.gov/rules/sro.shtml</a>); or
    <bullet> Send an email to <a href="/cdn-cgi/l/email-protection#4133342d246c222e2c2c242f3532013224226f262e37"><span class="__cf_email__" data-cfemail="2755524b420a44484a4a424953546754424409404851">[email&#160;protected]</span></a>. Please include 
File Number SR-CboeBZX-2022-026 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-CboeBZX-2022-026. 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="https://www.sec.gov/rules/sro.shtml">https://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-CboeBZX-2022-026 and should 
be submitted on or before May 13, 2022.

    For the Commission, by the Division of Trading and Markets, 
pursuant to delegated authority.\20\
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    \20\ 17 CFR 200.30-3(a)(12).
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Jill M. Peterson,
Assistant Secretary.
[FR Doc. 2022-08569 Filed 4-21-22; 8:45 am]
BILLING CODE 8011-01-P


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Indexed from Federal Register on April 22, 2022.

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