Notice2025-06033

Self-Regulatory Organizations; Cboe BZX Exchange, Inc.; Notice of Filing of a Proposed Rule Change, as Modified by Amendment No. 1, To List and Trade Shares of the Fidelity Solana Fund, Under BZX Rule 14.11(e)(4), Commodity-Based Trust Shares

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 9, 2025

Issuing agencies

Securities and Exchange Commission

Full Text

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<title>Federal Register, Volume 90 Issue 67 (Wednesday, April 9, 2025)</title>
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[Federal Register Volume 90, Number 67 (Wednesday, April 9, 2025)]
[Notices]
[Pages 15266-15274]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2025-06033]


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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-102764; File No. SR-CboeBZX-2025-048]


Self-Regulatory Organizations; Cboe BZX Exchange, Inc.; Notice of 
Filing of a Proposed Rule Change, as Modified by Amendment No. 1, To 
List and Trade Shares of the Fidelity Solana Fund, Under BZX Rule 
14.11(e)(4), Commodity-Based Trust Shares

April 3, 2025.
    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, 2025, Cboe BZX Exchange, Inc. (``Exchange'' or ``BZX'') 
filed with the Securities and Exchange Commission (``Commission'') a 
proposed rule change to list and trade shares of the Fidelity Solana 
Fund under BZX Rule 14.11(e)(4), Commodity-Based Trust Shares. On April 
1, 2025, the Exchange filed Amendment No. 1 to the proposed rule 
change, which replaced and superseded the original filing in its 
entirety. The proposed rule change, as modified by Amendment No. 1, is 
described in Items I, II, and III below, which Items have been prepared 
by the Exchange. The Commission is publishing this notice to solicit 
comments on the proposed rule change, as modified by Amendment No. 1, 
from interested persons.
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    \1\ 15 U.S.C. 78s(b)(1).
    \2\ 17 CFR 240.19b-4.
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I. Self-Regulatory Organization's Statement of the Terms of Substance 
of the Proposed Rule Change, as Modified by Amendment No. 1

    Cboe BZX Exchange, Inc. (``BZX'' or the ``Exchange'') is filing 
with the Securities and Exchange Commission (``Commission'' or ``SEC'') 
a proposed rule change to list and trade shares of the Fidelity Solana 
Fund (the ``Trust''),\3\ under BZX Rule 14.11(e)(4), Commodity-Based 
Trust Shares.
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    \3\ The Trust was formed as a Delaware statutory trust on March 
20, 2025, and is operated as a grantor trust for U.S. federal tax 
purposes. The Trust has no fixed termination date.
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    The text of the proposed rule change is also available on the 
Exchange's website (<a href="http://markets.cboe.com/us/equities/regulation/rule_filings/bzx/">http://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, as Modified by Amendment 
No. 1

    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
    This Amendment No. 1 to SR-CboeBZX-2025-048 amends and replaces in 
its entirety the proposal as originally submitted on March 25, 2025. 
The Exchange submits this Amendment No. 1 in order to clarify certain 
points and add additional details to the proposal.
    The Exchange proposes to list and trade the Shares under BZX Rule 
14.11(e)(4),\4\ which governs the listing and trading of Commodity-
Based Trust Shares on the Exchange.\5\ FD Funds Management LLC is the 
sponsor of the Trust (the ``Sponsor''). The Shares will be registered 
with the Commission under the Securities Act of 1933 (the ``Securities 
Act'') by means of the Trust's registration statement on Form S-1 (the 
``Registration Statement'').\6\ According to the Registration 
Statement, the Trust is neither an investment company registered under 
the Investment Company Act of 1940, as

[[Page 15267]]

amended,\7\ nor a commodity pool for purposes of the Commodity Exchange 
Act (``CEA''), and neither the Trust nor the Sponsor is subject to 
regulation as a commodity pool operator or a commodity trading adviser 
in connection with the Shares.
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    \4\ The Commission approved BZX Rule 14.11(e)(4) in Securities 
Exchange Act Release No. 65225 (August 30, 2011), 76 FR 55148 
(September 6, 2011) (SR-BATS-2011-018).
    \5\ Any of the statements or representations regarding the index 
composition, the description of the portfolio or reference assets, 
limitations on portfolio holdings or reference assets, dissemination 
and availability of index, reference asset, and intraday indicative 
values, or the applicability of Exchange listing rules specified in 
this filing to list a series of Other Securities (collectively, 
``Continued Listing Representations'') shall constitute continued 
listing requirements for the Shares listed on the Exchange.
    \6\ The Sponsor intends to submit a Registration Statement on 
form S-1 on behalf of the Trust. The descriptions of the Trust, the 
Shares, and the Index (as defined below) contained herein are based, 
in part, on information in the draft Registration Statement. The 
Registration Statement is not yet effective, and the Shares will not 
trade on the Exchange until such time that the Registration 
Statement is effective.
    \7\ 15 U.S.C. 80a-1.
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    Since 2017, the Commission has approved or disapproved exchange 
filings to list and trade series of Trust Issued Receipts, including 
spot-based Commodity-Based Trust Shares, on the basis of whether the 
listing exchange has in place a comprehensive surveillance sharing 
agreement with a regulated market of significant size related to the 
underlying commodity to be held (the ``Winklevoss Test'').\8\ The 
Commission has also consistently recognized that this is not the 
exclusive means by which an ETP listing exchange can meet this 
statutory obligation.\9\ A listing exchange could, alternatively, 
demonstrate that ``other means to prevent fraudulent and manipulative 
acts and practices will be sufficient'' to justify dispensing with a 
surveillance-sharing agreement with a regulated market of significant 
size.\10\
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    \8\ See Securities Exchange Act Release Nos. 78262 (July 8, 
2016), 81 FR 78262 (July 14. 2016) (the ``Winklevoss Proposal''). 
The Winklevoss Proposal was the first exchange rule filing proposing 
to list and trade shares of an ETP that would hold spot bitcoin (a 
``Spot Bitcoin ETP''). It was subsequently disapproved by the 
Commission. See Securities Exchange Act Release No. 83723 (July 26, 
2018), 83 FR 37579 (August 1, 2018) (the ``Winklevoss Order''); 
99306 (January 10, 2024), 89 FR 3008 (January 17, 2024) (Self-
Regulatory Organizations; NYSE Arca, Inc.; The Nasdaq Stock Market 
LLC; Cboe BZX Exchange, Inc.; Order Granting Accelerated Approval of 
Proposed Rule Changes, as Modified by Amendments Thereto, To List 
and Trade Bitcoin-Based Commodity-Based Trust Shares and Trust 
Units) (the ``Spot Bitcoin ETP Approval Order''); 100224 (May 23, 
2024), 89 FR 46937 (May 30, 2024) (Self-Regulatory Organizations; 
NYSE Arca, Inc.; The Nasdaq Stock Market LLC; Cboe BZX Exchange, 
Inc.; Order Granting Accelerated Approval of Proposed Rule Changes, 
as Modified by Amendments Thereto, To List and Trade Shares of 
Ether-Based Exchange-Traded Products) (the ``Spot ETH ETP Approval 
Order'').
    \9\ See Winklevoss Order, 83 FR at 37580; see Spot Bitcoin ETP 
Approval Order, 89 FR at 3009; see Spot ETH ETP Approval Order 89 FR 
at 46938.
    \10\ The Exchange notes that that the Winklevoss Test was first 
applied in 2017 in the Winklevoss Order, which was the first 
disapproval order related to an exchange proposal to list and trade 
a Spot Bitcoin ETP. All prior approval orders issued by the 
Commission approving the listing and trading of series of Trust 
Issued Receipts included no specific analysis related to a 
``regulated market of significant size.'' In the Winklevoss Order 
and the Commission's prior orders approving the listing and trading 
of series of Trust Issued Receipts have noted that the spot 
commodities and currency markets for which it has previously 
approved spot ETPs are generally unregulated and that the Commission 
relied on the underlying futures market as the regulated market of 
significant size that formed the basis for approving the series of 
Currency and Commodity-Based Trust Shares, including gold, silver, 
platinum, palladium, copper, and other commodities and currencies. 
The Commission specifically noted in the Winklevoss Order that the 
approval order issued related to the first spot gold ETP ``was based 
on an assumption that the currency market and the spot gold market 
were largely unregulated.'' See Winklevoss Order at 37592. As such, 
the regulated market of significant size prong of the Winklevoss 
Test does not require that the spot market be regulated in order for 
the Commission to approve this proposal, and precedent makes clear 
that an underlying market for a spot commodity or currency being a 
regulated market would actually be an exception to the norm. These 
largely unregulated currency and commodity markets do not provide 
the same protections as the markets that are subject to the 
Commission's oversight, but the Commission has consistently looked 
to surveillance sharing agreements with the underlying futures 
market in order to determine whether such products were consistent 
with the Act.
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    The Commission recently issued orders granting approval for 
proposals to list bitcoin- and ether-based commodity trust shares and 
bitcoin-based, ether-based, and a combination of bitcoin- and ether-
based trust issued receipts (these funds are substantively identical to 
the Trust, but hold bitcoin and/or ether, respectively, instead of 
Solana (also referred to as ``SOL'')) (``Spot Bitcoin ETPs'' and ``Spot 
ETH ETPs''). In both the Spot Bitcoin ETP Approval Order and Spot ETH 
ETP Approval Order, the Commission found that sufficient ``other 
means'' of preventing fraud and manipulation had been demonstrated that 
justified dispensing with a surveillance-sharing agreement. 
Specifically, the Commission found that while the Chicago Mercantile 
Exchange (``CME'') futures markets for both bitcoin and ether were not 
of ``significant size'' related to their respective spot markets, the 
Exchange demonstrated that other means could be reasonably expected to 
assist in surveilling for fraudulent and manipulative acts and 
practices in the specific context of the proposals.
    As further discussed below, both the Exchange and the Sponsor 
believe that this proposal and the included analysis are sufficient to 
establish that the proposal is consistent with the Act itself and, 
additionally, that there are sufficient ``other means'' of preventing 
fraud and manipulation that warrant dispensing of the surveillance-
sharing agreement with a regulated market of significant size, as was 
done with both Spot Bitcoin ETPs and Spot ETH ETPs, and that this 
proposal should be approved.
Background
    SOL is a digital asset that is created and transmitted through the 
operations of the peer-to-peer Solana Network, a decentralized network 
of computers that operates on cryptographic protocols. No single entity 
is known to own or operate the Solana Network, the infrastructure of 
which is understood to be collectively maintained by a decentralized 
user base. The Solana Network allows people to exchange tokens of 
value, called SOL, which are recorded on a public transaction ledger 
known as a blockchain. SOL can be used to pay for goods and services, 
including computational power on the Solana Network, or it can be 
converted to fiat currencies, such as the U.S. dollar, at rates 
determined on Digital Asset Trading Platforms or in individual end-
user-to-end-user transactions. Furthermore, the Solana Network was 
designed to allow users to write and implement smart contracts--that 
is, general-purpose code that executes on every computer in the network 
and can instruct the transmission of information and value based on a 
sophisticated set of logical conditions. Using smart contracts, users 
can create markets, store registries of debts or promises, represent 
the ownership of property, move funds in accordance with conditional 
instructions and create digital assets other than SOL on the Solana 
Network. Smart contract operations are executed on the Solana 
blockchain in exchange for payment of SOL. Like the Ethereum network, 
the Solana Network is one of a number of projects intended to expand 
blockchain use beyond just a peer-to-peer money system.
    The Solana protocol introduced the Proof-of-History (``PoH'') 
timestamping mechanism. PoH automatically orders on-chain transactions 
by creating a historical record that proves an event has occurred at a 
specific moment in time. PoH is intended to provide a transaction 
processing speed and capacity advantage over other blockchain networks 
like Bitcoin and Ethereum, which rely on sequential production of 
blocks and can lead to delays caused by validator confirmations.
    In addition to the PoH mechanism described above, the Solana 
Network uses a proof-of-stake consensus mechanism to incentivize SOL 
holders to validate transactions. Unlike proof-of-work, in which miners 
expend computational resources to compete to validate transactions and 
are rewarded coins in proportion to the amount of computational 
resources expended, in proof-of-stake, validators ``stake'' coins to 
compete to be randomly selected to validate transactions and are 
rewarded coins in proportion to the amount of coins staked. Certain 
malicious activity may result in the forfeiture or ``slashing'' of a 
portion of the staked coins. Proof-of-stake is viewed as more

[[Page 15268]]

energy efficient and scalable than proof-of-work and is sometimes 
referred to as ``virtual mining''.
    As noted above, this proposal is to list and trade shares of the 
Trust that would hold spot Solana and, as described below, cause the 
Trust to stake a portion of its SOL.
Section 6(b)(5) and the Applicable Standards
    The Commission has approved numerous series of Trust Issued 
Receipts,\11\ including Commodity-Based Trust Shares,\12\ to be listed 
on U.S. national securities exchanges. In order for any proposed rule 
change from an exchange to be approved, the Commission must determine 
that, among other things, the proposal is consistent with the 
requirements of Section 6(b)(5) of the Act, specifically including: (i) 
the requirement that a national securities exchange's rules are 
designed to prevent fraudulent and manipulative acts and practices; 
\13\ and (ii) the requirement that an exchange proposal be designed, in 
general, to protect investors and the public interest. The Exchange 
believes that this proposal is consistent with the requirements of 
Section 6(b)(5) of the Act and that this filing sufficiently 
demonstrates that potential policy concerns under the Act are 
sufficiently mitigated to the point that they are outweighed by 
quantifiable investor protection issues that would be resolved by 
approving this proposal.
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    \11\ See Exchange Rule 14.11(f).
    \12\ Commodity-Based Trust Shares, as described in Exchange Rule 
14.11(e)(4), are a type of Trust Issued Receipt.
    \13\ Much like bitcoin and ether, the Exchange believes that 
SOL, and by extension the Shares, are resistant to price 
manipulation and that ``other means to prevent fraudulent and 
manipulative acts and practices'' exist to justify dispensing with 
the requisite surveillance sharing agreement. The geographically 
diverse and continuous nature of SOL trading render it difficult and 
prohibitively costly to manipulate the price of SOL. The 
fragmentation across platforms and the capital necessary to maintain 
a significant presence on each trading platform make manipulation of 
SOL prices through continuous trading activity challenging. To the 
extent that there are trading platforms engaged in or allowing wash 
trading or other activity intended to manipulate the price of SOL on 
other markets, such pricing does not normally impact prices on other 
trading platforms because participants will generally ignore markets 
with quotes that they deem non-executable.
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    More recently, the Commission has applied the Winklevoss Test while 
also recognizing that the ``regulated market of significant size'' 
standard is not the only means for satisfying Section 6(b)(5) of the 
Act, specifically providing that a listing exchange could demonstrate 
that ``other means to prevent fraudulent and manipulative acts and 
practices'' are sufficient to justify dispensing with the requisite 
surveillance-sharing agreement.\14\ In the Spot Bitcoin ETF Approval 
Order and Spot ETH ETF Approval Order the Commission determined that 
the CME bitcoin futures market and CME ETH futures market, 
respectively, were not of ``significant size'' related to the spot 
market.\15\ Instead, the Commission found that sufficient ``other 
means'' of preventing fraud and manipulation had been demonstrated that 
justified dispensing with a surveillance-sharing agreement. The 
Exchange and Sponsor believe that this proposal provides for other 
means of preventing fraud and manipulation justify dispensing with a 
surveillance-sharing agreement.
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    \14\ See Winklevoss Order at 37580. The Commission has also 
specifically noted that it ``is not applying a `cannot be 
manipulated' standard; instead, the Commission is examining whether 
the proposal meets the requirements of the Exchange Act and, 
pursuant to its Rules of Practice, places the burden on the listing 
exchange to demonstrate the validity of its contentions and to 
establish that the requirements of the Exchange Act have been met.'' 
Id. at 37582.
    \15\ Futures contracts on Solana began trading on the CME on 
March 17, 2025. Because these instruments have only been trading for 
a short time, it is too early to determine whether their market is 
of ``significant size'' for purposes of the Winklevoss Test.
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    Over the past several years, U.S. investor exposure to SOL, through 
over-the-counter funds that invest in SOL (``OTC SOL Funds'') and 
digital asset trading platforms, has grown into billions of dollars 
with a fully diluted market cap averaging greater than $90 billion over 
the last 180 days. The Exchange believes that approving this proposal 
(and comparable proposals) provides the Commission with the opportunity 
to allow U.S. investors with access to SOL in a regulated and 
transparent exchange-traded vehicle that would act to limit risk to 
U.S. investors by: (i) reducing premium and discount volatility; (ii) 
reducing management fees through meaningful competition; and (iii) 
providing an alternative to self-custodying SOL.
    The policy concerns that the Exchange Act is designed to address 
are also otherwise mitigated by the size of the market for the 
underlying reference asset (averaging greater than $90 billion fully 
diluted value over the last 180 days). The trading volumes of SOL to 
USD and SOL to USD-stablecoin pairs trade an average daily volume of 
approximately $2 billion across six leading cryptocurrency trading 
platforms by volume--Coinbase, <a href="http://Crypto.com">Crypto.com</a>, Kraken, Binance, OKX, and 
ByBit. The geographically diverse and continuous nature of SOL trading 
makes it difficult and prohibitively costly to manipulate the price of 
SOL and, in many instances, the SOL market can be less susceptible to 
manipulation than the equity, fixed income, and commodity futures 
markets. There are a number of reasons this is the case, including that 
there is not inside information about revenue, earnings, corporate 
activities, or sources of supply; manipulation of the price on any 
single venue would require manipulation of the global SOL price in 
order to be effective; a substantial over-the-counter market provides 
liquidity and shock-absorbing capacity; the SOL market's 24/7/365 
nature provides constant arbitrage opportunities across all trading 
venues; and it is unlikely that any one actor could obtain a dominant 
market share.
    Further, SOL is arguably less susceptible to manipulation than 
other commodities that underlie ETPs; there may be inside information 
relating to the supply of the physical commodity such as the discovery 
of new sources of supply or significant disruptions at mining 
facilities that supply the commodity that simply are inapplicable as it 
relates to certain crypto assets, including SOL. Further, the Exchange 
believes that the fragmentation across SOL trading platforms and 
increased adoption of SOL, as displayed through increased user 
engagement and trading volumes, and the Solana Network make 
manipulation of SOL prices through continuous trading activity 
unlikely. Moreover, the linkage between the SOL markets and the 
presence of arbitrageurs in those markets means that the manipulation 
of the price of SOL price on any single venue would require 
manipulation of the global SOL price in order to be effective. 
Arbitrageurs must have funds distributed across multiple SOL trading 
platforms in order to take advantage of temporary price dislocations, 
thereby making it unlikely that there will be strong concentration of 
funds on any particular SOL trading platform. As a result, the 
potential for manipulation on a particular SOL trading platform would 
require overcoming the liquidity supply of such arbitrageurs who are 
effectively eliminating any cross-market pricing differences. For all 
of these reasons, SOL is not particularly susceptible to manipulation, 
especially as compared to other approved ETP reference assets.
Fidelity Solana Fund
    CSC Delaware Trust Company is the trustee (``Trustee''). The Trust 
will engage Fidelity Service Company, Inc. (``FSC''), a Sponsor 
affiliate, to be the administrator (``Administrator''). The transfer 
agent (``Transfer Agent'') will

[[Page 15269]]

facilitate the issuance and redemption of Shares of the Trust and 
respond to correspondence by Trust shareholders and others relating to 
its duties, maintain shareholder accounts, and make periodic reports to 
the Trust. The cash custodian (``Cash Custodian'') will be responsible 
for the custody of the Trust's cash and cash equivalents.\16\ Another 
affiliate of Sponsor, Fidelity Distributors Company LLC, will be the 
distributor (``Distributor'') in connection with the creation and 
redemption of ``Creation Baskets'' of Shares. The Sponsor will provide 
assistance in the marketing of the Shares. A third-party custodian (the 
``Custodian''), will be responsible for custody of the Trust's SOL.
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    \16\ Cash equivalents are short-term instruments with maturities 
of less than 3 months.
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    According to the Registration Statement, each Share will represent 
a fractional undivided beneficial interest in and ownership of the 
Trust. The Trust's assets will only consist of SOL, cash, and cash 
equivalents.
    According to the Registration Statement, the Trust will be neither 
an investment company registered under the Investment Company Act of 
1940, as amended,\17\ nor a commodity pool for purposes of the CEA, and 
neither the Trust nor the Sponsor is subject to regulation as a 
commodity pool operator or a commodity trading adviser in connection 
with the Shares.
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    \17\ 15 U.S.C. 80a-1.
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    The Sponsor may stake, or cause to be staked, all or a portion of 
the Trust's SOL through one or more trusted staking providers 
(``Staking Providers''). In consideration for any staking activity in 
which the Trust may engage, the Trust would receive all or a portion of 
the staking rewards generated through staking activities, which may be 
treated as income to the Trust. The Trust will not acquire and will 
disclaim any incidental right (``IR'') or IR asset received, for 
example as a result of forks or airdrops, and such assets will not be 
taken into account for purposes of determining NAV.
Creation and Redemption of Shares
    When the Trust creates or redeems its Shares, it will do so in cash 
or in-kind. In connection with cash creations and cash redemptions, the 
authorized participants will submit orders to create or redeem Baskets 
of Shares in exchange for cash. When the Trust creates or redeems its 
Shares in cash, it will do so in transactions in blocks of Shares that 
are based on the quantity of SOL attributable to each Share of the 
Trust (e.g., a Creation Basket) at the Trust's NAV. When the Trust 
creates or redeems its Shares in kind, it will do so in transfers of 
SOL in blocks of Shares that are based on the quantity of SOL 
attributable to the Creation Basket being created or redeemed. The 
authorized participants will deliver or cause to be delivered cash or 
SOL to create Shares and the authorized participant or its designee 
will receive cash or SOL when redeeming Shares. The Trust will create 
Shares by receiving SOL or cash from an authorized participant or its 
designee and will redeem shares by delivering SOL or cash to an 
authorized participant or its designee. On any business day, an 
authorized participant may place an order to create one or more 
Creation Baskets. Purchase orders must be placed by the close of 
Regular Trading Hours on the Exchange or another time determined by the 
Sponsor. The day on which an order is received is considered the 
purchase order date. For a cash creation order, the total deposit of 
cash required is an amount of cash sufficient to purchase such amount 
of SOL, the amount of which is equal to the combined NAV of the number 
of Shares included in the Creation Baskets being created determined as 
of 4:00 p.m. ET on the date the order to purchase is properly received. 
For a creation order in kind, the total in-kind transfer of SOL is 
based on the quantity of SOL attributable to the Creation Baskets being 
created determined as of 4:00 p.m. ET on the date the order to purchase 
is properly received. The Administrator determines the quantity of SOL 
used to calculate the Creation Basket for a given day by dividing the 
number of SOL held by the Trust as of the opening of business on that 
business day, adjusted for the amount of SOL constituting estimated 
accrued but unpaid fees and expenses of the Trust as of the opening of 
business on that business day, by the quotient of the number of Shares 
outstanding at the opening of business divided by the number of Shares 
in a Creation Basket. The procedures by which an authorized participant 
can redeem one or more Creation Baskets mirror the procedures for the 
creation of Creation Baskets. For a cash creation order, an authorized 
participant will deliver cash to create Shares. For an in-kind creation 
order, an authorized participant or its designee will deliver SOL to 
create Shares. For a cash redemption order, an authorized participant 
will deliver Shares to the Trust and will receive cash for the Shares 
delivered. For an in-kind redemption order, an authorized participant 
will deliver Shares to the Trust and the authorized participant or its 
designee will receive SOL for the Shares delivered.
Investment Objective
    According to the Registration Statement and as further described 
below, the Trust's investment objective is to seek to track the 
performance of SOL, as measured by the performance of the Fidelity 
Solana Reference Rate (the ``Index''), adjusted for the Trust's 
expenses and other liabilities. In seeking to achieve its investment 
objective, the Trust will hold SOL and will value its Shares daily as 
of 4:00 p.m. ET using the same methodology used to calculate the Index. 
All of the Trust's SOL will be held by the Custodian(s).
The Index
    As described in the Registration Statement, The Trust will use the 
Index to calculate the Trust's NAV. The Trust will determine the SOL 
Index price and value its Shares daily based on the value of SOL as 
reflected by the Index. The Index will be calculated daily and 
aggregates the notional value of SOL trading across major SOL spot 
trading platforms.
Net Asset Value
    NAV means the total assets of the Trust (which includes all SOL and 
cash and cash equivalents) less total liabilities of the Trust. The 
Administrator determines the NAV of the Trust on each day that the 
Exchange is open for regular trading, as promptly as practical after 
4:00 p.m. ET based on the closing value of the Index. The NAV of the 
Trust is the aggregate value of the Trust's assets less its estimated 
accrued but unpaid liabilities (which include accrued expenses). In 
determining the NAV, the Administrator values the SOL held by the Trust 
based on the closing value of the Index as of 4:00 p.m. ET. The 
Administrator also determines the NAV per Share. The NAV for the Trust 
will be calculated by the Administrator once a day and will be 
disseminated daily to all market participants at the same time.
Availability of Information
    In addition to the price transparency of the Index, the Trust will 
provide information regarding the Trust's SOL holdings as well as 
additional data regarding the Trust. The website for the Trust, which 
will be publicly accessible at no charge, will contain the following 
information: (a) the current NAV per Share daily and the prior business 
day's NAV per Share and the reported BZX

[[Page 15270]]

Official Closing Price; \18\ (b) the BZX Official Closing Price in 
relation to the NAV per Share as of the time the NAV is calculated and 
a calculation of the premium or discount of such price against such NAV 
per Share; (c) data in chart form displaying the frequency distribution 
of discounts and premiums of the BZX Official Closing Price against the 
NAV per Share, within appropriate ranges for each of the four previous 
calendar quarters (or for the life of the Trust, if shorter); (d) the 
prospectus; and (e) other applicable quantitative information. The 
aforementioned information will be published as of the close of 
business and available on the Sponsor's website at <a href="http://www.fidelity.com">www.fidelity.com</a>, or 
any successor thereto. The NAV for the Trust will be calculated by the 
Administrator once a day and will be disseminated daily to all market 
participants at the same time. Quotation and last-sale information 
regarding the Shares will be disseminated through the facilities of the 
Consolidated Tape Association (``CTA''). The Trust will also 
disseminate its holdings on a daily basis on its website.
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    \18\ As defined in Rule 11.23(a)(3), the term ``BZX Official 
Closing Price'' shall mean the price disseminated to the 
consolidated tape as the market center closing trade.
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    The Intraday Indicative Value (``IIV'') will be updated during 
Regular Trading Hours to reflect changes in the value of the Trust's 
SOL holdings during the trading day. The IIV disseminated during 
Regular Trading Hours should not be viewed as an actual real-time 
update of the NAV, which will be calculated only once at the end of 
each trading day. The IIV may differ from the NAV because NAV is 
calculated, using the closing value of the Index, once a day at 4:00 
p.m. ET, whereas the IIV draws prices from the last trade on each 
constituent platform in an effort to produce a relevant, real-time 
price). The Trust will provide an IIV per Share updated every 15 
seconds, as calculated by the Exchange or a third-party financial data 
provider during the Exchange's Regular Trading Hours (9:30 a.m. to 4:00 
p.m. ET). The IIV will be widely disseminated on a per Share basis 
every 15 seconds during the Exchange's Regular Trading Hours through 
the facilities of the CTA and Consolidated Quotation System (CQS) high 
speed lines. In addition, the IIV will be available through on-line 
information services, such as Bloomberg and Reuters.
    The price of SOL will be made available by one or more major market 
data vendors, updated at least every 15 seconds during Regular Trading 
Hours.
    As noted above, the Index is calculated every 15 seconds and 
information about the Index and Index value, including index data and 
key elements of how the Index is calculated, will be publicly available 
at <a href="http://i.fidelity.com/indices">i.fidelity.com/indices</a>.
    Quotation and last sale information for SOL is widely disseminated 
through a variety of major market data vendors, including Bloomberg and 
Reuters. Information relating to trading, including price and volume 
information, in SOL is available from major market data vendors and 
from the trading platforms on which SOL are traded. Depth of book 
information is also available from SOL trading platforms. The normal 
trading hours for SOL trading platforms are 24 hours per day, 365 days 
per year.
    Information regarding market price and trading volume of the Shares 
will be continually available on a real-time basis throughout the day 
on brokers' computer screens and other electronic services. Information 
regarding the previous day's BZX Official Closing Price and trading 
volume information for the Shares will be published daily in the 
financial section of newspapers. Quotation and last-sale information 
regarding the Shares will be disseminated through the facilities of the 
CTA.
The Custodian
    The Custodian's services (i) allow SOL to be deposited from a 
public blockchain address to the Trust's SOL account, (ii) allow SOL to 
be withdrawn from the SOL account to a public blockchain address as 
instructed by the Trust, and (iii) allow SOL to be staked. The custody 
agreement requires the Custodian to hold the Trust's SOL in cold 
storage, unless required to facilitate withdrawals as a temporary 
measure. The Custodian will use segregated cold storage SOL addresses 
for the Trust which are separate from the SOL addresses that the 
Custodian uses for its other customers and which are directly 
verifiable via the SOL blockchain. The Custodian will safeguard the 
private keys to the SOL associated with the Trust's SOL account. The 
Custodian will at all times record and identify in its books and 
records that such SOL constitutes the property of the Trust. The 
Custodian will not withdraw the Trust's SOL from the Trust's account 
with the Custodian, or loan, hypothecate, pledge or otherwise encumber 
the Trust's SOL, without the Trust's instruction. The Sponsor may 
appoint an additional or replacement custodian and the Trust may enter 
into a custodian agreement with such custodian.
Rule 14.11(e)(4)--Commodity-Based Trust Shares
    The Shares will be subject to BZX Rule 14.11(e)(4), which sets 
forth the initial and continued listing criteria applicable to 
Commodity-Based Trust Shares. The Exchange represents that, for initial 
and continued listing, the Trust must be in compliance with Rule 10A-3 
under the Act. A minimum of 100,000 Shares will be outstanding at the 
commencement of listing on the Exchange. The Exchange will obtain a 
representation that the NAV will be calculated daily and that the NAV 
and information about the assets of the Trust will be made available to 
all market participants at the same time. The Exchange notes that, as 
defined in Rule 14.11(e)(4)(C)(i), the Shares will be: (a) issued by a 
trust that holds (1) a specified commodity \19\ deposited with the 
trust, or (2) a specified commodity and, in addition to such specified 
commodity, cash; (b) issued by such trust in a specified aggregate 
minimum number in return for a deposit of a quantity of the underlying 
commodity and/or cash; and (c) when aggregated in the same specified 
minimum number, may be redeemed at a holder's request by such trust 
which will deliver to the redeeming holder the quantity of the 
underlying commodity and/or cash.
---------------------------------------------------------------------------

    \19\ For purposes of Rule 14.11(e)(4), the term commodity takes 
on the definition of the term as provided in the Commodity Exchange 
Act.
---------------------------------------------------------------------------

    Upon termination of the Trust, the Shares will be removed from 
listing. The Trustee, CSC Delaware Trust Company, is a trust company 
having substantial capital and surplus and the experience and 
facilities for handling corporate trust business, as required under 
Rule 14.11(e)(4)(E)(iv)(a) and that no change will be made to the 
trustee without prior notice to and approval of the Exchange. The 
Exchange also notes that, pursuant to Rule 14.11(e)(4)(F), neither the 
Exchange nor any agent of the Exchange shall have any liability for 
damages, claims, losses or expenses caused by any errors, omissions or 
delays in calculating or disseminating any underlying commodity value, 
the current value of the underlying commodity required to be deposited 
to the Trust in connection with issuance of Commodity-Based Trust 
Shares; resulting from any negligent act or omission by the Exchange, 
or any agent of the Exchange, or any act, condition or cause beyond the 
reasonable control of the Exchange, its agent, including, but not 
limited to, an act of God; fire; flood;

[[Page 15271]]

extraordinary weather conditions; war; insurrection; riot; strike; 
accident; action of government; communications or power failure; 
equipment or software malfunction; or any error, omission or delay in 
the reports of transactions in an underlying commodity. Finally, as 
required in Rule 14.11(e)(4)(G), the Exchange notes that any registered 
market maker (``Market Maker'') in the Shares must file with the 
Exchange in a manner prescribed by the Exchange and keep current a list 
identifying all accounts for trading in an underlying commodity, 
related commodity futures or options on commodity futures, or any other 
related commodity derivatives, which the registered Market Maker may 
have or over which it may exercise investment discretion. No registered 
Market Maker shall trade in an underlying commodity, related commodity 
futures or options on commodity futures, or any other related commodity 
derivatives, in an account in which a registered Market Maker, directly 
or indirectly, controls trading activities, or has a direct interest in 
the profits or losses thereof, which has not been reported to the 
Exchange as required by this Rule. In addition to the existing 
obligations under Exchange rules regarding the production of books and 
records (see, e.g., Rule 4.2), the registered Market Maker in 
Commodity-Based Trust Shares shall make available to the Exchange such 
books, records or other information pertaining to transactions by such 
entity or registered or non-registered employee affiliated with such 
entity for its or their own accounts for trading the underlying 
physical commodity, related commodity futures or options on commodity 
futures, or any other related commodity derivatives, as may be 
requested by the Exchange.
    The Exchange is able to obtain information regarding trading in the 
Shares and the underlying SOL or any other SOL derivative through 
members acting as registered Market Makers, in connection with their 
proprietary or customer trades.
    As a general matter, the Exchange has regulatory jurisdiction over 
its Members and their associated persons, which include any person or 
entity controlling a Member. To the extent the Exchange may be found to 
lack jurisdiction over a subsidiary or affiliate of a Member that does 
business only in commodities or futures contracts, the Exchange could 
obtain information regarding the activities of such subsidiary or 
affiliate through surveillance sharing agreements with regulatory 
organizations of which such subsidiary or affiliate is a member.
Trading Halts
    With respect to trading halts, the Exchange may consider all 
relevant factors in exercising its discretion to halt or suspend 
trading in the Shares. The Exchange will halt trading in the Shares 
under the conditions specified in BZX Rule 11.18. Trading may be halted 
because of market conditions or for reasons that, in the view of the 
Exchange, make trading in the Shares inadvisable. These may include: 
(1) the extent to which trading is not occurring in the SOL underlying 
the Shares; or (2) whether other unusual conditions or circumstances 
detrimental to the maintenance of a fair and orderly market are 
present. Trading in the Shares also will be subject to Rule 
14.11(e)(4)(E)(ii), which sets forth circumstances under which trading 
in the Shares may be halted.
    If the IIV or the value of the Index is not being disseminated as 
required, the Exchange may halt trading during the day in which the 
interruption to the dissemination of the IIV or the value of the Index 
occurs. If the interruption to the dissemination of the IIV or the 
value of the Index persists past the trading day in which it occurred, 
the Exchange will halt trading no later than the beginning of the 
trading day following the interruption.
    In addition, if the Exchange becomes aware that the NAV with 
respect to the Shares is not disseminated to all market participants at 
the same time, it will halt trading in the Shares until such time as 
the NAV is available to all market participants.
Trading Rules
    The Exchange deems the Shares to be equity securities, thus 
rendering trading in the Shares subject to the Exchange's existing 
rules governing the trading of equity securities. BZX will allow 
trading in the Shares during all trading sessions on the Exchange. The 
Exchange has appropriate rules to facilitate transactions in the Shares 
during all trading sessions. As provided in BZX Rule 11.11(a) the 
minimum price variation for quoting and entry of orders in securities 
traded on the Exchange is $0.01 where the price is greater than $1.00 
per share or $0.0001 where the price is less than $1.00 per share. The 
Shares of the Trust will conform to the initial and continued listing 
criteria set forth in BZX Rule 14.11(e)(4).
Surveillance
    The Exchange represents that its surveillance procedures are 
adequate to properly monitor the trading of the Shares on the Exchange 
during all trading sessions and to deter and detect violations of 
Exchange rules and the applicable federal securities laws. Trading of 
the Shares through the Exchange will be subject to the Exchange's 
surveillance procedures for derivative products, including Commodity-
Based Trust Shares. FINRA conducts certain cross-market surveillances 
on behalf of the Exchange pursuant to a regulatory services agreement. 
The Exchange is responsible for FINRA's performance under this 
regulatory services agreement.
    The Exchange or FINRA, on behalf of the Exchange, or both, will 
communicate as needed regarding trading in the Shares or any other SOL 
derivative with other markets and other entities that are members of 
the ISG, and the Exchange, or FINRA, on behalf of the Exchange, or 
both, may obtain trading information regarding trading in the Shares or 
any other SOL derivative from such markets and other entities.\20\ The 
Exchange may obtain information regarding trading in the Shares or any 
other SOL derivative via ISG, from other exchanges who are members or 
affiliates of the ISG, or with which the Exchange has entered into a 
comprehensive surveillance sharing agreement.
---------------------------------------------------------------------------

    \20\ For a list of the current members and affiliate members of 
ISG, see <a href="http://www.isgportal.com">www.isgportal.com</a>.
---------------------------------------------------------------------------

    In addition, the Exchange also has a general policy prohibiting the 
distribution of material, non-public information by its employees.
    The Sponsor has represented to the Exchange that it will advise the 
Exchange of any failure by the Trust or the Shares to comply with the 
continued listing requirements, and, pursuant to its obligations under 
Section 19(g)(1) of the Exchange Act, the Exchange will surveil for 
compliance with the continued listing requirements. If the Trust or the 
Shares are not in compliance with the applicable listing requirements, 
the Exchange will commence delisting procedures under Exchange Rule 
14.12.
Information Circular
    Prior to the commencement of trading, the Exchange will inform its 
members in an Information Circular of the special characteristics and 
risks associated with trading the Shares. Specifically, the Information 
Circular will discuss the following: (i) the procedures for the 
creation and redemption of Creation Baskets (and that the Shares are 
not individually redeemable); (ii) BZX Rule 3.7, which imposes 
suitability obligations on Exchange members with respect to 
recommending transactions in the

[[Page 15272]]

Shares to customers; (iii) how information regarding the IIV and the 
Trust's NAV are disseminated; (iv) the risks involved in trading the 
Shares outside of Regular Trading Hours \21\ when an updated IIV will 
not be calculated or publicly disseminated; (v) the requirement that 
members deliver a prospectus to investors purchasing newly issued 
Shares prior to or concurrently with the confirmation of a transaction; 
and (vi) trading information. The Information Circular will also 
reference the fact that there is no regulated source of last sale 
information regarding SOL, and that the Commission has no jurisdiction 
over the trading of SOL as a commodity.
---------------------------------------------------------------------------

    \21\ Regular Trading Hours is the time between 9:30 a.m. and 
4:00 p.m. ET.
---------------------------------------------------------------------------

    In addition, the Information Circular will advise members, prior to 
the commencement of trading, of the prospectus delivery requirements 
applicable to the Shares. Members purchasing the Shares for resale to 
investors will deliver a prospectus to such investors. The Information 
Circular will also discuss any exemptive, no-action and interpretive 
relief granted by the Commission from any rules under the Act.
2. Statutory Basis
    The Exchange believes that the proposal is consistent with Section 
6(b) of the Act \22\ in general and Section 6(b)(5) of the Act \23\ in 
particular in that it is 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 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.
---------------------------------------------------------------------------

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

    The Commission has approved numerous series of Trust Issued 
Receipts,\24\ including Commodity-Based Trust Shares,\25\ to be listed 
on U.S. national securities exchanges. In order for any proposed rule 
change from an exchange to be approved, the Commission must determine 
that, among other things, the proposal is consistent with the 
requirements of Section 6(b)(5) of the Act, specifically including: (i) 
the requirement that a national securities exchange's rules are 
designed to prevent fraudulent and manipulative acts and practices; 
\26\ and (ii) the requirement that an exchange proposal be designed, in 
general, to protect investors and the public interest. The Exchange 
believes that this proposal is consistent with the requirements of 
Section 6(b)(5) of the Act and that this filing sufficiently 
demonstrates that potential policy concerns under the Act are 
sufficiently mitigated to the point that they are outweighed by 
quantifiable investor protection issues that would be resolved by 
approving this proposal.
---------------------------------------------------------------------------

    \24\ See Exchange Rule 14.11(f).
    \25\ Commodity-Based Trust Shares, as described in Exchange Rule 
14.11(e)(4), are a type of Trust Issued Receipt.
    \26\ Much like bitcoin and ether, the Exchange believes that SOL 
is resistant to price manipulation and that ``other means to prevent 
fraudulent and manipulative acts and practices'' exist to justify 
dispensing with the requisite surveillance sharing agreement. The 
geographically diverse and continuous nature of SOL trading render 
it difficult and prohibitively costly to manipulate the price of 
SOL. The fragmentation across platforms and the capital necessary to 
maintain a significant presence on each trading platform make 
manipulation of SOL prices through continuous trading activity 
challenging. To the extent that there are trading platforms engaged 
in or allowing wash trading or other activity intended to manipulate 
the price of SOL on other markets, such pricing does not normally 
impact prices on other trading platforms because participants will 
generally ignore markets with quotes that they deem non-executable.
---------------------------------------------------------------------------

    More recently, the Commission has applied the Winklevoss Test while 
also recognizing that the ``regulated market of significant size'' 
standard is not the only means for satisfying Section 6(b)(5) of the 
Act. In the specifically providing that a listing exchange could 
demonstrate that ``other means to prevent fraudulent and manipulative 
acts and practices'' are sufficient to justify dispensing with the 
requisite surveillance-sharing agreement.\27\ In the Spot Bitcoin ETF 
Approval Order and Spot ETH ETF Approval Order the Commission 
determined that the CME bitcoin futures market and CME ETH futures 
market, respectively, were not of ``significant size'' related to the 
spot market.\28\ Instead, the Commission found that sufficient ``other 
means'' of preventing fraud and manipulation had been demonstrated that 
justified dispensing with a surveillance-sharing agreement. The 
Exchange and Sponsor believe that this proposal provides for other 
means of preventing fraud and manipulation justify dispensing with a 
surveillance-sharing agreement.
---------------------------------------------------------------------------

    \27\ See Winklevoss Order at 37580. The Commission has also 
specifically noted that it ``is not applying a `cannot be 
manipulated' standard; instead, the Commission is examining whether 
the proposal meets the requirements of the Exchange Act and, 
pursuant to its Rules of Practice, places the burden on the listing 
exchange to demonstrate the validity of its contentions and to 
establish that the requirements of the Exchange Act have been met.'' 
Id. at 37582.
    \28\ Futures contracts on Solana began trading on the CME on 
March 17, 2025. Because these instruments have only been trading for 
a short time, it is too early to determine whether their market is 
of ``significant size'' for purposes of the Winklevoss Test.
---------------------------------------------------------------------------

    The Exchange believes that the proposal is designed to protect 
investors and the public interest. Over the past several years, U.S. 
investor exposure to SOL has grown into the billions of dollars, mostly 
through transactions in spot SOL on digital asset trading platforms. 
The Exchange believes that approving this proposal (and comparable 
proposals) provides the Commission with the opportunity to allow U.S. 
investors with access to SOL in a regulated and transparent exchange-
traded vehicle that would act to limit risk to U.S. investors by: (i) 
reducing premium and discount volatility; (ii) reducing management fees 
through meaningful competition; and (iii) providing an alternative to 
custodying SOL.
    The policy concerns that the Exchange Act is designed to address 
are also otherwise mitigated by the fact that the size of the market 
for the underlying reference asset (averaging greater than $90 billion 
fully diluted value over the last 180 days). The geographically diverse 
and continuous nature of SOL trading makes it difficult and 
prohibitively costly to manipulate the price of SOL and, in many 
instances, the SOL market can be less susceptible to manipulation than 
the equity, fixed income, and commodity futures markets. There are a 
number of reasons this is the case, including that there is not inside 
information about revenue, earnings, corporate activities, or sources 
of supply; manipulation of the price on any single venue would require 
manipulation of the global SOL price in order to be effective; a 
substantial over-the-counter market provides liquidity and shock-
absorbing capacity; the SOL market's 24/7/365 nature provides constant 
arbitrage opportunities across all trading venues; and it is unlikely 
that any one actor could obtain a dominant market share.
    Further, SOL is arguably less susceptible to manipulation than 
other commodities that underlie ETPs; there may be inside information 
relating to the supply of the physical commodity such as the discovery 
of new sources of supply or significant disruptions at mining 
facilities that supply the commodity that simply are inapplicable as it 
relates to bitcoin. Further, the Exchange believes that the 
fragmentation across SOL trading platforms, the relatively slow speed 
of transactions, and the capital necessary to maintain a significant 
presence on each trading platform make manipulation of SOL prices 
through

[[Page 15273]]

continuous trading activity unlikely. Moreover, the linkage between the 
SOL markets and the presence of arbitrageurs in those markets means 
that the manipulation of the price of SOL price on any single venue 
would require manipulation of the global SOL price in order to be 
effective. Arbitrageurs must have funds distributed across multiple SOL 
trading platforms in order to take advantage of temporary price 
dislocations, thereby making it unlikely that there will be strong 
concentration of funds on any particular SOL trading platform. As a 
result, the potential for manipulation on a particular SOL trading 
platform would require overcoming the liquidity supply of such 
arbitrageurs who are effectively eliminating any cross-market pricing 
differences. For all of these reasons, SOL is not particularly 
susceptible to manipulation, especially as compared to other approved 
ETP reference assets.
Commodity-Based Trust Shares
    The Exchange believes that the proposed rule change is designed to 
prevent fraudulent and manipulative acts and practices in that the 
Shares will be listed on the Exchange pursuant to the initial and 
continued listing criteria in Exchange Rule 14.11(e)(4). The Exchange 
believes that its surveillance procedures are adequate to properly 
monitor the trading of the Shares on the Exchange during all trading 
sessions and to deter and detect violations of Exchange rules and the 
applicable federal securities laws. Trading of the Shares through the 
Exchange will be subject to the Exchange's surveillance procedures for 
derivative products, including Commodity-Based Trust Shares. The 
Sponsor has represented to the Exchange that it will advise the 
Exchange of any failure by the Trust or the Shares to comply with the 
continued listing requirements, and, pursuant to its obligations under 
Section 19(g)(1) of the Exchange Act, the Exchange will surveil for 
compliance with the continued listing requirements. If the Trust or the 
Shares are not in compliance with the applicable listing requirements, 
the Exchange will commence delisting procedures under Exchange Rule 
14.12. The Exchange may obtain information regarding trading in the 
Shares and listed SOL derivatives via the ISG, from other exchanges who 
are members or affiliates of the ISG, or with which the Exchange has 
entered into a comprehensive surveillance sharing agreement.
Availability of Information
    In addition to the price transparency of the Index, the Trust will 
provide information regarding the Trust's SOL holdings as well as 
additional data regarding the Trust. The website for the Trust, which 
will be publicly accessible at no charge, will contain the following 
information: (a) the current NAV per Share daily and the prior business 
day's NAV per Share and the reported BZX Official Closing Price; \29\ 
(b) the BZX Official Closing Price in relation to the NAV per Share as 
of the time the NAV is calculated and a calculation of the premium or 
discount of such price against such NAV per Share; (c) data in chart 
form displaying the frequency distribution of discounts and premiums of 
the BZX Official Closing Price against the NAV per Share, within 
appropriate ranges for each of the four previous calendar quarters (or 
for the life of the Trust, if shorter); (d) the prospectus; and (e) 
other applicable quantitative information. The aforementioned 
information will be published as of the close of business and available 
on the Sponsor's website at <a href="http://www.fidelity.com">www.fidelity.com</a>, or any successor thereto. 
The NAV for the Trust will be calculated by the Administrator once a 
day and will be disseminated daily to all market participants at the 
same time. Quotation and last-sale information regarding the Shares 
will be disseminated through the facilities of the CTA. The Trust will 
also disseminate its holdings on a daily basis on its website.
---------------------------------------------------------------------------

    \29\ As defined in Rule 11.23(a)(3), the term ``BZX Official 
Closing Price'' shall mean the price disseminated to the 
consolidated tape as the market center closing trade.
---------------------------------------------------------------------------

    The IIV will be updated during Regular Trading Hours to reflect 
changes in the value of the Trust's SOL holdings during the trading 
day. The IIV may differ from the NAV because NAV is calculated, using 
the closing value of the Index, once a day at 4:00 p.m. ET whereas the 
IIV draws prices from the last trade on each constituent platform to 
produce a relevant, real-time price. The IIV disseminated during 
Regular Trading Hours should not be viewed as an actual real-time 
update of the NAV, which will be calculated only once at the end of 
each trading day. The Trust will provide an IIV per Share updated every 
15 seconds, as calculated by the Exchange or a third-party financial 
data provider during the Exchange's Regular Trading Hours (9:30 a.m. to 
4:00 p.m. ET). The IIV will be widely disseminated on a per Share basis 
every 15 seconds during the Exchange's Regular Trading Hours through 
the facilities of the CTA and CQS high speed lines. In addition, the 
IIV will be available through on-line information services such as 
Bloomberg and Reuters.
    The price of SOL will be made available by one or more major market 
data vendors, updated at least every 15 seconds during Regular Trading 
Hours.
    As noted above, the Index is calculated every 15 seconds and 
information about the Index and Index value, including index data and 
key elements of how the Index is calculated, will be publicly available 
at <a href="http://i.fidelity.com/indices">i.fidelity.com/indices</a>.
    Quotation and last sale information for SOL is widely disseminated 
through a variety of major market data vendors, including Bloomberg and 
Reuters. Information relating to trading, including price and volume 
information, in SOL is available from major market data vendors and 
from the trading platforms on which SOL are traded. Depth of book 
information is also available from SOL trading platforms. The normal 
trading hours for SOL trading platforms are 24 hours per day, 365 days 
per year.
    Information regarding market price and trading volume of the Shares 
will be continually available on a real-time basis throughout the day 
on brokers' computer screens and other electronic services. Information 
regarding the previous day's BZX Official Closing Price and trading 
volume information for the Shares will be published daily in the 
financial section of newspapers. Quotation and last-sale information 
regarding the Shares will be disseminated through the facilities of the 
CTA.
    In sum, the Exchange believes that this proposal is consistent with 
the requirements of Section 6(b)(5) of the Act, that on the whole the 
manipulation concerns previously articulated by the Commission are 
sufficiently mitigated to the point that they are outweighed by 
investor protection issues that would be resolved by approving this 
proposal.
    The Exchange believes that the proposal is, in particular, designed 
to protect investors and the public interest. The investor protection 
issues for U.S. investors has grown significantly over the last several 
years, through premium/discount volatility and management fees for OTC 
SOL Funds. As discussed throughout, this growth investor protection 
concerns need to be re-evaluated and rebalanced with the prevention of 
fraudulent and manipulative acts and practices concerns that previous 
disapproval orders have relied upon.
    For the above reasons, the Exchange believes that the proposed rule 
change is consistent with the requirements of Section 6(b)(5) of the 
Act.

[[Page 15274]]

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 purpose of the Act. The Exchange notes that the 
proposed rule change, rather will facilitate the listing and trading of 
an additional exchange-traded product that will enhance competition 
among both market participants and listing venues, to the benefit of 
investors and the marketplace.

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, as Modified by 
Amendment No. 1, and Timing for Commission Action

    Within 45 days of the date of publication of this notice in the 
Federal Register or within such longer period 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 Exchange 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, as modified by Amendment No. 1, 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#fc8e899099d19f9391919992888fbc8f999fd29b938a"><span class="__cf_email__" data-cfemail="582a2d343d753b3735353d362c2b182b3d3b763f372e">[email&#160;protected]</span></a>. Please include 
file number SR-CboeBZX-2025-048 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-2025-048. 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 
a.m. and 3 p.m. Copies of the filing also will be available for 
inspection and copying at the principal office of the Exchange. Do not 
include personal identifiable information in submissions; you should 
submit only information that you wish to make available publicly. We 
may redact in part or withhold entirely from publication submitted 
material that is obscene or subject to copyright protection. All 
submissions should refer to file number SR-CboeBZX-2025-048 and should 
be submitted on or before April 30, 2025.

    For the Commission, by the Division of Trading and Markets, 
pursuant to delegated authority.\30\
---------------------------------------------------------------------------

    \30\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------

Sherry R. Haywood,
Assistant Secretary.
[FR Doc. 2025-06033 Filed 4-8-25; 8:45 am]
BILLING CODE 8011-01-P


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Indexed from Federal Register on April 9, 2025.

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.