Notice2025-19443

Self-Regulatory Organizations; Cboe BZX Exchange, Inc.; Notice of Filing of a Proposed Rule Change To List and Trade Shares of the GraniteShares 4x Long Russell 1000 Daily ETF and the GraniteShares 4x Short Russell 1000 Daily ETF, Each a Series of GraniteShares ETP Trust (the “Trust”), Under Rule 14.11(f)(4) (“Trust Issued Receipts”)

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
October 3, 2025

Issuing agencies

Securities and Exchange Commission

Full Text

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<title>Federal Register, Volume 90 Issue 190 (Friday, October 3, 2025)</title>
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[Federal Register Volume 90, Number 190 (Friday, October 3, 2025)]
[Notices]
[Pages 48107-48112]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2025-19443]


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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-104161; File No. SR-CboeBZX-2025-141]


Self-Regulatory Organizations; Cboe BZX Exchange, Inc.; Notice of 
Filing of a Proposed Rule Change To List and Trade Shares of the 
GraniteShares 4x Long Russell 1000 Daily ETF and the GraniteShares 4x 
Short Russell 1000 Daily ETF, Each a Series of GraniteShares ETP Trust 
(the ``Trust''), Under Rule 14.11(f)(4) (``Trust Issued Receipts'')

September 30, 2025.
    Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934 
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given 
that on September 30, 2025, Cboe BZX Exchange, Inc. (the ``Exchange'' 
or ``BZX'') filed with the Securities and Exchange Commission (the 
``Commission'') the proposed rule change as 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 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

    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 GraniteShares 4x 
Long Russell 1000 Daily ETF (``4x Long Fund'') and the GraniteShares 4x 
Short Russell 1000 Daily ETF (``4x Short Fund'' together with the 4x 
Long Fund, the ``Funds''), each a series of GraniteShares ETP Trust 
(the ``Trust''), under Rule 14.11(f)(4) (``Trust Issued Receipts''). 
The shares of the Funds are referred to herein as ``Shares.''
    The text of the proposed rule change is also available on the 
Commission's website (<a href="https://www.sec.gov/rules/sro.shtml">https://www.sec.gov/rules/sro.shtml</a>), the 
Exchange's website (<a href="https://www.cboe.com/us/equities/regulation/rule_filings/bzx/">https://www.cboe.com/us/equities/regulation/rule_filings/bzx/</a>), and at the principal office of the Exchange.

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 list and trade Shares of the Funds under 
Rule 14.11(f)(4), which governs the listing and trading of Trust Issued 
Receipts \3\ on the Exchange. The Funds seek to provide daily 
investment results (before fees and expenses), as further described 
below, that correspond to the performance of a benchmark that seeks to 
offer either short or long exposure to the benchmark for the Funds, 
which is the Russell 1000 Index (the ``Index''). The Index measures the 
current performance of the large-cap segment of the U.S. equities 
universe. The 4x Long Fund is based on the daily performance of the 
Index and the 4x Short Fund is based on the daily inverse (i.e., the 
opposite) performance of the Index.
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    \3\ Rule 14.11(f)(4) applies to Trust Issued Receipts that 
invest in ``Financial Instruments.'' The term ``Financial 
Instruments,'' as defined in Rule 14.11(f)(4)(A)(iv), means any 
combination of investments, including cash; securities; options on 
securities and indices; futures contracts; options on futures 
contracts; forward contracts; equity caps, collars and floors; and 
swap agreements.
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    The Funds have the ability to engage in Over-the-Counter (``OTC'') 
swaps referencing the Index (hereinafter referred to as ``Russell Swap

[[Page 48108]]

Agreements''), forward contracts, options contracts, futures contracts 
(hereinafter referred to as ``Russell Futures Contracts'') and other 
Financial Instruments \4\ based on the Index. The amount of exposure 
each Fund has to a specific combination of Financial Instruments 
differs with each particular Fund and should be expected to change from 
time to time at the discretion of the sponsor of the Trust, 
GraniteShares Advisors LLC (the ``Sponsor''), based on market 
conditions and other factors.
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    \4\ Id.
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    The Funds are commodity pools and GraniteShares Advisors LLC, a 
Delaware limited liability company, serves as the sponsor of the Trust 
(the ``Sponsor''). The Sponsor is a commodity pool operator.\5\ Other 
service providers will include an administrator (the 
``Administrator''), a custodian and transfer agent. Wilmington Trust, 
National Association is the sole trustee of the Trust. The Funds will 
not be registered as investment companies under the Investment Company 
Act of 1940, as amended, and are not required to register under such 
Act.
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    \5\ The Funds have filed a draft registration statement on Form 
S-1 under the Securities Act of 1933, dated August 8, 2025 (``Draft 
Registration Statement''). The description of the Funds and the 
Shares contained herein are based on the Draft Registration 
Statement. The Funds will not trade on the Exchange until such time 
as there is an effective registration statement for the Funds.
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    If the Sponsor to the Trust issuing the Trust Issued Receipts is 
affiliated with a broker-dealer, such Sponsor to the Trust shall erect 
and maintain a ``fire wall'' between the Sponsor and the broker-dealer 
with respect to access to information concerning the composition and/or 
changes to the Fund's portfolio. The Sponsor is not a broker-dealer or 
affiliated with a broker-dealer. In the event that (a) the Sponsor 
becomes a broker-dealer or newly affiliated with a broker-dealer, or 
(b) any new sponsor is a broker-dealer or becomes affiliated with a 
broker-dealer, it will implement and maintain a fire wall with respect 
to its relevant personnel or such broker-dealer affiliate, as 
applicable, regarding access to information concerning the composition 
and/or changes to the portfolio, and will be subject to procedures 
designed to prevent the use and dissemination of material non-public 
information regarding the portfolio.
    The Funds will only enter into Russell Swap Agreements with major 
global financial institutions, the selection of which will be subject 
to the Sponsor's due diligence and risk management measures in place. 
The Funds will seek, where possible, to use counterparties, as 
applicable, whose financial status is such that the risk of default is 
reduced; however, the risk of losses resulting from default is still 
possible. Specifically, the Sponsor will consider the counterparty's 
credit quality and financial strength, ability to provide the required 
exposure to the Index, and operational capabilities for derivatives 
transactions.
    In addition to Russell Swap Agreements, the Funds may also obtain 
exposure to the Index through listed options contracts traded on Cboe 
Exchange, Inc. (``Cboe'') (hereinafter referred to as ``Russell Options 
Contracts'').
    The Funds may also invest in money market instruments (i.e., ``Cash 
and Cash Equivalents'') \6\ not only as part of their core investment 
strategy but also to meet collateral and margin requirements for their 
Russell Futures Contract positions, Russell Swap Agreements and Russell 
Option Contracts (collectively referred to as the ``Russell Derivative 
Products'') ensuring operational flexibility and regulatory compliance 
in their derivatives-based approach to achieving leveraged exposure to 
the Index.
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    \6\ For purposes of this proposal, the term ``Cash and Cash 
Equivalents'' shall have the definition provided in Exchange Rule 
14.11(i)(4)(C)(iii), applicable to Managed Fund Shares.
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    If the 4x Long Fund is successful in meeting its objective, its 
value (before fees and expenses) on a given day should gain 
approximately four times as much on a percentage basis as the level of 
the Index when it rises. Conversely, its value (before fees and 
expenses) should lose approximately four times as much on a percentage 
basis as the level of the Index when it declines. The 4x Long Fund 
primarily acquires long exposure to the Index through Financial 
Instruments, including swap agreements, futures contracts, forward 
contracts, and options contracts that reference the Index, such that 
the 4x Long Fund has exposure intended to approximate four times the 
daily performance of the Index at the time of the net asset value 
(``NAV'') calculation of the 4x Long Fund. In the event that the 4x 
Long Fund is unable to meet its investment objective solely through one 
type of Financial Instrument, it may invest in other Financial 
Instruments referencing the Index, including both cleared and non-
cleared swap agreements with major global financial institutions. The 
4x Long Fund may also invest in money market instruments that may serve 
as collateral to the 4x Long Fund's investments in Financial 
Instruments.
    If the 4x Short Fund is successful in meeting its objective, its 
value (before fees and expenses) on a given day should gain 
approximately four times as much on a percentage basis as the level of 
the Index when it declines. Conversely, its value (before fees and 
expenses) should lose approximately four times as much on a percentage 
basis as the level of the Index when it rises. The 4x Short Fund 
primarily acquires short exposure to the Index through Financial 
Instruments, including swap agreements, futures contracts, forward 
contracts, and options contracts that reference the Index, such that 
the 4x Short Fund has exposure intended to approximate negative four 
times the daily performance of the Index at the time of the NAV 
calculation of the 4x Short Fund. In the event that the 4x Short Fund 
is unable to meet its investment objective solely through one type of 
Financial Instrument, it may invest in other Financial Instruments 
referencing the Index, including both cleared and non-cleared swap 
agreements with major global financial institutions. The 4x Short Fund 
may also invest in Cash and Cash Equivalents that may serve as 
collateral to the 4x Short Fund's investments in Financial Instruments.
    The Funds are not actively managed by traditional methods, which 
typically involve effecting changes in the composition of a portfolio 
on the basis of judgments relating to economic, financial and market 
considerations with a view toward obtaining positive results under all 
market conditions. Rather, the Funds seek to remain fully invested at 
all times in Russell Derivative Products (and Cash and Cash Equivalents 
as collateral) that provide exposure to the Index consistent with its 
investment objective without regard to market conditions, trends or 
direction.
    In seeking to achieve the Funds' investment objectives, the Sponsor 
uses a mathematical approach to investing. Using this approach, the 
Sponsor determines the type, quantity and mix of investment positions 
that the Sponsor believes in combination should produce daily returns 
consistent with the Funds' objectives. The Sponsor relies upon a pre-
determined model to generate orders that results in repositioning the 
Funds' investments in accordance with their investment objectives.
Daily Target
    The Funds are daily target funds designed for tactical, short-term 
use rather than long-term buy-and-hold strategies due to the 
compounding effects inherent in daily rebalancing. The Funds are 
``leveraged'', which

[[Page 48109]]

means that each Fund has an investment objective to seek daily 
investment results, before fees and expenses, that correspond either to 
a multiple (4x) or an inverse multiple (-4x) of the daily performance 
of the Index on a given day (the ``Daily Target''). The Funds do not 
seek to achieve their Daily Target for any period other than a single 
day. For these purposes, a ``day'' is measured from the time a Fund 
calculates its NAV to the time of the Fund's next NAV calculation. The 
4x Long Fund Daily Target seeks investment results that correspond to 
four times the daily performance of the Index. The 4x Short Fund Daily 
Target seeks investment results that correspond to negative four times 
the daily performance of the Index. The Sponsor uses a mathematical 
approach to determine the appropriate mix of Financial Instruments 
needed each day to maintain the target exposure. Because the target is 
daily, the Funds' performance over periods longer than one day will 
differ from 4x or -4x the Index's performance over those same periods 
due to the effects of compounding.
Purchases and Redemptions of Creation Units
    The Funds will create and redeem Shares from time to time only in 
large blocks of a specified number of Shares or multiples thereof 
(``Creation Units''). A Creation Unit is a block of at least 10,000 
Shares. Except when aggregated in Creation Units, the Shares are not 
redeemable securities.
    On any Business Day,\7\ an authorized participant may place an 
order with the Administrator to create one or more Creation Units.\8\ 
The total cash payment required to create each Creation Unit is the NAV 
of at least 10,000 Shares of each Fund on the purchase order date plus 
the applicable transaction fee.
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    \7\ A ``Business Day'' means any day other than a day when any 
of BZX, Cboe, CFE or other exchange material to the valuation or 
operation of the Funds, or the calculation of the Index, options 
contracts underlying the Index, or Russell Futures Contracts is 
closed for regular trading.
    \8\ Authorized participants have a cut-off time to place 
creation and redemption orders.
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    The procedures by which an authorized participant can redeem one or 
more Creation Units mirror the procedures for the purchase of Creation 
Units. On any Business Day, an authorized participant may place an 
order with the Administrator to redeem one or more Creation Units. The 
redemption proceeds from the Funds consist of the cash redemption 
amount. The cash redemption amount is equal to the NAV of the number of 
Creation Unit(s) of each Fund requested in the authorized participant's 
redemption order as of the time of the calculation of a Fund's NAV on 
the redemption order date, less transaction fees.
Availability of Information Regarding the Shares
    The NAV for each Fund's Shares will be calculated by the 
Administrator on each Business Day and will be disseminated daily to 
all market participants at the same time.\9\ Pricing information for 
the Shares will be available on the Funds' website at 
<a href="http://www.GraniteShares.com">www.GraniteShares.com</a>, including: (1) the prior Business Day's reported 
NAV, the closing market price or the bid/ask price, daily trading 
volume, and a calculation of the premium and discount of the closing 
market price or bid/ask price against the NAV; and (2) data in chart 
format displaying the frequency distribution of discounts and premiums 
of the daily closing price against the NAV, within appropriate ranges, 
for each of the four previous calendar quarters.
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    \9\ NAV means the total assets of each Fund including, but not 
limited to, all Cash and Cash Equivalents or other debt securities 
less total liabilities of each Fund, consistently applied under the 
accrual method of accounting. Each Fund's NAV is calculated as of 
4:00 p.m. ET.
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    The closing prices and settlement prices of the Russell Futures 
Contracts will also be readily available from the websites of CFE 
(<a href="http://www.cfe.cboe.com">http://www.cfe.cboe.com</a>), automated quotation systems, published or 
other public sources, or on-line information services such as Bloomberg 
or Reuters. Complete real-time data for component Russell Futures 
Contracts underlying the Index is available by subscription to Reuters 
and Bloomberg. Specifically, the level of the Index will be published 
at least every 15 seconds both in real time from 9:30 a.m. to 4:00 p.m. 
ET and at the close of trading on each Business Day by Bloomberg and 
Reuters. The CFE also provides delayed futures information on current 
and past trading sessions and market news free of charge on its 
website. The contract specifications of Russell Futures Contracts 
underlying the Index are also available on Bloomberg and Reuters.
    Quotation information regarding the Shares will be disseminated 
through the facilities of the Consolidated Tape Association (``CTA''). 
Quotation information regarding Russell Futures Contracts and Russell 
Options Contracts will be available from the exchanges on which such 
instruments are traded. Quotation information relating to Russell 
Options Contracts will also be available via the Options Price 
Reporting Authority. Quotation and last-sale information for Russell 
Swap Agreements will be available from nationally recognized data 
service providers, such as Reuters and Bloomberg, through subscription 
agreements, or from a broker-dealer who makes markets in such 
instruments. Quotation and last-sale information for Russell Swap 
Agreements will be valued on the basis of quotations or equivalent 
indication of value supplied by a third-party pricing service or 
broker-dealer who makes markets in such instruments. Pricing 
information regarding Cash Equivalents in which the Funds will invest 
is generally available through nationally recognized data service 
providers, such as Reuters and Bloomberg, through subscription 
agreements.
    In addition, the Funds' website at <a href="http://www.GraniteShares.com">www.GraniteShares.com</a> will 
display the end of day closing Index level, and NAV per Share for each 
Fund. The Funds will provide website disclosure of portfolio holdings 
daily and will include, as applicable, the notional value (in U.S. 
dollars) of Russell Derivative Products, and characteristics of such 
instruments, as well as Cash and Cash Equivalents held in the portfolio 
of each Fund. This website disclosure of the portfolio composition of 
each Fund will occur at the same time as the disclosure by each Fund of 
the portfolio composition to authorized participants so that all market 
participants are provided portfolio composition information at the same 
time. The same portfolio information will be provided on the public 
website as well as in electronic files provided to authorized 
participants.
    In addition, in order to provide updated information relating to 
the Funds for use by investors and market professionals, an updated 
Intraday Indicative Value (``IIV'') will be calculated. The IIV is an 
indicator of the value of each Fund's holdings, which will include the 
Russell Derivative Products and Cash and Cash Equivalents less 
liabilities of each Fund at the time the IIV is disseminated. The IIV 
will be calculated and widely disseminated by one or more major market 
data vendors every 15 seconds throughout Regular Trading Hours.\10\
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    \10\ As defined in Exchange Rule 1.5(w), the term ``Regular 
Trading Hours'' means the time between 9:30 a.m. and 4:00 p.m. ET.
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    In addition, the IIV will be published on the Exchange's website 
and will be available through on-line information services such as 
Bloomberg and Reuters.
    The IIV disseminated during Regular Trading Hours should not be 
viewed as

[[Page 48110]]

an actual real time update of the NAV, which is calculated only once a 
day. The IIV also should not be viewed as a precise value of the 
Shares.
    Additional information regarding the Funds and the Shares, 
including investment strategies, risks, creation and redemption 
procedures, fees, portfolio holdings, disclosure policies, 
distributions and taxes will be included in the Registration Statement.
Initial and Continued Listing
    The Shares of each Fund will conform to the initial and continued 
listing criteria under BZX Rule 14.11(f)(4). The Exchange represents 
that, for initial and continued listing, the Funds and the Trust must 
be in compliance with Rule 10A-3 under the Act. A minimum of 100,000 
Shares of each Fund will be outstanding at the commencement of trading 
on the Exchange. The Exchange will obtain a representation from the 
Sponsor of the Shares that the NAV per Share for each Fund will be 
calculated daily and will be made available to all market participants 
at the same time.
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 of each Fund. 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 
securities and/or the financial instruments composing the daily 
disclosed portfolio of the Fund; or (2) whether other unusual 
conditions or circumstances detrimental to the maintenance of a fair 
and orderly market are present.
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. The Exchange will 
allow trading in the Shares from 8:00 a.m. until 8:00 p.m. ET and has 
the 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, with the exception of securities that are priced 
less than $1.00, for which the minimum price variation for order entry 
is $0.0001.
Surveillance
    Trading of the Shares through the Exchange will be subject to the 
Exchange's surveillance procedures for derivative products, including 
Trust Issued Receipts. All of the Russell Futures Contracts and Russell 
Options Contracts held by each Fund will trade on markets that are a 
member of the Intermarket Surveillance Group (``ISG'') or affiliated 
with a member of ISG or with which the Exchange has in place a 
comprehensive surveillance sharing agreement.\11\ The Exchange, FINRA, 
on behalf of the Exchange, or both will communicate regarding trading 
in the Shares and the underlying listed instruments, including listed 
derivatives held by each Fund, with the ISG, other markets or entities 
who are members or affiliates of the ISG, or with which the Exchange 
has entered into a comprehensive surveillance sharing agreement. In 
addition, the Exchange, FINRA on behalf of the Exchange, or both may 
obtain information regarding trading in the Shares and the underlying 
listed instruments, including listed derivatives, held by the Fund from 
markets and other entities that are members of ISG or with which the 
Exchange has in place a comprehensive surveillance sharing agreement. 
The Exchange also has a general policy prohibiting the distribution of 
material, non-public information by its employees. All statements and 
representations made in this filing regarding Index composition, 
description of the portfolio or reference assets, limitations on 
portfolio holdings or reference assets, dissemination and availability 
of reference of the Index, reference asset, and the applicability of 
Exchange rules specified in this filing shall constitute continued 
listing requirements for each Fund. The issuer has represented to the 
Exchange that it will advise the Exchange of any failure by either of 
the Funds or any of the Shares to comply with the continued listing 
requirements, and, pursuant to its obligations under Section 19(g)(1) 
of the Act, the Exchange will surveil for compliance with the continued 
listing requirements. If either Fund or any of the Shares are not in 
compliance with the applicable listing requirements, the Exchange will 
commence delisting procedures under Exchange Rule 14.12.
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    \11\ For a list of the current members and affiliate members of 
ISG, see <a href="http://www.isgportal.com">www.isgportal.com</a>. The Exchange notes that not all 
components of each Fund's holdings may trade on markets that are 
members of ISG or with which the Exchange has in place a 
comprehensive surveillance sharing agreement.
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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: (1) the procedures for creation 
and redemption of Shares in Creation Units (and that the Shares are not 
individually redeemable): (2) BZX Rule 3.7, which imposes suitability 
obligations on Exchange members with respect to recommending 
transactions in the Shares to customers; (3) Interpretation and Policy 
.01 of BZX Rule 3.7 which imposes a duty of due diligence on its 
members to learn the essential facts relating to every customer prior 
to trading the Shares; \12\ (4) how information regarding each Fund's 
holdings is disseminated; (5) the requirement that members deliver a 
prospectus to investors purchasing newly issues Shares prior to or 
concurrently with the confirmation of a transaction; and (6) trading 
information.
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    \12\ Specifically, in part, Interpretation and Policy .01 of 
Rule 3.7 states ``[n]o Member shall recommend to a customer a 
transaction in any such product unless the Member has a reasonable 
basis for believing at the time of making the recommendation that 
the customer has such knowledge and experience in financial matters 
that he may reasonably be expected to be capable of evaluating the 
risks of the recommended transaction and is financially able to bear 
the risks of the recommended position.''
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    Further, the Exchange notes that FINRA has implemented increased 
sales practice and customer margin requirements for FINRA members 
applicable to inverse, leveraged and inverse leveraged securities 
(which include the Shares) and options on such securities, as described 
in FINRA Regulatory Notices 09-31 (June 2009), O9-53 (August 2009), and 
06-65 (November 2009) (collectively, ``FINRA Regulatory Notices''). 
Members that carry customer accounts will be required to follow the 
FINRA guidance set forth in these notices. As noted above, the Funds 
will seek daily investment results, before fees and expenses, that 
correspond to the Index, which measures daily performance of the Index 
and the daily inverse (i.e., the opposite) of the Index. Because the 
target is daily, the Funds' performance over periods longer than one 
day will differ from 4x or -4x the Index's performance over those same 
periods due to the effects of compounding.
    In addition, the Information Circular will advise members, prior to 
the commencement of trading, of the prospectus delivery requirements 
applicable to each Fund. Members

[[Page 48111]]

purchasing Shares from either Fund 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. In addition, the Information 
Circular will also reference that each Fund is subject to various fees 
and expenses described in the Funds' registration statement. The 
Information Circular will also disclose the trading hours of the Shares 
of each Fund and the applicable NAV calculation time for the Shares. 
The Information Circular will disclose that information about the 
Shares of each Fund will be publicly available on the Funds' website.
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.\13\ Specifically, the Exchange believes the proposed rule change 
is consistent with the Section 6(b)(5) \14\ 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) \15\ requirement that the rules of 
an exchange not be designed to permit unfair discrimination between 
customers, issuers, brokers, or dealers.
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    \13\ 15 U.S.C. 78f(b).
    \14\ 15 U.S.C. 78f(b)(5).
    \15\ Id.
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    In particular, the Funds represents an established product 
structure rather than a novel regulatory concept. 4X leveraged equity 
products currently trade in U.S. markets, including the MAX S&P 500 4X 
Leveraged ETN (Ticker: SPYU), demonstrating that this leverage level 
applied to broad-based U.S. equity indices has been deemed consistent 
with existing regulatory frameworks and investor protection standards. 
The regulatory acceptance of similar leveraged products establishes 
that 4X leverage on major equity indices does not present unprecedented 
risks or regulatory concerns that would warrant different treatment 
under the Act.
    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 and traded on the Exchange pursuant to the 
initial and continued listing criteria in Exchange Rule 14.11(f). 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 applicable federal securities laws. If the Sponsor to the Trust 
Issued Receipts is affiliated with a broker-dealer, such Sponsor and 
the Trust shall erect and maintain a ``fire wall'' between the Sponsor 
and the broker-dealer with respect to access to information concerning 
the composition and/or changes to either Fund's portfolio. The Sponsor 
is not a broker-dealer or affiliated with a broker-dealer. In the event 
that (a) the Sponsor becomes a broker-dealer or newly affiliated with a 
broker-dealer, or (b) any new sponsor is a broker-dealer or becomes 
affiliated with a broker-dealer, it will implement and maintain a fire 
wall with respect to its relevant personnel or such broker-dealer 
affiliate, as applicable, regarding access to information concerning 
the composition and/or changes to the portfolio, and will be subject to 
procedures designed to prevent the use and dissemination of material 
non-public information regarding the portfolio. The Exchange, FINRA, on 
behalf of the Exchange, or both may obtain information regarding 
trading in the Shares and the underlying Russell Futures Contracts and 
Russell Options Contracts via the ISG from other exchanges who are 
members or affiliates of ISG or with which the Exchange has entered 
into a comprehensive surveillance sharing agreement. In addition, the 
Exchange also has a general policy prohibiting the distribution of 
material, non-public information by its employees.
    This proposal is designed to promote just and equitable principles 
of trade and to protect investors and the public interest in that the 
Exchange will obtain a representation from the issuer of the Shares 
that the NAV will be calculated daily and that the NAV and each of the 
Fund's holdings will be made available to all market participants at 
the same time. In addition, a large amount of information is publicly 
available regarding the Funds and the Shares, thereby promoting market 
transparency. Moreover, NAV calculation times will be posted on 
<a href="http://www.GraniteShares.com">www.GraniteShares.com</a>. If NAV calculation times differ from the 
standard schedule (such as when exchanges close early), the updated 
timing information will be available on the website. The website for 
the Funds will include a form of the prospectus for the Funds and 
additional data relating to the NAV and other quantitative information. 
Trading in Shares of the Funds will be halted under the conditions 
specified in Exchange Rule 11.18. Trading may also be halted because of 
market conditions or for reasons that, in the view of the Exchange, 
make trading in the Shares inadvisable. Finally, trading in the Shares 
will be subject to Exchange Rule 14.11(f)(4)(C)(ii), which sets forth 
circumstances under which Shares of the Funds may be halted.
    This proposal is designed to perfect the mechanism of a free and 
open market and, in general, to protect investors and the public 
interest in that it will facilitate the listing and trading of an 
additional exchange-traded product that will enhance competition among 
market participants, to the benefit of investors and the marketplace.
    As noted above, the Exchange has in place surveillance procedures 
relating to trading the Shares and may obtain information via ISG from 
other exchanges that are members of ISG or with which the Exchange has 
entered into a comprehensive surveillance sharing agreement. For the 
above reasons, the Exchange believes that this proposal is consistent 
with the requirements of Section 6(b)(5) 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. This proposal will 
facilitate the listing of an additional exchange-traded product on the 
Exchange, which will enhance competition among listing venues, to the 
benefit of issuers, investors and the marketplace more broadly. Market 
participants on other exchanges are welcome to trade at the Exchange if 
they determine that this proposal to list and trade the Shares has made 
the Exchange more attractive or favorable.

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.

[[Page 48112]]

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 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 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#b8cacdd4dd95dbd7d5d5ddd6cccbf8cbdddb96dfd7ce"><span class="__cf_email__" data-cfemail="e193948d84cc828e8c8c848f9592a1928482cf868e97">[email&#160;protected]</span></a>. Please include 
file number SR-CboeBZX-2025-141 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-2025-141. 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 filing 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-2025-141 and should be submitted 
on or before October 24, 2025.

    For the Commission, by the Division of Trading and Markets, 
pursuant to delegated authority.\16\
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    \16\ 17 CFR 200.30-3(a)(12).
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Sherry R. Haywood,
Assistant Secretary.
[FR Doc. 2025-19443 Filed 10-2-25; 8:45 am]
BILLING CODE 8011-01-P


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Indexed from Federal Register on October 3, 2025.

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