Notice2026-07037

Self-Regulatory Organizations; Cboe Exchange, Inc.; Order Approving a Proposed Rule Change, as Modified by Amendment No. 1, To Exchange Rules 4.3 (Criteria for Underlying Securities) and 4.4 (Withdrawal of Approval of Underlying Securities) To Establish Listing Criteria and Withdrawal Standards for Options on Commodity-Based Trusts Holding Multiple Crypto Assets

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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 13, 2026

Issuing agencies

Securities and Exchange Commission

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<title>Federal Register, Volume 91 Issue 70 (Monday, April 13, 2026)</title>
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[Federal Register Volume 91, Number 70 (Monday, April 13, 2026)]
[Notices]
[Pages 18960-18962]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2026-07037]


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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-105175; File No. SR-CBOE-2026-020]


Self-Regulatory Organizations; Cboe Exchange, Inc.; Order 
Approving a Proposed Rule Change, as Modified by Amendment No. 1, To 
Exchange Rules 4.3 (Criteria for Underlying Securities) and 4.4 
(Withdrawal of Approval of Underlying Securities) To Establish Listing 
Criteria and Withdrawal Standards for Options on Commodity-Based Trusts 
Holding Multiple Crypto Assets

April 8, 2026.

I. Introduction

    On February 23, 2026, Cboe Exchange, Inc. (``Cboe'' or ``the 
Exchange'') filed with the Securities and Exchange Commission 
(``Commission''), pursuant to Section 19(b)(1) of the Securities 
Exchange Act of 1934 (``Act'' or ``Exchange Act'') \1\ and Rule 19b-4 
thereunder,\2\ a proposed rule change to adopt listing criteria for 
options on Commodity-Based Trusts that hold multiple crypto assets. The 
proposed rule change was published for comment in the Federal Register 
on March 4,

[[Page 18961]]

2026.\3\ The Commission received no comments regarding the proposed 
rule change. On April 1, 2026, the Exchange filed Amendment No. 1 to 
the proposal, which amends and replaces the original proposal in its 
entirety (``Amendment No. 1'').\4\ This order approves the proposed 
rule change, as modified by Amendment No. 1.
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    \1\ 15 U.S.C. 78s(b)(1).
    \2\ 17 CFR 240.19b-4.
    \3\ See Securities Exchange Act Release No. 104904 (Feb. 27, 
2026), 91 FR 10640.
    \4\ Amendment No. 1 corrects an erroneous proposed change to a 
cross-reference in Exchange Rule 4.4, Interpretation and Policy .06, 
but makes no substantive changes to the proposal. Because Amendment 
No. 1 is technical in nature, it is not subject to notice and 
comment.
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II. Description of the Proposed Rule Change, as Modified by Amendment 
No. 1

    Currently, Exchange Rule 4.3, Interpretation and Policy .06(a)(6) 
allows the Exchange to list options on shares that represent interests 
in a Commodity-Based Trust that meets the generic criteria of the U.S. 
securities exchange that is the primary equities listing market for the 
Commodity-Based Trust, except that the Commodity-Based Trust holds a 
single crypto asset, as defined in Exchange Rule 4.3, Interpretation 
and Policy .06(a)(6), and provided that (A) the global supply of the 
crypto asset held by the Commodity-Based Trust has an average daily 
market value of at least $700 million over the last 12 months; and (B) 
the crypto asset held by the Commodity-Based Trust underlies a 
derivatives contract that trades on a market with which the Exchange 
has a comprehensive surveillance sharing agreement, whether directly or 
through common membership in the Intermarket Surveillance Group 
(``ISG'').\5\ The Exchange proposes to amend Exchange Rule 4.3, 
Interpretation and Policy .06(a)(6) to allow the Exchange to list and 
trade options on a Commodity-Based Trust that holds multiple crypto 
assets. The proposal would allow the Exchange to list and trade these 
options without additional approval from the Commission.\6\ Under the 
proposal, each crypto asset that the Commodity-Based Trust holds must 
meet the criteria in proposed Exchange Rule 4.3, Interpretation and 
Policy, 06(a)(6).\7\ Accordingly, each of the Commodity-Based Trust's 
crypto assets must: (A) have an average daily market value of at least 
$700 million over the last 12 months; and (B) underlie a derivatives 
contract that trades on a market with which the Exchange has a 
comprehensive surveillance sharing agreement, whether directly or 
through common membership in ISG.\8\ The proposed Commodity-Based Trust 
share options also must satisfy the Exchange's initial and continued 
listing standards applicable to all options on Units.\9\ Under the 
Exchange's rules, shares of securities underlying listed options must 
be NMS stocks.\10\ In addition, Exchange Rule 4.3, Interpretation and 
Policy .06(b) requires the shares of a Unit to (1) meet the criteria 
and guidelines in Exchange Rule 4.3 and Interpretation and Policy .01 
thereunder,\11\ or (2) meet the criteria in Exchange Rule 4.3, 
Interpretation and Policy .06(b)(2).\12\
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    \5\ See Exchange Rule 4.3, Commentary .06(a)(6). Exchange Rule 
4.3, Commentary .06(a)(6) defines the term ``crypto asset'' to mean 
``an asset that is generated, issued and/or transferred using a 
blockchain or similar distributive ledger technology network, 
including but not limited to, assets known as `tokens,' `digital 
assets,' `virtual currencies,' and `coins' and that relies on 
cryptographic protocols.''
    \6\ See Amendment No. 1 at 7.
    \7\ See proposed Exchange Rule 4.3, Interpretation and Policy 
.06(a)(6).
    \8\ See proposed Exchange Rule 4.3, Interpretation and Policy 
.06(a)(6). The Exchange states that the market value for each crypto 
asset that a Commodity-Based Trust holds will be calculated by 
taking the total global supply of the crypto asset multiplied by the 
token price of that asset. The Exchange states that the total supply 
of a crypto asset includes all crypto assets currently issued and 
does not include unissued crypto assets. See Amendment No. 1 at 5.
    \9\ See Amendment No. 1 at 9. The Exchange's rules define 
``Unit'' and ``ETF'' (``Exchange-Traded Fund'') to mean a share or 
other security traded on a national securities exchange and defined 
as an NMS stock as set forth in Rule 4.3. See Exchange Rule 1.1. In 
its proposal, the Exchange refers to Commodity-Based Trusts as ETFs 
or Units. See Amendment No. 1.
    \10\ See Exchange Rule 4.3(a)(1).
    \11\ See Amendment No. 1 at 6. Exchange Rule 4.3(a) states that 
securities underlying options that are approved for listing and 
trading on the Exchange must meet the following criteria: (1) the 
security must be duly registered and be an NMS stock; and (2) the 
security shall be characterized by a substantial number of 
outstanding shares which are widely held and actively traded. 
Exchange Rule 4.3, Interpretation and Policy .01 states, in part, 
that, absent exceptional circumstances, the following guidelines 
with respect to issuers shall be met: (a) Guidelines applicable to 
the issuer of the security are: (1) there are a minimum of 7,000,000 
shares of the underlying security which are owned by persons other 
than those required to report their stock holdings under Section 
16(a) of the Exchange Act: (2) there are a minimum of 2,000 holders 
of the underlying security; (3) the issuer is in compliance with any 
applicable requirements of the Exchange Act. (b) Guidelines 
applicable to the market for the security are: (1) trading volume 
(in all markets in which the underlying security is traded) has been 
at least 2,400,000 shares in the preceding twelve months; (2)) if 
the underlying security is a ``covered security'' as defined under 
Section 18(b)(1)(A) of the Securities Act of 1933: (i) the market 
price per share of the underlying security has been at least $3.00 
for the previous three consecutive business days preceding the date 
on which the Exchange submits a certificate to the Options Clearing 
Corporation for listing and trading. For purposes of this 
Interpretation .01(b)(2)(A), the market price of such underlying 
security is measured by the closing price reported in the primary 
market in which the underlying security is traded; however, (ii) the 
requirements set forth in clause (i) will be waived during the three 
days following an underlying security's initial public offering day 
if the underlying security has a market capitalization of at least 
$3 billion based on upon the offering price of its initial public 
offering, in which case options on the underlying security may be 
listed and traded starting on or after the second business day 
following the initial public offering day; (B) If the underlying 
security is not a ``covered security'', the market price per share 
of the underlying security has been at least $7.50 for the majority 
of business days during the three calendar months preceding the date 
of selection, as measured by the lowest closing price reported in 
any market in which the underlying security traded on each of the 
subject days.
    \12\ Exchange Rule 4.3, Interpretation and Policy .06(b)(2) 
states that the Units must be available for creation or redemption 
each business day from or through the issuing trust, investment 
company, commodity pools or other issuer in cash or in kind at a 
price related to net asset value, and the issuing trust, investment 
company, commodity pools or other issuer is obligated to issue Units 
in a specified aggregate number even if some or all of the 
investment assets and/or cash required to be deposited have not been 
received by the, the issuing trust, investment company, commodity 
pools or other issuer, subject to the condition that the person 
obligated to deposit the investment assets has undertaken to deliver 
the investment assets and/or cash as soon as possible and such 
undertaking is secured by the delivery and maintenance of collateral 
consisting of cash or cash equivalents satisfactory to the issuer of 
Units which underlie the option as described in the Units' 
prospectus.
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    The continued listing criteria in proposed Exchange Rule 4.4, 
Interpretation and Policy .06(c) will allow the Exchange to suspend 
opening transactions in options on Commodity-Based Trust shares if any 
crypto asset held by the Commodity-Based Trust (A) no longer has an 
average daily market value of at least $700 million over the last 12 
months, as determined by the Exchange on a monthly basis; or (B) no 
longer underlies a derivatives contract that trades on a market with 
which the Exchange has a comprehensive surveillance sharing agreement, 
whether directly or through common membership in ISG. The Exchange 
states that requiring the average daily market value criterion to be 
met on a monthly basis is reasonable given that the Exchange believes 
that it is unlikely that a crypto asset with an average daily market 
value of at least $700 million over the previous twelve months would 
fail to meet that standard as a result of trading over a relatively 
short period of time.\13\
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    \13\ See Amendment No. 1 at 10. For example, the Exchange states 
that if a crypto asset has a market capitalization of $900 million 
and traded at that market capitalization for 15 days in a 20-day 
trading month, the crypto asset could lose a substantial amount of 
its value (up to 88%) and still meet the criteria. See id.
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    Options on Commodity-Based Trust shares also will be subject to the 
continued listing standards in the Exchange's rules that are applicable 
to

[[Page 18962]]

options on all Units.\14\ Under Exchange Rule 4.4, Interpretation and 
Policy .06, shares of a Unit approved for options trading would not 
meet the requirements for continued approval if the Units cease to be 
an NMS stock or the Units are halted from trading on their primary 
market. Further, Exchange Rule 4.4, Interpretation and Policy .06(d) 
(renumbered as Exchange Rule 4.4, Interpretation and Policy .06(e)) 
would allow the Exchange to consider suspending opening transactions in 
options on Commodity-Based Trust shares if the Exchange believes that 
further dealing in the options on the Exchange is inadvisable.\15\
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    \14\ See id.
    \15\ See id. at 10-11.
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    The Exchange states that the proposed options on Commodity-Based 
Trust shares would trade in the same manner as other Unit options and 
will be subject to the Exchange rules that currently apply to the 
listing and trading of Unit options, including permissible expirations, 
strike prices and minimum increments, applicable position and exercise 
limits, and margin requirements.\16\ In addition, the Exchange 
represents that it has the necessary systems capacity to support the 
listing and trading of options on shares of qualifying Commodity-Based 
Trusts.\17\
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    \16\ See id. at 11.
    \17\ See id.
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    The Exchange states that it believes that its existing surveillance 
and reporting safeguards are designed to deter and detect possible 
manipulative behavior which might arise from listing and trading the 
proposed options on Commodity-Based Trust shares, particularly in light 
of the requirement that each crypto asset held by a Commodity-Based 
Trust underlie a derivatives contract that trades on a market with 
which the Exchange has a comprehensive surveillance sharing agreement, 
whether directly or through common membership in ISG.\18\ In addition, 
the Exchange states that it lists and trades options on Units that 
would qualify for listing as an option on a Commodity-Based Trust under 
proposed Exchange Rule 4.3, Interpretation and Policy .06(a)(6), and it 
has not identified any issues with the listing and trading of options 
on those Units.\19\
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    \18\ See id.
    \19\ See id.
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III. Discussion and Commission Findings

    After careful review, the Commission finds that the proposed rule 
change, as modified by Amendment No. 1, is consistent with the 
requirements of the Act and the rules and regulations thereunder 
applicable to a national securities exchange.\20\ Specifically, the 
Commission finds that the proposed rule change, as modified by 
Amendment No. 1, is consistent with Section 6(b)(5) of the Act,\21\ 
which requires, among other things, that the rules of a national 
securities exchange be designed to prevent fraudulent and manipulative 
acts and practices, to remove impediments to and perfect the mechanism 
of a free and open market, and, in general, to protect investors and 
the public interest.
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    \20\ In approving this proposed rule change, the Commission has 
considered the proposed rule's impact on efficiency, competition, 
and capital formation. See 15 U.S.C. 78c(f).
    \21\ 15 U.S.C. 78f(b)(5).
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    The Exchange proposes to amend Exchange Rule 4.3, Interpretation 
and Policy .06(a)(6) to permit the Exchange to list options on shares 
of a Commodity-Based Trust that holds multiple crypto assets, provided 
that the Commodity-Based Trust meets certain requirements, as described 
above. The proposal will allow the Exchange to list options on shares 
of these Commodity-Based Trusts without further approval from the 
Commission, thereby permitting the Exchange to list these options soon 
after a U.S. securities exchange that is the primary listing market for 
the Commodity-Based Trust lists the underlying Commodity-Based Trust 
shares. Permitting the listing and trading of these options on the 
Exchange will provide investors with an additional vehicle for gaining 
and hedging exposure to the underlying Commodity-Based Trust shares. 
The Commission recently approved proposals by Nasdaq ISE, LLC, NYSE 
American LLC, and NYSE Arca, Inc., to establish listing standards for 
options on shares of Commodity-Based Trusts that hold multiple crypto 
assets.\22\
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    \22\ See Securities Exchange Act Release Nos. 105072 (Mar. 24, 
2026), 91 FR 14894 (Mar. 27, 2026); 105134 (Apr. 1, 2026); and 
105133 (Apr. 1, 2026).
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    Options on shares of Commodity-Based Trusts that hold multiple 
crypto assets will be subject to the same initial and continued listing 
requirements for options on Commodity-Based Trusts that hold a single 
crypto asset except that each crypto asset that a Commodity-Based Trust 
holds must (A) have an average daily market value of at least $700 
million over the last 12 months; and (B) underlie a derivatives 
contract that trades on a market with which the Exchange has a 
comprehensive surveillance sharing agreement, whether directly or 
through common membership in ISG. The requirements in proposed Exchange 
Rule 4.3, Interpretation and Policy .06(a)(6) are designed to help 
ensure that each of the crypto assets that a Commodity-Based Trust 
holds is sufficiently liquid that the creation and redemption process 
for shares of the Commodity-Based Trust will operate without disruption 
and that Commodity-Based Trust shares will be available to options 
market makers and other market participants that may use Commodity-
Based Trust shares to hedge their positions. The Exchange will consider 
suspending opening transactions in Commodity-Based Trust share options 
if the requirements in proposed Exchange 4.3, Interpretation and Policy 
.06(a) are no longer satisfied.\23\
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    \23\ See proposed Exchange Rule 4.4, Interpretation and Policy 
.06(c).
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    The Exchange states that it believes that its existing surveillance 
and reporting safeguards are designed to deter and detect possible 
manipulative behavior which might arise from listing and trading the 
proposed options on Commodity-Based Trust shares.\24\ As discussed 
above, each crypto asset held by a Commodity-Based Trust must underlie 
a derivatives contract that trades on a market with which the Exchange 
has a comprehensive surveillance sharing agreement, whether directly or 
through common membership in ISG.\25\ This requirement, in addition to 
the Exchange's existing surveillance procedures, should assist the 
Exchange in investigating suspected manipulations or other trading 
abuses in Commodity-Based Trust share options.
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    \24\ See Amendment No. 1 at 11.
    \25\ See proposed Exchange Rule 4.3, Interpretation and Policy 
.06(a)(6).
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IV. Conclusion

    It is therefore ordered, pursuant to Section 19(b)(2) of the 
Act,\26\ that the proposed rule change (SR-CBOE-2026-020), as modified 
by Amendment No. 1, is approved.
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    \26\ 15 U.S.C. 78s(b)(2).

    For the Commission, by the Division of Trading and Markets, 
pursuant to delegated authority.\27\
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    \27\ 17 CFR 200.30-3(a)(12).
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Sherry R. Haywood,
Assistant Secretary.
[FR Doc. 2026-07037 Filed 4-10-26; 8:45 am]
BILLING CODE 8011-01-P


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Indexed from Federal Register on April 13, 2026.

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