Document ID: SEC-2018-0471-0001
Agency: sec
Document Type: Notice
Title: Self-Regulatory Organizations; Proposed Rule Changes: Cboe BZX Exchange, Inc., Cboe BYX Exchange, Inc., et al.
Posted Date: 2018-03-21T04:00Z

[Federal Register Volume 83, Number 55 (Wednesday, March 21, 2018)]
[Notices]
[Pages 12414-12430]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2018-05660]

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SECURITIES AND EXCHANGE COMMISSION

[Release No. 34-82887; File No. 4-631]

Joint Industry Plan; Notice of Filing and Immediate Effectiveness 
of the Sixteenth Amendment to the National Market System Plan To 
Address Extraordinary Market Volatility by Cboe BZX Exchange, Inc., 
Cboe BYX Exchange, Inc., Cboe EDGA Exchange, Inc., Cboe EDGX Exchange, 
Inc., Chicago Stock Exchange, Inc., Financial Industry Regulatory 
Authority, Inc., Investors Exchange LLC, NASDAQ BX, Inc., NASDAQ PHLX 
LLC, The Nasdaq Stock Market LLC, NYSE National, Inc., New York Stock 
Exchange LLC, NYSE American LLC, and NYSE Arca, Inc.

March 15, 2018.

I. Introduction

    On February 14, 2018, Cboe Global Markets, Inc., on behalf of Cboe 
BZX Exchange, Inc. (``BZX''), Cboe BYX Exchange, Inc. (``BYX''), Cboe 
EDGA Exchange, Inc. (``EDGA''), and Cboe EDGX Exchange, Inc. 
(``EDGX''), and the following parties to the Plan to Address 
Extraordinary Market Volatility Pursuant to Rule 608 of Regulation NMS 
under the Securities Exchange Act of 1934 (``Plan''): \1\ Chicago Stock 
Exchange, Inc., the Financial Industry Regulatory Authority, Inc., 
Investors Exchange LLC (``IEX''), NASDAQ BX, Inc., NASDAQ PHLX LLC, The 
NASDAQ Stock Market LLC, the New York Stock Exchange LLC (``NYSE''), 
NYSE Arca, Inc. (``NYSE Arca''), NYSE American LLC (``NYSE American''), 
and NYSE National, Inc. (``NYSE National'') (collectively with BYX, 
BZX, EDGA, and EDGX, the ``Participants''), filed with the Securities 
and Exchange Commission (``Commission'') pursuant to Section 11A(a)(3) 
of the Securities Exchange Act of 1934 (``Exchange Act'') \2\ and Rule 
608 thereunder,\3\ a proposal to amend the Plan (``Sixteenth 
Amendment'').\4\ The Sixteenth Amendment proposes a non-substantive 
amendment to the Plan to reflect the name change of Bats BYX Exchange, 
Inc. to Cboe BYX Exchange, Inc., Bats BZX Exchange, Inc. to Cboe BZX 
Exchange, Inc., Bats EDGA Exchange, Inc. to Cboe EDGA Exchange, Inc., 
and Bats EDGX Exchange, Inc. to Cboe EDGX Exchange, Inc.\5\ The 
amendment also changes the addresses for Bats BYX Exchange, Inc., Bats 
BZX Exchange, Inc., Bats EDGA Exchange, Inc., and Bats EDGX Exchange, 
Inc. The Participants are filing this change for immediate 
effectiveness pursuant to Rule 608(b)(3)(iii) of Regulation NMS (``Rule 
608'') under the Securities

[[Page 12415]]

Exchange Act of 1934 (``Exchange Act'').\6\
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    \1\ On May 31, 2012, the Commission approved the Plan, as 
modified by Amendment No. 1. See Securities Exchange Act Release No. 
67091, 77 FR 33498 (June 6, 2012) (File No. 4-631). On February 20, 
2013, the Commission noticed for immediate effectiveness the Second 
Amendment to the Plan. See Securities Exchange Act Release No. 
68953, 78 FR 13113 (February 26, 2013). On April 3, 2013, the 
Commission approved the Third Amendment to the Plan. See Securities 
Exchange Act Release No. 69287, 78 FR 21483 (April 10, 2013). On 
August 27, 2013, the Commission noticed for immediate effectiveness 
the Fourth Amendment to the Plan. See Securities Exchange Act 
Release No. 70273, 78 FR 54321 (September 3, 2013). On September 26, 
2013, the Commission approved the Fifth Amendment to the Plan. See 
Securities Exchange Act Release No. 70530, 78 FR 60937 (October 2, 
2013). On January 7, 2014, the Commission noticed for immediate 
effectiveness the Sixth Amendment to the Plan. See Securities 
Exchange Act Release No. 71247, 79 FR 2204 (January 13, 2014). On 
April 3, 2014, the Commission approved the Seventh Amendment to the 
Plan. See Securities Exchange Act Release No. 71851, 79 FR 19687 
(April 9, 2014). On February 19, 2015, the Commission approved the 
Eight Amendment to the Plan. See Securities Exchange Act Release No. 
74323, 80 FR 10169 (February 25, 2015). On October 22, 2015, the 
Commission approved the Ninth Amendment to the Plan. See Securities 
Exchange Act Release No. 76244, 80 FR 66099 (October 28, 2015). On 
April 21, 2016, the Commission approved the Tenth Amendment to the 
Plan. See Securities Exchange Act Release No. 77679, 81 FR 24908 
(April 27, 2016). On August 26, 2016, the Commission noticed for 
immediate effectiveness the Eleventh Amendment to the Plan. See 
Securities Exchange Act Release No. 78703, 81 FR 60397 (September 1, 
2016). On January 19, 2017, the Commission approved the Twelfth 
Amendment to the Plan. See Securities Exchange Act Release No. 
79845, 82 FR 8551 (January 26, 2017). On April 13, 2017, the 
Commission approved the Thirteenth Amendment to the Plan. See 
Securities Exchange Act Release No. 80455, 82 FR 18519 (April 19, 
2017). On April 28, 2017, the Commission noticed for immediate 
effectiveness the Fourteenth Amendment to the Plan. See Securities 
Exchange Act Release No. 80549, 82 FR 20928 (May 4, 2017). On 
September 26, 2017, the Commission noticed for immediate 
effectiveness the Fifteenth Amendment to Plan. See Securities 
Exchange Act Release No. 81720, 82 FR 45922 (October 2, 2017).
    \2\ 15 U.S.C 78k-1(a)(3).
    \3\ 17 CFR 242.608.
    \4\ See Letter from Joanne Moffic-Silver, General Counsel, Cboe 
Global Markets, Inc., to Brent Fields, Secretary, Commission, dated 
February 13, 2018 (``Transmittal Letter'').
    \5\ See Securities Exchange Act. Release Nos. 81952 (October 26, 
2018), 82 FR 50725 (November 1, 2017), 81962 (October 26, 2017), 82 
FR 50711 (November 1, 2017), 81957 (October 26, 2017), 82 FR 50716 
(November 1, 2016), and 81963 (October 26, 2017), 82 FR 50697 
(November 1, 2017).
    \6\ 17 CFR 242.608.
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    The Commission is publishing this notice to solicit comments from 
interested persons.\7\
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    \7\ 17 CFR 242.608(b)(1).
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II. Description of the Plan

    Set forth in this Section II is the statement of the purpose and 
summary of the Sixteenth Amendment, along with the information required 
by Rule 608(a)(4) and (5) under the Exchange Act,\8\ prepared and 
submitted by the Participants to the Commission.\9\
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    \8\ See 17 CFR 242.608(a)(4) and (a)(5).
    \9\ See Transmittal Letter, supra note 4.
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A. Statement of Purpose and Summary of the Plan Amendment

    The Participants submit this amendment to propose a non-substantive 
amendment to the Plan to reflect the name change of Bats BYX Exchange, 
Inc. to Cboe BYX Exchange, Inc., Bats BZX Exchange, Inc. to Cboe BZX 
Exchange, Inc., Bats EDGA Exchange, Inc. to Cboe EDGA Exchange, Inc., 
and Bats EDGX Exchange, Inc. to Cboe EDGX Exchange, Inc.\10\ This non-
substantive amendment to the Plan also changes the addresses for Bats 
BYX Exchange, Inc., Bats BZX Exchange, Inc., Bats EDGA Exchange, Inc., 
and Bats EDGX Exchange, Inc. On October 17, 2017, BYX, BZX, EDGA, and 
EDGX filed proposed rule changes with the Commission for immediate 
effectiveness to amend, among other things, their rules to reflect a 
non-substantive corporate rebranding which included changing each 
exchange's name as described herein.\11\
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    \10\ See supra note 5.
    \11\ Id.
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B. Governing or Constituent Documents

    Not applicable.

C. Implementation of Amendment

    Because the amendments involve solely ministerial matters, the 
Participants are filing this change for immediate effectiveness 
pursuant to Rule 608(b)(3)(iii) of Regulation NMS under the Exchange 
Act.\12\
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    \12\ 17 CFR 242.608.
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D. Development and Implementation Phases

    Not applicable

E. Analysis of Impact on Competition

    The amendments do not impose any burden on competition because they 
simply effectuate a change in the names and addresses of certain 
Participants. For the same reasons, the Participants do not believe 
that the amendments introduce terms that are unreasonably 
discriminatory for purposes of Section 11A(c)(1)(D) of the Exchange 
Act.

F. Written Understanding or Agreements Relating to Interpretation of, 
or Participation in, Plan

    Not applicable

G. Approval of Amendment of the Plan

    Each of the Plan's Participants has executed a written amended 
Plan.

H. Terms and Conditions of Access

    Section II(C) of the Plan provides that any entity registered as a 
national securities exchange or national securities association under 
the Exchange Act may become a Participant by: (1) Becoming a 
participant in the applicable Market Data Plans, as defined in Section 
I(F) of the Plan; (2) executing a copy of the Plan, as then in effect; 
(3) providing each then-current Participant with a copy of such 
executed Plan; and (4) effecting an amendment to the Plan as specified 
in Section III(B) of the Plan.

I. Method of Determination and Imposition, and Amount of, Fees and 
Charges

    Not applicable.

J. Method and Frequency of Processor Evaluation

    Not applicable.

K. Dispute Resolution

    Section III(C) of the Plan provides that each Participant shall 
designate an individual to represent the Participant as a member of an 
Operating Committee. No later than the initial date of the Plan, the 
Operating Committee shall designate one member of the Operating 
Committee to act as the Chair of the Operating Committee. Any 
recommendation for an amendment to the Plan from the Operating 
Committee that receives an affirmative vote of at least two-thirds of 
the Participants, but is less than unanimous, shall be submitted to the 
Commission as a request for an amendment to the Plan initiated by the 
Commission under Rule 608.

III. Solicitation of Comments

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

Electronic Comments

     Use the Commission's internet comment form http://www.sec.gov/rules/sro.shtml); or
     Send an email to [email protected]. Please include 
File Number 4-631 on the subject line.

Paper Comments

     Send paper comments in triplicate to Brent J. Fields, 
Secretary, Securities and Exchange Commission, 100 F Street NE, 
Washington, DC 20549-1090.

All submissions should refer to File Number 4-631.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 (http://www.sec.gov/rules/sro.shtml). 
Copies of the submission, all subsequent amendments, all written 
statements with respect to the proposed plan amendment that are filed 
with the Commission, and all written communications relating to the 
amendment between the Commission and any person, other than those that 
may be withheld from the public in accordance with the provisions of 5 
U.S.C. 552, will be available for website viewing and printing in the 
Commission's Public Reference Room, 100 F Street NE, Washington, DC 
20549, on official business days between the hours of 10:00 a.m. and 
3:00 p.m. Copies of such filing also will be available for inspection 
and copying at the Participants' offices. All comments received will be 
posted without change. Persons submitting comments are cautioned that 
we do not redact or edit personal identifying information from comment 
submissions. You should submit only information that you wish to make 
available publicly. All submissions should refer to File Number 4-631 
and should be submitted on or before April 11, 2018.

    By the Commission.
Brent J. Fields,
Secretary.

Exhibit A

    Proposed new language is italicized; proposed deletions are in 
[brackets].

[[Page 12416]]

Plan To Address Extraordinary Market Volatility Submitted to the 
Securities and Exchange CommissionPursuant to Rule 608 of Regulation 
NMS Under the Securities Exchange Act of 1934

Table of Contents

 
                             Section                               Page
 
Preamble........................................................       1
I. Definitions..................................................       2
II. Parties.....................................................       4
III. Amendments to Plan.........................................       7
IV. Trading Center Policies and Procedures......................       8
V. Price Bands..................................................       8
VI. Limit Up-Limit Down Requirements............................      11
VII. Trading Pauses.............................................      13
VIII. Implementation............................................      15
IX. Withdrawal from Plan........................................      15
X. Counterparts and Signatures..................................      15
Appendix A--Percentage Parameters...............................      17
Appendix A--Schedule 1..........................................      19
Appendix B--Data................................................      35
 

Preamble

    The Participants submit to the SEC this Plan establishing 
procedures to address extraordinary volatility in NMS Stocks. The 
procedures provide for market-wide limit up-limit down requirements 
that prevent trades in individual NMS Stocks from occurring outside of 
the specified Price Bands. These limit up-limit down requirements are 
coupled with Trading Pauses to accommodate more fundamental price 
moves. The Plan procedures are designed, among other things, to protect 
investors and promote fair and orderly markets. The Participants 
developed this Plan pursuant to Rule 608(a)(3) of Regulation NMS under 
the Exchange Act, which authorizes the Participants to act jointly in 
preparing, filing, and implementing national market system plans.

I. Definitions

    (A) ``Eligible Reported Transactions'' shall have the meaning 
prescribed by the Operating Committee and shall generally mean 
transactions that are eligible to update the last sale price of an NMS 
Stock.
    (B) ``Exchange Act'' means the Securities Exchange Act of 1934, as 
amended.
    (C) ``Limit State'' shall have the meaning provided in Section VI 
of the Plan.
    (D) ``Limit State Quotation'' shall have the meaning provided in 
Section VI of the Plan.
    (E) ``Lower Price Band'' shall have the meaning provided in Section 
V of the Plan.
    (F) ``Market Data Plans'' shall mean the effective national market 
system plans through which the Participants act jointly to disseminate 
consolidated information in compliance with Rule 603(b) of Regulation 
NMS under the Exchange Act.
    (G) ``National Best Bid'' and ``National Best Offer'' shall have 
the meaning provided in Rule 600(b)(42) of Regulation NMS under the 
Exchange Act.
    (H) ``NMS Stock'' shall have the meaning provided in Rule 
600(b)(47) of Regulation NMS under the Exchange Act.
    (I) ``Opening Price'' shall mean the price of a transaction that 
opens trading on the Primary Listing Exchange. If the Primary Listing 
Exchange opens with quotations, the ``Opening Price'' shall mean the 
closing price of the NMS Stock on the Primary Listing Exchange on the 
previous trading day, or if no such closing price exists, the last sale 
on the Primary Listing Exchange.
    (J) ``Operating Committee'' shall have the meaning provided in 
Section III(C) of the Plan.
    (K) ``Participant'' means a party to the Plan.
    (L) ``Plan'' means the plan set forth in this instrument, as 
amended from time to time in accordance with its provisions.
    (M) ``Percentage Parameter'' shall mean the percentages for each 
tier of NMS Stocks set forth in Appendix A of the Plan.
    (N) ``Price Bands'' shall have the meaning provided in Section V of 
the Plan.
    (O) ``Primary Listing Exchange'' shall mean the Participant on 
which an NMS Stock is listed. If an NMS Stock is listed on more than 
one Participant, the Participant on which the NMS Stock has been listed 
the longest shall be the Primary Listing Exchange.
    (P) ``Processor'' shall mean the single plan processor responsible 
for the consolidation of information for an NMS Stock pursuant to Rule 
603(b) of Regulation NMS under the Exchange Act.
    (Q) ``Pro-Forma Reference Price'' shall have the meaning provided 
in Section V(A)(2) of the Plan.
    (R) ``Reference Price'' shall have the meaning provided in Section 
V of the Plan.
    (S) ``Regular Trading Hours'' shall have the meaning provided in 
Rule 600(b)(64) of Regulation NMS under the Exchange Act. For purposes 
of the Plan, Regular Trading Hours can end earlier than 4:00 p.m. ET in 
the case of an early scheduled close.
    (T) ``Regulatory Halt'' shall have the meaning specified in the 
Market Data Plans.
    (U) ``Reopening Price'' shall mean the price of a transaction that 
reopens trading on the Primary Listing Exchange following a Trading 
Pause or a Regulatory Halt, or, if the Primary Listing Exchange reopens 
with quotations, the midpoint of those quotations.
    (V) ``SEC'' shall mean the United States Securities and Exchange 
Commission.
    (W) ``Straddle State'' shall have the meaning provided in Section 
VII(A)(2) of the Plan.
    (X) ``Trading center'' shall have the meaning provided in Rule 
600(b)(78) of Regulation NMS under the Exchange Act.
    (Y) ``Trading Pause'' shall have the meaning provided in Section 
VII of the Plan.
    (Z) ``Upper Price Band'' shall have the meaning provided in Section 
V of the Plan.

II. Parties

(A) List of Parties

    The parties to the Plan are as follows:

(1) [Bats]Cboe BZX Exchange, Inc., [8050 Marshall Drive, Lenexa, Kansas 
66214], 400 South LaSalle Street, Chicago, Illinois 60605
(2) [Bats]Cboe BYX Exchange, Inc., [8050 Marshall Drive, Lenexa, Kansas 
66214], 400 South LaSalle Street, Chicago, Illinois 60605
(3) [Bats]Cboe EDGA Exchange, Inc., [8050 Marshall Drive, Lenexa, 
Kansas 66214], 400 South LaSalle Street, Chicago, Illinois 60605
(4) [Bats]Cboe EDGX Exchange, Inc., [8050 Marshall Drive, Lenexa, 
Kansas 66214], 400 South LaSalle Street, Chicago, Illinois 60605
(5) Chicago Stock Exchange, Inc., 440 South LaSalle Street, Chicago, 
Illinois 60605
(6) Financial Industry Regulatory Authority, Inc., 1735 K Street NW, 
Washington, DC 20006
(7) Investors Exchange LLC, 4 World Trade Center, 44th Floor, New York, 
New York 10007
(8) NASDAQ BX, Inc., One Liberty Plaza, New York, New York 10006
(9) NASDAQ PHLX LLC, 1900 Market Street, Philadelphia, Pennsylvania 
19103
(10) The Nasdaq Stock Market LLC, 1 Liberty Plaza, 165 Broadway, New 
York, NY 10006
(11) NYSE National, Inc., 11 Wall Street, New York, NY 10005
(12) New York Stock Exchange LLC, 11 Wall Street, New York, New York 
10005
(13) NYSE American LLC, 11 Wall Street, New York, New York 10005

[[Page 12417]]

(14) NYSE Arca, Inc., 11 Wall Street, New York, New York 10005

(B) Compliance Undertaking

    By subscribing to and submitting the Plan for approval by the SEC, 
each Participant agrees to comply with and to enforce compliance, as 
required by Rule 608(c) of Regulation NMS under the Exchange Act, by 
its members with the provisions of the Plan. To this end, each 
Participant shall adopt a rule requiring compliance by its members with 
the provisions of the Plan, and each Participant shall take such 
actions as are necessary and appropriate as a participant of the Market 
Data Plans to cause and enable the Processor for each NMS Stock to 
fulfill the functions set forth in this Plan.

(C) New Participants

    The Participants agree that any entity registered as a national 
securities exchange or national securities association under the 
Exchange Act may become a Participant by: (1) Becoming a participant in 
the applicable Market Data Plans; (2) executing a copy of the Plan, as 
then in effect; (3) providing each then-current Participant with a copy 
of such executed Plan; and (4) effecting an amendment to the Plan as 
specified in Section III (B) of the Plan.

(D) Advisory Committee

    (1) Formation. Notwithstanding other provisions of this Plan, an 
Advisory Committee to the Plan shall be formed and shall function in 
accordance with the provisions set forth in this section.
    (2) Composition. Members of the Advisory Committee shall be 
selected for two-year terms as follows:
    (A) Advisory Committee Selections. By affirmative vote of a 
majority of the Participants, the Participants shall select at least 
one representatives from each of the following categories to be members 
of the Advisory Committee: (1) A broker-dealer with a substantial 
retail investor customer base; (2) a broker-dealer with a substantial 
institutional investor customer base; (3) an alternative trading 
system; (4) a broker-dealer that primarily engages in trading for its 
own account; and (5) an investor.
    (3) Function. Members of the Advisory Committee shall have the 
right to submit their views to the Operating Committee on Plan matters, 
prior to a decision by the Operating Committee on such matters. Such 
matters shall include, but not be limited to, proposed material 
amendments to the Plan.
    (4) Meetings and Information. Members of the Advisory Committee 
shall have the right to attend meetings of the Operating Committee and 
to receive any information concerning Plan matters; provided, however, 
that the Operating Committee may meet in executive session if, by 
affirmative vote of a majority of the Participants, the Operating 
Committee determines that an item of Plan business requires 
confidential treatment.

III. Amendments to Plan

(A) General Amendments

    Except with respect to the addition of new Participants to the 
Plan, any proposed change in, addition to, or deletion from the Plan 
shall be effected by means of a written amendment to the Plan that: (1) 
Sets forth the change, addition, or deletion; (2) is executed on behalf 
of each Participant; and, (3) is approved by the SEC pursuant to Rule 
608 of Regulation NMS under the Exchange Act, or otherwise becomes 
effective under Rule 608 of Regulation NMS under the Exchange Act.

(B) New Participants

    With respect to new Participants, an amendment to the Plan may be 
effected by the new national securities exchange or national securities 
association executing a copy of the Plan, as then in effect (with the 
only changes being the addition of the new Participant's name in 
Section II(A) of the Plan) and submitting such executed Plan to the SEC 
for approval. The amendment shall be effective when it is approved by 
the SEC in accordance with Rule 608 of Regulation NMS under the 
Exchange Act or otherwise becomes effective pursuant to Rule 608 of 
Regulation NMS under the Exchange Act.

(C) Operating Committee

    (1) Each Participant shall select from its staff one individual to 
represent the Participant as a member of an Operating Committee, 
together with a substitute for such individual. The substitute may 
participate in deliberations of the Operating Committee and shall be 
considered a voting member thereof only in the absence of the primary 
representative. Each Participant shall have one vote on all matters 
considered by the Operating Committee. No later than the initial date 
of Plan operations, the Operating Committee shall designate one member 
of the Operating Committee to act as the Chair of the Operating 
Committee.
    (2) The Operating Committee shall monitor the procedures 
established pursuant to this Plan and advise the Participants with 
respect to any deficiencies, problems, or recommendations as the 
Operating Committee may deem appropriate. The Operating Committee shall 
establish specifications and procedures for the implementation and 
operation of the Plan that are consistent with the provisions of this 
Plan and the Appendixes thereto. With respect to matters in this 
paragraph, Operating Committee decisions shall be approved by a simple 
majority vote.
    (3) Any recommendation for an amendment to the Plan from the 
Operating Committee that receives an affirmative vote of at least two-
thirds of the Participants, but is less than unanimous, shall be 
submitted to the SEC as a request for an amendment to the Plan 
initiated by the Commission under Rule 608 of Regulation NMS.

IV. Trading Center Policies and Procedures

    All trading centers in NMS Stocks, including both those operated by 
Participants and those operated by members of Participants, shall 
establish, maintain, and enforce written policies and procedures that 
are reasonably designed to comply with the limit up--limit down 
requirements specified in Sections VI of the Plan, and to comply with 
the Trading Pauses specified in Section VII of the Plan.

V. Price Bands

    (A) Calculation and Dissemination of Price Bands
    (1) The Processor for each NMS stock shall calculate and 
disseminate to the public a Lower Price Band and an Upper Price Band 
during Regular Trading Hours for such NMS Stock. The Price Bands shall 
be based on a Reference Price for each NMS Stock that equals the 
arithmetic mean price of Eligible Reported Transactions for the NMS 
stock over the immediately preceding five-minute period (except for 
periods following openings and reopenings, which are addressed below). 
If no Eligible Reported Transactions for the NMS Stock have occurred 
over the immediately preceding five-minute period, the previous 
Reference Price shall remain in effect. The Price Bands for an NMS 
Stock shall be calculated by applying the Percentage Parameter for such 
NMS Stock to the Reference Price, with the Lower Price Band being a 
Percentage Parameter below the Reference Price, and the Upper Price 
Band being a Percentage Parameter above the Reference Price. The Price 
Bands shall be calculated during Regular Trading Hours. Between 9:30 
a.m. and 9:45 a.m. ET, and 3:35 p.m. and 4:00 p.m. ET, or in the case 
of an early scheduled close, during the last 25 minutes of trading 
before the early scheduled close, the

[[Page 12418]]

Price Bands shall be calculated by applying double the Percentage 
Parameters set forth in Appendix A. If the Processor has not yet 
disseminated Price Bands, but a Reference Price is available, a trading 
center may calculate and apply Price Bands based on the same Reference 
Price that the Processor would use for calculating such Price Bands 
until such trading center receives Price Bands from the Processor. If, 
under Section VII(B)(2), the Primary Listing Exchange notifies the 
Processor that it is unable to reopen an NMS Stock due to a systems or 
technology issue and it has not declared a Regulatory Halt, the 
Processor will calculate and disseminate Price Bands by applying triple 
the Percentage Parameters set forth in Appendix A for the first 30 
seconds such Price Bands are disseminated.
    (2) The Processor shall calculate a Pro-Forma Reference Price on a 
continuous basis during Regular Trading Hours, as specified in Section 
V(A)(1) of the Plan. If a Pro-Forma Reference Price has not moved by 1% 
or more from the Reference Price currently in effect, no new Price 
Bands shall be disseminated, and the current Reference Price shall 
remain the effective Reference Price. When the Pro-Forma Reference 
Price has moved by 1% or more from the Reference Price currently in 
effect, the Pro-Forma Reference Price shall become the Reference Price, 
and the Processor shall disseminate new Price Bands based on the new 
Reference Price; provided, however, that each new Reference Price shall 
remain in effect for at least 30 seconds.

(B) Openings

    (1) Except when a Regulatory Halt is in effect at the start of 
Regular Trading Hours, the first Reference Price for a trading day 
shall be the Opening Price on the Primary Listing Exchange in an NMS 
Stock if such Opening Price occurs less than five minutes after the 
start of Regular Trading Hours. During the period less than five 
minutes after the Opening Price, a Pro-Forma Reference Price shall be 
updated on a continuous basis to be the arithmetic mean price of 
Eligible Reported Transactions for the NMS Stock during the period 
following the Opening Price (including the Opening Price), and if it 
differs from the current Reference Price by 1% or more shall become the 
new Reference Price, except that a new Reference Price shall remain in 
effect for at least 30 seconds. Subsequent Reference Prices shall be 
calculated as specified in Section V(A) of the Plan.
    (2) If the Opening Price on the Primary Listing Exchange in an NMS 
Stock does not occur within five minutes after the start of Regular 
Trading Hours, the first Reference Price for a trading day shall be the 
arithmetic mean price of Eligible Reported Transactions for the NMS 
Stock over the preceding five minute time period, and subsequent 
Reference Prices shall be calculated as specified in Section V(A) of 
the Plan.

(C) Reopenings

    (1) Following a Trading Pause in an NMS Stock, and if the Primary 
Listing Exchange has not declared a Regulatory Halt, if the Primary 
Listing Exchange reopens trading with a transaction or quotation that 
does not include a zero bid or zero offer, the next Reference Price 
shall be the Reopening Price on the Primary Listing Exchange. 
Subsequent Reference Prices shall be determined in the manner 
prescribed for normal openings, as specified in Section V(B)(1) of the 
Plan. If the Primary Listing Exchange notifies the Processor that it is 
unable to reopen an NMS Stock due to a systems or technology issue, or 
if the Primary Listing Exchange reopens trading with a quotation that 
has a zero bid or zero offer, or both, the next Reference Price shall 
be the last effective Price Band that was in a Limit State before the 
Trading Pause. Subsequent Reference Prices shall be calculated as 
specified in Section V(A) of the Plan.
    (2) Following a Regulatory Halt, the next Reference Price shall be 
the Opening or Reopening Price on the Primary Listing Exchange if such 
Opening or Reopening Price occurs within five minutes after the end of 
the Regulatory Halt, and subsequent Reference Prices shall be 
determined in the manner prescribed for normal openings, as specified 
in Section V(B)(1) of the Plan. If such Opening or Reopening Price has 
not occurred within five minutes after the end of the Regulatory Halt, 
the Reference Price shall be equal to the arithmetic mean price of 
Eligible Reported Transactions for the NMS Stock over the preceding 
five minute time period, and subsequent Reference Prices shall be 
calculated as specified in Section V(A) of the Plan.

VI. Limit Up-Limit Down Requirements

(A) Limitations on Trades and Quotations Outside of Price Bands

    (1) All trading centers in NMS Stocks, including both those 
operated by Participants and those operated by members of Participants, 
shall establish, maintain, and enforce written policies and procedures 
that are reasonably designed to prevent trades at prices that are below 
the Lower Price Band or above the Upper Price Band for an NMS Stock. 
Single-priced opening, reopening, and closing transactions on the 
Primary Listing Exchange, however, shall be excluded from this 
limitation. In addition, any transaction that both (i) does not update 
the last sale price (except if solely because the transaction was 
reported late or because the transaction was an odd-lot sized 
transaction), and (ii) is excepted or exempt from Rule 611 under 
Regulation NMS shall be excluded from this limitation.
    (2) When a National Best Bid is below the Lower Price Band or a 
National Best Offer is above the Upper Price Band for an NMS Stock, the 
Processor shall disseminate such National Best Bid or National Best 
Offer with an appropriate flag identifying it as non-executable. When a 
National Best Offer is equal to the Lower Price Band or a National Best 
Bid is equal to the Upper Price Band for an NMS Stock, the Processor 
shall distribute such National Best Bid or National Best Offer with an 
appropriate flag identifying it as a ``Limit State Quotation''.
    (3) All trading centers in NMS Stocks, including both those 
operated by Participants and those operated by members of Participants, 
shall establish, maintain, and enforce written policies and procedures 
that are reasonably designed to prevent the display of offers below the 
Lower Price Band and bids above the Upper Price Band for an NMS Stock. 
The Processor shall disseminate an offer below the Lower Price Band or 
bid above the Upper Price Band that may be submitted despite such 
reasonable policies and procedures, but with an appropriate flag 
identifying it as non-executable; provided, however, that any such bid 
or offer shall not be included in National Best Bid or National Best 
Offer calculations.

(B) Entering and Exiting a Limit State

    (1) All trading for an NMS Stock shall immediately enter a Limit 
State if the National Best Offer equals the Lower Price Band and does 
not cross the National Best Bid, or the National Best Bid equals the 
Upper Price Band and does not cross the National Best Offer.
    (2) When trading for an NMS Stock enters a Limit State, the 
Processor shall disseminate this information by identifying the 
relevant quotation (i.e., a National Best Offer that equals the Lower 
Price Band or a National Best Bid that equals the Upper Price Band) as 
a Limit State Quotation. At this point, the Processor shall cease 
calculating and disseminating updated Reference Prices and Price Bands 
for the NMS Stock until

[[Page 12419]]

either trading exits the Limit State or trading resumes with an opening 
or re-opening as provided in Section V.
    (3) Trading for an NMS Stock shall exit a Limit State if, within 15 
seconds of entering the Limit State, the entire size of all Limit State 
Quotations are executed or cancelled.
    (4) If trading for an NMS Stock exits a Limit State within 15 
seconds of entry, the Processor shall immediately calculate and 
disseminate updated Price Bands based on a Reference Price that equals 
the arithmetic mean price of Eligible Reported Transactions for the NMS 
Stock over the immediately preceding five-minute period (including the 
period of the Limit State).
    (5) If trading for an NMS Stock does not exit a Limit State within 
15 seconds of entry, the Limit State will terminate when the Primary 
Listing Exchange declares a Trading Pause pursuant to Section VII of 
the Plan or at the end of Regular Trading Hours.

VII. Trading Pauses

(A) Declaration of Trading Pauses

    (1) If trading for an NMS Stock does not exit a Limit State within 
15 seconds of entry during Regular Trading Hours, then the Primary 
Listing Exchange shall declare a Trading Pause for such NMS Stock and 
shall notify the Processor.
    (2) The Primary Listing Exchange may also declare a Trading Pause 
for an NMS Stock when an NMS Stock is in a Straddle State, which is 
when National Best Bid (Offer) is below (above) the Lower (Upper) Price 
Band and the NMS Stock is not in a Limit State, and trading in that NMS 
Stock deviates from normal trading characteristics such that declaring 
a Trading Pause would support the Plan's goal to address extraordinary 
market volatility. The Primary Listing Exchange shall develop policies 
and procedures for determining when it would declare a Trading Pause in 
such circumstances. If a Trading Pause is declared for an NMS Stock 
under this provision, the Primary Listing Exchange shall notify the 
Processor.
    (3) The Processor shall disseminate Trading Pause information to 
the public. No trades in an NMS Stock shall occur during a Trading 
Pause, but all bids and offers may be displayed.

(B) Reopening of Trading During Regular Trading Hours

    (1) Five minutes after declaring a Trading Pause for an NMS Stock, 
and if the Primary Listing Exchange has not declared a Regulatory Halt, 
the Primary Listing Exchange shall attempt to reopen trading using its 
established reopening procedures. The Processor will publish the 
following information that the Primary Listing Exchange provides to the 
Processor in connection with such reopening: Auction reference price; 
auction collars; and number of extensions to the reopening auction. The 
Trading Pause shall end when the Primary Listing Exchange reports a 
Reopening Price.
    (2) The Primary Listing Exchange shall notify the Processor if it 
is unable to reopen trading in an NMS Stock due to a systems or 
technology issue and if it has not declared a Regulatory Halt. The 
Processor shall disseminate this information to the public.
    (3) Trading centers may not resume trading in an NMS Stock 
following a Trading Pause without Price Bands in such NMS Stock.
    (4) The Processor shall update the Price Bands as set forth in 
Section V(C)(1)-(2) of the Plan after receiving notification from the 
Primary Listing Exchange of a Reopening Price following a Trading Pause 
(or a resume message in the case of a reopening quote that has a zero 
bid or zero offer, or both) or that it is unable to reopen trading 
following a Trading Pause due to a systems or technology issue, 
provided that if the Primary Listing Exchange is unable to reopen due 
to a systems or technology issue, the update to the Price Bands will be 
no earlier than ten minutes after the beginning of the Trading Pause.

(C) Trading Pauses Within Ten Minutes of the End of Regular Trading 
Hours

    (1) If an NMS Stock is in a Trading Pause during the last ten 
minutes of trading before the end of Regular Trading Hours, the Primary 
Listing Exchange shall not reopen trading and shall attempt to execute 
a closing transaction using its established closing procedures. All 
trading centers may begin trading the NMS Stock when the Primary 
Listing Exchange executes a closing transaction.
    (2) If the Primary Listing Exchange does not execute a closing 
transaction within five minutes after the end of Regular Trading Hours, 
all trading centers may begin trading the NMS Stock.

VIII. Implementation

    The initial date of Plan operations shall be April 8, 2013.
    The Plan shall be implemented on a pilot basis set to end on April 
16, 2018.

IX. Withdrawal From Plan

    If a Participant obtains SEC approval to withdraw from the Plan, 
such Participant may withdraw from the Plan at any time on not less 
than 30 days' prior written notice to each of the other Participants. 
At such time, the withdrawing Participant shall have no further rights 
or obligations under the Plan.

X. Counterparts and Signatures

    The Plan may be executed in any number of counterparts, no one of 
which need contain all signatures of all Participants, and as many of 
such counterparts as shall together contain all such signatures shall 
constitute one and the same instrument.
    In witness thereof, this Plan has been executed as of the 13th day 
of February 2018 by each of the parties hereto.

[[Page 12420]]

[GRAPHIC] [TIFF OMITTED] TN21MR18.000

Appendix A--Percentage Parameters

I. Tier 1 NMS Stocks

    (1) Tier 1 NMS Stocks shall include all NMS Stocks included in 
the S&P 500 Index, the Russell 1000 Index, and the exchange-traded 
products (``ETP'') identified as Schedule 1 to this Appendix. 
Schedule 1 to the Appendix will be reviewed and updated semi-
annually based on the fiscal year by the Primary Listing Exchange to 
add ETPs that meet the criteria, or delete ETPs that are no longer 
eligible. To determine eligibility for an ETP to be included as a 
Tier 1 NMS Stock, all ETPs across multiple asset classes and 
issuers, including domestic equity, international equity, fixed 
income, currency, and commodities and futures will be identified. 
Leveraged ETPs will be excluded and the list will be sorted by 
notional consolidated average daily volume (``CADV''). The period 
used to measure CADV will be from the first day of the previous 
fiscal half year up until one week before the beginning of the next 
fiscal half year. Daily volumes will be multiplied by closing prices 
and then averaged over the period. ETPs, including inverse ETPs, 
that trade over $2,000,000 CADV will be eligible to be included as a 
Tier 1 NMS Stock. The semi-annual updates to Schedule 1 do not 
require an amendment to the Plan. The Primary Listing Exchanges will 
maintain the updated Schedule 1 on their respective websites.
    (2) The Percentage Parameters for Tier 1 NMS Stocks with a 
Reference Price more than $3.00 shall be 5%.
    (3) The Percentage Parameters for Tier 1 NMS Stocks with a 
Reference Price equal to $0.75 and up to and including $3.00 shall 
be 20%.
    (4) The Percentage Parameters for Tier 1 NMS Stocks with a 
Reference Price less than $0.75 shall be the lesser of (a) $0.15 or 
(b) 75%.
    (5) The Reference Price used for determining which Percentage 
Parameter shall be applicable during a trading day shall be based on 
the closing price of the NMS

[[Page 12421]]

Stock on the Primary Listing Exchange on the previous trading day, 
or if no closing price exists, the last sale on the Primary Listing 
Exchange reported by the Processor.

II. Tier 2 NMS Stocks

    (1) Tier 2 NMS Stocks shall include all NMS Stocks other than 
those in Tier 1, provided, however, that all rights and warrants are 
excluded from the Plan.
    (2) The Percentage Parameters for Tier 2 NMS Stocks with a 
Reference Price more than $3.00 shall be 10%.
    (3) The Percentage Parameters for Tier 2 NMS Stocks with a 
Reference Price equal to $0.75 and up to and including $3.00 shall 
be 20%.
    (4) The Percentage Parameters for Tier 2 NMS Stocks with a 
Reference Price less than $0.75 shall be the lesser of (a) $0.15 or 
(b) 75%.
    (5) Notwithstanding the foregoing, the Percentage Parameters for 
a Tier 2 NMS Stock that is a leveraged ETP shall be the applicable 
Percentage Parameter set forth in clauses (2), (3), or (4) above, 
multiplied by the leverage ratio of such product.
    (6) The Reference Price used for determining which Percentage 
Parameter shall be applicable during a trading day shall be based on 
the closing price of the NMS Stock on the Primary Listing Exchange 
on the previous trading day, or if no closing price exists, the last 
sale on the Primary Listing Exchange reported by the Processor.

Appendix A--Schedule 1 (as of January 2, 2018)

------------------------------------------------------------------------
          Ticker                 ETP name               Exchange
------------------------------------------------------------------------
SPY......................  SPDR S&P             NYSE Arca.
                            500[supreg] ETF.
QQQ......................  Powershares QQQ      NASDAQ.
                            Trust Series 1.
IWM......................  iShares Russell      NYSE Arca.
                            2000 ETF.
EEM......................  iShares MSCI         NYSE Arca.
                            Emerging Markets
                            ETF.
XLF......................  Financial Select     NYSE Arca.
                            Sector SPDR Fund.
VXX......................  iPath S&P 500 VIX    NYSE Arca.
                            Short-Term Futures
                            ETN.
EFA......................  iShares MSCI EAFE    NYSE Arca.
                            ETF.
TLT......................  iShares 20+ Year     NASDAQ.
                            Treasury Bond ETF.
HYG......................  iShares iBoxx $      NYSE Arca.
                            High Yield
                            Corporate Bond ETF.
GDX......................  VanEck Vectors Gold  NYSE Arca.
                            Miners ETF.
XIV......................  VelocityShares       NASDAQ.
                            Daily Inverse VIX
                            Short Term ETN.
IVV......................  iShares Core S&P     NYSE Arca.
                            500 ETF.
GLD......................  SPDR Gold Trust....  NYSE Arca.
XLE......................  Energy Select        NYSE Arca.
                            Sector SPDR Fund.
LQD......................  iShares iBoxx $      NYSE Arca.
                            Investment Grade
                            Corporate Bond ETF.
EWZ......................  iShares MSCI Brazil  NYSE Arca.
                            Capped ETF.
XLU......................  Utilities Select     NYSE Arca.
                            Sector SPDR Fund.
XLI......................  Industrial Select    NYSE Arca.
                            Sector SPDR Fund.
DIA......................  SPDR Dow Jones       NYSE Arca.
                            Industrial Average
                            ETF Trust.
XLP......................  Consumer Staples     NYSE Arca.
                            Select Sector SPDR
                            Fund.
XLK......................  Technology Select    NYSE Arca.
                            Sector SPDR Fund.
SVXY.....................  ProShares Short VIX  NYSE Arca.
                            Short Term Futures.
FXI......................  iShares China Large- NYSE Arca.
                            Cap ETF.
XLV......................  Health Care Select   NYSE Arca.
                            Sector SPDR Fund.
IYR......................  iShares U.S. Real    NYSE Arca.
                            Estate ETF.
XOP......................  SPDR S&P Oil & Gas   NYSE Arca.
                            Exploration &
                            Production ETF.
VWO......................  Vanguard FTSE        NYSE Arca.
                            Emerging Markets
                            ETF.
VOO......................  Vanguard S&P 500     NYSE Arca.
                            ETF.
IEMG.....................  iShares Core MSCI    NYSE Arca.
                            Emerging Markets
                            ETF.
EWJ......................  iShares MSCI Japan   NYSE Arca.
                            ETF.
GDXJ.....................  VanEck Vectors       NYSE Arca.
                            Junior Gold Miners
                            ETF.
XLY......................  Consumer             NYSE Arca.
                            Discretionary
                            Select Sector SPDR
                            Fund.
SMH......................  VanEck Vectors       NYSE Arca.
                            Semiconductor ETF.
JNK......................  SPDR Bloomberg       NYSE Arca.
                            Barclays High
                            Yield Bond ETF.
KRE......................  SPDR S&P Regional    NYSE Arca.
                            Banking ETF.
MDY......................  SPDR S&P MidCap      NYSE Arca.
                            400[supreg] ETF.
XBI......................  SPDR S&P Biotech     NYSE Arca.
                            ETF.
VEA......................  Vanguard FTSE        NYSE Arca.
                            Developed Markets
                            ETF.
IBB......................  iShares Nasdaq       NASDAQ.
                            Biotechnology ETF.
VNQ......................  Vanguard REIT ETF..  NYSE Arca.
AGG......................  iShares Core U.S.    NYSE Arca.
                            Aggregate Bond ETF.
EZU......................  iShares MSCI         Cboe BZX.
                            Eurozone ETF.
VTI......................  Vanguard Total       NYSE Arca.
                            Stock Market ETF.
IEFA.....................  iShares Core MSCI    Cboe BZX.
                            EAFE ETF.
XLB......................  Materials Select     NYSE Arca.
                            Sector SPDR Fund.
EMB......................  iShares JP Morgan    NASDAQ.
                            USD Emerging
                            Markets Bond ETF.
IWD......................  iShares Russell      NYSE Arca.
                            1000 Value ETF.
USO......................  United States Oil    NYSE Arca.
                            Fund LP.
XRT......................  SPDR S&P Retail ETF  NYSE Arca.
IEF......................  iShares 7-10 Year    NASDAQ.
                            Treasury Bond ETF.
IJR......................  iShares Core S&P     NYSE Arca.
                            Small-Cap ETF.
IJH......................  iShares Core S&P     NYSE Arca.
                            Mid-Cap ETF.
IWF......................  iShares Russell      NYSE Arca.
                            1000 Growth ETF.
VGK......................  Vanguard FTSE        NYSE Arca.
                            Europe ETF.
EWY......................  iShares MSCI South   NYSE Arca.
                            Korea Capped ETF.
BND......................  Vanguard Total Bond  NYSE Arca.
                            Market ETF.
OIH......................  VanEck Vectors Oil   NYSE Arca.
                            Services ETF.
DXJ......................  WisdomTree Japan     NYSE Arca.
                            Hedged Equity Fund.
AMLP.....................  Alerian MLP ETF....  NYSE Arca.
EWW......................  iShares MSCI Mexico  NYSE Arca.
                            Capped ETF.

[[Page 12422]]

 
IWB......................  iShares Russell      NYSE Arca.
                            1000 ETF.
VTV......................  Vanguard Value ETF.  NYSE Arca.
RSX......................  VanEck Vectors       NYSE Arca.
                            Russia ETF.
SLV......................  iShares Silver       NYSE Arca.
                            Trust.
EWT......................  iShares MSCI Taiwan  NYSE Arca.
                            Capped ETF.
IAU......................  iShares Gold Trust.  NYSE Arca.
VCSH.....................  Vanguard Short-Term  NASDAQ.
                            Corporate Bond ETF.
TIP......................  iShares TIPS Bond    NYSE Arca.
                            ETF.
ACWI.....................  iShares MSCI ACWI    NASDAQ.
                            ETF.
IWO......................  iShares Russell      NYSE Arca.
                            2000 Growth ETF.
BSV......................  Vanguard Short-Term  NYSE Arca.
                            Bond ETF.
MCHI.....................  iShares MSCI China   NASDAQ.
                            ETF.
VCIT.....................  Vanguard             NASDAQ.
                            Intermediate-Term
                            Corporate Bond ETF.
IWN......................  iShares Russell      NYSE Arca.
                            2000 Value ETF.
EWG......................  iShares MSCI         NYSE Arca.
                            Germany ETF.
INDA.....................  iShares MSCI India   Cboe BZX.
                            ETF.
FEZ......................  SPDR EURO STOXX 50   NYSE Arca.
                            ETF.
KBE......................  SPDR S&P Bank ETF..  NYSE Arca.
IVW......................  iShares S&P 500      NYSE Arca.
                            Growth ETF.
VEU......................  Vanguard FTSE All-   NYSE Arca.
                            World ex-US ETF.
PFF......................  iShares US           NASDAQ.
                            Preferred Stock
                            ETF.
ITB......................  iShares U.S. Home    Cboe BZX.
                            Construction ETF.
AAXJ.....................  iShares MSCI All     NASDAQ.
                            Country Asia ex
                            Japan ETF.
EWH......................  iShares MSCI Hong    NYSE Arca.
                            Kong ETF.
HEDJ.....................  WisdomTree Europe    NYSE Arca.
                            Hedged Equity Fund.
SOXX.....................  iShares PHLX         NASDAQ.
                            Semiconductor ETF.
XME......................  SPDR S&P Metals &    NYSE Arca.
                            Mining ETF.
IVE......................  iShares S&P 500      NYSE Arca.
                            Value ETF.
SHV......................  iShares Short        NASDAQ.
                            Treasury Bond ETF.
SHY......................  iShares 1-3 Year     NASDAQ.
                            Treasury Bond ETF.
VB.......................  Vanguard Small-Cap   NYSE Arca.
                            ETF.
VUG......................  Vanguard Growth ETF  NYSE Arca.
BKLN.....................  PowerShares Senior   NYSE Arca.
                            Loan Portfolio.
AMJ......................  JPMorgan Alerian     NYSE Arca.
                            MLP Index ETN.
VGT......................  Vanguard             NYSE Arca.
                            Information
                            Technology ETF.
SH.......................  ProShares Short      NYSE Arca.
                            S&P500.
USMV.....................  iShares MSCI USA     Cboe BZX.
                            Minimum Volatility
                            ETF.
EWU......................  iShares MSCI United  NYSE Arca.
                            Kingdom ETF.
VYM......................  Vanguard High        NYSE Arca.
                            Dividend Yield
                            Index Fund.
XHB......................  SPDR S&P             NYSE Arca.
                            Homebuilders ETF.
IEI......................  iShares 3-7 Year     NASDAQ.
                            Treasury Bond ETF.
FXE......................  CurrencyShares Euro  NYSE Arca.
                            Trust.
EWC......................  iShares MSCI Canada  NYSE Arca.
                            ETF.
UNG......................  United States        NYSE Arca.
                            Natural Gas Fund
                            LP.
MBB......................  iShares MBS ETF....  NASDAQ.
XLRE.....................  Real Estate Select   NYSE Arca.
                            Sector SPDR Fund.
SPLV.....................  PowerShares S&P      NYSE Arca.
                            500[supreg] Low
                            Volatility
                            Portfolio.
MUB......................  iShares National     NYSE Arca.
                            Muni Bond ETF.
VT.......................  Vanguard Total       NYSE Arca.
                            World Stock Index
                            Fund.
MINT.....................  PIMCO Enhanced       NYSE Arca.
                            Short Maturity
                            Strategy Exchange-
                            Traded Fund.
DBEF.....................  Xtrackers MSCI EAFE  NYSE Arca.
                            Hedged Equity ETF.
VO.......................  Vanguard Mid-Cap     NYSE Arca.
                            ETF.
OEF......................  iShares S&P 100 ETF  NYSE Arca.
VIG......................  Vanguard Dividend    NYSE Arca.
                            Appreciation ETF.
EWP......................  iShares MSCI Spain   NYSE Arca.
                            Capped ETF.
FLOT.....................  iShares Floating     Cboe BZX.
                            Rate Bond ETF.
EPI......................  WisdomTree India     NYSE Arca.
                            Earnings Fund.
DVY......................  iShares Select       NASDAQ.
                            Dividend ETF.
CSJ......................  iShares 1-3 Year     NASDAQ.
                            Credit Bond ETF.
VIXY.....................  ProShares VIX Short- NYSE Arca.
                            Term Futures ETF.
CWB......................  SPDR Bloomberg       NYSE Arca.
                            Barclays
                            Convertible
                            Securities ETF.
BIV......................  Vanguard             NYSE Arca.
                            Intermediate-Term
                            Bond ETF.
SCHF.....................  Schwab               NYSE Arca.
                            International
                            Equity ETF.
ITA......................  iShares US           Cboe BZX.
                            Aerospace &
                            Defense ETF.
SCZ......................  iShares MSCI EAFE    NASDAQ.
                            Small-Cap ETF.
RSP......................  Guggenheim S&P 500   NYSE Arca.
                            Equal Weight ETF.
SJNK.....................  SPDR Bloomberg       NYSE Arca.
                            Barclays Short
                            Term High Yield
                            Bond ETF.
ITOT.....................  iShares Core S&P     NYSE Arca.
                            Total U.S. Stock
                            Market ETF.
BNDX.....................  Vanguard Total       NASDAQ.
                            International Bond
                            ETF.
EWA......................  iShares MSCI         NYSE Arca.
                            Australia ETF.
IYT......................  iShares              Cboe BZX.
                            Transportation
                            Average ETF.
ILF......................  iShares Latin        NYSE Arca.
                            America 40 ETF.
VFH......................  Vanguard Financials  NYSE Arca.
                            ETF.
PCY......................  PowerShares          NYSE Arca.
                            Emerging Markets
                            Sovereign Debt
                            Portfolio.

[[Page 12423]]

 
HYS......................  PIMCO 0-5 Year High  NYSE Arca.
                            Yield Corporate
                            Bond Index
                            Exchange-Traded
                            Fund.
FDN......................  First Trust Dow      NYSE Arca.
                            Jones Internet
                            Index Fund.
CIU......................  iShares              NASDAQ.
                            Intermediate
                            Credit Bond ETF.
MTUM.....................  iShares MSCI USA     Cboe BZX.
                            Momentum Factor
                            ETF.
VBR......................  Vanguard Small-Cap   NYSE Arca.
                            Value ETF.
VXUS.....................  Vanguard Total       NASDAQ.
                            International
                            Stock ETF.
SDY......................  SPDR S&P Dividend    NYSE Arca.
                            ETF.
IWR......................  iShares Russell Mid- NYSE Arca.
                            Cap ETF.
EMLC.....................  VanEck Vectors       NYSE Arca.
                            Emerging Markets
                            Local Currency
                            Bond ETF.
HEWJ.....................  iShares Currency     NYSE Arca.
                            Hedged MSCI Japan
                            ETF.
EFAV.....................  iShares MSCI EAFE    Cboe BZX.
                            Minimum Volatility
                            ETF.
EUFN.....................  iShares MSCI Europe  NASDAQ.
                            Financials ETF.
IWS......................  iShares Russell Mid- NYSE Arca.
                            Cap Value ETF.
SCHX.....................  Schwab U.S. Large-   NYSE Arca.
                            Cap ETF.
NEAR.....................  iShares Short        Cboe BZX.
                            Maturity Bond ETF.
IWP......................  iShares Russell Mid- NYSE Arca.
                            Cap Growth ETF.
KWEB.....................  KraneShares CSI      NYSE Arca.
                            China Internet ETF.
HEFA.....................  iShares Currency     Cboe BZX.
                            Hedged MSCI EAFE
                            ETF.
EWI......................  iShares MSCI Italy   NYSE Arca.
                            Capped ETF.
IWV......................  iShares Russell      NYSE Arca.
                            3000 ETF.
IYF......................  iShares U.S.         NYSE Arca.
                            Financials ETF.
EZA......................  iShares MSCI South   NYSE Arca.
                            Africa ETF.
VXF......................  Vanguard Extended    NYSE Arca.
                            Market Index Fund.
IYW......................  iShares U.S.         NYSE Arca.
                            Technology ETF.
VHT......................  Vanguard Health      NYSE Arca.
                            Care ETF.
BIL......................  SPDR Bloomberg       NYSE Arca.
                            Barclays 1-3 Month
                            T-Bill ETF.
UUP......................  PowerShares DB US    NYSE Arca.
                            Dollar Index
                            Bullish Fund.
IEUR.....................  iShares Core MSCI    NYSE Arca.
                            Europe ETF.
DBC......................  PowerShares DB       NYSE Arca.
                            Commodity Index
                            Tracking Fund.
EFV......................  iShares MSCI EAFE    Cboe BZX.
                            Value ETF.
HEZU.....................  iShares Currency     NYSE Arca.
                            Hedged MSCI
                            Eurozone ETF.
SCHB.....................  Schwab U.S. Broad    NYSE Arca.
                            Market ETF.
IEV......................  iShares Europe ETF.  NYSE Arca.
SCHD.....................  Schwab U.S.          NYSE Arca.
                            Dividend Equity
                            ETF.
VV.......................  Vanguard Large-Cap   NYSE Arca.
                            ETF.
PGX......................  PowerShares          NYSE Arca.
                            Preferred
                            Portfolio.
EWL......................  iShares MSCI         NYSE Arca.
                            Switzerland Capped
                            ETF.
VPL......................  Vanguard FTSE        NYSE Arca.
                            Pacific ETF.
IJK......................  iShares S&P Mid-Cap  NYSE Arca.
                            400 Growth ETF.
BOTZ.....................  Global X Robotics &  NASDAQ.
                            Artificial
                            Intelligence
                            Thematic ETF.
VMBS.....................  Vanguard Mortgage-   NASDAQ.
                            Backed Securities
                            ETF.
IXUS.....................  iShares Core MSCI    NASDAQ.
                            Total
                            International
                            Stock ETF.
VCLT.....................  Vanguard Long-Term   NASDAQ.
                            Corporate Bond ETF.
SCHE.....................  Schwab Emerging      NYSE Arca.
                            Markets Equity ETF.
LIT......................  Global X Lithium &   NYSE Arca.
                            Battery Tech ETF.
ASHR.....................  Xtrackers Harvest    NYSE Arca.
                            CSI 300 China A-
                            Shares ETF.
ACWX.....................  iShares MSCI ACWI    NASDAQ.
                            ex US ETF.
VOE......................  Vanguard Mid-Cap     NYSE Arca.
                            Value ETF.
VDE......................  Vanguard Energy ETF  NYSE Arca.
HDV......................  iShares Core High    NYSE Arca.
                            Dividend ETF.
IUSG.....................  iShares Core US      NASDAQ.
                            Growth ETF.
SCHA.....................  Schwab U.S. Small-   NYSE Arca.
                            Cap ETF.
PSQ......................  ProShares Short QQQ  NYSE Arca.
GOVT.....................  iShares Core US      Cboe BZX.
                            Treasury Bond ETF.
KBWB.....................  PowerShares KBW      NASDAQ.
                            Bank Portfolio.
EEMV.....................  iShares MSCI         Cboe BZX.
                            Emerging Markets
                            Minimum Volatility
                            ETF/Dup.
VTIP.....................  Vanguard Short-Term  NASDAQ.
                            Inflation-
                            Protected
                            Securities ETF.
RWX......................  SPDR Dow Jones       NYSE Arca.
                            International Real
                            Estate ETF.
ROBO.....................  ROBO Global          NASDAQ.
                            Robotics and
                            Automation Index
                            ETF.
DBJP.....................  Xtrackers MSCI       NYSE Arca.
                            Japan Hedged
                            Equity ETF.
VNQI.....................  Vanguard Global ex-  NASDAQ.
                            U.S. Real Estate
                            ETF.
SHYG.....................  iShares 0-5 Year     NYSE Arca.
                            High Yield
                            Corporate Bond ETF.
QUAL.....................  iShares MSCI USA     Cboe BZX.
                            Quality Factor ETF.
IGV......................  iShares North        Cboe BZX.
                            American Tech-
                            Software ETF.
EPP......................  iShares MSCI         NYSE Arca.
                            Pacific ex Japan
                            ETF.
EWQ......................  iShares MSCI France  NYSE Arca.
                            ETF.
VLUE.....................  iShares MSCI USA     Cboe BZX.
                            Value Factor ETF.
VSS......................  Vanguard FTSE All-   NYSE Arca.
                            World Ex-US Small-
                            Cap Index Fund.
ECH......................  iShares MSCI Chile   Cboe BZX.
                            Capped ETF.
SCHZ.....................  Schwab U.S.          NYSE Arca.
                            Aggregate Bond ETF.
IDV......................  iShares              Cboe BZX.
                            International
                            Select Dividend
                            ETF.
IJS......................  iShares S&P Small-   NYSE Arca.
                            Cap 600 Value ETF.
DBEU.....................  Xtrackers MSCI       NYSE Arca.
                            Europe Hedged
                            Equity ETF.
SPIB.....................  SPDR Bloomberg       NYSE Arca.
                            Barclays
                            Intermediate Term
                            Corporate Bond ETF.

[[Page 12424]]

 
IHI......................  iShares U.S.         NYSE Arca.
                            Medical Devices
                            ETF.
HYD......................  VanEck Vectors High  NYSE Arca.
                            Yield Municipal
                            Index ETF.
SCHO.....................  Schwab Short-Term    NYSE Arca.
                            U.S. Treasury ETF.
SCHH.....................  Schwab U.S. REIT     NYSE Arca.
                            ETF.
IUSV.....................  iShares Core US      NASDAQ.
                            Value ETF.
SCHG.....................  Schwab U.S. Large-   NYSE Arca.
                            Cap Growth ETF.
SHM......................  SPDR Nuveen          NYSE Arca.
                            Bloomberg Barclays
                            Short Term
                            Municipal Bond ETF.
FPE......................  First Trust          NYSE Arca.
                            Preferred
                            Securities and
                            Income ETF.
SPSB.....................  SPDR Bloomberg       NYSE Arca.
                            Barclays Short
                            Term Corporate
                            Bond ETF.
VBK......................  Vanguard Small-Cap   NYSE Arca.
                            Growth ETF.
ACWV.....................  iShares MSCI All     Cboe BZX.
                            Country World
                            Minimum Volatility
                            ETF.
TOTL.....................  SPDR DoubleLine      NYSE Arca.
                            Total Return
                            Tactical ETF.
VTEB.....................  Vanguard Tax-Exempt  NYSE Arca.
                            Bond Index Fund.
FXU......................  First Trust          NYSE Arca.
                            Utilities AlphaDEX
                            Fund.
IJT......................  iShares S&P Small-   NASDAQ.
                            Cap 600 Growth ETF.
IYM......................  iShares U.S. Basic   NYSE Arca.
                            Materials ETF.
MLPI.....................  ETRACS Alerian MLP   NYSE Arca.
                            Infrastructure ETN.
VPU......................  Vanguard Utilities   NYSE Arca.
                            Index Fund.
SRLN.....................  SPDR Blackstone/GSO  NYSE Arca.
                            Senior Loan ETF.
FXL......................  First Trust          NYSE Arca.
                            Technology
                            AlphaDEX Fund.
BLV......................  Vanguard Long-Term   NYSE Arca.
                            Bond ETF.
SPHD.....................  PowerShares S&P 500  NYSE Arca.
                            High Dividend Low
                            Volatility
                            Portfolio.
IYH......................  iShares U.S.         NYSE Arca.
                            Healthcare ETF.
TFI......................  SPDR Nuveen          NYSE Arca.
                            Bloomberg Barclays
                            Municipal Bond ETF.
ICF......................  iShares Cohen &      Cboe BZX.
                            Steers REIT ETF.
VDC......................  Vanguard Consumer    NYSE Arca.
                            Staples ETF.
EWM......................  iShares MSCI         NYSE Arca.
                            Malaysia ETF.
VOX......................  Vanguard             NYSE Arca.
                            Telecommunication
                            Services ETF.
IJJ......................  iShares S&P Mid-Cap  NYSE Arca.
                            400 Value ETF.
SCHP.....................  Schwab U.S. TIPS     NYSE Arca.
                            ETF.
DBA......................  PowerShares DB       NYSE Arca.
                            Agriculture Fund.
THD......................  iShares MSCI         NYSE Arca.
                            Thailand Capped
                            ETF.
VIS......................  Vanguard             NYSE Arca.
                            Industrials ETF.
EIDO.....................  iShares MSCI         NYSE Arca.
                            Indonesia ETF.
IYG......................  iShares U.S.         NYSE Arca.
                            Financial Services
                            ETF.
ANGL.....................  VanEck Vectors       NYSE Arca.
                            Fallen Angel High
                            Yield Bond ETF.
RWM......................  ProShares Short      NYSE Arca.
                            Russell2000.
FTSM.....................  First Trust          NASDAQ.
                            Enhanced Short
                            Maturity ETF.
EWS......................  iShares MSCI         NYSE Arca.
                            Singapore Capped
                            ETF.
FVD......................  First Trust Value    NYSE Arca.
                            Line Dividend
                            Index Fund.
BWX......................  SPDR Bloomberg       NYSE Arca.
                            Barclays
                            International
                            Treasury Bond ETF.
OIL......................  iPath S&P GSCI       NYSE Arca.
                            Crude Oil Total
                            Return Index ETNs.
IYE......................  iShares U.S. Energy  NYSE Arca.
                            ETF.
QTEC.....................  First Trust NASDAQ-  NASDAQ.
                            100 Technology
                            Index Fund.
DGRO.....................  iShares Core         NYSE Arca.
                            Dividend Growth
                            ETF.
TUR......................  iShares MSCI Turkey  NASDAQ.
                            ETF.
VOT......................  Vanguard Mid-Cap     NYSE Arca.
                            Growth ETF.
IYZ......................  iShares US           Cboe BZX.
                            Telecommunications
                            ETF.
PHB......................  PowerShares High     NYSE Arca.
                            Yield Corporate
                            Bond Portfolio.
SCHV.....................  Schwab U.S. Large-   NYSE Arca.
                            Cap Value ETF.
KIE......................  SPDR S&P Insurance   NYSE Arca.
                            ETF.
IDU......................  iShares U.S.         NYSE Arca.
                            Utilities ETF.
EMLP.....................  First Trust North    NYSE Arca.
                            American Energy
                            Infrastructure
                            Fund.
REM......................  iShares Mortgage     Cboe BZX.
                            Real Estate Capped
                            ETF.
RWR......................  SPDR Dow Jones REIT  NYSE Arca.
                            ETF.
ERUS.....................  iShares MSCI Russia  NYSE Arca.
                            Capped ETF.
MGK......................  Vanguard Mega Cap    NYSE Arca.
                            Growth ETF.
VGSH.....................  Vanguard Short-Term  NASDAQ.
                            Government Bond
                            ETF.
FXB......................  CurrencyShares       NYSE Arca.
                            British Pound
                            Sterling Trust.
NOBL.....................  ProShares S&P 500    Cboe BZX.
                            Dividend
                            Aristocrats ETF.
GBIL.....................  Goldman Sachs        NYSE Arca.
                            TreasuryAccess[sup
                            reg] 0-1 Year ETF.
PRF......................  PowerShares FTSE     NYSE Arca.
                            RAFI U.S. 1000
                            Portfolio.
EFG......................  iShares MSCI EAFE    Cboe BZX.
                            Growth ETF.
AMZA.....................  InfraCap MLP ETF...  NYSE Arca.
GVI......................  iShares              Cboe BZX.
                            Intermediate
                            Government/Credit
                            Bond ETF.
GUNR.....................  FlexShares Global    NYSE Arca.
                            Upstream Natural
                            Resources Index
                            Fund.
VAW......................  Vanguard Materials   NYSE Arca.
                            ETF.
XAR......................  SPDR S&P Aerospace   NYSE Arca.
                            & Defense ETF.
BOND.....................  PIMCO Active Bond    NYSE Arca.
                            Exchange-Traded
                            Fund.
VTWO.....................  Vanguard Russell     NASDAQ.
                            2000.
IGF......................  iShares Global       NASDAQ.
                            Infrastructure ETF.
FLRN.....................  SPDR Bloomberg       NYSE Arca.
                            Barclays
                            Investment Grade
                            Floating Rate ETF.
SCHM.....................  Schwab U.S. Mid-Cap  NYSE Arca.
                            ETF.
FNDX.....................  Schwab Fundamental   NYSE Arca.
                            U.S. Large Company
                            Index ETF.

[[Page 12425]]

 
RWO......................  SPDR Dow Jones       NYSE Arca.
                            Global Real Estate
                            ETF.
EWD......................  iShares MSCI Sweden  NYSE Arca.
                            Capped ETF.
CQQQ.....................  Guggenheim China     NYSE Arca.
                            Technology ETF.
VRP......................  PowerShares          NYSE Arca.
                            Variable Rate
                            Preferred
                            Portfolio.
FTEC.....................  Fidelity MSCI        NYSE Arca.
                            Information
                            Technology Index
                            ETF.
ZIV......................  VelocityShares       NASDAQ.
                            Daily Inverse VIX
                            Medium Term ETN.
IYJ......................  iShares U.S.         Cboe BZX.
                            Industrials ETF.
DEM......................  WisdomTree Emerging  NYSE Arca.
                            Markets High
                            Dividend Fund.
USMC.....................  Principal U.S. Mega- NASDAQ.
                            Cap Multi-Factor
                            ETF.
GSY......................  Guggenheim Ultra     NYSE Arca.
                            Short Duration ETF.
XES......................  SPDR S&P Oil & Gas   NYSE Arca.
                            Equipment &
                            Services ETF.
VGIT.....................  Vanguard             NASDAQ.
                            Intermediate-Term
                            Government Bond
                            ETF.
VCR......................  Vanguard Consumer    NYSE Arca.
                            Discretionary ETF.
FNDF.....................  Schwab Fundamental   NYSE Arca.
                            International
                            Large Company
                            Index ETF.
FXY......................  CurrencyShares       NYSE Arca.
                            Japanese Yen Trust.
FNDA.....................  Schwab Fundamental   NYSE Arca.
                            U.S. Small Company
                            Index ETF.
IDEV.....................  iShares Core MSCI    NYSE Arca.
                            International
                            Developed Markets
                            ETF.
DON......................  WisdomTree U.S.      NYSE Arca.
                            MidCap Dividend
                            Fund.
ITM......................  VanEck Vectors AMT-  NYSE Arca.
                            Free Intermediate
                            Municipal Index
                            ETF.
HACK.....................  ETFMG Prime Cyber    NYSE Arca.
                            Security ETF.
CRED.....................  iShares Core US      NASDAQ.
                            Credit Bond ETF.
FNCL.....................  Fidelity MSCI        NYSE Arca.
                            Financials Index
                            ETF.
IXN......................  iShares Global Tech  NYSE Arca.
                            ETF.
ONEQ.....................  Fidelity NASDAQ      NASDAQ.
                            Composite Index
                            Tracking Stock ETF.
SPDW.....................  SPDR S&P World ex-   NYSE Arca.
                            US ETF.
HEWG.....................  iShares Currency     NASDAQ.
                            Hedged MSCI
                            Germany ETF.
TBF......................  ProShares Short 20+  NYSE Arca.
                            Year Treasury.
RPG......................  Guggenheim S&P 500   NYSE Arca.
                            Pure Growth ETF.
DOG......................  ProShares Short      NYSE Arca.
                            Dow30.
RYT......................  Guggenheim S&P       NYSE Arca.
                            Equal Weight
                            Technology ETF.
LMBS.....................  First Trust Low      NASDAQ.
                            Duration
                            Opportunities ETF.
GXC......................  SPDR S&P China ETF.  NYSE Arca.
SPHB.....................  PowerShares S&P      NYSE Arca.
                            500[supreg] High
                            Beta Portfolio.
INDY.....................  iShares India 50     NASDAQ.
                            ETF.
IYC......................  iShares U.S.         NYSE Arca.
                            Consumer Services
                            ETF.
RING.....................  iShares MSCI Global  NASDAQ.
                            Gold Miners ETF.
MDYG.....................  SPDR S&P 400 Mid     NYSE Arca.
                            Cap Growth ETF.
DFE......................  WisdomTree Europe    NYSE Arca.
                            SmallCap Dividend
                            Fund.
DGRW.....................  WisdomTree U.S.      NASDAQ.
                            Quality Dividend
                            Growth Fund.
SPEM.....................  SPDR S&P Emerging    NYSE Arca.
                            Markets ETF.
FNDE.....................  Schwab Fundamental   NYSE Arca.
                            Emerging Markets
                            Large Company
                            Index ETF.
IXC......................  iShares Global       NYSE Arca.
                            Energy ETF.
EPHE.....................  iShares MSCI         NYSE Arca.
                            Philippines ETF.
DGS......................  WisdomTree Emerging  NYSE Arca.
                            Markets SmallCap
                            Dividend Fund.
FXC......................  CurrencyShares       NYSE Arca.
                            Canadian Dollar
                            Trust.
EPOL.....................  iShares MSCI Poland  NYSE Arca.
                            Capped ETF.
GSLC.....................  Goldman Sachs        NYSE Arca.
                            ActiveBeta U.S.
                            Large Cap Equity
                            ETF.
ISTB.....................  iShares Core 1-5     NASDAQ.
                            Year USD Bond ETF.
VWOB.....................  Vanguard Emerging    NASDAQ.
                            Markets Government
                            Bond ETF.
STIP.....................  iShares 0-5 Year     NYSE Arca.
                            TIPS Bond ETF.
SUB......................  iShares Short-Term   NYSE Arca.
                            National Muni Bond
                            ETF.
TLH......................  iShares 10-20 Year   NYSE Arca.
                            Treasury Bond ETF.
EMHY.....................  iShares Emerging     Cboe BZX.
                            Markets High Yield
                            Bond ETF.
FXO......................  First Trust          NYSE Arca.
                            Financial AlphaDEX
                            Fund.
LDRS.....................  Innovator            NYSE Arca.
                            IBD[supreg] ETF
                            Leaders ETF.
SPAB.....................  SPDR Bloomberg       NYSE Arca.
                            Barclays Aggregate
                            Bond ETF.
SLYV.....................  SPDR S&P 600 Small   NYSE Arca.
                            Cap Value ETF.
DJP......................  iPath Bloomberg      NYSE Arca.
                            Commodity Index
                            Total Return ETN.
SDOG.....................  ALPS Sector          NYSE Arca.
                            Dividend Dogs ETF.
MLPA.....................  Global X MLP ETF...  NYSE Arca.
FBT......................  First Trust NYSE     NYSE Arca.
                            Arca Biotechnology
                            Index Fund.
FV.......................  First Trust Dorsey   NASDAQ.
                            Wright Focus 5 ETF.
SCHR.....................  Schwab Intermediate- NYSE Arca.
                            Term U.S. Treasury
                            ETF.
MDYV.....................  SPDR S&P 400 Mid     NYSE Arca.
                            Cap Value ETF.
TAN......................  Guggenheim Solar     NYSE Arca.
                            ETF.
FTSL.....................  First Trust Senior   NASDAQ.
                            Loan ETF.
PZA......................  PowerShares          NYSE Arca.
                            National AMT-Free
                            Municipal Bond
                            Portfolio.
VOOG.....................  Vanguard S&P 500     NYSE Arca.
                            Growth ETF.
FEX......................  First Trust Large    NASDAQ.
                            Cap Core AlphaDEX
                            Fund.
SKYY.....................  First Trust ISE      NASDAQ.
                            Cloud Computing
                            Index Fund.
SDIV.....................  Global X             NYSE Arca.
                            SuperDividend ETF.
IAT......................  iShares U.S.         NYSE Arca.
                            Regional Banks ETF.
SLYG.....................  SPDR S&P 600 Small   NYSE Arca.
                            Cap Growth ETF.
IYK......................  iShares U.S.         NYSE Arca.
                            Consumer Goods ETF.

[[Page 12426]]

 
IUSB.....................  iShares Core Total   NASDAQ.
                            USD Bond Market
                            ETF.
VGLT.....................  Vanguard Long-Term   NASDAQ.
                            Government Bond
                            ETF.
XSD......................  SPDR S&P             NYSE Arca.
                            Semiconductor ETF.
EDV......................  Vanguard Extended    NYSE Arca.
                            Duration Treasury
                            ETF.
HYLS.....................  First Trust          NASDAQ.
                            Exchange-Traded
                            Fund IV First
                            Trust Tactical
                            High Yield ETF.
CWI......................  SPDR MSCI ACWI ex-   NYSE Arca.
                            US ETF.
GREK.....................  Global X MSCI        NYSE Arca.
                            Greece ETF.
XT.......................  iShares Exponential  NASDAQ.
                            Technologies ETF.
SPTM.....................  SPDR Portfolio       NYSE Arca.
                            Total Stock Market
                            ETF.
PPLT.....................  ETFS Physical        NYSE Arca.
                            Platinum Shares.
XMLV.....................  PowerShares S&P      NYSE Arca.
                            MidCap Low
                            Volatility
                            Portfolio.
VIGI.....................  Vanguard             NASDAQ.
                            International
                            Dividend
                            Appreciation ETF.
SCHK.....................  Schwab 1000          NYSE Arca.
                            Index[supreg] ETF.
SPYG.....................  SPDR Portfolio S&P   NYSE Arca.
                            500 Growth ETF.
IGM......................  iShares North        NYSE Arca.
                            American Tech ETF.
ARKK.....................  ARK Innovation ETF.  NYSE Arca.
XSLV.....................  PowerShares S&P      NYSE Arca.
                            SmallCap Low
                            Volatility
                            Portfolio.
FXH......................  First Trust Health   NYSE Arca.
                            Care AlphaDEX Fund.
IWY......................  iShares Russell Top  NYSE Arca.
                            200 Growth ETF.
VONG.....................  Vanguard Russell     NASDAQ.
                            1000 Growth ETF.
EWN......................  iShares MSCI         NYSE Arca.
                            Netherlands ETF.
CLRG.....................  IQ Chaikin U.S.      NASDAQ.
                            Large Cap ETF.
PICK.....................  iShares MSCI Global  Cboe BZX.
                            Metals & Mining
                            Producers ETF.
DES......................  WisdomTree U.S.      NYSE Arca.
                            SmallCap Dividend
                            Fund.
SCHC.....................  Schwab               NYSE Arca.
                            International
                            Small-Cap Equity
                            ETF.
IGOV.....................  iShares              NASDAQ.
                            International
                            Treasury Bond ETF.
GNR......................  SPDR S&P Global      NYSE Arca.
                            Natural Resources
                            ETF.
CLY......................  iShares 10+ Year     NYSE Arca.
                            Credit Bond ETF.
IPAC.....................  iShares Core MSCI    NYSE Arca.
                            Pacific ETF.
EMQQ.....................  EMQQ The Emerging    NYSE Arca.
                            Markets Internet &
                            Ecommerce ETF.
FFTY.....................  Innovator            NYSE Arca.
                            IBD[supreg] 50 ETF.
AIEQ.....................  AI Powered Equity    NYSE Arca.
                            ETF.
FEP......................  First Trust Europe   NASDAQ.
                            AlphaDEX Fund.
DLS......................  WisdomTree           NYSE Arca.
                            International
                            SmallCap Dividend
                            Fund.
IXJ......................  iShares Global       NYSE Arca.
                            Healthcare ETF.
AOM......................  iShares Core         NYSE Arca.
                            Moderate
                            Allocation Fund.
PGF......................  PowerShares          NYSE Arca.
                            Financial
                            Preferred
                            Portfolio.
FXR......................  First Trust          NYSE Arca.
                            Industrials/
                            Producer Durables
                            AlphaDEX Fund.
JO.......................  iPath Bloomberg      NYSE Arca.
                            Coffee Subindex
                            Total Return ETN.
FDL......................  First Trust          NYSE Arca.
                            Morningstar
                            Dividend Leaders
                            Index Fund.
FHLC.....................  Fidelity MSCI        NYSE Arca.
                            Health Care Index
                            ETF.
VXZ......................  iPATH S&P 500 VIX    NYSE Arca.
                            Mid-Term Futures
                            ETN.
SIL......................  Global X Silver      NYSE Arca.
                            Miners ETF.
LRGF.....................  iShares Edge MSCI    NYSE Arca.
                            Multifactor USA
                            ETF.
SPLG.....................  SPDR Portfolio       NYSE Arca.
                            Large Cap ETF.
DFJ......................  WisdomTree Japan     NYSE Arca.
                            SmallCap Dividend
                            Fund.
PHYS.....................  Sprott Physical      NYSE Arca.
                            Gold Trust.
SPTL.....................  SPDR Bloomberg       NYSE Arca.
                            Barclays Long Term
                            Treasury ETF.
URA......................  Global X Uranium     NYSE Arca.
                            ETF.
JPIN.....................  JPMorgan             NYSE Arca.
                            Diversified Return
                            International
                            Equity ETF.
PDBC.....................  PowerShares DB       NASDAQ.
                            Optimum Yield
                            Diversified
                            Commodity Strategy
                            Portfolio.
HYMB.....................  SPDR Nuveen S&P      NYSE Arca.
                            High Yield
                            Municipal Bond ETF.
FNDC.....................  Schwab Fundamental   NYSE Arca.
                            International
                            Small Company
                            Index ETF.
HYLB.....................  Xtrackers USD High   NYSE Arca.
                            Yield Corporate
                            Bond ETF.
PXH......................  PowerShares FTSE     NYSE Arca.
                            RAFI Emerging
                            Markets Portfolio.
DBO......................  PowerShares DB Oil   NYSE Arca.
                            Fund.
PRFZ.....................  PowerShares FTSE     NASDAQ.
                            RAFI US 1500 Small-
                            Mid Portfolio.
AIA......................  iShares Asia 50 ETF  NASDAQ.
DWX......................  SPDR S&P             NYSE Arca.
                            International
                            Dividend ETF.
MOAT.....................  VanEck Vectors       NYSE Arca.
                            Morningstar Wide
                            Moat ETF.
XPH......................  SPDR S&P             NYSE Arca.
                            Pharmaceuticals
                            ETF.
RPV......................  Guggenheim S&P 500   NYSE Arca.
                            Pure Value ETF.
AOR......................  iShares Core Growth  NYSE Arca.
                            Allocation Fund.
ITE......................  SPDR Bloomberg       NYSE Arca.
                            Barclays
                            Intermediate Term
                            Treasury ETF.
PSI......................  PowerShares Dynamic  NYSE Arca.
                            Semiconductors
                            Portfolio.
VYMI.....................  Vanguard             NASDAQ.
                            International High
                            Dividend Yield ETF.
PPA......................  PowerShares          NYSE Arca.
                            Aerospace &
                            Defense Portfolio.
JPMF.....................  JPMorgan Managed     NYSE Arca.
                            Futures Strategy
                            ETF.
SCIF.....................  VanEck Vectors       NYSE Arca.
                            India Small-Cap
                            Index ETF.
FM.......................  iShares MSCI         NYSE Arca.
                            Frontier 100 ETF.
FDT......................  First Trust          NASDAQ.
                            Developed Markets
                            ex-US AlphaDEX
                            Fund.
DSI......................  iShares MSCI KLD     NYSE Arca.
                            400 Social ETF.
GWX......................  SPDR S&P             NYSE Arca.
                            International
                            Small Cap ETF.
SLQD.....................  iShares 0-5 Year     NASDAQ.
                            Investment Grade
                            Corporate Bond ETF.

[[Page 12427]]

 
ARKW.....................  ARK Web x.0 ETF....  NYSE Arca.
STPZ.....................  PIMCO 1-5 Year U.S.  NYSE Arca.
                            TIPS Index
                            Exchange-Traded
                            Fund.
SPSM.....................  SPDR Portfolio       NYSE Arca.
                            Small Cap ETF.
IEO......................  iShares U.S. Oil &   Cboe BZX.
                            Gas Exploration &
                            Production ETF.
SPHQ.....................  PowerShares S&P 500  NYSE Arca.
                            Quality Portfolio.
PNQI.....................  PowerShares NASDAQ   NASDAQ.
                            Internet Portfolio.
IWC......................  iShares Micro-Cap    NYSE Arca.
                            ETF.
VIOO.....................  Vanguard S&P Small-  NYSE Arca.
                            Cap 600 ETF.
RYH......................  Guggenheim S&P       NYSE Arca.
                            Equal Weight
                            Health Care ETF.
SGOL.....................  ETFS Physical Swiss  NYSE Arca.
                            Gold Shares.
REMX.....................  VanEck Vectors Rare  NYSE Arca.
                            Earth/Strategic
                            Metals ETF.
REET.....................  iShares Global REIT  NYSE Arca.
                            ETF.
VONV.....................  Vanguard Russell     NASDAQ.
                            1000 Value.
IHF......................  iShares U.S.         NYSE Arca.
                            Healthcare
                            Providers ETF.
BSCI.....................  Guggenheim           NYSE Arca.
                            BulletShares 2018
                            Corporate Bond ETF.
MGV......................  Vanguard Mega Cap    NYSE Arca.
                            Value ETF.
BSJJ.....................  Guggenheim           NYSE Arca.
                            BulletShares 2019
                            High Yield
                            Corporate Bond ETF.
BBH......................  VanEck Vectors       NASDAQ.
                            Biotech ETF.
IGE......................  iShares North        Cboe BZX.
                            American Natural
                            Resources ETF.
BSJK.....................  Guggenheim           NYSE Arca.
                            BulletShares 2020
                            High Yield
                            Corporate Bond ETF.
PDP......................  PowerShares DWA      NASDAQ.
                            Momentum Portfolio.
FXA......................  CurrencyShares       NYSE Arca.
                            Australian Dollar
                            Trust.
BSJI.....................  Guggenheim           NYSE Arca.
                            BulletShares 2018
                            High Yield
                            Corporate Bond ETF.
RFDI.....................  First Trust          NASDAQ.
                            RiverFront Dynamic
                            Developed
                            International ETF.
CORP.....................  PIMCO Investment     NYSE Arca.
                            Grade Corporate
                            Bond Index
                            Exchange-Traded
                            Fund.
FPX......................  First Trust US IPO   NYSE Arca.
                            Index Fund.
GEM......................  Goldman Sachs        NYSE Arca.
                            ActiveBeta
                            Emerging Markets
                            Equity ETF.
PWV......................  PowerShares Dynamic  NYSE Arca.
                            Large Cap Value
                            Portfolio.
BSCK.....................  Guggenheim           NYSE Arca.
                            BulletShares 2020
                            Corporate Bond ETF.
TDTT.....................  FlexShares iBoxx 3-  NYSE Arca.
                            Year Target
                            Duration TIPS
                            Index Fund.
AMU......................  ETRACS Alerian MLP   NYSE Arca.
                            Index ETN.
IXG......................  iShares Global       NYSE Arca.
                            Financials ETF.
FXD......................  First Trust          NYSE Arca.
                            Consumer
                            Discretionary
                            AlphaDEX Fund.
DLN......................  WisdomTree U.S.      NYSE Arca.
                            LargeCap Dividend
                            Fund.
ILTB.....................  iShares Core Long-   NYSE Arca.
                            Term USD Bond ETF.
FREL.....................  Fidelity MSCI Real   NYSE Arca.
                            Estate Index ETF.
SCJ......................  iShares MSCI Japan   NYSE Arca.
                            Small-Cap ETF.
SPMD.....................  SPDR S&P 1000 ETF..  NYSE Arca.
GSG......................  iShares S&P GSCI     NYSE Arca.
                            Commodity-Indexed
                            Trust.
FENY.....................  Fidelity MSCI        NYSE Arca.
                            Energy Index ETF.
BSCJ.....................  Guggenheim           NYSE Arca.
                            BulletShares 2019
                            Corporate Bond ETF.
FXG......................  First Trust          NYSE Arca.
                            Consumer Staples
                            AlphaDEX Fund.
BAB......................  PowerShares Taxable  NYSE Arca.
                            Municipal Bond
                            Portfolio.
QAI......................  IQ Hedge Multi-      NYSE Arca.
                            Strategy Tracker
                            ETF.
SPYV.....................  SPDR Portfolio S&P   NYSE Arca.
                            500 Value ETF.
PPH......................  VanEck Vectors       NASDAQ.
                            Pharmaceutical ETF.
SMIN.....................  iShares MSCI India   Cboe BZX.
                            Small-Cap ETF.
DBB......................  PowerShares DB Base  NYSE Arca.
                            Metals Fund.
TOK......................  iShares MSCI         NYSE Arca.
                            Kokusai ETF.
SECT.....................  Main Sector          Cboe BZX.
                            Rotation ETF.
FCG......................  First Trust Natural  NYSE Arca.
                            Gas ETF.
IVOG.....................  Vanguard S&P Mid-    NYSE Arca.
                            Cap 400 Growth ETF.
EXI......................  iShares Global       NYSE Arca.
                            Industrials ETF.
EWO......................  iShares MSCI         NYSE Arca.
                            Austria Capped ETF.
SGG......................  iPath Bloomberg      NYSE Arca.
                            Sugar Subindex
                            Total Return ETN.
IDLV.....................  PowerShares S&P      NYSE Arca.
                            International
                            Developed Low
                            Volatility
                            Portfolio.
SIZE.....................  iShares Edge MSCI    NYSE Arca.
                            USA Size Factor
                            ETF.
FTA......................  First Trust Large    NASDAQ.
                            Cap Value AlphaDEX
                            Fund.
FLEE.....................  Franklin FTSE        NYSE Arca.
                            Europe ETF.
PJP......................  PowerShares Dynamic  NYSE Arca.
                            Pharmaceuticals
                            Portfolio.
ECON.....................  EGShares Emerging    NYSE Arca.
                            Markets Consumer
                            ETF.
FEM......................  First Trust          NASDAQ.
                            Emerging Markets
                            AlphaDEX Fund.
HFXI.....................  IQ 50 Percent        NYSE Arca.
                            Hedged FTSE
                            International ETF.
EBND.....................  SPDR Bloomberg       NYSE Arca.
                            Barclays Emerging
                            Markets Local Bond
                            ETF.
INTF.....................  iShares Edge MSCI    NYSE Arca.
                            Multifactor Intl
                            ETF.
EUM......................  ProShares Short      NYSE Arca.
                            MSCI Emerging
                            Markets.
IFV......................  First Trust Dorsey   NASDAQ.
                            Wright
                            International
                            Focus 5 ETF.
LEMB.....................  iShares J.P. Morgan  NYSE Arca.
                            EM Local Currency
                            Bond ETF.
IPE......................  SPDR Bloomberg       NYSE Arca.
                            Barclays TIPS ETF.
BSCL.....................  Guggenheim           NYSE Arca.
                            BulletShares 2021
                            Corporate Bond ETF.
AOK......................  iShares Core         NYSE Arca.
                            Conservative
                            Allocation Fund.
IHE......................  iShares U.S.         NYSE Arca.
                            Pharmaceuticals
                            ETF.
FXZ......................  First Trust          NYSE Arca.
                            Materials AlphaDEX
                            Fund.
IYY......................  iShares Dow Jones    NYSE Arca.
                            U.S. ETF.

[[Page 12428]]

 
PXF......................  PowerShares FTSE     NYSE Arca.
                            RAFI Developed
                            Markets ex-U.S.
                            Portfolio.
QDF......................  FlexShares Quality   NYSE Arca.
                            Dividend Index
                            Fund.
HYEM.....................  VanEck Vectors       NYSE Arca.
                            Emerging Markets
                            High Yield Bond
                            ETF.
AOA......................  iShares Core         NYSE Arca.
                            Aggressive
                            Allocation Fund.
RYF......................  Guggenheim S&P       NYSE Arca.
                            Equal Weight
                            Financial ETF.
PSLV.....................  Sprott Physical      NYSE Arca.
                            Silver Trust.
FXN......................  First Trust Energy   NYSE Arca.
                            AlphaDEX Fund.
SPYD.....................  SPDR Portfolio S&P   NYSE Arca.
                            500 High Dividend
                            ETF.
MOO......................  VanEck Vectors       NYSE Arca.
                            Agribusiness ETF.
ULVM.....................  USAA MSCI USA Value  NYSE Arca.
                            Momentum Blend
                            Index ETF.
PKW......................  PowerShares Buyback  NASDAQ.
                            Achievers
                            Portfolio.
PWS......................  Pacer WealthShield   Cboe BZX.
                            ETF.
QQEW.....................  First Trust NASDAQ-  NASDAQ.
                            100 Equal Weighted
                            Index Fund.
DHS......................  WisdomTree U.S.      NYSE Arca.
                            High Dividend Fund.
IVOO.....................  Vanguard S&P Mid-    NYSE Arca.
                            Cap 400 ETF.
CMF......................  iShares California   NYSE Arca.
                            Muni Bond ETF.
IGHG.....................  ProShares            Cboe BZX.
                            Investment Grade-
                            Interest Rate
                            Hedged ETF.
SPLB.....................  SPDR Bloomberg       NYSE Arca.
                            Barclays Long Term
                            Corporate Bond ET.
PID......................  PowerShares          NASDAQ.
                            International
                            Dividend Achievers
                            Portfolio.
VONE.....................  Vanguard Russell     NASDAQ.
                            1000.
IAGG.....................  iShares              Cboe BZX.
                            International
                            Aggregate Bond
                            Fund.
EPU......................  iShares MSCI All     NYSE Arca.
                            Peru Capped ETF.
RWL......................  Oppenheimer Large    NYSE Arca.
                            Cap Revenue ETF.
RHS......................  Guggenheim S&P 500   NYSE Arca.
                            Equal Weight
                            Consumer Staples
                            ETF.
USRT.....................  iShares U.S. Core    NYSE Arca.
                            REIT ETF.
MGC......................  Vanguard Mega Cap    NYSE Arca.
                            300 Index Fund.
PTLC.....................  Pacer Trendpilot     Cboe BZX.
                            750 ETF.
IQDF.....................  FlexShares           NYSE Arca.
                            International
                            Quality Dividend
                            Index Fund.
EWX......................  SPDR S&P Emerging    NYSE Arca.
                            Markets Small Cap
                            ETF.
JKD......................  iShares Morningstar  NYSE Arca.
                            Large-Cap ETF.
FXF......................  CurrencyShares       NYSE Arca.
                            Swiss Franc Trust.
PFXF.....................  VanEck Vectors       NYSE Arca.
                            Preferred
                            Securities ex
                            Financials ETF.
LVHD.....................  Legg Mason Low       NASDAQ.
                            Volatility High
                            Dividend ETF.
KBWY.....................  PowerShares KBW      NASDAQ.
                            Premium Yield
                            Equity REIT
                            Portfolio.
FEMS.....................  First Trust          NASDAQ.
                            Emerging Markets
                            Small Cap AlphaDEX
                            Fund.
CFO......................  Victory CEMP US 500  NASDAQ.
                            Enhanced
                            Volatility Wtd
                            Index ETF.
PSCT.....................  PowerShares S&P      NASDAQ.
                            SmallCap
                            Information
                            Technology
                            Portfolio.
NIB......................  iPath Bloomberg      NYSE Arca.
                            Cocoa Subindex
                            Total Return ETN.
CSML.....................  IQ Chaikin U.S.      NASDAQ.
                            Small Cap ETF.
BSCM.....................  Guggenheim           NYSE Arca.
                            BulletShares 2022
                            Corporate Bond ETF.
IEZ......................  iShares U.S. Oil     NYSE Arca.
                            Equipment &
                            Services ETF.
FUTY.....................  Fidelity MSCI        NYSE Arca.
                            Utilities Index
                            ETF.
FTCS.....................  First Trust Capital  NASDAQ.
                            Strength ETF.
PALL.....................  ETFS Physical        NYSE Arca.
                            Palladium Shares.
XLG......................  Guggenheim S&P 500   NYSE Arca.
                            [supreg] Top 50
                            ETF.
BSJL.....................  Guggenheim           NYSE Arca.
                            BulletShares 2021
                            High Yield
                            Corporate Bond ETF.
RDIV.....................  Oppenheimer Ultra    NYSE Arca.
                            Dividend Revenue
                            ETF.
CGW......................  Guggenheim S&P       NYSE Arca.
                            Global Water Index
                            ETF.
BSCH.....................  Guggenheim           NYSE Arca.
                            BulletShares 2017
                            Corporate Bond ETF.
FSTA.....................  Fidelity MSCI        NYSE Arca.
                            Consumer Staples
                            Index ETF.
FDD......................  First Trust STOXX    NYSE Arca.
                            European Select
                            Dividend Income
                            Fund.
PSP......................  PowerShares Global   NYSE Arca.
                            Listed Private
                            Equity Portfolio.
FIDU.....................  Fidelity MSCI        NYSE Arca.
                            Industrials Index
                            ETF.
VNM......................  VanEck Vectors       NYSE Arca.
                            Vietnam ETF.
PSK......................  SPDR Wells Fargo     NYSE Arca.
                            Preferred Stock
                            ETF.
MDIV.....................  First Trust Multi-   NASDAQ.
                            Asset Diversified
                            Income Index Fund.
ARGT.....................  Global X MSCI        NYSE Arca.
                            Argentina ETF.
EEMA.....................  iShares MSCI         NASDAQ.
                            Emerging Markets
                            Asia ETF.
EZM......................  WisdomTree U.S.      NYSE Arca.
                            MidCap Earnings
                            Fund.
IFGL.....................  iShares              NASDAQ.
                            International
                            Developed Real
                            Estate ETF.
RWJ......................  Oppenheimer Small    NYSE Arca.
                            Cap Revenue ETF.
TDTF.....................  FlexShares iBoxx 5-  NYSE Arca.
                            Year Target
                            Duration TIPS
                            Index Fund.
PEY......................  PowerShares High     NASDAQ.
                            Yield Equity
                            Dividend Achievers
                            Portfolio.
ATMP.....................  Barclays ETN+        NYSE Arca.
                            Select MLP ETN.
PTH......................  PowerShares DWA      NASDAQ.
                            Healthcare
                            Momentum Portfolio.
IOO......................  iShares Global 100   NYSE Arca.
                            ETF.
GBF......................  iShares Government/  NYSE Arca.
                            Credit Bond ETF.
FTXO.....................  First Trust Nasdaq   NASDAQ.
                            Bank ETF.
FIXD.....................  First Trust TCW      NASDAQ.
                            Opportunistic
                            Fixed Income ETF.
HEEM.....................  iShares Currency     Cboe BZX.
                            Hedged MSCI
                            Emerging Markets
                            ETF.
PIN......................  PowerShares India    NYSE Arca.
                            Portfolio.
PCEF.....................  PowerShares CEF      NYSE Arca.
                            Income Composite
                            Portfolio.
CHIQ.....................  Global X China       NYSE Arca.
                            Consumer ETF.
DWM......................  WisdomTree           NYSE Arca.
                            International
                            Equity Fund.

[[Page 12429]]

 
CXSE.....................  WisdomTree Trust     NASDAQ.
                            WisdomTree China
                            ex-State-Owned
                            Enterprises Fund.
VOOV.....................  Vanguard S&P 500     NYSE Arca.
                            Value ETF.
RYE......................  Guggenheim S&P 500   NYSE Arca.
                            Equal Weight
                            Energy ETF.
PKB......................  PowerShares Dynamic  NYSE Arca.
                            Building &
                            Construction
                            Portfolio.
GMF......................  SPDR S&P Emerging    NYSE Arca.
                            Asia Pacific ETF.
MNA......................  IQ Merger Arbitrage  NYSE Arca.
                            ETF.
FMAT.....................  Fidelity MSCI        NYSE Arca.
                            Materials Index
                            ETF.
OUSA.....................  O'Shares FTSE U.S.   NYSE Arca.
                            Quality Dividend
                            ETF.
RZV......................  Guggenheim S&P       NYSE Arca.
                            Smallcap 600 Pure
                            Value ETF.
IBDM.....................  iShares iBonds Dec   NYSE Arca.
                            2021 Term
                            Corporate ETF.
FLTR.....................  VanEck Vectors       NYSE Arca.
                            Investment Grade
                            Floating Rate ETF.
BNO......................  United States Brent  NYSE Arca.
                            Oil Fund, LP.
QABA.....................  First Trust NASDAQ   NASDAQ.
                            ABA Community Bank
                            Index Fund.
FDIS.....................  Fidelity MSCI        NYSE Arca.
                            Consumer
                            Discretionary
                            Index ETF.
SLY......................  SPDR S&P 600 Small   NYSE Arca.
                            Cap ETF.
CDC......................  Victory CEMP US EQ   NASDAQ.
                            Income Enhanced
                            Volatility Wtd
                            Index ETF.
FYX......................  First Trust Small    NASDAQ.
                            Cap Core AlphaDEX
                            Fund.
SUSA.....................  iShares MSCI USA     NYSE Arca.
                            ESG Select ETF.
REZ......................  iShares Residential  NYSE Arca.
                            Real Estate Capped
                            ETF.
IBDL.....................  iShares iBonds Dec   NYSE Arca.
                            2020 Term
                            Corporate ETF.
BSJH.....................  Guggenheim           NYSE Arca.
                            BulletShares 2017
                            High Yield
                            Corporate Bond ETF.
UIVM.....................  USAA MSCI            NYSE Arca.
                            International
                            Value Momentum
                            Blend Index ETF.
GSIE.....................  Goldman Sachs        NYSE Arca.
                            ActiveBeta
                            International
                            Equity ETF.
AGGY.....................  WisdomTree Barclays  NYSE Arca.
                            Yield Enhanced
                            U.S. Aggregate
                            Bond Fund.
JPUS.....................  JPMorgan             NYSE Arca.
                            Diversified Return
                            US Equity ETF.
RGI......................  Guggenheim S&P 500   NYSE Arca.
                            Equal Weight
                            Industrials ETF.
IHDG.....................  WisdomTree           NYSE Arca.
                            International
                            Hedged Quality
                            Dividend Growth
                            Fund.
URTH.....................  iShares MSCI World   NYSE Arca.
                            ETF.
DGL......................  PowerShares DB Gold  NYSE Arca.
                            Fund.
CIBR.....................  First Trust NASDAQ   NASDAQ.
                            Cybersecurity ETF.
FMB......................  First Trust Managed  NASDAQ.
                            Municipal ETF.
FTC......................  First Trust Large    NASDAQ.
                            Cap Growth
                            AlphaDEX Fund.
RDVY.....................  First Trust NASDAQ   NASDAQ.
                            Rising Dividend
                            Achievers ETF.
KBA......................  KraneShares Bosera   NYSE Arca.
                            MSCI China A Share
                            ETF.
DXJS.....................  WisdomTree Japan     NASDAQ.
                            Hedged SmallCap
                            Equity Fund.
TDIV.....................  First Trust NASDAQ   NASDAQ.
                            Technology
                            Dividend Index
                            Fund.
IXP......................  iShares Global       NYSE Arca.
                            Telecom ETF.
SLX......................  VanEck Vectors       NYSE Arca.
                            Steel ETF.
------------------------------------------------------------------------

Appendix B--Data

    Unless otherwise specified, the following data shall be 
collected and transmitted to the SEC in an agreed-upon format on a 
monthly basis, to be provided 30 calendar days following month end. 
Unless otherwise specified, the Primary Listing Exchanges shall be 
responsible for collecting and transmitting the data to the SEC. 
Data collected in connection with Sections II(E)--(G) below shall be 
transmitted to the SEC with a request for confidential treatment 
under the Freedom of Information Act. 5 U.S.C. 552, and the SEC's 
rules and regulations thereunder.

I. Summary Statistics

    A. Frequency with which NMS Stocks enter a Limit State. Such 
summary data shall be broken down as follows:

1. Partition stocks by category
    a. Tier 1 non-ETP issues >$3.00
    b. Tier 1 non-ETP issues >=$0.75 and = $3.00
    c. Tier 1 non-ETP issues <$0.75
    d. Tier 1 non-leveraged ETPs in each of above categories
    e. Tier 1 leveraged ETPs in each of above categories
    f. Tier 2 non-ETPs in each of above categories
    g. Tier 2 non-leveraged ETPs in each of above categories
    h. Tier 2 leveraged ETPs in each of above categories
2. Partition by time of day
    a. Opening (prior to 9:45 a.m. ET)
    b. Regular (between 9:45 a.m. ET and 3:35 p.m. ET)
    c. Closing (after 3:35 p.m. ET)
    d. Within five minutes of a Trading Pause re-open or IPO open
3. Track reasons for entering a Limit State, such as:
    a. Liquidity gap--price reverts from a Limit State Quotation and 
returns to trading within the Price Bands
    b. Broken trades
    c. Primary Listing Exchange manually declares a Trading Pause 
pursuant to Section (VII)(2) of the Plan
    d. Other
    B. Determine (1), (2) and (3) for when a Trading Pause has been 
declared for an NMS Stock pursuant to the Plan.

II. Raw Data (All Participants, Except A-E, Which Are For the Primary 
Listing Exchanges Only)

    A. Record of every Straddle State.

1. Ticker, date, time entered, time exited, flag for ending with 
Limit State, flag for ending with manual override.
2. Pipe delimited with field names as first record.
    B. Record of every Price Band.

1. Ticker, date, time at beginning of Price Band, Upper Price Band, 
Lower Price Band
2. Pipe delimited with field names as first record
    C. Record of every Limit State.

1. Ticker, date, time entered, time exited, flag for halt
2. Pipe delimited with field names as first record
    D. Record of every Trading Pause or halt.

1. Ticker, date, time entered, time exited, type of halt (i.e., 
regulatory halt, non-regulatory halt, Trading Pause pursuant to the 
Plan, other)
2. Pipe delimited with field names as first record
    E. Data set or orders entered into reopening auctions during 
halts or Trading Pauses.

1. Arrivals, Changes, Cancels, # shares, limit/market, side, Limit 
State side
2. Pipe delimited with field name as first record
    F. Data set of order events received during Limit States.
    G. Summary data on order flow of arrivals and cancellations for 
each 15-second period for discrete time periods and sample stocks to 
be determined by the SEC in subsequent

[[Page 12430]]

data requests. Must indicate side(s) of Limit State.

1. Market/marketable sell orders arrivals and executions
    a. Count
    b. Shares
    c. Shares executed
2. Market/marketable buy orders arrivals and executions
    a. Count
    b. Shares
    c. Shares executed
3. Count arriving, volume arriving and shares executing in limit 
sell orders above NBBO mid-point
4. Count arriving, volume arriving and shares executing in limit 
sell orders at or below NBBO mid-point (non-marketable)
5. Count arriving, volume arriving and shares executing in limit buy 
orders at or above NBBO mid-point (non-marketable)
6. Count arriving, volume arriving and shares executing in limit buy 
orders below NBBO mid-point
7. Count and volume arriving of limit sell orders priced at or above 
NBBO mid-point plus $0.05
8. Count and volume arriving of limit buy orders priced at or below 
NBBO mid-point minus $0.05
9. Count and volume of (3-8) for cancels
10. Include: Ticker, date, time at start, time of Limit State, all 
data item fields in 1, last sale prior to 15-second period (null if 
no trades today), range during 15-second period, last trade during 
15-second period

III. On May 28, 2015, Participants Provided to the SEC a Supplemental 
Joint Assessment Relating to the Impact of the Plan and Calibration of 
the Percentage Parameters as Follows

    A. Assess the statistical and economic impact on liquidity of 
approaching Price Bands.
    B. Assess the statistical and economic impact of the Price Bands 
on erroneous trades.
    C. Assess the statistical and economic impact of the 
appropriateness of the Percentage Parameters used for the Price 
Bands.
    D. Assess whether the Limit State is the appropriate length to 
allow for liquidity replenishment when a Limit State is reached 
because of a temporary liquidity gap.
    E. Evaluate concerns from the options markets regarding the 
statistical and economic impact of Limit States on liquidity and 
market quality in the options markets. (Participants that operate 
options exchange should also prepare such assessment reports.)
    F. Assess whether the process for entering a Limit State should 
be adjusted and whether Straddle States are problematic.
    G. Assess whether the process for exiting a Limit State should 
be adjusted.
    H. Assess whether the Trading Pauses are too long or short and 
whether the reopening procedures should be adjusted.

[FR Doc. 2018-05660 Filed 3-20-18; 8:45 am]
 BILLING CODE 8011-01-P