CBOE Futures Exchange, LLC will launch trading in CBOE/CBOT 10-Year Treasury Note Volatility Index (VXTYN) futures on November 13, 2014. The terms and conditions for VXTYN futures and the Lead Market Maker (LMM) Program for VXTYN futures will also become effective on that date. See CFE Product Certification and Rule Certification Submission Numbers CFE-2014-22 and CFE-2014- 23 for additional information concerning VXTYN futures and the LMM Program for VXTYN futures. Below is a list of the VXTYN futures expirations that will be listed on November 13, 2014 for the VXTYN futures product launch and the last trading day1 and final settlement dates2 for those contracts.
Additional Information:
Please contact the CFE Trade Operations Desk at ehelpdesk@cboe.com and (877) 226-3773 for additional information.
Product |
Cash Index |
Month/Year |
Activation Date |
Last Trading Day |
Final Settlement Date |
CBOE/CBOT 10-Year Treasury Note Volatility Index (VXTY) Futures |
VXTYN |
JAN 15 |
NOV 13 14 |
JAN 21 15 |
JAN 21 15 |
FEB 15 |
NOV 13 14 |
FEB 25 15 |
FEB 25 15 |
||
MAR 15 |
NOV 13 14 |
MAR 25 15 |
MAR 25 15 |
||
APR 15 |
NOV 13 14 |
APR 22 15 |
APR 22 15 |
1 The trading hours for expiring VXTYN futures contracts terminate at 2:00 p.m. Chicago time on the Final Settlement Date.
2 The Final Settlement Date for VXTYN futures is the Wednesday that is thirty days prior to the last Friday of the calendar month immediately following the month in which the VXTYN contract expires that precedes the last business day of that month by at least two business days.