11.05.2014
By Terry Flanagan

VXTYN Futures Launch November 14

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.

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