Fee Codes and Associated Fees:

Fee Code Description Fee/(Rebate)
3C Three-Month AMERIBOR Futures - Customer 1.40
3P Three-Month AMERIBOR Futures - TPH 1.40
IC Corporate Bond Future-Customer 1.00
IP Corporate Bond Future-TPH 0.30
MC 7-Day AMERIBOR Futures - Customer 1.40
MP 7-Day AMERIBOR Futures - TPH 1.40
VC S&P 500 Variance Futures (VA) - Customer 8.00
VN S&P 500 Variance Futures (VA) - Non-Cboe TPH 4.00
VO S&P 500 Stub Variance Futures (VAO) - Customer, Cboe TPH and Non-Cboe TPH 0.25
VP S&P 500 Variance Futures (VA) - Cboe TPH 4.00
WC Cboe Volatility Index Futures (VX) Weekly Expiration - Customer 1.47
WM Volatility Index Futures (VX) Weekly Expiration Maker - TPH Free
WT Volatility Index Futures (VX) Weekly Expiration Taker - TPH 1.10
XC Cboe Volatility Index Futures (VX) Monthly Expiration - Customer 1.47
XP Cboe Volatility Index Futures (VX) Monthly Expiration - TPH 1.10
YC Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index Futures (VXTY) - Customer 1.40
YP Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index Futures (VXTY) - TPH 1.10
  • Non-Cboe TPH refers to a CFE Trading Privilege Holder that is not a Trading Permit Holder of Cboe Exchange, Inc. ("Cboe Options").
  • Cboe TPH refers to a CFE Trading Privilege Holder that is a Trading Permit Holder of Cboe Options.
  • Rates are per contract side. Additionally, VA rates are per 1,000 Vega Notional and VAO rates are per variance unit.
  • The rates noted above do not reflect any applicable CFE Regulatory Fee assessed for CFE transactions.

Please refer to the CFE Fee Schedule for additional detail pertaining to CFE fees. Please contact the CFE Trade Desk or your Business Development contact for support or with any questions.

Footnotes:

  1. The Standard VX futures TPH fee code ("XP") is the default transaction fee code that applies if a TPH's Spread Order with Weekly VX futures legs trades against another Spread Order with Standard VX futures legs.