Cboe Futures Exchange

Cboe Futures Exchange (CFE®) is the home of volatility futures, featuring futures on the Cboe® Volatility Index (VIX®). CFE is owned by Cboe Global Markets, and trades on CFE are cleared by The Options Clearing Corporation (OCC). CFE is an all-electronic, open access market model with dedicated market makers and market participants providing liquidity.

Exchange notices for CFE can be found on this website (markets.cboe.com/us/futures). For additional information about CFE, please visit cfe.cboe.com.

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CFE Margin Update - September 19, 2019 | Effective - September 23, 2019
September 19, 2019
Corporate Bond Index Futures Lead Market Maker Programs Cboe Futures Exchange, LLC (“CFE”) plans to implement new Lead Market Maker (“LMM”) Programs for Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index (“IBHY”) futures and Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond Index (“IBIG”) futures effective on business date October 1, 2019, subject to regulatory review. Please click the title for complete details.
September 18, 2019
New CFE Products Being Added in October 2019 The contracts in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in October 2019. Please click the title for complete details.
September 18, 2019
CFE Margin Update - September 16, 2019 | Effective - September 18, 2019
September 16, 2019
New CFE Products Being Added in September 2019-Update The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in September 2019. Update-the VA/APR 20 contract will be added in October 2019. Please click the title for complete details.
September 12, 2019
CFE Margin Update - September 12, 2019 | Effective - September 13, 2019
September 12, 2019
Market Data Peak Statistics Now Available on Cboe Customer Web Portal for Cboe Global Markets Equities, Futures, and Options Exchanges Cboe Global Markets is pleased to announce that, effective immediately, Members will be able to download files that capture market data peak statistics. Files are available via the Cboe Customer Web Portal for the Cboe Equities One Feed, Cboe BYX Equities, BZX Equities, EDGA Equities, EDGX Equities, BZX Options, C2 Options, and EDGX Options Exchanges, as well as the Cboe Futures Exchange, LLC (CFE). Files will also be made available for the new Cboe Options Exchange platform soon after the October 7, 2019 migration, pending regulatory approval. Please click the title for complete details.
September 10, 2019
Update - CFE AMERIBOR Futures Ticker Symbol Conventions The ticker symbols for AMERIBOR futures traded on Cboe Futures Exchange, LLC (CFE) follow interest rate futures conventions when referencing the contract measurement period and settlement date of the contract. This notice describes the ticker symbol conventions for the Three-Month AMERIBOR (AMB3) futures and 7-Day AMERIBOR (AMW) futures products. This notice also notes current differences between the CFE naming convention for AMB3 futures and how AMB3 futures are being processed through clearing and displayed by certain market data vendors. Please click the title for complete details.
September 5, 2019
CFE Margin Update - August 23, 2019 | Effective - August 26, 2019
August 23, 2019
New CFE Products Being Added in August 2019-Update The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in August 2019. Please note the associated month/year or futures symbol, listing date, last trading day, and final settlement date for each contract. The AMW3/X9 expiring on November 21, 2019 will be added on Thursday, August 29, 2019. Please click the title for complete details.
August 21, 2019
New CFE Products Being Added in September 2019 The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in September 2019. Please click the title for complete details.
August 21, 2019
CFE Margin Update - August 21, 2019 | Effective - August 22, 2019
August 21, 2019
CFE Margin Update - August 20, 2019 | Effective - August 21, 2019
August 20, 2019
CFE Modified Trading Hours for the Labor Day Holiday This notice sets forth the modified trading hours on Cboe Futures Exchange, LLC (CFE) for Cboe Volatility Index (VX) futures, 7-Day AMERIBOR (AMW) futures, Three-Month AMERIBOR (AMB3) futures, and all other CFE products for the Labor Day holiday. Please click the title for complete details.
August 16, 2019
CFE AMERIBOR Futures Ticker Symbol Conventions The ticker symbols for AMERIBOR futures traded on Cboe Futures Exchange, LLC (CFE) follow interest rate futures conventions when referencing the contract measurement period and settlement date of the contract. This notice describes the ticker symbol conventions for the Three-Month AMERIBOR futures and 7-Day AMERIBOR futures products. Please click the title for complete details.
August 16, 2019
CFE Margin Update - August 15, 2019 | Effective - August 19, 2019
August 15, 2019
CFE Margin Update - August 13, 2019 | Effective - August 16, 2019
August 13, 2019
Reminder - AMERIBOR® Futures Product Launch Cboe Futures Exchange, LLC (“CFE”) plans to launch trading in the following AMERIBOR (American Interbank Offered Rate) futures. Trading will commence for AMB3 and AMW futures on Thursday, August 15, 2019 at 5:00 p.m. CT for business date Friday, August 16, 2019. Please click the title for complete details.
August 12, 2019
Reminder - AMERIBOR® Futures Product Launch Cboe Futures Exchange, LLC (“CFE”) plans to launch trading in the following AMERIBOR (American Interbank Offered Rate) futures. Trading will commence for AMB3 and AMW futures on Thursday, August 15, 2019 at 5:00 p.m. CT for business date Friday, August 16, 2019. Please click the title for complete details.
August 12, 2019
Reminder - Transport Layer Security Minimum Version Requirement Please be advised that effective Friday, August 23, 2019 after the regular market close, Cboe will begin enforcing a new requirement for U.S. equities, options and futures customers that utilize Cboe’s Customer Web Portal including the associated Secure Web API. Please click the title for complete details
August 12, 2019
Cboe Trader E-News for Friday, August 9, 2019
August 9, 2019
CFE Margin Update - August 7, 2019 | Effective - August 8, 2019
August 7, 2019
Cboe Trader E-News for Friday, August 2, 2019
August 2, 2019
AMERIBOR® Futures Lead Market Maker Program As previously announced, Cboe Futures Exchange, LLC (“CFE”) plans to implement a Lead Market Maker (“LMM”) Program for AMERIBOR futures effective on business date August 16, 2019, subject to regulatory review. CFE has submitted a rule certification regarding this Program. CFE Trading Privilege Holder (“TPH”) organizations and prospective CFE TPH organizations may now apply for appointment as an LMM under the Program. Please click the title for complete details.
July 29, 2019
AMERIBOR® Futures Lead Market Maker Program As previously announced, Cboe Futures Exchange, LLC (“CFE”) plans to implement a Lead Market Maker (“LMM”) Program for AMERIBOR futures effective on business date August 16, 2019, subject to regulatory review. CFE has submitted a rule certification regarding this Program. CFE Trading Privilege Holder (“TPH”) organizations and prospective CFE TPH organizations may now apply for appointment as an LMM under the Program. Please click the title for complete details.
July 29, 2019
New CFE Products Being Added in August 2019 The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in August 2019. Please click the title for complete details.
July 19, 2019
CFE Margin Update - July 18, 2019 | Effective - July 22, 2019
July 18, 2019
CFE Margin Update - July 15, 2019 | Effective - July 17, 2019
July 15, 2019
CFE Margin Update - July 3, 2019 | Effective - July 8, 2019
July 3, 2019
Cboe Announces Ameribor Futures Product Launch Cboe Futures Exchange, LLC (“CFE”) plans to launch trading in the following AMERIBOR (American Interbank Offered Rate) futures. Trading will commence for AMB3 and AMW futures on Thursday, August 15, 2019 at 5:00 p.m. CT for business date Friday, August 16, 2019. Please click the title for complete details.
June 27, 2019
June 2021 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike This notice contains the number of expected returns and the initial variance strike for the June 2021 S&P 500 Variance (VA) future contract that will be listed on June 24, 2019. Please click the title for complete details.
June 21, 2019
Cboe Trader E-News for Friday, June 21, 2019
June 21, 2019
CFE Margin Update - June 20, 2019 | Effective - June 24, 2019
June 20, 2019
Transport Layer Security Minimum Version Requirement Please be advised that effective Friday, August 23, 2019 after the regular market close, Cboe will begin enforcing a new requirement for U.S. equities, options and futures customers that utilize Cboe’s Customer Web Portal including the associated Secure Web API. As of the effective date, the minimum version of the Transport Layer Security (“TLS”) protocol which will be supported will be version 1.2. Please click the title for complete details.
June 20, 2019
New CFE Products Being Added in July 2019 The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in July 2019. Please click the title for complete details.
June 18, 2019
CFE Modified Trading Hours for Independence Day Holiday This notice sets forth the modified trading hours on Cboe Futures Exchange, LLC (CFE) for Cboe Volatility Index (VX) futures, and all other CFE products for the Independence Day holiday. Please click the title for complete details.
June 17, 2019
CFE Margin Update - June 17, 2019 | Effective - June 19, 2019
June 17, 2019
September 2020 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike This notice contains the number of expected returns and the initial variance strike for the September 2020 S&P 500 Variance (VA) future contract that will be listed on June 17, 2019. Please click the title for complete details.
June 14, 2019
New CFE Products Being Added in June 2019-Update The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in June 2019. The VA/SEP 20 Contract will be added on June 17, 2019. Please click the title for complete details.
June 6, 2019
CFE Margin Update - June 4, 2019 | Effective - June 5, 2019
June 4, 2019
Cboe Trader E-News for Friday, May 24, 2019
May 24, 2019
CFE Margin Update - May 23, 2019 | Effective - May 28, 2019
May 23, 2019
CFE Margin Update - May 20, 2019 | Effective - May 22, 2019
May 20, 2019
November 2019 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike This notice contains the number of expected returns and the initial variance strike for the November 2019 S&P 500 Variance (VA) future contract that will be listed on May 20, 2019. Please click the title for complete details.
May 17, 2019
CFE Margin Update - May 16, 2019 | Effective - May 20, 2019
May 16, 2019
New CFE Products Being Added in June 2019 The contracts in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in June 2019. Please click the title for complete details.
May 15, 2019
CFE Modified Trading Hours for the Memorial Day Holiday This notice sets forth the modified trading hours on Cboe Futures Exchange, LLC (CFE) for Cboe Volatility Index (VX) futures, Cboe Bitcoin (USD) (XBT) futures, and all other CFE products for the Memorial Day holiday. Please click the title for complete details.
May 13, 2019
CFE Margin Update - May 10, 2019 | Effective - May 14, 2019
May 10, 2019
Cboe Announces Test Symbol Rate Limit Effective May 31, 2019, the Cboe BZX Options, C2 Options, EDGX Options, BZX Equities, BYX Equities, EDGA Equities, EDGX Equities and Cboe Futures Exchanges will limit the number of test symbol orders that Members and Trading Privilege Holders (TPHs) can submit. Please click the title for complete details.
May 10, 2019
2019 SIFMA/FIA and Regulation SCI BCP/DR Test Plan In coordination with other market centers, as part of the annual SIFMA/FIA industry test and in support of Regulation Systems Compliance and Integrity (SCI) requirements, Cboe is currently scheduled to host its annual BCP/DR test on Saturday, October 26, 2019. Please click the title for complete details.
April 26, 2019
October 2019 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike This notice provides the number of expected returns and the initial variance strike for the October 2019 S&P 500 Variance (VA) future contract that will be listed on April 22, 2019. Please click the title for complete details.
April 18, 2019
CFE Margin Update - April 18, 2019 | Effective - April 22, 2019
April 18, 2019
New CFE Products Being Added in May 2019 The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in May 2019. Please click the title for complete details.
April 16, 2019
CFE Margin Update - April 15, 2019 | Effective - April 17, 2019
April 15, 2019
Cboe Futures Exchange Fee Schedule Update Effective May 1, 2019 Effective May 1, 2019, Cboe Futures Exchange, LLC (“CFE”) will make two changes to its Fee Schedule as further described below. Please click the title for complete details.
April 2, 2019
CFE Introduces New Weekly (Non-Standard) Cboe Volatility Index Future Customer Fee Code On April 1, 2019, CFE will introduce a new Weekly (Non-Standard) Cboe Volatility Index (VX) Futures Customer Fee Code for customer activity. No VX Futures Customer Fees or Rebates are changing as a result of the introduction of this new fee code. Please click the title for complete details.
March 28, 2019
CFE Modified Trading Hours for the Good Friday Holiday This notice sets forth the modified trading hours on Cboe Futures Exchange, LLC (CFE) for Cboe Volatility Index (VX), Cboe Bitcoin (USD) (XBT) futures, and all other CFE products for the Good Friday holiday. Please click the title for complete details.
March 26, 2019
CFE Margin Update - March 21, 2019 | Effective - March 25, 2019
March 21, 2019
New CFE Products Being Added in April 2019 The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in April 2019. Please click the title for complete details.
March 20, 2019
CFE Margin Update - March 19, 2019 | Effective - March 21, 2019
March 19, 2019
CFE Cboe Volatility Index (VX) Futures March 2019 Final Settlement Date Reminder The last trading day and final settlement date for the VX/MAR 19 monthly expiration will be on Tuesday, March 19, 2019 due to the observance of Good Friday, on April 19, 2019. Please click the title for complete details.
March 18, 2019
CFE Margin Update - March 15, 2019 | Effective - March 19, 2019
March 15, 2019
Change to Closing Time for Cboe® iBoxx® iShares® Bond Index Futures Effective April 1, 2019, Cboe Futures Exchange, LLC (CFE) will modify the closing time for Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index (“IBHY”) and Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond Index (“IBIG”) futures. Please click the title for complete details.
March 15, 2019
Cboe to Observe Moment of Silence on Friday, March 15, 2019 Cboe will join other market participants in observing a one minute moment of silence at 9:20 a.m. ET. Please click the title for complete details.
March 15, 2019
New CFE Products Being Added in March 2019-Update The contracts listed in this notice have been or will be added by Cboe Futures Exchange, LLC (“CFE”) in March 2019 and the beginning of April 2019. CFE is not adding a Cboe Bitcoin (USD) (“XBT”) futures contract for trading in March 2019. Please click the title for complete details.
March 14, 2019
CFE Margin Update - March 14, 2019 | Effective - March 18, 2019
March 14, 2019
New CFE Products Being Added in March 2019-Update The contracts listed in this updated notice will be added by Cboe Futures Exchange, LLC (“CFE”) in March 2019. Please click the title for complete details.
February 22, 2019
July and August 2019 S&P 500 Variance Futures Contracts Number of Expected Returns and Initial Variance Strikes This notice contains the number of expected returns and the initial variance strikes for the July and August 2019 S&P 500 Variance (VA) future contracts that will be listed on February 19, 2018. Please click the title for complete details.
February 15, 2019
CFE Margin Update - February 15, 2019 | Effective - February 19, 2019 - Update
February 15, 2019
New CFE Products Being Added in February 2019-Update The contracts listed below will be added by Cboe Futures Exchange, LLC (“CFE”) in February 2019. Please note the associated month/year or futures symbol, listing date, last trading day, and final settlement date for each contract. The VA/JUL 19 and the VA/AUG 19 Contracts will be added on February 19, 2019. Please click the title for complete details.
February 15, 2019
CFE Margin Update - February 14, 2019 | Effective - February 19, 2019
February 14, 2019
CFE Margin Update - February 11, 2019 | Effective - February 13, 2019
February 11, 2019
CFE Fee Schedule Clarifications Cboe Futures Exchange, LLC (CFE) is revising its Fee Schedule to make three clarifications relating to rebates associated with Cboe Volatility Index (VX) futures transactions. Please click the title for complete details.
February 8, 2019
New CFE Products Being Added in March 2019 The Contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in March 2019. Please click the title for complete details.
February 8, 2019
CFE Presidents’ Day Holiday Testing Opportunity To provide additional opportunities for holiday testing, the CFE Certification environment will be configured to observe a holiday trading session beginning Sunday, February 10, 2019. Please click the title for complete details.
February 4, 2019
CFE Modified Trading Hours for the Presidents’ Day Holiday This notice sets forth the modified trading hours on Cboe Futures Exchange, LLC (CFE) for Cboe Volatility Index (VX) futures, Cboe Bitcoin (USD) (XBT) futures, and all other CFE products for the Presidents’ Day holiday. Please click the title for complete details.
February 4, 2019
Cboe Trader E-News for Friday, January 25, 2019
January 25, 2019
CFE Margin Update - January 25, 2019 | Effective - January 28, 2019
January 25, 2019
May 2019 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike This notice provides the number of expected returns and the initial variance strike for the May 2019 S&P 500 Variance (VA) future contract that will be listed on January 22, 2019. Please click the title for complete details.
January 18, 2019
CFE Margin Update - January 18, 2019 | Effective - January 22, 2019
January 18, 2019
New CFE Products Being Added in February 2019 The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in February 2019. Please click the title for complete details.
January 18, 2019
CFE Margin Update - January 17, 2019 | Effective - January 18, 2019
January 17, 2019
CFE Margin Update - January 14, 2019 | Effective - January 16, 2019
January 14, 2019
CFE Martin Luther King, Jr. Day Holiday Testing Opportunity To provide additional opportunities for holiday testing, the CFE Certification environment will be configured to observe a holiday trading session beginning Sunday, January 13, 2019. The test is designed to mimic the modified trading hours associated with the 2019 Martin Luther King, Jr. Day holiday. Please click the title for complete details.
January 7, 2019
CFE Modified Trading Hours for the Martin Luther King, Jr. Holiday This notice sets forth the modified trading hours on Cboe Futures Exchange, LLC (CFE) for Cboe Volatility Index (VX) futures, Cboe Bitcoin (USD) (XBT) futures, and all other CFE products for the Martin Luther King, Jr. holiday. Please click the title for complete details.
January 7, 2019
CFE Margin Update - January 2, 2019 | Effective - January 4, 2019
January 2, 2019
CFE Margin Update - December 28, 2018 | Effective - December 31, 2018
December 28, 2018
CFE Margin Update - December 27, 2018 | Effective - December 28, 2018
December 27, 2018
Cboe Trader E-News for Friday, December 21, 2018
December 21, 2018
CFE Margin Update - December 21, 2018 | Effective - December 26, 2018
December 21, 2018
CFE Margin Update - December 20, 2018 | Effective - December 24, 2018
December 20, 2018
New CFE Products Being Added in January 2019 The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in January 2019. Please click the title for complete details.
December 18, 2018
March 2020 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike-Update This notice contains an update to the expected number of returns for the March 2020 S&P 500 Variance (VA) future contracts. Please click the title for complete details.
December 17, 2018
CFE Margin Update - December 17, 2018 | Effective - December 19, 2018
December 17, 2018
CFE Margin Update - December 14, 2018 | Effective - December 17, 2018
December 14, 2018
CFE Christmas Holiday Testing Opportunity To provide additional opportunities for holiday testing, the Cboe Futures Exchange, LLC (CFE) Certification environment will be configured to observe a holiday trading session beginning Monday, December 17, 2018. Please click the title for complete details.
December 10, 2018
CFE Modified Trading Hours for the New Year’s Day Holiday This notice sets forth the modified trading hours on Cboe Futures Exchange, LLC (CFE) for Cboe Volatility Index (VX) futures, Cboe Bitcoin (USD) (XBT) futures, and all other CFE products for the New Year’s Day holiday. Please click the title for complete details.
December 6, 2018
CFE Modified Trading Hours for the Christmas Holiday This notice sets forth the modified trading hours on Cboe Futures Exchange, LLC (CFE) for Cboe Volatility Index (VX) futures, Cboe Bitcoin (USD) (XBT) futures, and all other CFE products for the Christmas holiday. Please click the title for complete details.
December 6, 2018
Special Dissemination of Expected Opening Information Messages for Cboe Options Exchange on December 6, 2018 As noted in Exchange Notice IDC2018120300, Cboe Options, Inc. (“Cboe Options”) was closed on Wednesday, December 5, 2018 in observance of the national day of mourning. As a result, the settlement value for VIX options and futures that expired on December 5, 2018 is being determined on Thursday, December 6, 2018. Please click the title for complete details.
December 5, 2018
New CFE Products Being Added in December 2018-Update The contracts listed below will be added by Cboe Futures Exchange, LLC (“CFE”) in December 2018. Please note the associated month/year or futures symbol, listing date, last trading day, and final settlement date for each contract. The VA/APR 19 Contract Final Settlement Date has been changed to April 18, 2019 in connection with the Good Friday holiday. Please click the title for complete details.
November 30, 2018
Reminder-CFE Fee Schedule Updates Effective December 1, 2018 Relating to VX Customer Transactions As a reminder, Cboe Futures Exchange, LLC (“CFE”) will introduce a revised fee schedule for customer transactions in Cboe Volatility Index (“VX”) futures effective December 1, 2018. Additionally, CFE is introducing a Frequent Trader Program that provides customers with the opportunity to receive rebates based upon VX Customer Volume associated with the customer’s Frequent Trader ID (“FTID”). Please click the title for complete details.
November 30, 2018
CFE Margin Update - November 21, 2018 | Effective - November 26, 2018
November 21, 2018
New CFE Products Being Added in December 2018 The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in December 2018. Please click the title for complete details.
November 20, 2018
New CFE Products Being Added in December 2018 The Contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in December 2018. Please click the title for complete details.
November 20, 2018
CFE Margin Update - November 19, 2018 | Effective - November 21, 2018
November 19, 2018
CFE Margin Update - November 15, 2018 | Effective - November 19, 2018
November 15, 2018
Revised Block Trade/ECRP Authorized Reporter Criteria Effective November 19, 2018, pending regulatory review, Cboe Futures Exchange, LLC (CFE) will no longer require an Authorized Reporter for Block Trades and Exchange of Contract for Related Position (ECRP) transactions to be a CFE Trading Privilege Holder (TPH) or a Related Party of a TPH. Please click the title for complete details
November 15, 2018
CFE Time Frame Extension for Reporting Block Trade and ECRP Submission Errors On November 15, 2018, subject to regulatory review, Cboe Futures Exchange, LLC (CFE) will extend the time frame for reporting errors, mistakes, or inaccuracies related to reported Block Trades and Exchange of Contract for Related Position (ECRP) transactions from thirty minutes following the time of trade dissemination to 4:00 p.m. CT of the same business date. Please click the title for complete details.
November 5, 2018
CFE Thanksgiving Day Holiday Testing Opportunity To provide additional opportunities for holiday testing, the Cboe Futures Exchange, LLC (CFE) Certification environment will be configured to observe a holiday trading session beginning Wednesday, November 7, 2018. The test is designed to mimic the modified trading hours associated with the 2018 Thanksgiving Day holiday. Please click the title for complete details.
October 29, 2018
CFE Modified Trading Hours for the Thanksgiving Holiday This notice sets forth the modified trading hours on Cboe Futures Exchange, LLC (CFE) for Cboe Volatility Index (VX) futures, Cboe Bitcoin (USD) (XBT) futures, and all other CFE products for the Thanksgiving holiday. All times referenced in this notice are Chicago time. Please click the title for complete details.
October 29, 2018
Cboe to Observe Moment of Silence on Monday, October 29, 2018 Cboe will join other market participants in observing a one minute moment of silence at 9:20 a.m. ET this morning to pay respect to those impacted by the shooting in Pittsburgh. While trading will not be affected, we encourage market participants to join us in silent tribute to the fallen and those affected by this tragedy.
October 29, 2018
Cboe Clearing Firm Consolidated Trade Data Files Now Available by OCC ID Cboe is pleased to announce the release of two new Cboe Clearing Firm files oriented by Options Clearing Corporation (OCC) IDs: the Clearing Firm Consolidated End of Month Trade Detail File and the Clearing Firm Summary Report. Please click the title for complete details.
October 22, 2018
February 2019 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike This notice provides the number of expected returns and the initial variance strike for the February 2019 S&P 500 Variance (VA) futures contract that will be listed on October 22, 2018. Please click the title for complete details.
October 19, 2018
CFE Margin Update - October 18, 2018 | Effective - October 22, 2018
October 18, 2018
CFE Margin Update - October 15, 2018 | Effective - October 17, 2018
October 15, 2018
CFE Announces Frequent Trader ID Field for Order Entry and Trade Data In preparation for an upcoming planned change to Cboe Volatility Index (VX) futures customer transaction fees, Cboe Futures Exchange, LLC (CFE) will introduce a new FIX Tag (21097) and BOE field (FrequentTraderID). Please click the title for complete details
October 9, 2018
Reminder: Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond Index Futures Product Launch As previously announced, Cboe Futures Exchange, LLC (“CFE”) plans to launch trading in Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond Index (“IBIG”) futures on Monday, October 8, 2018 at 8:30 a.m. CT. Please click on the title for complete details.
October 4, 2018
CFE Margin Update - October 1, 2018 | Effective - October 8, 2018
October 1, 2018
Cboe Trader E-News for Friday, September 28, 2018
September 28, 2018
CFE Margin Update - September 20, 2018 | Effective - September 24, 2018
September 20, 2018
Expanded Pre-Open Hours for Select CFE Products On Monday October 8, 2018, subject to regulatory review, Cboe Futures Exchange, LLC (“CFE”) will adjust the start of the Pre-Open (queuing) period for all futures contracts, with the exception of Cboe Volatility Index (“VX”) and Cboe Bitcoin (USD) (“XBT”) futures. Trading hours will remain unaffected. Please click the title for complete details.
September 18, 2018
CFE Margin Update - September 17, 2018 | Effective - September 19, 2018
September 17, 2018
New CFE Products Being Added in October 2018 The contracts listed below will be added by Cboe Futures Exchange, LLC (“CFE”) in October 2018. Please note the associated month/year or futures symbol, listing date, last trading day, and final settlement date for each contract. Please click on the title for complete details.
September 17, 2018
Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond Index Futures Product Launch Cboe Futures Exchange, LLC (“CFE”) plans to launch trading in Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond Index (“IBIG”) futures on Monday, October 8, 2018 at 8:30 a.m. CT, subject to regulatory review. Please click on the title for complete details.
September 14, 2018
CFE Margin Update - September 14, 2018 | Effective - September 17, 2018
September 14, 2018
CFE ECRP and Block Trade Reporting Tool Enhancements Effective September 14, 2018, Cboe Futures Exchange, LLC (“CFE”) will no longer systematically enforce the time limits for entering and accepting Block Trades and Exchange of Contract for Related Position (“ECRP”) transactions when those trades are entered using the Customer Web Portal. Removal of the systematically enforced time limits does not amend or negate the Reporting Deadlines for Block Trades in CFE Rule 415(c)(ii) or ECRP transactions in CFE Rule 414(e)(ii). The Block Trade and ECRP reporting requirements and obligations under Rule 415 and Rule 414 will remain in place. Please click on the title for complete details.
September 11, 2018
CFE Margin Update - September 6, 2018 | Effective - September 10, 2018
September 6, 2018
Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index Futures Product Launch Update Cboe Futures Exchange, LLC (“CFE”) is pleased to announce plans to launch trading in Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index (“IBHY”) futures on Monday, September 10, 2018 at 8:30 a.m. CT, subject to regulatory review. This notice has been updated to include IBHY futures margin requirements. Please click the title for complete details.
August 28, 2018
Cboe to Observe Moment of Silence on Monday, August 27, 2018 Cboe will join other market participants in observing a one minute moment of silence at 9:20 a.m. ET this morning to pay respect to Senator John McCain. While trading will not be affected, we encourage market participants to join us in silent tribute to the Senator, naval bomber pilot, Vietnam veteran, and former presidential candidate.
August 27, 2018
Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index Futures Product Launch Cboe Futures Exchange, LLC (“CFE”) is pleased to announce plans to launch trading in Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index (“IBHY”) futures on Monday, September 10, 2018 at 8:30 a.m. CT, subject to regulatory review. Please click the title for complete details.
August 24, 2018
CFE Margin Update - August 23, 2018 | Effective - August 27, 2018
August 23, 2018
CFE Fee Schedule Updates Effective September 1, 2018 Cboe Futures Exchange, LLC (CFE) will update the current CFE Fee Schedule on September 1, 2018, subject to regulatory review. Please click the title for complete details.
August 22, 2018
CFE Margin Update - August 21, 2018 | Effective - August 22, 2018
August 21, 2018
CFE Labor Day Holiday Testing Opportunity To provide additional opportunities for holiday testing, the CFE Certification environment will be configured to observe a holiday trading session beginning Sunday, August 19, 2018. The test is designed to mimic the modified trading hours associated with the 2018 Labor Day holiday. Please click the title for complete details.
August 15, 2018
CFE Modified Trading Hours for the Labor Day Holiday This notice sets forth the modified trading hours on Cboe Futures Exchange, LLC (CFE) for Cboe Volatility Index (VX) futures, Cboe Bitcoin (USD) (XBT) futures, and all other CFE products for the Labor Day holiday. Please click the title for complete details.
August 15, 2018
New CFE Products Being Added in September 2018 and at Beginning of October 2018 This notice contains the new contracts that Cboe Futures Exchange, LLC (CFE) will be adding in September, 2018 and the beginning of October, 2018. Please click the title for complete details.
August 10, 2018
CFE Margin Update - August 7, 2018 | Effective - August 8, 2018
August 7, 2018
CFE Margin Update - July 30, 2018 | Effective - July 31, 2018
July 30, 2018
Reminder: CFE Adds New Sub-liquidity Value to Support Market Turner Program in XBT Futures Cboe Futures Exchange, LLC (CFE) is introducing a new sub-liquidity value in the CFE FIX and BOE protocols to support the previously announced CFE Fee Schedule updates. The value of “U” will indicate qualifying Market Turner orders in Cboe Bitcoin (USD) (XBT) futures and will be available for order acknowledgements and executions. These updates will be effective for the business date of August 1, 2018, subject to regulatory review. Please click the title for complete details.
July 26, 2018
Update: CFE Clearing Member End of Day SFTP Order File Service to be Replaced by Order by Order FIX Drop Logical Port and Addition of Support for Drop by OCC Clearing Number As previously announced, Cboe Futures Exchange, LLC (“CFE”) will end the Clearing Member End of Day SFTP Order File Service. The new date for the deprecation of the CFE Clearing Member End of Day SFTP Order File Service is August 17, 2018. Please click the title for complete details.
July 25, 2018
November 2018 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike This notice provides the number of expected returns and the initial variance strike for the November 2018 S&P 500 Variance (VA) futures contract that will be listed on July 23, 2018. Please click the title for complete details.
July 20, 2018
CFE Adds New Sub-liquidity Value to Support Market Turner Program in XBT Futures Cboe Futures Exchange, LLC (CFE) is introducing a new sub-liquidity value in the CFE FIX and BOE protocols to support the previously announced CFE Fee Schedule updates. The value of “U” will indicate qualifying Market Turner orders in Cboe Bitcoin (USD) (XBT) futures and will be available for order acknowledgements and executions. These updates will be effective for the business date of August 1, 2018, subject to regulatory review. Please click the title for complete details.
July 20, 2018
CFE Fee Schedule Updates Effective August 1, 2018 Effective August 1, 2018, Cboe Futures Exchange, LLC (CFE) will introduce a revised fee schedule for Cboe Volatility Index (VX) futures, Cboe Russell 2000 Volatility Index (VU) futures, Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) futures, and Cboe Bitcoin (USD) (XBT) futures, subject to regulatory review. Please click the title for complete details.
July 20, 2018
CFE Margin Update - July 20, 2018 | Effective - July 23, 2018
July 20, 2018
CFE Margin Update - July 16, 2018 | Effective - July 18, 2018
July 16, 2018
Change to CFE Pre-Open Time for TAS Contracts and Order Submission Commencement Times On August 12, 2018, Cboe Futures Exchange, LLC (CFE) will adjust the pre-open time at which Trade-at-Settlement (TAS) contracts transition from a suspended state to a queuing state at the beginning of a business day. Currently, the pre-open time at the beginning of a business day for both TAS and non-TAS contracts commences within the same randomized, three second period. Following the change, the pre-open time for each non-TAS contract in a product will commence randomly during the first three seconds following the start time of the queuing period, and the pre-open time for any TAS contract in that product will commence randomly between three to six seconds following the start time of the queuing period. Please click the title for complete details.
July 16, 2018
Change to CFE Pre-Open Time for TAS Contracts and Order Submission Commencement Times On August 12, 2018, Cboe Futures Exchange, LLC (CFE) will adjust the pre-open time at which Trade-at-Settlement (TAS) contracts transition from a suspended state to a queuing state at the beginning of a business day. Please click the title for complete details.
July 16, 2018
New CFE Products to be Added in August 2018 This notice contains the new contracts that Cboe Futures Exchange, LLC (CFE) will be adding in August, 2018. Click the title above for more details.
July 16, 2018
Price Parameter Change for TAS Transactions in VX Futures On July 29, 2018, Cboe Futures Exchange, LLC (CFE) will adjust the permissible price range for Trade at Settlement (TAS) transactions in Cboe Volatility Index (VX) futures which occur under the ticker symbol VXT. The current VXT permissible price range is from $0.10 below and $0.10 above the daily settlement price. The new VXT permissible price range will be from $0.50 below and $0.50 above the daily settlement price. Please click on the title for complete details.
July 11, 2018
CFE Margin Update - June 22, 2018 | Effective - June 25, 2018
June 22, 2018
June 2020 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike This notice provides the number of expected returns and the initial variance strike for the June 2020 S&P 500 Variance (VA) futures contract that will be listed on June 20, 2018. Please click on the title for complete details.
June 19, 2018
CFE Margin Update - June 18, 2018 | Effective - June 20, 2018
June 18, 2018
CFE Holiday Testing Opportunity To provide additional opportunities for holiday testing, the CFE Certification environment will be configured to observe a half day trading session followed by a holiday trading session beginning on Wednesday, June 27, 2018. The test is designed to mimic the modified trading hours associated with the Independence Day holiday. Please click the title for complete details.
June 18, 2018
October 2018 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike This notice provides the number of expected returns and the initial variance strike for the October 2018 S&P 500 Variance (VA) futures contract that will be listed on June 18, 2018. Please click the title for complete details.
June 15, 2018
CFE Margin Update (VA) - June 15, 2018 | Effective - June 18, 2018
June 15, 2018
CFE Modified Trading Hours for Independence Day Holiday This notice sets forth the modified trading hours on Cboe Futures Exchange, LLC (CFE) for Cboe Volatility Index (VX), Cboe Bitcoin (USD) (XBT) futures, and all other CFE products for the Independence Day holiday. All times referenced in this circular are Chicago time. Please click the title for complete details.
June 15, 2018
New CFE Products Being Added in July 2018 This notice contains the new contracts that Cboe Futures Exchange, LLC (CFE) will be adding in July, 2018. Click the title above for more details.
June 13, 2018
CFE Margin Update (VA) - June 11, 2018 | Effective - June 11, 2018
June 11, 2018
September 2019 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike This notice provides the number of expected returns and the initial variance strike for the September 2019 S&P 500 Variance (VA) futures contract that will be listed on June 11, 2018. Please click on the title for complete details.
June 8, 2018
CFE Introduces Customized Access for Order Cancel and Risk Management Web Portal Tools Cboe Futures Exchange, LLC (“CFE”) is introducing additional customized access to Web Portal tools. Effective June 17, 2018, Account Administrators of CFE Trading Privilege Holders (“TPHs”) and Clearing Firms will be able to request customized Web Portal account access to the Order Cancel and Risk Management Web Portal tools for users at their respective firms. Please click the title for complete details.
June 7, 2018
Semi-Annual Account Administrator Attestation Effective starting July 1, 2018, Cboe Global Markets will begin performing a semi-annual validation to confirm customer’s designated Account Administrators are accurate and up to date. A weekly reminder email will be sent to each Account Administrator starting four weeks prior to the attestation deadline. Only one Account Administrator is required to complete the attestation for each firm, and once completed, the reminder emails will cease. If the attestation has not been completed by the deadline, then all Account Administrator privileges will be removed for the firm, and the firm will be required to work with Cboe Membership Services to setup new Account Administrators. Please click the title for complete details.
June 4, 2018
CFE Clearing Member End of Day SFTP Order File Service to be Replaced by Order by Order FIX Drop Logical Port and Addition of Support for Drop by OCC Clearing Number The Cboe Futures Exchange, LLC (“CFE”) Clearing Member End of Day SFTP Order File Service will be deprecated on July 27, 2018. CFE Clearing Members may obtain an Order by Order FIX Drop Logical Port (“ODrop”) to receive and collate order and order execution information for EFIDs associated with the applicable Clearing Member or may authorize approved Independent Software Vendors (“ISVs”) to receive this data on their behalf. Please click the title for complete details.
June 1, 2018
Reminder: CFE to Update End of Day Summary Message on PITCH and TOP Effective June 3, 2018 The update to the End of Day Summary message for the CFE PITCH and TOP market data feeds is scheduled to be released in the CFE Production environment on June 3, 2018. Please click the title for complete details.
May 31, 2018
CFE Margin Update (TYVIX) - May 31, 2018 | Effective - June 1, 2018
May 31, 2018
CFE Margin Update – May 17, 2018 | Effective – May 21, 2018
May 17, 2018
New CFE Products Being Added in June 2018 This notice contains the new contracts that Cboe Futures Exchange, LLC (CFE) will be adding in June, 2018. Click the title above for more details.
May 14, 2018
Updates to Cboe Global Markets, Inc. Privacy Notice and Policy Updates to Cboe Global Markets, Inc. Privacy Policy. Please click the title for complete details.
May 3, 2018
Cboe Announces Availability of RSS Feed for Technical Specification Updates Cboe is pleased to announce the availability of a RSS Feed that may be used to subscribe to technical specification updates. The feed is available for all technical specifications (including order entry and market data specifications) published to the markets.cboe.com website and includes specifications for the Cboe U.S. Equities, U.S. Options, and U.S. Futures Exchanges. To subscribe to the RSS Feed navigate to the “Technical Specifications” page for any market, and click the green RSS image at the top of the page. This will take you to the RSS feed and provide a URL that can be pasted into any RSS reader. Please click the title for complete details.
May 2, 2018
Cboe Bitcoin (USD) (XBT) Tick Increment Change Effective Date Updated to May 7, 2018 As previously announced, Cboe Futures Exchange, LLC (CFE) will change the Cboe Bitcoin (USD) (XBT) futures tick increment from $10.00 to $5.00. Due to customer feedback, CFE is updating the date of the scheduled tick increment change from business day May 2, 2018, to business day Monday, May 7, 2018. Please click the title for complete details.
April 30, 2018
BZX Options, EDGX Options, C2 Options and CFE to Add Optional Mass Cancel ID, Change Length of Binary Protocol Purge Rejected Message BZX Options Exchange, EDGX Options Exchange, C2 Options Exchange and CFE are pleased to announce the addition of MassCancelId as an optional bitfield on Binary Order Entry (BOE) Purge Rejected messages effective on the dates in the Rollout Schedule below. The MassCancelId, if sent, will allow customers to tie a Purge Rejected message back to a Purge Orders request. Important: The addition of an optional bitfield will change the length of the Purge Rejected message in BOE across all four exchanges, even if the new optional bitfield is not requested on Login. Please click the title for complete details.
April 26, 2018
Letter from Ed Tilly and Chris Concannon Letter from Ed Tilly and Chris Concannon regarding the VIX Index. Please click on the title for complete details.
April 23, 2018
Letter from Ed Tilly and Chris Concannon Letter from Ed Tilly and Chris Concannon regarding the VIX Index. Please click on the title for complete details.
April 23, 2018
August 2018 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike This notice provides the number of expected returns and the initial variance strike for the August 2018 S&P 500 Variance (VA) futures contract that will be listed on April 23rd, 2018. Please click the title for complete details.
April 20, 2018
CFE Margin Update (VX, VU, VA) – April 20, 2018 | Effective – April 23, 2018
April 20, 2018
New CFE Products Being Added in May 2018 This notice contains the new contracts that Cboe Futures Exchange, LLC (CFE) will be adding in May, 2018. Click the title above for more details
April 20, 2018
Update Regarding Order Cancels During CFE System Suspension Periods Cboe Futures Exchange, LLC (CFE) is issuing this notice to advise CFE Trading Privilege Holders (TPHs) of when it will become permissible for TPHs to submit cancels during a suspended state. Please click the title for complete details.
April 19, 2018
Cboe to Observe Moment of Silence on Wednesday, April 18, 2018 Cboe will join other market participants in observing a one minute moment of silence at 9:20 a.m. ET to pay respect to Barbara Bush. While trading will not be affected, we encourage market participants to join us in silent tribute to the former first lady.
April 18, 2018
CFE Margin Update – April 16, 2018 | Effective – April 18, 2018
April 16, 2018
CFE Product System Parameters Cboe Futures Exchange, LLC (CFE) is pleased to announce that CFE Product Level System Parameters are now featured on the markets.cboe.com and cfe.cboe.com websites. The page contains various CFE product level system parameters that apply within the CFE’s trading system. This page is updated dynamically to account for changes in system parameters and new CFE product listings. Please click the title for complete details.
April 16, 2018
EDGX Options and CFE to Populate CumQty on Leg Fills Related to Complex Executions Cboe EDGX Options Exchange and Cboe Futures Exchange (“CFE”) are pleased to announce the release of new functionality that will allow for CumQty (FIX Tag 14) to be populated on leg fills related to complex executions. Currently, the CumQty field is zero-filled for all such executions. This change will also be applied to the new C2 Options platform operating on Bats technology which is launching on May 14, 2018, subject to regulatory review. Please click the title for complete details.
April 10, 2018
Cboe to Begin Automatic Removal of Unused Certification Logical Ports Effective March 15, 2018 Effective March 15, 2018, logical ports unused in the BZX Equities, BYX Equities, EDGX Equities, EDGA Equities, BZX Options, EDGX Options, and CFE Certification environments for the last four (4) months will be deleted. Furthermore, following the effective date the Exchanges will periodically perform a similar sweep for inactive Certification ports and remove any unused sessions automatically without notice. Cboe Options and C2 Options Certification logical ports will not be automatically deleted until those systems are fully migrated to Bats technology. Please click the title for complete details.
March 8, 2018
CFE to Increase Maximum Number of Order Modifications Effective March 18, 2018 Cboe Futures Exchange, LLC (CFE) will increase the maximum number of order modifications that are allowed on an order for a given trading day effective on Sunday, March 18, 2018. The limit will increase from the current value of 1,295 to a value of 1,679,615 per order per day. Please click the title for complete details.
March 5, 2018
CFE’s Successful Migration: Thank You A year after our acquisition of Bats, we are thrilled to announce the successful migration of Cboe Futures Exchange (CFE) to proprietary Bats technology, a significant milestone in our multi-exchange, multi-year technology integration. Please click the title to read the full note.
February 27, 2018
CFE Block Trade/ECRP Reporting Tool Effective February 25, 2018, Cboe Futures Exchange, LLC is scheduled to complete its transition onto Bats technology. Along with this migration will be a new method for submitting Block Trades and Exchange of Contract for Related Position (ECRP) transactions for reporting and clearing purposes. The Exchange will offer a detailed presentation of the Block/ECRP Reporting Tool on Wednesday, February 21, 2018. Please click the title for complete details.
February 16, 2018
CFE Modified Trading Hours for Presidents’ Day Holiday This notice sets forth the modified trading hours on Cboe Futures Exchange, LLC (CFE) for Cboe Volatility Index (VX) and Cboe bitcoin (USD) (XBT) futures and all other CFE products for the Presidents’ Day holiday. All times referenced in this circular are Chicago time.
February 13, 2018
Reminder: New CFE Trading Platform Disaster Recovery Data Center Fail-over Test on Tuesday, February 13, 2018 As previously announced, the CFE will be conducting a Disaster Recovery Data Center fail-over test on the new Bats Technology CFE trading platform on Tuesday, February 13, 2018. The new CFE production platform has been active during CFE trading hours with TEST SYMBOLS ONLY since November 6, 2017. The fail-over test will begin at approximately 9AM CT on February 13th and the new trading platform will remain active from the Disaster Recovery Data Center until the next trading date. Please click the title for complete details.
February 12, 2018
CFE Weekend Test Reminder: Saturday, February 10, 2018 As a reminder, on Saturday, February 10, 2018 Cboe Futures Exchange, LLC (“CFE”) will be performing the fourth of five weekend tests on the new Bats technology trading platform. Please click the title for complete details.
February 2, 2018
New CFE Products Being Added in February 2018 This notice contains the new contracts that Cboe Futures Exchange, LLC (CFE) will be adding in February 2018. Please click the title for complete details.
January 26, 2018
May 2018 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike This notice contains the number of expected returns and the initial variance strike for the May 2018 S&P 500 Variance (VA) futures contract that will be listed on January 22, 2018. Please click the title for complete details.
January 19, 2018
CFE Weekend Test Reminder: Saturday, January 20, 2018 As a reminder, on Saturday, January 20, 2018 Cboe Futures Exchange, LLC (“CFE”) will be performing the third of five weekend tests on the new Bats technology trading platform.
January 17, 2018
Cboe Integration Update Cboe is pleased to announce it will conduct its next customer integration call at 11:30 a.m. CT on January 9, 2018 to update customers regarding the migration of both CFE and C2 trading platforms to Bats technology as well as the CSMI Index data feed migration to NY5. During the call, we will update details regarding our data center strategy, the integration timeline, key transition dates, and additional information. Click the title for complete details.
December 20, 2017
Cboe Holiday Reminder – Christmas and New Year’s Day The below table sets forth the modified trading schedules for the Cboe Options Exchanges (Cboe, C2, BZX and EDGX Options), Cboe Futures Exchange (CFE), and the Cboe U.S. Equity Exchanges (BYX, BZX, EDGA and EDGX Equities) in observance of the Christmas and New Year’s Day holidays. Please click the title for complete details.
December 18, 2017
Cboe Introduces Customer Web Portal User Management Effective immediately, Cboe is introducing a Customer Web Portal User Management privilege which will allow Account Admins to manage Web Portal account permissions for their firm. Account Admins can now create, edit, or disable Web Portal accounts from within the portal itself, as well as create and manage user roles specific to their firm. Please click the title for complete details.
November 27, 2017