SER-5452 - CME Group

CME Group to Launch 1-Month and 3-Month FX VolContractsTM during First Quarter 2011
- - To
  - Members, Member Firms and Market Users
- - From
  - Market Regulation Department
- - #
  - SER-5452
- - Notice Date
  - 01 November 2010
- - Effective Date
  - 01 November 2010
- CME Group plans to list 1-Month and 3-Month FX VolContractsTM during First Quarter 2011. CME FX VolContracts represent a series of futures contracts that are financially or cash-settled to either a 1- or 3-month historical or “realized” volatility calculated by reference to daily price movements in major CME currency futures. These contracts are offered under a license agreement to utilize a granted U.S. patent held by Robert P. Krause, Volatility Partners, LLC, and The Volatility Exchange Corporation.
  
  For the full Special Executive Report, please click here (PDF).

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