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.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.