| Gold Volatility Index (VIX) Futures | |||||
|---|---|---|---|---|---|
| Product Symbol | GVF | ||||
| Venue | CME ClearPort, CME Globex | ||||
| Hours (All Times are New York Time/ET) |
CME Globex: | Sunday – Friday 6:00 p.m. – 5:15 p.m. (5:00 p.m. – 4:15 p.m. Chicago Time/CT) with a 45-minute break each day beginning at 5:15 p.m. (4:15 p.m. CT) | |||
| CME ClearPort: | Sunday – Friday 6:00 p.m. – 5:15 p.m. (5:00 p.m. – 4:15 p.m. Chicago Time/CT) with a 45-minute break each day beginning at 5:15 p.m. (4:15 p.m. CT) | ||||
| Multiplier | $500 | ||||
| Price Quotation | Index points | ||||
| Minimum Fluctuation | 0.01 index point | ||||
| Floating Price | The Floating Price shall be the volatility index as calculated by the Chicago Board Options Exchange using VIX Methodology from bids, offers on COMEX Gold Option on the Globex trading platform. | ||||
| Termination of Trading | Trading will terminate at 9:30 a.m. (8:30 a.m. Chicago Time/CT) 30 calendar days prior to the expiration of the underlying COMEX Gold Option. If such day is not an Exchange business day, trading shall cease on the business day immediately prior. | ||||
| Listed Contracts | Next 6 cycle months (Feb, Apr, Jun, Aug, Oct and Dec) | ||||
| Settlement Type | Financial | ||||
| Position Limits | NYMEX Position Limits | ||||
| Rulebook Chapter | 984 | ||||
| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of COMEX. | ||||