• 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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