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cboe_futures [2017/12/18 16:17] mayacboe_futures [2023/02/27 11:50] (current) hammed
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 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. 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.
  
-[[ http://www.cmegroup.com/ | Homepage]]+  * [[ https://www.cboe.com/us/futures/ | Homepage]] 
 +  * [[ https://www.cboe.com/about/hours/us-futures/ | Holiday Calendar & Trading Hours ]]
  
-Currency: US Dollar (USD)\\ +Currency: US Dollar (USD)
-Trading Hours: 18:00 - 16:15 ET (22 hours 15 minutes) Sunday to Friday +
- +
-[[ http://cfe.cboe.com/about-cfe/holiday-calendar | Holiday Calendar & Trading Hours ]]+
  
 ===== Trading Summary ===== ===== Trading Summary =====
Line 18: Line 16:
 CCC\MYY CCC\MYY
  
-Where+Where:
  
-CCC   = 1–3 digit contract code+  * CCC = 1–3 digit contract code 
 +  * M = One-digit contract month 
 +  * YY = Two-digit contract year
  
-M        = One-digit contract month +For example, **XBT\F19** is a BitCoin futures contract, with a January 2019 expiry.
- +
-YY      = Two-digit contract year +
- +
- +
-For example, **XBT\F18**      BitCoin futures contract, January 2018 expiry+
  
 **Minimum BP per contract:** **Minimum BP per contract:**
  
-BitCoin Futures: contract size/BP = as per contract price +You can use the following formulas to calculate the contract value for each futures series. This value represents the amount of Buying Power (BP) you would need to trade a single contract.
-CME Bitcoin Futures: contract size/BP = price * 5+
  
-Cboe Volatility Index (VIX) Futures: contract size/BP = price * 1000+BitCoin Futures: contract value contract price
  
 +Cboe Volatility Index (VIX) Futures: contract value = price * 1000
 ==== Order Types ==== ==== Order Types ====
  
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 ==== Basic Market Rules ==== ==== Basic Market Rules ====
 +
   * Lot Size: 1 contract.   * Lot Size: 1 contract.
   * Tick Size: varies, see the [[ http://www.cboe.com/products/|Cboe Product Slate ]] for more information.   * Tick Size: varies, see the [[ http://www.cboe.com/products/|Cboe Product Slate ]] for more information.
   * Short Sale Rules: short selling is allowed, and no mark or locates are required for shorting.   * Short Sale Rules: short selling is allowed, and no mark or locates are required for shorting.
 +  * For more information on short sale circuit breakers, you can see the corresponding [[https://markets.cboe.com/us/equities/notices/short_sale/|Notices]] page.
  
-For more information, see the [[ http://cfe.cboe.com/framed/pdfframed?content=/publish/cferulebook/cfe-rule-book.pdf&section=SEC_ABOUT_CFE&title=CFE+Rulebook | CFE Rulebook ]] page.+For more information, see the [[ https://cdn.cboe.com/resources/regulation/rule_book/cfe-rule-book.pdf | CFE Rulebook ]] page.
  
 ===== See Also ===== ===== See Also =====
 +
   * [[market_guides|Market Guides]]   * [[market_guides|Market Guides]]
  
cboe_futures.1513631873.txt.gz · Last modified: 2017/12/18 16:17 by maya