In order to avoid exposure to a potentially substantial difference between the final settlement value for CBOE DJIA Volatility Index futures and the VXD index, investors holding speculative, or un-hedged, CBOE DJIA Volatility Index futures may wish to either close out their positions or roll to another contract month prior to settlement. Market participants may roll positions out of the front month at any time. In order to promote awareness by market participants of the potential roll market, certain CFE Trading Privilege Holders have agreed to quote the net price to buy (or sell) the CBOE DJIA Volatility Index futures for the current contract month and simultaneously to sell (or buy) the futures for the next contract month. CFE publishes these quotes once per day on the four business days preceding the CBOE DJIA Volatility Index settlement day. Customers are encouraged to monitor these markets through the various market data vendors.

Roll market information is currently unavailable. For questions, please call 1.877.226.3773.