VXT – VIX Futures Trade-at-Settlement
CFE Rule 1202(g). Trade at Settlement ("TAS") transactions are permitted in VIX futures and may be transacted on CFE's trading system, as Block Trades (including as spread transactions but not as a strip) and as ECRP transactions. The trading hours for all types of TAS transactions in VIX futures are from 7:00 a.m. Chicago time to 3:12 p.m. Chicago time. The permissible price range for all types of TAS transactions in VIX futures is from $100 (0.10 index points x $1,000) below the daily settlement price to $100 above the daily settlement price. The permissible minimum increment for all TAS transactions in VIX futures that are transacted on the CBOE System is 0.01 index points. Any TAS transaction must satisfy the requirements of CFE Rule 404A.
All TAS orders are required to be Day Orders. TAS Market Orders and TAS Stop Orders are not permitted. TAS Stop Limit Orders are permitted. VXT is the ticker symbol for VX TAS transactions.