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VX-CBOE Volatility Index (VIX) Futures VU-CBOE Russell 2000 Volatility Index TAS for VIX Futures Video
reported to CFE by 3:12 p.m. in order to be a TAS trade for that calendar day and to be cleared on that calendar day. TAS Block or TAS ECRP transactions that are reported to CFE before
including spreads but not strips) and ECRP transactions are allowed• TAS trades must be entered as day orders and TAS market orders are not permittedwww.cboe.com/CFEFutures trading
Yes Rule 2002(k) 0.01 index points 1 TAS ECRP transactions and TAS Block Trades may be executed in the VIX future. TAS transactions in VIX futures are executed under the
points. The permissible minimum increment for TAS Block Trades (including as spread transactions but not as a strip) and TAS ECRP transactions in VIX futures is 0.005 index
CFE Rule 620 has occurred with respect to TAS orders placed before or during the pre-opening period and • A practice of submitting a large number of TAS orders during the pre-opening period that are
the same execution priorities are applicable to TAS orders and quotes as are applicable to non-TAS orders and quotes. All TAS orders are required to be Day Orders. TAS market
the Pre-Opening Notice. CFE Rule 404A governs TAS transactions and provides that, in relevant part, if TAS transactions are permitted in a CFE contract, the rules
set forth in CFE Submission Number CFE-2011-23. TAS transactions will not be permitted in any other Futures (VX) and CBOE Volatility Index Futures TAS Transactions (VXT) VIX JUL 12 JUL 17 12 JUL 18 12
trading hours for all Trade at Settlement (TAS) transactions in CBOE Volatility Index futures (VXT treated as November 25, 2011 transactions. Any Non-TAS Block Trades and ECRP Transactions agreed to
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