Cboe Global Markets

Tradedesk Updates

Cboe Global Indices (CGI) is implementing modifications to the calculation used to generate Cboe Volatility Index (VIX Index) spot values as of business day, Monday September 27, 2021. Please click the title for complete details.

Cboe has recently been made aware of a website – "www.cboex[.]vip" – through which an entity using the name “CboeX” has been marketing its platform and services to consumers. Please be warned that any entity or person associated with this website is NOT connected or affiliated in any way with Cboe or its subsidiaries. Please click the title for complete details.

In preparation for the upcoming launch of Cboe AMERIBOR Term-30 ("AMT1") futures, Cboe Futures Exchange, LLC (“CFE”) has made available symbol reference files for simple and spread AMT1 instruments. Please click the title for complete details.

Cboe Futures Exchange, LLC (“CFE”) plans to implement an amended Lead Market Maker (“LMM”) Program for AMERIBOR futures effective September 14, 2021, subject to regulatory review. Please click the title for complete details.

CFE Sunset of BOE Version 2
August 31, 2021

Effective Sunday, February 6, 2022, Cboe Futures Exchange, LLC (“CFE”) will decommission the use of Version 2 of the Binary Order Entry (“BOE”) protocol (“BOEv2”) on CFE. Please click the title for complete details.

Cboe Futures Exchange, LLC (“CFE”) plans to launch trading in Cboe-AMERIBOR Term-30 Futures on Sunday, September 12, 2021 at 5:00 p.m. CT for business date Monday, September 13, 2021, subject to regulatory review. Please click the title for complete details.

Effective October 17, 2021 for business date October 18, 2021, Cboe Futures Exchange, LLC ("CFE") will start sending a new message type Open Interest over the CFE Multicast PITCH and TOP market data feeds at approximately 10:00 p.m. CT upon receipt of CFE open interest information from the OCC. Please click the title for complete details.

Effective August 20, 2021 Cboe-affiliated resources (e.g., web pages, RSS feeds, CSV/XML files) on the markets.cboe.com sub-domain will be redirected to resources on the www.cboe.com domain. Please click the title for complete details.

Effective October 17, 2021 for business date October 18, 2021, Cboe Futures Exchange, LLC ("CFE") will enable the dissemination of periodic Indicative Daily Settlement Prices (“DSPs”) on the CFE Multicast PITCH and Multicast TOP market data feeds for symbols with DSPs that are calculated using the Volume Weighted Average Price (“VWAP”) methodology. Please click the title for complete details.

Cboe Global Indices (CGI) is conducting a consultation with members of the financial community regarding a proposed modification to the VIX Index Filtering Algorithm, as described on page 10 of the Cboe VIX White Paper. Please click the title for complete details.

Cboe Global Markets issued a press release on July 30, 2021, which may be accessed here. Consistent with that press release, this notice is being issued to advise that an Addendum to the VIX White Paper was published to Cboe’s website on Monday, August 2, 2021. Please click the title for complete details.

Cboe is pleased to announce enhancements to the monthly Trade Detail files and daily Trade Data reports providing microsecond-level granularity for timestamps. This change will be effective for Cboe Futures Exchange, LLC ("CFE") on August 1, 2021, and all Cboe-affiliated options exchanges, BZX Options, Cboe Options, C2 Options and EDGX Options, on August 2, 2021. Please click the title for complete details.

Effective July 18, 2021, Cboe Futures Exchange, LLC (“CFE”) will add new functionality to the Block/ECRP Reporting tool which will allow a user to enter a multi-leg trade, up to 4 legs, with a single trade entry ticket. The Block/ECRP Reporting tool is accessed via the US Customer Web Portal. Please click the title for complete details.

Effective July 11, 2021, Cboe Futures Exchange, LLC (“CFE”) will begin providing “Kill Switch” functionality via the Secure Web API. Two new parameters, “blockNewOrders” and “cancelOpenOrders” will be accessible under the Port Controls service. Please click the title for complete details.

As previously communicated, CFE will introduce price changes effective on July 1, 2021 for BOEv2 and BOEv3 match capacity allocations. CFE informed CFE Trading Privilege Holders (“TPHs”) that a new “CFE Derived Ports” report would be made available to TPHs in June. CFE is pleased to report that the CFE Derived Ports report is available now.

As previously communicated, Cboe Futures Exchange, LLC ("CFE") plans to introduce a new version, version 3, of its Binary Order Entry (“BOE”) protocol effective June 6, 2021. The BOEv3 protocol will offer fixed length messages, a single gateway per matching unit, and enhanced determinism. Please click the title for complete details.

Effective June 13, 2021, Cboe Futures Exchange, LLC (“CFE”) will begin providing “Kill Switch” functionality via the Secure Web API. Two new parameters, “blockNewOrders” and “cancelOpenOrders” will be accessible under the Port Controls service. Please click the title for complete details.

Cboe Global Markets is committed to meeting the needs of our diverse participants and our Chicago trading floor will remain open. Cboe plans to continue to support open outcry trading as long as our customers find value in the trading floor’s deep liquidity and execution quality. Please click the title for complete details.

Cboe Futures Exchange, LLC ("CFE") plans to introduce a new BOE Version 3 (“BOEv3”) order entry protocol effective June 6, 2021. This notice announces updates to the rollout schedule for enabling FIX/BOEv2 traffic to pass through BOEv3 gateways in production, new match capacity and logical port fees effective July 1, 2021, and the test script for the May 8th weekend test. Please click the title for complete details.

Cboe Futures Exchange, LLC ("CFE") has delayed the rollout scheduled for Sunday where FIX/BOEv2 traffic was to pass through BOEv3 gateways in production. CFE will send a separate notice when a new date has been determined. Please click the title for complete details.

Cboe Futures Exchange, LLC ("CFE") is pleased to announce the release of a new version of its Binary Order Entry (“BOE”) protocol effective June 6, 2021. The date for one weekend testing opportunity in preparation for this release has been updated. Please click the title for complete details.

Effective March 22, 2021, Cboe Futures Exchange, LLC (“CFE”) will begin publishing Indicative Daily Settlement Prices (“DSPs”) for all futures product expirations. Please click the title for complete details.

To provide additional opportunities for testing holiday schedule system behavior, the CFE certification trading environment will be configured to observe a holiday trading session beginning Thursday, February 25, 2021. Please click the title for complete details Please click the title for complete details.

Cboe Futures Exchange, LLC ("CFE") is pleased to announce the release of a new version, version 3, of its Binary Order Entry (“BOE”) protocol effective June 6, 2021, subject to regulatory review. Please click the title for complete details.

Effective March 22, 2021, Cboe Futures Exchange, LLC (“CFE”) will begin publishing Indicative Daily Settlement Prices (“DSPs”) for all futures product expirations. The Indicative DSPs will be published at the time of their calculation by CFE’s trading system and are intended to give an early indication of potential DSP values prior to review and approval of the DSPs by the CFE Trade Desk. Please click the title for complete details.

Effective March 22, 2021, Cboe Futures Exchange, LLC (“CFE”) will begin publishing Indicative Daily Settlement Prices (“DSPs”) for all futures product expirations. Please click the title for complete details.

Effective January 25, 2021, Cboe Futures Exchange, LLC (“CFE”) plans to begin using a volume weighted average price (VWAP) calculation to determine the daily settlement prices (“DSPs”) for standard-sized Cboe Volatility Index (“VX”) futures, subject to regulatory review. Please click the title for complete details.

Effective January 25, 2021, Cboe Futures Exchange, LLC (“CFE”) plans to begin using a volume weighted average price (VWAP) calculation to determine the daily settlement prices (“DSPs”) for standard-sized Cboe Volatility Index (“VX”) futures, subject to regulatory review. Please click the title for complete details.

Cboe is pleased to share that today Cboe Global Markets announced it has completed its acquisition of BIDS Trading, the largest independent block trading venue by volume in the U.S. This acquisition ushers in a new era for Cboe, providing a significant foothold in the off-exchange segment of the U.S. equities markets. Please click the title for complete details.