Miscellaneous

CFE.pmg

Released: Aug 06, 2020 File Size: 6307
Package Contents:
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Important Notes

August 6

CFE will launch trading in Mini Cboe Volatility Index ("VXM") futures on Sunday August 9, 2020 for business date Monday, August 10, 2020. VXM futures are cash-settled futures on the Cboe Volatility Index ("VIX Index") having one-tenth of the contract size of Cboe Volatility Index (VX) futures and a $100 contract multiplier. Trade at Settlement (“TAS”) transactions will be permitted in VXM futures under the ticker symbol VXMT.


X_TRADER Platform Impact


To trade these products, apply an updated pMerge file to all CFE Gateways:

  1. Copy the CFE.pmg file to <drive letter>:\tt\config.

  2. Stop GuardServer.

  3. Navigate to <drive letter>:\tt\bin.

  4. Double-click pMerge.exe. The Enter Exchange Name window appears.

  5. Specify the exchange name and flavor and click OK. The Open Guardian product table merge file window appears.

  6. Navigate to <drive letter>:\tt\config and select the CFE.pmg file. pMerge will update the existing Guardian Product Table with the correct values. After pMerge completes its tasks, the pMerge status bar displays Finished.

  7. Close the pMerge status bar.

  8. Start GuardServer.


Repeat the above listed steps for each CFE Gateway.


After pMerge runs, verify that the Guardian Product Table contains the following values:


Contract - Mini Cboe Volatility Index ("VXM") futures

Product Code - VXM

Point Value - 100

Contract - Mini Cboe Volatility Index ("VXM") TAS futures

Product Code - VXMT

Point Value - 100