CBOE Variance Futures

and whats the size?

 

The ask/bid has been around 10-25 (10k-25k vega notional). I'm bidding 8k... small size, more than anything else just want to see what the fills/trades look like.

 

ok - i was just curious, not tryin to be all up in ur business. idb is currently 14.75/15.5 if that helps.

 

thanks, i'm not interested in trading it until liquidity is there...but i was curious.

 

also, 14.75 just traded 50k vega notional in idb - for color.

 

Very helpful, thanks. Are these contracts fungible? A little surprised the mid-point on CFE is a good 0.50 lower than what you're seeing.

 

Just filled 8 of the VA0213 @ 14.75. According to the CFE calculator.. that should be equivalent to 748 variance units (futures contracts) @ 846.0412. I'll update that number once I see the fills on my equity run.

 

good luck man..look forward to seeing some liquidity in more cfe products..crossing fingers!!

 

cool - i see the print on my bbg. hah

Time Size Price
14:06:24 8 «14.75

 

Okay, my FCM confirmed that as far as they're concerned... my trade looks like this:

B 748 FEB VA @ 846.0412