Looking at VX Futures (front month) on 12/16/2014, which should be the last day for trading VXZ4 (the front month), TOS references VXF5 instead. This is one day earlier than I expect, for the transition (Tuesday instead of Wednesday). (similar issue with many earlier months as well) I need to understand the algorithm. Note: from this historic date to present, the algorithm matches that of the CBOE reference below: ------------------------Begin snip Final Settlement Date: The Final Settlement Date for a contract with the "VX" ticker symbol is on the Wednesday that is 30 days prior to the third Friday of the calendar month immediately following the month in which the contract expires. The Final Settlement Date for a futures contract with the "VX" ticker symbol followed by a number denoting the specific week of a calendar year is on the Wednesday of the week specifically denoted in the ticker symbol. If that Wednesday or the Friday that is 30 days following that Wednesday is a CBOE holiday, the Final Settlement Date for the contract shall be on the business day immediately preceding that Wednesday. End snip----------------------- Any insight would be appreciated. Note: No holidays (per my observations) occurred to justify this change. I'm pasting a Chart highlighting the area of interest for clarification. (note that the open interest increase is on Tuesday instead of Wednesday).