Changes to VIX Spreads

CQG will modify CFE Calendar spreads (including, but not limited to VXW1) to futures industry standard format on the Close of Business February 26th, 2016. Rather than displaying CFE native debit and credit prices, the debit side will be modified by multiplying the price by (-1). This will create a standard bid and offer top of book and book depth.

Orders routed to the exchange will not be adversly impacted and positions will continue to be displayed in leg format. If you have any questions please contact your clearing firm or customer support.

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