Amendment of some expiries in Rates Volatility Indices

16

JUN
2022

In light of Juneteenth holidays, 20 June 2022 and 19 June 2023 are no longer Calculation Dates for the indices below. As a result, expiries of options occurring on those dates have been moved to the next Scheduled Calculation Date.

 

  • IND1LFRV

  • SGIXVR2U

  • SGIXVR3U