Amendment of some expiries in Rates Volatility Indices (16/09/2022)

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