The launch of actively quoted complex orders on Cboe Global Markets

They love it and hopefully, it will evolve to SPX/VIX cross-market spread dissemination. Also, pit quoted on a more limited basis, but still pretty fat.
 
I hope Interactive Brokers makes the box spread quotes visible to their customers.

I'm not sure though if I understand why market makers were previously not allowed to quote box spreads and the other complex order types, and whether the new quotes will be just indicative or actually represent the best achievable fill.
 
Slow Learning Elf said:
Do you mean the basis packages? I think their new variance swap futures would be a better way of trading these packages anyway (so it would be m2 * T - m1 * t0 - vix[m1, m2])
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In fact, that came up yesterday during their variance futures webinar. Var/VIX will be cross-margined and (probably) quoted as EFRP.
 
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