Cboe S&P 500 Variance (VA) Futures Vendor Symbols
CFE Product Name | CFE Reporting Class | First Month Sample |
---|---|---|
Cboe S&P 500 Variance (“VA”) Futures | VA | VA/V4 (for Oct'24) |
Vendor | Vendor Futures Symbol | Vendor Front Month Future |
---|---|---|
Activ Financial | VA/24V.CF | VA/*.CF |
Bloomberg | VA Comdty CT / VZAA Index CT | VA Comdty VZAV4 Index |
CQG | VA | VA?1 |
CTS Futures / Plus500 | VA | VA |
DTN IQ | @VAV24 | @VA# |
DTN ProphetX | @VAV24 | @VA@1 |
Exegy FrontTrade (Mkt Data & Exec) | VA241018 | N/A |
Exegy Metro / Vela / Options City | VA241018 | N/A |
Factset | VACV24 | VAC.1-USA |
Interactive Data / ICE | F2:VA\V24 | F2:VA\1C |
LiveVol | VAV24 | N/A |
Morningstar | VAV24 | VA0Y |
PICO | VAV4 | N/A |
Refinitiv / Thomson Reuters - Eikon & REDI | VAV24 | VAc1 |
Refinitiv / Thomson Reuters - TDN(T1 & TDF) | VA/V24-CV | N/A |
Silexx | VA/V24 | N/A |
TradeStation | VAV24 | VAV24 |
Trading Technologies | VA Oct24 | VA |
Futures Monthly Codes:
F January
G February
H March
J April
K May
M June
N July
Q August
U September
V October
X November
Z December