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Futures Symbology


VAO - S&P 500 Variance Futures Stub

     VAO/M5: JUNE 2015
     VAO/N5: JULY 2015
     VAO/Q5: AUGUST 2015
     VAO/U5: SEPTEMBER 2015
     VAO/Z5: DECEMBER 2015
     VAO/H6: MARCH 2016
     VAO/M6: JUNE 2016
     VAO/Z6: DECEMBER 2016
     VAO/Z7: DECEMBER 2017



VXTY - CBOE/CBOT 10-Year Treasury Note Volatility Index

     VXTY/K5: MAY 2015
     VXTY/M5: JUNE 2015
     VXTY/N5: JULY 2015
     VXTY/Q5: AUGUST 2015



VSW - CBOE Short Term Volatility Index Futures

     1VSW/M5: JUNE 2015
     2VSW/M5: JUNE 2015
     3VSW/M5: JUNE 2015



VX - CBOE S&P 500 Volatility Index (VIX) Futures

     VIX/M5: JUNE 2015
     VIX/N5: JULY 2015
     VIX/Q5: AUGUST 2015
     VIX/U5: SEPTEMBER 2015
     VIX/V5: OCTOBER 2015
     VIX/X5: NOVEMBER 2015
     VIX/Z5: DECEMBER 2015
     VIX/F6: JANUARY 2016
     VIX/G6: FEBRUARY 2016



VU - CBOE Russell 2000 Volatility Index (RVX) Futures

     VUX/M5: JUNE 2015
     VUX/N5: JULY 2015
     VUX/Q5: AUGUST 2015
     VUX/U5: SEPTEMBER 2015



VN - CBOE Nasdaq-100 Volatility Index (VXN) Futures

     VXN/M5: JUNE 2015



VA - S&P 500 Variance Futures

     VAZ/M5: JUNE 2015
     VAZ/N5: JULY 2015
     VAZ/Q5: AUGUST 2015
     VAZ/U5: SEPTEMBER 2015
     VAZ/Z5: DECEMBER 2015
     VAZ/H6: MARCH 2016
     VAZ/M6: JUNE 2016
     VAZ/Z6: DECEMBER 2016
     VAZ/Z7: DECEMBER 2017



VXEM - CBOE Emerging Markets ETF Volatility Index (VXEEM) Security Futures

     VXEM/M5: JUNE 2015