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S&P 500 12-month Variance Futures Historical Market Data

The following comma delimited (.CSV) files contain CBOE Futures Exchange (CFE) market data. These files are typically updated daily on the evening of the same trading day, or the following business morning.

CBOE Futures Exchange Daily Volume and Open Interest:

CFE Daily Market Summary
CFE Daily Volume and Open Interest Summary
CFE Daily Volume and Open Interest by Product

CBOE S&P 500 12-Month Variance Futures (VA) Price and Volume Detail:

2009
        Z (Dec 09)
        U (Sep 09)
        M (Jun 09)
        H (Mar 09)

2008
        Z (Dec 08)
        U (Sep 08)
        M (Jun 08)
        H (Mar 08)

2007
        Z (Dec 07)
        U (Sep 07)
        M (Jun 07)
        H (Mar 07)

2006
        Z (Dec 06)
        U (Sep 06)
        M (Jun 06)



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