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Variance Futures (VA) - S&P 500 12-month Variance Futures

BLOOMBERG

  MARCH JUNE SEPTEMBER DECEMBER
Implied
Component		 IIK
<Index>
<Go>		 IIU
<Index>
<Go>		 ITJ
<Index>
<Go>		 IZW
<Index>
<Go>
Realized
Component		 RIK
<Index>
<Go>		 RIU
<Index>
<Go>		 RTJ
<Index>
<Go>		 RZW
<Index>
<Go>
Futures
Price		 VAA <Index> CT <Go>    
Settlement
Symbol		 VRS    


ILX

  MARCH JUNE SEPTEMBER DECEMBER
Implied
Component		 PE/H7 PG/M6 PJ/U6 PO/Z6
Realized
Component		 OZ/H7 PF/M6 PH/U6 PK/Z6
Futures
Price		 VA/H7 VA/M6 VA/U6 VA/Z6
Settlement
Symbol		 N/A N/A N/A N/A

All examples above use the futures code H (March). To access other contract months, refer to the list below for the appropriate monthly codes.

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


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