Variance Futures (VT) - S&P 500 3-month Variance Futures
| |
Bloomberg |
FutureSource |
Hyperfeed |
ILX |
Reuters Bridge |
Reuters IDN |
Reuters PLUS |
Implied Component |
IUG <Index> <Go> |
N/A |
N/A |
IUG |
US:IUG |
.IUG |
N/A |
Realized Component |
RUG <Index> <Go> |
N/A |
N/A |
RUG |
US:RUG |
.RUG |
N/A |
Futures Price |
VTA <Index> CT <Go> |
VT |
N/A |
VT/H5 |
US@VT05H |
VTH5:VE |
VTH5.VE |
Settlement Symbol |
SSF |
N/A |
N/A |
SSF |
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