CBOE Variance Futures

Well this is my annual post about the VA product.

Sadly zero volume for a long time now, and only 33K of Vega for Open Interest.

I talked to two different FCM's and they plainly refused to provision any access to SP500 Variance Futures (for a new customer at least).

I think we can say this is as dead as it gets.
 
Well this is my annual post about the VA product.

Sadly zero volume for a long time now, and only 33K of Vega for Open Interest.

I talked to two different FCM's and they plainly refused to provision any access to SP500 Variance Futures (for a new customer at least).

I think we can say this is as dead as it gets.

Man, almost two years and the VA product is still without volume. So sad, I badly wanted to build a whole trading empire around it :)
 
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