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VAO -  S&P 500 Variance Futures Stub

Symbol Expiration Last Change High Low Settlement Volume Int
VAO/K6 05/20/2016 14.175 0.0 0.0 0.0 15.83 0 0
VAO/M6 06/17/2016 15.875 0.0 0.0 0.0 17.33 0 0
VAO/N6 07/15/2016 17.225 0.0 0.0 0.0 18.52 0 0
VAO/Q6 08/19/2016 18.225 0.0 0.0 0.0 19.40 0 0
VAO/U6 09/16/2016 18.675 0.0 0.0 0.0 19.85 0 0
VAO/Z6 12/16/2016 19.825 0.0 0.0 0.0 20.77 0 0
VAO/F7 01/20/2017 20.175 0.0 0.0 0.0 20.98 0 0
VAO/H7 03/17/2017 20.775 0.0 0.0 0.0 21.52 0 0
VAO/M7 06/16/2017 21.325 0.0 0.0 0.0 21.88 0 0
VAO/Z7 12/15/2017 22.125 0.0 0.0 0.0 22.73 0 0
VAO/Z8 12/21/2018 22.975 0.0 0.0 0.0 23.38 0 0

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

Symbol Expiration Last Change High Low Settlement Volume Int
VXTY/K6 05/25/2016 5.25 0.0 0.0 0.0 5.40 0 0

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

Symbol Expiration Last Change High Low Settlement Volume Int
18VX/K6 05/04/2016 15.95 +0.475 16.95 15.85 16.00 35 162
19VX/K6 05/11/2016 17.10 +1.35 17.10 16.80 16.30 10 222
VIX/K6 05/18/2016 16.865 +0.39 18.04 16.32 16.88 175352 227239
21VX/K6 05/25/2016 18.45 +1.075 18.45 17.90 17.77 24 32
22VX/M6 06/01/2016 19.05 +1.125 19.05 18.45 18.50 25 31
23VX/M6 06/08/2016 17.98 0.0 0.0 0.0 18.52 0 0
VIX/M6 06/15/2016 18.975 +0.50 19.72 18.30 18.98 95694 110933
VIX/N6 07/20/2016 19.775 +0.40 20.42 19.20 19.77 27496 35782
VIX/Q6 08/17/2016 20.085 +0.41 20.68 19.58 20.07 14032 32257
VIX/U6 09/21/2016 20.525 +0.35 21.08 20.10 20.52 7247 21994
VIX/V6 10/19/2016 20.785 +0.335 21.27 20.36 20.77 5541 10319
VIX/X6 11/16/2016 20.91 +0.31 21.32 20.52 20.90 1713 5698
VIX/Z6 12/21/2016 20.74 +0.34 21.10 20.36 20.73 467 1278
VIX/F7 01/18/2017 21.05 +0.275 21.05 20.85 21.07 8 14

VU -  CBOE Russell 2000 Volatility Index (RVX) Futures

Symbol Expiration Last Change High Low Settlement Volume Int
VUX/K6 05/18/2016 20.85 +1.28 20.85 20.85 20.10 1 6
VUX/M6 06/15/2016 21.90 +0.65 21.90 21.90 21.80 10 68
VUX/N6 07/20/2016 22.65 +0.50 22.65 22.65 22.67 10 71
VUX/Q6 08/17/2016 23.30 +0.45 23.30 23.30 23.32 10 45

VA -  S&P 500 Variance Futures

Symbol Expiration Last Change High Low Settlement Volume Int
VAZ/K6 05/20/2016 14.025 0.0 0.0 0.0 15.68 0 156
VAZ/M6 06/17/2016 15.80 0.0 0.0 0.0 17.25 0 0
VAZ/N6 07/15/2016 17.15 0.0 0.0 0.0 18.45 0 0
VAZ/U6 09/16/2016 18.525 0.0 0.0 0.0 19.70 0 0
VAZ/Z6 12/16/2016 19.775 0.0 0.0 0.0 20.73 0 0
VAZ/F7 01/20/2017 20.175 0.0 0.0 0.0 20.98 0 0
VAZ/H7 03/17/2017 20.675 0.0 0.0 0.0 21.42 0 0
VAZ/M7 06/16/2017 21.275 0.0 0.0 0.0 21.82 0 0
VAZ/Z7 12/15/2017 22.075 0.0 0.0 0.0 22.67 0 0
VAZ/Z8 12/21/2018 23.025 0.0 0.0 0.0 23.42 0 0

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