Contract Schedule Data Access

The Variance Calculator provides the ability to download historical data associated with a selected VA Futures contract. These data are referred to as the contract schedule. The Calculator provides access to contract schedule data for both active (non-expired) and expired VA Futures contracts. Contract schedule data comprises the following information:

• Listing and expiration dates
• Number of final returns used to calculate the final settlement value
• Number of elapsed returns as of the current trading date
• The day variance and accrued variance values from the listing date to the current date
• The complete final settlement value calculation details for expired contracts
• A record of exchange holidays and market disruption dates (if any) spanned by the selected contract lifetime

The data may be downloaded in a CSV formatted file.