Equity Volatility Futures
The following equity volatility futures are supported in BarraOne with a LOCALID that can be logically constructed using the information below, and they can be added to a portfolio using the Add Positions window in Portfolio Admin.
The LOCALID consists of:
- Issue code (one, two, three letters as enumerated below)
- Year code (the last two digits of the four-digit delivery year)
- Month code (one letter as provided below)
As an example, a Dow Jones EUROSTOXX 50 Future Deliverable in December 2011 would have a LOCALID of FVSX+11+Z=FVSX11Z.
Exchange-Traded Equity Volatility Futures
| Volatility Index | Issue Code | Contract Size |
| Dow Jones EURO STOXX 50 Volatility | FVSX | EUR 1000 per index point |
| Dow Jones EURO STOXX 50 Volatility (mini) | FVS | EUR 100 per index point |
| CBOE Volatility | VX | $1000 per index point |
Notes:
- DOW Jones EURO STOXX 50 Volatility futures (FVSX) are available until August 2009
- DOW Jones EURO STOXX 50 Volatility Mini futures (FVS) are available from June 2009.
Month codes
| Month | Code |
| January | F |
| February | G |
| March | H |
| April | J |
| May | K |
| June | M |
| July | N |
| August | Q |
| September | U |
| October | V |
| November | X |
| December | Z |
