Variance Futures Trading

External question — Quantitative Finance Stack Exchange Author: user26085 Original post: https://quant.stackexchange.com/questions/31881 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Maybe you can help me with the question about trading on CFE. With which broker can I trade S&P 500 Variance Futures (VA)?

External answer — Quantitative Finance Stack Exchange Author: nbbo2 Original post: https://quant.stackexchange.com/a/31882 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. The market for Variance futures on the CBOE Futures Exchange is unfortunately inactive, there is not much trading if any on most days. (Probably they will be delisted soon?). Some other CFE futures contract (such as VIX) are very active and can be traded for example on Interactive Brokers. The broker is not the issue, it is just that the VA contract is a failure so far.