I just came back from vacation and low and behold, I can see that the unexpected has happened: Recently someone traded 1K of notional Vega in the May Variance Future contract. So far that is the only open interest in the whole VA chain (what a shame). But in the off chance that said person/trader/company reads elite trader, please tell us what broker did you use to place the trade? I tried some years ago to trade them with no luck. Not a single retail broker offered the VA contracts.