S&P 500 Futures Volatility Plus Daily Risk Control Index Brochure

The S&P 500® Futures Volatility Plus Daily Risk Control Index (SPXFVPRE) is designed to track the S&P 500 Futures Index (SPXFP) based on a dynamic target volatility level. The index has a dynamic volatility target set by taking the realized volatility of the S&P 500 Futures Index and adding exposure to the index based on a scalar of 10% divided by realized volatility, with a minimum exposure of 100% and maximum exposure of 200%.
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