S&P 500 VIX Futures Enhanced Roll

Description

The S&P 500® VIX® Futures Enhanced Roll Index dynamically switches between a short-term VIX futures portfolio and a mid-term VIX futures portfolio in order to model cost efficient exposure to volatility in the broad equity market.

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Index-Linked Products

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Product Name Product Type Exchange Ticker
Amundi S&P 500 VIX Futs EnhRoll ETF Acc ETF EURONEXT - EURONEXT AMSTERDAM LVO

Characteristics


Constituents

Top 10 Constituents by Index Weight

Full Constituents ListFull Constituents List
  • Constituent
  • Symbol
  • Sector*


Sector Breakdown

Sector
Index Weight


Maturity Breakdown

Maturity Range
Index Weight


Rating Breakdown

Rating
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Product Type

Country/Region

Product Name: Direxion Daily S&P Biotech Bear 3X Shares
Product Type: ETF
Exchange: ASX - ALL MARKETS
Ticker: LABD
Product Name: Amundi S&P 500 VIX Futs EnhRoll ETF Acc
Product Type: ETF
Exchange: EURONEXT - EURONEXT AMSTERDAM
Ticker: LVO

No index-linked product details are currently available.

This list includes investable products traded on certain exchanges currently linked to this selection of indices. While we have tried to include all such products, we do not guarantee the completeness or accuracy of such lists. Please refer to the disclaimers here for more information about S&P Dow Jones Indices' relationship to such third party product offerings.

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