S&P 500 VIX Short-Term Futures Points-Change Inverse Daily Index

Description

The S&P 500® VIX® Short-Term Futures Points-Change Inverse Daily Index measures the return from a rolling short position in the front-month and second-month VIX futures contracts. The daily index return calculates based on the change in points (or units) of the VIX futures price rather than the percentage change.


Characteristics


Constituents

Top 10 Constituents by Index Weight

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  • Constituent
  • Symbol
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Sector Breakdown

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Maturity Breakdown

Maturity Range
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Rating Breakdown

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