Indicators VIX Short-Term

S&P 500 VIX Short-Term Futures Index

Description

The S&P 500® VIX Short-Term Futures Index utilizes prices of the next two near-term VIX® futures contracts to replicate a position that rolls the nearest month VIX futures to the next month on a daily basis in equal fractional amounts. This results in a constant one-month rolling long position in first and second month VIX futures contracts.

Documents

Methodology
S&P VIX Futures Indices Methodology

Related Indices

News & Announcements

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Index-Linked Products

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Product Name Product Type Exchange Ticker
BetaPro S&P 500 VIX ST Futures ETF ETF TORONTO STOCK EXCHANGE VOLX
ProShares Short VIX Short-Term Futures ETF NYSE ARCA SVXY
ProShares Ultra VIX Short-Term Futures ETF NYSE ARCA UVXY
ProShares VIX Short-Term Futures ETF NYSE ARCA VIXY
SIMPLEX VIX Short-Term Futures ETF ETF Tokyo Stock Exchange 318A

Research & Insights

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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
Index Weight

CONTENT TYPE
DATES
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Product Name

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: BetaPro S&P 500 VIX ST Futures ETF
Product Type: ETF
Exchange: TORONTO STOCK EXCHANGE
Ticker: VOLX
Product Name: ProShares Short VIX Short-Term Futures
Product Type: ETF
Exchange: NYSE ARCA
Ticker: SVXY
Product Name: ProShares Ultra VIX Short-Term Futures
Product Type: ETF
Exchange: NYSE ARCA
Ticker: UVXY
Product Name: ProShares VIX Short-Term Futures
Product Type: ETF
Exchange: NYSE ARCA
Ticker: VIXY
Product Name: SIMPLEX VIX Short-Term Futures ETF
Product Type: ETF
Exchange: Tokyo Stock Exchange
Ticker: 318A

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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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