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.
|Product Name||Product Type||Country||Ticker|
|Lyxor S&P 500 VIX Futs EnhRoll ETF C EUR||ETF||Netherlands||LVO|
Top 10 Constituents by Index WeightExport
*Based on GICS sectors
The weightings for each sector of the index are rounded to the nearest tenth of a percent, therefore, the aggregate weights for the index may not equal to 100%.
*Based on GICS Sectors