S&P 500 VIX Futures Short Volatility Hedged Index - Short Term

The S&P 500® VIX® Futures Short Volatility Hedged Indices are constructed so that each sub-index targets a short volatility profile on its quarterly rebalancing day. The indices represent strategies that potentially achieve positive returns from the negative carry in VIX futures, while providing a hedge against a large spike in VIX futures. 

For Index Committee membership, including the chairperson and key contacts, please refer to the methodology.

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