S&P 500 Constant Vega (3%) VIX Short Term Futures ER

Ticker:

SPVXSV3P

The S&P 500 Constant Vega (3%) VIX Short Term Futures Index seeks to measure the return from a daily rolling long position in the first- and second- month VIX futures contracts. The index rolls continuously throughout the month to maintain a constant maturity and adjusts its holdings of VIX futures to maintain a constant vega exposure of 3%.

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