S&P 500 VIX Futures Tail Risk Index - Mid Term

Ticker:

SPVXTRMT

The S&P 500® VIX® Futures Tail Risk Index - Mid Term Index is constructed so that the sub-portfolio has a long volatility profile on the quarterly rebalancing day. Its goal is to provide long volatility exposure where cost is partially or completely mitigated (due to negative roll yield) via a rebalanced short exposure.

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