S&P 500 VIX Futures Variable Long/Short Index - Mid Term

Ticker:

SPVXVMT

The S&P 500® VIX® Futures Variable Long/Short Indices are constructed such that each sub-index targets a variable 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.

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