VXFF - ETRACS 6-Month S&P 500 VIX Futures ETN Profile
VXFF Tracks This Index: S&P 500 VIX 6-Month Futures Index TR
Description: The index is a total return index and is composed of futures contracts on the CBOE Volatility Index having a constant weighted average maturity of six months plus an interest component linked to the 91-day Treasury Bill rate. The index is a rolling index, which rolls on a daily basis according to a pre-determined schedule that has the effect of keeping constant the weighted average maturity of the underlying futures contracts.
Description: The index is a total return index and is composed of futures contracts on the CBOE Volatility Index having a constant weighted average maturity of six months plus an interest component linked to the 91-day Treasury Bill rate. The index is a rolling index, which rolls on a daily basis according to a pre-determined schedule that has the effect of keeping constant the weighted average maturity of the underlying futures contracts.
- Issuer: UBS
- Expense Ratio: 0.85%
- ETFdb Category: Volatility
- ETF Home Page: VXFF
- Inception: 2011-09-08
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