S&P 500 VIX 4-Month Futures Index TR ETF List
Index 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 four 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.
ETFs Tracking The S&P 500 VIX 4-Month Futures Index TR
ETFs tracking the S&P 500 VIX 4-Month Futures Index TR are presented in the following table.
We're sorry, there are no active ETFs associated with this index.Other Volatility ETFs
ETFdb staff has allocated each ETF in the ETF database, as well as each index, to a single "best-fit" ETFdb Category. Other ETFs in the Volatility ETFdb Category are presented in the following table.
* Assets in thousands of U.S. Dollars. Assets and Average Volume as of 05/22/2013
Other Volatility Indexes
Other indexes tracked by ETFs in the Volatility ETFdb Category include:
- S&P 500 VIX Mid-Term Futures Index Total Return
- S&P 500 VIX Short-Term Futures Index Total Return
- S&P 500 VIX Short-Term Futures Index Excess Return (-100%)
- Citi Volatility Index Total Return
- S&P 500 VIX Short-Term Futures Index Excess Return (200%)
- S&P 500 VIX Mid-Term Futures Index Excess Return (200%)
- S&P 500 VIX Mid-Term Futures Index Excess Return (-100%)
- S&P 500 VIX Short-Term Futures Index Excess Return
- S&P 500 VIX Mid-Term Futures Index Excess Return
- S&P 500 VIX Futures Term-Structure Index Excess Return
- S&P 500 VIX Short-Term Futures Index
- S&P 500 VIX Mid-Term Futures Index
- S&P 500 Dynamic VIX Futures Total Return Index
- S&P 500 VIX Short-Term Futures Index (200%)
- S&P 500 VIX Short-Term Futures Index (-100%)
Mutual Funds Tracking S&P 500 VIX 4-Month Futures Index TR
ETF Database categorizes mutual funds for the Mutual Fund to ETF Converter tool.
