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 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.

ETFs Tracking The S&P 500 VIX 6-Month Futures Index TR

ETFs tracking the S&P 500 VIX 6-Month Futures Index TR are presented in the following table.

* Assets in thousands of U.S. Dollars. Assets and Average Volume as of 09/12/2012

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 05/21/2013

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 6-Month Futures Index TR

ETF Database categorizes mutual funds for the Mutual Fund to ETF Converter tool.

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