S&P 500 VIX Short-Term Futures Index Total Return ETF Holdings
Index Description
The index offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various points along the volatility forward curve. The index futures roll continuously throughout each month from the first month VIX futures contract into the second month VIX futures contract.
ETFs Tracking The S&P 500 VIX Short-Term Futures Index Total Return
The following table presents holdings data for all ETFs tracking the S&P 500 VIX Short-Term Futures Index Total Return. For more detailed holdings data for any ETF, click the link in the right column.
As Of 05/25/2012| Symbol | Name | # of Holdings | % In Top 10 | Complete |
|---|---|---|---|---|
| VXX | S&P 500 VIX Short-Term Futures ETN | n/a | n/a | View |
| VXAA | ETRACS 1-Month S&P 500 VIX Futures ETN | n/a | n/a | View |
Other Volatility ETFs
Holdings data for other ETFs in the Volatility ETFdb Category is presented in the following table.
As Of 05/25/2012Other 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 Mid Term Futures Index (200%)
- 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 2-Month Futures Index TR
- S&P 500 VIX 3-Month Futures Index TR
- S&P 500 VIX 4-Month Futures Index TR
- S&P 500 VIX Mid-Term Futures Index TR
- S&P 500 VIX 6-Month Futures Index TR
- S&P 500 VIX 2-Month Futures Index ER (-100%)
- S&P 500 VIX 3-Month Futures Index ER (-100%)
- S&P 500 VIX 4-Month Futures Index ER (-100%)
- S&P 500 VIX 6-Month Futures Index ER (-100%)
- 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 Short-Term Futures Index Total Return
ETF Database categorizes mutual funds for the Mutual Fund to ETF Converter tool. There are no mutual funds benchmarked against S&P 500 VIX Short-Term Futures Index Total Return.









