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S&P 500 VIX Futures Index Series

Overview Index News Research

The S&P 500 VIX Futures Index Series is a suite of investable indices that offers directional exposure to volatility through publicly traded futures markets, and seeks to model the outcome of holding a long position in VIX futures contracts.

The index series is comprised of the S&P 500 VIX Short-Term Futures Index, measuring the return from a daily rolling long position in the first and second month VIX futures contracts, and the S&P 500 VIX Mid-Term Futures Index, measuring the return from a daily rolling long position in the fourth, fifth, sixth and seventh month VIX futures contracts.

Index Governance and Policy
This index series is maintained by the S&P Index Committee, whose members include Standard & Poor’s economists and index analysts. It follows a set of published rules and policies that provide the transparent methodology used to maintain the index.

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