Refinitiv Indices is a global, cross-asset provider of indices meeting various performance measurement and investment needs. Nontraditional investment options and strategies are often employed by a portfolio manager to further a fund’s investment objective and to help offset market risks.
Introduced in 2004 on Cboe Futures Exchange (CFE), VIX futures provide market participants with the ability to trade a liquid volatility product based on the VIX Index methodology. VIX futures reflect the market’s estimate of the value of the VIX Index on various expiration dates in the future. VIX futures provide market participants with a variety of opportunities to implement their view using volatility trading strategies, including risk management, alpha generation and portfolio diversification..
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 70 indices, 900 companies, and 20 commodities.
Index coverage includes – CBOE Vix Futures, S&P 500 Total Return, MS Alternative and Volatility Indices, etc.
Some of the data items available include:
- Base Currency Code, Bloomberg Ticker, Currency Code, Expiration Date, Forward Settlement Date, Last Price Date, Market Exposure, Notional Outstanding Value in US Dollars, Price Index, Reuters Identification Code (RIC), Sedol Code, Shares Outstanding, Unadjusted Price in Local Currency, Investable Weight in Index (Source), etc.