Ask About Our Solutions

S&P VIX Futures Indices

The S&P 500 Dynamic VIX Futures Index dynamically allocates between the S&P 500 Short-Term VIX Futures Index and S&P 500 Mid-Term VIX Futures Index, by monitoring the steepness of the implied volatility curve, to provide a cost-efficient exposure to forward implied volatility.

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

Key Features and Coverage on RIMES

For this data source, RIMES currently hosts approximately 70 indices, including:

  • S&P 500 Dynamic Vix Futures Index
  • S&P 500 VIX Futures 6-Month Index
  • S&P 500 VIX Mid-Term Futures Index
  • S&P 500 VIX Short-Term Futures Index

Data items available include Gross Index in USD and Excess Return in USD.

 

Looking for specific data?

Get in touch. We can source specific data, just for you.