This index is designed to track the daily performance of a hypothetical investment basket consisting of long positions in VIX futures contracts, specifically those with the closest two expiration dates. To maintain a consistent average time until maturity for these futures, the portfolio is adjusted through a daily rebalancing mechanism. The index's value is finalized each day at 4:00 p.m. Eastern Time, calculated from the average trading price of its component futures during the period between 3:45 p.m. and 4:00 p.m. Eastern Time.

فئة الأصول

Alternatives

الجهة المصدرة

Volatility Shares

موطن التسجيل

US

تاريخ التأسيس

28 مارس 2022

عدد الحيازات

2

ISIN

US92891H7052