Other Strategies

Equity Derivatives

Equity derivative indices include strategies focused on VIX, options (covered call and put protection indices) and futures.

Indices

VIX

These indices track the performance of the futures contracts that settle to VIX®, the CBOE Volatility Index and the leading measure of the stock market’s expectation of volatility, as implied by S&P 500 options.

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Dispersion

Futures

Our futures indices are designed to measure the performance of the nearest maturing equity, currency or cryptocurrency futures contract. The indices roll at various frequencies.

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