FAQs

About S&P 500 VIX Futures Indexes

  1. What are VIX Futures Indexes?
  2. What is the VIX Short-Term Futures Index?
  3. What is the VIX Mid-Term Futures Index?

  • What are VIX Futures Indexes?

    S&P Dow Jones Indices calculates various benchmarks tracking the performance of VIX futures contracts.

  • What is the VIX Short-Term Futures Index?

    The S&P 500 VIX Short-Term Futures Index, created in 2009, measures the returns of a portfolio of monthly VIX futures contracts that rolls positions from first-month contracts into second-month contracts on a daily basis. The index maintains a weighted average of one month to expiration.

  • What is the VIX Mid-Term Futures Index?

    The S&P 500 VIX Mid-Term Futures Index measures the returns of a portfolio of monthly VIX futures contracts that rolls positions from fourth-month contracts into seventh-month contracts, while maintaining positions in fifth- and sixth-month contracts, on a daily basis. The index maintains a weighted average of five months to expiration.

"Standard & Poor's,®" "S&P,®" "S&P 500,®" "Standard & Poor's 500,®" "S&P 500® VIX® Short-Term Futures IndexTM" and "S&P 500® VIX® Mid-Term Futures IndexTM" are products of S&P Dow Jones Indices LLC and its affiliates and have been licensed for use by ProShares. "S&P®" is a registered trademark of Standard & Poor's Financial Services LLC ("S&P") and "Dow Jones®" is a registered trademark of Dow Jones Trademark Holdings LLC ("Dow Jones") and have been licensed for use by S&P Dow Jones Indices LLC and its affiliates. "VIX®" is a trademark of the Chicago Board Options Exchange, Incorporated ("Cboe") and has been licensed for use by S&P Dow Jones Indices LLC. ProShares have not been passed on by S&P Dow Jones Indices, Cboe or their respective affiliates as to their legality or suitability. ProShares are not sponsored, endorsed, sold or promoted by S&P Dow Jones Indices, Cboe or their respective affiliates, and they make no representation regarding the advisability of investing in ProShares. THESE ENTITIES AND THEIR AFFILIATES MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO PROSHARES.

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