Sentences with phrase «term futures index»

Horizons HVU seeks daily investment results, before fees, expenses, distributions, brokerage commissions and other transaction costs that endeavour to correspond to two times (200 %) the daily performance of the S&P 500 VIX Short - Term Futures Index ™.

To highlight, we can use the widely followed S&P 500 VIX Short - Term Futures Index as an example.

Horizons HUV seeks investment results, before fees, expenses, distributions, brokerage commissions and other transaction costs that endeavour to correspond to the performance of the S&P 500 VIX Short - Term Futures Index ™.

In 2017 alone, the S&P VIX Short Term Futures Inverse Daily Index returned 186 %, while the S&P VIX Short - Term Futures Index lost 72 %.

The investment seeks to replicate, net of expenses, the inverse (opposite) of the return of the S&P 500 VIX Short - Term Futures index for a single day.

All futures have fixed expiration days; hence the S&P 500 VIX Short - Term Futures Index has to roll from the first month futures contract to the second month futures contract prior to the expiration on the first month contract.

Exhibits 1a and 1b show the monthly roll cost of the S&P 500 VIX Short - Term Futures Index in the months when high - yield and emerging market bonds posted losses between February 2006 and April 2007.

Exhibit 2 shows that the roll cost has led to significant performance drag in the S&P 500 VIX Short - Term Futures Index.

The investment seeks to replicate, net of expenses, twice the return of the S&P 500 VIX Short - Term Futures index for a single day.

The ProShares Ultra VIX Short - Term Futures ETF (NYSE: UVXY) seeks to provide 2x the daily performance of the S&P 500 VIX Short - Term Futures Index, before fees and expenses.

Not exact matches

JLL's latest City Momentum Index identifies markets that have the most robust future - proofing attributes to support long - term success.

The VelocityShares Daily VIX Mid Term ETN provides 2x leveraged exposure to an index that tracks the price performance of futures contracts in the VIX with a weighted average maturity of 5 months.

In the case of the S&P VIX Short Term Futures Inverse Daily Index, this would theoretically translate to increasing the number of VIX futures to short, while its benchmark is drFutures Inverse Daily Index, this would theoretically translate to increasing the number of VIX futures to short, while its benchmark is drfutures to short, while its benchmark is dropping.

Specifically, they relate spot West Texas Intermediate (WTI) crude oil price to: the U.S. dollar exchange rate versus a basket of developed market currencies; Dow Jones Industrial Average (DJIA) return; U.S. short - term interest rate; the S&P 500 options - implied volatility index (VIX); and, open interest in the NYMEX crude oil futures (as an indication of financialization of the oil market).

Given that each VIX futures contract has a constant vega exposure of 1000, the S&P VIX Short Term Futures Inverse Daily Index has been gradually increasing its vega exposure over the past couple offutures contract has a constant vega exposure of 1000, the S&P VIX Short Term Futures Inverse Daily Index has been gradually increasing its vega exposure over the past couple ofFutures Inverse Daily Index has been gradually increasing its vega exposure over the past couple of years.

The S&P 500 ® VIX Short - Term Futures Inverse Daily Index returned 186.39 %, and selling VIX futures has become a popular income - generating stFutures Inverse Daily Index returned 186.39 %, and selling VIX futures has become a popular income - generating stfutures has become a popular income - generating strategy.

«Identifying VXX / XIV Tendencies» finds that the Volatility Risk Premium (VRP), estimated as the difference between the current level of the S&P 500 implied volatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) retindex (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) retIndex daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.

«Identifying VXX / XIV Tendencies» finds that S&P 500 implied volatility index (VIX) futures roll return, as measured by the percentage difference in settlement price between the nearest and next nearest VIX futures, may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) rfutures roll return, as measured by the percentage difference in settlement price between the nearest and next nearest VIX futures, may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) rfutures, may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) rFutures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.

These long - term options provide the holder the right to purchase, in the case of a call, or sell in the case of a put, a specified number of stock shares (or an equity index) at a pre-determined price up to the expiration date of the option, which can be three years in the future.

All futures and options on futures trading - which includes such product areas as short - term interest rate and swap products, bonds, equity options, stock indexes, commodity and FX instruments - are transacted on a single electronic trading platform, LIFFE CONNECT, with central margining and clearing provided by ICE Clear Europe.

Furthermore, to understand key growth segments in terms of growth & adoption of stevia - based products along with preferred application across the globe in the near future, Future Market Insights developed the Stevia Market Attractiveness future, Future Market Insights developed the Stevia Market Attractiveness Future Market Insights developed the Stevia Market Attractiveness Index.

In addition, by setting forth several annual increases and taking the historic step of indexing the maximum benefit in the future, we have ensured that never again will our state's benefit fall to its current last in the nation status in terms of wage replacement.

For example, a future version of EPUB might allow for embedding category information in the actual index term (something like < span epub: type ="index - term"category ="battle"> Gettysburg ) and future reading systems could use that to dynamically locate and display to the user a list of all terms in a given category.

Managed futures as an asset class are historically non-correlated to the stock and bond markets over long term periods and encompass a wide range of trading strategies (generally taking long / short positions in futures contracts on equity indices, commodities, financials and currencies).

Furthermore, we believe that near term comparisons with indices are not necessarily predictive of what the future will hold.

That said, the research seems clear to me that cap - weighted indexing is less efficient over the longer - term than factor investing, so I see factor investing as having a bright future even if it isn't nearly as «new and improved» as its marketers want to suggest.

Managed Futures are an alternative investment asset class that allows investors to simultaneously participate in multiple global market sectors such as currencies, energies, metals, short and long term interest rates, domestics and international stock indices and traditional commodities.

The investment seeks to replicate, net of expenses, the S&P 500 VIX Short - Term Futures Total Return Index.

Creating the right portfolio allocation from the start, participating in the markets cheaply through index and exchange - traded funds, and not speculating on the near - term future of the markets by trying to time your trades.

The S&P 500 ® VIX Short - Term Futures Inverse Daily Index returned 186.39 %.

Should investors regard any of the exchange - traded products (ETP) based on S&P 500 Index option - implied volatility (VIX) futures as long - term holdings?

The S&P 500 VIX Short Term Futures Inverse Daily Index measures the performance of continuously holding and rolling a short position in near - dated VIX fFutures Inverse Daily Index measures the performance of continuously holding and rolling a short position in near - dated VIX futuresfutures.

In the case of the S&P VIX Short Term Futures Inverse Daily Index, this would theoretically translate to increasing the number of VIX futures to short, while its benchmark is drFutures Inverse Daily Index, this would theoretically translate to increasing the number of VIX futures to short, while its benchmark is drfutures to short, while its benchmark is dropping.

Given that each VIX futures contract has a constant vega exposure of 1000, the S&P VIX Short Term Futures Inverse Daily Index has been gradually increasing its vega exposure over the past couple offutures contract has a constant vega exposure of 1000, the S&P VIX Short Term Futures Inverse Daily Index has been gradually increasing its vega exposure over the past couple ofFutures Inverse Daily Index has been gradually increasing its vega exposure over the past couple of years.

He tests relationships between change in VIX futures term structure and S&P 500 Index return via regressions run at frequencies of one day, one week, two weeks, one month and two months, with the sample winnowed in each case so that measurements do not overlap.

In the February 2012 version of his paper entitled «The Relationship between VIX Futures Term Structure and S&P 500 Returns», Athanasios Fassas relates the VIX futures term structure to both contemporaneous and future S&P 500 Index rFutures Term Structure and S&P 500 Returns», Athanasios Fassas relates the VIX futures term structure to both contemporaneous and future S&P 500 Index retuTerm Structure and S&P 500 Returns», Athanasios Fassas relates the VIX futures term structure to both contemporaneous and future S&P 500 Index rfutures term structure to both contemporaneous and future S&P 500 Index retuterm structure to both contemporaneous and future S&P 500 Index returns.

Is the term structure of CBOE Volatility Index (VIX) futures useful for timing the underlying stock iIndex (VIX) futures useful for timing the underlying stock indexindex?

«QQQ, ®» «NASDAQ - 100 ®» and «NASDAQ Biotechnology Index ®» are trademarks of The NASDAQ OMX Group, Inc. «Standard & Poor's, ®» «S&P, ®» «S&P 500, ®» «S&P MidCap 400, ®» «S&P SmallCap 600, ®» «Standard & Poor's 500, ®» «S&P 500 ® VIX ® Short - Term Futures IndexTM», «S&P 500 ® VIX ® Mid-Term Futures IndexTM», «S&P Merger Arbitrage,» «S&P 500 ® Dividend Aristocrats ®,» «S&P Strategic Futures Index,» «S&P 400 MidCap ® Dividend Aristocrats, ®» certain «S&P Select Industry Indices,» «S&P 500 Ex-Energy Index,» «S&P 500 Ex-Financials Index,» «S&P 500 Ex-Health Care Index,» «S&P 500 Ex-Information Technology & Telecommunication Services Index,» «Dow Jones Index,» «DJ,» «Dow Jones Industrial Average, SM» «The Dow 30, SM» «Dow Jones U.S. Sector Indexes,» «Dow Jones Select Sector Indexes,» and «Dow Jones Brookfield Global Infrastructure Composite Index» are products of S&P Dow Jones Indices LLC and its affiliates.

The e-mini S&P stock index futures bulls are still in firm near - term technical command as prices earlier this week hit a contract and record high.

Money savvy couples who are looking for smart retirement solutions and more control of their long - term finances will recognize the important role that fixed indexed annuities (FIAs) play in any balanced financial plan for their future.

The difference between the two... the futures and the cash (remember, «cash» is just a shorthand term for the S&P 500 index itself)... is called, on CNBC, the «spread» or «the premium» (since the futures are usually at a premium to cash).

When gathering information to identify the risk and return characteristics of the many asset class indexes that belong in a diversified portfolio, the more quality long - term data you have, the more accurate and probable are your expectations about future outcomes.

Gain or loss from futures and options contracts on broad - based indexes required to be marked to market will be 60 % long - term and 40 % short - term capital gain or loss.

Life Online Term Plan + Basic Life Cover + Increasing Monthly Income — This covers the increase in the cost index and takes care of any future liabilities