The FTSE Futures Volatility Target Index Series (each an “Index” and collectively the “Indices”) represents the performance of an investment strategy that provides variable exposure to a future contract, via an underlying index, while targeting a specified level of volatility. The exposure to the underlying index decreases or increases (subject to a cap) on a daily basis proportionally to the ratio between a volatility target and the realized volatility of the underlying index.
The FTSE Futures Volatility Target Index Series offers exposure to Russell 2000, FTSE 100 and FTSE/JSE Top 40 future contracts.
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