Nikkei 225 VI Futures Index
Monthly Factsheet
The Nikkei 225 VI Futures Index is designed to reflect the daily price fluctuation of a position that combines thenear-term and the next-term Nikkei Stock Average Volatility Index Future (Nikkei 225 VI Future) prices at
specified weights. The weights are adjusted daily to keep the maturity of the combined future contracts
constant as the term exact one month.

■(info)Calculated from
Calculation base dateCalculation frequency

December 3, 2012 (calculated retroactively back toFebruary 27, 2012)
February 27, 2012 ＝ 100,000 points (*Adjusted toraise it level by two digits since January 23, 2023)
End-of-day basis■Perfomance
Nikkei 225 VI Futures Index

Nikkei 225

500

400

300

200

1000
2019/01

2020/01

2021/01

2022/01

2023/012024/012025/01■Annual Return

Nikkei 225 VI Futures Index
Nikkei 225

2019

Annual Return(%)
2020
2021
2022

2023

YTD

-75.3818.20-32.4616.01-32.09
28.24

38.47
13.31

-69.25
4.91-21.74-9.37■Risk Return
1year

3years

5yearsAnnualized Standard
Deviation(%)
1year
3years
5years

28.03
19.03

-19.688.79-36.62
11.75

47.32
16.01

Annualized Returns(%)

Nikkei 225 VI Futures Index
Nikkei 225

35.74
15.34

75.27
16.67

■Vendor CodeQUICK
Bloomberg
Refinitiv

S101#VIF/NKNJ
NKYVF.N225VF■Reference
Please refer to the "Index Guidebook" for the detail of the calculation method or constituents selection
rules.
→(URL) https://indexes.nikkei.co.jp/en/nkave/index/profile?idx=nk225vifi(*) The data on the Monthly Factsheet are as of the end of the previous month.

FS-VIF-20240930[1 / 2]

<<Disclaimer>>
The Nikkei 225 VI Futures Index, which is calculated by a method independently developed by Nikkei Inc.
(hereinafter "Nikkei"), is acopyrightable work. Nikkei owns the copyright and any other intellectual property rights
in the Nikkei 225 VI Futures Index itself, and the method for calculating the Nikkei 225 VI Futures Index and the like.
All ownership of trademarks and any other intellectual property rights with respect to marks representing "Nikkei
Inc.," "Nikkei," and "Nikkei 225 VI Futures Index" belongs to Nikkei. Nikkei is not obliged to continuously publish
the Nikkei 225 VI Futures Index, nor is it liable for any error or delay in, or discontinuation ofthe publication thereof.
Nikkei owns the right to change the content of the Nikkei 225 VI Futures Index, such as the calculation method
thereof, and the right to suspend the publication thereof. Nikkei does not give any warranty, nor is it responsible forany and all financial instruments and the like, which are based on, or otherwise refer to, the Nikkei 225 VI Futures
Index.
<<Regarding this material>>
This material is a copyrightable work of Nikkei. It is prohibited to copy, reproduce, reprint, or circulate all orpart ofthis material in any form without Nikkei's permission. This material was prepared for in-depth understanding of theNikkei 225 VI Futures Index, but is not for the purpose of soliciting any sale or purchase of financial instruments andthe like, which are based on, or otherwise refer to, the Nikkei 225 VI Futures Index. This material was preparedbased on various types of information and data, which were deemed reliable as of the time of the preparation ofthis material. However, Nikkei is not liable for its accuracy, appropriateness, completeness, and the like. In addition,
Nikkei assumes no liability for any costs or damages accrued from using information contained in this material. It isnot guaranteed that this material will always be kept updated, and this material may change without any priornotice. Methods or the like different from this material may apply to the operation ofindices subject to this material.
In any event, the latest information disclosed by Nikkei prevails.

FS-VIF-20240930<<Contact>>
NikkeiIndex Business Officeindex@nex.nikkei.co.jp[2 / 2]