Slicing and Dicing All 31 Flavors of the VIX ETPs
Ten months have passed since the last time I attempted to graphically depict all the VIX-based exchange-traded products. At that time there were 16 such securities; now that number has swelled to 31 and two have closed their doors (IVO and VZZ) along t...
Front Two Months of VIX Futures Slip Back Into Contango
For the first time since the end of July the front two months of the VIX futures are in contango, after spending 1 1/2 months in backwardation.While the degree of contango is very slight at the moment, this means that the short-term inverse VIX futures...
Now Sixteen Volatility ETPs, Four of Which Are Optionable
The graphic below is part of my ongoing effort not only to maintain a list of all the volatility-based exchange-traded products, but present them in a manner which helps to highlight the distinctions among these products.Since I last updated this pictu...
Charting the Assets of the Volatility-Based ETPs
As a follow-up to yesterday’s Barron’s column, Ways to Turn Volatility into an Asset Class, I thought it might be interesting to track the history of assets for the volatility-based ETPs.Not surprisingly, the assets have been dominated by the two E...
Two More VIX ETNs Makes It a Baker’s Dozen
In addition to the six new VIX-based ETNs launched yesterday by VelocityShares, two new VIX-based ETNs also traded yesterday for the first time.Barclays added VZZ to their product lineup, bringing the total number of Barclays products in the space to f...
VelocityShares Jumping in to VIX ETP Space with Leveraged and Inverse Products
Less than two weeks after I mapped out the various VIX exchange-traded products (ETNs + ETFs) in The Evolving VIX ETN Landscape, that landscape has has already changed dramatically. The first surprise was the launch of the C-Tracks ETN on CVOL (CVOL), ...
CVOL Begins Trading Today
Today the first non-Barclays volatility ETN began trading (CVOL), whose formal name is (and I am not making this up) “C-Tracks Exchange Traded Notes Based on the Performance of the Citi Volatility Index Total Return.” Fortunately, what I will be af...
The Evolving VIX ETN Landscape
As of today, only four VIX exchange-traded products (ETNs and ETFs) are available for trading. All of these have been Barclays products and three of the four carry the iPath brand name. In descending order of volume, the VIX-based ETNs currently being ...
