Redirected to volatility tickers Update: UBS terminated all of these ETNs on September 12, 2012. They never gathered enough assets to be viable. UBS has single-handedly increased the number of volatility focused ETNs/ETFs from 16 to 28. My initial analysis is that there is nothing revolutionary with these new products. Four of the twelve are effectively clones of Barclays‘ VXX and VXZ products, and VelocityShares‘ …
Note: XVZ was an exchange traded note, which an expiration date of Aug, 11, 2021. Barclays chose to not create a new instance of XVZ, it was never highly successful. Investco’s PHDG is still available, and uses the same index as XVZ did. It did well in the COVID crash, but generally significantly lags the S&P. ************************************************************************************ Barclays’ XVZ volatility ETN is intended to allow investors …
It used to be that quotes / charts for all of the underlying indexes for volatility ETNs could be found on Bloomberg, however some of them are no behind their paywall. For example VXX uses SPVXSTR which is no longer free, however XIV uses SPVXSP which is still available for free. These indexes show the indicated value of the index that the ETNs track—this is the value used …
For most of 2011 SPY’s has been quite a bit higher than 2005 values for the same day, but this August there were 3 days where SPY closed within a half a point of its equivalent 2005 close. If this coincidence continues to be predictive, we won’t be starting a bear market for a while. Normalized volume for the last year has been quite a …
ETF Tools (e.g., AUM, flows VIX Futures Term Structure VIX Futures Short Interest VIX Index Term Structure (SPX option based) Graphical VIX Calculation Volatility Futures 2004—2017 Volatility Tickers Ex-Dividend and Pay Dates for Lots of ETFs Option / VIX futures expiration calendars Free Option Charts Tradingview: charts with computations on symbols Volatility Indexes and Tickers
