Sentences with phrase «term futures inverse»

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 of years.

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 dropping.

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 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 futures.

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

On the same day, the S&P 500 ® VIX Short Term Futures Inverse Read more -LSB-...]

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

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 of years.

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 dropping.

Not exact matches

There are a variety of investment products based on it, including the iPath S&P 500 VIX Short Term Futures exchange - traded note (VXX) and the ProShares VIX Short - Term Futures exchange - traded fund (VIXY) and, crucially, inverse products that move in the opposite direction of what the VIX does.

The VelocityShares Daily Inverse VIX Short - Term exchange - traded note (XIV), a product issued by Credit Suisse, and the ProShares Short VIX Short - Term Futures exchange - traded fund (SVXY), both plunged by 80 percent in the hours after the VIX's spike.

«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) 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.

Horizons ETFs Management (Canada) Inc. announced today that it will be terminating the BetaPro S&P 500 VIX Short - Term Futures ™ 2X Daily Bull ETF (HVU) and the BetaPro S&P 500 VIX Short - Term Futures ™ Daily Inverse ETF (HVI) effective at the close of business on Monday, June 11, 2018.

An inverse yield curve predicts lower interest rates in the future as longer - term bonds are being demanded, sending the yields down.

In simplistic terms, an inverse ETF will use futures and swaps to create a synthetic short position in a commodity or natural resource sector.

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.