VXX
Statistics of VIX futures and their applications to trading volatility exchange-traded products
In this paper, the authors study the dynamics of Chicago Board Options Exchange volatility index (VIX) futures and exchange-traded notes (ETNs)/exchange-traded funds (ETFs).
Vix spikes as short volatility trade gets tougher
Volumes in Vix futures reached an all-time high on the back of January's volatile markets
Vix challenged by new volatility index
A fix for the Vix?
Dividend exposure in vogue with ETN providers
UBS and Société Générale are among several banks and index providers to tap demand for dividend exposure with new ETNs and benchmarks this year
Barclays launches first locally listed ETNs on Toronto Stock Exchange
Barclays Bank has listed three exchange-traded notes on the Toronto Stock Exchange, marking the first time these products have been locally listed
Structured Products Europe: Is volatility too complex for retail?
Bridging the knowledge gap
New strategic ETNs seek to exploit volatility and mitigate risk
The latest exchange-traded notes from Barclays, Credit Suisse and RBS offer alternative strategies aimed at making the most of market volatility or hedging against tougher conditions
Asian investors broaden their exposure as they seek diversification from the US dollar
Asian investors broaden their exposure as they seek diversification from the US dollar
Structured products
Special report
Volatility products hit by negative roll yield
Getting a grip on volatility