VIXY
ProShares VIX Short-Term Futures ETF  |  NYSEARCA
52wk high:46.81
52wk low:36.30
Expense Ratio:0.43%
Div Frequency:
Div Rate (ttm):-
Yield (ttm):-
Assets (AUM):$204.58M
Volume:
  • Mon, Aug. 14, 9:59 AM
    • The spike in volatility last week was met with selling by ETF investors, with the iPath VIX ETN (NYSEARCA:VXX) seeing an outflow of $69M on Friday.
    • The ProShares Ultra Short-Term Futures ETF (NYSEARCA:UVXY) saw a weekly outflow of $237M, or 59% of its market cap, as traders cashed in on a 45% five-day move higher. Meanwhile, that fund's opposite - the ProShares Short-VIX ETF (NYSEARCA:SVXY) - took in nearly $300M of new cash.
    • Source: Bloomberg's Ye Xie
    • ETFs: VXX, UVXY, XIV, TVIX, SVXY, VIXY, ZIV, VXZ, VIXM, VMAX, VIIX, XVZ, CVOL, VMIN, XXV, TVIZ, IVOP, VIIZ
    Mon, Aug. 14, 9:59 AM | 53 Comments
  • Thu, Aug. 10, 10:24 AM
    • Sabre-rattling between the U.S. and North Korea has caused the most minor of shakes in the previously one-direction stock market, and it's got the left-for-dead VIX rising above 15 for the first time since May 18, according to Bloomberg.
    • A selection of ETFs: VXX +7.45%, XIV -7.55%
    • ETFs: VXX, UVXY, XIV, TVIX, SVXY, VIXY, VMAX, VIIX, VMIN, XXV, IVOP
    Thu, Aug. 10, 10:24 AM | 67 Comments
  • Mon, Aug. 7, 9:08 AM
    • Alongside record lows in volatility, the number of short positions in VIX futures just hit a new record, according to Bloomberg. What's more, an ETF which benefits when volatility falls just saw its largest weekly inflow since June.
    • All this comes as we move into August, where historical data show volatility tends to jump more than any other month.
    • ETFs: VXX, UVXY, XIV, TVIX, SVXY, VIXY, ZIV, VXZ, VIXM, VMAX, VIIX, XVZ, CVOL, VMIN, XXV, TVIZ, IVOP, VIIZ
    Mon, Aug. 7, 9:08 AM | 36 Comments
  • Wed, Jul. 26, 3:14 PM
    Wed, Jul. 26, 3:14 PM | 16 Comments
  • Wed, Jul. 19, 4:33 PM
    Wed, Jul. 19, 4:33 PM | 25 Comments
  • Thu, Jun. 22, 12:41 PM
    • "When a measure becomes a target, it ceases to be a good measure," wrote economist Charles Goodhart 40-some years ago. Horse racing bettor Robert Bacon called a similar notion The Principle of Ever-Changing Cycles."
    • Bottom line, says Leo Chen at Cumberland Advisors: When popular measures (such as the VIX) are easily available to all, they cease having any predictive value.
    • So by all means, follow the VIX as an excellent contemporaneous indicator of what's happening in the market. But selling (stocks) when VIX is low (as it is now), or buying when it's high, isn't going to yield any abnormal returns.
    • ETFs: VXX, UVXY, XIV, TVIX, SVXY, VIXY, ZIV, VXZ, VIXM, VMAX, VIIX, XVZ, CVOL, VMIN, XXV, TVIZ, IVOP, VIIZ
    Thu, Jun. 22, 12:41 PM | 23 Comments
  • Mon, Jun. 19, 8:07 AM
    • That volatility is U.S. markets is near all-time lows isn't news, but there's little to be seen in Europe and Asia as well, writes Steven Russolillo in the WSJ.
    • Asia may be most interesting. Realized volatility - a measure of how much share prices move around - has dipped to 8.2%, about the lowest since at least 2000. At that level, it means the market has moved by about 0.5% per day on average over a given time frame.
    • Since Jan. 2016, the Asia index has dropped more than 3% just once. In previous bull markets, there were 3% daily declines on average every two-three months.
    • ETFs: VXX, UVXY, XIV, TVIX, SVXY, VIXY, ZIV, VXZ, VIXM, VMAX, VIIX, XVZ, CVOL, VMIN, XXV, TVIZ, IVOP, VIIZ
    Mon, Jun. 19, 8:07 AM | 19 Comments
  • Fri, Jun. 9, 10:47 AM
    Fri, Jun. 9, 10:47 AM | 7 Comments
  • Thu, May 25, 10:14 AM
    • via the WSJ's Ben Eisen
    • According to a paper from two University of Texas researchers, a quirk leaves the volatility market vulnerable to a sophisticated trade involving pushing around the prices of underlying S&P 500 options in order to manipulate the value of VIX derivatives as they settle.
    • "This market is fairly unique because you’ve got a very liquid market that’s settling based on the price of a less liquid options market,” says one of the authors.
    • A hypothetical example: A trader long $2M of VIX futures, wanting to push prices higher prior to settlement, could spend $1M overpaying for S&P 500 options at the settlement auction, driving up the price of the contracts used to calculate the VIX. Any money lost on the S&P options trade would be gained doubly by the VIX derivatives (where twice as much are owned).
    • The CBOE says the work is based on "fundamental misunderstandings."
    • ETFs: VXX, UVXY, TVIX, XIV, SVXY, VIXY, ZIV, VXZ, VIXM, CVOL, VIIX, XVZ, XXV, TVIZ, IVOP, VIIZ, VMAX, VMIN
    Thu, May 25, 10:14 AM | 136 Comments
  • Wed, May 17, 1:57 PM
    • The CBOE Volatility Index is up 27.61% in the breakout move some traders have been looking to catch.
    • The fear gauge traded as high as 13.72 earlier. The 52-week range is 9.56 to 26.72.
    • The move in the VIX is the largest since the U.S. election.
    • ETFs: VXX, UVXY, TVIX, XIV, SVXY, VIXY, ZIV, VXZ, VIXM, CVOL, VIIX, XVZ, XXV, TVIZ, IVOP, VIIZ, VMAX, VMIN
    Wed, May 17, 1:57 PM | 111 Comments
  • Wed, May 10, 4:05 PM
    Wed, May 10, 4:05 PM | 61 Comments
  • Wed, May 10, 12:02 PM
    • The CBOE Volatility Index took a little trip back over 10.00 following the firing of FBI Director James Comey and some saber rattling out of North Korea before settling back.
    • The volatility index is now down 1.51% on the day to 9.81. The "old VIX" is also lower on the day, but still sits in double digits at 10.79.
    • ETFs: VXX, UVXY, TVIX, XIV, SVXY, VIXY, ZIV, VXZ, VIXM, CVOL, VIIX, XVZ, XXV, TVIZ, IVOP, VIIZ, VMAX, VMIN.
    Wed, May 10, 12:02 PM | 13 Comments
  • Mon, May 8, 3:10 PM
    • The CBOE Volatility Index fell to a 24-year low of 9.70 with a 8% move down. Today's downward swing in the fear gauge is likely tied to the result of the French election and the general sideways action in global markets.
    • Will the VIX revert back to its historic mean of 20? Convergex chief market strategist Nicolas Colas weighs in.
    • "Volatility is ultimately the mathematical measurement of human emotion on stock prices. Emotions are by their nature unpredictable, which makes the VIX equally inscrutable. All we know is that human emotions still exist, and therefore volatility will return," says Colas.
    • ETFs: VXX, UVXY, TVIX, XIV, SVXY, VIXY, ZIV, VXZ, VIXM, CVOL, VIIX, XVZ, XXV, TVIZ, IVOP, VIIZ, VMAX, VMIN.
    Mon, May 8, 3:10 PM | 74 Comments
  • Tue, Jan. 24, 2:59 PM
    Tue, Jan. 24, 2:59 PM | 36 Comments
  • Tue, Jan. 3, 4:02 AM
    • Investors funneled a record $375B into exchange-traded funds in 2016, according to BlackRock (NYSE:BLK), compared with $348B in 2015.
    • Best and worst non-leveraged perfomers: SILJ +150.6%, XME +112.5% RSXJ +105%, VXX -68.9%, VIIX -68.9%, VIXY -68.7%.
    • Nearly 250 new ETFs were also launched during the year, with the dominant category beings U.S. equities, representing 36% of new funds.
    Tue, Jan. 3, 4:02 AM | 6 Comments
  • Dec. 21, 2016, 1:58 PM
    • The CBOE Volatility Index is down 1% today to 11.34 as investors push the fear gauge even closer to its lowest closing level of the year (11.02). The VIX index is down 39% since the U.S. election.
    • For historical perspective, the all-time low on the VIX of 9.31 was recorded in 1993, while the high mark for the VIX was 80.06 on November 20, 2008.
    • ETFs: VXX, UVXY, TVIX, XIV, SVXY, VIXY, ZIV, VXZ, VIXM, CVOL, VIIX, XVZ, XXV, TVIZ, IVOP, VIIZ, VMAX, VMIN
    Dec. 21, 2016, 1:58 PM | 15 Comments