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iPath S&P 500 VIX ST Futures ETN Message Board

  • johnnycuckhold johnnycuckhold Mar 21, 2013 12:50 PM Flag

    Why the VXX should be put in jail....

     

    The investment seeks to replicate, net of expenses, the S&P 500 VIX Short-Term Futures Total Return Index. The index offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various points along the volatility forward curve. The index futures roll continuously throughout each month from the first month VIX futures contract into the second month VIX futures contract.

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