$二倍做多波动率指数短期期货ETF-ProShares(UVXY)$ $反向波动率指数短期期货ETF(SVXY)$ 原文: UVXY: *As of close of business on February 27, 2018, this fund’s daily objective multiple changed from 2x to 1.5x. All returns prior to February 28, 2018 reflect the 2x daily objective multiple. SVXY: *As of close of business on February 27, 2018, this fund’s daily objective multiple changed from -1x to -0.5x. All returns prior to February 28, 2018 reflect the -1x daily objective multiple. 真正的两倍做多vix只剩下$二倍做多VIX波动率指数短期期权ETN(TVIX)$ 这个etn啦! 另外做空波动率-1倍的只有做空长期波动率的$VelocityShares Daily Inverse VIX(ZIV)$ 还好一些。 @Tony特别帅
$UBS AG VelocityShares VIX Short Volatility Hedged ETN(XIVH)$ XIVH的ETN性质发生了180度大转变。原文:The Index Weight (WGT) chart shows the exposure to the S&P 500 VIX Short-Term Futures Index (SPVXSP). Long Vol WGT is 2x leveraged; Short Vol WGT is -1x leveraged. As an example, a Long Vol WGT of 75% and a Short Vol WGT of 25% would have an overall net long exposure to SPVXSP of 125%: (75%*2) (25%*-1) = 125%. Net exposure is as of the 4:15pm ET VIX Futures settlement for the date indicated and is how the products are positioned relative to SPVXSP going into the following business day.翻译:指数权重(WGT)图显示了S&P 500 VIX短期期货指数(SPVXSP)的风险敞口。 Long Vol WGT是2倍杠杆; 短卷WGT是-1x杠杆。 举例来说,75%的Long Vol WGT和25%的Short Vol WGT将对SPVXSP的总净长期暴露达到125%:(75%* 2) (25%* - 1)= 125%。 净风险暴露于指定日期下午4:15 ET VIX期货结算,以及产品相对于SPVXSP进入下一个工作日的定