VXX

iPath S&P 500 VIX Short-Term Futures ETN
CLOSING PRICECHANGE (%)VOLUME
$18.09-0.19 (-1.04%)53.85M
4:00:00 p.m. (ET) 02/24/2017
BZX EXCHANGE CLOSED
LAST TRADECHANGE (%)
---- (--)
BID SIZEBID ($)ASK ($)ASK SIZE
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Overall Rating

B

47
as of 02/24/17

Rating Details

83
98
47
Segment Average
  • Overview
  • Efficiency
  • Tradability
  • Fit

VXX Fund Description

The iPath S&P 500 VIX Short-Term Futures ETN tracks an index with exposure to futures contracts on the CBOE Volatility Index with average 1-month maturity. Exposure resets daily.

VXX FactSet Analytics Insight

VXX is among the largest and most liquidexcellent trading volume makes VXX the trader's choice volatility ETPs, and is one of a handful that offer short-term VIX futures exposure. Two immediate caveats: 1) volatility ETPs deliver poor long-term exposure to the VIX index; and 2) volatility ETPs have a history of erasing vast sums of investor capital over holdings periods as short as a few months. Still, short-term VIX ETPs like VXX generally make better tools for tactical exposure to the VIX than midterm products (short-term means 1-month average term VIX futures). They tend to do a better job than midterm ETPs in matching the VIX statistically, but also lose more money from contango in their futures positions. VXX’s performance is basically indistinguishable from its short-term peer ETPs but its excellent trading volume makes it the trader's choice. As an ETN, VXX is backed by Barclay’s credit rather than by assets.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
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VXX Summary Data

01/29/09
Exchange-Traded Note
0.89%
$1.29 B
$743.85 M
0.05%

VXX Portfolio Data

S&P 500 Short-Term
0%
N/A
2

VXX Index Data

Single Asset
Single Asset
CBOE Volatility Index
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

VXX Portfolio Management

0.89%
-0.44%
-0.14%
-0.94%

VXX Tax Exposures

20.00% / 39.60%
--
No distributions
No

VXX Fund Structure

Exchange-Traded Note
No
N/A
0% / 100%
Barclays Bank PLC
Low
Low
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS----
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BIDS----
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LAST 10 TRADES
TIMEPRICESHARES
16:36:5418.16100
16:19:5818.15100
16:19:5318.15400
16:19:2318.1446
16:19:2318.14354
16:19:2118.14200
16:19:2118.14700
16:19:2118.14100
16:19:1118.15416
16:18:5718.16100
Bats BZX Real-time Quote - 23:59:59
Average Spread
Premium/Discount
Volume

VXX FactSet Analytics Block Liquidity

As of 02/24/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VXX. VXX is rated a 5 out of 5.

VXX Tradability

36,694,827
$743.85 M
35,724,386
$747.17 M
0.05%
$0.01
0.22%
3.68% / -7.49%
None
100.00%
25,000
1,428.98
0.05%
0%
2,615,665
$18.28
5

Term Structure VIX Futures As of 12/31/1969

VXX Performance Statistics

0.80
0.47
--
0.49
0.46
4.65%

Rolling 30-day Correlation to VIX Index