Barclays Capital (BarCap) has launched two exchange-traded notes (ETNs) for US investors, offering liquid access to volatility as market falls push up volatility levels. The notes will track two indexes from the S&P 500 Vix Futures indexes series launched in January, and aim to replicate a long position in publicly traded Vix futures contracts. The ETNs will follow the performance of both indexes in the new suite: the Short-Term (with a ticker of VXX) and Mid-Term Futures (VXZ).
The indexes were
The week on Risk.net, July 7-13, 2018Receive this by email