BarCap ETN offers access to volatility

Vying for volatility

This is dynamic product combining long and short volatility positions and is essentially a tracker on a portfolio consisting of a long position (70%) on the S&P 500 Vix Mid-Term Futures Index and a short position (30%) on the S&P 500 Vix Short-Term Futures Index.

The S&P 500 Vix Futures Index Series is a suite of investable indexes that offer directional exposure to volatility through publicly traded futures markets. The index series models returns from a long Vix futures position that is rolled

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: