TVIZ (VelocityShares Daily 2x VIX Medium-Term ETN)

TVIZ Exposure and Basic Characteristics

TVIZ is a double long leveraged ETN on the VIX by VelocityShares. It is similar to the better known TVIX, from which it differs in targeted maturity of the VIX futures. While TVIX targets near term futures (constant maturity of 1 month), TVIZ targets medium term futures (constant maturity 5 months).

Direction + leverage: 2x long

Underlying index: S&P500 VIX Mid-Term Futures Index ER

Exposure: Middle of the VIX futures curve (long positions in the fourth, fifth, sixth, and seventh VIX futures contract months, rolling from the fourth to the seventh with passing time to maintain constant 5-month maturity)

TVIZ options: Not available

Product type: ETN (exchange traded note)

Issuer: Credit Suisse AG

Provider: VelocityShares

Inception date: 29 November 2010

Official Information and Links

The VelocityShares Daily 2x VIX Medium-Term ETNs (the “ETNs”) are senior, unsecured obligations of Credit Suisse AG (“Credit Suisse”) acting through its Nassau branch. The return on the ETNs is linked to twice (2x) the daily performance of the S&P 500 VIX Mid-Term Futures Index ER less the investor fee. Source: Factsheet (see links below).

Product page:

Factsheet:

Prospectus:

Provider website:

TVIZ Quotes, Assets, and Trading Volume

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Bloomberg.com:


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