VIIZ (VelocityShares VIX Medium-Term ETN)

VIIZ Exposure and Basic Characteristics

VIIZ is an exchange traded note by VelocityShares, tracking the S&P500 VIX Mid-Term Futures Index and therefore providing an exposure to VIX futures with longer time to expiration (5 months Рcompared to 1 month of the VIIX ETN). These ETNs are among the exchange traded products targeting volatility and the VIX (CBOE Volatility Index).

Direction: Long, unleveraged

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)

VIIZ 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 Long VIX Medium-Term ETNs are senior, unsecured obligations of Credit Suisse AG acting through its Nassau branch. The return on the ETNs is linked to 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:

VIIZ Quotes, Assets, and Trading Volume

Yahoo Finance:

Bloomberg.com:


Related pages


what is 13f filingcboe delayed quotesblack scholes option pricing model explainedmsft stock historyinferential statistics calculatorcalculator for negative numberspearson coefficient excelformula for calculating average in excelsoros 13ffutures options expirationvix etfdelta put optionbarclays etnwacc debtweighted average return formulaoption straddle examplewhat is skew in statisticsdeviation score formulasma and emaclosing stock price for applecalculating probability in exceldow divisoroption payoff diagrammarket value weighted indexexcel macro averagekurtosis definehow do you calculate sample varianceexcel formulas spreadsheettrading today black scholes calculatorprice weighted indexesproshares uvxyformula of waccinverse vxxexcel formulas standard deviationformula for finding sample meanformulas on profit and lossdelta of put optionblack scholes dividend paying stockstock price volatility calculationblack scholes put formulastraddle payoff diagramblack scholes merton calculatorcolor codes for notepadmodified sharpe ratiostandard devianceonline black scholes calculatorhull options futuresmeasuring skewnessdividends equationvix futurevix backwardationetf short s&pstandard deviation and variance for grouped datasample kurtosispopulation and sample variancecalculate exponential moving averageskewness interpretationmeasure of skewness and kurtosisdefine kurtosis and skewnesscalculating standard deviation of returnsdow jones investment calculatortrade the vixstandard deviation computational formulaoption moneynesswhat is kurtosis in statisticsindicative price meaningweighted average cost of capital wacchedge fund macro strategysortino ratio interpretationsortino ratio formulapayoff diagram call optionhow is the dow jones calculatedoptions delta hedgingkurtosis values interpretationvix derivativesshort put payoff diagraminverse s&p etf