VXXiPath S&P 500 VIX Short-Term Futures ETN(Exchange Traded NoteMatures: 01/30/2019)
XTF Rating*
Price:$40.89 -0.05(-0.12%)
52 Week:$39.85 - $92.56
Volume: 23,067,014
Avg Daily Volume: 29,711,142
Market Cap: $944,185,382 Avg Trade Size: 221 shares
Fund Turnover: 1 days 4/22/2014 4:00:00 PM
Similar ETFs to VXX: VIXY, VIIX, VXZ, VIXM, VIIZ

iPath S&P 500 VIX Short-Term Futures ETN is an exchange-traded note issued in the USA. The Note will provide investors with a cash payment at the scheduled maturity or early redemption based on the performance of the underlying index, the S&P 500 Short-Term VIX Futures TR Index.

Inception Date: 1/30/2009Geography: US  Asset Class: Volatility
Primary Exchange: NYSE ArcaInvestment Philosophy: Passive Index
Issuer: Barclays Bank PLCUnderlying Index: S&P 500 VIX Short-Term Futures Index
Index Provider: Standard & PoorsIndex Composition: Option Strategy

Structural Integrity
Investment Metrics
Fund Holdings
Fund Exposure
News Headlines
VXX Structural Integrity ranks in the 46th percentile (among all 17 Volatility ETFs over past 6 months).
2/28/2014 Value  Rank (%)
Expense Ratio 0.89% 
 18%
Average Bid Ask Ratio Premium Content 
 96.3%
Tracking Error Premium Content 
 26.9%
Concentration Risk Premium Content 
 0.1%
Market Impact Premium Content 
 94.9%
Efficiency Premium Content 
 34.2%
Cap Gains Dist Premium Content 
 100%
     
4/21/2014  
Avg Number of Components   (range) 1   (1-1)
Legal Structure Senior, Unsecured, Unsubordinated Debt 
Annual Yield 0.00%
Last Dividend PaidDate 0.0, n/a   See Distributions
Options / Futures Available Y  /  Y 
Short Interest / Days to Cover 147.8% /  1 day
Net Asset Value $949,102,341 
Premium (Discount) -0.52% 
*The XTF Rating for an ETF is based on statistical analysis of its structural integrity and investment metric giving a total range between 0 and 10 with 10 being the best. Read More.





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