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ProShares to Reduce Target Exposure to its VIX Futures ETFs

Begins as of close of business on February 27, 2018.
Looks like the still un-neutered VMIN and VMAX could now gain more traction for VIX futures ETF products.


yes! well, at least VMIN should (that’s what I’ve been using the past couple of weeks). VXX is still alive and well for the long vol side, with options as well.


Now the Rex Shares VMIN and VMAX soon to reducie beta by holding 2 to 6 month VIX futures.


Yes, a complete shift away from rolling the weeklies. Overall, new VMIN should behave like ZIV, except with a little more responsiveness to the near term (likely a little more beta).

It’s quite a new terrain for vol trading with ETPs and ETP options.


Yup, it’s a new climate now for most Volatility strategies. The past performance (both the good and the bad) are essentially meaningless going forward. It’s all sort of moot now anyway.