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ProShares to Reduce Target Exposure to its VIX Futures ETFs

#1

http://www.proshares.com/news/proshare_capital_management_llc_plans_to_reduce_target_exposure_on_two_etfs.html
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.

#2

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.

#3

Now the Rex Shares VMIN and VMAX soon to reducie beta by holding 2 to 6 month VIX futures.
https://www.volmaxx.com/Data/Sites/9/media/docs/VolMAXX_Strategy_Change.pdf

#4

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.

#5

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.