This Week in Volatility Indexes and ETPs – 9/5/2014

The S&P 500 pulled out a gain for the week through shaking off what was called a bad employment report this past Friday. VXST and VIX rose as well for the week while the longer dated volatility indexes were down slightly. We have to attribute some of the VXST and VIX gains to rebounding from the three day weekend.


The long ETNs continue to suffer from no real sustainable move to the upside in VIX. VXX was down only 2.35% on the week, but it has given up over 35% for 2014. The short volatility ETPs (XIV and SVXY) both gained just over 2.3% and are both up about 29% for the year.

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