VIXM (ProShares VIX Mid-Term Futures ETF)

VIXM is a long unleveraged VIX ETF by ProShares.

VIXM Exposure and Basic Characteristics

Unlike VIXY, another long VIX ProShares ETF, VIXM targets longer maturity VIX futures and therefore it is generally less volatile and its moves are less similar to the spot VIX (CBOE Volatility Index). VIXM exposure is similar to VXZ by iPath (Barclays) and (already delisted) VIIZ by VelocityShares.

Direction: Long, unleveraged

Underlying index: S&P500 VIX Mid-Term Futures Index ER

Exposure: The middle part of the VIX futures curve (combination of the fourth, fifth, sixth, and seventh VIX futures contract months – rolling from the fourth to the seventh to maintain constant five month maturity)

VIXM options: Available, but very illiquid

Product type: ETF (exchange traded fund)

Provider: ProShares

Inception date: 3 January 2011

Official Information and Links

ProShares VIX Mid-Term Futures ETF seeks investment results, before fees and expenses, that track the performance of the S&P 500 VIX Mid-Term Futures Index. Source: Official website (see links below).

VIXM product page: https://www.proshares.com/our-etfs/strategic/vixm

VIXM Quotes, Assets, and Trading Volume

Yahoo Finance: finance.yahoo.com/quote/VIXM

Bloomberg.com: www.bloomberg.com/quote/VIXM:US

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