U.S. Volatility

S&P 500 VIX Futures Indices

VelocityShares’ suite of volatility ETPs includes 2x leveraged long and inverse strategies on the S&P 500 VIX Short-Term Futures Index or the S&P 500 VIX Mid-Term Futures Index. The VelocityShares VIX-related ETPs are designed to provide sophisticated institutional investors with exchange traded instruments for implementing views on volatility and hedging risks. Combinations of VIX ETFs, ETNs, futures, variance swaps and/or options may potentially be used to construct tail risk (black swan) strategies.

Sophisticated institutional investors interested in taking views on the level of implied volatility in the S&P 500® Index may use VIX-related exchange traded notes to potentially express those views.

S&P 500 VIX Short-Term Futures Index

As of 08/21/19
LEVERAGE TICKER NAME CLOSING INDICATIVE VALUE ETNs OUTSTANDING PROSPECTUS
2x TVIX VelocityShares Daily 2x VIX Short-Term ETN $15.52 59,433,310 Prospectus
1x VIIX VelocityShares Daily Long VIX Short-Term ETN $10.60 2,199,178 Prospectus

S&P 500 VIX Mid-Term Futures Index

As of 08/21/19
LEVERAGE TICKER NAME CLOSING INDICATIVE VALUE ETNs OUTSTANDING PROSPECTUS
-1x ZIV VelocityShares Daily Inverse VIX Medium-Term ETN $69.16 1,113,000 Prospectus