U.S. Volatility

S&P 500 VIX Futures Indices

VelocityShares’ suite of five volatility ETPs includes 2x leveraged long and inverse strategies on the S&P 500 VIX Short-Term Futures Index and 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 08/17/18
LEVERAGE TICKER NAME CLOSING INDICATIVE VALUE ETNs OUTSTANDING PROSPECTUS
2x TVIX VelocityShares Daily 2x VIX Short-Term ETN $31.90 16,178,311 Prospectus
1x VIIX VelocityShares Daily Long VIX Short-Term ETN $12.38 1,034,193 Prospectus

S&P 500 VIX Mid-Term Futures Index

As of 08/17/18
LEVERAGE TICKER NAME CLOSING INDICATIVE VALUE ETNs OUTSTANDING PROSPECTUS
-1x ZIV VelocityShares Daily Inverse VIX Medium-Term ETN $79.17 1,793,000 Prospectus