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Barclays' S&P 500 VIX Short-Term Futures holds strong as top iPath ETN
By Jennifer Chiou
New York, Dec. 29 - Barclays Bank plc's iPath S&P 500 VIX Short-Term Futures exchange-traded notes were once again the bank's most-traded iPath ETNs, according to the September trading strategy report filed in an FWP with the Securities and Exchange Commission.
In September, an average of 24.92 million of these notes changed hands each day, and they had an average daily trading volume of $449.5 million. These figures again dwarf those recorded for the remaining iPath ETNs during the month.
The notes closed the month at $17.29 (NYSE Arca: VXX) versus a par amount of $100.00.
As reported, the S&P 500 VIX Short-Term Futures ETNs have maintained the top spot since September 2009, when they took over the reins from the S&P GSCI Crude Oil Total Return index ETNs. The latter was No. 2 in the September report. An average of 478,000 of these notes traded daily during the month, and the average daily trading volume was $10.4 million.
These notes closed out the month at $22.78 (NYSE Arca: OIL) versus a par amount of $50.00.
Taking the third spot was the iPath Dow Jones - UBS Commodity Index Total Return ETNs with an average of 328,000 notes changing hands each day and an average daily trading volume of $13.5 million.
The commodity index-linked notes finished the month at $42.29 (NYSE Arca: DJP). Their par amount is $50.00.
The iPath MSCI India index ETNs moved into fourth place in September. An average of 291,000 of the notes changed hands each day, and they recorded an average daily trading volume of $20.9 million.
These notes finished the month at $75.73 (NYSE Arca: INP) and have a par amount of $50.00.
Rounding out the top five was the iPath S&P 500 Mid-Term Futures ETNs. They had an average daily trading volume of 288,000 by number of notes and $25 million by dollar amount.
These notes finished at $86.58 (NYSE Arca: VXZ). Their par amount is $100.00.
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