VelocityShares Daily 2x VIX ST ETN (TVIX)

[DrContango]

The Mathematics of TVIX


Please review my TVIX prognosis of May 10:

http://investorshub.advfn.com/boards/read_msg.aspx?message_id=101802704

TVIX closed at 5.54 on May 9

TVIX RT = 4.67, a drop of 15.7%

VIX 12.06 -0.90
VX M4-CF 14.15 -0.25

JUNE futures have dropped from 15.2 to 14.5

May VIX futures expired this morning. The TVIX portfolio is now 100% June futures and the gradual roll into July futures begins this evening...

THE numbers to follow are at CBOE

http://cfe.cboe.com/data/dailyvxfutureseodvalues/default.aspx


THE chart to follow is here:

http://vixcentral.com/


Doc