iPath S&P 500 VIX Short-Term Futures ETN (VXX)

[DrContango]

VIX futures expire tomorrow morning.

Below are the futures data from the week of July expiry.

Absent any tumult in the mkts, we might see a replay from last month and September futures might drop another 2-3% this week.

Jul 10, 2014 Jul 11, 2014 Jul 14, 2014 Jul 15, 2014
VIX 12.59 12.08 11.82 11.96
FRONT 13.0000 12.6500 12.0500 12.2000
BACK 13.3500 13.2000 12.7500 13.0000


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