iPath Series B S&P 500 VIX Mid-Term Futures ETN
7 hedge funds and large institutions have $3.76M invested in iPath Series B S&P 500 VIX Mid-Term Futures ETN in 2020 Q2 according to their latest regulatory filings, with 4 funds opening new positions, 0 increasing their positions, 3 reducing their positions, and 2 closing their positions.
2,107% more call options, than puts
Call options by funds: $5.72M | Put options by funds: $259K
100% more first-time investments, than exits
New positions opened: 4 | Existing positions closed: 2
40% more funds holding
Funds holding: 5 → 7 (+2)
9.17% less ownership
Funds ownership: 12.24% → 3.07% (-9.2%)
84% less capital invested
Capital invested by funds: $22.9M → $3.76M (-$19.1M)
100% less repeat investments, than reductions
Existing positions increased: 0 | Existing positions reduced: 3
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
FTUS
Flow Traders U.S.
New York
|
+$1.07M |
| 2 |
CIBC World Market
Toronto,
Ontario, Canada
|
+$356K |
| 3 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$204K |
| 4 |
UBS Group
Zurich,
Switzerland
|
+$18.3K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$19.2M |
| 2 |
Jane Street
New York
|
-$633K |
| 3 |
Simplex Trading
Chicago,
Illinois
|
-$614K |
| 4 |
IMC Chicago
Chicago,
Illinois
|
-$411K |
| 5 |
CG
Cutler Group
San Francisco,
California
|
-$93K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
IMC Chicago
Chicago,
Illinois
| $1.39M | -$411K | -3,069 | -23% |
|
|
FTUS
2
Flow Traders U.S.
New York
| $1.07M | +$1.07M | +7,969 | New |
|
|
3
Simplex Trading
Chicago,
Illinois
| $500K | -$614K | -4,587 | -55% |
|
|
4
CIBC World Market
Toronto,
Ontario, Canada
| $358K | +$356K | +2,656 | New |
|
|
5
Jane Street
New York
| $215K | -$633K | -4,726 | -75% |
|
|
6
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $205K | +$204K | +1,520 | New |
|
|
7
UBS Group
Zurich,
Switzerland
| $18K | +$18.3K | +137 | New |
|
|
8
Barclays
London,
United Kingdom
| – | -$19.2M | -150,000 | Closed |
|
|
CG
9
Cutler Group
San Francisco,
California
| – | -$93K | -728 | Closed |
|
VXZ Hedge Fund Activity: Q2 2020 in Review
7 of the 4,878 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Mid-Term Futures ETN (VXZ) for Q2 2020, worth a combined $3.76M — down 84% from $22.9M a quarter earlier.
Buyers outnumbered sellers: 4 funds opened new VXZ positions and 2 closed out — a net gain of 2 holders — while 0 added to existing stakes and 3 trimmed.
The largest buyer was Flow Traders U.S., opening a new position worth an estimated $1.07M. The largest seller was Barclays, exiting entirely with an estimated $19.2M sold.
- 7 institutional investors held iPath Series B S&P 500 VIX Mid-Term Futures ETN (VXZ) as of Q2 2020, up from 5 in Q1 2020.
- Funds reported $3.76M of iPath Series B S&P 500 VIX Mid-Term Futures ETN stock for Q2 2020, down 84% quarter-over-quarter.
- 4 funds opened new iPath Series B S&P 500 VIX Mid-Term Futures ETN positions in Q2 2020 and 2 closed out, a net change of +2 holders.
- The largest iPath Series B S&P 500 VIX Mid-Term Futures ETN buyer in Q2 2020 was Flow Traders U.S., an estimated $1.07M added.
- The largest iPath Series B S&P 500 VIX Mid-Term Futures ETN seller in Q2 2020 was Barclays, an estimated $19.2M sold.
Based on aggregated 13F filings for Q2 2020.