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Bullboard - Stock Discussion Forum Horizons ETFs Management (Canada) Inc - BetaPro S&P 500 VIX Short-Term Futures Daily Inverse ETF Class A BTTPF

Post by Aeterna on Feb 06, 2018 12:26pm

Mechanics

Does anybody here really understand the mechanics of HVI vs its US peers XIV / SVXY? Those took -90% in after hours because of margin calls, not because of the VIX behavior. For HVI, there is no after hours, and the fund is rebalanced overnight based on the last closing price (from my understanding). This product does not track XIV, but the inverse of the VIX, which are in that case, two very different things.

Question, is there a chance we'll resume trading with an acceptable drop of around 20%, that will preserve the HVI / HVU parity, or this going to be completely broken like SVXY / UVXY right now?

Can somebody explain why we would be taking a 80% drop at the open if that's what you think?

Thanks a lot in advance for your thoughts on this!

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