AIM 06 COLLATERALIZED FUTURES POSITIONS

Unlevered (1x) products can be structured from collateralized futures or total rate of return swaps.

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• Required reading

  • Crigger 20200421 - Biggest oil ETF halts creations - ETF.com​

  • FT 20200522 - Brokers shun oil ETF providers over regulatory risks

  • WSJ 20200704 - 'So Unstable and So Volatile': Oil crash crushes individual investors, prompts trading overhaul

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• ​Lecture notes

  • Slides

  • Support files:

    • S&P return replication.xlsx

    • VIXY fact sheet.pdf

    • VIXY history.xlsx

    • USO history.xlsx