Basic Fund Data
Fund Provider:	Barclays Bank
Asset Class:	Commodity
Fund Category:	Commodity
Ticker:	VXX
Expense Ratio:	0.89%
Fund Category Expense Ratio Average:	0.72%
Options:	No
Fund Inception Date:	02-02-2009
Fund Structure:	Exchange-Traded Note
Fund Weighting Restrictions:	Not Applicable
Fund Tracking Method:	Full Replication
Dividend Payment Frequency:
Basic Index Data
Index Name:	S&P 500 VIX Short-Term Futures Index
Index Provider:	Standard & Poor's
No of Index Holdings:	1
Explanation of Index Strategy
Security Selection Category:	Screened
Security Selection Method:	Futures Contracts
Security Selection Frequency:	Ongoing
Index Weighting Category:	Fixed Weight
Index Weighting Method:	Investability
Index Weighting Frequency:	Daily

Market Price Return
1-Year:	-69.2%
3-Year annualized:
5-Year annualized:
10-Year annualized:
Annual Performance History
2009:	-5.71
2008:
2007:
2006:
2005:
2004:
2003:
2002:
2001:
2000:
Data as of 01/31/10

Fundamentals
Assets MM:	$1176.5
P/E Ratio:
P/B Ratio:
Median Market Cap:
12-month yield:	0%
Data as of 01/31/10

Risk / 3-Year Average
Alpha:	-7.22
Beta:	-0.7
Standard Deviation:	8.32
Sharpe Ratio:
Data as of 01/31/10

Index Snapshot:

The iPath S&P 500 VIX Short-Term Futures ETN (Ticker: VXX) seeks investment results that correspond generally to the performance, before fees and expenses, of the S&P 500 VIX Short-Term Futures Index. The index is designed to provide access to equity market volatility through CBOE Volatility Index (VIX Index) futures. Specifically, the S&P 500 VIX Short-Term Futures Index offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various points along the volatility forward curve. The index futures roll continuously throughout each month from the first month VIX futures contract into the second month VIX futures contract.