In light of recent events, it seems as though some brokers (notable Scottrade) are tightening their policies around the shorting of various ETPs. I did some digging today and here were my findings:

1. Scottrade has placed VXX, TVIX, UVXY on its “non-marginable securities” list. Basically a blacklist of equities you cannot short. VIXY remains off of that list, but there are no shares currently to borrow. They did mention that equities come on and off that list occasionally, so it might be worth watching what happens when volatility dies down a bit.
2. TD Ameritrade does allow the shorting of VIX ETP’s, and when they complete the acquisition of Scottrade the last week of February, the equities will be on their rules so VXX, TVIX, UVXY should be shortable again for Scottrade customers, as long as you can find the shares to borrow.
3. Charles Schwab allows for shorting of all 3, but you do need to place a phone call in to complete the order, which might make things tough if you’re trying to do a quick scalp.
4. Fidelity allows for shorting of all 3, can be done online.

Hope this is helpful. Stay liquid my friends.