Inflation derivatives
Del Missier: "status quo won't work" for long-dated trades
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Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
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Dealers will present their case as to why the ECB should buy linkers as well as nominal bonds in a conference call today
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Further downgrades for Italy would cause its inflation-linked bonds to drop out of a Barclays Capital index, prompting mass selling by fund managers, dealers fear
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More Inflation derivatives articles
Sponsored forum: US inflation derivatives
Original headline:
There continues to be uncertainty about the direction of US inflation, particularly given the latest attempts by the Federal Reserve to stimulate growth, known as Operation Twist. This uncertainty is encouraging a broader range of investors and hedgers...
US inflation market divided on huge 30-year Tips short
Original headline:
A big short position in 30-year Treasury inflation protected securities backfired at the end of June. Traders say the strategy – driven by the end of the second round of quantitative easing – made some sense, but the size of the bet didn’t. Mark...
Morgan Stanley Tips bet 'made sense', dealers say
Published online only
Big curve flattening bet attributed to Morgan Stanley was reasonable, traders say - one rival exited similar position just in time
Product retrospective: Coupons for inflation
Original headline:
In September 2008, Structured Products published a review of the Merrill Lynch three-year euro and Swiss Franc Inflation Linked Booster, which offered additional coupons depending on the relevant inflation rate
Sponsored statement: Royal Bank of Scotland
Original headline:
A period of uncertainty has followed the global financial crisis, with forecasters differing in their predictions of how inflation will respond. The Royal Bank of Scotland’s Inflation Vortex is one tool that has been deployed to better understand the...
Life companies try to meet inflation-linked product demand
Original headline:
Life companies have spent the past couple of years tightening up exposure to inflation, but are they ready to meet consumer demand for inflation-linked products?
Vigilance needed to prevent curse of inflation in Asia
Original headline:
The unprecedented injection of trillions of dollars of easy money into the global financial system during the past couple of years is increasingly viewed as posing a serious risk that inflationary pressure will build in many economies around the world...
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