Barclays Capital has launched indexes of nominal and inflation swaps, aimed at pension managers following liability-driven investment (LDI) strategies.The nominal indexes include coupon-paying and zero-coupon swaps, and the inflation indexes include zero-coupon and real rate swaps. BarCap's head of pension solutions, Serkan Bektas, said the indexes would allow funds to construct benchmarks that would match their sensitivity to nominal and real rates. The indexes are available in sterling, US dollar and euro formats, and also come in funded versions, which include a cash component.
Sign up for Risk.net email alerts
UK, 25th - 26th Feb 2014
USA, 27th - 28th Feb 2014
UK, 5th - 6th Mar 2014
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.
Updating your subscription status
Risk iPad and iPhone Apps