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.
More on Structured Products
Are those who assume structured products consolidation is bound to happen mistaken?
Trading and pricing correlation for structured products
Societe Generale wins Structured Products house of the year for Asia
Societe Generale wins Structured Products interest rates award for Asia
Sign up for Risk.net email alerts
Nominated for two technology awards
Nominated for post trade technology award
Sponsored webinar: Collateral and counterparty tracking
Isda directors warn on fragmentation, access and liquidity - but expect problems to pass
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.