Treasury inflation-protected securities (tips)
Market has become less efficient and less self-correcting, funds say
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The resumption of issuance of government linkers, which now include deflation floors, should aid the development of inflation derivatives in South Korea
Extra inflation hedging demand driving split between derivatives and cash market pricing
While reverse convertibles make up the majority of the latest issuance, benchmark indexes and basket products also feature strongly. Credit Suisse has issued two principal-protected basket products, offering...
The inflation market has had a challenging few months. In particular, many dealers were hurt by short positions in 0% inflation floors, causing sizeable losses for some firms. Sponsored by BGC Partn...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.