Treasury inflation-protected securities (tips)
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Proshares rolls out ETFs offering exposure to the difference in yield between Treasuries and TIPS
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The inflation derivatives market is characterised by long-dated trades, big notional sizes, a lack of liquidity and – where corporate clients are involved – a lack of collateral. In other words, it...
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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...
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More Treasury inflation-protected securities (tips) articles
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Big curve flattening bet attributed to Morgan Stanley was reasonable, traders say - one rival exited similar position just in time
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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?
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Inflation desks experienced two extremes in 2010. The market was initially driven by fears about an economic slowdown and Japanese-style deflationary scenario in the US, as well as the escalating sovereign debt crisis in the eurozone. Certain clients...
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The inflation derivatives market in the US has recently seen a surge in activity, with high-profile trades from North American insurer Fairfax and US investment manager Pimco. Is this the catalyst for further growth? In a forum convened by Risk and sponsored...
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A number of insurance companies and pension funds have bought 0% floors this year amid concerns about deflation. One high-profile trade has received particular attention, encouraging other market players to express their views. But the focus could be...
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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
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Extra inflation hedging demand driving split between derivatives and cash market pricing
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