US mutual funds paused inflation bets in Q3
Counterparty Radar: Uncertainty over inflation appears to have dampened trading activity
US mutual funds cut their holdings of inflation swaps in the third quarter, after nine months of steady expansion. Despite the dip, at $28.4 billion, total exposures are just $1.4 billion shy of the second quarter’s aggregate, which was the highest since Risk.net began collecting this data at the start of 2020.
The data suggests fund managers remained cautious about inflation in Q3, but were
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