US inflation market divided on huge 30-year Tips short

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Inflation derivatives markets are no longer a land of extremes. In 2010, market participants fretted about two distinct but equally worrying scenarios – deflation on one hand, and runaway inflation on the other. Among other things, those fears sparked massive interest in zero-coupon inflation caps and floors, including several large trades between California-based asset manager Pimco and Toronto-based insurer Fairfax Financial (Risk November 2010, pages 42-44).

Since the US Federal Reserve

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]