BarCap aims swap indexes at LDI market

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.

See also: Catching the LDI bug
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