BarCap teams with HFR to offer hedge fund options

Barclays Capital and HFR Group are offering transparent pricing for hedge fund-linked tradable options. Based on the HFRX Global Hedge Fund Index, BarCap will offer a two-way market in European call options to its institutional clients and counterparties. HFR is a Chicago-based provider of hedge fund data, research, indexation and asset management services.

The launch of these options should add transparency and liquidity to the fund-linked derivatives market by providing investors with real-time pricing and standardised product terms, claimed Barlays Capital and HFR in a joint statement.

Indicative pricing will be available during London market hours on both Bloomberg and Reuters. The options will be available in euros, US dollars, sterling, yen and Swiss francs. There will be a minimum dealing threshold of 500 contracts, or $500,000, which initially will have maturities from one to five years. Additional maturities and strike prices will be added subject to market demand.

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