Inflation swaps market for US funds comes to standstill

Counterparty Radar: Goldman Sachs moves to top dealer spot for non-cleared trades

Inflation-swaps-books-becalmed

US mutual funds refrained from adjusting their inflation swap books in a meaningful way during the second quarter of the year as soaring prices and hopes of peak inflation appeared to discourage managers from placing any big bets.

The aggregate total of inflation swaps in Q2 stood at $16.4 billion – approximately $600 million less than the previous quarter and a record low for the market since the data became available two years ago from filings submitted to the US Securities and Exchange

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