Transparent pricing data shapes the evolution of indexation in fixed income

High volatility in 2020 accelerated adoption of fixed income exchange-traded funds (ETFs). As the credit market structure evolves, indexation has become even more integral to the efficiency of fixed income markets. But indexing comes with design challenges and there is debate on what is the best way to construct a fixed income index.

In this audiocast, MarketAxess' Kat Sweeney, head of index and ETF Solutions, and John Keller, ETF and index product manager, share their views on the evolution of credit market structure and how MarketAxess is using its unique vantage point to inject tradeability and transparency into the traditional indexation of fixed income.

1:04 – Developments fuelling each other and driving evolution in fixed income markets

3:52 – How efficient arbitrage is being achieved for fixed income ETFs, similar to that for equity ETFs

6:36 – The impact of transparent pricing data on fixed income indexation

8:15 – How innovation in trading applies to the construction of fixed income indexes

 

Learn more about fixed income indexation at MarketAxess

This audiocast was recorded on 21 Dec 2021

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