Citi

Containing contango

Commodities are back in favour with investors looking for diversification and absolute returns. But market conditions, coupled with the fact that most commodities remain in contango, means passive beta investments could disappoint. How are dealers…

Action reactions

At OpRisk USA 2010 participants discussed how they can deal with increasing waves of regulation and add value in the new financial environment.

Alternative Fund Administration Survey 2010

Changing fortunes: Competition for alternative assets is intensifying as the 2010 survey results show some ranking changes. Sophia Morrell reports on the shifting environment reflected in this year's alternative fund administration survey.

Between volatility and variance

Banks and investors were hammered on short single-stock variance positions during the financial crisis, leading many dealers to withdraw from the variance swap market. The alternative that some have reverted to is the volatility swap, although this has…

The call and collateralisation

Citi is providing an open-ended structured fund linked to the FTSE 100 index. Investments in the Autocall Fund mature when kickout occurs or when a five-year cycle is completed, and proceeds are reinvested on kickout. The fund is fully collateralised…

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