Treasury inflation-protected securities (Tips)
How US shutdown set off long-awaited basis bet
Hedge funds dust off a years-in-the-making relative value trade to profit from fallback mismatch
US Treasury market preps for reporting showdown
Sifma expected to attack transparency plans; prop traders brand objections “crazy”
Foreign banks flocked to Treasuries and Fed in Q3
Claims rose at fastest annual pace since early pandemic amid inflation jitters
Hedge funds see appeal in inflation anomalies
Market has become less efficient and less self-correcting, funds say
CME said to have shelved inflation futures plan
Contracts had been drafted, but did not attract enough support
A year of market movement and trading opportunities
Sponsored forum: US inflation derivatives
Proshares ETFs offer Tips for protection
Proshares rolls out ETFs offering exposure to the difference in yield between Treasuries and TIPS
Inflation derivatives house of the year: Royal Bank of Scotland
Risk awards 2012
US inflation market divided on huge 30-year Tips short
When Tips don't pay
Morgan Stanley Tips bet 'made sense', dealers say
Big curve flattening bet attributed to Morgan Stanley was reasonable, traders say - one rival exited similar position just in time
Life companies try to meet inflation-linked product demand
Inflated needs
Inflation derivatives house of the year: Deutsche Bank
Risk awards 2011
Sponsored forum: US inflation derivatives
Developments in the US inflation derivatives market
Inflation options popular as investors look for protection
Popular protection
Korean linker volumes soar after introduction of deflation floors
The resumption of issuance of government linkers, which now include deflation floors, should aid the development of inflation derivatives in South Korea
US insurers and pension funds seek to hedge deflation
Extra inflation hedging demand driving split between derivatives and cash market pricing
Balancing correlation
Credit Suisse is offering US investors a 5.5-year structured product that is based on a basket that is balanced by the inclusion of the iShares Barclays Tips Bond Fund ETF. As well as proving to have low volatility, the fund is not correlated to the…
US inflation options sponsored forum: Recovery and development
The inflation market has had a challenging few months. In particular, many dealers were hurt by short positions in 0% inflation floors, causing sizeable losses for some firms. Sponsored by BGC Partners, Risk convened a panel of major inflation dealers in…
Losing the asset swap lifeline?
A price difference between inflation-linked and nominal bonds last year created a huge opportunity for real-money investors to benefit through asset swaps. Now the opportunity has diminished, how important are asset swap investors in providing inflation…
