Asset Manager Eyes S&P Vol Play

F&C Asset Management’s Sapphire Fund is looking into buying three-month ratio put spreads on the S&P 500 that would generate a profit should the volatility of the index fall, irrespective of where it finishes at expiry.

  • 13 May 2010

--Rob McGlinchey

F&C Asset Management’s Sapphire Fund is looking into buying three-month ratio put spreads on the S&P 500 that would generate a profit should the volatility of the index fall, irrespective of where it finishes at expiry. F&C believes the U.S. dollar will continue to appreciate and the ...

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1 JPMorgan 14,960.44 66 7.87%
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