Hedge Funds Step Up Inflation Cap, Floor Activity

05 May 2011

Hedge funds over the past few months have ramped up sales of sterling-denominated 0% inflation floors and purchases of 5% inflation caps to dealers.

--Olivia Thetgyi

Hedge funds over the past few months have ramped up sales of sterling-denominated 0% inflation floors and purchases of 5% inflation caps to dealers.Dealers are keen to reduce their exposures and while floors have been richening over the past couple of years, they have only recently ...

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