Variance Swaps Fall From Favor

27 Jun 2008

Volumes in the global variance swaps market are down as hedge funds shy away from the equity markets.

--Irene Chapple

Volumes in the global variance swaps market are down as hedge funds shy away from the equity markets.

Because variance swaps are done over-the-counter, figures are difficult to quantify. Bankers, however, are noting an unusually long-winded lull in the market.

Fred Clatworthy, managing director and head of international equity ...

Already a subscriber?

Continue reading this article

Try full access to GlobalCapital

Free trial