Variance Swaps Fall From Favor
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? Login