Vol Losses Cause ABX Hedging Rethink

03 Oct 2007

Dealers and investors are rethinking the way they use the ABX index to hedge, following losses linked to the volatility of the index over the last couple of months.

Dealers and investors are rethinking the way they use the ABX index to hedge, following losses linked to the volatility of the index over the last couple of months. Investors are discussing using the ABX to hedge their portfolios more gradually to better manage the discrepancy between cash ...

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