Hedge funds increase appetite for conditional variance swaps
GlobalCapital, is part of the Delinian Group, DELINIAN (GLOBALCAPITAL) LIMITED, 4 Bouverie Street, London, EC4Y 8AX, Registered in England & Wales, Company number 15236213
Copyright © DELINIAN (GLOBALCAPITAL) LIMITED and its affiliated companies 2024

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement
Derivatives

Hedge funds increase appetite for conditional variance swaps

market-volatility.jpg

Hedge funds are increasingly entering one-year conditional variance swaps on the S&P 500 that typically use knock-in features, or other conditional characteristics, to cheapen the swap in a bid to benefit from the low volatility in US equities.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Request a Free Trial or Login

Related articles

Gift this article