EPISODE · May 10, 2023 · 27 MIN
Credit Index Futures: A New Frontier: Credit Crunch
from FICC Focus · host Bloomberg Intelligence
Market downswings and rallies and concern about the next crisis have been major preoccupations over the past two years. A significant credit-market innovation helping to address this was introduced in this period and it's coming to the forefront now -- credit index futures. In the ninth episode of our Credit Crunch podcast, host Mahesh Bhimalingam, Chief European Credit Strategist and Davide Masi, Fixed Income ETD Product Design at Eurex, discuss the need for credit index futures, the features of the Investment Grade (LXY) and High Yield (AHW) futures contracts along with their underlying benchmarks, their merits for hedging and risk-taking and their potential in terms of trading costs and volume.
What this episode covers
Market downswings and rallies and concern about the next crisis have been major preoccupations over the past two years. A significant credit-market innovation helping to address this was introduced in this period and it's coming to the forefront now -- credit index futures. In the ninth episode of our Credit Crunch podcast, host Mahesh Bhimalingam, Chief European Credit Strategist and Davide Masi, Fixed Income ETD Product Design at Eurex, discuss the need for credit index futures, the features of the Investment Grade (LXY) and High Yield (AHW) futures contracts along with their underlying benchmarks, their merits for hedging and risk-taking and their potential in terms of trading costs and volume.
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Credit Index Futures: A New Frontier: Credit Crunch
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