Interest rate and inflation hedging hits £83.1bn in Q2

James Phillips
clock • 2 min read
Q2 saw a sharp increase in the usage of swap-based hedging strategies
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Q2 saw a sharp increase in the usage of swap-based hedging strategies

Pension schemes significantly heightened their interest rate and inflation risk hedging in the second quarter of the year, according to BMO Global Asset Management.

Total interest rate hedging activity rose by 3% to around £43.5bn, while inflation hedging soared by 12% to £39.6bn, the asset manager's quarterly liability-driven investment (LDI) survey found. ...

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James Phillips
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James Phillips

Professional Pensions journalist from 2016-2022

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