Indices: Barclays launches vol indices

“The increase of correlation across asset classes in recent months has made it difficult for investors to find negatively correlated assets” Andrew Kaufmann, Barcap

Although not strictly accurate in its claim that it is the first bank to launch such a product, Barclays Capital can claim some bragging rights with its decision to launch a range of investable foreign exchange volatility indices. The bank says the products will facilitate access to vol and enable investors to underpin alpha and diversification strategies.