Barclays says its three products – BetaVol, SmartBetaVol and AlphaVol – enable investors with different objectives to exploit opportunities in FX vol, which has increasingly become recognized as an asset class.
Commenting on these new indices, Philippos Kassimatis, co-head of FX structuring at Barclays, says: “We believe that the Barclays FX volatility indices are the first integrated tools that provide investors with a liquid, transparent and investable means of efficiently tapping the volatility of the world’s most liquid financial market.
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