Priya Balasubramanian, the report’s author, said the link allowed Barclays to produce the most effective derivatives strategy for their customers. She also said it was the first time the rating firm’s research had been used in this way.
Merrill Lynch is also expanding its derivatives research offering. Its new report, ‘Global rate derivatives strategies’, focuses on opportunities in interest rate derivatives.
Among opportunities highlighted in the report are likely rises in eurozone interest rates while US rates look to be held, as well as a low implied historical volatility ratio in the European market.