Long Rates Vol, Defensive Dispersion Creates Improved Carry In Hedging Solutions

Long rates volatility strategies and defensive implementations of equity dispersion are gaining traction as investors seek cost-efficient protection and diversification in uncertain markets. Guillaume Flamarion, managing director, co-head of the multi-asset group and head of equity derivatives structuring at Citi in New York, said an important task for the bank has been to provide its clients hedging solutions with improved carry costs.