Fixed Income ETFs: an overview of liquidity and portfolio management

With more than US$ 350 billion of assets gathered year to date, the global ETF industry has long surpassed US$ 5 trillion of assets under management, with Fixed Income ETFs taking a large portion of the cake. Global trading activities is also increased to ETF average daily trading volumes at US$ 87 billion in August 2017. A significant part of this increased trading activity is coming from Hedge Funds trading ETFs as hedging and trading tools in light of the tradability and flexibility of these products compared to derivative contracts.

In this discussion, we will investigate these trends and analyse in detail the liquidity of, and portfolio management practice for, Fixed Income ETFs.

This AIMA breakfast briefing will introduce members to the Exchange Trading Fund industry and will focus on the portfolio management practices of Fixed Income ETFs, including benchmark construction, portfolio optimization and portfolio rebalance. The briefing will also provide an opportunity for attendees to ask questions

Speakers:

• Pasquale Capasso – Head of EMEA ETF Hedge Fund Coverage
• Raphael Stern – Head of EMEA ETF Portfolio Management
• Wayne Parker – ETF Portfolio Manager

To register, please contact [email protected]