Through dynamic allocation,
re-allocation and diversification among asset types, the firm has identified opportunities across changing market conditions.
Interest Rates - Asset types:
  • US Treasuries
  • Sovereigns
  • Interest rate derivatives
  • Foreign exchange
  • FRAs/OISs
  • Money markets, repo
  • Futures & options
KLS Rates strategy utilizes global macro and specific issue-level fundamental and technical relative value analysis focused on:
  • Economic research – US, G7 and non-G7
  • Central bank analysis
  • Yield curve correlations
  • Vol surface opportunities
  • Funding arbitrage