About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

UBS Launches UBS-MISTRAL Family of Innovative Active Interest Rate Indices

Subscribe to our newsletter

This week, UBS launches the Multi Indicator Short Term Rate Algorithm (UBS-MISTRAL) indices. Going beyond traditional trend following, UBS-MISTRAL identifies the underlying fundamental drivers of trends in interest rates, using a diversified set of leading indicators to take positions in interest rate futures. The indices are transparent to participating clients and will be published on a daily basis.

Over the past 50 years most of the developed world has seen one big “megacycle” in interest rates and several pronounced mini-cycles. UBS-MISTRAL seeks to predict these interest rate trends and then takes positions to monetise them. In more stable interest rate environments, UBS-MISTRAL may position to benefit from interest rate carry until the next hiking or cutting cycle develops. This approach has allowed UBS-MISTRAL to generate returns in periods of rising, stable and falling interest rates, exhibiting low correlation with other market variables.

Clients will be able to access the UBS-MISTRAL indices in a wide range of formats and wrappers including notes, options, swaps, delta-1 products and funds.

UBS-MISTRAL is the latest addition to UBS’s platform of Strategy Indices.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: In data we trust – How to ensure high quality data to power AI

Artificial intelligence is increasingly powering financial institutions’ processes and workflows, encompassing all parts of the enterprise from front-office to the back-office. As organisations seek to gain a competitive edge, they are trialling the technology in variety of ways to streamline and empower multiple use cases. Some are further than others along the path to achieving...

BLOG

The Data Year Ahead: AI Reality Check and New Skills Needed

If 2024 was the year when artificial intelligence (AI) came to the fore in data management, the next 12 months could see its spread ebb as financial institutions take a reality check and slow the frenetic pace of adoption. That, at least, is one of the many predictions for the new year from of a...

EVENT

AI in Capital Markets Summit New York

The AI in Capital Markets Summit will explore current and emerging trends in AI, the potential of Generative AI and LLMs and how AI can be applied for efficiencies and business value across a number of use cases, in the front and back office of financial institutions. The agenda will explore the risks and challenges of adopting AI and the foundational technologies and data management capabilities that underpin successful deployment.

GUIDE

Regulatory Data Handbook – Third Edition

Need to know all the essentials about the regulations impacting data management? Welcome to the third edition of our A-Team Regulatory Data Handbook which provides all the essentials about regulations impacting data management. A-Team’s series of Regulatory Data Handbooks are a great way to see at-a-glance: All the regulations that are impacting data management today...