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: Embedding AI & Machine Learning into your trading operations

It’s no secret that AI and Machine Learning are changing the landscape of the trading industry. As these tools and techniques become more mainstream, their availability to even the smallest of financial firms is becoming a more viable proposition.  From speech recognition and natural language processing (NLP) to deep learning algorithms and predictive analytics, these...

BLOG

Leaders Scrutinise a Changing Industry at A-Team Group’s Annual Data Management Summit New York City

Experts and executives from across the financial data ecosystem gathered at A-Team Group’s Data Management Summit New York 2025 last week to discuss and probe the latest innovations, trends and strategies in our fast-moving industry. From data quality and artificial intelligence agents to modern data architectures and data products, a multitude of current topics were...

EVENT

AI in Capital Markets Summit London

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

FATCA – The Time to Act is Now

The US Foreign Account Tax Compliance Act – aka FATCA – raised eyebrows when its final regulations requiring foreign financial institutions (FFIs) to report US accounts to US tax authorities were published last year. But with the exception of a few modifications, the legislation remains in place and starts to comes into force in earnest...