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

Predictions for 2025: Regulatory Climate to Impact Data Management as KYC Initiatives Evolve

By Cenk Ipeker, General Manager, Product Management, Cloud, NICE Actimize. As we enter 2025, financial institutions are likely to witness a shift toward more efficient, customer-friendly, and compliant Know Your Customer (KYC) practices. These changes will occur as institutions navigate an evolving regulatory landscape and technological advancements, with data management becoming a key focus area...

EVENT

RegTech Summit New York

Now in its 9th year, the RegTech Summit in New York will bring together the RegTech ecosystem to explore how the North American capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

Entity Data Management Handbook – Third Edition

Welcome to the third edition of the Entity Data Management Handbook which is available for free download. In this updated edition we delve into the role entity data plays in the smooth running of financial institutions and capital markets, the challenges of attaining high quality data, and various aspects, approaches and technologies involved in managing...