Rates Redux: the only way is up?

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Presented by

Robin Marshall (FTSE Russell), Jayni Kosoff (FTSE Russell), Simeon Hyman (ProShares)

About this talk

Credit market analysis and scenarios for FTSE Rate Hedged Indexes Quantitative easing, including first-time high yield buying. Protection against credit default risk. Low, range-bound rates. Join the experts from FTSE Russell and ProShares to better understand fixed income market scenarios and the value of a rate hedge. The broadening of central bank QE to credit has driven strong credit market returns, even if many challenges remain for policy-makers. FTSE Russell and ProShares are thinking about the Fed, rates and credit spreads. Talk to the experts to unravel what’s happening now and take a deeper look at rate hedged indexes and ETFs in this environment. A robust discussion on the fixed income markets will be followed by a look at how index construction can drive performance in different market scenarios. ProShares will discuss the ETFs that track these indexes and their potential value in the current market. Join our presenters: • Robin Marshall – Director of Fixed Income Research, Global Market Research FTSE Russell • Jayni Kosoff – Managing Director, Head of Fixed Income ETP Strategy, FTSE Russell • Simeon Hyman, CFA – Head of Investment Strategy, ProShares ***Please note that this webinar is addressed exclusively to investors in the US and/or jurisdictions where ProShares’ products are approved for distribution.***

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