The first derivatives trade where a property fund has sold exposure in an IPD segment at the same time as buying exposure in another has been completed on Eurex Exchange.
One counterparty to
the trade sold £25m of the calendar 2015 IPD Shopping Centre Index at 9.5%
whilst buying £25m of the calendar 2015 All Industrial Index at 15.5% - a
spread of 6%.
Arca Property Risk Management, which introduced the IPD Property
Futures sector switch, matched the interests of this counterparty with another
looking to do the opposite trade.
The cash flow for the switch will be determined at the end of the
year when the two IPD indices settle, based on the total returns for the year.
Charles Ostroumoff, a director of Arca PRM, said: “This is a
ground breaking trade. For the first time a property fund has sold exposure in
an IPD segment whilst simultaneously buying exposure to an IPD sector in real
time and without the costs associated with buying and selling in the direct
investment market.”
Stuart Heath, head of Eurex’s rep office in London, said he hoped
the development would lead to other similar trades.
“Our IPD futures are annual contracts with guaranteed cash
settlement on maturity and no counterparty risk. These are characteristics that
no other property product readily offers up to investors,” he said.
Malcom Hunt, executive director, MSCI, which computes the indices
on which the Futures Contracts are based added: “The ability to switch
out of one IPD Segment and into another synthetically using Futures Contracts
is a valuable tool for the industry and a complement to direct investment.”