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PASSAIC PARTNERS

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Passaic Partners is a majority employee-owned investment firm dedicated to providing liquid alternative investment solutions to long-only and hedge fund investors.

Our derivative based strategies provide tools for investors to efficiently gain exposure, improve returns, reduce volatility, and provide liquidity when needed most.

EXPLORE OUR STRATEGIES

Insights.

There's a little bit of Bonds in Everything we do!

February 2023

It takes a good old-fashioned run on the bank to remind us how correlated all investments have been to bonds. Last year, bonds almost broke the UK pension system. This year, bonds have led equities up and back down, led banks to insolvency, and led to pressure on private assets, whose profits are largely dependent on ‘cheap money’.

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MOVE-ing on up!

MOVE rises to over 100

Push-up the Terminal Rate

Pushback the Date we reach the Terminal Rate

VIX/MOVE relationship

Over the last few months, we have discussed how interest rate volatility impacts equity volatility, and vice versa. As we have pointed out, a direct relationship exists between U.S. Treasury and equity volatility. If interest rates are unstable, it is harder to determine which discount rate to use in valuing future corporate cash flows. If risk-free assets are more stable, equity markets are, in turn, more stable.

Stay up-to-date with our latest news, commentary and insights.

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