J.P. Morgan offers single exposure to US and European volatility

The J.P. Morgan Macro Hedge Dual TR Source ETF takes exposure to US equity volatility, switching from long to long/short exposure depending on market conditions. During times of market stress, it can also add up to 25% exposure to European equity volatility. Although liquidity in European volatility markets still lags the US, the Euro-zone debt crisis has prompted more investors to include European volatility in their hedging strategies. “This product could be particularly interesting for investors with focus on European markets,” says Rui Fernandes, Head of Equity and Funds Derivatives...