A $20 Billion Corner of the Credit World Fights for Survival

  • Lyxor pulls the plug on floating-rate fund after assets plunge
  • Monetary easing and shrinking supply bedevil investing style
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Endless monetary stimulus is creating an existential crisis for a defensive bond strategy on both sides of the Atlantic and threatening a multi-billion dollar wipeout in the world of exchange-traded funds.

As the pandemic spurs deflationary pressure, demand for floating-rate notes that protect against interest-rate hikes has collapsed like never before.