Tag Archives: ILG
“Long ILGs Revisited” Con & Jon ask why they’re in our DB schemes.
We have just updated http://www.ukrpi.com, with the statistics and various charts updated until the end of 2023. Just over a year ago, Henry Tapper kindly published our short piece (link below), in which we wondered why ILGs have been so … Continue reading
“So what’s a pretty ILG doing here, then?” The indexed linked gilt’s called to account.
This blog looks at how index-linked gilts came to be and asks what they are doing in LDI portfolios – its authors are Jon Spain and Con Keating In 1980, the Wilson Report was published, recommending that the UK government … Continue reading
Conventional and Index Linked Price Performance – Clacher and Keating
Conventional and Index Linked Price Performance Iain Clacher & Con Keating Acknowledgement: We owe thanks to Jon Spain for data and insights into Retail Price Inflation (RPI). We also note that he raised concerns over Liability Driven Investment (LDI) as … Continue reading
Indexed Linked Gilts and Liability Driven Investment – Keating and Spain
This is an important blog – there has been a bloodbath in index linked gilts – the 2068 is down by 42% from its early December high and we have had not a word of commentary on it. Thanks to … Continue reading