As factor investing arrives in the fixed income space, FTSE Russell’s Apac head of benchmarks, Arom Pathammavong (pictured), tells SRP why structured products could be the next new frontier for this approach.

FTSE Russell has recently partnered up with Nomura Securities to launch a series of bond indices based on factor investing. Japan’s pension funds have allocated more than US$1 billion worth of funds to track the FTSE Nomura Carry and Roll Down World Government Bond Index Series which use the carry factor to enhance yields. The parent FTSE World Government Bond Index (WGBI) consists of sovereign debt from over 20 countries. “If you look at the other leading asset classes, such as equ

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