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Northern Trust enhanced its fixed income analytics to help institutional clients better understand the impact of futures, swaps and options on the performance of sophisticated investment portfolios. The new capabilities allow clients to see notional values, cost of carry and other factors related to derivative instruments utilized by fixed-income managers, in order to provide more accurate attribution of investment returns.

“With the increased use of derivatives in institutional investment strategies, it is important that we provide a higher degree of transparency to give clients a more complete view of their portfolio holdings,” said Paul d’Ouville, global head of Product Management at Northern Trust. “This feature allows clients to view asset level returns for each investment strategy of a swap or option. Swaps or options may be combined with futures and physical securities or shown separately in the report, depending on the client’s preference.”

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