Barclays Capital, the investment banking division of Barclays Bank PLC, today announced the launch of the Barclays Capital ARISTO Index ("ARISTO Index"); an Index intended to reflect the performance of the Algorithmically Rebalanced Investment Strategy with Optimisation.

The Aristo Index combines three separate quantitative investment strategy indices (COMBATS 6, Q-BES and TOM) through an optimisation algorithm that determines the index allocation based on an optimal risk-return profile. The Index has shown little correlation with the respective underlying equity and commodity indices.

“Investors often seek Alpha in the equity and commodities markets,” said Jose Mazoy, Index, Portfolio & Risk Solutions team at Barclays Capital. “We are pleased to offer investors a transparent, rule based and tradable index solution".

Hassan Houari, Head of Equity Derivatives Structuring at Barclays Capital added: "Investors are increasingly looking for well diversified investments which exhibit low volatility combined with stable returns. By combining both equity and commodity linked alpha strategies in one unique product we are able to deliver this efficiently to our clients."

The Aristo Index is available in volatility-adjusted Excess Return and Total Return versions.

Barclays Capital will provide data, analytics and support for the indices via web-based and other e-commerce protocols. The indices are available on Bloomberg. Bloomberg ticker : BXIIARER and BXIIARTR for ARISTO US , BXIIAEER and BXIIAETR for ARISTO EUR.

-ENDS-

Contact: 

Catherine Malloy
+44 (0)20 777 38939
catherine.malloy@barclayscapital.com

About Barclays Capital
Barclays Capital is the investment banking division of Barclays Bank PLC. With a distinctive business model, Barclays Capital provides large corporate, government and institutional clients with a full spectrum of solutions to their strategic advisory, financing and risk management needs. Barclays Capital has offices around the world, employs 20,000 people and has the global reach, advisory services and distribution power to meet the needs of issuers and investors worldwide.

For further information about Barclays Capital, please visit our website www.barclayscapital.com.
Barclays Capital - the investment banking division of Barclays Bank PLC. Registered in England 1026167. Registered office 1 Churchill Place, London, E14 5HP. Authorised and regulated by the Financial Services Authority and a member of the London Stock Exchange.