Salus Alpha has launched a commodity arbitrage fund which aims to take advantage of the difference between the S&P GSCI Total Return index and the S&P GSCI Spot Index. As of 13 November 2009, the Total Return Index had a
Hedge funds gained 1.09 per cent in August, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The index is up 4.20 per cent year to date. “Equity prices moved mostly higher in August in spite of economic data
A majority of investors expects the US Federal Reserve to hold off from raising interest rates until the second half of 2010, according to a survey by BofA Merrill Lynch. Asked when they think the Fed will first increase rates,
Australian hedge funds rose marginally by 0.09 per cent in October, bringing their year-to-date performance to 14.85 per cent, according to Australian Fund Monitors. Hedge funds performed less well than the previous month, when they rose by 2.20 per cent.
The Varus Fund has achieved performance of 39 per cent, which represents a CAGR of 11.6 per cent, since inception on 1 September 2009, with 6.6 per cent volatility and a correlation of 0.2 to DAX 30 and Eurostoxx 50.
Although managed futures lost 0.77 per cent in October assets under management have increased significantly in recent months, according to the Barclay CTA Index compiled by BarclayHedge. “Even though the Barclay CTA Index is down 0.66 per cent in 2009,
Managed futures lost 0.33 per cent in August, according to the Barclay CTA Index compiled by BarclayHedge. The index remains up 1.34 per cent year to date. “Continuation of the three-month uptrends in equity and commodity markets generated profits for
The Central Bank of Luxembourg is sponsoring LuxCSD for a key role in the establishment of the new Global Legal Entity Identifier (LEI) System which global regulators hope will bolster the safety of the financial system. As part of the
Hedge funds lost 0.44% in April, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index remains up 5.05% year-to-date. “Equity markets in the US, Europe, and Japan traded lower on the month, giving back some of their
CME Group is to launch deliverable interest rate swap futures contracts on 13 November 2012. The new product complements CME Group’s interest rate futures and options business, and its cleared over-the-counter interest rate swap solution. The contracts will be listed
