The European Energy Exchange (EEX) has recorded its highest trading volume to date in Japanese Power Futures. Throughout the month of October, EEX achieved a total traded volume of 111 GWh, thereby setting a new monthly record.Having launched in May
Hedge funds continued to face a difficult market environment in October as for a second consecutive month the majority of funds saw performance declines. The average return in the hedge fund industry came in at -0.21 per cent in October. The
Trading volume in options and futures on the CBOE Volatility Index (VIX) each reached new all-time highs on Thursday, 10 August. In VIX options at CBOE, a reported 2,562,477 contracts traded on Thursday, surpassing the previous single-day record of 2,382,752
Investor allocations to hedge funds have fallen for the third consecutive year – but the industry’s ability to weather economic turbulence and market volatility through active management will continue to attract investor attention, according to two new industry studies.
In July 2017, the European Energy Exchange (EEX) achieved a total volume of 186.0 TWh on its power derivatives markets (July 2016: 244.0 TWh). The July volume comprised 75.3 TWh traded at EEX via Trade Registration with subsequent clearing. Clearing
Euronext has announced its results for the second quarter of 2017 including a 3.8 per cent increase in revenues to EUR137.3 million (Q2 2016: EUR132.3 million) on the back of improved trading volumes on both the cash and derivatives markets,
The gross return of the SS&C GlobeOp Hedge Fund Performance Index for October 2017 measured 0.86 per cent. Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.39 per cent in November. “SS&C GlobeOp’s Capital
CTAs and managed futures hedge funds gave back their early-month gains during October’s market reversal, but they managed to stay generally flat for the month as equities tumbled to their second consecutive monthly loss. New data from Société Générale suggests
The Lyxor Hedge Fund Index continued its recovery in October advancing +2.3 per cent, with six out of nine of Lyxor’s indices recording strong results. CTAs were the primary beneficiaries of the momentum in global equities. They also thrived from
Half of the EDHEC-Rosk Alternative Indexes achieved positive performances in September, with Short Selling ending the month as the best performing strategy (1.39 per cent), followed by Merger Arbitrage (0.83 per cent) and Fixed-Income Arbitrage (0.79 per cent). The lowest performing
