Funds

• Risk Quantum

EU funds net sellers of single-name CDS protection

60% of UCITS funds' single-name CDS gross notional exposures were sell contracts in October 2017

• 06 Sep 2018

• Risk Quantum

Hedge funds cut CDS positions as basis trades diminish

Net long CDS positions fell by $117 billion from mid-2014 to end-2017

• 08 Jun 2018

• Risk Quantum

Citi largest counterparty for Templeton currency hedges

Citi accounted for 23% of outstanding forwards at end-March

• 30 May 2018

• Risk Quantum

European investment fund growth slows

Bond fund growth rate falls from 10.6% to 8.2% quarter-on-quarter

• 25 May 2018

• Risk Quantum

Dodge & Cox turns to MBS as Treasury yields rise

Income Fund grows securitised allocations from 36.1% to 39.7%

• 18 May 2018

• Risk Quantum

Lord Abbett turns to Deutsche for CDSs

German lender increases share of fund's CDS portfolio

• 27 Apr 2018

• Risk Quantum

Esma reveals funds’ reliance on repo funding

• 04 Apr 2018

• Risk Quantum

BNP Paribas tops list of Vanguard fund currency hedgers

• 29 Mar 2018

• Risk Quantum

Doubleline pivots to private RMBS

• 27 Feb 2018