Sentiment swings: Greek pain for all |

Shopping Cart -

Your cart is currently empty.
Upgrade to today
for only an extra Cxx.xx

You get:

plus This issue of xxxxxxxxxxx.
plus Instant access to the latest issue of 300+ of our top selling titles.
plus Unlimited access to 25000+ back issues
plus No contract or commitment. If you decide that PocketmagsPlus is not for you, you can cancel your monthly subscription online at any time. Auto-renews at €1099 per month, unless cancelled.
Upgrade Now for €1099 Learn more
This website use cookies and similar technologies to improve the site and to provide customised content and advertising. By using this site, you agree to this use. To learn more, including how to change your cookie settings, please view our Cookie Policy
Pocketmags Digital Magazines
Pocketmags Digital Magazines
   You are currently viewing the Italy version of the site.
Would you like to switch to your local site?
Leggi ovunque Read anywhere
Modalità di pagamento Pocketmags Payment Types
Trusted site
A Pocketmags si ottiene
Fatturazione sicura
Ultime offerte
Web & App Reader
Loyalty Points

Sentiment swings: Greek pain for all

The Lyxor Hedge Fund Index was down -1.9% in June. None of the 12 Lyxor Indices ended June in positive territory. The Lyxor Fixed Income Arbitrage Index (0%), the Lyxor Convertible Arbitrage Index (-0.1%), and the Lyxor Variable Bias Index (-0.8%) were the best performers.

Another round of global steepening early June gave way to a sudden Greek-related risk aversion. A second phase of curve steepening started early June adding approximately 40bps to German 10Y yields and 30bps to UST. The Euro finished where it started, but with great volatility. Equity markets mirrored a growing risk aversion and high uncertainty toward the resolution of the Greek saga. EMU equities lost 5%, UK stocks sold off 6% and US stocks were down 2%. With the mainland bubble starting to deflate, Chinese A-shares got crushed 14%, leading EM markets to stumble 4.5%.

Purchase options below
Find the complete article and many more in this issue of The Hedge Fund Journal - Issue 106 - August 2015
If you own the issue, Login to read the full article now.
Single Issue - Issue 106 - August 2015
Getting free sample issues is easy, but we need to add it to an account to read, so please follow the instructions to read your free issue today.
Email Address
6 Month Digital Subscription
Only € 140,00 per issue
Or 69999 points

View Issues

About The Hedge Fund Journal

INFORMING THE HEDGE FUND COMMUNITY With access to some of the industry’s biggest names and an astute and talented group of writers and contributors, The Hedge Fund Journal has established itself as a trusted source of information on the hedge fund industry. Highlights of Issue 106: Championing Customization: Amundi Alternative Investments Tackling UK Farming’s Funding Shortfall: Helping reform UK’s agriculture and alternative energy industries Shareholder Activism as Private Equity Allocation: The resurgence of the strategy a decade after first rising CME Group Crude Oil Spread Options Suite: Volumes advance with screen-based trading growing fastest Adding Dynamic Beta to Double Alpha: UBS Equity Opportunity Long Short UCITS