Foreign investors showed divergent reactions to South Korea's stronger-than-expected GDP data, with hedge funds heavily selling bond futures while maintaining buying bias in interest rate swaps, reflecting different strategies between CTA and macro funds amid reduced overall positioning.
#YonhapInfomax #HedgeFunds #BondFutures #InterestRateSwaps #GDPData #ForeignInvestors #Economics #FinancialMarkets #Banking #Securities #Bonds #StockMarket https://en.infomaxai.com/news/articleView.html?idxno=117339
Hedge Funds Split on 'Surprise' South Korea GDP Data
Foreign investors showed divergent reactions to South Korea's stronger-than-expected GDP data, with hedge funds heavily selling bond futures while maintaining buying bias in interest rate swaps, reflecting different strategies between CTA and macro funds amid reduced overall positioning.
Bank of Korea to meet with LCH, the global interest rate derivatives hub, on April 20 to discuss offshore central clearing services for KOFR-OIS transactions, aiming to expand Korea's risk-free reference rate adoption in international markets following successful onshore launch by Korea Exchange in October last year.
#YonhapInfomax #BankOfKorea #LCH #KOFR #CentralClearing #InterestRateSwaps #Economics #FinancialMarkets #Banking #Securities #Bonds #StockMarket https://en.infomaxai.com/news/articleView.html?idxno=116083Interest rate swaps surge sharply following Iran-U.S. conflict as foreign hedge funds bet on oil-driven rate hikes, widening the spread with spot bond yields to 43.30bp from 28.20bp since late February, though major institutions assess domestic rate hike probability at only 10% even under extended war scenarios.
#YonhapInfomax #InterestRateSwaps #HedgeFunds #OilPrices #BondSwapSpread #BankOfKorea #Economics #FinancialMarkets #Banking #Securities #Bonds #StockMarket https://en.infomaxai.com/news/articleView.html?idxno=110522
Hedge Funds Bet on Oil-Driven Rate Hikes as Bond-Swap Spread Widens
Interest rate swaps surge sharply following Iran-U.S. conflict as foreign hedge funds bet on oil-driven rate hikes, widening the spread with spot bond yields to 43.30bp from 28.20bp since late February, though major institutions assess domestic rate hike probability at only 10% even under extended war scenarios.
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