Arbitrage

The Lyxor Hedge Fund Index was up +1.9% in February, bringing year to date performance to +1.45%. 11 Lyxor Strategy Indices out of 12 ended the month in positive territory, led by the Lyxor Special Situations Index (+3.48%), the Lyxor CTA Long Term Index (+3.4%) and the Lyxor L/S Equity Long Bias Index (+2.7%).

This latest sub-fund on the MLIS UCITS platform, provides institutional investors with a capital-protected solution that uses core-satellite investment principles within a risk control framework to generate risk premium.

A six-year study of the Financial Times has found that the more frequently a company is mentioned in the newspaper in the morning, the greater the volume of shares traded in that company during the same day.

10 out of 13 Lyxor Indices ended the month of November in positive territory, led by the CTA Long Term Index (+4.2%), the L/S Equity Market Neutral Index (+1.7%) and the CTA Short Term Index (+1.6%). The Lyxor Hedge Fund Index posted a positive performance close to 1% in November (+5.8% YTD).

All Lyxor Strategy Indices ended the month of October in positive territory, led by the CTA Long Term (+4.03%), the L/S Equity Market Neutral (+1.77%) and the L/S Equity Long Bias (+1.63%).