Light Kospi Exo Hedging Has Funds Hooked Given Kospi2 Decline
Jun 11, 2015
Despite a slight pickup in long-dated hedging of autocallables from exotic desks in the Kospi2 over recent days, overall volumes remain lower based on historical levels. The trend is being watched closely by hedge funds given the recent decline in the Kospi2 while systematic short-term vol sellers have pulled back their positioning.
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