The monthly report provides a look back at hedge fund long and short crowdedness across the Americas, EMEA, and APAC, based on Hazeltree’s analysis of anonymised data from approximately 16,000 securities
For US Treasuries, ADNV in January was US$93.4 billion, despite US Treasury volatility remaining at multi-year lows, with the CME Group Volatility Index showing levels measuring a 34 per cent decrease in volatility
The platform experienced increased activity due to year-end funding dynamics, the Federal Open Market Committee decision to lower rates, and increased US Treasury issuance
Figures from EquiLend Data & Analytics show loan balances hit US$4 trillion for the first time, while the lender-to-broker market generated a record US$11.7 billion in revenue