News

Fusion launches LIBOR+450

Fusion has developed a systematic cash management program to optimise overnight interest rates received  by distributing cash balances among G10 currencies. Fusion has using this program to managing some of the Fusion Volatility Fund’s cash balances since January 2009 and is now offering it to extrenal investors as a stand-alone share class. This new share class has daily liquidity, targeted return of the program is LIBOR +4% with 2.5% volatility.

Fusion's proprietary volatility forecasting tools, developed and successfully applied in the Fusion Volatility Fund are actively employed to derive the weights of individual currency pairs or completely switch off the strategy and move the balance into base currency during periods of high volatility.