Global FX Swaps & Funding Curve Dislocations
A Global Macro Relative Value framework that trades pricing dislocations across global FX swaps and funding curves. The same discipline applies to any institutional liquidity pocket worldwide, with USD/ILS as one example among many. Returns come from market structure, not from directional calls.
Across global markets, related instruments are frequently mispriced because of regulatory constraints, liquidity shortages, balance-sheet limits and forced hedging flows. The framework identifies these dislocations in whichever liquidity pocket they appear and constructs hedged positions designed to benefit from normalization and convergence. The value comes from structure rather than from predicting direction.
Strategy detail is reserved for authorised investors.
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This material is provided for informational purposes only and does not constitute an offer to sell or a solicitation to invest in any security or vehicle. Any investment involves risk, including possible loss of principal. Past performance is not indicative of future results.