Fusion LIBOR+Range

The product Fusion LIBOR+Range uses a combination of proprietary interest rate optimisation techniques and volatility forecasting (based on Fusion Volatility Strategy). The result is disciplined approach to cash management for our clients.

• Systematic trading strategy
• G10 currency exposure - largest and most tradable market
• Daily liquidity
• Full transparency on positions and pricing
• Target rate of return:

    - O/N LIBOR+100   1% with annual volatility 0.5%

      Bloomberg ticker FUAMLIB1 Index

    - O/N LIBOR+450    4.5% with annual volatility 2.5%

       Bloomberg ticker FUAMLIB4 Index

    - O/N LIBOR+800    8% with annual volatility 4.5%

       Bloomberg ticker FUAMLIB8 Index

• 25% maximum allocation to any non-base currency
• Can be traded in fund or managed account format

Fusion LIBOR+Range materials