Global macro hedge funds suffered losses due to the sharp fall in oil prices and the drop in U.S. and U.K. Treasury yields, Lyxor Asset Management said in its Weekly Briefing. The Lyxor Global Macro Index fell -1.0% from 13 June to 20 June (-3.4% YTD).

The Lyxor Hedge Fund index also slightly fell during the week, dropping -0.3% (-0.1% YTD). "Global macro suff