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This is the fifth edition of the IOSCO Hedge Funds Survey, which is based on data collected as at 30th September 2018.

For this survey, nine jurisdictions took part: France, Germany, Hong Kong, Ireland, Luxembourg, Singapore, Switzerland, the United Kingdom and the United States.

Selected highlights of the report include:

• the number of qualifying hedge funds captured in this exercise has increased by 8.5% to 2,139;

• in the two years since the last hedge funds survey, assets under management (AuM), as captured by the survey, increased 19.5% to $US3.85 trillion;

• hedge funds are domiciled primarily in the Cayman Islands, in line with the last survey;

• multi-strategy and equity long/short are the most common investment strategies of qualifying hedge funds;

• for both cash securities and derivatives, the largest exposures held by qualifying hedge funds (long and short), are in equities;

• on a gross notional basis, interest rate and foreign exchange derivatives positions are the largest in terms of fund exposures;

• leverage, as measured on a gross notional basis, stands at 8.2x net asset value. Net leverage stands at 1x; and

• qualifying hedge funds seem to have sufficient portfolio liquidity to meet investor liquidity demands in normal times.

You can access the full report here:

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