Falco64

IDEA of the month: With this issue we buy the Stoxx Utilities Index with 5% weight and take the money from the EONIA position.……

IDEA of the month: Shorting the Eurozone bonds and buying commodities With this issue we sell the 20% iBoxx Euro Germany Index and we buy t he Short IBOXX Eurozone sovereign Eurozone TR index with 10% weight and we buy…

IDEA of the month: Further shift to safety on the back of increased risk perception from Japan and the MENA region Reviewing the most recent news flow on the nuclear situation in Japan as well as the ongoing political unrest…

IDEA of the month: Buying inflation protection We had reduced the equity weight in our index portfolio from 30% to 10% on 11 February and further from 10% to -2.5% on 24 February 2011. In light of the high volatility…

IDEA of the month: Further Risk Reduction Two weeks ago we had already reduced the equity weight in our index portfolio from 30% to 10%. With this note we further reduce the equity weight and the risk in our index…

IDEA of the month: Shorting Emerging markets, taking profits on the Dax This month we buy the Emerging market equity short index with 10% weight and take profits on the Dax by selling our 10% stake. With this step we…

IDEA of the month: Buying Private Equity This month we buy the Private equity LPX Major market total return index with 5% weight and sell 5% of the EONIA stake. Main reason is that we expect the private equity sector…

IDEA of the month: Increasing the real assets share by buying commodities Investors have become increasingly cautious on ‘nominal’ assets over recent months, in particular sovereign bonds, due to high sovereign debt levels in the developed countries and central bank…