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Chris Rokos’ macro hedge fund falls 17% in March after bumper 2022
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fnlondon.comChris Rokos couldn’t celebrate his hedge fund’s bumper 2022 for long, as wrong-way bets on US government bonds left it reeling this month.
Rokos Capital Management's £15.5bn macro hedge fund was down roughly 17% through 24 March, a person familiar with the matter told Financial News.
The hedge fund’s year-to-date losses are now around 11.7%.
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