Rokos Capital Management over 17% higher for year to end-September, source says

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LONDON, Oct 6 (Reuters) - Hedge fund Rokos Capital Management returned 1.91% in September, bringing its returns for the year to 17.2%, a source familiar with the matter said on Monday.

The hedge fund, which in August managed over $22 billion, makes trades based on macro economic indicators.

Rokos' annual returns are ahead of an index which tracks average returns of similar macro focused hedge funds. These posted a 0.9% result for September and are up 6.1% for the year to September-end, according to data from PivotalPath.


(Reporting by Nell Mackenzie; editing by Dhara Ranasinghe)

((Nell.Mackenzie@thomsonreuters.com;;))

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