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"One-Sixth Of All Hedge Funds Are 15x Leveraged" - Zerohedge

Picking up where we left off in June 2016, and calculates that "at current duration levels, a 1 percentage point increase in interest rates would lead to a decline of almost $1.2 trillion in the securities underlying the index."
As a reminder, Goldman calculated the entire duration universe at $40 trillion as of the summer of 2016; by now the number is substantially greater.

"the top decile of macro and relative-value hedge funds has been leveraged about 15 times in recent quarters. Combined, these funds account for more than $800 billion in gross assets, about one-sixth of all hedge fund assets."
Source: Government Watchdog Warns Market Crash Risk Rising: "One-Sixth Of All Hedge Funds Are 15x Leveraged"

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