Hedge Funds

Hedge funds or managed futures funds have become a driving force in the gold market of recent years. In the bull market in gold of the 1970s they were still in their infancy, with perhaps $500 million among them. By the 1990s they not only had at least $25 billion under management but a huge range of derivatives to choose from, especially in the over-the-counter (OTC) market. The leverage value thus offered added to their importance.

The funds trade many things in many markets worldwide but the impact they can have on a single commodity or currency they may target is immense. George Soros’s Quantum Fund is often credited with stimulating the gold price rise from $330 to over $400 per ounce in 1993. Equally, the funds can build large short positions, thus dragging down the price, as happened in the gold price collapse of mid-1997.

The rapid expansion of the OTC options market has been of particular help to the funds because their operations are concealed, whereas on an exchange like COMEX, the size of their position would soon be transparent (although that is not to stop them using the exchange precisely to create an effect). COMEX reflected the funds’ importance by removing its position limit of 6,000 contracts (600,000 ounces), enabling larger positions to be run at the discretion of the exchange.

The funds are heavy users of options (hence the term managed future funds being rather dated) and their decisions are technically driven by mathematical models, which are often programmed for multiple speed entry and exit from a particular commodity, currency or financial future. See also Commodity Trading Advisors, Gold Funds.