LONDON, Sept 9 (Reuters) - Hedge fund Rokos Capital Management returned 1.1% in August, bringing its returns for the year to 15%, a source familiar with the matter said on Tuesday.
The hedge fund, which at the end of July 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 1.7% result for August and are up 5.8% for the year to August-end, according to data from PivotalPath.