
- Hedge Fund S informs Bank A that on certain date of the month he
would like to borrow HK$100m for a period of say 3 months.
- Upon receiving the instruction, Bank A goes to the Interbank
market to borrow HK$100m for a period of 3 months at a rate of say 6%.
- Hedge Fund S put up a margin of say US$1m as a collateral for the
HK$100m borrowing from Bank A, for 3 months at a rate of say 7% (at this stage, it may
involve forward and swap operation).
- Now Hedge Fund S has HK$100m in hand, he takes HK$10m and put into
Hang Seng Futures Index as an initial margin, and starts to establish short positions for
the index.
- He further uses another HK$10m as a margin to borrow shares
scripts from some banks or securities firms who have a poll of shares from their own
clients' protfolios. Upon obtaining there share scripts, the hedge fund starts to sell
them in the Stock Market.
- Hedge Fund S starts spreading rumor about the weakness of Hongkong
currency. This can can be done by many ways, such as through media news, stock analyst's
report or down grade of the country's economy prospect via its related rating agencies
etc, to create a public perception that the currency is weak and should be devalued.
- Starts to use the borrowed HK$30m to sell in the foreign exchange
market. This operation will further aggravate the already panic public.
- When public start selling HK$ in the market, it will cause
overnight interest rate to shoot up to as high as may be 150% and the three month
Interbank rate to say 40%. At this stage, Hedge Fund S will start lending out their
previously borrowed money through Interbank market. (Initially, he borrowed at 7% and now
he can lend out at 40% or more)
- When interest rate shoot up, stock market will fall, so do the
Index Futures. Hedge Fund S can now happily take profit from the short sell in the stock
market and futures index.
- If say Hongkong government decides to let its HK$ devalue, Hedge
Fund S will hit a jackpot and made further gain in the foreign exchange market.
This is the basic of how hedge funds operate in Asia. Of course
they may not use all the above tools at one time, nevertheless their operations are highly
geared (a multi layer of gearing through each operation). If the attack of a country is
done with a combination of a few big hedge funds, the combination of fund is so huge that
individual country may not be able to defend itself, even thought it may have large
reserve.
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