*TOKYO (Nikkei)--Speculation is aswirl that global stock markets may come
under renewed downward pressure from hedge funds forced to cash out of their
equity holdings in February to meet a flurry of investor requests for
redemptions.

Unlike ordinary investment trusts, most hedge funds have rules that allow
them to place limits on withdrawals by investors, such as once a quarter or
every six months. They have attracted money by underscoring that while the
rules may force investors to sacrifice liquidity, the guildelines also serve
to help the funds concentrate on fund management over longer periods to
yield higher returns.

Moreover, additional provisions enable hedge funds to freeze redemptions in
emergency situations. In fact, many hedge funds did just that to deal with a
wave of redemption requests filed late last year.

At the end of December last year, the quarterly deadline for redemptions,
they managed to refuse to let investors take their money out, using the
rules as an excuse. At the end of March 2009, the next deadline, however,
funds will face stronger demands from investors for money withdrawals.

Even worse, the recent situation surrounding the hedge fund industry has
been somewhat complicated. Pension funds and other institutional investors
tend to invest through funds of funds, rather than allocate money directly
to individual hedge funds.

If a fund of funds receives a redemption request from its customer investing
in one of the hedge funds comprising its portfolio that moved to freeze
redemptions, it has no choice but to raise cash to meet such request by
either unloading assets at other hedge fund designed to offer unconditional
redemptions or borrowing money from banks. The reality, however, is that
there are no banks for now that are willing to lend money to funds of funds.

Such development means that the redemption-free hedge fund has to pay the
cost, despite the fact that the performance of this type of fund is
relatively favorable.

To avoid the situation, even those funds enjoying steady performances are
also forced to freeze redemptions, creating a negative cycle of payouts
suspension sweeping the hedge fund sector involving funds of funds.

The U.S. media sometimes carry commentaries critical of hedge funds, with a
Bloomberg News saying that these funds take 20% of the profit on their money
in the good times, then refuses to let them have it back when the weather
turns rough.

Some point out that if the current situation is kept intact, the hedge fund
industry as a whole could suffer a loss of investor trust.

According to Hidenao Miyajima, chief strategist at Barclays Capital Japan
Ltd., hedge fund firms have frozen redemptions on a total of approximately
1,800 funds, including about 1,000 funds focusing on stocks of emerging
nations and 600 specializing in long and short positions in global stocks.
The total number represents roughly 25% of all hedge funds operated in the
world.

The combined net asset value at the 1,800 funds has attained 40-45 trillion
yen.

Given the fact that the hedge fund industry's net asset value has recently
shrunk to 110-120 trillion yen from 200 trillion yen at the end of June
2008, one-third of hedge funds overall have refused to redeem in terms of
NAV.

To date, the freezing of redemptions by hedge funds has not been a bad news
for the global stock market, partly because a recovery in the market started
around Nov. 20 last year on the back of subdued stock selling by hedge funds
that suspended redemptions.

Even so, the continued freezing of payouts would spark a major backlash
against large hedge funds that manage money for pension funds worldwide,
with Miyajima saying that "Unless they accept redemption requests from
investors, this could provoke international dispute on this matter."

Because Feb. 15 is the deadline for investors to ask hedge funds for their
money back at the end of March when their books are closed, pension funds
and other investors are likely to rush for redemption requests in the next
month, reinforcing the possibility that stock sell-off by hedge funds may
push the world financial market back into crisis mode.

--Translated from an article written by Nikkei senior staff writer Masataka
Maeda

(The Nikkei Veritas January 11 edition) *
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