LONDON (Reuters) - The Serious Fraud Office (SFO) has made two arrests in connection with a collapsed hedge fund at Weavering Capital, a source familiar with the matter said on Friday. Liquidators were appointed to the Weavering Macro Fixed Income hedge fund in March after the firm told investors it had unearthed a large interest rate swap position where the counterparty was a firm related to Weavering. "They have done some searches and arrested a couple of guys," the source said.
The SFO declined to comment.
(Editing by Hans Peters)
(Reporting by Laurence Fletcher)