Tue, Jan 24, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index +1.90% in September (+2.45% YTD), Ag traders up 7.33% YTD

Monday, October 18, 2010
Opalesque Industry Update - Managed futures gained 1.90% in September according to the Barclay CTA Index compiled by BarclayHedge. The Index is now up 2.45% after three quarters in 2010.

“The best September for equities since WW II, a robust rally in commodities, and a deteriorating US Dollar all joined forces to create a profitable trading environment for CTAs,” says Sol Waksman, founder and president of BarclayHedge.

All of Barclay’s eight CTA indices had gains in September. The Barclay Diversified Traders Index gained 3.20%, Agricultural Traders were up 2.94%, Systematic Traders rose 2.29%, and Discretionary Traders gained 2.04%.

“Aided by a weakening US Dollar, prices for crude oil and its refined products, precious and industrial metals, and most grain markets surged during the month, fueling a more than eight percent rise in the Reuters CRB Commodity Index,” says Waksman.

“Seventy-three percent of the CTAs who have reported returns for September recorded a profitable month.”

The Barclay Agricultural Traders Index leads all managed futures strategies in 2010. After three quarters, Agricultural Traders have gained 7.33%. Currency Traders are up 2.89%, and Financial & Metals Traders have gained 2.86%.

The Barclay BTOP50 Index, which monitors performance of the largest traders, rose 1.64% in September, and has gained 4.59% in the first nine months of 2010.

(press release)

Source

kb

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Investing - This hedge fund made 37% betting on banks in 2016 and remains bullish after the Trump rally, Hedge fund legend David Einhorn is making a big bet on GM, After impressive 85% return in 2016, hedge fund looks to Canadian gold producer, small banks[more]

    This hedge fund made 37% betting on banks in 2016 and remains bullish after the Trump rally From Forbes.com: Can bank stocks continue to rise after a 28% surge in the KBW Bank Index in 2016, fueled by a post-election rally as stock pickers returned to the beaten down sector? Forget the s

  2. SWFs - China sovereign wealth fund CIC plans more U.S. investments[more]

    From Reuters.com: China Investment Corporation (CIC), the country's sovereign wealth fund, is looking to raise alternative investments in the United States due to low returns in public markets, its chairman said on Monday. CIC will boost its investments in private equity and hedge funds as wel

  3. Some hedge funds strong start in 2017 nice contrast to 2016[more]

    With the 2016 HSBC Hedge Weekly performance rankings in the books - a year in which the same leader-board entries pretty much dominated unchallenged throughout the year - comes a new leader board that is a hard-scrabble mix of hedge fund styles and categories. What is clear after but a few short wee

  4. Macro hedge funds and CTAs outperform in December on strong dollar[more]

    Komfie Manalo, Opalesque Asia: The last month of 2016 saw risk assets climbing higher, as part of expectations that the new U.S. administration will remove barriers to growth and investment, Lyxor Asset Management said. December also saw the Fed hik

  5. Opalesque Exclusive: Roxbury credit events UCITS gathers more assets[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: The Roxbury Credit Events Fund, launched in September 2015, was up 4.24% in 2016, having returned seven positive months during the year. The managers raised