Thu, Nov 26, 2015
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)



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. Other Voices: Hedge fund marketing and the selling cycle[more]

    By Bruce Frumerman. How long is the selling cycle now? That’s a question my financial communications and sales marketing consulting firm has been asked on a regular basis by hedge fund firm owners and sales people, ever since we opened the doors to our firm in 1987 pre-crash. Wa

  2. Investing - BlackRock targets ETF investors with flexible currency hedging, Nelson Peltz bets on General Electric Company and Mondelez International, Apple plummets to 4th place among hedge holdings, from No. 1, Top Q3 equity purchases and sales of top 50 hedge funds[more]

    BlackRock targets ETF investors with flexible currency hedging From BlackRock Inc., the world’s largest asset manager, is changing course on exchange-traded funds that protect against currency volatility. After stressing the easy switch between hedged and unhedged ET

  3. BlackRock is shutting down its Global Ascent macro fund[more]

    Komfie Manalo, Opalesque Asia: BlackRock, the world’s largest asset manager, has announced plans to shut down a macro fund, Global Ascent Fund, because of "headwinds facing the industry". The hedge fund, which makes bets on stock, bond and currency markets, will return money to investors. Ac

  4. Opalesque Roundtable: Seeding deal terms can be onerous for hedge funds[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Executives from fund of funds firms, family offices, a placement agent, a private equity firm, and an accounting firm gathered in Connecticut last month for the

  5. Opalesque Roundtable: Family offices flock to co-investment[more]

    Bailey McCann, Opalesque New York: Co-investments have been a hot topic for pension funds in recent years, as they try to move away from high fees and improve transparency. But now, family offices are more readily getting into the mix and establishing in-house deal teams, according to the delega