Thu, Aug 17, 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. Opalesque Exclusive: Albright Capital puts a value lens on emerging markets[more]

    Bailey McCann, Opalesque New York: Over the past decade, investors have steadily increased investments in emerging markets private funds. Allocations to the cohort have increased from $93 billion in December 2006 to $564 billion in September 2016, according to data from research firm Preqin. Howe

  2. Other Voices: Crisis risk offset; about time?[more]

    This article was authored by Russell Barlow, global head of hedge fund solutions at London-based Aberdeen Asset Management. Like the ubiquitous force of gravity, when financial markets rise they must fall. The quest

  3. Comment: "Long-Term Investing": What managing drawdown risk can do to your long-term returns[more]

    Matthias Knab, Opalesque: Real Investment Advice writes on Harvest Exchange: Last week, I was having lunch with a prospective portfolio management client discussing the curre

  4. Jasper Capital International joins Hedge Fund Standards Board[more]

    Komfie Manalo, Opalesque Asia: Diversified and systematic investment firm Jasper Capital International has become the second China-based signatory to the Hedge Fund Standards Board (HFSB), an organization that brings hedge fund managers and investors together to set standards for the hedge fund i

  5. Investing - Hedge-fund honchos including David Tepper are loading up on Alibaba, Billionaire hedge fund manager Stanley Druckenmiller is betting big on the Chinese consumer, Big-name U.S. hedge funds shed healthcare stocks during the rally in second-quarter, U.S. hedge funds bearish on FAANG stocks in second-quarter, Hedge fund titan Viking Global made a $680 million bet on scandal-plagued Wells Fargo[more]

    Hedge-fund honchos including David Tepper are loading up on Alibaba From CNBC.com: David Tepper's Appaloosa Management and three other he ge funds took new stakes in Chinese e-commerce giant Alibaba in the second quarter, according to the latest quarterly filings. Appaloosa disclos