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Barclay CTA Index gains 1.91% in October; equities and commodity prices drive CTA profits

Wednesday, November 17, 2010
Opalesque Industry Update - Managed futures gained 1.91% in October according to the Barclay CTA Index compiled by BarclayHedge. After three consecutive profitable months, the Index is now up 4.53% for the year.

“A depreciating US Dollar and rising prices for equities and commodities in October continued to drive CTA returns for the second month in a row,” says Sol Waksman, founder and president of BarclayHedge.

“Although QE2 has been harshly criticized at the recent G-20 meeting, judging by its stated objective to increase dollar flows into investments, the Fed's second round of quantitative easing seems to be working for the moment.”

All of Barclay’s eight CTA indices had gains in October. The Barclay Diversified Traders Index was up 3.25%, Agricultural Traders Index gained 3.18%, Systematic Traders rose 2.28%, and Discretionary Traders gained 1.47%.

“Strong gains in the commodity sector provided excellent opportunities for diversified traders,” says Waksman. "Prices for silver, sugar, coffee and cotton increased by double digits in October."

The Barclay Agricultural Traders Index has now gained 10.40% year-to-date.

“Fears of a crop shortage have propelled grain prices upward,” says Waksman. “Corn prices increased by 17 percent in October, while soybeans gained 11 percent.”

The Barclay BTOP50 Index, which monitors performance of the largest traders, rose 1.87% in October.

(press release)

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For more commentary or background, call 641-472-3456 or email

BarclayHedge was founded in 1985 and actively tracks more than 5,900 hedge funds, funds of hedge funds, and managed futures programs. Each month Barclay provides updated performance rankings for 38 Hedge Fund categories and 16 CTA categories.

Institutional investors, brokerage firms and private banks worldwide utilize Barclay’s data as performance benchmarks for the hedge fund and managed futures industries...Full press release: Source

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