Industry Updates

Newedge CTA index up 0.87% in February (1.45% YTD)

Wednesday, March 14, 2012

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Opalesque Industry Update – Newedge, a global leader in multi-asset brokerage and clearing, today posted the monthly performance data for its suite of Hedge Fund Indices.

Newedge CTA Index	0.87%	1.45%
Newedge CTA Trend Sub-Index	1.52%	2.60%
Newedge Trend Indicator	2.40%	0.64%
Newedge AlternativeEdge Short-Term Traders Index	-0.97%	-1.20%
Newedge Macro Trading Index	1.45%	2.18%
Newedge Macro Trading Index (Quantitative)	1.97%	2.81%
Newedge Macro Trading Index (Discretionary)	0.95%	1.61%
Newedge Commodity Trading Index	0.51%	1.65%
Newedge Commodity Trading Index (Trading)	0.45%	1.01%
Newedge Commodity Trading Index (Equity)	1.45%	5.88%
Newedge Volatility Trading Index	-0.24%	1.70%

The Newedge CTA Index’s top performers for the month of February 2012 included:

• FDO Partners (Emerging Markets Quant Currency): est. + 4.25 percent
• P/E Investments (FX Aggressive): est. +3.66 percent
• Graham Capital (K4D-15V): est. + 3.24 percent •

The Newedge STTI’s top performers for the month of February included:

• Kaiser Capital (Global Diversified): est. + 0.98 percent
• Capital Fund Management (Discus): est. + 0.94 percent
• Boronia Capital (Diversified): est. – 0.17 percent

(press release)

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