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Industry Updates

Newedge CTA Index down 1.88% in March (-0.45% YTD)

Wednesday, April 18, 2012
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



Newedge CTA Trend Sub-Index



Newedge Trend Indicator



Newedge AlternativeEdge Short-Term Traders Index



Newedge Macro Trading Index



Newedge Macro Trading Index (Quantitative)



Newedge Macro Trading Index (Discretionary)



Newedge Commodity Trading Index



Newedge Commodity Trading Index (Trading)



Newedge Commodity Trading Index (Equity)



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

• P/E Investments (FX Aggressive): est. + 4.20 percent
• Quantitative Investment Mgmt. (Global): est. +1.40 percent
• Graham Capital Mgmt. (Discretionary – 6V): est. + 0.47 percent

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

• Revolution Capital (Mosaic): est. + 9.42 percent
• Crabel Capital (Multi-Product): est. + 2.14 percent
• Quantitative Investment Mgmt. (Global) : est. 1.40 percent

(press release)

Newedge, a 50/50 joint venture between Société Générale and Crédit Agricole CIB, is a major force in global multi asset brokerage business, with a world-leading position in the execution and clearing of listed derivative products. With a presence in more than 20 locations in 16 countries, Newedge offers a full range of clearing and execution services covering options and futures contracts for financial products and commodities, as well as for money market instruments, bonds, FX, equities, and commodities on OTC markets. Newedge provides a range of value added services, including prime brokerage, asset financing, an electronic platform for trading and order routing, cross margining, and the centralized reporting of client portfolios. Newedge, which primarily serves institutional clients, provides access to more than 85 exchanges. Newedge's 3,000+ employees form a close-knit, multinational team that can innovatively respond to its clients in fast-moving markets.


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