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Barclay CTA Index up 0.37% in April (est.), -0.08% YTD, currencies, commodities and fixed income supply profits

Wednesday, May 19, 2010
Opalesque Industry Update – Managed futures gained 0.37% in April according to the Barclay CTA Index compiled by BarclayHedge.

“Profitable opportunities in currencies, commodities and fixed income provided the backdrop that propelled 63 percent of reporting managers into the win column for April,” says Sol Waksman, founder and president of BarclayHedge.

Six of Barclay’s eight managed futures indices had positive returns in April. The Barclay Diversified Traders Index was up 0.54%, Currency Traders gained 0.53%, Systematic Traders were up 0.49%, and the Financial & Metals Traders Index rose 0.31%.

“Bond prices in the US were buoyed by the uncertainty in Europe,” says Waksman.

”Similar concerns helped to sustain gains by the US Dollar against the Euro for a fifth consecutive month.”

On the losing side, Agricultural Traders were down 1.52% in April and Discretionary Traders lost 0.10%.

The Barclay BTOP50 Index, which monitors performance of the largest managed futures funds, gained 0.89% in April.

Full performance table :


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