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Newedge's indices generally flat in May

Tuesday, June 15, 2010
Opalesque Industry Update – Newedge, a global leader in multi-asset brokerage and clearing, today posted the monthly performance data for its CTA, Short-Term Traders, Volatility Trading, Macro Trading and Commodity Trading Indices.

• Newedge CTA Index: May -1.51 percent / YTD +2.06 percent
• Newedge Short-Term Traders Index (STTI): May +1.18 percent / YTD +0.97 percent
• Newedge Volatility Trading Index: May -1.39 percent / YTD -5.87 percent
• Newedge Macro Trading Index: May +0.85 percent / YTD +2.32 percent
• Newedge Commodity Trading Index: May -2.77 percent / YTD -2.97 percent

The Newedge CTA Index top performances for the month of May included:

• Boronia Diversified Fund: est. 4.32 percent
• IKOS Financial USD: est. 3.07 percent
• Kaiser Trading Group Pty. Ltd.: est. 2.90 percent

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

• Conquest Capital Group (Macro): est. 12.03 percent
• Kaiser Trading Group (Kaiser Trading Fund 2x): est. 5.86 percent
• R.G. Niederhoffer Negative Correlation Fund: est. 6.29 percent

Please visit the following website for further information on the indices and research developed by Newedge Prime Brokerage - Source.

The Newedge Short-Term Traders Index is designed to track the daily performance of a portfolio of short-term, diversified CTAs who have less than a 10-day average holding period, are willing to provide daily returns and are open to new investment. The Newedge CTA Index, which is equally weighted, calculates the daily rate of return for a pool of the largest CTAs that are willing to provide daily returns and are open to new investment.


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