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Industry Updates

Newedge CTA Index up 2.97% in May (+2.48% YTD)

Friday, June 15, 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.

Index May YTD
Newedge CTA Index 2.97% 2.48%
Newedge CTA Trend Sub-Index 2.85% 3.94%
Newedge Trend Indicator 1.55% -2.53%
Newedge Macro Trading Index 1.08% 0.74%
Newedge Macro Trading Index (Quantitative) 1.89% 0.84%
Newedge Macro Trading Index (Discretionary) 0.46% 0.57%
Newedge Commodity Trading Index -2.95% -2.91%
Newedge Commodity Trading Index (Trading) -2.55% -3.00%
Newedge Commodity Trading Index (Equity) -5.36% -2.57%
Newedge Volatility Trading Index -0.48% 1.93%

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

  • P/E Investments (FX Aggressive): est. + 10.77 percent
  • Boronia Capital (Diversified): + 10.24 percent
  • Transtrend (Enhanced Risk): est. + 7.53 percent

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

  • Conquest Capital (Macro): est. + 14.95 percent
  • Kaiser Capital (Global Diversified): est. + 12.84 percent
  • Boronia Capital (Diversified): est. + 10.24 percent

(press release)

About Newedge
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. For more information, visit www.newedge.com.

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