Mon, May 2, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index down -1.81 in June on ECB meeting, (+ 0.03% YTD)

Tuesday, July 17, 2012
Opalesque Industry Update: Managed futures lost 1.81% overall in June according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.03% year to date.

“The month-end ECB agreement to make loans directly to eurozone banks drove prices in some of the major equity, currency, and commodity markets to their largest one-day moves of the year,” says Sol Waksman, founder and president of BarclayHedge.

On the negative side, Barclay Diversified Traders Index fell 2.89% in June, Systematic Traders lost 2.51%, and Financial & Metals Traders were down 0.56%.

“Momentum-based trend following traders typically take losses when markets reverse course sharply,” says Waksman.

On the positive side, Agricultural Traders gained 3.45% in June, and Discretionary Traders were up 1.40%.

“Drought fears in the US drove prices higher for agricultural commodities,” says Waksman.

After six months in 2012, the Barclay Agricultural Traders Index leads all managed futures strategies with a gain of 4.73%. Currency Traders are up 1.19% year to date, and Discretionary Traders have gained 0.84%.

The Diversified Traders Index is down 1.45% after two quarters, Financial & Metals Traders have lost 0.94%, and Systematic Traders gave up 0.81%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, was down 1.50% in June. The BTOP50 was up 0.09% through June 2012.

BarclayHedge

Press Release

BM

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Hedge funds see $14.3bn outflows in Q1, CTAs and multi-strategy lead net inflows[more]

    Komfie Manalo, Opalesque Asia: The hedge fund industry saw net outflows of investor capital in the first quarter of the year, totaling $14.3bn, data from Preqin showed. This continues from the $8.9bn overall net outflows that funds recorded in Q4

  2. Third Point calls Q1 "catastrophic" for hedge funds[more]

    Bailey McCann, Opalesque New York: The first quarter of this year was rocky for hedge funds based on aggregate performance from the industry, but now we are beginning to hear what the managers thought of it as quarterly letters make their way to investors. Dan Loeb, CEO of New York-based $17 bill

  3. Asia - Stabilization of China's capital outflows may hinge on Janet Yellen, Fink says China to do well this year as bubble threat postponed, Chinese hedge fund to invest in India’s infrastructure[more]

    Stabilization of China's capital outflows may hinge on Janet Yellen From Bloomberg.com: Whether China’s recent stabilization of its currency and capital outflows continues -- or downside pressure reignites -- may hinge in large part on Janet Yellen. If the Federal Reserve chair sticks to

  4. …And Finally - After all, judges are human too[more]

    From Newsoftheweird.com: In March, one District of Columbia government administrative law judge was charged with misdemeanor assault on another. Judge Sharon Goodie said she wanted to give Judge Joan Davenport some files, but Davenport, in her office, would not answer the door. Goodie said once the

  5. Comment - Unmasking the men behind Zero Hedge, Wall Street's renegade blog[more]

    From Bloomberg.com: Colin Lokey, also known as "Tyler Durden," is breaking the first rule of Fight Club: You do not talk about Fight Club. He’s also breaking the second rule of Fight Club. (See the first rule.) After more than a year writing for the financial website Zero Hedge under the n