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Barclay CTA Index up 1.85% in July (1.53% YTD), as rising prices contribute to profitable futures trading

Thursday, August 16, 2012
Opalesque Industry Update – Managed futures gained 1.85% in July 2012 according to the Barclay CTA Index compiled by BarclayHedge. The Index is now up 1.53% year to date.

“Price trends continued to move upward in the commodity and equity index futures markets and provided a favorable trading environment for momentum traders in July,” says Sol Waksman, founder and president of BarclayHedge.

All eight of Barclay’s CTA indices had positive returns in July. The Barclay Diversified Traders Index was up 2.61%, Systematic Traders gained 2.28%, Agricultural Traders were up 2.23%, Discretionary Traders gained 1.50%, and Financial & Metals Traders added 1.22%.

“Bond markets also rallied and the US Dollar strengthened against the Euro,” says Waksman.

“Simultaneous uptrends in the four major sectors of the futures market — commodities, equities, bonds, and interest rates — made for a good month on the long side.”

Year to date, the Agricultural Traders Index leads all managed futures strategies with a gain of 7.12%. The only losing strategy is the Financial & Metals Traders Index, which is down 0.31% for the year.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, was up 2.30% in July.

(press release)

Click here to view 32 years of Barclay CTA Index data.

BarclayHedge was founded in 1985 and actively tracks more than 6,200 hedge funds, funds of hedge funds, and managed futures programs. Each month Barclay provides updated performance rankings for 38 Hedge Fund categories, 16 CTA categories, and 7 UCITS categories.

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