Industry Updates

Newedge CTA index down 0.86% in September, +0.10% YTD

Thursday, October 18, 2012

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Opalesque Industry Update – The Newedge CTA Trend Sub Index was down 2.08% in September 2012, closing the third-quarter with nearly flat performance year-to-date. The index has been up as much as 5.5% and down as much as 2.0% in 2012. After September’s +0.98% return, the Volatility Trading Index has now been up in 6 of the 9 months in 2012.

Newedge CTA Index	-0.86%	0.10%
Newedge CTA Trend Sub-Index	-2.08%	-0.01%
Newedge Trend Indicator	-0.59%	-13.59%
Newedge Short-Term Traders Index	-1.36%	-3.92%
Newedge Macro Trading Index	0.27%	0.77%
Newedge Macro Trading Index (Quantitative)	-0.05%	1.39%
Newedge Macro Trading Index (Discretionary)	0.48%	0.36%
Newedge Commodity Trading Index	-0.52%	-0.09%
Newedge Commodity Trading Index (Trading)	-0.52%	-0.55%
Newedge Commodity Trading Index (Equity)	-0.48%	-0.92%
Newedge Volatility Trading Index	0.98%	4.04%

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

• FDO Partners (Emerging Markets Quant Currency): est. +3.20 percent
• FX Concepts (Multi-Strategy): +2.06 percent
• FX Concepts (GCP): est. +1.58 percent

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

• Boronia Capital (Diversified): est. +1.51 percent
• Revolution Capital (Mosaic): est. +1.29 percent
• Quantitative Investment Mgmt. (Global): est. +0.32 percent
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.

Newedge is a global leader in multi-asset brokerage and clearing. www.newedge.com

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