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Industry Updates

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

Thursday, October 18, 2012
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



Newedge CTA Trend Sub-Index



Newedge Trend Indicator



Newedge Short-Term Traders Index



Newedge Macro Trading Index



Newedge Macro Trading Index (Quantitative)



Newedge Macro Trading Index (Discretionary)



Newedge Commodity Trading Index



Newedge Commodity Trading Index (Trading)



Newedge Commodity Trading Index (Equity)



Newedge Volatility Trading Index



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.


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