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Barclay CTA Index up 1% in January, Diversified traders gain 1.64%

Thursday, February 14, 2013
Opalesque Industry Update — Managed futures gained 1.01% in January 2013 according to the Barclay CTA Index compiled by BarclayHedge.

“CTAs got a boost this month from the ‘Abe trade’ (short the Japanese Yen and long the Nikkei or TOPIX), named for the dovish monetary bent of Japan’s new prime minister, Shinzo Abe,” says Sol Waksman, founder and president of BarclayHedge.

Seven of Barclay’s eight CTA indices had a positive return in January. The Diversified Traders Index was up 1.64%, Systematic Traders gained 1.22%, Agricultural Traders were up 0.47%, and Discretionary Traders added 0.34%.

“As global economic sentiment improved and interest rates rose, investors returned to risk-on mode and bid up prices for equities and commodities,” says Waksman.

The only managed futures strategy to lose ground in January was the Financial & Metal Traders Index, which was down 0.04% at month end.

The BTOP50 Index, which measures performance of the largest CTAs, gained 1.38% in January.

Click here to view 33 years of Barclay CTA Index data.

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