Wed, Sep 17, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index gains 1.03% in February (+1.32% YTD); volatile currency markets challenge traders

Wednesday, March 19, 2014
Opalesque Industry Update - Managed futures gained 1.03% in February according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.39% in 2014.

“A late-month rally in commodity prices and the continued uptrend in US Treasuries contributed to a profitable month for most CTAs,” says Sol Waksman, founder and president of BarclayHedge.

Five of Barclay’s eight CTA indices had gains in February. The Barclay Diversified Traders Index was up 1.73%, Systematic Traders gained 1.25%, Financial & Metals Traders were up 0.58%, and the Discretionary Traders Index rose 0.24%.

Currency Traders lost 1.17% in February, and the Agricultural Traders Index was down 0.50%.

“Trading the currency markets proved difficult in February, as unanticipated weakening of China’s renminbi and strength of the euro, yen and Australian dollar against the US dollar contributed to losses,” says Waksman.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 0.24% in February. The BTOP50 is now down 2.19% year to date.

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. Investing - Big hedge funds show interest in Alibaba, Maglan joins other hedge funds in rush to Argentinian assets[more]

    Big hedge funds show interest in Alibaba From Hereisthecity.com: …Three other major hedge fund investors who have shown interest in the IPO are Dan Loeb of Third Point, David Tepper of Appaloosa Management and Dan Benton of Andor Capital Management. All three were among the roughly 800 p

  2. Investors looking at other sources for hedge fund-like returns[more]

    Komfie Manalo, Opalesque Asia: Investors who are always on the lookout for higher gains are looking at alternative sources of income, particularly exchange-traded fund industry that generates hedge fund-like returns, according to

  3. Investors move capital out of Scotland ahead of referendum[more]

    Benedicte Gravrand, Opalesque Geneva: Ahead of Scotland’s independence referendum on September 18, asset managers, investors and pension savers are moving billions of pounds out of the country,

  4. Indices - Greenwich Global Hedge Fund Index up 1.57% in August (+4.22% YTD), Eurekahedge Hedge Fund Index rebounds in August gaining 1.36% (4.22%), Lyxor Hedge Fund Index was up 0.9% in August (YTD +1.7%)[more]

    Greenwich Global Hedge Fund Index up 1.57% in August (+4.22% YTD) The Greenwich Global Hedge Fund Index ended the month of August up +1.57%. Equity markets were up in August with the MSCI World Index up +2.00%. This was primarily driven by the performance of the S&P 500 which was up +4.

  5. Alpha Strategic buys stake in Premium Point Investments[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Alpha Strategic plc, a affiliate of