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Alternative Market Briefing

Managed futures gain in July on financial market unrest

Tuesday, August 18, 2015

Komfie Manalo, Opalesque Asia:

The unrest in the financial market benefited managed futures traders as the Barclay CTA Index gained 0.87% in July (+0.48% YTD), data compiled by BarclayHedge said.

"A rally in the value of the US Dollar sparked by the expectation of imminent Fed tightening, coupled with fears of China joining Japan and the Eurozone on the loosening bandwagon generated gains for CTAs," Sol Waksman, founder and president of BarclayHedge said in a statement.

He added, "Short commodity positions also contributed sizeable gains as the S&P GSCI plunged 14.3 percent fueled by the rising U.S. Dollar, slowing demand from China, and too much oil."

He said that seven of the eight CTA indices that Barclay’s monitors posted gains last month. The Diversified Traders Index was up 1.14%, Systematic Traders gained 0.98%, Financial/Metals Traders added 0.76%, and Currency Traders gained 0.64%. The Agricultural Traders Index was down 0.80%, and was the only managed futures sector with a loss in July.

"Grain prices have been under a lot of pressure due to favorable weather conditions for crop growth in the U.S.," says Waksman.

After seven months in 2015, Financial/Metals Traders have gained 2.82%, Currency Traders are up 2.73%, and Discretionary Traders have added 0.61%.

The Diversified Traders Inde......................

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