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Barclay CTA Index Down 1.71% in June (+0.05% YTD)

Friday, July 17, 2015
Opalesque Industry Update - Managed futures traders lost 1.71% in June according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 0.05% year to date.

“Trend reversals in equities, energy, and the US Dollar resulted in losses for 72 percent of the funds that have reported a June return as of today,” says Sol Waksman, founder and president of BarclayHedge.

Seven of Barclay’s eight CTA indices had losses in June. The Diversified Traders Index dropped 2.48%, Systematic Traders lost 2.07%, Financial/Metals Traders were down 0.99%, and Currency Traders gave up 0.59%.

The Agricultural Traders Index, up 1.15% in June, was the only managed futures sector with a gain.

“Grain markets, which had been trending lower most of the year, bottomed in mid–June as traders began revising yield forecasts downward based on flooding concerns in the US Corn Belt,” says Waksman.

After six months in 2015, the Currency Traders Index is up 2.28%, Financial/Metals Traders have gained 2.26%, Agricultural Traders are up 1.38%, and Discretionary Traders have added 0.63%.

The Diversified Traders Index is down 1.89% for the year, and Systematic Traders have lost 0.90%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, dropped 4.38% in June. This is the largest monthly loss for the BTOP50 since January of 1991 when the Index declined 4.93%. The BTOP50 is down 3.16% at the end of two quarters in 2015.

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