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Barclay CTA Index down 0.40% in September (+0.10% YTD)

Tuesday, October 25, 2016
Opalesque Industry Update - Managed futures traders lost 0.40% in September according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.10% year to date.

“The US Fed, in spite of its hawkish tone, opted to hold rates steady which roiled financial markets,” says Sol Waksman, founder and president of BarclayHedge.

Seven of Barclay’s eight CTA indices had losses in September. The Diversified Traders Index was down 0.83%, Currency Traders lost 0.78%, Systematic Traders were down 0.40%, the Financial/Metals Traders Index lost 0.22%, and Discretionary Traders slipped 0.13%.

The Barclay Agricultural Traders Index was the only winning strategy, with a gain of 0.48% in September.

“Commodity markets were able to move higher through the turmoil. Grains, led by corn and wheat, were mostly higher,” says Waksman.

Year to date, the Financial/Metals Traders Index is up 2.09%, Systematic Traders have gained 0.30%, and Currency Traders are up 0.25%.

Three CTA indices have negative returns for the year. The Discretionary Traders Index has lost 1.77%, Agricultural Traders are down 1.39%, and Diversified Traders have lost 0.48%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 1.69% in September.

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