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Barclay CTA Index gains 0.16% in April

Tuesday, May 23, 2017
Opalesque Industry Update - Managed futures traders gained 0.16% in April according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the Index remains down 0.66%.

Five of Barclay's CTA indices had gains in April, while three had losses. Currency Traders were up 0.40%, Financial/Metals Traders gained 0.33%, Systematic Traders added 0.20%, and Diversified Traders eked out a 0.03% gain.

The Agricultural Traders Index lost 0.38% in April, and Discretionary Traders were down 0.11%.

"Another month of rising equity prices generated profits for many CTAs," says Sol Waksman, founder and president of BarclayHedge.

"At the same time, an unanticipated rally in US Treasuries in the face of an ongoing commitment from the Fed to raise rates, coupled with counter-trend US Dollar weakness against the Euro and British Pound took some of the bloom off the rose."

In 2017, there is a clear divergence in the performance of managed futures strategies. After four months, the Financial/Metals Traders Index has gained 1.34%, Currency Traders are up 1.19%, and Agricultural Traders have gained 0.27%.

On the other hand, Diversified Traders are down 2.34%, Systematic Traders have lost 0.99%, and Discretionary Traders have given up 0.47%.

The Barclay BTOP50 Index, which monitors the largest investable trading advisor programs, lost 0.57% in April and is down 2.17% year to date.

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