Tue, Feb 3, 2026
A A A
Welcome Guest
Free Trial RSS pod
Get FREE trial access to our award winning publications
Industry Updates

Barclay CTA Index Loses 0.05% in June (-2.00% YTD)

Monday, July 16, 2018
Opalesque Industry Update - The flash estimate for the Barclay CTA Index, compiled by BarclayHedge, indicates a 0.05% loss in June. Year to date, the Index is down 2.00%.

"Trade war concerns sparked by economic sabre rattling shook grain markets while US pressure on its allies to boycott Iranian oil rallied energy prices to new highs on the year," says Sol Waksman, founder and president of BarclayHedge.

Agricultural Traders were down 0.59% in June, the Discretionary Traders Index lost 0.59%, and Diversified Traders gave up 0.21%.

The MPI Barclay Elite Systematic Traders Index gained 0.91% in June, Currency Traders were up 0.76%, and Financial and Metals Traders gained 0.15%.

"The Fed raised short-term rates in June and announced plans for two more rate increases this year," says Waksman. "The prospect of rising US rates drove the USD higher against major currencies."

At the halfway point in 2018, six of Barclay's CTA Indices are in negative territory, while three have gains.

Diversified Traders are down 3.08% for the year, Systematic Traders have lost 2.68%, Financial and Metals Traders are down 2.53%, and the MPI Barclay Elite Systematic Traders Index has lost 2.41%.

The Currency Traders Index is up 3.57% in 2018, Discretionary Traders have gained 2.36%, and Agricultural Traders are up 1.14%.

The BTOP50 Index, which is composed of the largest CTAs open to new investment, gained 0.73% in June, but remains down 2.85% for the year.

The Cryptocurrency Traders Index dropped 16.23% in June, and has given up 45.43% after six months of trading in 2018.

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Previous Opalesque Exclusives                                  
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Other Voices: Nvidia extraordinary growth and the challenge of sustaining demanding valuations over time[more]

    Antonio Di Giacomo, Senior Market Analyst at XS.com, writes: Nvidia has established itself as one of the most extraordinary growth companies in the global technology sector. Over the past two fiscal years, its revenues have risen from levels close to $60 billion annually to well above $120 billi

  2. Secondaries take center stage: What the 2026 PE landscape means for GPs and investors[more]

    Matthias Knab, Opalesque for New Managers: The 2026 edition of Dechert's Global Private Equity Outlook - "Signs of a Gradual Thaw" - marks a notable shift in industry sentiment. After years of compr

  3. Opalesque Exclusive: Hedge funds outperform mutual funds in managing extreme risk contagion - key insights for investors[more]

    Matthias Knab, Opalesque for New Managers: Hedge funds and mutual funds are among the most prominent vehicles for investors seeking growth and diversification. However, a critical question persists: which fund ty

  4. Other Voices: Life settlements hedge funds are gaining acceptance among institutional investors[more]

    By Donald A. Steinbrugge, CFA - Founder and CEO of Agecroft Partners, a global hedge fund consulting and marketing firm. Over the past decade, life settlements hedge funds have steadily gained acceptance among institutional investors. Their appeal lies in the potential to deliver

  5. And, finally: Time to share it with the people[more]

    From Newsoftheweird: Leavenworth, Washington, has become a tourist destination because of the Bavarian theme businesses have adopted there, NPR reported. One shop, the Leavenworth Nutcracker Museum, houses the world's largest nutcracker collection, thanks to 101-year-old Arlene Wagner. Wagner sta