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Barclay CTA Index gains 1.17 per cent in March

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Managed futures gained 1.17 per cent in March, according to the Barclay CTA Index compiled by BarclayHedge.

“Managers were able to build on February’s gains as previously established positions in commodities, currencies and equities continued to generate profits,” says Sol Waksman, founder and president of BarclayHedge.

All of Barclay’s eight managed futures indices gained ground in March. The Barclay Diversified Traders Index was up 2.03 per cent, systematic traders gained 1.56 per cent, and agricultural traders rose 1.04 per cent.

“Sentiment in the global equity markets remained positive as investors focused on signs of recovery and chose to ignore disappointing US housing statistics and a credit downgrade for Portugal,” says Waksman.

The Barclay BTOP50 Index, which monitors performance of the largest managed futures funds, gained 1.92 per cent in March.

“Sustained trends give larger funds a better opportunity to get properly positioned and put their money to work,” says Waksman.

The Barclay Agricultural Traders Index leads all sectors in 2010 with a 2.81 per cent gain after three months. Currency traders are up 1.12 per cent, and discretionary traders have gained 0.37 per cent.

Even with February and March gains, the Barclay CTA Index is still down 0.53 per cent at the end of the first quarter. The Barclay BTOP50 Index has gained 1.12 per cent in the same time period.

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