Sign up for free newsletter

 

Managed futures lost 0.54% in September according to the Barclay CTA Index compiled by BarclayHedge. The Index is down 3.13% after three quarters in 2013.

“While the US Fed’s surprise decision not to begin ‘tapering’ boosted prices in most major asset classes, the one exception was commodity prices, which declined 2.6 percent based on the DJ UBS Commodity Index,” says Sol Waksman, founder and president of BarclayHedge.

Six of Barclay’s eight CTA indices had negative returns in September. The Diversified Traders Index lost 0.94%, Systematic Traders were down 0.53%, Currency Traders gave up 0.19%, and Discretionary Traders slipped 0.14%.

“The long positions in oil and short bond positions that contributed to August gains for CTA portfolios became the main source of losses in September as both markets reversed direction,” says Waksman.

The Barclay Agricultural Traders Index had another positive month gaining 0.25%, and Financial & Metals Traders were up 0.28%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, had its fifth straight monthly loss with a 0.42% negative return. The BTOP50 is down 2.28% for the year.

Year to date, Agricultural Traders have gained 2.07%, and Currency Traders are up 0.32%.

Year to date, the Diversified Traders Index has lost 4.37%, Systematic Traders are down 2.78%, Financial & Metals Traders have lost 0.87%, and Discretionary Traders are down 0.45%.


Subscribe to free daily newsletter
latestjobs
Senior Pre-Sales Architect – Big Data/Hadoop

Fri, 01 May 2015 00:00:00 GMT

Algorithmic Trading Developer - C++, Linux, Python

Fri, 01 May 2015 00:00:00 GMT

Director - Core Java Architect - Equities

Fri, 01 May 2015 00:00:00 GMT

events
12 hours 59 min from now - San Diego
1 day 12 hours from now - New York
2 days 12 hours from now - London
specialreports