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Sol Waksman, BarclayHedge

Barclay CTA Index down 0.40 per cent in September


Managed futures traders lost 0.40 per cent in September, according to the Barclay CTA Index compiled by BarclayHedge.

The index is up 0.10 per cent year to date.
 
“The US Fed, in spite of its hawkish tone, opted to hold rates steady which roiled financial markets,” says Sol Waksman (pictured), founder and president of BarclayHedge.
 
Seven of Barclay’s eight CTA indices had losses in September. The Diversified Traders Index was down 0.83 per cent, Currency Traders lost 0.78 per cent, Systematic Traders were down 0.40 per cent, the Financial/Metals Traders Index lost 0.22 per cent, and Discretionary Traders slipped 0.13 per cent.
 
The Barclay Agricultural Traders Index was the only winning strategy, with a gain of 0.48 per cent 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 per cent, Systematic Traders have gained 0.30 per cent, and Currency Traders are up 0.25 per cent.
 
Three CTA indices have negative returns for the year. The Discretionary Traders Index has lost 1.77 per cent, Agricultural Traders are down 1.39 per cent, and Diversified Traders have lost 0.48 per cent.
 
The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 1.69 per cent in September.

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