The European Energy Exchange (EEX) will expand its gas derivatives portfolio on the 28 June 2021 with the launch of Financial Gas Futures.
Managed futures funds turned in a second consecutive monthly gain in March returning 0.32 per cent, according to the Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions.
The Wiltshire Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 0.97 per cent in March, outperforming the –0.06 per cent monthly return of the HFRX Global Hedge Fund Index.
Hedge funds are growing in confidence following a positive start to the year, according to the Alternative Investment Management Association’s latest quarterly Hedge Fund Confidence Index.
The Currency Exchange Fund (TCX) has launched what it says is the first-ever frontier bond currency index (TCX FI), which tracks the performance of frontier currency-linked, investment-grade Eurobonds, issued by (multilateral) development finance institutions such as the African Development Bank, EBRD, FMO, and the IFC.
The Wilshire Liquid Alternative Index, which provides a representative baseline for how the broad liquid alternative investment category performs, returned 1.18 per cent in February, underperforming the 1.52 per cent monthly return of the HFRX Global Hedge Fund Index.
Hedge funds started 2021 on a positive note returning 0.98 per cent in January, according to the Barclay Hedge Fund Index compiled by BarclayHedge, a division of Backstop Solutions. By comparison, the S&P 500 Total Return Index was down 1.01 per cent in January.
The gross return of the SS&C GlobeOp Hedge Fund Performance Index for January 2021 measured -0.33 per cent.
CME Group adds energy, metals and agricultural benchmarks to CVOL suite of implied volatility indexes
CME Group has added 11 additional implied volatility benchmark indexes to its suite of CME Group Volatility Indexes (CVOL). Clients can now access two years of historical implied volatility data on CME Group’s CVOL indexes on WTI Light Sweet Crude Oil, Henry Hub Natural Gas, Gold, Silver, Corn, Soybeans and Wheat, along with the addition of both 5-Year and 30-Year Treasuries.
Wilshire has launched a new Powered by Wilshire index, the Hypatia Women Hedge Fund Index. Created and owned by Hypatia Capital, calculated and maintained by Wilshire, the index is designed to measure performance of women managed hedge funds that meet certain criteria, selected from a universe of hedge funds compiled by Hypatia Capital Management LLC, sourced from publicly available information, industry associations and industry contacts.