After a strong start to 2016, CTAs have now completed their third consecutive month of negative performance. All five daily indices that Societe Generale Prime Services calculates were down in May. The flagship SG CTA Index, that measures a broad
The SS&C GlobeOp Forward Redemption Indicator for May 2016 measured 4.38 per cent, up from 2.94 per cent in April. "Looking at the year over year comparison, SS&C GlobeOp's Forward Redemption Indicator for May 2016 was 4.38 per cent, an
The Preqin All-Strategies Hedge Fund has recorded the second consecutive month of positive hedge fund performance in April to bring 2016 YTD figures into the black for the first time this year. Returns of 1.44 per cent through the month
Saemor Capital’s Europe Alpha Fund lost 2.6 per cent in April, bringing the YTD performance to -10.6 per cent. Most of the losses came from strong performances in the fund’s short book. As equity markets and commodity prices continued their
Managed futures strategies continued to decline throughout April, following the challenging market conditions that started taking effect in February, registering another month of negative returns, according to Societe Generale Prime Services. Nevertheless the flagship SG CTA Index, that measures a
Asian hedge funds gained in March to conclude a volatile Q1 2016, narrowing losses across all Asian regions and strategies from earlier in the quarter. The HFRX Japan Index gained +3.1 per cent in March, leaving it down -1.9 per
Hedge fund performance was broadly positive in April, with the HFRX Global Hedge Fund index returning 0.4 per cent on the month and each of the four HFRX main hedge fund strategy indices recording positive performance. GAM portfolio manager Anthony
The April 2016 average daily transaction value on the Euronext cash order book stood at EUR6,948 million (-23.4 per cent compared with April 2015). However, the number of shares traded remained resilient (-3.8 per cent). After 21 months of continued
CME Group’s April 2016 volume averaged 13.8 million contracts per day, up 21 per cent from April 2015. CME Group April 2016 options volume averaged 2.6 million contracts per day, up 15 per cent versus April 2015, with electronic
Up to 50 per cent of remaining investor assets will likely leave US prime money market funds ahead of major regulatory reforms in October, says Moody's Investors Service. However, demand for euro prime funds is expected to be resilient despite
