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Barclay CTA Index Slips 0.19% in September; Divergent Monetary Policies Create Market Uncertainty

FAIRFIELD, Iowa, October 17, 2018 — The flash estimate for the Barclay CTA Index, compiled by BarclayHedge, indicates a 0.19% loss in September. Year to date, the Index is down 1.53%.

“The US economy continues to strengthen in spite of pervasive trade war fears and continued Fed monetary tightening, while other countries have chosen to keep their rates low,” says Sol Waksman, founder and president of BarclayHedge.

“These contradictory monetary policies have created unpredictable crosscurrents and trend changes in futures prices.”

Eight of Barclay’s managed futures indices had losses in September, while only one had a gain.

Cryptocurrency Traders gave up 2.68%, the MPI Barclay Elite Systematic Traders Index lost 0.62%, Systematic Traders were down 0.56%, Agriculturals Traders lost 0.37%, and the Diversified Traders Index gave up 0.44%.

The Discretionary Traders Index had the only gain in September, achieving a 0.22% return.

The BTOP50 Index, which is composed of the largest CTAs open to new investment, had an estimated 0.08% gain in September, but was down 2.31% for the year.

Through September, six of Barclay’s Managed Futures indices have losses, while three have gains.

The Cryptocurrency Traders Index is down 49.39% for the year, with seven months of losses nullifying two months of gains. Financial and Metals Traders have lost 3.49%, Diversified Traders are down 2.71%, and the Systematic Traders Index has given up 2.48%.

On the positive side, Currency Traders have gained 3.86% in 2018, the Discretionary Traders Index is up 1.88%, and Agricultural Traders have a 0.87% return.

Click here to view 38 years of Barclay CTA Index data.

About BarclayHedge

Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For more commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.

BarclayHedge is the global leader in providing independent, research-based information services to the alternative investment industry. Founded in 1985, Barclay currently maintains data on more than 6,900 hedge funds, funds of funds, and CTAs. No one has been in the business of collecting alternative investment data longer than BarclayHedge.

Institutional investors, brokerage firms, and private banks worldwide utilize BarclayHedge indices as performance benchmarks for the hedge fund and managed futures industries.


Sol Waksman

BarclayHedge, Ltd.

(641) 472-3456