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Barclay CTA Index Falls 0.72% in September; Fed’s mid-month announcement roils markets

FAIRFIELD, Iowa, October 12, 2017 — Managed futures traders fell back after two previous months of gains, losing 0.72% in September according to the flash estimate for the Barclay CTA Index compiled by BarclayHedge.

“The Fed’s mid-month confirmation that it was unwinding QE precipitated trend reversals in bond yields, the US Dollar Index, and gold,” says Sol Waksman, founder and president of BarclayHedge. “In spite of the ongoing rally in global equities, there were several treacherous crosscurrents in motion during September and successful navigation was difficult.”

Agricultural (+0.40%), Discretionary (+0.27%) and Currency (+0.24%) all recorded modest gains for the month while Financials and Metals (-0.10%) was down slightly. Sharper losses were recorded in the Systematic (-0.99%) and Diversified (-1.31%) indices.

For the year, the Barclay CTA Index is down 1.26%. Agriculture is the best performing sector of the year with a gain of 2.60%. The Diversified Traders Index lags with a decline of 3.60%.

The Barclay BTOP50 Index, which focuses on the largest CTAs, fell by 1.98% for the month. Year to date through the end of September, the BTOP50 Index is down 4.03%.

Click here to view 37 years of Barclay CTA Index data.

Sol Waksman is the founder and president of BarclayHedge. Waksman is an industry expert and experienced media source, providing perspectives on hedge fund and managed futures trends.

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 6,600 hedge funds, fund 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.