Barclay CTA Index Down 0.40% in September; Fed Roils Financial Markets

FAIRFIELD, Iowa, October 24, 2016 — Managed futures traders lost 0.40% in September according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.10% year to date.

“The US Fed, in spite of its hawkish tone, opted to hold rates steady which roiled financial markets,” says Sol Waksman, founder and president of BarclayHedge.

Seven of Barclay’s eight CTA indices had losses in September. The Diversified Traders Index was down 0.83%, Currency Traders lost 0.78%, Systematic Traders were down 0.40%, the Financial/Metals Traders Index lost 0.22%, and Discretionary Traders slipped 0.13%.

The Barclay Agricultural Traders Index was the only winning strategy, with a gain of 0.48% 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%, Systematic Traders have gained 0.30%, and Currency Traders are up 0.25%.

Three CTA indices have negative returns for the year. The Discretionary Traders Index has lost 1.77%, Agricultural Traders are down 1.39%, and Diversified Traders have lost 0.48%.

The Barclay BTOP50 Index, which measures performance of the largest CTAs, lost 1.69% in September.

Click here to view 35 years of Barclay CTA Index data.

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 6,300 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.