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Managed Futures Lose 1.1% in February

FAIRFIELD, Iowa, March 7, 2006 – Managed Futures lost 1.1% in February, according the Barclay CTA Index. The Barclay BTOP50 Index, which monitors the performance of the largest CTA’s, lost 0.75%.

“February was a difficult month for most strategies,” says Sol Waksman, founder and president of The Barclay Group.

“A strengthening Japanese economy fueled perceptions that zero percent interest rates in Japan were coming to an end. These perceptions helped to ignite a rally in the Yen, which caught currency traders off balance.”

“Trend reversals in precious and industrial metals generated losses for commodity-based CTAs,” says Waksman. “Sharp reversals in energy and sugar helped to make matters worse.”

Six out of eight Barclay CTA indexes were down in February. The Barclay Diversified Traders Index lost 1.32%, Systematic Traders dropped 1.25%, and Currency Traders lost 0.59%. Barclay’s Discretionary Traders Index showed the only significant gain, up 0.38% for the month.

Click here to view 26 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, call Sol at 641-472-3456 or email

The Barclay Group, founded in 1985, actively tracks more than 5,200 hedge funds and managed futures programs. Barclay has created and regularly updates 18 proprietary hedge fund indexes and eight managed futures indexes. Institutional investors, brokerage firms and private banks worldwide utilize Barclay’s indexes as performance benchmarks for the hedge fund and managed futures industries.