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CTAs Hold Steady Despite Drop in Energy

FAIRFIELD, Iowa, November 10, 2005 – Despite a big drop in energy prices, Managed Futures lost just 0.10 percent in October, according to the Barclay CTA Index.

“Commodity prices, especially energy, dropped sharply in October after having risen in previous months,” says Sol Waksman, founder and president of The Barclay Group.

Yet while the Goldman Sachs Commodity Index, which is heavily weighted in energy, lost 10.33 percent in October, CTAs overall were down only one tenth of a percent.”

The Barclay BTOP50 Index, which measures the performance of the largest traders, actually gained 0.22 percent in October, and is now up 2.28 percent for the year.

“Although CTAs lost money in the energy markets, they were able to make money in currency markets and interest rates, as the US Dollar strengthened on interest rate increases,” says Waksman.

Four of six Barclay CTA indices showed gains in October. Barclay’s Agricultural Traders Index rose 1.22 percent, the Currency Traders Index gained 0.74 percent, and the Financial/Metals Traders Index was up 0.65 percent.

Click here to view 25 years of Barclay CTA Index data.

The Barclay Group, founded in 1985, actively tracks more than 4,900 hedge funds and managed futures programs. Barclay’s indices are utilized worldwide as performance benchmarks for the hedge fund and managed futures industries.

For more commentary, call Sol Waksman at 641-472-3456 or email