Managed futures traders gained 0.60 per cent in September according to the Barclay CTA Index compiled by BarclayHedge. The Index is down 0.67 per cent year to date.

“Equities, interest rates, and commodities moved lower in September, and trend-followers were properly positioned to profit,” says BarclayHedge’s Sol Waksman (pictured).

Five of Barclay’s eight CTA indices had gains in September. The Diversified Traders Index was up 0.72 per cent, Systematic Traders gained 0.51 per cent, and Financial/Metals Traders were up 0.29 per cent.

In the loss column, Agricultural Traders were down 0.25 per cent in September, Currency Traders gave up 0.24 per cent, while the Discretionary Traders Index slipped 0.03 per cent.

“Although the US Dollar was generally stronger against major foreign currencies, its weakness against the Japanese Yen and the Euro offset those gains and resulted in losses for some managers,” says Waksman.

At the end of three quarters, Currency Traders have gained 3.00 per cent in 2015, and Financial/Metals Traders are up 2.05 per cent.

The Diversified Traders Index has lost 2.83 per cent year to date, Systematic Traders are down 1.54 per cent, and Agricultural Traders have lost 0.09 per cent.