Barclay CTA index up in June

The Barclay Trading Group publishes CTA performances, too. After 1/3 of the CTAs having reported the Barclay CTA Index shows an estimated June performance of 1.03% and is down -2.26% for the year.

	June ROR†	Percentage of funds reporting†	YTD through June†
Barclay CTA Index	1.03%	37.89%	-2.26%
SUB INDICES
Agricultural Traders Index	0.00%	0.00%	2.03%
Currency Traders Index	1.02%	38.37%	-1.59%
Discretionary Traders Index	0.54%	25.32%	2.51%
Diversified Traders Index	0.95%	40.47%	-4.28%
Fin./Met. Traders Index	0.87%	30.00%	0.77%
Systematic Traders Index	1.13%	40.84%	-2.94%