| Carr Futures and Barclay Trading announced the launch
of the Carr Barclay Index. The index provides the market with a reliable
daily performance benchmark of major commodity trading advisors (CTAs).
The index will be published and updated by 12 noon every business day on
the Carr Futures website at www.carrfut.com.
The Carr Barclay Index, which is equal weighted, calculates the daily
rate of return for a pool of Ctas selected from the larger managers that
are open to new investment. Currently, there are 19 CTAs in the index,
whose names may be found on the website. Selection of the pool of qualified
CTAs used in construction of the index will be conducted annually, with
re-balancing on January 1 of each year.
Historical and live data from January 1, 2000, is available on the site.
The Carr Barclay Index will allow market participants and institutional
investors to measure aggregate CTA performance on a day-to-day basis, compare
the daily performance of a CTA (or a pool of CTAs) against the market,
and assess the performance of managed futures accounts against a CTA index
with the same accuracy as is already possible for other asset classes.
Carr Futures is a subsidiary of Crédit Agricole Indosuez (CAI),
which is wholly owned by Caisse Nationale de Crédit Agricole (CNCA),
one of the world's 10 largest banking institutions. The Barclay Group publishes
the widely used Barclay CTA Index.
Carr Futures, Global Headquarters
10 South Wacker Drive, Suite 1100
Chicago, IL 60606
312 441-4200
fax 312 441-4201
carrmain@carrfut.com
www.carrfut.com
Barclay Trading Group, Ltd.
508 N. 2nd St., Suite 201
Fairfield, IA 52556
641 472-3456
fax 641 472-9514
www.barclaygrp.com
sol@barclaygrp.com |
