July 2022 Sector and Index Performance

During the month of July, the top 3 sectors were: crypto (+37.02%), indices (+9.41%) and livestock (+4.68%). The bottom 3 sectors were: grains (-9.39%), softs (-6.56%) and metals (+0.84%). As expected the Fed raised rates by another 75 bps to help fight inflation. The stock market showed significant strength late in the month to post a near double digit return in the S&P 500. Commodities remain volatile and Crypto performed well after the rate hike. We saw lighter volume in many of the markets, as summer trading seems to be in full effect.


uly 2022 Sector and Index Performance

For month-to-date and year-to-date CTA rankings, please remember to visit our CTA Database. If you do not have a login and wish to register for free, please click here.

Sector & Index Performance Consists of the following:

Grains: Corn, Soybean Meal, Oats, Soybeans, Soybean Oil, Wheat, Rough Rice. Livestock: Live Cattle, Feeder Cattle, Lean Hogs. Softs: Cocoa, Orange Juice, Sugar No. 11, Random Length Lumber, Coffee, Cotton No. 2. Currencies: Euro Currency, Japanese Yen, British Pound, Canadian Dollar, Swiss Franc, US Dollar, Brazilian Real, Mexican Peso, Australian dollar. Indices: S&P 500, Mini Dow, Mini Nasdaq. Interest Rates: 30-year t-bond, 10-year t-note, 5-year t-note, Eurodollars. Metals: Gold, Silver, Copper, Platinum, Palladium. Energy: Crude Oil, Reformulated Gas, Natural Gas, Heating Oil, Denatured Fuel Ethanol. Crypto: Bitcoin and Ethereum. S&P 500 Index  All data collected from investing.com. S&P GSCI Index – data collected from us.spindices.com/indices/commodities/sp-gsci.