During the month of September, the top 3 performing sectors were: livestock (13.48%), grains (5.52%), interest rates (-0.13%), and the Barclays CTA Index (-0.13). The bottom 3 sectors were: softs (-8.51%), metals (-4.75%) and the indices (-4.14%). Grains and livestock showed strong returns as demand increased on a global scale. On the other hand, softs posted negative returns as lumber pulled back off all time highs. Similarly, financial markets experienced a slight pullback, posting negative returns for the first time in 5 months.
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. S&P 500 Index – data collected from investing.com. Barclay CTA Index – data collected from barclayhedge.com. S&P GSCI Index – data collected from us.spindices.com/indices/commodities/sp-gsci.