Energy futures sap US dollars continuing market weakness

Pure foreign exchange funds have tracked the weakening US dollar over the past month, but those whose portfolios exploiting both cross rates and commodities have increasingly turned to energy futures as well.

Duncan Brown, business development analyst at Winton Capital Management, says a 3% return currency trades provided on Winton's systematic programme in January as outdone by a 4% increase from energy derivatives.

In the first week of February currency trades had made Winton a more modest 0.5%

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: