LTP Trade Finance IndexÖ - December performance update

LTP Trade Finance IndexÖ prices show loss in December 2001.

The LTP Trade Finance IndexÖ - the independent total return index covering the trade finance asset class - again showed a capital loss in December 2001.

Credit margin widened by 9 bps to 214 while Libor widened by 6 bps.

The following table breaks down performance between capital appreciation and interest accrual - note that, because of compounding effects, the constituents may not sum to the total.

 

Accrual

Capital

Total Ret

January

0.59%

0.74%

1.34%

February

0.48%

0.11%...

To continue reading, please login or register for free

Click for more on: ltp | trade | finance | indexö | december | performance | update

Print Edition

FinanceAsia Print Edition

CONFERENCES