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%

0.60%

March

0.51%

0.08%

0.59%

April

0.52%

0.06%

0.58%

May

0.49%

0.49%

0.99%

June

0.43%

0.13%

0.56%

July

0.47%

0.24%

0.71%

August

0.44%

0.31%

0.75%

September

0.36%

0.87%

1.23%

October

0.36%

0.07%

0.43%

November

0.35%

-0.26%

0.09%

December

0.37%

-0.14%

0.23%

 

Further information on the LTP Trade Finance IndexÖ can be obtained by contacting LTPtrade:

Roy Bennett

Managing Director - Asia

+65 226 1926

I-Mei Chan

 

+ 65 226 1251

Trevor Utting

Head of Research, LTP Risk Management

+ 44 20 7292 7970


LTP Trade plc is the leading independent provider of services for the global trade finance market.

LTP's services enable more efficient access to the trade finance market for financial institutions and corporations and enhance transparency and liquidity in the market.

LTP delivers:
  • Dealing and distribution services        
  • Advisory services        
  • Risk management tools and information        
  • Outsourced receivables administration
Further details can be found at http://www.ltp.com.

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