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%...

FinanceAsia has updated its subscription model.

Registered readers now have the opportunity to read 5 articles from our award-winning website for free.

To obtain unlimited access to our award-winning exclusive news and analysis, we offer subscription packages, including single user, team (2-10 users), or office-wide licences.

To help you and your colleagues access our proprietary content, please contact us at subscriptions@financeasia.com, or +(852) 2122 5222

Article limit is reached.

Hello! You have used up all of your free articles on FinanceAsia.

To obtain unlimited access to our award-winning exclusive news and analysis, we offer subscription packages, including single user, team (2-10 users), or office-wide licences. To help you and your colleagues access our proprietary content, please contact us at subscriptions@financeasia.com, or +(852) 2122 5222