Research

Tradeable Index Strategies

Extending our franchise as a leader in Index research, JPMorgan has developed proprietary Tradeable Index Strategies to allow investors to gain exposure to key asset classes, benchmarks, and dynamic trading strategies. Our Tradeable Index Strategies offer clients the opportunity to maximize portfolio returns and quickly exploit market activities across bull and bear scenarios within the Credit, Commodity, FX, Fixed Income, Emerging Market and Equity asset classes.

For more information on specific JPMorgan Tradeable Index Strategies, please review product descriptions below, our Index pages on MorganMarkets or contact your JPMorgan representative. We also welcome your inquiries at Tradeable_Index_Strategies@jpmorgan.com


Index Strategies
Type Index Name Index Level Daily Ret(%) Mthly Ret Ann Ret Level Date
Credit iTraxx TR 1.00 0.00 10.76 -13.58 20080513
Commodity C-IGAR 151.47 -1.33 -1.68 35.58 20080514
Commodity C-IGAR Long/Short 136.73 -1.16 -1.09 24.23 20080514
Commodity C-IGAR Cond LS 147.62 -1.34 -1.58 33.91 20080514
FX Income FX 97.63 0.00 0.04 -12.92 20080513
FX Income Asia 1.0 86.86 0.00 0.00 -10.48 20080318
FX Income Asia 2.0 91.71 0.00 0.00 -9.29 20080325
FX ADXY 112.08 0.00 0.00 2.09 20070717
FX LACI 116.66 0.00 0.00 5.69 20070717
Fixed Inc GBI hedged into USD 263.40 -0.39 -0.94 5.97 20080514
Fixed Inc EMU Govt EUR 234.35 -0.42 -0.35 3.91 20080514
Fixed Inc 5yr EUR TRSI 153.67 0.00 0.12 5.39 20080513
Fixed Inc MAST EUR TR Index 159.16 -0.13 -0.03 4.60 20080514
Fixed Inc CarryMAX in EUR 157.45 0.37 -0.34 -1.77 20080514
Fixed Inc CarryMAX in USD 156.87 0.36 -0.41 -2.44 20080514
Fixed Inc CarryMAX in JPY 157.05 0.37 -0.40 -2.14 20080514
Fixed Inc Momentus in EUR 166.32 -0.55 -1.53 0.35 20080514
Fixed Inc EMBI+ 440.29 -0.17 -0.52 4.44 20080514
Equity S&P500 1408 0.22 2.69 -7.09 20080514
Equity NIKKEI 225 14110 0.71 6.89 -19.51 20080514
Equity FTSE100 6222 0.17 2.73 -5.52 20080514
Equity EuroStoxx 50 3239 0.84 4.28 -16.22 20080514
 
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Note: The data above may not be the latest available and should be used for information purposes only.

 

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