Research

Tradeable Index Strategies

Extending our franchise as a leader in Index research, J.P. Morgan 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 J.P. Morgan Tradeable Index Strategies, please review product descriptions below, our Index pages on MorganMarkets or contact your J.P. Morgan 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 0.87 0.00 12.27 -10.87 20081107
Commodity C-IGAR 110.82 -0.00 0.14 -15.84 20081119
Commodity C-IGAR Long/Short 139.87 1.28 8.46 11.45 20081119
Commodity C-IGAR Cond LS 143.80 1.38 6.81 11.62 20081119
FX Income FX 74.61 -0.12 -2.74 -25.60 20081119
FX Income Asia 1.0 78.45 0.04 2.43 -22.30 20081119
FX Income Asia 2.0 82.78 0.14 0.84 -16.70 20081119
FX Income Asia 3.0 91.17 0.20 0.01 -10.65 20081119
Fixed Inc GBI hedged into USD 275.49 0.40 1.47 5.50 20081119
Fixed Inc EMU Govt EUR 247.07 0.55 1.40 5.91 20081119
Fixed Inc 5yr EUR TRSI 161.34 -0.04 2.44 7.27 20081119
Fixed Inc MAST EUR TR Index 164.85 0.00 0.71 5.42 20081118
Fixed Inc CarryMAX in EUR 154.54 0.96 2.09 -3.28 20081119
Fixed Inc CarryMAX in USD 155.35 0.95 1.61 -2.92 20081119
Fixed Inc CarryMAX in JPY 156.07 0.95 2.04 -2.06 20081119
Fixed Inc Momentus in EUR 156.17 0.00 0.59 -9.50 20081119
Fixed Inc EMBI+ 346.83 -0.90 7.82 -18.47 20081119
Equity S&P500 812.50 -6.23 -10.00 -42.69 20081119
Equity NIKKEI 225 8270 -0.60 -4.50 -44.01 20081119
Equity FTSE100 5548 0.00 0.00 -10.20 20080709
Equity EuroStoxx 50 2032 -4.20 -8.47 -43.27 20081119
 
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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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