Loans lose 0.54% today; MTD return is -2.81%; YTD return is -2.70%

Loans lost 0.54% today after losing 0.16% yesterday, according to the S&P/LSTA Leveraged Loan Index.

The S&P/LSTA US Leveraged Loan 100, which tracks the 100 largest loans in the broader Index, lost 0.75% today.

Loan returns are -2.81% in the month to date and -2.70% in the YTD.

A full xls of the Daily Index, including returns and volatility, is attached.