Loans lose 0.58% today; MTD return is -2.16%; YTD return is -4.55%

Loans lost 0.58% today after losing 0.31% 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 0.63% today.

Loan returns are -2.16% in the month to date and -4.55% in the YTD.

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