bankers' acceptance
DESCRIPTION
Bankers' Acceptance Trading StrategyTRANSCRIPT
LB 15 19
LB 46 55
Bankers' Acceptance LB From 1/1/1991 to 9/30/2005
-1.5%
-1.0%
-0.5%
0.0%
0.5%
1.0%
1.5%
2.0%
10
12
14
16
18
20
22
24
26
28
30
32
34
36
38
40
42
44
46
48
50
52
54
56
58
60
62
64
66
68
70
72
74
76
78
80
82
84
86
88
90
92
94
96
98
10
0
Horizon
PN
L
Bankers' Acceptance LB From 10/1/2005 to 9/28/2007
0.0%
0.5%
1.0%
1.5%
2.0%
2.5%
10
12
14
16
18
20
22
24
26
28
30
32
34
36
38
40
42
44
46
48
50
52
54
56
58
60
62
64
66
68
70
72
74
76
78
80
82
84
86
88
90
92
94
96
98
10
0
Horizon
PN
L
Bankers' Acceptance LB From 1/1/1991 to 9/28/2007
-1.5%
-1.0%
-0.5%
0.0%
0.5%
1.0%
1.5%
2.0%
10
12
14
16
18
20
22
24
26
28
30
32
34
36
38
40
42
44
46
48
50
52
54
56
58
60
62
64
66
68
70
72
74
76
78
80
82
84
86
88
90
92
94
96
98
10
0
Horizon
PN
L
MA 26 26
MA 81 81
Bankers' Acceptance MA From 1/1/1991 to 9/30/2005
-0.6%
-0.4%
-0.2%
0.0%
0.2%
0.4%
0.6%
0.8%
1.0%
10
12
14
16
18
20
22
24
26
28
30
32
34
36
38
40
42
44
46
48
50
52
54
56
58
60
62
64
66
68
70
72
74
76
78
80
82
84
86
88
90
92
94
96
98
10
0
Horizon
PN
L
Bankers' Acceptance MA From 10/1/2005 to 9/28/2007
-0.5%
0.0%
0.5%
1.0%
1.5%
2.0%
2.5%
10
12
14
16
18
20
22
24
26
28
30
32
34
36
38
40
42
44
46
48
50
52
54
56
58
60
62
64
66
68
70
72
74
76
78
80
82
84
86
88
90
92
94
96
98
10
0
Horizon
PN
L
Bankers' Acceptance MA From 1/1/1991 to 9/28/2007
-0.4%
-0.2%
0.0%
0.2%
0.4%
0.6%
0.8%
1.0%
1.2%
10
12
14
16
18
20
22
24
26
28
30
32
34
36
38
40
42
44
46
48
50
52
54
56
58
60
62
64
66
68
70
72
74
76
78
80
82
84
86
88
90
92
94
96
98
10
0
Horizon
PN
L
Bankers' Acceptance MAC From 1/1/1991 to 9/30/2005
-2.0%
-1.5%
-1.0%
-0.5%
0.0%
0.5%
1.0%
1.5%
10
12
14
16
18
20
22
24
26
28
30
32
34
36
38
40
42
44
46
48
50
52
54
56
58
60
62
64
66
68
70
72
74
76
78
80
82
84
86
88
90
92
94
96
98
10
0
Horizon
PN
L
Bankers' Acceptance MAC From 10/1/2005 to 9/28/2007
0.0%
0.5%
1.0%
1.5%
2.0%
2.5%
10
12
14
16
18
20
22
24
26
28
30
32
34
36
38
40
42
44
46
48
50
52
54
56
58
60
62
64
66
68
70
72
74
76
78
80
82
84
86
88
90
92
94
96
98
10
0
Horizon
PN
L
Bankers' Acceptance MAC From 1/1/1991 to 9/28/2007
-1.5%
-1.0%
-0.5%
0.0%
0.5%
1.0%
1.5%
10
12
14
16
18
20
22
24
26
28
30
32
34
36
38
40
42
44
46
48
50
52
54
56
58
60
62
64
66
68
70
72
74
76
78
80
82
84
86
88
90
92
94
96
98
10
0
Horizon
PN
L
Bankers' Acceptance BO From 1/1/1991 to 9/30/2005
-0.2%
0.0%
0.2%
0.4%
0.6%
0.8%
1.0%
1.2%
1.4%
10
12
14
16
18
20
22
24
26
28
30
32
34
36
38
40
42
44
46
48
50
52
54
56
58
60
62
64
66
68
70
72
74
76
78
80
82
84
86
88
90
92
94
96
98
10
0
Horizon
PN
L
Bankers' Acceptance BO From 10/1/2005 to 9/28/2007
0.0%
0.2%
0.4%
0.6%
0.8%
1.0%
1.2%
1.4%
1.6%
1.8%
10
12
14
16
18
20
22
24
26
28
30
32
34
36
38
40
42
44
46
48
50
52
54
56
58
60
62
64
66
68
70
72
74
76
78
80
82
84
86
88
90
92
94
96
98
10
0
Horizon
PN
L
Bankers' Acceptance BO From 1/1/1991 to 9/28/2007
-0.2%
0.0%
0.2%
0.4%
0.6%
0.8%
1.0%
1.2%
1.4%
10
12
14
16
18
20
22
24
26
28
30
32
34
36
38
40
42
44
46
48
50
52
54
56
58
60
62
64
66
68
70
72
74
76
78
80
82
84
86
88
90
92
94
96
98
10
0
Horizon
PN
L