iBoxx Trepp CMBS

The iBoxx Trepp CMBS indices reflect the performance of USD-denominated commercial mortgage-backed securities (CMBS) that are rated investment grade at issuance.

The  iBoxx Trepp CMBS indices reflect the performance of USD-denominated, investment grade commercial mortgage-backed securities (CMBS) that are conduit non-interest-only securities. The benchmark index provides broad coverage of the CMBS market. More than 500 sub-indices allow you to undertake highly specified analysis – based on the initial rating, current rating, seniority, vintage, sector, state, WAL and delinquency rates.

The iBoxx Trepp CMBS Liquid index, in particular, reflects the performance of USD-denominated commercial mortgage-backed securities (CMBS) that are rated AAA at issuance and maintain a rating of A or better.

The indices were developed in partnership with Trepp, LLC, a leading provider of information, analytics and technology to the CMBS market. Trepp’s CMBS Deal Library offers an extensive CMBS database, providing the index series broad market coverage you need to support benchmarking, financial products development and research.

Key benefits:

  • Comprehensive content – Rely on indices that reference Trepp’s CMBS Deal Library, an extensive dataset for the CMBS market
  • Custom index solutions – Create tailored and tradable products to meet specific investment criteria
  • Transparency – Rely on publicly available documentation that provides transparency into our rules-based methodology, constituent selection, monthly rebalancing and daily total return calculations
  • Distribution – Access index data via the web, FTP and third-party vendors
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