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MBX, IOS & PO: Total Return Swap Index

The MBX, IOS and PO indices are synthetic total return swap index series referencing the interest and principal components of agency pools.

Index cashflows, prices and valuation are derived from the principal and interest cashflows from the underlying reference pools. IOS indices reference the synthetic interest portion of agency pools in the index. IOS is a liquid and standardized tool for investors to take long or short positions based on their own assumptions of prepayment and extension of the reference pool interest payments. PO indices reference the principal component of the corresponding IOS indices.

Key benefits:

  • Tailored exposure – The indices reference interest-only, principal-only or combined P/I components of reference pools for tailored exposure
  • Depth – Gain further visibility with sub-indices available for each agency, coupon, vintage and term
  • Risk hedging – Benefit from a hedging tool for exposure to servicing rights, agency pass-throughs, trust IOs and other instruments correlated with mortgage prepayments

News & Information

Important notifications and public information about our indices, including changes to upcoming series following index rolls, credit events on constituents and issuance of new indices.
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Documentation

Publicly available documentation relating to our indices, including methodologies, annexes and educational guides, as well as trading and legal documents for tradable indices.
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Customers

  • Banks
  • Asset managers
  • Hedge funds
  • Insurance companies
  • Corporate treasurers

Events

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IHS Markit Event 11 October 2018

Pricing and Valuation Conference

Join us for a gathering of thought leaders in fin (...)

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IHS Markit Event 16 October 2018

iBoxx ChinaBond Index Launch Event - London

Join us as we celebrate the launch of iBoxx China (...)

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IHS Markit Event 18 October 2018

iBoxx ChinaBond Index Launch Event - Paris

You are invited to an afternoon of industry insig (...)

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IHS Markit Event 26 September 2018

Direct Lending Breakfast

We invite you to join us for breakfast at IHS Mar (...)

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IHS Markit Event 17 October 2018

iBoxx ChinaBond Index Launch Event - Amsterdam

You are invited to an afternoon of industry insi (...)

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