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Securitised Products Indices
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IHS Markit's Securitised Products Indices provide investors with the ability to trade and benchmark various portions of the Non-Agency RMBS, Agency MBS, European ABS and Non-Agency CMBS markets.
Industry Domain:
Financial Markets
Publisher:
IHS Markit
Content Type:
Structured
Access/Delivery Methods:
REST, Python, S3 Proxy, SQL
Keywords
Interested in this data? Download free data samples, dictionaries and documentation
Data Set
| Dataset Name | Dataset Description | Data Format | Publishing Frequency |
|---|---|---|---|
| IOS MBX PO Composites | The MBX, IOS and PO Composites track the performance of the interest and principal components of various agency pools. | Parquet | Weekday |
| iBoxx EUR ABS Levels | The iBoxx European ABS Levels measures the daily Total Return and Price Return performance of EUR, GBP and USD denominated asset-backed securities originating from Europe. | Parquet | Weekday |
| IOS MBX PO Components | The MBX, IOS and PO Components provide static reference data of each constituent agency pool in the MBX, IOS and PO Indices. | Parquet | Variable |
| PrimeX Composites | The PRIMEX Composites track the performance of individual baskets of asset-backed credit default swaps (ABCDS) referencing the prime fixed rate and hybrid RMBS sectors. | Parquet | Variable |
| iBoxx NA RMBS Components | The iBoxx NA RMBS Components provide underlying constituent pricing and analytics for all constituents of the iBoxx NA RMBS Index. | Parquet | Daily |
| iBoxx EUR ABS Components | The iBoxx European ABS Components contains the underlying daily bond prices and analytics fueling the iBoxx European ABS Indices. | Parquet | Daily |
| PrimeX Components | The PRIMEX Components provide the static reference data of each constituent in the PRIMEX indices. | Parquet | Variable |
| iBoxx NA RMBS Levels | The iBoxx NA RMBS Levels benchmark the daily performance (Total Return & Price Return) of various sectors of the US RMBS market. | Parquet | Weekday |
| CMBX Composites | The CMBX Composites track the performance of individual baskets of 25 asset backed credit default swaps (ABCDS) referencing commercial mortgage-backed securities (CMBS). | Parquet | Weekday |
| ABX Components | The ABX Components provide the static reference data and on-the-run indicator for each constituent in the ABX indices. | Parquet | Variable |
| CMBX Components | The CMBX Components provide the static reference data and on-the-run indicator for each constituent in the CMBX indices. | Parquet | Yearly |
| ABX Composites | The ABX Composites track the performance of individual baskets of 20 asset-backed credit default swaps (ABCDS) referencing residential mortgage-backed securities (RMBS). | Parquet | Weekday |
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