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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

  • ABCDS
  • ABX
  • Agency MBS
  • CDS
  • CMBS
  • CMBX
  • Fannie Mae
  • Freddie Mac
  • IOS
  • Index
  • Indices
  • MBX
  • PO
  • RMBS
  • Securitised Products
  • iBoxx RMBS
  • ABS
  • iBoxx EUR ABS
Interested in this data? Download free data samples, dictionaries and documentation

Data Set

Dataset NameDataset DescriptionData FormatPublishing Frequency
IOS MBX PO CompositesThe MBX, IOS and PO Composites track the performance of the interest and principal components of various agency pools.ParquetWeekday
iBoxx EUR ABS LevelsThe 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.ParquetWeekday
IOS MBX PO ComponentsThe MBX, IOS and PO Components provide static reference data of each constituent agency pool in the MBX, IOS and PO Indices.ParquetVariable
PrimeX CompositesThe PRIMEX Composites track the performance of individual baskets of asset-backed credit default swaps (ABCDS) referencing the prime fixed rate and hybrid RMBS sectors.ParquetVariable
iBoxx NA RMBS ComponentsThe iBoxx NA RMBS Components provide underlying constituent pricing and analytics for all constituents of the iBoxx NA RMBS Index.ParquetDaily
iBoxx EUR ABS ComponentsThe iBoxx European ABS Components contains the underlying daily bond prices and analytics fueling the iBoxx European ABS Indices.ParquetDaily
PrimeX ComponentsThe PRIMEX Components provide the static reference data of each constituent in the PRIMEX indices.ParquetVariable
iBoxx NA RMBS LevelsThe iBoxx NA RMBS Levels benchmark the daily performance (Total Return & Price Return) of various sectors of the US RMBS market.ParquetWeekday
CMBX CompositesThe CMBX Composites track the performance of individual baskets of 25 asset backed credit default swaps (ABCDS) referencing commercial mortgage-backed securities (CMBS).ParquetWeekday
ABX ComponentsThe ABX Components provide the static reference data and on-the-run indicator for each constituent in the ABX indices.ParquetVariable
CMBX ComponentsThe CMBX Components provide the static reference data and on-the-run indicator for each constituent in the CMBX indices.ParquetYearly
ABX CompositesThe ABX Composites track the performance of individual baskets of 20 asset-backed credit default swaps (ABCDS) referencing residential mortgage-backed securities (RMBS).ParquetWeekday
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