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Markit CMBX Indices

Published in Alternative Indices

Markit’s securitised product indices are synthetic, tradable index products that allow investors to gain exposure to securitised products through credit default swaps and total return swaps. CMBX is a non-agency securitised idex.

Markit owns and administers the CMBX, which is a liquid, tradeable tool allowing investors to take positions on commercial mortgage-backed securities via CDS contracts.  The index has become a widely used benchmark for the performance of CMBS.  Its liquidity and standardization allows investors to accurately gauge market sentiment around the asset-class, and to take long or short positions accordingly.

The Markit CMBX index is a synthetic tradeable index referencing a basket of 25 commercial mortgage-backed securities.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 80 indices and 2000 bonds. Index coverage includes various CMBX.NA Indices.

Index and Bond Items include:

  • Actual Coupon Rate
  • Clean Price, Coupon
  • Data Series (Source)
  • Date of Portfolio
  • Depth
  • Description
  • Ending Date of Series
  • Index Factor
  • Interest Shortfall arrangement
  • Issue Size
  • Maturity Date
  • On the Run
  • Portfolio Headline Index
  • Symbol, Red Id, Spread
  • Start Date of Series
  • Version of index number
  • Weight, etc.

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