CRTx® Index EVALUATION DATASET (Monthly/1 Year History)

$250.00

This CRTx® Index Evaluation Dataset is an excerpt of a standard CRTx® Index Suite commercial dataset, and is specifically for analytical evaluation purposes only. This Evaluation Dataset includes the most recent 13 month-end index fixings data points (file is updated after each month-end) for the CRTx® Aggregate, Upper Mezzanine, Lower Mezzanine, and Subordinate indexes, and includes total return components, key risk/reward metrics, and basic index basket descriptive statistics. Note: This Evaluation Dataset is for client/purchaser assessment use only, and is NOT LICENSED FOR SOURCING, DISSEMINATION, DISTRIBUTION, REFERENCING, OR USE IN ANY DERIVATIVE WORKS.

Fixed Income

Equities

Risk

Other

Index Administration

(COMING SOON)

U.S. Treasury Indexes (COMING SOON)

MBS Indexes (COMING SOON)

(COMING SOON)

Index Analytics

Enterprise Data Downloads

IOSCO

Available CRTx® Data Files: Historical Constituent Weightings (II,III), Daily Return Summaries (II,III), Daily & Monthly Risk/Reward Metrics (aggregate/1st level sub-indexes) (II,III), Monthly Risk/Reward Metrics (full index suite) (III), Client Custom Indexes (III)

U.S. Treasuries

U.S. Structured Finance

Global Credit Risk

Global Risk Transfer

(COMING SOON)

(COMING SOON)

(COMING SOON)

ABS Configurator Cubes™ (Beta)

CRTx® Index EVALUATION DATASET (Monthly/1 Year History)

Available CRTx® Data Files:
Historical Constituent Weightings (II,III), Daily Return Summaries (II,III), Daily & Monthly Risk/Reward Metrics (aggregate/1st level sub-indexes) (II,III), Monthly Risk/Reward Metrics (full index suite) (III), Client Custom Indexes (III)