Non agency CMBS RMBS index

Discussion in 'Trading' started by tsznecki, Mar 30, 2020.

  1. tsznecki

    tsznecki

    Throwing this out there because there are actual people working in industry that can share where non agency CMBS/RMBS indices are at.

    Markit used to have a free site showing this as well as 1 or 2 other sites, but in the aftermath of '08 they are all gone. I googled.

    Thanks.
     
  2. so you're point is...
     
  3. Throw me a BBG ticker that you are specifically looking for? Markit iBox Broad RMBS TR Index is at 305, up 6 on the day but still well off the highs of 380+ a month ago, if that helps.
     
  4. tsznecki

    tsznecki

    Not sure of the BBG ticker but these ones: https://ihsmarkit.com/products/us-non-agency-rmbs.html
    ABX.HE, PrimeX

    https://ihsmarkit.com/products/markit-cmbx.html
    CMBX.NA.AAA, CMBX.NA.BBB

    Any color as to where those indices are at: recent drawdown, YTD, etc is much appreciated sle.