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HUMAN INTELLIGENCE
INDEXES
Fixed Income
Equities
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Index Administration
CRTx® (Credit Risk Transfer Return Tracking Index)
(COMING SOON)
RSKFREx™ (Rolling Short-Term Key Funding Reference Index)
SCI/MFCo SRTx™ (Significant Risk Transfer Index)
- SRTx™ Survey Portal
- SRTx™ Survey Terms & Conditions
U.S. Treasury Indexes (COMING SOON)
MBS Indexes (COMING SOON)
(COMING SOON)
MYcx™ (My Custom Index)
Administration Services
- Advanced Calculation Agent Platform
- Expert Index Design and Process
Optimization
- Comprehensive Testing and Validation
Program
IOSCO Principles For Financial Benchmarks
- IOSCO Adherence Statement
- Index Development and Testing
- Errors, Amendments, and Restatements
- Market Pricing and/or Data Disruption
- Feedback and Complaints Policy
THE CRTx® INDEX
INDEX HOME
Index Analytics
Enterprise Data Downloads
IOSCO
CRTx® Index HOME Page
CRTx® Index Portal
- Index Suite Descriptions and Factsheets
- Data Glossaries/Layouts/Sample Files
- Select Monthly Return Histories
- CRTx® Index Constituent Eligibility Guide
- Refinitiv/LSEG Tickers
CRTx® Index Evaluation Datasets
Weekly/2yr History (AGG/UMEZZ/LMEZZ/SUB)
Monthly/2yr History (AGG/UMEZZ/LMEZZ/SUB)
Daily/2yr History (AGG/UMEZZ/LMEZZ/SUB)
CRTx® Index Data/Licensing Options
- CRTx® Index Portal
- CRTx® Enterprise Data Package
- CRTx® Benchmark License
MF&Co Data Portal (Client-Only Access)
- CRTx® Data Glossaries/Layouts and File Samples
Available CRTx® Data Files:
Historical Constituent Weightings, Daily Return Summaries, Daily & Monthly Risk/Reward Metrics (aggregate/1st level sub-indexes), Monthly Risk/Reward Metrics (full index suite), Client Custom Indexes
IOSCO Principles For Financial Benchmarks
- IOSCO Adherence Statement
- Index Development and Testing
- Errors, Amendments, and Restatements
- Market Pricing and/or Data Disruption
- Feedback and Complaints Policy
NEWS/UPDATES
ANALYTICS/DATA
U.S. Treasuries
U.S. Structured Finance
Global Credit Risk
Global Risk Transfer
Data & Analytic Suites
(COMING SOON)
MBS Configurator Cubes™ (Beta)
(COMING SOON)
(COMING SOON)
Aggregate MBS
- FNMA 30/15yr MBS
- FHLMC 30/15yr MBS
- GNMA I & II 30
GNMA I 15yr MBS
ABS Configurator Cubes™ (Beta)
US ABS Deal Cube™
US ABS Credit Cube™
MF&Co Data Portal (Client-Only Access)
Bond Lab®
Mortgage backed securities/fixed income analytic/modeling suite:
- Cashflow engine
- Prepayment model
- Option adjusted spread and risk metrics
- Complete return analytics
Portfolio Desk Reference™ (PDR)
Proprietary portfolio analytics platform for statistical attribution/decomposition analysis
Configurator Cube™
Dynamic and efficient data/analytic cohorting process and tools
MICO™ Scores
Unique proprietary quantitative measurements suite for objective risk/reward optimization analysis
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