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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 (Client-Only Access)
MF&Co Data Portal (Client-Only Access)
- Index Suite Descriptions and Factsheets
- CRTx® Daily Return Summary Grid I,II,III
- Data Glossaries/Layouts/Sample Files
- CRTx® AGG Valuation Date Finder I,II,III
- CRTx® Data Glossaries/Layouts and File Samples
- Select Monthly Return Histories
- CRTx® Index Constituent Eligibility Guide
- Refinitiv/LSEG Tickers
CRTx® Index Data/Licensing Options
- Basic License (Level I Access)
- Professional License (Level II Access)
- Benchmark License (Level III Access)
- Latest CRTx® Rebalancing Update I,II,III
- Constituent CRT Deal Structural Guide II,III
- CRT Sector Supply Metrics II,III
- Index Desk Reference™ (IDR) - Index Suite Risk/Return Metrics III
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)
CRTx® Index Evaluation Datasets
Weekly/1yr History (AGG/UMEZZ/LMEZZ/SUB)
Monthly/1yr History (AGG/UMEZZ/LMEZZ/SUB)
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)
Aggregate ABS
MF&Co Data Portal (Client-Only Access)

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)

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)