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| The Markit Structured Finance Index Calculators are interactive tools providing insight into the dynamics of the synthetic contracts and referenced asset classes of each Markit SF Index. Calculators are available for the ABX.HE, PrimeX, CMBX, TRX.NA, and Agency Derivatives (IOS/PO/MBX). |
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| Product summary: |
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| Markit, as owner of the ABX.HE, PrimeX, CMBX, TRX.NA, and MBX/IOS/PO indices, provides calculators for use by all market participants. Each calculator allows dealers to agree a Net Present Value (NPV) exchange for entering index trades, and also provides investors with an interactive tool to give them a greater insight into the impact of different cashflow scenarios on the value of their trades. Each Markit SF Index also has a Closing Prices page available, which offers the most recently available closes for each index and a customizable, advanced charting tool for historical index performance analysis. |
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| Key benefits: |
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| Free tools available to those involved in the Structured Finance trading community |
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| Each calculator uses the most updated pricing information and cashflows available for all reference obligations |
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| Advanced charting tool gives users ability to chart any Markit SF Index or combination of indices over the past 6 months |
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| Key functions: |
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| Calculators provide users with the ability to calculate present value, price, spread, weighted average life, accured interest, accrued financing, spread sensitivity, based on different prepayment and loss scenarios |
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| Calculator homepage provides users with largest movements within each Markit SF Index and interactive charts for each corresponding index |
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