Lehman Brothers Mortgage-Backed Securities IndexJunk BondKangaroo BondKeepwell AgreementKey Rate Dur

外汇网2021-06-19 20:54:53 62

An index made up of mortgage-backed securities that is used for benchmarking purposes. The Lehman Brothers 抵押贷款支持债券 Index consists of fixed-rate securities, such as mortgage pools created by the Government National Mortgage Association (GNMA), Federal Home Loan Mortgage Corp (FHLMC) and Federal National Mortgage Association (FNMA). This index serves as a performance benchmark for many mortgage-backed securities funds.

|||For a mortgage-backed security to be included in the index, it must have a minimum principal amount of $50 million. The securities within the index have an average life between 15 and 30 years. The 抵押贷款支持债券 Index is a subset of the Lehman Brothers Aggregate Bond Index, which includes a larger variety of benchmark bonds.

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