Merrill Lynch launched a new U.S. CMBS Index, including 3,017 constituents with a total capitalization in excess of $367 billion. Data sets of returns and risk characteristics are available back to December 1997. sub-indices are also available that segment the market by rating and tenor. "The addition of the CMBS index, with its extensive history and supporting analytics, will be an invaluable tool in helping to determine both the sector's relative and absolute performance," said Managing Director Roger Lehman, co-head of the U.S. rates and structured credit research group.

 

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