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rmeenaks
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Posts: 186
Joined: May 1st, 2006, 2:31 pm

Lehman Brothers AAA 8.5+ Year CMBS Index

January 15th, 2009, 8:33 pm

Hi,Can someone please send me historical closing rates for this index from 01-Jan-2008 til today? I want to use it to model a CMBS Total Rate of Return Swap...Our bloomberg terminal doesn't have access to the Lehman Indexes...Thanks,Ram
 
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Yura
Posts: 585
Joined: February 11th, 2006, 11:28 pm

Lehman Brothers AAA 8.5+ Year CMBS Index

January 21st, 2009, 12:35 pm

I found 3 indices that fit the description on Lehman Live. Attached.
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Lehman CMBS indices.zip
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Last edited by Yura on January 20th, 2009, 11:00 pm, edited 1 time in total.
 
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apatni01
Posts: 1
Joined: February 26th, 2009, 9:14 pm

Lehman Brothers AAA 8.5+ Year CMBS Index

February 26th, 2009, 9:32 pm

I am looking for historical data on CMBS AAA and AA indices from Lehman from 01/1998 to 02/2009 weekly prices. Can anyone help me find this price information. Does anyone have historical data or data after 08/2008
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