AGNC Investment Corp. and ICE Launch Three New Current Coupon Agency MBS Indices

AGNC Investment Corp. and Intercontinental Exchange have developed three fixed income indices to track the performance of current coupon Agency mortgage-backed securities (MBS). The AGNC ICE UMBS 30-Year Current Coupon Index and 15-Year Current Coupon Index will track 30-year and 15-year fixed-rate residential MBS issued under the Uniform Mortgage-Backed Security program, while the AGNC ICE GNMA 30-Year Current Coupon Index will track 30-year fixed-rate MBS guaranteed by Ginnie Mae. The indices are intended to provide market insights and performance data for the most liquid and actively traded segments of the Agency MBS markets.

AGNC Investment Corp. and the Intercontinental Exchange (ICE) have recently developed three fixed income indices to track the performance of current coupon Agency mortgage-backed securities (MBS). The indices are designed to provide market insights and performance data for the most liquid and actively traded segments of the Agency MBS markets. The AGNC ICE UMBS 30-Year Current Coupon Index and 15-Year Current Coupon Index will track 30-year and 15-year fixed-rate residential MBS issued under the Uniform Mortgage-Backed Security (UMBS) program. Meanwhile, the AGNC ICE GNMA 30-Year Current Coupon Index will track 30-year fixed-rate MBS guaranteed by Ginnie Mae.

These indices aim to offer investors and financial professionals a reliable benchmark for evaluating the performance of Agency MBS. By focusing on the most liquid and actively traded segments, the indices provide a clear picture of the market's dynamics and trends. This information can be crucial for investors seeking to allocate their portfolios effectively and for financial professionals looking to make informed investment decisions.

AGNC Investment Corp., known for its expertise in US Government Agency mortgage securities, has a significant stake in the development of these indices. The company's extensive experience and track record in managing mortgage-backed securities make it a suitable partner for ICE in this endeavor. The indices are expected to enhance transparency and liquidity in the Agency MBS market, benefiting both investors and market participants.

The development of these indices is part of a broader trend in the financial industry to create more sophisticated and accurate benchmarks. As the market for Agency MBS continues to evolve, such indices will play an increasingly important role in shaping investment strategies and market dynamics.