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DrGrumpy


Total Posts: 137
Joined: Nov 2008
 
Posted: 2017-04-24 07:43
I'm trying to find historical (R)MBS price data using Reuters DataStream.
(Please don't judge... It's price expedient...)

However, I'm running up against how they are defining/naming the buggers.

Does anyone have experience in how to find these? I'm indifferent about market - or better phrased as "more is better"...


So...for example...searching for something as simple as "MBS" doesn't give me some of the issues that I know are out there. I then need to head down the "MGE" search route and this just starts getting messy. Confused

A girl goes into a bar and asks for an example of double entendre, so the barman gives her one.

Cheng


Total Posts: 2838
Joined: Feb 2005
 
Posted: 2017-04-24 09:24
The regular RMBS programs usually have names. For example Lloyds RMBS program is called Permanent. You could look for those names but then you miss the smaller irregular issuers.

"He's man, he's a kid / Wanna bang with you / Headbanging man" (Grave Digger, Headbanging Man)

DrGrumpy


Total Posts: 137
Joined: Nov 2008
 
Posted: 2017-05-19 09:33
Woah. Missed this reply. Thanks Cheng.

Having to look for specific names was what I was trying to avoid. Oh well.

Is there a list of names of the larger regular programs floating around somewhere (happy to have a LMGTFY moment), or could someone flick me one? Blush


A girl goes into a bar and asks for an example of double entendre, so the barman gives her one.
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