HF Develops K-MBSI, an MBS Index 

- A reference for investment decisions, expected to facilitate MBS investment

Korea Housing Finance Corporation(HF, CEO Choi Joon Woo) announced on Nov 23 that as index development on the HF MBS has been completed, the K-MBSI, will be posted on the K-MBS, kmbs.hf.go.kr, the disclosure portal for HF MBS and MBB.

The index is daily computed, with which baseline date is Jan 1 of 2017. The Total Return Index* and the Market Price Index* are disclosed for each asset class, general MBS and Pass-Through MBS.

* Attachment2 :  FAQ on K-MBS

In addition to the index of each asset class, comprehensive information are provided, including; sub-index of each MBS issuance maturity and MBS expected maturity. complementary information for each index (daily return rate and average duration, etc.), time series data, and return rate per period, and others.

K-MBS index has been acknowledged by Korea Statistics, and is planned to be posted on the K-MBS, kmbs.hf.go.kr, the HF MBS disclosure portal site. The Index was decided to be named as K-MBSI(Korea Mortgage Backed Security Index) via an internal context.