Page 69 - NAFIF-2019-Facility-Reference-Guide

Facility Programs

This facility measures activity in the fixed-income markets and solicits evaluations of
the performance of securities dealers. The following programs are included in this
facility (new/changes in bold):

Average
Program Program Name Tablet Interview Length
QAR Last Year
(in minutes)
ABS Full: 22 /
ABS Asset-Backed Securities
Abridged: 17
AS Full: 13 /
AS Agency Securities
Abridged: 12
CLO Collateralized Loan Obligations CLO Full: 19
Commercial Mortgage-Backed CMBS Full: 25
CMBS
Securities
CP Canadian Provincials (Canada only) CP Full: 11
DD Distressed Debt DD Full: 21
EM Emerging Markets EM Full: 29
GOV Full: 35 /
GOV Government Investors
Abridged: 25
HY High Yield HY Full: 22
IG Full: 26 /
IG Investment Grade Credit
Abridged: 25
IRD Full: 31 /
IRD Interest Rate Derivatives
Abridged: 27
LL Leveraged Loans LL Full: 23
Mortgage-Backed Securities – Full: 21
MBSCMO MBSCO
CMOs
Mortgage-Backed Securities – Pass- Full: 21
MBSPT MBS-PT
Throughs
MUNI Municipal Bonds MUNI Full: 26
NARMBS Non-Agency RMBS NARMBS Full: 18
OV Overall OV Full: 15
STFI Full: 23 /
STFI Short-Term Fixed Income
Abridged: 18

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