MDX.GN Swap Reference Data
Last Updated: July 17, 2025
Get direct access to MDX index data now and enhance your mortgage credit strategies.
Series 1
| Initial Reference Data | |
|---|---|
| Family | MDX |
| Index Name | MDX.GN.1 |
| Series | 1 |
| MDX ID (UPI) | QZ58NN9J118B |
| MDX Start Date | 9/11/2025 |
| Scheduled Termination Date | 12/12/2030 |
| Index End Date | 9/13/2035 |
| MDX Fixing Date | 9/11/2025 |
| MDX Effective Date | 9/11/2025 |
| Index Value | 100 |
| Index Writedown Factor | 1 |
| Fixed Rate | 2.00% |
| Currency | USD |
| PaymentFrequency | 1m |
Series G
| Initial Reference Data | |
|---|---|
| Family | MDX |
| Index Name | MDX.GN.G |
| Series | G |
| MDX ID (UPI) | QZC8RR7750H5 |
| MDX Start Date | 3/12/2025 |
| Scheduled Termination Date | 6/13/2030 |
| Index End Date | 3/12/2035 |
| MDX Fixing Date | 3/12/2025 |
| MDX Effective Date | 3/12/2025 |
| Index Value | 100 |
| Index Writedown Factor | 1 |
| Fixed Rate | 2.00% |
| Currency | USD |
| Payment Frequency | 1m |
| Dates | |||||
|---|---|---|---|---|---|
| Payment Date | Accrual Start Date | Accrual End Date | Days In Accrual | Fixed Fixing Date | Float Fixing Date |
| 4/17/25 | 3/12/25 | 4/10/25 | 30 | 3/12/25 | 4/10/25 |
| 5/19/25 | 4/11/25 | 5/12/25 | 32 | 4/10/25 | 5/12/25 |
| 6/18/25 | 5/13/25 | 6/11/25 | 30 | 5/12/25 | 6/11/25 |
| 7/18/25 | 6/12/25 | 7/11/25 | 30 | 6/11/25 | 7/11/25 |
| 8/19/25 | 7/12/25 | 8/12/25 | 32 | 7/11/25 | 8/12/25 |
| Payment Calculations | |||||||
|---|---|---|---|---|---|---|---|
| Payment Date | Fixed Index Value | Float Index Value | Fixed Writedown Factor | Float Writedown Factor | Fixed Rate | Fixed 1mm Amount | Float 1mm Amount |
| 4/17/25 | 100 | 100.000469 | 1 | 0.999995 | 0.02 | 1,666.67 | |
| 5/19/25 | 100.000469 | 100.001877 | 0.999995 | 0.999981 | 0.02 | 1,777.77 | 14 |
| 6/18/25 | 100.001877 | 100.019398 | 0.999981 | 0.999806 | 0.02 | 1,666.64 | 175 |
| 7/18/25 | 100.019398 | 100.146896 | 0.999806 | 0.998531 | 0.02 | 1,666.34 | 1,275.00 |
| 8/19/25 | 100.146896 | 0.998531 | 0.02 | 1,775.17 | |||
Series F
| Initial Reference Data | |
|---|---|
| Family | MDX |
| Index Name | MDX.GN.F |
| Series | F |
| MDX ID (UPI) | SAMPLEQZ1234 |
| MDX Start Date | 9/12/2024 |
| Scheduled Termination Date | 12/13/2029 |
| Index End Date | 9/13/2034 |
| MDX Fixing Date | 9/12/2024 |
| MDX Effective Date | 9/12/2024 |
| Index Value | 100 |
| Index Writedown Factor | 1 |
| Fixed Rate | 2.00% |
| Currency | USD |
| Payment Frequency | 1m |
| Dates | |||||
|---|---|---|---|---|---|
| Payment Date | Accrual Start Date | Accrual End Date | Days In Accrual | Fixed Fixing Date | Float Fixing Date |
| 4/17/25 | 3/13/25 | 4/10/25 | 29 | 3/12/25 | 4/10/25 |
| 5/19/25 | 4/11/25 | 5/12/25 | 32 | 4/10/25 | 5/12/25 |
| 6/18/25 | 5/13/25 | 6/11/25 | 30 | 5/12/25 | 6/11/25 |
| 7/18/25 | 6/12/25 | 7/11/25 | 30 | 6/11/25 | 7/11/25 |
| 8/19/25 | 7/12/25 | 8/12/25 | 32 | 7/11/25 | 8/12/25 |
| Payment Calculations | |||||||
|---|---|---|---|---|---|---|---|
| Payment Date | Fixed Index Value | Float Index Value | Fixed Writedown Factor | Float Writedown Factor | Fixed Rate | Fixed 1mm Amount | Float 1mm Amount |
| 4/17/25 | 100.89892 | 101.231352 | 0.991011 | 0.987686 | 0.02 | 1,596.63 | |
| 5/19/25 | 45764 | 101.510907 | 0.987686 | 0.984891 | 0.02 | 1,755.89 | 2,795.00 |
| 6/18/25 | 45796 | 101.770376 | 0.984891 | 0.982296 | 0.02 | 1,641.49 | 2,595.00 |
| 7/18/25 | 45826 | 102.079239 | 0.982296 | 0.979208 | 0.02 | 1,637.16 | 3,088.00 |
| 8/19/25 | 45856 | 0.979208 | 0.02 | 1,740.81 | |||