About the Index | How the Index is Calculated
How the Index is Calculated

The diagram below provides a high-level overview of how the CPMTKS index is constructed and used.
  1. Real-time and historical data have been acquired from multiple financial and government sources.
  2. The data is organized, normalized and processed.
  3. Using Dorchester’s patent-pending methods CPMKTIG is formulated, using all the investment-grade capital market assets and allocations.
  4. CPMKTSsm is the real-time index representation of the entire investment-grade U.S. capital market as derived from CPMKTIG and calculated by Dorchester and the AMEX.
  5. The AMEX publishes CPMKTS and its component indexes on the "tape" every 15 seconds.
  6. The CPMKTS index is designed to be used to produce different investment, hedging and measurement vehicles.