Index Weights

At the end of each month, in a process that is patent-pending, Dorchester combines 111 daily, weekly, monthly, and quarterly statistics in order to determine the current allocation of assets in the US investment grade capital markets. The inputs to this weighting process are taken from Federal Deposit Insurance Corporation statistics, Federal Reserve Board statistical reports, and derived from Dorchester’s own extensive database of capital securities.

The table below displays the current percentages used to initialize the CPMKTS Capital Markets Index at the beginning of the current month. Below that, the chart shows how those percentages have varied since 1980.

Each month Dorchester releases the "CPMKTS sm The Capital Markets Index Monthly Update Report" with details about changes to the Index. Register here to start receiving this free report.

Current weight values as of 07/31/2008.
  CPMKTE 
(Equities)
CPMKTB
(Bonds)
CPMKTL 
(Liquidity)
As of 07/31/2008  46.13 %  31.09 %  22.78 %