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ABX: Subprime Mortgage Backed Securities Index

The ABX index is a synthetic tradable index referencing a basket of 20 subprime mortgage-backed securities.

 ABX helps market participants assess the performance of subprime residential mortgage-backed securities (RMBS). Its liquidity and standardization enable investors to accurately gauge market sentiment around the asset class, and to take short or long positions accordingly.

Key benefits:

  • Transparency – Leverage indices that are constructed using an objective, rules-based approach and public availability of daily closing prices
  • Standardization – Rely on the standardized selection of reference obligations, contract documentation and availability of payments amounts with monthly calculation and posting
  • Sentiment – Track movements in subprime RMBS market sentiment with daily composite levels
  • Liquidity – Better understand liquidity and transparency around the index using our free PV calculator

News & Information

Important notifications and public information about our indices, including changes to upcoming series following index rolls, credit events on constituents and issuance of new indices.
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Documentation

Publicly available documentation relating to our indices, including methodologies, annexes and educational guides, as well as trading and legal documents for tradable indices.
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Customers

  • Banks
  • Asset managers
  • Hedge funds
  • Insurance companies
  • Corporate treasurers

Events

IHS Markit Webinar 15 October 2020

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IHS Markit Webinar 15 October 2020

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新企業会計基準下における会計CVAへの対応

IHS Markit Webinar 12 October 2020

Flattening the Technology Curve for Investmen (...)

The importance of digital transformation and techn (...)

IHS Markit Webinar 15 October 2020

Building the Future of the Australian Corpora (...)

In this webinar, IHS Markit and iLex discuss plans (...)

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