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