ABX.HEAsset Backed Securities Index - Home Equity
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Under current index rules, only five deals qualified for inclusion in the Markit ABX.
Additional details and considerations concerning the roll of the ABX.
Ben Logan, Managing Director, Structured Finance at Markit, said: "The ABX.
CDS IndexCo LLC ("CDS IndexCo"), a consortium of 16 investment banks licensed as market makers in the Dow Jones CDX indexes, and Markit Group Limited ("Markit"), the leading industry source for independent mark-to-market pricing and valuations, announced today the launch of ABX.