Deutsche launches European ABS index

To be eligible for inclusion in the index, bonds must meet minimum tranche size thresholds and have a minimum average life of at least 13 months. The index includes only European floating rate asset- and mortgage-backed debt. Daily levels on the index will be provided by Deutsche's ABS trading desk.

The launch comes roughly 18 months after Lehman Brothers rolled out its first European ABS index. Deutsche Bank estimates there to be roughly €600 million of European securitised bonds outstanding as of mid-2005.

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