ABX roll delayed amid ABS shortage
Markit, the London-based data vendor, has postponed the next roll of its ABX.HE index, due on January 19, for three months - a move that has prompted some investors to claim the future of the index may be in doubt.
The ABX.HE is a synthetic index of US home equity loan asset-backed securities (ABSs), launched in January 2006 by Markit and CDS IndexCo, and is normally rolled every six months. But, according to Markit, only five residential mortgage-backed securities (RMBSs) have been launched in
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