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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here