The Markit ABX index is a synthetic tradable index referencing a basket of 20 subprime mortgage-backed securities.


  • Banks
  • |
  • Asset managers
  • |
  • Hedge funds
  • |
  • insurance companies
  • |
  • Corporate treasurers


  • 10+licensed marketmakers
  • 24sub indices

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Product Summary

Markit ABX helps market participants assess the performance of subprime RMBS. Its liquidity and standardisation enable investors to accurately gauge market sentiment around the asset class, and to take short or long positions accordingly.

    Key Benefits

    • Transparency

      Objective, rules-based approach to index construction and public availability of daily closing prices

    • Standardisation

      Standardised selection of reference obligations, contract documentation and availability of payments amounts, with monthly calculation and posting

    • Sentiment

      Daily composite levels, enabling market participants to track movements in subprime RMBS market sentiment

    • Liquidity

      Free PV calculator provided by Markit to enhance liquidity and transparency around the index

    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