| All Markit structured finance indices are diversified, the composition and the index rules are transparent and trading is standardised, making the indices the preferred tool for market analysis and risk management. |
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| Markit ABX.HE
The Markit ABX.HE index is composed of the 20 most liquid CDS on US home equity ABS. The ABX.HE index is the key trading tool for banks and asset managers that want to hedge asset-backed exposure or take a position in this asset class.
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| Markit Agency Derivatives
The Markit Agency Derivative Indices include the IOS & PO. Both are synthetic Total Return Swap indices referencing either the interest (IOS) or principal (PO) component of Agency mortgage pools. The Markit IOS launched on March 12th, 2010 and the Markit PO launched on June 12th, 2010.
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| Markit CMBX
Markit CMBX is a synthetic index referencing 25 commercial mortgage-backed securities. The Markit CMBX Indices were created in response to the rapid pace of growth in the CDS of CMBS market, providing investors with an efficient, standardized tool to quickly gain exposure to this asset class.
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| Markit iBoxx European ABS
The Markit iBoxx ABS Indices provide market participants with the tools needed to quantify returns using the most reliable bond pricing and performance data available for the European ABS market.
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| Markit PrimeX
The Markit PrimeX index is a synthetic CDS index referencing non-Agency Prime RMBS. Each sub-index references 20 Prime RMBS deals from 2005, 2006, and 2007. The index launched on April 28th, 2010.
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| Markit TABX.HE
The Markit TABX.HE, or the Markit ABX.HE Tranche Indices, are constructed using the underlying names of the BBB and BBB- Markit ABX.HE Indices. The goal of Markit TABX.HE is to provide investors with the ability to gain/hedge their exposure on the underlying names to specific tranches of varying levels of risk within the portfolio structures.
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| Markit TRX.NA
The Markit TRX.NA index is a total return swap index referencing all Markit CMBX.NA.AAA constituents from each series. The index was created for investors to use to gain exposure to the appreciation and/or depreciation of a standardized basket of cash securities via a TRS contract. Markit’s ownership and administration of the TRX.NA index brings consensus based pricing and trade standardization to the total return market for CMBS.
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| NCREIF
Markit will act as the calculation agent for Total Return Swaps on select NCREIF Property Indices beginning on January 2nd, 2008. Closing levels will be published by 4:30 PM for every business day.
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