| 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 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 IOS
The Markit IOS is a proposed synthetic Total Return Swap Index series referencing the interest component of 30-year fixed-rate Fannie Agency pools. The index is currently scheduled to launch in Q1 2010.
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| Markit PrimeX
The Markit PrimeX index is a CDS index referencing non-Agency Prime RMBS. The index is currently scheduled to launch in Q1 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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