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Markit iBoxx European ABS Indices

Published in Fixed Income Indices

iBoxx European ABS indices provide market participants with a better understanding of the returns available from the European ABS market. The indices also help participants measure the relative performance of their assets as compared to the overall index or relevant sub-index or to compare the ABS market to other fixed income markets.

Strengths of the index include having the broad support of over 20 dealers’ pricing submissions, a standardized set of rules, and the guidance of separate, independent buy side and sell side committees surrounding index functions and advancements.

Key Features and Coverage on RIMES

For this data source, RIMES hosts two indices, Markit iBoxx Netherlands RMBS AAA (AAA) and EUR Index Markit iBoxx Europe ABS (AAA) EUR Index index.

Some of the index data items available include:

  • Average Life, Base Market Capitalization, Cash Balance DM/WAL, Asset Value/Depth, Last Price Date, Date of Last, Update Market Capitalization, Number of Constituents, Price Index, Total Return, etc.

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