The JP Morgan ABS Index serves as a future reference for investable tracking assets such as exchange-traded funds. An ABS index is a method of measuring the value of the ABS market. It is a weighted average value of a portfolio of the Asset backed securities. JP Morgan index launch enhances transparency of US ABS market.
For this data source, RIMES hosts 13 indices, including ABS Total and ABS Auto Total, along with Float and Fixed Totals.
Some of the data items available include: Coupon, Modified Duration, Clean Price, Total Return, Yield and Weighted Average Life.
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