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J.P. Morgan – ABS Indices

Published in Alternative Indices

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.

  • The JP Morgan ABS Index offers extensive coverage of the ABS market with robust pricing on the underlying constituents and rigorous management of the index portfolio.
  • The JP Morgan ABS Index represents over 2,000 instruments and is weighted according to the market capitalisation of individual sectors within the ABS industry.

Key Features and Coverage on RIMES

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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