Indices

Indices Track the Most Liquid, Relevant Issues within Each Sector 

S&P Indices and the International Swaps and Derivatives Association, Inc. (ISDA) announced today the launch of the S&P/ISDA CDS U.S. Financials Select 10 Index and the S&P/ISDA CDS European Banks Select 15 Index. The Indices provide a day-to-day measure of the credit quality of the U.S. and European banking sectors. 

Ten new contracts to be listed on 2 March 2012

The International Swaps and Derivatives Association, Inc. (ISDA) and S&P Indices announced today that they will co-brand S&P’s existing Credit Default Swap (CDS) Indices as S&P/ISDA CDS Indices. The S&P/ISDA CDS Indices seek to reflect the credit default swap market for U.S. corporate credits and increase transparency for market participants.

Markit, a leading, global financial information services company, today announced the launch of the Markit iBoxx European ABS index, a cash bond index designed to track the performance of the European floating-rate asset backed securities (ABS) market.
 
The Markit iBoxx European ABS index provides investors with a benchmark to assess returns available on European ABS assets denominated in EUR, GBP, USD, and measure the relative performance of their portfolios. 
 

Markit, a leading, global financial information services company, today announced plans to expand the Markit iBoxx family of cash bond indices with the launch of the Markit iBoxx ABS index in the third quarter of 2010.

The Markit iBoxx ABS index will track the performance of the European floating-rate asset-backed securities (ABS) market. It will enable market participants to gain a better understanding of the returns available in the European ABS market and measure the relative performance of their portfolios.

Markit, a financial information services company, and Data Explorers, a provider of data, analysis and insight into short-selling, today announced the launch of the Markit Data Explorers US Sector Sentiment Index.

Markit, a financial information services provider and owner of the Markit iTraxx indices, today announced that, after consultation with the dealer community, it has amended two rules governing the Markit iTraxx Japan and Markit iTraxx Asia ex-Japan indices. The new rules will come into effect before next month’s index roll into series 11 on 20 March 2009.

Liffe, the global derivatives business of NYSE Euronext (NYX), announced today that it has signed a licence agreement with Markit, a financial information services company, to launch credit default swaps (CDS) based on Markit iTraxx Europe indices, bringing a cleared solution for CDS a step closer.