Markit

Markit buys IIC and CDS IndexCo

London-based market data provider Markit is to expand by taking over the dealer-owned International Index Company (IIC), which produces the iTraxx credit indexes and the iBoxx bond indexes, and the dealer consortium CDS IndexCo, which produces the CDX…

LCDX index tranches trade today

CDS IndexCo, a consortium of banks, and London-based data provider Markit have launched tranches on the LCDX North America index of loan credit default swaps (LCDSs).

Markit launches ABCDS spread service

London-based data provider Markit has begun a daily service providing fair-value spreads for credit default swaps (CDS), referenced to certain asset-backed securities (ABS) in North America.

Markit to calculate iTraxx values

Frankfurt-based International Index Company (IIC) has appointed UK-based data services provider Markit as exclusive calculation agent for the iTraxx indexes, which track the prices of credit derivatives.

Markit launches portfolio valuation service

London-based data services provider Markit has launched a global portfolio valuation service, which will provide post-trade calculations of gross asset values of securities, alongside vanilla and exotic over-the-counter derivatives.

ABX index to launch next week

The ABX asset-backed security index will launch next week as an easier way for investors to take positions in default risk on US residential mortgages, according to its developers, Markit and CDS IndexCo.

High risk credits spark recovery swap revival

The high profile bankruptcy protection filing by US auto parts manufacturer Delphi last weekend and the subsequent downgrading of General Motors (GM) by Standard & Poor’s have heightened market interest in recovery swaps, say dealers.

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