Markit iBoxx indices provide geographic, rating, maturity and sector breakdowns for the Euro, Sterling, Asian, US Dollar and European High Yield bond markets to enable multi-dimensional analysis.
Markit also established a global inflation-linked index family, US Pension Liability indices and the Markit iBoxx EUR ABS 50 index. Markit iBoxx indices have become essential tools for fixed income research, asset allocation and performance evaluation.
Selected leading investment banks supply bid and ask bond prices to Markit throughout the trading day. The incoming prices are subjected to a rigorous series of quality control checks to ensure that outliers are excluded from the consolidation process. Consolidated bid and ask prices are then calculated and published for every bond in the Markit iBoxx universe, along with a range of analytical values. Multiple contributor pricing from leading banks and a rigorous set of rules ensure that the Markit iBoxx price is an accurate reflection of the market for each issue. Markit and experienced partners are responsible for price consolidation and index production in accordance with Markit rules and standards.
|
|||||||||||||||||||||||||||||||||||||||||||||||||||
