EFTA00316714Set 9
2009-02-27347p119,473w
Manual.
ABS: Asset-backed securities.
ABS CDOs: Asset-backed collateralized debt obligations-related investments.
ABX: An index that tracked synthesized subprime mortgage performance, refinancing
opportunities, and housing price data into ... reflected in two indices that closely tracked the markets for nonprime mortgages.
The ABX index, launched in January of 2006, and the TABX index, introduced in February of
2007, synthesized ... data into efficient market valuation of CDOs' primary assets — subprime RMBS tranches, via the
ABX — and of Mezzanine CDO tranches, via the TABX. These indices provided observable
market indicators
https://www.justice.gov/epstein/files/DataSet%209/EFTA00316714.pdf