The Markit ERMBX.UK Index will consist of two sub indices: one Euro-AAA, and one Euro-BBB.

The indices will each consist of single name PAYG CDS referencing eligible UK Prime RMBS bonds and are expected to roll on a semi-annual basis. Constituents will be selected according to a defined set of rules.

For further information on the Markit ERMBX.UK Index please contact Nathan Kirk on

+44 20 7260 2048, or nathan.kirk@markit.com.

Markit ERMBX.UK Closes

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