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Index roll
The process, which usually takes place every six months, of changing the composition of a to ensure that it remains representative of the liquid credit derivatives market. Names are selected by an index administrator following agreed selection procedures and based on dealer input on which are the most liquid names (see liquidity). For most indices only a handful of names change at each roll date. However, for ABX HE and CMBX NA, most securities change from one version to the next.
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