Aug 15 2017
    HSBC Europe Super Ten Equity Index Rebalance

    The HSBC Europe Super Ten Indices will be rebalanced after the close of 22nd August, 2017 based on the determination date of 15th August, 2017:

    INDEX NAME INDEX TICKER
    HSBC Europe Super Ten Index HSIEESUP, HSIEESUN, HSIEESEP, HSIEESEN

    For more information please contact us at MK-IndexAdministrationOperations@markit.com.

    Aug 10 2017
    IHS Markit consultation on a methodology change for the UBS Treasury Indices

    IHS Markit Index Administration Services (“IAS”) is conducting a consultation with interested parties on its intention to amend the methodology of the attached UBS Treasury indices.

    Consultation will close on 7th September, 2017.

    To participate in this consultation please respond to IAS at MK-IndexAdminConsultation@markit.com. Please be advised that all comments will be reviewed and considered before a final decision is made; however, IAS makes no guarantee and is under no obligation to comply with any of the responses.

    An announcement about the final decision will be posted on our website once the consultation is over.

    Aug 09 2017
    Results of the iBoxx USD Annual Index Review 2017

    Please find the results of the 2017 iBoxx USD Annual Index Review below.

    For more information, please contact us at iBoxx@markit.com.

    Aug 07 2017
    Halifax House Price Index - August 2017 Press Release

    Halifax House Price Index - August 2017 Press Release is now available

    Aug 03 2017
    Outcome of IHS Markit consultation on a methodology change for the UBS G10 and V24 Carry Indices

    Based upon the consultation (can be found here) and review by our Index Administration Committee, IHS Markit Index Administration Services will change the methodology of the below UBS G10 and V24 Carry Indices. The change will be effective on August 11, 2017.Please note that indices will be restated from inception date (28th December 2012), including dependent V24 index – UBS V24 Carry Total Return Index (EUR) (ticker: UISFV24T)

    Index Family Index Name Ticker
    G10 UBS G10 FX Carry Excess Return Index UISFG10E
    G10 UBS G10 FX Carry Index – Net Excess Return (USD) UISFG10N
    G10 UBS G10 FX Carry Index - Total Return (EUR) UISFG10T
    G10 UBS G10 FX Carry Index - Net Total Return (EUR) UISFG10
    G10 UBS G10 FX Carry Index - Net Total Return (USD) UISFG10U
    V24 UBS V24 Carry Excess Return EUR Index UISFV24

    Should you have any questions, please contact us at support@markit.com.

    Aug 03 2017
    Restatement for the UBS Indicator Family

    Kindly be advised that the below index has been restated for 01st August, 2017 and 02nd August, 2017 due to an update in an underlying. Please refresh your index levels to ensure that you capture any adjustments observed:

    INDEX NAME INDEX FAMILY INDEX TICKER DATE PRIOR LEVEL NEW LEVEL
    UBS G10 Carry Risk Index Plus UBS Indicator UISFFXRI 20170801 -0.88 -0.92
    UBS G10 Carry Risk Index Plus UBS Indicator UISFFXRI 20170802 -0.83 -0.88

    For more information please contact us at support@markit.com.

    Aug 01 2017
    Updated List of Private Placements

    Markit has identified additional Private Placement issues. The bonds in question have been added to the attached lists.

    For further information please contact iBoxx@markit.com

    Jul 25 2017
    Restatement of HSBC Volatility and HSBC Volatility Future Family

    Restatement of HSBC Volatility and Volatility Future Family


    Kindly be advised that the HSBC Volatility and HSBC Volatility Future indices were restated from 20th July 2017 to 24th July 2017 as per the attachment due to an update in an underlying. Please refresh your index levels to ensure that you capture any adjustments observed.


    For more information please contact us at support@markit.com.

    Jul 21 2017
    UBS Covered Call and Buy-Write index families - Rescale Date pushed back to August

    With regard to the rescaling of UBS Covered Call and Buy-Write index families (see announcement here), please be advised that the Rescale Date has been pushed back to 18th August (next rebalance date of the indices). Rescale levels will be made available on 20th August.

    Index Family Index Name Bloomberg Index Ticker Rescale Date Rescale Level
    Covered Calls UBS US Rolling Discount Index UISEAD 18 August To be determined on Rescale Date
    Covered Calls UBS DAX Rolling Discount Index UISEDD 18 August To be determined on Rescale Date
    Covered Calls UBS DAX Deep Rolling Disc Index UISEDDD 18 August To be determined on Rescale Date
    Covered Calls UBS DAX Rolling Flex Index UISEDF 18 August To be determined on Rescale Date
    Covered Calls UBS Vario Rendite DE Index UISEDVY 18 August To be determined on Rescale Date
    Covered Calls UBS Europe Rolling Discount Index UISEED 18 August To be determined on Rescale Date
    Covered Calls UBS E Deep Rolling Disc Index UISEEDD 18 August To be determined on Rescale Date
    Covered Calls UBS Europe Dynamic Weekly UISEEDW 18 August To be determined on Rescale Date
    Covered Calls UBS E Deep XL Rolling Disc Index UISEEDXL 18 August To be determined on Rescale Date
    Covered Calls UBS Europe Rolling Flex Index UISEEF 18 August To be determined on Rescale Date
    Covered Calls UBS Flexible Rolling Index UISEEFR 18 August To be determined on Rescale Date
    Covered Calls UBS Europe Rolling Sprint Index UISEES 18 August To be determined on Rescale Date
    Covered Calls UBS Europe Vario Income UISEEVI 18 August To be determined on Rescale Date
    Covered Calls UBS Europe Vario Yield Index UISEEVY 18 August To be determined on Rescale Date
    Covered Calls UBS CH Rolling Discount Index UISESP8 18 August To be determined on Rescale Date
    Covered Calls Buy-Write UBS American Buy-Write Index (EUR) UISEABW 18 August To be determined on Rescale Date
    Covered Calls Buy-Write UBS American Buy-Write Index (USD) UISEABWU 18 August To be determined on Rescale Date
    Covered Calls Buy-Write UBS Europe Buy-Write Index (EUR) UISEEBW 18 August To be determined on Rescale Date
    Covered Calls Buy-Write UBS Europe Buy-Write Index (USD) UISEEBWU 18 August To be determined on Rescale Date

    Should you have any questions, please contact us atsupport@markit.com

    Jul 14 2017
    June 2017 Quarterly Forecast for Markit iBoxx Pan Asia Indices

    Jul 14 2017
    New versions of Markit Indices issued due to Credit Event on Puerto Rico Electric Power Authority

    Following the confirmation of a Failure to Pay credit event for Puerto Rico Electric Power Authority by the ISDA Determinations Committee, new versions of all affected Markit MCDX indices have been issued with an annex date of 17th July 2017. Below are the new indices along with their corresponding RED Index Code:
    New Index Index Red Code
    MCDX.NA.10-V3 5A79DPBF3
    MCDX.NA.11-V3 5A79DPBG1
    MCDX.NA.12-V3 5A79DPBH9
    MCDX.NA.13-V3 5A79DPBI7
    MCDX.NA.14-V3 5A79DPBJ5
    MCDX.NA.15-V3 5A79DPBK2
    MCDX.NA.16-V3 5A79DPBL0
    MCDX.NA.17-V3 5A79DPBM8
    MCDX.NA.18-V3 5A79DPBN6
    MCDX.NA.19-V3 5A79DPBO4
    MCDX.NA.20-V3 5A79DPBP1
    MCDX.NA.21-V3 5A79DPBQ9

    Jul 14 2017
    Termination for UBS China Bond Family

    Kindly be advised that below index has been terminated on 14th July, 2017, as a result of termination of its underlying GF China RMB Fixed Income I on 1st July, 2017. A stale evaluation of fund, HK0000104304, was adopted to calculate index level between 3-July-2017 and 13-July-2017.

    Last Calculation Date Index Name Index Family Index Ticker Level Termination Date
    20170713 UBS China Bond USD Hedged II Index UBS Treasury MBCICBU2 96.6678 20170714

    For more information please contact us at support@markit.com.

    Jul 13 2017
    Launch of Markit iBoxx EUR & GBP Insurance Tier III Indices

    Following the IHS Markit announcement of the European iBoxx Annual Index Review 2017 we are pleased to introduce the launch of the below new sub-indices as of 31 July 2017. This comprises additional Tier III classification indices for bonds issued by insurance companies at Seniority Level 2.

    Index Name Version ISIN SEDOL BBG Code RIC
    Markit iBoxx EUR Insurance Tier III TRI GB00BF83DV72 BF83DV7 IBXXEB3T .IBXXEB3T
    Markit iBoxx EUR Insurance Tier III CPI GB00BF83DW89 BF83DW8 IBXXEB3P .IBXXEB3P
    Markit iBoxx EUR Insurance Tier III Mid Price TRI GB00BF83DX96 BF83DX9 IBXXEM3T .IBXXEM3T
    Markit iBoxx EUR Insurance Tier III Mid Price CPI GB00BF83DY04 BF83DY0 IBXXEM3P .IBXXEM3P
    Markit iBoxx GBP Insurance Tier III TRI GB00BF83DZ11 BF83DZ1 IBXXGB3T .IBXXGB3T
    Markit iBoxx GBP Insurance Tier III CPI GB00BF83F002 BF83F00 IBXXGB3P .IBXXGB3P
    Markit iBoxx GBP Insurance Tier III Mid Price TRI GB00BF83F119 BF83F11 IBXXGM3T .IBXXGM3T
    Markit iBoxx GBP Insurance Tier III Mid Price CPI GB00BF83F226 BF83F22 IBXXGM3P .IBXXGM3P

    The base date for these new indices will be 31 July 2017. The indices will be published as part of the standard Markit iBoxx Benchmark EUR & GBP files on ftp://indices.markit.com and http://www.markit.com/indices.

    For further information, please contact iBoxx@markit.com.

    Jul 12 2017
    Halifax House Price Index - Q2 2017 UK Regional Press Release

    Halifax House Price Index - Q2 2017 UK Regional Press Release is available below

    Jul 12 2017
    iTraxx Europe Rule Announcement

    For the September Roll into iTraxx Europe Series 28, IHS Markit will be including Swiss, UK and Dutch bank entities at HoldCo level given these have senior debt at HoldCo level outstanding. Regarding the inclusion of Senior Non-Preferred reference obligations, IHS Markit will continue to observe issuance and consult with the industry to potentially make changes for the March 2018 Roll.

    Jul 11 2017
    Restatement for the HSBC Momentum Family

    Kindly be advised that the below HSBC Momentum indices were restated for 10th July, 2017 due to update in the underlying values. Please refresh your index levels to ensure that you capture any adjustments observed.

    INDEX NAME Index Family INDEX TICKER DATE PRIOR LEVEL NEW LEVEL
    HSBC Momentum Factor Extractor Europe Excess Return Index (EUR) HSBC MOMENTUM HSIEE1EE 20170710 106.2844 106.1847
    HSBC Momentum Factor Extractor Europe Total Return Index (EUR) HSBC MOMENTUM HSIEE1ET 20170710 106.0187 105.9193
    HSBC Momentum Factor Extractor Europe Total Return Index (USD) HSBC MOMENTUM HSIEE1UT 20170710 106.6209 106.521
    HSBC Momentum Factor Extractor Europe Excess Return Index (USD) HSBC MOMENTUM HSIEE1UE 20170710 106.8881 106.788

    For more information please contact us at support@markit.com.

    Jul 07 2017
    UBS Covered Call and Buy-Write index families rescaling

    Please be advised that IHS Markit will rescale the UBS Covered Call and Buy-Write index families as of close 21st July 2017 (rebalance date of the index).

    Index Family Index Name Bloomberg Index Ticker Rescale Date Rescale Level
    Covered Calls UBS US Rolling Discount Index UISEAD 21 July To be determined on rebalance date
    Covered Calls UBS DAX Rolling Discount Index UISEDD 21 July To be determined on rebalance date
    Covered Calls UBS DAX Deep Rolling Disc Index UISEDDD 21 July To be determined on rebalance date
    Covered Calls UBS DAX Rolling Flex Index UISEDF 21 July To be determined on rebalance date
    Covered Calls UBS Vario Rendite DE Index UISEDVY 21 July To be determined on rebalance date
    Covered Calls UBS Europe Rolling Discount Index UISEED 21 July To be determined on rebalance date
    Covered Calls UBS E Deep Rolling Disc Index UISEEDD 21 July To be determined on rebalance date
    Covered Calls UBS Europe Dynamic Weekly UISEEDW 21 July To be determined on rebalance date
    Covered Calls UBS E Deep XL Rolling Disc Index UISEEDXL 21 July To be determined on rebalance date
    Covered Calls UBS Europe Rolling Flex Index UISEEF 21 July To be determined on rebalance date
    Covered Calls UBS Flexible Rolling Index UISEEFR 21 July To be determined on rebalance date
    Covered Calls UBS Europe Rolling Sprint Index UISEES 21 July To be determined on rebalance date
    Covered Calls UBS Europe Vario Income UISEEVI 21 July To be determined on rebalance date
    Covered Calls UBS Europe Vario Yield Index UISEEVY 21 July To be determined on rebalance date
    Covered Calls UBS CH Rolling Discount Index UISESP8 21 July To be determined on rebalance date
    Covered Calls Buy-Write UBS American Buy-Write Index (EUR) UISEABW 21 July To be determined on rebalance date
    Covered Calls Buy-Write UBS American Buy-Write Index (USD) UISEABWU 21 July To be determined on rebalance date
    Covered Calls Buy-Write UBS Europe Buy-Write Index (EUR) UISEEBW 21 July To be determined on rebalance date
    Covered Calls Buy-Write UBS Europe Buy-Write Index (USD) UISEEBWU 21 July To be determined on rebalance date

    On 24th July 2017 rescale levels will be communicated to index users on this webpage.

    Should you have any questions, please contact us at support@markit.com

    Jul 07 2017
    Halifax House Price Index - July 2017 Press Release

    Halifax House Price Index - July 2017 Press Release is now available

    Jul 06 2017
    Restatement for the HSBC Momentum Family - 3rd April 2017 to 3rd July 2017

    Kindly be advised that the HSBC Momentum index Family was restated from 3rd April 2017 to 3rd July 2017 as per the attachment due to an update to the Q1 2017 selection.

    Please refresh your index levels to ensure that you capture any adjustments observed.

    For more information please contact us at support@markit.com

    Jul 04 2017
    Restatement of Markit iBoxx ALBI Philippines indices

    Please note that the following daily files for July 3rd 2017 have been restated due to a price adjustment for PHY6972FPV67 (Philippine Government Bond, 8%, 19-Jul-2031).

    Markit iBoxx ALBI Philippines indices

    FTP Location: \IBOXX_ALBI\IBOXX_ALBI\IBOXX_ALBI_PHP\INDICES
    File Name: iboxx_albi_php_dom_fe_eod_indices_20170703.csv

    FTP Location: \IBOXX_ALBI\IBOXX_ALBI\IBOXX_ALBI_PHP\UNDERLYINGS
    File Name: iboxx_albi_php_dom_fe_eod_underlyings_20170703.csv

    The newly published files are now available on our FTP.

    For more information, please contact us at iBoxx@markit.com.
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