Nov 19 2014
    Updated List of Retail Bonds

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

    Nov 17 2014
    Updated List of Private Placements

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

    Nov 17 2014
    Markit launches Markit iBoxx Contingent Convertible Indices

    The Markit iBoxx Contingent Convertible index family tracks the performance and emergent issuance of bank Additional Tier 1 (AT1) and Tier 2 (T2) Contingent Convertible (CoCo) instruments from January 1st 2013 onwards which are Basel III compliant.

    The indices provide a broad representation of the developed and emerging market bank CoCo issuance in GBP, EUR and USD. The sub indices for AT1 and T2 capital tiers allow for detailed multidimensional analysis of the underlying bank CoCo market for sophisticated performance measurement and comparison.

    For more information, please contact iBoxx@markit.com

    Nov 12 2014
    UPDATE: FTP File Format Changes

    On October 15th 2014 Markit announced the introduction of a unified file format for a subset of iBoxx indices. The iBoxx files in question are the end of day indices and underlying files, and the end of month component files (including previews) for the following indices:

    Markit iBoxx EUR Benchmark indices
    Markit iBoxx GBP Benchmark indices
    Markit iBoxx USD Benchmark indices
    Markit iBoxx EUR Liquid indices
    Markit iBoxx GBP Liquid indices
    Markit iBoxx USD Liquid IG indices
    Markit iBoxx USD Liquid HY indices

    Following a consultation period with customers regarding the impact these changes will have on their processes, it has been agreed that the final cut-off date for customers to transition to the new format will be Monday, February 2nd 2015.

    On this date, Markit will cease to publish files in the current format and will only publish files in the new format in the main folders of their respective indices. The files in their current format will be published in the main folders for the final time on January 31st 2015.

    To facilitate the change-over for customers, files in the new format are currently published on our FTP server in a separate folder called AIR2013. For example, the new format Markit iBoxx EUR EOD Indices file is published here:

    \IBOXX_EUR\EUR_EOD_INDICES\AIR2013.

    On Monday, February 2nd 2015 this same file will only be published here:

    \IBOXX_EUR\EUR_EOD_INDICES.

    Files will no longer be published in the AIR2013 folders once the change-over is completed.

    Mapping files

    Please find attached the previous announcement regarding the change-over, as well as the mapping files which will aid in the transition. We have also included an FAQ document which should address any additional questions you may have relating to the change.

    If you require any further information, please feel free to contact us at iboxx@markit.com

    Nov 03 2014
    Update - Markit confirms implementation of pricing methodology enhancements for Markit iBoxx indices

    November 3rd 2014

    Markit announced on July 1st 2014 that changes to the pricing methodology would be implemented for bonds contained in a number of Markit iBoxx indices.

    To complete the global review of the pricing methodology for Markit iBoxx indices, the implementation will take place on December 1st 2014.

    The index families that will be affected include:

    •Markit iBoxx EUR
    •Markit iBoxx EUR High Yield
    •Markit iBoxx GBP
    •Markit iBoxx Global Inflation Linked

    This change follows the rollout of pricing methodology enhancements to the Markit iBoxx USD indices, Markit iBoxx Asian indices and Markit iBoxx GEMX indices.

    From December 1st 2014, the majority of Markit iBoxx indices will be powered by Markit’s bond pricing service. This service collects market data from a variety of sources, including:

    •contributed data
    •indicative pricing from market makers
    •third party data
    •transaction data

    The data is validated against a number of dynamic parameters to increase the accuracy and quality of pricing data used as an input for the calculation of the indices. Midday and end of day bond pricing will be enhanced while the real time bond pricing will not be affected by this change.

    The updated index methodology documents as well as the Markit iBoxx Pricing Rules will be available on the Markit website here prior to December 1st 2014.

    Please contact iBoxx@markit.com if you have further questions.

    Oct 29 2014
    Markit Launches IOS indices

    Oct 29 2014
    Markit Launches CMBX.NA.AM Sub-Indices

    Oct 29 2014
    Markit to Launch Additional IOS and PO Indices

    Oct 29 2014
    Markit CMBX Series 7 - January 27th, 2014 launch date announced. Draft annexes now available.

    Oct 29 2014
    Markit Launches MBX Indices

    Oct 29 2014
    Markit Total and Excess Return CDS Indices - Methodology Update

    For Standard Credit Events (excluding Restructuring events) where a Credit Event Auction is held, no transaction cost will be reflected in the index methodologies going forward. Where Restructuring Credit Events trigger CDS, transaction costs will still be taken into account. Please see the relevant Index Guides for the detailed methodology

    Oct 29 2014
    Markit to Add New Agency Derivative Indices

    Oct 29 2014
    Markit SF Index Correction Convention Change

    Oct 29 2014
    Markit CMBX Series 6 - January 25th, 2013 Launch

    Oct 29 2014
    Markit Rolls CMBX 5 Indices

    Oct 29 2014
    Markit to Add Ginnie Mae Agency Derivative Indices

    Oct 28 2014
    ABX.HE 05-2 Launch Postponed

    Oct 28 2014
    Markit to add ABX.HE.PENAAA Indices

    Oct 17 2014
    Markit iBoxx Liquid USD Convertible index series, Corporate Action Announcement

    Corporate Actions Notification of changes in the Markit iBoxx Liquid USD Convertible bond index series:

    Series Bond CUSIP Bond ISIN Equity ISIN Issuer Name Effective Date Announcement New Bond CUSIP New Bond ISIN
    S9 165167BV8 US165167BV85 US1651671075 Chesapeake Energy Corporation 20-Oct-14 Bond CUSIP/ISIN Change 165167BW6 US165167BW68
    S9 58471AAA3 US58471AAA34 US58471A1051 Medidata Solutions Inc 20-Oct-14 Bond CUSIP/ISIN Change 58471AAB1 US58471AAB17
    S8, S9 595112AT0 US595112AT01 US5951121038 Micron Technology Inc 20-Oct-14 Bond CUSIP/ISIN Change 595112AV5 US595112AV56
    S8, S9 595112AS2 US595112AS28 US5951121038 Micron Technology Inc 20-Oct-14 Bond CUSIP/ISIN Change 595112AU7 US595112AU73
    S9 651639AG1 US651639AG19 US6516391066 Newmont Mining Corporation 20-Oct-14 Bond CUSIP/ISIN Change 651639AJ5 US651639AJ57

    For more information, please contact iboxx@markit.com

    Oct 14 2014
    Results of the Markit iBoxx Annual Index Review 2014

    Please find attached the results of the most recent Markit iBoxx Annual Index Review.

    You can contact us at iBoxx@markit.com if you have any further questions.
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