Dec 11 2018
    Preview schedule for Markit iBoxx EUR, GBP and USD and Asian Benchmark Indices December 2018

    Due to the public holidays in December 2018, IHS Markit would like to announce the following preview schedule for the Markit iBoxx EUR, Markit iBoxx GBP, Markit iBoxx USD and Markit iBoxx Asian indices


    For more information please contact indices@ihsmarkit.com

    Dec 07 2018
    Restatement of the HSBC Algorithmic , Single Currency and TRY Fixing Family

    Kindly be advised that below indices have been restated for 06 December 2018 due to an update in underlying data. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family Prior Levels New Levels
    HSFAEC0U HSBC Global FX Carry Benchmark (Excess Return) HSBC Algorithmic 113.3337 113.3336
    HSFAEC2U HSBC Global FX Carry VP Excess Return USD Index HSBC Algorithmic 166.4347 166.4346
    HSFZLBID HSBC Single Currency Long Bid IDR Index HSBC Single Currency 99.4985 99.4984
    HSFZLBIL HSBC Single Currency Long Bid ILS Index HSBC Single Currency 93.2551 93.2552
    HSFZLOTR HSBC Single Currency Long Offer TRY Index HSBC Single Currency 53.9248 53.9247
    HSFZSBTR HSBC Single Currency Short Bid TRY Index HSBC Single Currency 141.8239 141.824
    HSFZSONZ HSBC Single Currency Short Offer NZD Index HSBC Single Currency 82.2315 82.2316
    HSFZSOTR HSBC Single Currency Short Offer TRY Index HSBC Single Currency 142.2624 142.2625
    HSFZSOZA HSBC Single Currency Short Offer ZAR Index HSBC Single Currency 111.0337 111.0338
    HSIRTR1M HSBC TRY Forward Implied 1 Month Rate HSBC TRY FIXINGS 23.1434 23.1471
    HSIRTR1W HSBC TRY Forward Implied 1 Week Rate HSBC TRY FIXINGS 23.754 23.7614
    HSIRTR2M HSBC TRY Forward Implied 2 Month Rate HSBC TRY FIXINGS 23.0702 23.0678
    HSIRTR3M HSBC TRY Forward Implied 3 Month Rate HSBC TRY FIXINGS 23.1635 23.165
    HSIRTR6M HSBC TRY Forward Implied 6 Month Rate HSBC TRY FIXINGS 23.3463 23.344

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

    Dec 07 2018
    Restatement of the UBS Beta Family

    Kindly be advised that below indices have been restated for 04 December 2018 due to an update in underlying data. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family Date Prior Level New Level
    MBCIGQDC UBS Global Quality Dividend Payers Net Total Return (CHF) UBS Beta 04/12/2018 275.39 275.40

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

    Dec 07 2018
    Halifax House Price Index - December 2018 Press Release

    Halifax House Price Index - December 2018 Press Release is now available

    Dec 06 2018
    Restatement of the UBS Volatility Family


    Kindly be advised that below indices have been restated for 03 December 2018 and 04 December 2018 due to an update in underlying data. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family Date Prior Level New Level
    MLTAAVAU UBS American Volatility Arbitrage Index USD UBS Volatility 03/12/2018 841.92 842.04
    MLTAAVAU UBS American Volatility Arbitrage Index USD UBS Volatility 04/12/2018 828.65 828.51

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

    Dec 06 2018
    CDX Excess and Total Return Index Levels 5 December 2018

    Index levels published for the 5th December 2018 have been retracted to observe the national day of mourning for former U.S. President George H.W. Bush. The 5th December 2018 is being treated as an index holiday for the below listed tickers:


    CDXTIL15 CI1LMER5 CDXTEL15 ERINCDHY CDXTISM5 CH5SMER5 CDXTHLM5 ERIXCDIG
    CDXTIL25 CI3LMER5 CDXTEL25 ERINCLHY CDXTISMX CI1SERD5 CDXTHS13 MBCDXHY5
    CDXTILM5 CI5LERD5 CDXTES15 ERINCLIG EREM5LD1 CI1SMER5 CDXTHS15 MBCDXIG5
    CDXTILMX CI5LMER5 CDXTES25 ERINCSIG EREM5SD1 CI3SMER5 CDXTHS25 CH5LERD5
    CDXTIS10 CI7LMER5 CDXTHL13 ERINSDHY ERIN3LIG CI5SERD5 CDXTHSM5 CH5LMER5
    CDXTIS15 EREM5LD5 CDXTHL15 ERINTLIG ERIN3SIG CI5SMER5 CDXTIL10 CI1LERD5
    CDXTIS25 CH5SERD5 CDXTHL25 ERINTSIG ERINCDEM CI7SMER5 EREM5SD5

    Dec 04 2018
    Extraordinary holiday observed for the National Day of Mourning for George H.W. Bush

    Kindly be advised that due to the National Day of Mourning for George H.W. Bush, the equity and fixed income markets in the United States will be on holiday on 05 December 2018. IHS Markit Benchmark Administration Limited (“IHSMBAL”) will therefore treat this day as an extraordinary holiday for indices following exchange holidays for the United States.

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

    Dec 04 2018
    Nordea Danish Bond indices – Determination of EUR Hedged Indices after termination of two Euribor tenors (2w, 2m)

    Please note that due to the termination of 2 weeks and 2 months Euribor announced by the European Money Markets Institute (EMMI), effective on 03 December 2018, IHS Markit Benchmark Administration Limited has determined that going forward the below indices will be calculated based on the following Euribor tenors: 1 week, 1 month, 3 month (previously the impacted indices have used, among others, 1 week, 2 weeks, 1 month, and 2 months Euribor).

    Family Index Name Bloomberg Index Code
    DANISH BOND INDICES DK Govt Hedged (EUR) NDEAHEUR
    DANISH BOND INDICES DK Mortgage CM 5Y Hedged (EUR) NDEAM5EU
    DANISH BOND INDICES DK Mtg Callable Hedged (EUR) NDEAMCEU

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

    Dec 04 2018
    Extraordinary holiday observed for the National Day of Mourning for George H.W. Bush

    Kindly be advised that due to the National Day of Mourning for George H.W. Bush, the equity and fixed income markets in the United States will be on holiday on 05 December 2018. IHS Markit Benchmark Administration Limited (“IHSMBAL”) will therefore treat this day as an extraordinary holiday for indices following exchange holidays for the United States.

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

    Dec 04 2018
    Restatement of HSBC Volatility Family

    Kindly be advised that the below HSBC Volatility Indices have been restated for 03 December 2018 due to an update in the underlying data. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family Prior Level New Level
    HSIEVA1E HSBC US Volatility Alpha 10% Risk Control ER Index HSBC VOLATILITY 220.1681 220.1679
    HSIEVA1J HSBC US Volatility Alpha 10% Risk Control ER JPY Hedged Index HSBC VOLATILITY 106.9099 106.9098
    HSIEVA1T HSBC US Volatility Alpha 10% Risk Control TR Index HSBC VOLATILITY 258.6553 258.6550
    HSIEVABE HSBC Volatility Alpha Base ER Index HSBC VOLATILITY 1,080.2602 1,080.2538
    HSIEVABT HSBC US Volatility Alpha Base TR Index HSBC VOLATILITY 1,293.1371 1,293.1295
    HSIEVP1E HSBC US Volatility Premium 10% Risk Control ER Index HSBC VOLATILITY 178.0997 178.0995
    HSIEVP1T HSBC US Volatility Premium 10% Risk Control TR Index HSBC VOLATILITY 209.2367 209.2365
    HSIEVPBE HSBC Volatility Premium Base ER Index HSBC VOLATILITY 708.7873 708.7832
    HSIEVPBT HSBC US Volatility Premium Base TR Index HSBC VOLATILITY 848.5063 848.5014

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

    Dec 03 2018
    Credit Event on Astaldi SPA for UBS CDX/Itraxx family

    As previously announced here, the settlement for bankruptcy credit event on Astaldi SPA took place on 29 November 2018 and the affected UBS indices were reversioned on 30 November 2018.

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

    Dec 03 2018
    Updated List of Private Placements

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

    For more information please contact us at indices@ihsmarkit.com

    Dec 03 2018
    Updated index calculation/publication schedule – Observance of the National Day of Mourning for President George H. W. Bush

    Based on the recommendations of market participants and observed market closures, the index calculation and publication schedules for the iBoxx USD indices have been updated for 5 December 2018. The updated calendar is available on the IHS Markit website here.

    No daily indices or underlying files will be published for the following index families:

    iBoxx USD Benchmark Indices
    iBoxx USD Asia Indices
    iBoxx USD Belt & Road Indices
    iBoxx USD CMBS Indices
    iBoxx USD CMBS Liquid Indices
    iBoxx USD FRN Indices
    iBoxx USD High Yield Benchmark
    iBoxx USD Leveraged Loans
    iBoxx USD Liquid Investment Grade Indices
    iBoxx USD Money Market Indices
    iBoxx USD Pension Liability Indices

    Daily Indices and underlying files will be published for the iBoxx USD Liquid High Yield Indices but with stale values.

    Global indices that have a USD portion will still be published with prices carried forward from the previous day.

    For more information please contact us at indices@ihsmarkit.com

    Nov 30 2018
    Updated List of Retail Bonds (iBoxx Asian Indices)

    IHS Markit has identified additional Retail bond issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

    Nov 30 2018
    Updated List of Private Placements (iBoxx Asian Indices)

    IHS Markit has identified additional Private Placement issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

    Nov 29 2018
    Restatement of the AQR-UBS Style Premia Global Equity indices

    Kindly be advised that the below indices have been restated from 22 November 2018 to 28 November 2018 due to an update of a corporate actions input. Please refresh your index levels to ensure that you capture any adjustments observed.

    Index Ticker Index Name
    UISEMILT AQR-UBS Style Premia Global Equity Index Long Only Total Return (USD)
    UISEMQLE AQR-UBS Style Premia Global Equity Index Long Only Excess Return (USD)
    UISEMIHE AQR-UBS Style Premia Global Equity Index Benchmark-hedged Excess Return (USD)
    UISEMIH5 AQR-UBS Style Premia Global Equity Index Benchmark-hedged T5 Excess Return (USD)

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

    Nov 29 2018
    Rebalance of the UBS Europe Value 20 Index

    Please be informed that IHS Markit has performed the pro forma rebalance for UBS Europe Value 20 Index (MBCIEV20 Index) using the closing prices of 29 November, 2018. The pro forma rebalance is available upon request.

    The final rebalance will be performed on 30 November, 2018, to be effective at the open of 3 December, 2018 and can likewise be requested at that time.

    Should you have any questions or would like to request rebalance information, please contact us at MK-IndexAdministrationOperations@ihsmarkit.com.

    Nov 27 2018
    December 2018 Quarterly Forecast for Markit iBoxx Asia Ex-Japan Indices

    Nov 27 2018
    Restatement of the Nordea Danish Bond Indices

    Kindly be advised that the below indices have been restated for the 26 November 2018, due to an update in the underlying data. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family
    DKMTG5YHGEUR DK Mortgage CM 5Y Hedged (EUR) FX Currency Hedged Danish Bonds
    DKMTGCALL Danish callable mortgage bond index Danish callable mortgage bond
    DKMTGCALLCM3Y Danish callable mortgage bond 3 year constant maturity index Danish callable mortgage bond
    DKMTGCALLCM5Y Danish callable mortgage bond 5 year constant maturity index Danish callable mortgage bond
    DKMTGCALLCM7Y Danish callable mortgage bond 7 year constant maturity index Danish callable mortgage bond
    DKMTGCALLHGEUR DK Mtg Callable Hedged (EUR) FX Currency Hedged Danish Bonds
    DKMTGCALLHGUSD DK Mtg Callable Hedged (USD) FX Currency Hedged Danish Bonds
    DKMTGCM2Y Danish mortgage bond 2 year constant maturity index Danish mortgage bond
    DKMTGCM3Y Danish mortgage bond 3 year constant maturity index Danish mortgage bond

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

    Nov 27 2018
    December 2018 Quarterly Forecast for Markit iBoxx ABF Pan-Asia Indices

    Oct 05 2018
    Index level restatement: EMIX Smaller Europe indices

    5 October 2018

    Please be advised that the attached EMIX indices have been restated from 1 October to 4 October 2018 due to a corporate action declared by BTV AG (ISIN: AT0000625504) and originally applied to index calculations on 1 October 2018. As a result, the corporate action has been removed from index calculations from 1 October 2018.

    The revised historical levels can be found here and the revised historical files have bee republished to the FTP.

    For more information, please contact us at indices@ihsmarkit.com.

    Oct 05 2018
    Restatement of the iBoxx USD Inverse Breakeven 10-Year Inflation

    5 October 2018

    Please be advised that the below indices have been restated due to a missing cost factor in the index calculation.

    iBoxx USD Inverse Breakeven 10-Year Inflation index is restated from 30 June 2018 through 2 October 2018.

    The updated files are now available on below ftp locations:

    /IBOXX_CUSTOM_INDICES/B151201/INDICES
    iboxx_B151201_usd_inverse_eod_indices_yyyymmdd.csv

    /IBOXX_CUSTOM_INDICES/B151201/XREF
    iboxx_B151201_usd_inverse_eom_xref_yyyymmdd.csv

    For more information, please contact us at indices@ihsmarkit.com.
View Next 20