Jan 23 2017
    Launch of new Markit iBoxx EUR and USD High Yield Sub-indices

    Markit iBoxx is pleased to announce the launch of a number of new High Yield indices. A total of 48 new indices will be launched on February 1st 2017. The new indices represent rating and maturity buckets for the sectors "Financials" and "Non-Financials". The launch includes new Markit iBoxx EUR High Yield indices and Markit iBoxx USD High Yield indices, supplementing the existing indices we have for both currencies.

    You will find a link below with a file containing the full list of new indices and their respective identifiers. The indices will be included in the following files from February 1st 2017:

    \IBOXX_EUR_HY\EUR_HY_EOD_INDICES\iboxx_eur_hy_eod_indices_yyyymmdd.csv
    \IBOXX_USD_LQ\IBOXX_USD_LQ_EOD\iboxx_usd_lq_hy_eod_indices_yyyymmdd.csv

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

    Jan 19 2017
    Restatement for the UBS LTA, DSI Family

    Kindly be advised that the UBS DSI and LTA Families were restated for the 30th of December, 2016, due to an update in the level for the underlying UBCIV24 and ULTAV24T Index respectively. Please refresh your index levels to ensure that you capture any adjustments observed:

    INDEX NAME INDEX FAMILY INDEX TICKER DATE PRIOR LEVELS NEW LEVELS
    UBS Diversified Strategy DSI Index DSI MLTADSI 20161230 319.27 321.62
    UBS - Diversified Strategy EUR Total Return DSI MLTADSIE 20161230 337.73 340.4
    UBS-Diversified Strategy USD Total Return DSI MLTADSIU 20161230 348.88 351.45
    UBS Diversified Strategy T6 (DSI6) Index DSI MLTADSI6 20161230 295.28 297.45
    UBS Volatility Targeted DSI Index DSI MLTADSIV 20161230 319.27 321.62
    UBS Liquid Transparent Alpha Composite Excess Return EUR LTA MLTACER 20161230 112.04 112.44
    UBS Liquid Transparent Alpha Composite Total Return EUR LTA MLTACTR 20161230 116.91 117.33
    UBS Liquid Transparent Alpha Total Return (EUR) LTA MLTATR 20161230 277.69 278.91

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

    Jan 19 2017
    Restatement and Update for the UBS Q-BAR, STARC Family

    Kindly be advised that the UBS Q-BAR and STARC Families were restated for the 17th and 18th of January, 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. Index levels may not display immediately on vendor terminals, however, we will inform you once levels have updated

    As per our restatement policy which is available on the Markit website, index levels have now published to FTP. Please refer to the below link for further information with regards to our policy:
    http://content.markitcdn.com/www.markit.co.jp/Company/Files/DownloadDocument?cmsId=947d475b5f0f46d29ff927cc9e8028d5


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






    Jan 18 2017
    CMBX Composite Revision

    Due to an errant dealer submission, Markit has revised and republished the final CMBX composites at 4:41pm EST.

    Jan 18 2017
    Restatement for the UBS Commodities Family

    Kindly be advised that the below indices were restated due to an update to an exchange holiday for 16th of January, 2017. Please refresh your index levels to ensure that you capture any adjustments observed.


    Index Name Index Family Index Ticker Date Prior Levels New Levels
    UBS Gold Strategy Index - Excess Return Commodities MBFSGSI 20170117 343.0209 342.6037
    UBS Vol Capped Gold Strategy Index - Excess Return Commodities MBFSGSIV 20170117 343.0209 342.6037


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

    Jan 16 2017
    Restatement for the UBS Delta Hedge Family

    Kindly be advised that the below index was restated for the 13th of January, 2017, due to updated price information. Please refresh your index levels to ensure that you capture any adjustments observed.

    INDEX NAME INDEX FAMILY INDEX TICKER DATE PRIOR LEVELS NEW LEVELS
    UBS Delta Hedged Strangle US Index ER (Excess Return) Delta Hedge MBCIDUSE 20170113 284.83 284.71

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

    Jan 13 2017
    Markit CMBX Series 10 Composition Finalized

    Please find the finalized composition of the Markit CMBX series 10 indices below, which will begin trading on January 25th, 2017:

    Jan 13 2017
    Updated CMBX Index Rules

    The CMBX Index rules have been updated for the CMBX Series 10 indices that are launching January 25th, 2017, to include a provision limiting the number of deals per issuer in the index at five. Please find a link to the updated rules below.

    CMBX Rules (updated Jan 2017)

    Jan 10 2017
    New versions of matured Markit Indices issued due to Credit Event on iHeart Communications, Inc.

    The below indices matured on December 20, 2016. However, to assist in trade processing they have also been re-versioned as a result of the Credit Event on iHeart Communications, Inc. (f/k/a Clear Channel Communications, Inc.). Please see RED codes for the new index versions below.
    New Index Index RED Code
    Dow Jones CDX.NA.IG.TMT.7-V3 2I65DJBP0
    Dow Jones CDX.NA.IG.HVOL.7-V5 2I65B3CE1
    Dow Jones CDX.NA.IG.7-V9 2I65BYDM4

    Jan 10 2017
    LCDS Auction for iHeartCommunications

    Eligible Participating Dealers have voted to hold an auction for first lien Bullet LCDS contracts on iHeartCommunications, Inc. (f/k/a Clear Channel Communications, Inc.). Please note that an auction is not planned for legacy contracts (i.e., those documented under the LCDS documentation published in 2007). The date of the auction and the Bullet LCDS Auction Settlement Terms will be published by ISDA once they are finalized.

    Jan 09 2017
    Update: Implementation of new seniority level: Senior Bail-in

    On December 14th 2016 IHS Markit announced the introduction of the new seniority level called “Senior Bail-in”. This additional hierarchy level will hold a new type of senior notes which are subject to write-down or conversion into a subordinated instrument on the occurrence of a resolution event. The new supplementary layer, named “Bail-in”, will differentiate the senior bonds that are protected in a resolution event from the other senior notes that can be bailed in.

    In terms of ranking, the “Bail-in” bonds will sit below the protected senior notes ("Preferred") and above the subordinated lower tier 2 notes.

    Current structure:



    New structure:



    The new senior rank “Bail-in” will accommodate all statutory, structurally and contractually subordinated senior unsecured notes. Currently the following types of bonds will be assigned to the Seniority Level “Bail-in”
    • Senior bank debt issued by holding companies
    • Senior bank debt with a contractual bail-in clause
    • Senior bank debt by German issuers that can be bailed in based on the ‘Single Resolution Mechanism’ legislation

    Any future statutory changes will be reviewed and considered as they become known.

    No file format changes will be required since the additional senior level will be defined by using the existing field “Seniority Level 2”.

    These changes will be introduced on January 31st 2017 and will impact the iBoxx EUR Benchmark and the iBoxx GBP Benchmark universe. The details of the reclassified bonds will be available in the EUR and GBP Benchmark previews starting January 13th 2017.

    IHS Markit will launch new sub-indices for the “Senior Bail-in”, as well as the “Senior Preferred” classification. The current EUR and GBP Senior indices will remain unchanged and incorporate both these seniority levels. The following indices will be calculated starting February 1st 2017:




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

    Jan 09 2017
    Halifax House Price Index - January 2017 Press Release

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

    Jan 06 2017
    Restatement for the HSBC Dynamic 5 ETF Family

    Kindly be advised that the below indices were restated for the 3rd and 4th of January 2017. This was due to an update to the underlying ETF portfolio.

    INDEX NAME INDEX FAMILY INDEX TICKER DATE PRIOR VALUE NEW VALUE
    HSBC Dynamic 5 ETF Excess Return Index Dynamic 5 ETF HSIED5UE 20170103 130.6771 130.6598
    HSBC Dynamic 5 ETF Excess Return Index Dynamic 5 ETF HSIED5UE 20170104 131.2358 131.2184
    HSBC Dynamic 5 ETF Total Return Index Dynamic 5 ETF HSIED5UT 20170103 133.4808 133.4631
    HSBC Dynamic 5 ETF Total Return Index Dynamic 5 ETF HSIED5UT 20170104 134.0543 134.0365

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

    Jan 03 2017
    CMBX.NA.BB.8 Composite Revision

    Due to an errant dealer submission on CMBX.NA.BB.8, Markit has revised and republished the 03Jan2017 composite at 5:33pm EST.

    Jan 03 2017
    UBS High Quality Dividend Payers Indices

    The UBS High Quality Dividend Payers Indices will be rebalanced after the close of 5th of January, 2017 based on the determination date of 3rd of January, 2017.

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