May 21 2015
    Launch of Markit iBoxx ABF Pan-Asia Net of Tax

    Markit is pleased to announce the launch of a new index as part of the Markit iBoxx ABF Benchmark family.

    The new index will be included in the following daily and monthly indices files effective June 1st 2015:

    IBOXX_ABF/ABF_EOD_INDICES/iboxx_abf_eod_indices_YYYYMMDD.csv
    IBOXX_ABF/ABF_EOM_XREF/ iboxx_abf_eom_xref_YYYYMM.csv


    Index Name ISIN_TRI ISIN_CPI
    Markit iBoxx ABF Pan-Asia Net of Tax GB00BWWYV885 GB00BWWYV778

    For more information please contact iboxx@markit.com

    May 08 2015
    Addition of four new Markit iBoxx EUR Benchmark sub-indices

    Markit is pleased to announce the launch of four new mid-price sub-indices as part of the Markit iBoxx EUR Benchmark family.

    The new indices will be included in the following daily and monthly indices files effective June 1st 2015:

    IBOXX_EUR/EUR_EOD_INDICES/MID/iboxx_eur_eod_indices_mid_YYYYMMDD.csv
    IBOXX_EUR/EUR_EOM_XREF/MID/ iboxx_eur_eom_xref_mid_YYYYMM.csv
    Index Name ISIN_Tri ISIN_Cpi
    Markit iBoxx EUR Eurozone BBB Mid Price GB00BWTNKS10 GB00BWTNKT27
    Markit iBoxx EUR Eurozone ex-BBB Mid Price GB00BWTNKV49 GB00BWTNKW55
    Markit iBoxx EUR Slovenia Mid Price GB00BSHZ1R74 GB00BSHZ1S81
    Markit iBoxx EUR Latvia Mid Price GB00BSHZ1P50 GB00BSHZ1Q67

    Additionally, the indices below are also available for the mid-day fixing.

    IBOXX_EUR/EUR_Fixings/MID/iboxx_eur_1300cet_indices_mid_YYYYMMDD.csv
    Index Name ISIN_Tri ISIN_Cpi
    Markit iBoxx EUR Eurozone BBB Mid Price GB00BWTNKS10 GB00BWTNKT27
    Markit iBoxx EUR Slovenia Mid Price GB00BSHZ1R74 GB00BSHZ1S81
    Markit iBoxx EUR Latvia Mid Price GB00BSHZ1P50 GB00BSHZ1Q67

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

    May 05 2015
    Updated List of Private Placements

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

    May 05 2015
    Updated List of Retail Bonds

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

    May 04 2015
    Republication of the Markit iBoxx USD Liquid High Yield indices




    INDICES

    Republication of the Markit iBoxx USD Liquid

    High Yield indices

    May 4th 2015

    Due to ISIN changes for the issuer Dynegy Finance I Inc / Dynegy Finance II Inc, the underlyings files for May 1st
    2015 for the USD Liquid High Yield indices have been republished. The updated files are now available on the FTP at
    the following location:

    /IBOXX_USD_LQ/IBOXX_USD_LHY/EOD_UNDERLYINGS

    File names:
    iboxx_usd_lq_hy_eod_underlyings_20150501.csv
    iboxx_usd_lq_hy_capped_eod_underlyings_20150501.csv
    iboxx_usd_lq_hy_mid_eod_underlyings_20150501.csv

    The ISIN changes implemented in the underlyings files are as follows:
    US26818AAA25 to US26817RAF55
    US26818AAB08 to US26817RAG39
    US26818AAC80 to US26817RAH12

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

    May 04 2015
    Restatement of the Markit iBoxx EUR Liquid indices



    INDICES

    Restatement of Markit iBoxx EUR Liquid indices

    May 4th 2015

    The Bid Price, Ask Price and the Bid_Ask_Spread columns have been updated in the EUR Liquid EOM components with the April 30th prices. The Bid/Ask price in the components file was previously populated as of April 29th rather than April 30th. The below file has been republished:

    /IBOXX_EUR/EUR_LQ_EOM_COMPONENTS/iboxx_eur_lq_eom_components_201505.csv

    Please note that this update did not affect the published Index Price or any other analytical values.

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

    May 01 2015
    Markit iBoxx EUR Corporates BBB-BB (5% Issuer Cap) May constituents list and weights

    Apr 30 2015
    Change to inclusion criteria for the Markit iBoxx GBP Liquid Investment Grade Ultrashort index

    Indices

    Change to inclusion criteria for the Markit iBoxx GBP Liquid Investment Grade Ultrashort index


    April 30th 2015

    Markit is pleased to announce that it is expanding the inclusion criteria for the Markit iBoxx GBP Liquid Investment Grade Ultrashort index to include covered bonds. The index is currently limited to only corporate and sub-sovereign bonds.

    The expanded membership will be reflected in the June 2015 forward files published beginning May 15th 2015. The implementation will become effective as of the rebalancing on May 29th 2015.

    Markit classifies the following types of bonds as covered:
    Bonds which are secured by a general pool of assets in case the issuer becomes insolvent, in particular bonds conforming to the criteria specified in UCITS 22.4 or similar directives, e.g. CAD III. In addition, bonds with a structure affording an equivalent risk and credit profile that are considered by the market as covered bonds will also be classified as covered. The criteria taken into account by the iBoxx European Technical Committee in evaluating the status of a bond will be the structure, trading patterns, issuance process, liquidity and spread-levels.

    Once implemented, the updated index guide can be found here, under Rules Liquid --> Europe.

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

    Apr 22 2015
    Restatement of Markit iBoxx USD Leveraged Loan indices

    Restatement of Markit iBoxx USD Leveraged Loan indices


    April 22nd 2015

    Due to a corporate action update on LX133581, we have recalculated the following two indices:
    Date Fixing Isin Ticker RIC Index Name TR Index
    Before
    TR Index
    After
    4/21/2015 US_EOD GB00B4Q2XT74 IBXXLLTR .IBXXLLTR Markit iBoxx USD
    Liquid Leveraged
    Loan Index
    154.9315334 154.871181
    4/21/2015 US_EOD GB00B51SYQ10 IBOXLTRI .IBOXLTRI Markit iBoxx USD
    Leveraged Loans
    Index
    150.885138 150.8703248

    The below files have been republished for April 21st, 2015:
    /IBOXX_CUSTOM_INDICES/B012611/UNDERLYINGS/
    markit_iboxx_usd_liquid_100_lev_ln_eod_underlyings_20150421.csv

    /IBOXX_CUSTOM_INDICES/B012611/INDICES/
    markit_iboxx_usd_liquid_100_lev_ln_eod_indices_20150421.csv

    /IBOXX_CUSTOM_INDICES/B012610/LEVEL1/UNDERLYINGS/
    /IBOXX_CUSTOM_INDICES/B012610/LEVEL2/UNDERLYINGS/
    /IBOXX_CUSTOM_INDICES/B012610/LEVEL3/UNDERLYINGS/
    markit_iboxx_usd_lev_ln_eod_underlyings_20150421.csv

    /IBOXX_CUSTOM_INDICES/B012610/LEVEL1/INDICES/
    /IBOXX_CUSTOM_INDICES/B012610/LEVEL2/INDICES/
    /IBOXX_CUSTOM_INDICES/B012610/LEVEL3/INDICES/
    markit_iboxx_usd_lev_ln_eod_indices_20150421.csv

    The newly published files are now available on our FTP server.

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

    Apr 10 2015
    Change to Markit iBoxx tier classification of subordinated debt issued by insurance entities

    Change to Markit iBoxx tier classification of subordinated debt issued by insurance entities

    April 10th 2015

    Following the Markit iBoxx Annual Index Review in July 2014, Markit is pleased to announce that it will be updating the tier classification of insurance issuer debt for the Markit iBoxx EUR Benchmark and the Markit iBoxx GBP Benchmark indices. The changes have been implemented in consultation with the Markit iBoxx European Oversight Committee.Following the Markit iBoxx Annual Index Review in July 2014, Markit is pleased to announce that it will be updating the tier classification of insurance issuer debt for the Markit iBoxx EUR Benchmark and the Markit iBoxx GBP Benchmark indices. The changes have been implemented in consultation with the Markit iBoxx European Oversight Committee.

    The change is made to address Basel III regulatory framework developments. Prior historical values will remain unchanged.

    The new structure offers a distinction between dated and perpetual Tier 2 insurance debt:

    Current structure
    Seniority Level 1 Seniority Level 2 Seniority Level 3
    SUB iLT2 iLT2 callable
    SUB iLT2 iLT2 non-callable
    SUB iUT2 *
    SUB iT1 *

    New structure
    Seniority Level 1 Seniority Level 2 Seniority Level 3
    SUB T2 dated callable
    SUB T2 dated non-callable
    SUB T2 perpetual *
    SUB T1 *
    The classification of non-insurance issuers is not affected by this change. The new seniority classifications for insurance debt will be published in the preview files published Friday, April 10th 2015 for the Markit iBoxx EUR Benchmark indices and the Markit iBoxx GBP Benchmark indices. The implementation will become effective as of the rebalancing on April 30th 2015. For the sub-indices the classification “T2 perpetual” will be the successor of “iUT2” and the classification “T2 dated” will take the place of “iLT2”.

    The following sub-indices will be renamed in the process:
    ISIN Total Return ISIN Price Index Old Index Name New Index Name
    DE000A0ME5J5 DE000A0ME5H9 iBoxx £ Insurance Lower Tier II Markit iBoxx GBP Insurance Tier II Dated
    GB00B3Q4S919 GB00B3P99X84 iBoxx £ Insurance Lower Tier II Mid Price Markit iBoxx GBP Insurance Tier II Dated Mid Price
    DE000A0ME5N7 DE000A0ME5M9 iBoxx £ Insurance Upper Tier II Markit iBoxx GBP Insurance Tier II Perpetual
    GB00B3MSP960 GB00B3MTKT43 iBoxx £ Insurance Upper Tier II Mid Price Markit iBoxx GBP Insurance Tier II Perpetual Mid Price
    DE000A0ME6N5 DE000A0ME6M7 iBoxx € Insurance Lower Tier II Markit iBoxx EUR Insurance Tier II Dated
    GB00B3LYRN38 GB00B3LX8261 iBoxx € Insurance Lower Tier II Mid Price Markit iBoxx EUR Insurance Tier II Dated Mid Price
    DE000A0ME6S4 DE000A0ME6R6 iBoxx € Insurance Upper Tier II Markit iBoxx EUR Insurance Tier II Perpetual
    GB00B3P9V434 GB00B3MQ6M07 iBoxx € Insurance Upper Tier II Mid Price Markit iBoxx EUR Insurance Tier II Perpetual Mid Price
    GB00B3P1PN67 GB00B3MD0295 iBoxx EUR Banks ex-T1&UT2 Markit iBoxx EUR Banks ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3P1DK98 GB00B3M4C826 iBoxx EUR Corporates BBB ex-T1&UT2 Markit iBoxx EUR Corporates BBB ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M35V37 GB00B3P1F475 iBoxx EUR Corporates ex-T1&UT2 Markit iBoxx EUR Corporates ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NY2R08 GB00B3P2FP17 iBoxx EUR Financial Services ex-T1&UT2 Markit iBoxx EUR Financial Services ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NZZH41 GB00B3P2M727 iBoxx EUR Financial Services Subordinated ex-T1&UT2 Markit iBoxx EUR Financial Services Subordinated ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3PL1506 GB00B3LM8B25 iBoxx EUR Financials 1-3 ex-T1&UT2 Markit iBoxx EUR Financials 1-3 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3LPT184 GB00B3P0FX35 iBoxx EUR Financials 10+ ex-T1&UT2 Markit iBoxx EUR Financials 10+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B60CVB58 GB00B3LN0534 iBoxx EUR Financials 3-5 ex-T1&UT2 Markit iBoxx EUR Financials 3-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NW9R39 GB00B3M35D54 iBoxx EUR Financials 5-7 ex-T1&UT2 Markit iBoxx EUR Financials 5-7 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B5N00676 GB00B3L4VB93 iBoxx EUR Financials 7-10 ex-T1&UT2 Markit iBoxx EUR Financials 7-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B5L6QV40 GB00B3KQ3767 iBoxx EUR Financials A ex-T1&UT2 Markit iBoxx EUR Financials A ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3P2TL56 GB00B3PS0097 iBoxx EUR Banks Subordinated ex-T1&UT2 Markit iBoxx EUR Banks Subordinated ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MFDQ09 GB00B3N7X980 iBoxx EUR Financials AA ex-T1&UT2 Markit iBoxx EUR Financials AA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MFGB60 GB00B3MWXN80 iBoxx EUR Financials AAA ex-T1&UT2 Markit iBoxx EUR Financials AAA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M1LY24 GB00B3M1RT90 iBoxx EUR Financials BBB ex-T1&UT2 Markit iBoxx EUR Financials BBB ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3P26R07 GB00B3P0JL92 iBoxx EUR Financials ex-T1&UT2 Markit iBoxx EUR Financials ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NZP302 GB00B3P2CG11 iBoxx EUR Insurance ex-T1&UT2 Markit iBoxx EUR Insurance ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3P0MP44 GB00B3P2X799 iBoxx EUR Insurance Subordinated ex-T1&UT2 Markit iBoxx EUR Insurance Subordinated ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MF5193 GB00B3Q26R97 iBoxx EUR Non-Sovereigns 1-3 ex-T1&UT2 Markit iBoxx EUR Non-Sovereigns 1-3 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M0LV69 GB00B3Q6MP12 iBoxx EUR Non-Sovereigns 1-5 ex-T1&UT2 Markit iBoxx EUR Non-Sovereigns 1-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M0SL56 GB00B3NV2157 iBoxx EUR Non-Sovereigns 10+ ex-T1&UT2 Markit iBoxx EUR Non-Sovereigns 10+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NXL033 GB00B3LLST77 iBoxx EUR Non-Sovereigns 3-5 ex-T1&UT2 Markit iBoxx EUR Non-Sovereigns 3-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MXKH41 GB00B3PDBT07 iBoxx EUR Corporates 1-3 ex-T1&UT2 Markit iBoxx EUR Corporates 1-3 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MWT527 GB00B3PQ1W29 iBoxx EUR Non-Sovereigns 5-7 ex-T1&UT2 Markit iBoxx EUR Non-Sovereigns 5-7 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MX1Q04 GB00B3Q3L775 iBoxx EUR Non-Sovereigns 7-10 ex-T1&UT2 Markit iBoxx EUR Non-Sovereigns 7-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M2SH76 GB00B3PR6863 iBoxx EUR Non-Sovereigns A ex-T1&UT2 Markit iBoxx EUR Non-Sovereigns A ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M1KM37 GB00B3NX6Y23 iBoxx EUR Non-Sovereigns AA ex-T1&UT2 Markit iBoxx EUR Non-Sovereigns AA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M3FX54 GB00B3M43905 iBoxx EUR Non-Sovereigns AAA ex-T1&UT2 Markit iBoxx EUR Non-Sovereigns AAA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MF6T45 GB00B3MX8H08 iBoxx EUR Non-Sovereigns BBB ex-T1&UT2 Markit iBoxx EUR Non-Sovereigns BBB ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NWW180 GB00B3PV7857 iBoxx EUR Non-Sovereigns ex-T1&UT2 Markit iBoxx EUR Non-Sovereigns ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3PFLX07 GB00B3NTP107 iBoxx EUR Overall 1-3 ex-T1&UT2 Markit iBoxx EUR Overall 1-3 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3PQ7797 GB00B3LJBV43 iBoxx EUR Overall 1-5 ex-T1&UT2 Markit iBoxx EUR Overall 1-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3P16F52 GB00B3PXH697 iBoxx EUR Corporates 10+ ex-T1&UT2 Markit iBoxx EUR Corporates 10+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M3QN20 GB00B3N0BZ99 iBoxx EUR Overall 10+ ex-T1&UT2 Markit iBoxx EUR Overall 10+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MY1Q36 GB00B3PM0N46 iBoxx EUR Overall 15+ ex-T1&UT2 Markit iBoxx EUR Overall 15+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MYVF23 GB00B3NW8Y31 iBoxx EUR Overall 3-5 ex-T1&UT2 Markit iBoxx EUR Overall 3-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M2KC61 GB00B3MHQ565 iBoxx EUR Overall 5-7 ex-T1&UT2 Markit iBoxx EUR Overall 5-7 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M30415 GB00B3Q28S45 iBoxx EUR Overall 5+ ex-T1&UT2 Markit iBoxx EUR Overall 5+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MX3428 GB00B3M3M231 iBoxx EUR Overall 7-10 ex-T1&UT2 Markit iBoxx EUR Overall 7-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M45K53 GB00B3MD5R92 iBoxx € Overall AAA 1-10 ex-T1&UT2 Markit iBoxx EUR Overall AAA 1-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MYFX88 GB00B3Q27H64 iBoxx € Overall AAA 7-10 ex-T1&UT2 Markit iBoxx EUR Overall AAA 7-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3Q70B66 GB00B3MYBT62 iBoxx € Overall AAA ex-T1&UT2 Markit iBoxx EUR Overall AAA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MDNF36 GB00B3MFFG41 iBoxx € Overall BBB ex-T1&UT2 Markit iBoxx EUR Overall BBB ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M2ZW11 GB00B3PR2110 iBoxx EUR Corporates 3-5 ex-T1&UT2 Markit iBoxx EUR Corporates 3-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MYJ037 GB00B3PXM085 iBoxx EUR Overall ex-T1&UT2 Markit iBoxx EUR Overall ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3Q6H453 GB00B3PPN238 iBoxx EUR Corporates 5-7 ex-T1&UT2 Markit iBoxx EUR Corporates 5-7 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3PQ6492 GB00B3M34Z00 iBoxx EUR Corporates 7-10 ex-T1&UT2 Markit iBoxx EUR Corporates 7-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3Q6VB09 GB00B3P02870 iBoxx EUR Corporates A ex-T1&UT2 Markit iBoxx EUR Corporates A ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NWXB59 GB00B4WRQX16 iBoxx EUR Corporates AA ex-T1&UT2 Markit iBoxx EUR Corporates AA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3PM7668 GB00B3PVDJ88 iBoxx GBP Corporates 1-10 ex-T1&UT2 Markit iBoxx GBP Corporates 1-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MZBV18 GB00B3PM8N06 iBoxx GBP Corporates 5-7 ex-T1&UT2 Markit iBoxx GBP Corporates 5-7 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3P0LM48 GB00B3KR0K15 iBoxx GBP Corporates 5+ ex-T1&UT2 Markit iBoxx GBP Corporates 5+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3LLBZ45 GB00B3MZC963 iBoxx GBP Corporates 7-10 ex-T1&UT2 Markit iBoxx GBP Corporates 7-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MZFG47 GB00B3MZN150 iBoxx GBP Corporates A ex-T1 ex-T1&UT2 Markit iBoxx GBP Corporates A ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3LVFH41 GB00B3LKGF60 iBoxx GBP Corporates AA ex-T1 ex-T1&UT2 Markit iBoxx GBP Corporates AA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3Q5Q894 GB00B3MJC108 iBoxx GBP Corporates AAA ex-T1 ex-T1&UT2 Markit iBoxx GBP Corporates AAA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MZJL79 GB00B3MYJ920 iBoxx GBP Corporates BBB ex-T1 ex-T1&UT2 Markit iBoxx GBP Corporates BBB ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3PDRF88 GB00B3PDML93 iBoxx GBP Corporates ex-T1 ex-T1&UT2 Markit iBoxx GBP Corporates ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3PMD137 GB00B3MYM825 iBoxx GBP Financials 1-10 ex-T1&UT2 Markit iBoxx GBP Financials 1-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NY1B72 GB00B3PM0Z67 iBoxx GBP Financials 1-3 ex-T1&UT2 Markit iBoxx GBP Financials 1-3 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M43N45 GB00B3M43P68 iBoxx GBP Corporates 1-3 ex-T1&UT2 Markit iBoxx GBP Corporates 1-3 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3Q6G596 GB00B3M2S669 iBoxx GBP Financials 1-5 ex-T1&UT2 Markit iBoxx GBP Financials 1-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3PCBH51 GB00B3NYBZ14 iBoxx GBP Financials 10-15 ex-T1&UT2 Markit iBoxx GBP Financials 10-15 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M3T665 GB00B3PM6256 iBoxx GBP Financials 10+ ex-T1&UT2 Markit iBoxx GBP Financials 10+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3M2P434 GB00B3M2FK92 iBoxx GBP Financials 15+ ex-T1&UT2 Markit iBoxx GBP Financials 15+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3LPWB93 GB00B3NZPX01 iBoxx GBP Financials 3-5 ex-T1&UT2 Markit iBoxx GBP Financials 3-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3P4M343 GB00B3P39D08 iBoxx GBP Financials 5-10 ex-T1&UT2 Markit iBoxx GBP Financials 5-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NZYD38 GB00B3NX6G41 iBoxx GBP Financials 5-15 ex-T1&UT2 Markit iBoxx GBP Financials 5-15 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3Q6Q264 GB00B3LMZT93 iBoxx GBP Financials 5-7 ex-T1&UT2 Markit iBoxx GBP Financials 5-7 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3KQ1Y93 GB00B3NV1Z21 iBoxx GBP Financials 5+ ex-T1&UT2 Markit iBoxx GBP Financials 5+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MXLP99 GB00B3PMFW80 iBoxx GBP Financials 7-10 ex-T1&UT2 Markit iBoxx GBP Financials 7-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NY1X92 GB00B3PM8419 iBoxx GBP Corporates 1-5 ex-T1&UT2 Markit iBoxx GBP Corporates 1-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MXHC82 GB00B3PFQG86 iBoxx GBP Financials A ex-T1 ex-T1&UT2 Markit iBoxx GBP Financials A ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3LK4V86 GB00B3MXPF71 iBoxx GBP Financials AA ex-T1 ex-T1&UT2 Markit iBoxx GBP Financials AA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MY5G18 GB00B3PM8Q37 iBoxx GBP Financials AAA ex-T1 ex-T1&UT2 Markit iBoxx GBP Financials AAA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MWPH62 GB00B3Q23P68 iBoxx GBP Financials BBB ex-T1 ex-T1&UT2 Markit iBoxx GBP Financials BBB ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3PFD230 GB00B3PZSV73 iBoxx GBP Financials ex-T1 ex-T1&UT2 Markit iBoxx GBP Financials ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3P0KV63 GB00B3P2BG46 iBoxx GBP Non-Gilts 1-10 ex-T1&UT2 Markit iBoxx GBP Non-Gilts 1-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3P0FL13 GB00B3LP7J21 iBoxx GBP Non-Gilts 1-15 ex-T1&UT2 Markit iBoxx GBP Non-Gilts 1-15 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MZ4341 GB00B3MZPG45 iBoxx GBP Non-Gilts 1-3 ex-T1&UT2 Markit iBoxx GBP Non-Gilts 1-3 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MBY323 GB00B3PM5N90 iBoxx GBP Non-Gilts 1-5 ex-T1&UT2 Markit iBoxx GBP Non-Gilts 1-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3P1BN89 GB00B3LP4914 iBoxx GBP Non-Gilts 10-15 ex-T1&UT2 Markit iBoxx GBP Non-Gilts 10-15 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NX2Y43 GB00B3PFP838 iBoxx GBP Corporates 10-15 ex-T1&UT2 Markit iBoxx GBP Corporates 10-15 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NZVR68 GB00B3LL5L85 iBoxx GBP Non-Gilts 10+ ex-T1&UT2 Markit iBoxx GBP Non-Gilts 10+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3PMCQ16 GB00B3MZK479 iBoxx GBP Non-Gilts 15+ ex-T1&UT2 Markit iBoxx GBP Non-Gilts 15+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NZTW73 GB00B3LXJ452 iBoxx GBP Non-Gilts 3-5 ex-T1&UT2 Markit iBoxx GBP Non-Gilts 3-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3P08B23 GB00B3NY7Y20 iBoxx GBP Non-Gilts 5-10 ex-T1&UT2 Markit iBoxx GBP Non-Gilts 5-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3LPWD18 GB00B3P0H374 iBoxx GBP Non-Gilts 5-15 ex-T1&UT2 Markit iBoxx GBP Non-Gilts 5-15 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MZPM05 GB00B3MZM079 iBoxx GBP Non-Gilts 5-7 ex-T1&UT2 Markit iBoxx GBP Non-Gilts 5-7 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MZNL57 GB00B3MZWW95 iBoxx GBP Non-Gilts 5+ ex-T1&UT2 Markit iBoxx GBP Non-Gilts 5+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NZVL07 GB00B3Q70610 iBoxx GBP Non-Gilts 7-10 ex-T1&UT2 Markit iBoxx GBP Non-Gilts 7-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MWQX95 GB00B3Q24P34 iBoxx GBP Non-Gilts A ex-T1 ex-T1&UT2 Markit iBoxx GBP Non-Gilts A ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MGKR32 GB00B3MGK065 iBoxx GBP Non-Gilts AA ex-T1 ex-T1&UT2 Markit iBoxx GBP Non-Gilts AA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3P06Q36 GB00B3LXGW23 iBoxx GBP Corporates 10+ ex-T1&UT2 Markit iBoxx GBP Corporates 10+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MZ8656 GB00B3NY5D76 iBoxx GBP Non-Gilts AAA ex-T1 ex-T1&UT2 Markit iBoxx GBP Non-Gilts AAA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3Q4H052 GB00B3Q36F08 iBoxx GBP Non-Gilts BBB ex-T1 ex-T1&UT2 Markit iBoxx GBP Non-Gilts BBB ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3LP7W57 GB00B3PKV570 iBoxx GBP Non-Gilts ex-T1 ex-T1&UT2 Markit iBoxx GBP Non-Gilts ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MYMB51 GB00B3MZQ161 iBoxx GBP Overall 1-10 ex-T1&UT2 Markit iBoxx GBP Overall 1-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3LJ5C31 GB00B3NY6M33 iBoxx GBP Overall 1-3 ex-T1&UT2 Markit iBoxx GBP Overall 1-3 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NZSJ71 GB00B6574503 iBoxx GBP Overall 1-5 ex-T1&UT2 Markit iBoxx GBP Overall 1-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NZPC97 GB00B3NZP419 iBoxx GBP Overall 10-15 ex-T1&UT2 Markit iBoxx GBP Overall 10-15 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3N02D45 GB00B3NY3R72 iBoxx GBP Overall 10+ ex-T1&UT2 Markit iBoxx GBP Overall 10+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3Q6DW55 GB00B3NZXF86 iBoxx GBP Overall 15+ ex-T1&UT2 Markit iBoxx GBP Overall 15+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3LL8869 GB00B3P02Y30 iBoxx GBP Overall 3-5 ex-T1&UT2 Markit iBoxx GBP Overall 3-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MZXK49 GB00B3LJ6537 iBoxx GBP Corporates 15+ ex-T1&UT2 Markit iBoxx GBP Corporates 15+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NZVP45 GB00B3NYBV75 iBoxx GBP Overall 5-10 ex-T1&UT2 Markit iBoxx GBP Overall 5-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NZW068 GB00B3NZWP10 iBoxx GBP Overall 5-15 ex-T1&UT2 Markit iBoxx GBP Overall 5-15 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NY7G48 GB00B3MZY561 iBoxx GBP Overall 5-7 ex-T1&UT2 Markit iBoxx GBP Overall 5-7 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MZQH27 GB00B3MYLF25 iBoxx GBP Overall 5+ ex-T1&UT2 Markit iBoxx GBP Overall 5+ ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NZPT64 GB00B3MZTZ14 iBoxx GBP Overall 7-10 ex-T1&UT2 Markit iBoxx GBP Overall 7-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MHL400 GB00B3Q6TV66 iBoxx GBP Overall A ex-T1 ex-T1&UT2 Markit iBoxx GBP Overall A ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3LN4734 GB00B3MHVP14 iBoxx GBP Overall AA ex-T1 ex-T1&UT2 Markit iBoxx GBP Overall AA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MZ1P59 GB00B3M2WL90 iBoxx GBP Overall AAA ex-T1 ex-T1&UT2 Markit iBoxx GBP Overall AAA ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3NVGY62 GB00B4XLDT79 iBoxx GBP Overall BBB ex-T1 ex-T1&UT2 Markit iBoxx GBP Overall BBB ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3MYQ792 GB00B3MYNR86 iBoxx GBP Overall ex-T1 ex-T1&UT2 Markit iBoxx GBP Overall ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3PZYK86 GB00B3LL8V98 iBoxx GBP Corporates 3-5 ex-T1&UT2 Markit iBoxx GBP Corporates 3-5 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3PVBG18 GB00B3MYPT41 iBoxx GBP Corporates 5-10 ex-T1&UT2 Markit iBoxx GBP Corporates 5-10 ex-T1 & ex-UT2 & ex-T2 Perpetual
    GB00B3P0KM72 GB00B3MDFV36 iBoxx GBP Corporates 5-15 ex-T1&UT2 Markit iBoxx GBP Corporates 5-15 ex-T1 & ex-UT2 & ex-T2 Perpetual

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

    Apr 10 2015
    Restatement of the Markit iBoxx EUR High Yield Core indices




    INDICES

    Restatement of the Markit iBoxx EUR High Yield Core indices

    April 10th 2015

    Please note that the indices and underlyings files for the Markit iBoxx EUR High Yield Core indices have been restated. The security with the ISIN AT000B053442 was previously not included in the indices, but due to a static data correction the ISIN is now correctly included in the indices listed further below.

    The indices files with the name “iboxx_eur_hy_eod_indices_YYYYMMDD.csv” have been republished on the FTP server for the period April 1st 2015 until April 9th 2015. The updated files are available in the following folder:

    \IBOXX_EUR_HY\EUR_HY_EOD_INDICES

    The XREF with the name "iboxx_eur_hy_eom_xref_201504.csv" has also been republished.

    The updated file is available in the following folder:

    \IBOXX_EUR_HY\EUR_HY_EOM_XREF

    Below is the list of affected indices:
    ISIN Tri BBG Code Cpi BBG Code Tri Name
    GB00B1CQRQ79 EHYPKXH4 EHYTCQRQ iBoxx EUR High Yield core cum crossover LC
    GB00B1CQRZ60 IEHYKXGS IEHNCQRZ iBoxx EUR High Yield core cum crossover 1-10 LC
    GB00B1CQRR86

    iBoxx EUR High Yield core cum crossover 1-3 LC
    GB00B1CQRS93 IEHYKXGX IEHNCQRS iBoxx EUR High Yield core cum crossover 1-5 LC
    GB00B1CQVJ80 IEHYKXH5 IEHNCQVJ iBoxx EUR High Yield core cum crossover LC B
    GB00B1CQS203 IEHYKXHQ IEHNCQS2 iBoxx EUR High Yield core Financials cum crossover LC
    GB00B1CQSB91 IEHYKXHC IEHNCQSB iBoxx EUR High Yield core Financials cum crossover 1-10 LC
    GB00B1CQS310 IEHYKXHP IEHNCQS3 iBoxx EUR High Yield core Financials cum crossover 1-3 LC
    GB00B1CQS427 IEHYKXHH IEHNCQS4 iBoxx EUR High Yield core Financials cum crossover 1-5 LC
    GB00B1CQVK95 IEHYKXHS IEHNCQVK iBoxx EUR High Yield core Financials cum crossover LC B
    GB00B1CQZM99 IEHYKYSP IEHZCQZM iBoxx EUR High Yield core Financials ex crossover LC
    GB00B1CQZW97 IEHYKYSF IEHZCQZW iBoxx EUR High Yield core Financials ex crossover 1-10 LC
    GB00B1CQZN07 IEHYKYSN IEHZCQZN iBoxx EUR High Yield core Financials ex crossover 1-3 LC
    GB00B1CQZP21 IEHYKYSJ IEHZCQZP iBoxx EUR High Yield core Financials ex crossover 1-5 LC
    GB00B1CR2547 IEHYKYSQ IEHZCR25 iBoxx EUR High Yield core Financials ex crossover LC B
    GB00B1CQZ968 IEHYKYS8 IEHZCQZ9 iBoxx EUR High Yield core ex crossover LC
    GB00B1CQZK75 IEHYKYS0 IEHZCQZK iBoxx EUR High Yield core ex crossover 1-10 LC
    GB00B1CQZB84 IEHYKYS7 IEHZCQZB iBoxx EUR High Yield core ex crossover 1-3 LC
    GB00B1CQZC91 IEHYKYS3 IEHZCQZC iBoxx EUR High Yield core ex crossover 1-5 LC
    GB00B1CR2430 IEHYKYS9 IEHZCR24 iBoxx EUR High Yield core ex crossover LC B

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

    Apr 07 2015
    Markit iBoxx USD Liquid Investment Grade restatement notification

    Due to a price change for bond US61747YDY86 (MS 4.3% 01/27/2045), the following USD Liquid Investment Grade indices and underlyings files have been restated as of April 6th 2015:

    iboxx_usd_lq_ig_eod_indices_20150406.csv
    iboxx_usd_lq_ig_mid_eod_indices_20150406.csv
    iboxx_usd_lq_ig_eod_underlyings_20150406.csv
    iboxx_usd_lq_ig_mid_eod_underlyings_20150406.csv

    The main index affected by this price change is below:
    ISIN_TRi
    BBG_Ticker_CPi BBG_Ticker_TRi Name TRI Published TRI New
    GB00B4K4X773 IBOXILPR IBOXIG iBoxx $ Liquid
    Investment Grade Index
    256.5013 256.4687

    The newly published files are now available on our FTP server.

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

    Apr 01 2015
    Markit iBoxx ABF / Asia / GEMX restatement notification



    INDICES

    Markit iBoxx ABF / Asia / GEMX restatement notification


    April 1st 2015

    Due to the revision of a number of PHP bond prices for the March 31st 2015 valuation, it is necessary to republish the following EOD indices, underlyings and components files:

    iboxx_abf_eod_indices_20150331.csv
    iboxx_asia_eod_indices_20150331.csv
    iboxx_gemx_eod_indices_20150331.csv

    iboxx_abf_eod_underlyings_20150331.csv
    iboxx_asia_eod_underlyings_20150331.csv
    iboxx_gemx_eod_underlyings_20150331.csv

    iboxx_abf_eom_components_201504.csv
    iboxx_asia_eom_components_201504.csv
    iboxx_gemx_eom_components_201504.csv

    All affected files are now available on our FTP server.

    The index levels for a number of indices changed as a result of the restatement. The key indices affected by the revised prices are listed below:

    ISIN_TRi Name TRI_New TRI_Old
    GB00B06CZ594 iBoxx ABF Pan-Asia USD Hedged 151.8385407 151.8182678
    GB00B06CZ719 iBoxx ABF Pan-Asia USD Unhedged 178.6642165 178.640251
    GB00B068NJ76 iBoxx ABF Philippines 316.014021 315.2442391
    GB00B068NK81 iBoxx ABF Philippines Government 315.939238 315.1696383
    GB00B197MB38 iBoxx ABF Philippines Net of Tax 270.5394714 269.968863
    GB00B197MC45 iBoxx ABF Philippines Net of Tax Government 270.5024425 269.9319123
    GB00B2PRS508 iBoxx GEMX USD Unhedged 121.9184886 121.9113189
    GB00B82BDN02 iBoxx GEMX USD Hedged 127.3449344 127.3375838
    GB00B2PTGM93 iBoxx GEMX Philippines 205.5769346 205.0756559




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

    Apr 01 2015
    Markit iBoxx EUR Corporates BBB-BB (5% Issuer Cap) April constituents list and weights

    Mar 31 2015
    Coupon for Markit MCDX.NA.24

    The coupon for Markit MCDX.NA.24 will remain at 100 bps.

    Mar 31 2015
    Reference Obligations for Markit MCDX Series 24 Version 1

    The reference obligations that will be included in the upcoming Markit MCDX Series 24 Version 1 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Mar 26 2015
    Roll Date Revised - Markit MCDX

    Based on SIFMA's recommendation of a noon close on Good Friday, April 3rd, the Markit MCDX Series 24 will roll on Monday, April 6th, which will also be the first day of trading for the new series.

    Mar 23 2015
    Revised Markit CDX HY 24 Reference Obligations

    The reference obligation for NRG Energy, Inc. has been updated. The revised reference obligations that will be included in the upcoming Markit CDX.NA.HY.24 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Mar 20 2015
    Coupons for Markit CDX.NA.HY Indices

    Following are the coupons for all maturities and sub-indices of the Markit CDX.NA.HY indices that are being launched during this index roll
    Index Fixed Coupon Rate (bps)
    Markit CDX.NA.HY.24 500
    Markit CDX.NA.HY.B.24 500
    Markit CDX.NA.HY.BB.24 500

    Mar 20 2015
    Markit iBoxx USD Liquid Convertible Index Series 12 Constituents and Weights

    Markit is publishing the 100 constituents comprising the twelfth Markit iBoxx Liquid USD Convertible Bond Index Series (CVBXS12) and the list of equities into which CVBXS12 converts. The list has been derived using the rules governing index membership.
    Please find here the final list of index constituents and weights of bonds and equities.

    The inception date for Series 12 is March 23rd 2015.

    If you have any queries regarding this notification, please contact us at iBoxx@markit.com.
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