Jan 20 2015
    Markit to launch the new CMBX series 8 indices

    Markit is pleased to announce the launch of the new CMBX series 8 indices, which will officially roll and be available for trading on 26 January 2015. Please find below the link to the provisional index annexes. Note that these annexes are subject to change until publication of the final annexes on 23 January 2015.

    CMBX Index Annexes


    Jan 20 2015
    New Versions of Markit CDX issued due to Caesars Credit Event

    A credit event has been confirmed for Caesars Entertainment Operating Company, Inc. The entity was previously named Harrah's Operating Company, Inc. New versions of the impacted series of Markit CDX.NA.IG and Markit CDX.NA.HY have been issued with an annex date of 21 January, 2015. The new RED codes are as follows:

    Index Name RED Code
    CDX.NA.HY.16-V7 2I65BRKN9
    CDX.NA.HY.17-V7 2I65BRKO7
    CDX.NA.HY.18-V4 2I65BRKP4
    CDX.NA.HY.19-V3 2I65BRKQ2
    CDX.NA.HY.20-V3 2I65BRKR0
    CDX.NA.HY.21-V3 2I65BRKS8
    CDX.NA.HY.22-V3 2I65BRKT6
    CDX.NA.HY.23-V2 2I65BRKU3
    CDX.NA.HY.B.19-V2 2I65BSKR8
    CDX.NA.HY.8-V22 2I65BRLC2
    CDX.NA.HY.9-V24 2I65BRLB4
    CDX.NA.HY.10-V23 2I65BRLA6
    CDX.NA.HY.11-V23 2I65BRKZ2
    CDX.NA.HY.12-V14 2I65BRKY5
    CDX.NA.HY.13-V8 2I65BRKX7
    CDX.NA.HY.14-V7 2I65BRKW9
    CDX.NA.HY.15-V7 2I65BRKV1
    CDX.NA.HY.HB.14-V5 2I65BWFT1
    CDX.NA.HY.HB.15-V5 2I65BWFS3
    CDX.NA.XO.8-V5 1D764IBC0
    CDX.NA.XO.9-V5 1D764IBB2
    Dow Jones CDX.NA.IG.6-V7 2I65BYDA0
    Dow Jones CDX.NA.IG.7-V7 2I65BYDB8
    Dow Jones CDX.NA.IG.CONS.6-V2 2I65B0AZ2
    Dow Jones CDX.NA.IG.CONS.7-V2 2I65B0BA6
    Dow Jones CDX.NA.IG.HVOL.6-V3 2I65B3AZ6
    Dow Jones CDX.NA.IG.HVOL.7-V3 2I65B3BT9
    Dow Jones CDX.NA.IG.3-V8 2I65BYDC6
    Dow Jones CDX.NA.IG.4-V8 2I65BYDD4
    Dow Jones CDX.NA.IG.5-V6 2I65BYDE2
    Dow Jones CDX.NA.IG.CONS.3-V2 2I65B0BB4
    Dow Jones CDX.NA.IG.CONS.4-V2 2I65B0BC2
    Dow Jones CDX.NA.IG.HVOL.3-V4 2I65B3BU6
    Dow Jones CDX.NA.IG.HVOL.4-V4 2I65B3BV4
    Dow Jones CDX.NA.IG.HVOL.5-V2 2I65B3BW2

    Jan 13 2015
    Restatement of Markit iBoxx GBP / GBP Liquid Benchmark indices

    Please note that due to a restated price level for bond XS0273815026 - Wells Fargo & Co. - 4.625% - 2035, for valuation date January 12th 2015, the Markit iBoxx GBP Benchmark indices have been restated on January 13th 2015. The details are as follows:

    Valuation Date ISIN Issuer Name Coupon Maturity Date Old Value (Clean Bid) New Value (Clean Bid)
    12-Jan-2015 XS0273815026 Wells Fargo & Co 4.625% 02-Nov-2035 102.58 120.58

    The impact on the published Total Return index level (Markit iBoxx GBP Overall) was 0.0075%

    Valuation Date ISIN Index Name Old Value (TRI) New Value (TRI) % Difference
    12-Jan-2015 DE0005993174 iBoxx GBP Corporates 298.601 298.713 0.0377
    12-Jan-2015 DE0007931974 iBoxx GBP Overall 290.611 290.633 0.0075

    The following files have been restated as of January 12th 2015:

    iboxx_gbp_eod_indices_20150112.csv
    iboxx_gbp_eod_underlyings_20150112.csv
    iboxx_gbp_eod_indices_mid_20150112.csv
    iboxx_gbp_eod_underlyings_mid_20150112.csv
    iboxx_gbp_lq_eod_underlyings_20150112.csv
    iboxx_gbp_lq_eod_indices_20150112.csv
    iboxx_gbp_lq_100_eod_underlyings_20150112.csv
    iboxx_gbp_lq_100_eod_indices_20150112.csv

    The newly published files are now available on our FTP server at the following locations:

    /IBOXX_GBP/GBP_EOD_INDICES
    /IBOXX_GBP/GBP_EOD_INDICES/MID
    /IBOXX_GBP/GBP_EOD_UNDERLYINGS
    /IBOXX_GBP/GBP_EOD_UNDERLYINGS/MID
    /IBOXX_GBP/GBP_LQ_EOD_INDICES
    /IBOXX_GBP/GBP_LQ_EOD_UNDERLYINGS

    For further information, please contact us at iboxx@markit.com


    Jan 12 2015
    Rebase of Markit iBoxx EUR Liquid High Yield 1-3 index

    Please note Markit has rebased the Total Return index levels since inception for the Markit iBoxx EUR Liquid High Yield 1-3 index.

    The total return index level has been rebased with a factor of 0.593704782601674.

    The index values for the Total Return and Clean Price tickers on Bloomberg have also been updated and now reflect the correct index levels.

    Total Return index: IBXXEHL1
    Clean Price index: IBXXEHLP

    The updated files have been posted at the below location:
    \IBOXX_EUR_HY_LQ\IBOXX_EUR_HY_LQ_EOD

    The updated data is now available on our FTP server, the Markit indices webpage and via Bloomberg.

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

    Jan 09 2015
    Credit Auction vote for Caesars Entertainment Operating Company, Inc.

    Markit LCDX dealers have voted to conduct an LCDS Auction for Caesars Entertainment Operating Company, Inc., first lien loans if and when there is determined to be a Credit Event with respect to Caesars Entertainment Operating Company, Inc. This preserves the status quo whilst the occurrence of a Credit Event is resolved by an External Review Panel. Holding of the Credit Event Auction is contingent on a determination that a Credit Event has occurred. Dealers also voted to extend the deadline for finalization of the auction terms until after the External Review Panel announces a decision

    Jan 02 2015
    Restatement of iBoxx GEMX Membership

    Due to a data change for security RO1418DBN040 - ROMGB 3.25 - 2018, the following GEMX files have been restated and are now available on our FTP server.

    Indices daily files for January 1st 2015:
    iboxx_gemx_eod_indices_20150101.csv
    iboxx_gemx_eod_underlyings_20150101.csv

    Indices monthly components file for January 1st 2015:
    iboxx_gemx_eom_components_201501.csv

    For more information, please contact us at iBoxx@markit.com
View Next 20