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.

    Mar 20 2015
    List of Constituents for Sub-indices of Markit CDX.NA.HY

    Following is the expected composition of the Markit CDX.NA.HY.B.24 and Markit CDX.NA.HY.BB.24 sub-indices. Please note that these lists remain provisional till publication of the final annexes for the indices.
    Markit CDX.NA.HY.B.24 Markit CDX.NA.HY.BB.24
    ADVANCED MICRO DEVICES, INC. ALLY FINANCIAL INC.
    AK STEEL CORPORATION AMERICAN AXLE & MANUFACTURING, INC.
    ALCATEL-LUCENT USA INC. AVIS BUDGET GROUP, INC.
    AMKOR TECHNOLOGY, INC. AVON PRODUCTS, INC.
    ARAMARK SERVICES, INC. BRUNSWICK CORPORATION
    BEAZER HOMES USA, INC. CCO HOLDINGS, LLC
    BOMBARDIER INC. CENTURYLINK, INC.
    BOYD GAMING CORPORATION CHESAPEAKE ENERGY CORPORATION
    CALPINE CORPORATION CIT GROUP INC.
    COMMUNITY HEALTH SYSTEMS, INC. CONSTELLATION BRANDS, INC.
    COOPER TIRE & RUBBER COMPANY CSC HOLDINGS, LLC
    FIRST DATA CORPORATION D.R. HORTON, INC.
    FREESCALE SEMICONDUCTOR, INC. DEAN FOODS COMPANY
    IRON MOUNTAIN INCORPORATED DELL INC.
    ISTAR FINANCIAL INC. DELUXE CORPORATION
    KB HOME DISH DBS CORPORATION
    LEVEL 3 COMMUNICATIONS, INC. FRONTIER COMMUNICATIONS CORPORATION
    MBIA INSURANCE CORPORATION GANNETT CO., INC.
    MERITOR, INC. GENERAL MOTORS COMPANY
    MGIC INVESTMENT CORPORATION GENWORTH HOLDINGS, INC.
    MGM RESORTS INTERNATIONAL H. J. HEINZ COMPANY
    NINE WEST HOLDINGS, INC. HCA INC.
    PARKER DRILLING COMPANY INTERNATIONAL LEASE FINANCE CORPORATION
    PHH CORPORATION L BRANDS, INC.
    RADIAN GROUP INC. LENNAR CORPORATION
    REALOGY GROUP LLC LEVI STRAUSS & CO.
    RITE AID CORPORATION LIBERTY INTERACTIVE LLC
    SABRE HOLDINGS CORPORATION LOUISIANA-PACIFIC CORPORATION
    SAFEWAY INC. NAVIENT CORPORATION
    SPRINGLEAF FINANCE CORPORATION NORBORD INC.
    SPRINT COMMUNICATIONS, INC. NOVA CHEMICALS CORPORATION
    STANDARD PACIFIC CORP. NRG ENERGY, INC.
    SUNGARD DATA SYSTEMS INC. OLIN CORPORATION
    SUPERVALU INC. OWENS-ILLINOIS, INC.
    TENET HEALTHCARE CORPORATION PEABODY ENERGY CORPORATION
    THE HERTZ CORPORATION POLYONE CORPORATION
    THE NEIMAN MARCUS GROUP LLC PPL ENERGY SUPPLY, LLC
    THE NEW YORK TIMES COMPANY PULTEGROUP, INC.
    THE RYLAND GROUP, INC. R.R. DONNELLEY & SONS COMPANY
    TOYS "R" US, INC. ROYAL CARIBBEAN CRUISES LTD.
    UNISYS CORPORATION SANMINA CORPORATION

    SEALED AIR CORPORATION

    SMITHFIELD FOODS, INC.

    TESORO CORPORATION

    THE AES CORPORATION

    THE GOODYEAR TIRE & RUBBER COMPANY

    UNITED RENTALS (NORTH AMERICA), INC.

    UNITED STATES STEEL CORPORATION

    UNIVERSAL HEALTH SERVICES, INC.

    VULCAN MATERIALS COMPANY

    WINDSTREAM CORPORATION

    Mar 19 2015
    Markit CDX HY 24 Reference Obligations

    The 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 17 2015
    Updated Changes for Markit CDX.NA.HY.24

    Following are the revised changes expected for the upcoming Markit CDX.NA.HY.24 index that will roll on 27 March, 2015. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    CAESARS ENTERTAINMENT OPERATING COMPANY, INC. AVON PRODUCTS, INC.
    DILLARD'S, INC. GENWORTH HOLDINGS, INC.
    KINDER MORGAN, INC. PEABODY ENERGY CORPORATION
    RADIOSHACK CORPORATION PPL ENERGY SUPPLY, LLC
    SEAGATE TECHNOLOGY HDD HOLDINGS SAFEWAY INC.

    Mar 17 2015
    List of Changes for Markit CDX.NA.HY.24

    Following are the changes expected for the upcoming Markit CDX.NA.HY.24 index that will roll on 27 March, 2015. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    CAESARS ENTERTAINMENT OPERATING COMPANY, INC. AVON PRODUCTS, INC.
    DILLARD'S, INC. GENWORTH HOLDINGS, INC.
    KINDER MORGAN, INC. OFFICE DEPOT, INC.
    RADIOSHACK CORPORATION PEABODY ENERGY CORPORATION
    SEAGATE TECHNOLOGY HDD HOLDINGS SAFEWAY INC.

    Mar 17 2015
    Coupons for Markit Emerging Markets Indices

    The fixed coupons for all maturities of the Markit CDX EM and CDX LatAm Corp indices are listed below.
    Index Fixed Coupon (bps)
    Markit CDX.EM 100
    Markit CDX.LATAM.CORP 500

    Mar 17 2015
    Markit iTraxx SovX Final Index Membership Series 13

    Please see below the Markit iTraxx SovX Final Index Membership List for Series 13.

    Mar 16 2015
    Coupon for Markit CDX.NA.IG Indices

    Following are the coupons for all maturities and sub-indices of the Markit CDX.NA.IG indices that will roll on 20 March, 2015.

    Index Fixed Coupon Rate (bps)
    Markit CDX.NA.IG 100
    Markit CDX.NA.IG.HVOL 100

    Mar 16 2015
    List of Changes for Markit CDX.NA.IG.24 Sector Sub-indices

    Following is the impact of the constituent changes on the sector-based sub-indices of Markit CDX.NA.IG.24 that will roll on 20 March 2015. Please note that this list remains provisional until publication of the final annexes for the indices.

    Sub-index Name Removals Additions
    Markit CDX.NA.IG.CONS AVON PRODUCTS, INC.
    Markit CDX.NA.IG.FIN GENWORTH HOLDINGS, INC.
    Markit CDX.NA.IG.INDU M.D.C. HOLDINGS, INC. DOMTAR CORPORATION
    Markit CDX.NA.IG.CONS SAFEWAY INC.
    Markit CDX.NA.IG.ENRG APACHE CORPORATION
    Markit CDX.NA.IG.ENRG CANADIAN NATURAL RESOURCES LIMITED
    Markit CDX.NA.IG.ENRG ENBRIDGE INC.

    Mar 16 2015
    Composition of CDX.NA.IG.HVOL.24

    Following is the expected composition of the Markit CDX.NA.IG.HVOL.24 index that will roll on 20 March, 2015. Please note that this list remains provisional until publication of the final annex for the index.

    Reference Entity Reference Entity
    ANADARKO PETROLEUM CORPORATION Ford Motor Company
    APACHE CORPORATION Freeport-McMoRan Inc.
    ASSURED GUARANTY MUNICIPAL CORP. Kohl's Corporation
    Avnet, Inc. Motorola Solutions, Inc.
    BARRICK GOLD CORPORATION Nabors Industries, Inc.
    Block Financial LLC Newmont Mining Corporation
    CANADIAN NATURAL RESOURCES LIMITED Pitney Bowes Inc.
    Computer Sciences Corporation Quest Diagnostics Incorporated
    Darden Restaurants, Inc. Staples, Inc.
    Devon Energy Corporation Teck Resources Limited
    Domtar Corporation The Dow Chemical Company
    Eastman Chemical Company THE GAP, INC.
    Enbridge Inc. Transocean Inc.
    Expedia, Inc. Valero Energy Corporation
    FirstEnergy Corp. Weatherford International Ltd.

    Mar 12 2015
    Reference Obligations for Markit CDX.NA.IG.24

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

View Next 20
View Next 20