May 25 2018
    Launch of iBoxx USD High Yield Developed Markets sub-indices

    IHS Markit is pleased to announce the launch of iBoxx USD High Yield Developed Markets sub-indices. The base date for the indices is 31 December 2012.

    Index Identifiers
    – Please refer to the attached list of Index Identifiers.

    Ongoing publication


    FTP Server: Starting 24 May 2018, the indices will be calculated and published through the FTP server as part of the standard Markit iBoxx USD High Yield Benchmark files.



    The indices will also be published on the Markit iBoxx website.

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

    May 23 2018
    Restatement of the UBS Beta Family

    Kindly be advised that below index has been restated 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 Date Prior Price New Price
    MBCIBRCH UBS BRIC Country CHF Rotator Index UBS Beta 20180522 621.73 623.31

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

    May 22 2018
    Retraction of the index level for the UBS Market Beta Family

    Kindly be advised that the index level for the below index has been removed for 21 May 2018, due to index holiday. Please refresh your index level to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family
    UISEMDLE UBS Market Beta Germany Equity Index ER EUR UBS Market Beta

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

    May 15 2018
    EMIX Indices – daily production files available

    Further to the communication shared with EMIX Index clients in April 2018 regarding the availability of sample files, we are pleased to inform all users that IHS Markit is now publishing sample production-quality files daily.

    As previously advised, SFTP connectivity has been set up for all clients (for a review of that information, please see below). The files can be accessed directly from your SFTP site. Please see the data dictionary to support the file switch.

    The formats for these files have been standardised across indices and finalised based on client discussions. Please note that the files available today won’t necessarily reflect the indices to which you currently subscribe, but files for all indices will follow this standard format. In the live files that are posted beginning 18 June 2018, identifiers such as Sedol, ISIN and CUSIP will only be included for clients that have demonstrated that they have the appropriate licenses in place.

    The data in the sample files are not official, live index data. The sample files are indicative only and may not correspond with the official EMIX Index files that will continue to be sent by Euromoney through and including 15 June 2018.

    This coming week, an IHS Markit representative will be in contact with you to review the migration progress. Clients will need to be fully ready to consume the EMIX Index data in this format on Monday, 18 June 2018. The legacy formats will not be available after this date.

    Please also note that the rebalancing pro forma files will replicate the exact format of daily constituent files. The live rebalancing pro forma files will be made available to clients ahead of the rebalancing in June 2018 and according to the established schedule.

    Technical Changes
    IHS Markit has already shared details and credentials to access the IHS Markit SFTP site directly with each client. Please contact us if you have not received your credentials. Please note the following:

    • •The password associated to your SFTP account does not expire and should not require regular update unless required as a result of technical change by IHS Markit or client request.
    • •Logging on with your credentials will take you directly to your subscribed files.
    • •If you have tried to test your access to the SFTP site and had problems, it may be necessary for you to ‘whitelist’ the IHS Markit SFTP site in order to gain access.

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

    May 15 2018
    Restatement of the Aberdeen Family

    Restatement of the ABERDEEN Family

    Kindly be advised that below indices have been restated due to incorrect application of corporate action. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family
    AMBAEUEU Aberdeen Standard SMARTER Beta (TM) Diversified Multifactor Europe ex UK Equity Index TR (EUR) ABERDEEN
    AMBAEUUS Aberdeen Standard SMARTER Beta (TM) Diversified Multifactor Europe ex UK Equity Index TR (USD) ABERDEEN
    AMLVEUEU Aberdeen Standard SMARTER Beta (TM) Low Volatility Multifactor Europe ex UK Equity Index TR (EUR) ABERDEEN
    AMLVEUUS Aberdeen Standard SMARTER Beta (TM) Low Volatility Multifactor Europe ex UK Equity Index TR (USD) ABERDEEN
    AMMOEUEU Aberdeen Standard SMARTER Beta (TM) Momentum Europe ex UK Equity Index TR (EUR) ABERDEEN
    AMMOEUUS Aberdeen Standard SMARTER Beta (TM) Momentum Europe ex UK Equity Index TR (USD) ABERDEEN
    AMSSEUEU Aberdeen Standard SMARTER Beta (TM) Small Size Europe ex UK Equity Index TR (EUR) ABERDEEN
    AMSSEUUS Aberdeen Standard SMARTER Beta (TM) Small Size Europe ex UK Equity Index TR (USD) ABERDEEN

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

    May 14 2018
    Rebalance of the AQR-UBS Style Premia Global Equity Indices

    Please be advised that IHS Markit Index Administration Services is implementing the rebalance of the below AQR-UBS Style Premia Global Equity Indices based on the weight determination provided by AQR Capital Management L.L.C.

    INDEX TICKER INDEX NAME
    UISEAGLT AQR-UBS Style Premia Global Equity Index Long Only Total Return (USD)
    UISEAGLE AQR-UBS Style Premia Global Equity Index Long Only Excess Return (USD)
    UISEAGHE AQR-UBS Style Premia Global Equity Index Benchmark-hedged Excess Return (USD)

    The rebalance will be implemented over three relevant trading days on 15 May 2018, 16 May 2018 and 17 May 2018.

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

    May 14 2018
    Restatement of the UBS MAP Family

    Restatement of the UBS MAP Family

    Kindly be advised that below index has been restated due to an update in the holidays used to determine rebalance date of the underlying strategies. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker UBS Multi Asset Portfolio T5 Excess Return Euro Index Index Family Prior Price New Price
    MLTAMAE UBS Multi Asset Portfolio T5 Excess Return Euro Index UBS MAP 188.7 188.09

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

    May 11 2018
    HSBC European Dividend Index family launch on 11 May 2018

    Please be advised that today IHS Markit Index Administration Services (“IAS”) is launching the new HSBC European Dividend Index family. The list of indices can be found below:

    Index Name Ticker
    HSBC European Dividend Index 2-Year Constant Maturity ER HSIEEDE2
    HSBC European Dividend Index 3-Year Constant Maturity ER HSIEEDE3

    IAS will be the Administrator and Calculation Agent for the indices.

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

    May 11 2018
    Termination of the UBS China Water Opportunity Index

    Please be advised that IHS Markit Index Administration Services (“IAS”) intends to cease administration and calculation of the UBS China Water Opportunity Index (ticker: MBCICWOI) on 11 June 2018 (last calculation date).

    IAS hereby gives four-week notice of its intention to cease administration/calculation of the index and invites stakeholders to raise objections or other comments as soon as possible (and in any case by Friday, 8 June 2018) via email to IAS at MK-IndexAdminConsultation@markit.com.

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

    May 11 2018
    Termination of the HSBC Momentum index family

    Please be advised that IHS Markit Index Administration Services (“IAS”) intends to cease administration and calculation of the HSBC Momentum index family on 11 June 2018 (last calculation date).

    Index Name Index Ticker
    HSBC Momentum Factor Europe Price Return Index (EUR) HSIEEMEP
    HSBC Momentum Factor Europe Price Return Index (USD) HSIEEMUP
    HSBC Momentum Factor Europe Total Return Index (EUR) HSIEEMET
    HSBC Momentum Factor Europe Total Return Index (USD) HSIEEMUT
    HSBC Momentum Factor Long/Short Europe Total Return Index (EUR)
    HSIEE1ET
    HSBC Momentum Factor Long/Short Europe Total Return Index (USD) HSIEE1UT
    HSBC Momentum Factor Long/Short Europe Excess Return Index (EUR) HSIEE1EE
    HSBC Momentum Factor Long/Short Europe Excess Return Index (USD) HSIEE1UE
    HSBC Momentum Factor US Price Return Index (EUR) HSIEUMEP
    HSBC Momentum Factor US Price Return Index (USD) HSIEUMUP
    HSBC Momentum Factor US Total Return Index (EUR) HSIEUMET
    HSBC Momentum Factor US Total Return Index (USD) HSIEUMUT
    HSBC Momentum Factor Long/Short US Total Return Index (EUR) HSIEU1ET
    HSBC Momentum Factor Long/Short US Total Return Index (USD) HSIEU1UT
    HSBC Momentum Factor Long/Short US Excess Return Index (EUR) HSIEU1EE
    HSBC Momentum Factor Long/Short US Excess Return Index (USD) HSIEU1UE

    IAS hereby gives four-week notice of its intention to cease administration/calculation of the indices and invites stakeholders to raise objections or other comments as soon as possible (and in any case by Friday, 8 June 2018) via email to IAS at MK-IndexAdminConsultation@markit.com.

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

    May 09 2018
    Launch of iBoxx USD High Yield Developed Markets Overall and 16 sub-indices

    IHS Markit is pleased to announce the launch of iBoxx USD High Yield Developed Markets Overall and 16 sub-indices. The base date for the indices is 31 December 2012.

    The iBoxx USD High Yield Developed Markets Overall is a broad benchmark index that extends on IHS Markit’s existing iBoxx $ Liquid High Yield Index offering in this space. It covers a universe of close to 2,000 USD high yield bonds with notional amounts of $ 200 million and above.

    Index Identifiers – Please refer to the attachments for the Identifiers list and the Index Guide.

    On-going publication

    FTP Server: Starting 9 May 2018, the indices will be calculated and published through the FTP server as part of the standard Markit iBoxx USD High Yield Benchmark files.

    File Type Publication FTP Folder File Name
    Indices Daily /iboxx_usd_hy/usd_hy_eod_indices iboxx_usd_hy_eod_indices_YYYYMMDD.csv
    Underlyings Daily /iboxx_usd_hy/usd_hy_eod_underlyings iboxx_usd_hy_eod_underlyings_YYYYMMDD.csv
    Components Monthly /iboxx_usd_hy/usd_hy_eom_components iboxx_usd_hy_eom_components_YYYYMM.csv
    XREF Monthly /iboxx_usd_hy/usd_hy_eom_xref iboxx_usd_hy_eom_xref_YYYYMM.csv


    The indices will also be published on the Markit iBoxx website.

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

    May 08 2018
    Halifax House Price Index - May 2018 Press Release

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

    May 04 2018
    Methodology changes to certain UBS Treasury indices – Implementation timeline

    As announced last year (see consultation launched on 10 August 2017), please be informed that IHS Markit Index Administration Services will implement the methodology changes to the impacted UBS Treasury indices to be effective as of the calculation date Friday, 11 May 2018 (publication on 14 May 2018).

    List of impacted indices:

    Index Family Index Name Ticker
    TREASURY UBS 10Y French Bond Daily Total Return Index MLTAF10D
    TREASURY UBS 10Y German Bond Total Return Index Manual MLTAG10D
    TREASURY UBS 30Y German Bond Total Return Index Manual MLTAG30D
    TREASURY UBS 2Y German Bond Total Return Index Manual MLTAGB2D
    TREASURY UBS 5Y German Bond Total Return Index Manual MLTAGB5D
    TREASURY UBS 10Y Italian Bond Total Return Index Manual MLTAI10D
    TREASURY UBS 2Y Italian Bond Total Return Index Manual MLTAIB2D
    TREASURY UBS 10Y US Treasuries Daily Total Return Index MLTAU10D
    TREASURY UBS 10Y US Treasuries Excess Return Index MLTAU10E
    TREASURY UBS 20Y US Treasuries Daily Total Return Index MLTAU20D
    TREASURY UBS 20Y US Treasuries Excess Return Index MLTAU20E
    TREASURY UBS 25Y US Treasuries Daily Total Return Index MLTAU25D
    TREASURY UBS 25Y US Treasuries Excess Return Index MLTAU25E
    TREASURY UBS 2Y US Treasuries Daily Total Return Index MLTAUS2D
    TREASURY UBS 2Y US Treasuries Excess Return Index MLTAUS2E
    TREASURY UBS 5Y US Treasuries Daily Total Return Index MLTAUS5D
    TREASURY UBS 5Y US Treasuries Excess Return Index MLTAUS5E
    TREASURY UBS 10Y French Bond Excess Return Index MLTAF10E
    TREASURY UBS 10Y German Bond Excess Return Index MLTAG10E
    TREASURY UBS 30Y German Bond Excess Return Index MLTAG30E
    TREASURY UBS 2Y German Bond Excess Return Index MLTAGB2E
    TREASURY UBS 5Y German Bond Excess Return Index MLTAGB5E
    TREASURY UBS 10Y Italian Bond Excess Return Index MLTAI10E
    TREASURY UBS 2Y Italian Bond Excess Return Index MLTAIB2E

    Should you have any questions, please contact us at support@markit.com.

    May 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

    Apr 30 2018
    Termination of the UBS STRAUS index family - Confirmation

    As previously announced (here), please be informed that today 30 April 2018 IHS Markit Index Administration Services will terminate the UBS STRAUS index family and cease administration. Last calculation date will be 27 April.

    Should you have any questions, please contact us at support@markit.com.

    Apr 27 2018
    EMIX Indices - new sample file available


    Further to the communication shared with EMIX Index clients in March 2018 regarding the availability of sample files available, we are pleased to inform all users that the following index sample file is now available:
    1. Corporate Actions changes

    This file is in addition to the three files already available:
    1. Daily Index Levels
    2. Daily Constituents open
    3. Daily Constituents close

    As previously advised, SFTP connectivity has been set up for all clients (for a review of that information, please see below). The files can be accessed directly from your SFTP site and can also be found in the attachments here. A data dictionary for the files is attached to support the file switch.

    The formats for these files have been standardised across indices and finalised based on client discussions. Please note that the sample files available today won’t necessarily reflect the indices to which you currently subscribe, but files for all indices will follow this standard format. Also note that the data within these sample files is for testing purposes only and has no relation to the official index data that is still being disseminated by Euromoney. In the live files that are posted beginning 18 June 2018, identifiers such as Sedol, ISIN and CUSIP will only be included for clients that have demonstrated that they have the appropriate licenses in place.

    Clients will need to be fully ready to consume the EMIX Index data in this format no later than Monday, 18 June 2018. Within the next week, an IHS Markit representative will be in contact with you to review the migration progress.

    Please also note that the rebalancing pro forma files will replicate the exact format of daily constituent files. The live rebalancing pro forma files will be made available to clients ahead of the rebalancing in June and according to the established schedule.

    In order to support your transition, IHS Markit will provide daily updates to the files as in a live production scenario. More details about the commencement of this simulated production run will be shared as soon as possible.
    Technical Changes
    IHS Markit has already shared details and credentials to access the IHS Markit SFTP site directly with each client. Please contact us if you have not received your credentials. Please note the following:
    • The password associated to your SFTP account does not expire and should not require regular update unless required as a result of technical change by IHS Markit or client request.
    • Logging on with your credentials will take you directly to your subscribed files.
    • If you have tried to test your access to the SFTP site and had problems, it may be necessary for you to ‘whitelist’ the IHS Markit SFTP site in order to gain access.

    1. Daily Index Levels

    2. Daily Constituents open

    3. Daily Constituents close

    4. Corporate Action changes

    EMIX Data Dictionary


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

    Apr 19 2018
    Change to the publication time of the HSBC GBP Deposit Index

    Please be advised that the publication time of the HSBC GBP Deposit Index (ticker HSCBGBDE) will be later than 9:00am UK time from 24 April 2018 onwards. This is due to a change to the publication time of (reformed) SONIA (RIC: SONIAOSR=) which is used as an input to the calculation of the Index.

    As advised by the Bank of England, the publication time will move from the evening hours of T to 9:00am UK time on T+1. IHS Markit Index Administration Services will publish the HSBC GBP Deposit Index as soon as feasible after SONIA becomes available.

    For more information about SONIA publication changes, please visit the Bank of England website (https://www.bankofengland.co.uk/markets/benchmarks) or contact support@markit.com.

    Apr 19 2018
    Restatement of the UBS Commodity Family

    Kindly be advised that below indices have been restated due to an update in the underlying prices by the data provider. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family Date Prior Price New Price
    MBCIHRF0 UBS Commodity High Rotator Index UBS Commodity 20180418 1881.7067 1881.1941
    MBCIHRF3 UBS Commodity High Rotator 3 Months Forward Index UBS Commodity 20180418 4293.5959 4293.7435
    MBCILRF0 UBS Commodity Low Rotator Index UBS Commodity 20180418 523.5348 524.7372
    MBCIORF0 UBS Commodity Outperformance Rotator Index UBS Commodity 20180418 2862.79 2855.64
    MBCISCEE UBS Commodity Small Caps Extended Excess Return Index Manual UBS Commodity 20180418 79.4550 79.4066
    MBCISCIE UBS Commodity Small Caps Extended Excess Return Index Manual UBS Commodity 20180418 357.7371 357.1082


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

    Apr 17 2018
    Change to the Corporate Actions treatment in case of M&A events for the AQR/UBS index family

    Please note that IHS Markit Index Administration Services (“IAS”) will change the treatment of Corporate Actions in the event of Merger & Acquisitions (“M&A”) for the following AQR/UBS indices (the “Indices”):

    Index Family Index Name Asset Class Ticker
    AQR/UBS AQR-UBS Style Premia Global Equity Index Long Only Total Return (USD) Equity UISEAGLT
    AQR/UBS AQR-UBS Style Premia Global Equity Index Long Only Excess Return (USD) Equity UISEAGLE
    AQR/UBS AQR-UBS Style Premia Global Equity Index Benchmark-hedged Excess Return (USD) Equity UISEAGHE

    With effect 17-April 2018, IAS will adjust the composition of the Indices in case of M&A events at the close of the effective date using prices for T rather than at the open using prices of T-1.

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

    Apr 16 2018
    Rebalance of the AQR-UBS Style Premia Global Equity Indices

    Please be advised that IHS Markit Index Administration Services is implementing the rebalance of the below AQR-UBS Style Premia Global Equity Indices based on the weight determination provided by AQR Capital Management L.L.C.

    INDEX TICKER INDEX NAME
    UISEAGLT AQR-UBS Style Premia Global Equity Index Long Only Total Return (USD)
    UISEAGLE AQR-UBS Style Premia Global Equity Index Long Only Excess Return (USD)
    UISEAGHE AQR-UBS Style Premia Global Equity Index Benchmark-hedged Excess Return (USD)

    The rebalance will be implemented over three relevant trading days on 17 April 2018, 18 April 2018 and 19 April 2018.

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