September 1st 2014
To complete the global review of the pricing methodology for Markit iBoxx indices, Markit announced on July 1st, 2014 that changes to the pricing methodology would be implemented for the bonds contained in a number of Markit iBoxx indices.
After reviewing the operational processes for Markit iBoxx indices, a decision has been made to postpone the release of the implementation due to take place on September 1st, 2014.
Markit is reviewing the operational processes for optimal efficiency and capturing late day market changes while limiting the impact of publication times.
The exact release date will be confirmed once available. The index families affected include:
• Markit iBoxx EUR
• Markit iBoxx EUR High Yield
• Markit iBoxx GBP
• Markit iBoxx Global Inflation-Linked
This change follows the rollout of pricing methodology enhancements to the Markit iBoxx USD indices, Markit iBoxx Asian indices and Markit iBoxx GEMX indices.
Midday and end of day bond pricing will be enhanced while the realtime bond pricing will not be affected by this change.
The updated index methodology documents as well as the Markit iBoxx Pricing Rules will be available on the Markit website here for the relevant index families.
Please contact iBoxx@markit.com if you have further questions.
September 1st 2014
To complete the global review of the pricing methodology for Markit iBoxx indices, Markit announced on July 1st, 2014 that changes to the pricing methodology would be implemented for the bonds contained in a number of Markit iBoxx indices.
After reviewing the operational processes for Markit iBoxx indices, a decision has been made to postpone the release of the implementation due to take place on September 1st, 2014.
Markit is reviewing the operational processes for optimal efficiency and capturing late day market changes while limiting the impact of publication times.
The exact release date will be confirmed once available. The index families affected include:
• Markit iBoxx EUR
• Markit iBoxx EUR High Yield
• Markit iBoxx GBP
• Markit iBoxx Global Inflation-Linked
This change follows the rollout of pricing methodology enhancements to the Markit iBoxx USD indices, Markit iBoxx Asian indices and Markit iBoxx GEMX indices.
Midday and end of day bond pricing will be enhanced while the realtime bond pricing will not be affected by this change.
The updated index methodology documents as well as the Markit iBoxx Pricing Rules will be available on the Markit website here for the relevant index families.
Please contact iBoxx@markit.com if you have further questions.