iTraxx Europe Rules
Following
consultation with market participants, IHS Markit confirms that the March 2017 Roll will not involve rule changes with respect to how financial entities are included in iTraxx Europe Series 27.
Markit will continue to observe CDS liquidity and bond issuance at Bank Holdco level as well as Tier 3/Non-preferred issuance, with the view of potentially implementing a rule change for the September 2017 Roll.