Indices
News & Information
      Linked

      Mar 09 2018
      Restatement of Markit iBoxx Trepp CMBS Indices

      Restatement of Markit iBoxx Trepp CMBS Indices

      9 March 2018

      Please note that the following indices and underlyings files for all days from 2 January 2018 to 8 March 2018, including both those dates, have been restated due to missing reference data. The monthly xref and components files for December month-end 2017 up to February month-end 2018 were also restated.

      Markit iBoxx Trepp CMBS indices

      Folder: /IBOXX_USD_CMBS/INDICES
      File Name: iboxx_usd_cmbs_eod_indices_YYYYMMDD.csv

      Folder: /IBOXX_USD_CMBS/UNDERLYINGS
      File Name : iboxx_usd_cmbs_eod_underlyings_YYYYMMDD.csv

      Folder: /IBOXX_USD_CMBS/COMPONENTS
      File Name: iboxx_usd_cmbs_eom_components_ YYYYMM.csv

      Folder: /IBOXX_USD_CMBS/XREF
      File Name: iboxx_usd_cmbs_eom_xref_ YYYYMM.csv

      Markit iBoxx Trepp Liquid CMBS indices

      Folder: /IBOXX_USD_CMBS_LQ/INDICES
      File Names: iboxx_usd_cmbs_lq_eod_indices_YYYYMMDD.csv
      iboxx_usd_cmbs_rolling_eod_indices_YYYYMMDD.csv

      Folder: /IBOXX_USD_CMBS_LQ/UNDERLYINGS
      File Names: iboxx_usd_cmbs_lq_eod_underlyings_YYYYMMDD.csv
      iboxx_usd_cmbs_rolling_eod_underlyings_YYYYMMDD.csv

      Folder: /IBOXX_USD_CMBS_LQ/COMPONENTS
      File Names: iboxx_usd_cmbs_lq_eom_components_YYYYMM.csv
      iboxx_usd_cmbs_rolling_eom_components_YYYYMM.csv

      The newly published files are now available on our FTP server.

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

       
      Email this
    View Archive