Jun 06 2018
    Methodology change for iBoxx USD Liquid Investment Grade Inflation Hedged Index

    As of close of business 6 June 2018 the annual modified duration of the underlying bonds replaces the average life as the analytic measure used to pair bonds to inflation swap contracts and determine the hedge ratios. The methodology change will apply to the entire history of the index, starting with 31 January 2012. The index levels and all associated index files will be republished accordingly on the FTP server and iBoxx website.

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

    Jun 04 2018
    Restatement of the Markit iBoxx USD Liquid Leveraged Loan index

    Please note that the components file for the Markit iBoxx USD Liquid Leveraged Loan index has been restated for June 2018 as a result of the exclusion of 2 loans that are no longer eligible for the iBoxx USD Liquid Leveraged Loan index.

    The updated file can be found in the following FTP directory:

    /IBOXX_LOANS_LIQUID100/COMPONENTS/

    File name:

    markit_iboxx_usd_liquid_100_lev_ln_eom_components_20180531.csv

    The following loans have been removed:
    LoanX ID CUSIP Issuer Name Asset Name
    LX169652 89364MBK9 Transdigm Inc. Term Loan
    LX169653 89364MBL7 Transdigm Inc. Term Loan

    Replacement Loans:
    LoanX ID CUSIP Issuer Name Asset Name
    LX149099 13134MBG7 Calpine Corporation Term Loan (2015)
    LX167156 17187MAM2 Cincinnati Bell Inc. Tranche B Term Loan

    The newly published files are now available on our FTP.

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

    May 29 2018
    List of Private Placements for Asia

    IHS Markit has identified additional Private Placement issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

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

    May 29 2018
    List of Retail Bonds for Asia

    IHS Markit has identified additional Retail bond issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

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

    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 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 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

    Mar 29 2018
    Restatement of Markit iBoxx Inflation Linked indices

    Please note that the daily files listed below for the Markit iBoxx Inflation Linked indices have been restated due to updated prices on two KRW denominated bonds.

    Markit iBoxx Inflation Linked indices

    File Path:
    \IBOXX_ILB\ILB_EOD_INDICES\US_EOD

    File Names:
    iboxx_ilb_us_eod_aggregatedindices_20180328.csv
    iboxx_ilb_us_eod_localindices_20180328.csv

    File Path:
    \IBOXX_ILB\ILB_EOD_INDICES\EU_EOD

    File Names:
    iboxx_ilb_eu_eod_aggregatedindices_20180328.csv
    iboxx_ilb_eu_eod_localindices_20180328.csv

    File Path:
    \IBOXX_ILB\ILB_EOD_INDICES\FE_EOD

    File Names:
    iboxx_ilb_fe_eod_aggregatedindices_20180328.csv
    iboxx_ilb_fe_eod_localindices_20180328.csv

    File Paths:
    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\US_EOD
    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\US_EOD_NewFormat

    File Names:
    iboxx_ilb_us_eod_underlyings_20180328.csv

    File Paths:
    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\EU_EOD
    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\EU_EOD_NewFormat

    File Names:
    iboxx_ilb_eu_eod_underlyings_20180328.csv

    File Paths:
    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\FE_EOD
    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\FE_EOD_NewFormat

    File Names:
    iboxx_ilb_fe_eod_underlyings_20180328.csv

    The newly published files are now available on our FTP.

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

    Mar 27 2018
    March 2018 Quarterly Forecast for Markit iBoxx ABF Pan-Asia Indices

    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.

    Mar 01 2018
    Updated List of Retail Bonds

    IHS Markit has identified additional Retail issues. The bonds in question have been added to the attached list.

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

    Feb 08 2018
    Capping methodology change for the Markit iBoxx Pfandbriefe Index

    The capping methodology used for the Markit iBoxx Pfandbriefe Index will change effective 1 March 2018. As of 1 March, 2018 the issuer capping methodology will be based on the ultimate parent of the respective entity in the index. The determination of the ultimate parent will be based on a majority shareholding, which will supersede intermediate entities in the corporate hierarchy.

    The capping method is being amended to fully reflect the requirements of the Undertakings for Collective Investment and Transferable Securities (UCITS) regulations.

    Please see the attached document which provides a direct mapping between the ticker of the issuer and the ticker of the ultimate parent. It can also be found on our FTP server in the following directory - NOTICES\ULTIMATE PARENT

    For additional details on the updated capping methodology please refer to the Markit iBoxx Pfandbrief Index Guide published in the Documentation section of our webpage here - www.markit.com/Documentation/Product/IBoxx

    Feb 01 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

    Feb 01 2018
    Updated List of Retail Bonds

    IHS Markit has identified additional Retail issues. The bonds in question have been added to the attached list.

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

    Jan 26 2018
    Restatement of the Markit iBoxx USD Emerging Markets Corporates indices

    Please note that the following daily files for 25 January 2018 have been restated due to a price adjustment for XS1506500039 (Promsvyazbank OJSC Via PSB Finance SA, 5.25%, 19-Oct-2019).

    Markit iBoxx USD Emerging Markets Corporates indices

    FTP Location: /IBOXX_EM_CORP/EM_Corp_USD/Indices
    File Name: iboxx_em_usd_corp_eod_Indices_20180125.csv

    FTP Location: /IBOXX_EM_CORP/EM_Corp_USD/Underlyings
    File Name: iboxx_em_usd_corp_eod_Underlyings_20180125.csv

    The newly published files are now available on our FTP.

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

    Jan 11 2018
    Restatement of Markit iBoxx Inflation Linked Indices

    Please note that the daily files listed below for the Markit iBoxx Inflation Linked indices have been restated due to updated prices.

    Markit iBoxx Inflation Linked indices

    File Path:
    \IBOXX_ILB\ILB_EOD_INDICES\US_EOD

    File Names:
    iboxx_ilb_us_eod_aggregatedindices_20180110.csv
    iboxx_ilb_us_eod_localindices_20180110.csv
    iboxx_ilb_us_eod_aggregatedindices_20180109.csv
    iboxx_ilb_us_eod_localindices_20180109.csv

    File Path:
    \IBOXX_ILB\ILB_EOD_INDICES\EU_EOD

    File Names:
    iboxx_ilb_eu_eod_aggregatedindices_20180110.csv
    iboxx_ilb_eu_eod_localindices_20180110.csv
    iboxx_ilb_eu_eod_aggregatedindices_20180109.csv
    iboxx_ilb_eu_eod_localindices_20180109.csv

    File Path:
    \IBOXX_ILB\ILB_EOD_INDICES\FE_EOD

    File Names:
    iboxx_ilb_fe_eod_aggregatedindices_20180110.csv
    iboxx_ilb_fe_eod_localindices_20180110.csv
    iboxx_ilb_fe_eod_aggregatedindices_20180109.csv
    iboxx_ilb_fe_eod_localindices_20180109.csv

    File Paths:
    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\US_EOD
    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\US_EOD_NewFormat

    File Names:
    iboxx_ilb_us_eod_underlyings_20180109.csv
    iboxx_ilb_us_eod_underlyings_20180110.csv

    File Paths:
    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\EU_EOD
    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\EU_EOD_NewFormat

    File Names:
    iboxx_ilb_eu_eod_underlyings_20180109.csv
    iboxx_ilb_eu_eod_underlyings_20180110.csv

    File Paths:
    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\FE_EOD
    \IBOXX_ILB\ILB_EOD_UNDERLYINGS\FE_EOD_NewFormat

    File Names:
    iboxx_ilb_fe_eod_underlyings_20180109.csv
    iboxx_ilb_fe_eod_underlyings_20180110.csv

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