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.