Oct 17 2017
    Clarification Notice on Novo Banco S.A. Index Reference Obligation

    In order to ensure consistency of treatment of single name trades incorporating the Updated 2003 Definitions and referencing Novo Banco S.A. spun-out from index trades incorporating the Updated 2003 Definitions and relating to iTraxx Europe Sub Financial Series 8 to 14 (inclusive) (the Index Trades) following the determination by the ISDA EMEA Credit Derivatives Determinations Committee on 8 October 2017 of a Restructuring Credit Event relating to Novo Banco S.A., IHS Markit as the Index Sponsor is hereby republishing ISIN XS0129239454 (the Relevant Bond) as the Reference Obligation in relation to the Index Trades, and the Relevant Bond is deemed to be a replacement Reference Obligation for the purposes of such trades. Accordingly, the Relevant Bond will constitute the Reference Obligation for any single name trades which are spun-out of the Index Trades in accordance with the relevant iTraxx Europe Untranched Standard Terms Supplement.

    Oct 06 2017
    New iTraxx European Index Versions: Novo Banco S.A. Restructuring

    Following the confirmation of a Restructuring Credit Event for Novo Banco S.A. by the ISDA Determinations Committee, new versions of all affected Markit iTraxx indices have been issued with an annex date of 6th Ocotber 2017. Below are the new indices along with their corresponding RED Index Codes:

    Index Name Index RED CODE
    iTraxx Europe Series 8 Version 4 2I666VCB9
    iTraxx Europe Series 9 Version 4 2I666VCC7
    iTraxx Europe Series 10 Version 4 2I666VCD5
    iTraxx Europe Series 11 Version 4 2I666VCE3
    iTraxx Europe Series 12 Version 4 2I666VCF0
    iTraxx Europe Series 13 Version 4 2I666VCG8
    iTraxx Europe Series 14 Version 4 2I666VCH6
    iTraxx Europe Senior Financials Series 8 Version 3 2I667DBM5
    iTraxx Europe Senior Financials Series 9 Version 3 2I667DBN3
    iTraxx Europe Senior Financials Series 10 Version 3 2I667DBO1
    iTraxx Europe Senior Financials Series 11 Version 3 2I667DBP8
    iTraxx Europe Senior Financials Series 12 Version 3 2I667DBQ6
    iTraxx Europe Senior Financials Series 13 Version 3 2I667DBR4
    iTraxx Europe Senior Financials Series 14 Version 3 2I667DBS2
    iTraxx Europe Sub Financials Series 8 Version 3 2I667EBN1
    iTraxx Europe Sub Financials Series 9 Version 3 2I667EBO9
    iTraxx Europe Sub Financials Series 10 Version 3 2I667EBP6
    iTraxx Europe Sub Financials Series 11 Version 3 2I667EBQ4
    iTraxx Europe Sub Financials Series 12 Version 3 2I667EBR2
    iTraxx Europe Sub Financials Series 13 Version 3 2I667EBS0
    iTraxx Europe Sub Financials Series 14 Version 3 2I667EBT8

    Sep 19 2017
    Tranche Parameters and Roll Dates for Markit CDX and iTraxx Indices Confirmed

    Coupons, attachment/detachment levels and roll dates for tranches to be traded on the Markit CDX Series 29 and iTraxx Series 28 indices have been agreed by market participants as per the below tables. Please note there is no change in attachment/detachment points or coupons.

    Index Roll Date (Tranches)
    CDX.NA.IG.29 26-Sep-17
    CDX.NA.HY.29 03-Oct-17
    iTraxx Europe Series 28 26-Sep-17
    iTraxx Europe Crossover Series 28 28-Sep-17

    Index Tranche Coupon
    CDX.NA.IG.29 0 - 3 100
    CDX.NA.IG.29 3 - 7 100
    CDX.NA.IG.29 7 - 15 100
    CDX.NA.IG.29 15 - 100 100
    CDX.NA.HY.29 0 - 15 500
    CDX.NA.HY.29 15 - 25 500
    CDX.NA.HY.29 25 - 35 500
    CDX.NA.HY.29 35 - 100 500
    iTraxx Europe Series 28 0 - 3 100
    iTraxx Europe Series 28 3 - 6 100
    iTraxx Europe Series 28 6 - 12 100
    iTraxx Europe Series 28 12 - 100 100
    iTraxx Europe Crossover Series 28 0 - 10 500
    iTraxx Europe Crossover Series 28 10 - 20 500
    iTraxx Europe Crossover Series 28 20 - 35 500
    iTraxx Europe Crossover Series 28 35 - 100 500

    Sep 13 2017
    Markit iTraxx Japan Final Index Membership Series 28

    Please see below the Markit iTraxx Japan Final Index Membership Lists for Series 28.

    Sep 13 2017
    Markit iTraxx Europe Final Index Membership Series 28

    Please see below the Markit iTraxx Europe Final Index Membership Lists for Series 28.

    Sep 13 2017
    Markit iTraxx Australia Final Index Membership Series 28

    Please see below the Markit iTraxx Australia Final Index Membership Lists for Series 28.

    Sep 13 2017
    Markit iTraxx Asia ex-Japan Final Index Membership Series 28

    Please see below the Markit iTraxx Asia ex-Japan Final Index Membership Lists for Series 28.

    Sep 07 2017
    Markit iTraxx Europe UPDATED Provisional Index Membership Series 28

    Please see below the Markit iTraxx Europe UPDATED Provisional Index Membership Lists for Series 28.

    Sep 07 2017
    Markit iTraxx Australia Provisional Index Membership Series 28

    Please see below the Markit iTraxx Australia Provisional Index Membership Lists for Series 28.

    Sep 07 2017
    Markit iTraxx Japan Provisional Index Membership Series 28

    Please see below the Markit iTraxx Japan Provisional Index Membership Lists for Series 28.

    Sep 07 2017
    Markit iTraxx Asia ex-Japan Provisional Index Membership Series 28

    Please see below the Markit iTraxx Asia ex-Japan Provisional Index Membership Lists for Series 28.

    Aug 31 2017
    Markit iTraxx Series 28 RED Codes

    Index Name S27 Index RED S28 Index RED
    iTraxx Asia ex-Japan IG 4ABCAMAT3 4ABCAMAU0
    iTraxx Australia 2I668IBA9 2I668IBB7
    iTraxx Europe Crossover 2I667KFL7 2I667KFM5
    iTraxx Europe Non-Financial 2I667NBP6 2I667NBQ4
    iTraxx Europe Senior Financials 2I667DBA1 2I667DBL7
    iTraxx Europe 2I666VBP9 2I666VCA1
    iTraxx Europe Sub Financials 2I667EBB7 2I667EBM3
    iTraxx Japan 2I668HCA0 2I668HCB8

    Aug 07 2017
    New iTraxx European Index Versions: Banca Monte dei Paschi di Siena S.p.A Restructuring

    Following the confirmation of a Restructuring Credit Event for Banca Monte dei Paschi di Siena S.p.A by the ISDA Determinations Committee, new versions of all affected Markit iTraxx indices have been issued with an annex date of 7th August 2017. Below are the new indices along with their corresponding RED Index Codes:

    Index Name Index RED Code
    iTraxx Europe Series 8 Version 3 2I666VBQ7
    iTraxx Europe Series 9 Version 3 2I666VBR5
    iTraxx Europe Series 10 Version 3 2I666VBS3
    iTraxx Europe Series 11 Version 3 2I666VBT1
    iTraxx Europe Series 12 Version 3 2I666VBU8
    iTraxx Europe Series 13 Version 3 2I666VBV6
    iTraxx Europe Series 14 Version 3 2I666VBW4
    iTraxx Europe Series 15 Version 3 2I666VBX2
    iTraxx Europe Series 16 Version 2 2I666VBY0
    iTraxx Europe Series 17 Version 2 2I666VBZ7
    iTraxx Europe Senior Financials Series 8 Version 2 2I667DBB9
    iTraxx Europe Senior Financials Series 9 Version 2 2I667DBC7
    iTraxx Europe Senior Financials Series 10 Version 2 2I667DBD5
    iTraxx Europe Senior Financials Series 11 Version 2 2I667DBE3
    iTraxx Europe Senior Financials Series 12 Version 2 2I667DBF0
    iTraxx Europe Senior Financials Series 13 Version 2 2I667DBG8
    iTraxx Europe Senior Financials Series 14 Version 2 2I667DBH6
    iTraxx Europe Senior Financials Series 15 Version 2 2I667DBI4
    iTraxx Europe Senior Financials Series 16 Version 2 2I667DBJ2
    iTraxx Europe Senior Financials Series 17 Version 2 2I667DBK9
    iTraxx Europe Sub Financials Series 8 Version 2 2I667EBC5
    iTraxx Europe Sub Financials Series 9 Version 2 2I667EBD3
    iTraxx Europe Sub Financials Series 10 Version 2 2I667EBE1
    iTraxx Europe Sub Financials Series 11 Version 2 2I667EBF8
    iTraxx Europe Sub Financials Series 12 Version 2 2I667EBG6
    iTraxx Europe Sub Financials Series 13 Version 2 2I667EBH4
    iTraxx Europe Sub Financials Series 14 Version 2 2I667EBI2
    iTraxx Europe Sub Financials Series 15 Version 2 2I667EBJ0
    iTraxx Europe Sub Financials Series 16 Version 2 2I667EBK7
    iTraxx Europe Sub Financials Series 17 Version 2 2I667EBL5

    Jul 12 2017
    iTraxx Europe Rule Announcement

    For the September Roll into iTraxx Europe Series 28, IHS Markit will be including Swiss, UK and Dutch bank entities at HoldCo level given these have senior debt at HoldCo level outstanding. Regarding the inclusion of Senior Non-Preferred reference obligations, IHS Markit will continue to observe issuance and consult with the industry to potentially make changes for the March 2018 Roll.

    Jun 21 2017
    iTraxx Europe Rule Announcement

    Following consultation with market participants and the iTraxx Europe Advisory Committee, IHS Markit has decided that, subject to changes to market infrastructure (in particular clearing) being implemented in time, iTraxx Europe Series 28 will be issued in September 2017 under revised index rules.
    UK and Swiss banks will be included in the new index Series at HoldCo Level for the Senior and Subordinated Financial indices. For the remaining European jurisdictions from which banks are eligible for inclusion in the index, IHS Markit will continue to consult with the industry before confirming further changes to be implemented to the index rules for iTraxx Europe Series 28.

    Mar 14 2017
    Markit iTraxx Australia Final Index Membership Series 27

    Please see below the Markit iTraxx Australia Final Index Membership Lists for Series 27.

    Mar 14 2017
    Markit iTraxx Europe Final Index Membership Series 27

    Please see below the Markit iTraxx Europe Final Index Membership Lists for Series 27.

    Mar 14 2017
    Markit iTraxx Japan Final Index Membership Series 27

    Please see below the Markit iTraxx Japan Final Index Membership Lists for Series 27.
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