Jun 05 2018
    Restatement of the IHS Markit EUR Liquid Corporate 12.5 Index as of 8 May 2018

    Please note that the index levels for the IHS Markit EUR Liquid Corporate 12.5 Index have been restated as of 8 May 2018. The index levels have been updated on all platforms. For more information please contact us at mk-creditindices@ihsmarkit.com

    Mar 28 2018
    New iTraxx Asia ex- Japan Index Versions Published: Failure to Pay Credit Event on Noble Group Limited

    Following the confirmation of a Failure to Pay Credit Event for Noble Group Limited by the ISDA Determinations Committee, new versions of all affected Markit iTraxx Asia ex-Japan indices have been issued with an annex date of 27th March 2018. Below are the new indices along with their corresponding RED Index Codes
    Index Name Index RED Code
    iTraxx Asia ex-Japan IG Series Number 19 Version 2 4ABCAMAW6
    iTraxx Asia ex-Japan IG Series Number 20 Version 2 4ABCAMAX4
    iTraxx Asia ex-Japan IG Series Number 21 Version 2 4ABCAMAY2
    iTraxx Asia ex-Japan IG Series 22 Version 2 4ABCAMAZ9

    Mar 14 2018
    Markit iTraxx Australia Final Index Membership Series 29

    Please see below the Markit iTraxx Australia Final Index Membership Lists for Series 29.

    Mar 14 2018
    Markit iTraxx Japan Final Index Membership Series 29

    Please see below the Markit iTraxx Japan Final Index Membership Lists for Series 29.

    Mar 14 2018
    Markit iTraxx Asia ex-Japan Final Index Membership Series 29

    Please see below the Markit iTraxx Asia ex-Japan Final Index Membership Lists for Series 29.

    Mar 14 2018
    Markit iTraxx Europe Final Index Membership Series 29

    Please see below the Markit iTraxx Europe Final Index Membership Lists for Series 29.

    Mar 08 2018
    Markit iTraxx Japan Provisional Index Membership Series 29

    Please see below the Markit iTraxx Japan Provisional Index Membership Lists for Series 29.

    Mar 08 2018
    Markit iTraxx Europe Provisional Index Membership Series 29

    Please see below the Markit iTraxx Europe Provisional Index Membership Lists for Series 29.

    Mar 08 2018
    Markit iTraxx Asia ex-Japan Provisional Index Membership Series 29

    Please see below the Markit iTraxx Asia ex-Japan Provisional Index Membership Lists for Series 29.

    Mar 08 2018
    Markit iTraxx Australia Provisional Index Membership Series 29

    Please see below the Markit iTraxx Australia Provisional Index Membership Lists for Series 29.

    Mar 07 2018
    iTraxx Australia March 2018 Roll – Finalized Rules Published

    Following a review of the iTraxx Australia Index Rules, IHS Markit has today published new Index Rules for iTraxx Australia Series 29. As previously announced these new rules introduce an “Additional Entity List”, which will be used in addition to the DTCC Liquidity List to select a maximum of two of the largest Australian bond issuers that are currently not traded liquidly in the CDS market, for inclusion in the index.

    Mar 01 2018
    iTraxx Australia March 2018 Roll

    Ahead of the iTraxx Australia index roll we would like to advise market participants that we are currently considering changes to the constituent selection rules, in part as a result of feedback we have received suggesting that we need to ensure the index continues to be representative of the cash market in terms of issuance and sector weighting. We are therefore proposing the introduction of an “Additional Entity List”, which would be used in addition to the DTCC Liquidity List to select a maximum of two of the largest Australian bond issuers that are currently not traded liquidly in the CDS market. This Additional Entity List would have ranking criteria based on largest amount of publicly traded debt outstanding.

    We will publish our final decision in due course. If any market participants would like to provide feedback on the matter, please contact itraxxadvisory@ihsmarkit.com

    Mar 01 2018
    Markit iTraxx Series 29 RED Codes

    Index Name S28 Index RED S29 Index RED
    iTraxx Asia ex-Japan IG 4ABCAMAU0 4ABCAMAV8
    iTraxx Australia 2I668IBB7 2I668IBC5
    iTraxx Europe Crossover 2I667KFM5 2I667KFN3
    iTraxx Europe Non-Financial 2I667NBQ4 2I667NBR2
    iTraxx Europe Senior Financials 2I667DBL7 2I667DBT0
    iTraxx Europe 2I666VCA1 2I666VCI4
    iTraxx Europe Sub Financials 2I667EBM3 2I667EBU5
    iTraxx Japan 2I668HCB8 2I668HCC6

    Feb 06 2018
    iTraxx Europe Rule Announcement

    For iTraxx Europe Series 29, where French bank OpCos qualify for index inclusion, senior non-preferred reference obligations will be selected if available. For the remaining OpCo banks from other regions, IHS Markit will continue to observe issuance and regulatory clarifications ahead of the September index roll. IHS Markit will update the index rules to reflect these amendments in due course.

    Feb 01 2018
    iTraxx Europe Rule Announcement

    IHS Markit continues to review whether to include senior non-preferred reference obligations for iTraxx Europe Series 29 for the March 2018 Roll. If any market participants would like to provide feedback on the matter, please contact itraxxadvisory@ihsmarkit.com