Dec 11 2017
    UBS transfers the Administration of UBS Dynamic FX V10 Delta One Total Return Index (ticker: UDFXV10W) to IHS Markit

    Effective Friday 15 December 2017 UBS will transfer the Administration of the UBS Dynamic FX V10 Delta One Total Return Index (ticker: UDFXV10W) to IHS Markit Index Administration Services (“IAS”). IAS will act as the sole Administrator of the index and has developed its governance and control framework in accordance with the IOSCO Principles and the EU Benchmark Regulation.

    Should you have any questions, please contact us at support@markit.com.

    Dec 07 2017
    Feb 2018 Quarterly Forecast for Markit iBoxx ABF Pan-Asia Indices

    Dec 07 2017
    Feb 2018 Quarterly Forecast for Markit iBoxx Asia Ex-Japan Indices

    Dec 07 2017
    Halifax House Price Index - December 2017 Press Release

    Halifax House Price Index - December 2017 Press Release is now available

    Dec 01 2017
    Restatement of UBS Beta Family

    Restatement for the UBS Beta Family

    Kindly be advised that below indices have been restated for 29 November 2017 due to an update in an underlying price. Please refresh your index levels to ensure that you capture any adjustments observed.

    INDEX NAME INDEX FAMILY INDEX TICKER DATE PRIOR LEVEL NEW LEVEL
    UBS Global Timber Index UBS Beta MBCITM15 20171129 254.11 253.92


    For more information please contact us at support@markit.com.

    Dec 01 2017
    Updated List of Private Placements

    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

    Nov 30 2017
    IHS Markit to cease administration of the HSBC Super Ten index family on 01 December 2017

    As previously announced here, please be informed that IHS Markit will cease administration of the HSBC Super Ten index family on 01 December 2017 (for 30 November calculation date)

    Should you have any questions, please contact us at support@markit.com.

    Nov 30 2017
    Interpolation of OIS tenors (Spot, 1M, 2M, 3M, and 4M) for some UBS indices on 01 December 2017

    As previously announced here, Thomson Reuters has discontinued publication of the following OIS rates: 1W, 2W and 3W. As OIS rates are used to compute the discount factors for some UBS index families (DH, G10, LTA, MBFX, STARC, V24), IHS Markit has decided to determine discount factors by interpolating remaining tenors (Spot, 1M, 2M, 3M, and 4M).

    Please be informed that IHS Markit will implement the interpolation from 01 December 2017 (for 30 November calculation date) onwards.

    Should you have any questions, please contact us at support@markit.com.

    Nov 30 2017
    Termination of 33 HSBC indices on 05 January 2018

    Please be advised that IHS Markit Index Administration Services (“IAS”) intends to cease administration of 33 HSBC indices (the “Indices”) on 05 January 2018 (last calculation date).

    Family Number of Indices
    Single Currency 16
    SMART 15
    Dynamic FX 2

    A detailed list of Indices is provided in the attached file.

    IAS hereby gives four-week notice of its intention to cease administration of the Indices and invites stakeholders to raise objections or other comments as soon as possible (and in any case by Thursday 28 December 2017) via email to Index Administration Services at MK-IndexAdminConsultation@markit.com.

    For more information please contact us at support@markit.com.

    Nov 29 2017
    Upcoming rebalance: UBS EU Value 20 Index

    The UBS Europe Value 20 Index will be rebalanced after the close of 30th of November, 2017 based on the determination date of 29th of November, 2017:

    INDEX NAME INDEX FAMILY INDEX TICKER
    UBS Europe Value 20 Index BETA MBCIEV20

    For more information, please contact us at support@markit.com.

    Nov 28 2017
    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

    Nov 28 2017
    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

    Nov 27 2017
    Interpolation of OIS tenors (1M, 2M, 3M, and 4M) for some UBS indices

    Please be informed that Thomson Reuters has discontinued publication of the following OIS rates, which have been stale since 24 October 2017:

    RIC
    USD3WOIS=
    USD2WOIS=
    USDSWOIS=

    OIS rates are used by IHS Markit Index Administration Services (“IAS”) to compute the discount factors used in the daily determination of the following UBS index families:

    Index family Number of indices
    UBS DH 2
    UBS G10 5
    UBS LTA 3
    UBS MBFX 10
    UBS STARC 6
    UBS V24 2

    Use of stale rates has currently no impact on index levels.

    As impact might increase overtime, IAS intends to start determining discount factors by interpolating remaining tenors (USONFFE=, USD1MOIS=, USD2MOIS=, USD3MOIS= and USD4MOIS=) from 30 November 2017 onwards.

    Should you have any questions, please mail support@markit.com.

    Nov 22 2017
    Restatement for the UBS BRIC Rotator Family

    Restatement for the UBS BRIC Rotator Family

    Kindly be advised that below indices have been restated for 21 November 2017 due to an update in an underlying price. Please refresh your index levels to ensure that you capture any adjustments observed.

    INDEX NAME INDEX FAMILY INDEX TICKER DATE PRIOR LEVEL NEW LEVEL
    UBS BRIC Rotator Index CHF BRIC Rotator MBCIBRCH 20171121 630.61 632.59
    UBS BRIC Rotator Index EUR BRIC Rotator MBCIBREU 20171121 888.88 891.67


    For more information please contact us at support@markit.com.

    Nov 17 2017
    Change in publication precision for HSBC Dynamic 5 ETF index family

    Please be advised that IHS Markit Index Administration Services (“IAS”) has switched the publication precision for below mentioned indices from 2 decimal place to 4 decimal place in accordance with index manual. Index levels on BBG and TR shall be reflected up to 4 decimal place. Kindly refresh your levels to capture the updated levels.

    Index Family Index Name Ticker
    Dynamic 5 ETF HSBC Dynamic 5 ETF Total Return Index HSIED5UT
    Dynamic 5 ETF HSBC Dynamic 5 ETF Excess Return
    Index
    HSIED5UE

    Nov 17 2017
    New versions of Markit Indices issued due to Credit Event on the Bolivarian Republic of Venezuela

    Following the confirmation of a Failure to Pay credit event for the Bolivarian Republic of Venezuela by the ISDA Determinations Committee, new versions of all affected Markit CDX indices have been issued with an annex date of 17th November 2017. Below are the new indices along with their corresponding RED Index Code:
    New Index Index RED Code
    CDX.EM.10-V4 2I65BZCQ3
    CDX.EM.11-V4 2I65BZCR1
    CDX.EM.12-V4 2I65BZCS9
    CDX.EM.13-V4 2I65BZCT7
    CDX.EM.14-V4 2I65BZCU4
    CDX.EM.15-V4 2I65BZCV2
    CDX.EM.16-V4 2I65BZCW0
    CDX.EM.17-V4 2I65BZCX8
    CDX.EM.18-V4 2I65BZCY6
    CDX.EM.19-V4 2I65BZCZ3
    CDX.EM.20-V4 2I65BZDA7
    CDX.EM.21-V4 2I65BZDB5
    CDX.EM.22-V3 2I65BZDC3
    CDX.EM.23-V3 2I65BZDD1
    CDX.EM.24-V3 2I65BZDE9
    CDX.EM.25-V2 2I65BZDF6
    CDX.EM.26-V2 2I65BZDG4
    CDX.EM.27-V2 2I65BZDH2
    CDX.EM.28-V2 2I65BZDI0
    CDX.EM.8-V4 2I65BZCO8
    CDX.EM.9-V4 2I65BZCP5
    CDX.EM.DIVERSIFIED.10-V4 2165EKKQ1
    CDX.EM.DIVERSIFIED.11-V4 2165EKKR9
    CDX.EM.DIVERSIFIED.12-V4 2165EKKS7
    CDX.EM.DIVERSIFIED.6-V4 2165EKKM0
    CDX.EM.DIVERSIFIED.7-V4 2165EKKN8
    CDX.EM.DIVERSIFIED.8-V4 2165EKKO6
    CDX.EM.DIVERSIFIED.9-V4 2165EKKP3
    CDX.EM.ex-EU.18-V4 1D765JAD6
    iTraxx SovX Latin America Series 10 Version 3 4ABCAFAW1
    iTraxx SovX Latin America Series 11 Version 3 4ABCAFAX9
    iTraxx SovX Latin America Series 12 Version 2 4ABCAFAY7
    iTraxx SovX Latin America Series 5 Version 3 4ABCAFAR2
    iTraxx SovX Latin America Series 6 Version 3 4ABCAFAS0
    iTraxx SovX Latin America Series 7 Version 3 4ABCAFAT8
    iTraxx SovX Latin America Series 8 Version 3 4ABCAFAU5
    iTraxx SovX Latin America Series 9 Version 3 4ABCAFAV3

    Nov 17 2017
    New version of Markit CDX LatAm Corp issued due to Credit Event on Petroleos de Venezuela, S.A.

    Following the confirmation of a Failure to Pay credit event for Petroleos de Venezuela, S.A. by the ISDA Determinations Committee, a new version of Markit CDX LatAm Corp has been issued with an annex date of 17th November 2017. Below is the new index along with the corresponding RED Index Code:
    New Index Index RED Code
    CDX.LATAM.CORP.18-V5 1D764NAR7

    Nov 16 2017
    Restatement for the HSBC Momentum family

    Kindly be advised that below indices have been restated from 30 December, 2013 to 15 November, 2017 as per the attachment due to an amendment in methodology of the HSBC Momentum indices. Please refresh your index levels to ensure that you capture any adjustments observed.

    Index Ticker Index Name Index Family
    HSIEE1EE HSBC Europe Momentum Factor Extractor Excess Return Index (EUR) HSBC MOMENTUM
    HSIEE1ET HSBC Europe Momentum Factor Extractor Total Return Index (EUR) HSBC MOMENTUM
    HSIEE1UE HSBC Europe Momentum Factor Extractor Excess Return Index (USD) HSBC MOMENTUM
    HSIEE1UT HSBC Europe Momentum Factor Extractor Total Return Index (USD) HSBC MOMENTUM
    HSIEU1EE HSBC US Momentum Factor Extractor Excess HSBC MOMENTUM
    HSIEU1ET HSBC US Momentum Factor Extractor Total Return Index (EUR) HSBC MOMENTUM
    HSIEU1UE HSBC US Momentum Factor Extractor Excess Return Index (USD) HSBC MOMENTUM
    HSIEU1UT HSBC US Momentum Factor Extractor Total Return Index (USD) HSBC MOMENTUM


    For more information please contact us at support@markit.com

    Nov 10 2017
    Consultation on data point substitution for the UBS Dynamic Equity Risk Indicator (ticker: MLTADERI): implementation timeline

    Subsequent to the consultation on the data input substitution for the UBS Dynamic Equity Risk Indicator (ticker: MLTADERI), IHS Markit Index Administration Services will implement the substitution on 10 November 2017.

    Note that the change will be applicable to future index determinations from the implementation date onward only. The index history prior to this date will not be restated.

    Should you have any questions, please contact us at support@markit.com.


    Nov 10 2017
    LTA Index families: implementation of data input substitution

    Subsequent to the consultation on the data input substitution for the UBS LTA Index family, IHS Markit Index Administration Services will implement the substitution on 16 November 2017. As a result, the following indices will be used in the determination of the LTA Index family from 16 November onward:
    Index Family Index Name Ticker
    V24 UBS V24 Carry Total Return Index (EUR) UISFV24T
    G10 UBS G10 FX Carry Excess Return Index UISFG10E
    COVERED CALLS BW UBS American Buy-Write Index (EUR) UISEABW
    COVERED CALLS BW UBS Europe Buy-Write Index (EUR) UISEEBW

    Note that the substitution no longer applies to the UBS DSI family, which terminated on 20 October 2017 (see announcement here).

    Should you have any questions, please contact us at support@markit.com.

    Sep 13 2017
    Coupon for Markit CDX.NA.IG Indices

    Following are the coupons for all maturities and sub-indices of the Markit CDX.NA.IG indices that will roll on 20 September, 2017

    Index Fixed Coupon Rate (bps)
    Markit CDX.NA.IG 100
    Markit CDX.NA.IG.HVOL 100
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