Feb 21 2019
    Restatement of the Aberdeen Standard Investments Indices

    Kindly be advised that the Aberdeen Standard Investments Indices have been restated for 19 Feb 2019 to include corporate action information not available at the time of publication of the index levels. Refer to attached file for the index tickers and updated levels. Please refresh your index levels to ensure that you capture any adjustments observed.

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

    Feb 19 2019
    Launch of iBoxx USD Asia ex-Japan AT1 sub-index

    IHS Markit is pleased to announce the launch of iBoxx USD Asia ex-Japan AT1 sub-index as a part of the iBoxx USD Asia Benchmark family. The base date for the index is 31 Dec 2005.

    Index Identifiers:
    Index Name Version ISIN SEDOL
    iBoxx USD Asia ex-Japan AT1 CPI GB00BGFQNW71 BGFQNW7
    iBoxx USD Asia ex-Japan AT1 TRI GB00BGFQNX88 BGFQNX8

    On-going publication:
    Starting 1 March 2019, the index will be calculated and published via the FTP server in the standard iBoxx USD Asia Benchmark files. The new index will be published in the following files:
    File Type File Names Publication FTP folder for Publication
    Indices iboxx_usd_asia_eod_indices_YYYYMMDD.csv Daily /IBOXX_USD_ASIA/USD_ASIA_INDICES
    XREF iboxx_usd_asia_eom_xref_YYYYMM.csv Monthly /IBOXX_USD_ASIA/USD_ASIA_XREF

    The indices will also be published on the IHS Markit website.


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

    Feb 15 2019
    ISDA 2019 German Bank CDS Protocol - Index and Tranche Red Codes

    IHS Markit will be re-versioning iTraxx Europe and iTraxx Europe Senior Financials Index Series 22-30 to facilitate the processing of the ISDA 2019 German Bank CDS Protocol, with processing taking place over the weekend 9th march 2019. The re-versioned version 2 indices are expected to begin trading on Monday the 11th March 2019. The new index versions will include German Banks under the ISDA Transaction Type STANDARD EUROPEAN SENIOR NON PREFERRED FINANCIAL CORPORATE. Queries can be sent to MK-CreditIndices@ihsmarkit.com.


    Index REDCodes

    CURRENT INDEX RED CODE NEW INDEX NAME NEW INDEX REDCODE
    2I666VBC8 iTraxx Europe Series 22 Version 2 2I666VCK9
    2I666VBD6 iTraxx Europe Series 23 Version 2 2I666VCL7
    2I666VBE4 iTraxx Europe Series 24 Version 2 2I666VCM5
    2I666VBF1 iTraxx Europe Series 25 Version 2 2I666VCN3
    2I666VBO2 iTraxx Europe Series 26 Version 2 2I666VCO1
    2I666VBP9 iTraxx Europe Series 27 Version 2 2I666VCP8
    2I666VCA1 iTraxx Europe Series 28 Version 2 2I666VCQ6
    2I666VCI4 iTraxx Europe Series 29 Version 2 2I666VCR4
    2I666VCJ2 iTraxx Europe Series 30 Version 2 2I666VCS2
    2I667DAV6 iTraxx Europe Senior Financials Series 22 Version 2 2I667DBV5
    2I667DAW4 iTraxx Europe Senior Financials Series 23 Version 2 2I667DBW3
    2I667DAX2 iTraxx Europe Senior Financials Series 24 Version 2 2I667DBX1
    2I667DAY0 iTraxx Europe Senior Financials Series 25 Version 2 2I667DBY9
    2I667DAZ7 iTraxx Europe Senior Financials Series 26 Version 2 2I667DBZ6
    2I667DBA1 iTraxx Europe Senior Financials Series 27 Version 2 2I667DCA0
    2I667DBL7 iTraxx Europe Senior Financials Series 28 Version 2 2I667DCB8
    2I667DBT0 iTraxx Europe Senior Financials Series 29 Version 2 2I667DCC6
    2I667DBU7 iTraxx Europe Senior Financials Series 30 Version 2 2I667DCD4

    Tranche REDCodes


    CURRENT INDEX TRANCHE NAME CURRENT INDEX TRANCHE REDCode NEW INDEX TRANCHE NAME NEW INDEX TRANCHE REDCode
    iTraxx Europe Series 22 Version 1 10Y 0-3 2I666VAI9 iTraxx Europe Series 22 Version 2 10Y 0-3 2I666VAA0
    iTraxx Europe Series 22 Version 1 10Y 12-100 2I666VAJ0 iTraxx Europe Series 22 Version 2 10Y 12-100 2I666VAA1
    iTraxx Europe Series 22 Version 1 10Y 3-6 2I666VAJ1 iTraxx Europe Series 22 Version 2 10Y 3-6 2I666VAA2
    iTraxx Europe Series 22 Version 1 10Y 6-12 2I666VAJ2 iTraxx Europe Series 22 Version 2 10Y 6-12 2I666VAA4
    iTraxx Europe Series 22 Version 1 3Y 0-3 2I666VAJ3 iTraxx Europe Series 22 Version 2 3Y 0-3 2I666VAA5
    iTraxx Europe Series 22 Version 1 3Y 12-100 2I666VAJ5 iTraxx Europe Series 22 Version 2 3Y 12-100 2I666VAA6
    iTraxx Europe Series 22 Version 1 3Y 3-6 2I666VAJ6 iTraxx Europe Series 22 Version 2 3Y 3-6 2I666VAA7
    iTraxx Europe Series 22 Version 1 3Y 6-12 2I666VAJ7 iTraxx Europe Series 22 Version 2 3Y 6-12 2I666VAA8
    iTraxx Europe Series 22 Version 1 5Y 0-3 2I666VAJ8 iTraxx Europe Series 22 Version 2 5Y 0-3 2I666VAA9
    iTraxx Europe Series 22 Version 1 5Y 12-100 2I666VAJ9 iTraxx Europe Series 22 Version 2 5Y 12-100 2I666VAB0
    iTraxx Europe Series 22 Version 1 5Y 3-6 2I666VAK0 iTraxx Europe Series 22 Version 2 5Y 3-6 2I666VAB2
    iTraxx Europe Series 22 Version 1 5Y 6-12 2I666VAK2 iTraxx Europe Series 22 Version 2 5Y 6-12 2I666VAB3
    iTraxx Europe Series 22 Version 1 7Y 0-3 2I666VAK3 iTraxx Europe Series 22 Version 2 7Y 0-3 2I666VAB4
    iTraxx Europe Series 22 Version 1 7Y 12-100 2I666VAK4 iTraxx Europe Series 22 Version 2 7Y 12-100 2I666VAB5
    iTraxx Europe Series 22 Version 1 7Y 3-6 2I666VAK5 iTraxx Europe Series 22 Version 2 7Y 3-6 2I666VAB6
    iTraxx Europe Series 22 Version 1 7Y 6-12 2I666VAK6 iTraxx Europe Series 22 Version 2 7Y 6-12 2I666VAB7
    iTraxx Europe Series 24 Version 1 10Y 0-3 2I666VAK7 iTraxx Europe Series 24 Version 2 10Y 0-3 2I666VAB8
    iTraxx Europe Series 24 Version 1 10Y 12-100 2I666VAK8 iTraxx Europe Series 24 Version 2 10Y 12-100 2I666VAB9
    iTraxx Europe Series 24 Version 1 10Y 3-6 2I666VAK9 iTraxx Europe Series 24 Version 2 10Y 3-6 2I666VAC0
    iTraxx Europe Series 24 Version 1 10Y 6-12 2I666VAL0 iTraxx Europe Series 24 Version 2 10Y 6-12 2I666VAC1
    iTraxx Europe Series 24 Version 1 3Y 0-3 2I666VAL1 iTraxx Europe Series 24 Version 2 3Y 0-3 2I666VAC2
    iTraxx Europe Series 24 Version 1 3Y 12-100 2I666VAL2 iTraxx Europe Series 24 Version 2 3Y 12-100 2I666VAC3
    iTraxx Europe Series 24 Version 1 3Y 3-6 2I666VAL3 iTraxx Europe Series 24 Version 2 3Y 3-6 2I666VAC4
    iTraxx Europe Series 24 Version 1 3Y 6-12 2I666VAL4 iTraxx Europe Series 24 Version 2 3Y 6-12 2I666VAC5
    iTraxx Europe Series 24 Version 1 5Y 0-3 2I666VAL5 iTraxx Europe Series 24 Version 2 5Y 0-3 2I666VAC6
    iTraxx Europe Series 24 Version 1 5Y 12-100 2I666VAL6 iTraxx Europe Series 24 Version 2 5Y 12-100 2I666VAC7
    iTraxx Europe Series 24 Version 1 5Y 3-6 2I666VAL7 iTraxx Europe Series 24 Version 2 5Y 3-6 2I666VAC8
    iTraxx Europe Series 24 Version 1 5Y 6-12 2I666VAL8 iTraxx Europe Series 24 Version 2 5Y 6-12 2I666VAD0
    iTraxx Europe Series 24 Version 1 7Y 0-3 2I666VAM0 iTraxx Europe Series 24 Version 2 7Y 0-3 2I666VAD1
    iTraxx Europe Series 24 Version 1 7Y 12-100 2I666VAM1 iTraxx Europe Series 24 Version 2 7Y 12-100 2I666VAD2
    iTraxx Europe Series 24 Version 1 7Y 3-6 2I666VAM2 iTraxx Europe Series 24 Version 2 7Y 3-6 2I666VAD3
    iTraxx Europe Series 24 Version 1 7Y 6-12 2I666VAM3 iTraxx Europe Series 24 Version 2 7Y 6-12 2I666VAD4
    iTraxx Europe Series 26 Version 1 10Y 0-3 2I666VAM4 iTraxx Europe Series 26 Version 2 10Y 0-3 2I666VAD5
    iTraxx Europe Series 26 Version 1 10Y 12-100 2I666VAM5 iTraxx Europe Series 26 Version 2 10Y 12-100 2I666VAD6
    iTraxx Europe Series 26 Version 1 10Y 3-6 2I666VAM6 iTraxx Europe Series 26 Version 2 10Y 3-6 2I666VAD8
    iTraxx Europe Series 26 Version 1 10Y 6-12 2I666VAM8 iTraxx Europe Series 26 Version 2 10Y 6-12 2I666VAD9
    iTraxx Europe Series 26 Version 1 3Y 0-3 2I666VAM9 iTraxx Europe Series 26 Version 2 3Y 0-3 2I666VAE0
    iTraxx Europe Series 26 Version 1 3Y 12-100 2I666VAN0 iTraxx Europe Series 26 Version 2 3Y 12-100 2I666VAE1
    iTraxx Europe Series 26 Version 1 3Y 3-6 2I666VAN1 iTraxx Europe Series 26 Version 2 3Y 3-6 2I666VAE2
    iTraxx Europe Series 26 Version 1 3Y 6-12 2I666VAN2 iTraxx Europe Series 26 Version 2 3Y 6-12 2I666VAE3
    iTraxx Europe Series 26 Version 1 5Y 0-3 2I666VAN3 iTraxx Europe Series 26 Version 2 5Y 0-3 2I666VAE4
    iTraxx Europe Series 26 Version 1 5Y 12-100 2I666VAN4 iTraxx Europe Series 26 Version 2 5Y 12-100 2I666VAE6
    iTraxx Europe Series 26 Version 1 5Y 3-6 2I666VAN6 iTraxx Europe Series 26 Version 2 5Y 3-6 2I666VAE7
    iTraxx Europe Series 26 Version 1 5Y 6-12 2I666VAN7 iTraxx Europe Series 26 Version 2 5Y 6-12 2I666VAE8
    iTraxx Europe Series 26 Version 1 7Y 0-3 2I666VAN8 iTraxx Europe Series 26 Version 2 7Y 0-3 2I666VAE9
    iTraxx Europe Series 26 Version 1 7Y 12-100 2I666VAN9 iTraxx Europe Series 26 Version 2 7Y 12-100 2I666VAF0
    iTraxx Europe Series 26 Version 1 7Y 3-6 2I666VAO0 iTraxx Europe Series 26 Version 2 7Y 3-6 2I666VAF1
    iTraxx Europe Series 26 Version 1 7Y 6-12 2I666VAO1 iTraxx Europe Series 26 Version 2 7Y 6-12 2I666VAF3
    iTraxx Europe Series 28 Version 1 10Y 0-3 2I666VAO2 iTraxx Europe Series 28 Version 2 10Y 0-3 2I666VAF4
    iTraxx Europe Series 28 Version 1 10Y 12-100 2I666VAO4 iTraxx Europe Series 28 Version 2 10Y 12-100 2I666VAF5
    iTraxx Europe Series 28 Version 1 10Y 3-6 2I666VAO5 iTraxx Europe Series 28 Version 2 10Y 3-6 2I666VAF6
    iTraxx Europe Series 28 Version 1 10Y 6-12 2I666VAO6 iTraxx Europe Series 28 Version 2 10Y 6-12 2I666VAF7
    iTraxx Europe Series 28 Version 1 3Y 0-3 2I666VAO7 iTraxx Europe Series 28 Version 2 3Y 0-3 2I666VAF8
    iTraxx Europe Series 28 Version 1 3Y 12-100 2I666VAO8 iTraxx Europe Series 28 Version 2 3Y 12-100 2I666VAF9
    iTraxx Europe Series 28 Version 1 3Y 3-6 2I666VAO9 iTraxx Europe Series 28 Version 2 3Y 3-6 2I666VAG1
    iTraxx Europe Series 28 Version 1 3Y 6-12 2I666VAP1 iTraxx Europe Series 28 Version 2 3Y 6-12 2I666VAG2
    iTraxx Europe Series 28 Version 1 5Y 0-3 2I666VAP2 iTraxx Europe Series 28 Version 2 5Y 0-3 2I666VAG3
    iTraxx Europe Series 28 Version 1 5Y 12-100 2I666VAP3 iTraxx Europe Series 28 Version 2 5Y 12-100 2I666VAG4
    iTraxx Europe Series 28 Version 1 5Y 3-6 2I666VAP4 iTraxx Europe Series 28 Version 2 5Y 3-6 2I666VAG5
    iTraxx Europe Series 28 Version 1 5Y 6-12 2I666VAP5 iTraxx Europe Series 28 Version 2 5Y 6-12 2I666VAG6
    iTraxx Europe Series 28 Version 1 7Y 0-3 2I666VAP6 iTraxx Europe Series 28 Version 2 7Y 0-3 2I666VAG7
    iTraxx Europe Series 28 Version 1 7Y 12-100 2I666VAP7 iTraxx Europe Series 28 Version 2 7Y 12-100 2I666VAG8
    iTraxx Europe Series 28 Version 1 7Y 3-6 2I666VAP8 iTraxx Europe Series 28 Version 2 7Y 3-6 2I666VAG9
    iTraxx Europe Series 28 Version 1 7Y 6-12 2I666VAP9 iTraxx Europe Series 28 Version 2 7Y 6-12 2I666VAH0
    iTraxx Europe Series 30 Version 1 10Y 0-3 2I666VAQ0 iTraxx Europe Series 30 Version 2 10Y 0-3 2I666VAH1
    iTraxx Europe Series 30 Version 1 10Y 12-100 2I666VAQ1 iTraxx Europe Series 30 Version 2 10Y 12-100 2I666VAH2
    iTraxx Europe Series 30 Version 1 10Y 3-6 2I666VAQ2 iTraxx Europe Series 30 Version 2 10Y 3-6 2I666VAH3
    iTraxx Europe Series 30 Version 1 10Y 6-12 2I666VAQ3 iTraxx Europe Series 30 Version 2 10Y 6-12 2I666VAH4
    iTraxx Europe Series 30 Version 1 3Y 0-3 2I666VAQ4 iTraxx Europe Series 30 Version 2 3Y 0-3 2I666VAH5
    iTraxx Europe Series 30 Version 1 3Y 12-100 2I666VAQ5 iTraxx Europe Series 30 Version 2 3Y 12-100 2I666VAH6
    iTraxx Europe Series 30 Version 1 3Y 3-6 2I666VAQ6 iTraxx Europe Series 30 Version 2 3Y 3-6 2I666VAH7
    iTraxx Europe Series 30 Version 1 3Y 6-12 2I666VAQ7 iTraxx Europe Series 30 Version 2 3Y 6-12 2I666VAH9
    iTraxx Europe Series 30 Version 1 5Y 0-3 2I666VAQ9 iTraxx Europe Series 30 Version 2 5Y 0-3 2I666VAI0
    iTraxx Europe Series 30 Version 1 5Y 12-100 2I666VAR0 iTraxx Europe Series 30 Version 2 5Y 12-100 2I666VAI1
    iTraxx Europe Series 30 Version 1 5Y 3-6 2I666VAR1 iTraxx Europe Series 30 Version 2 5Y 3-6 2I666VAI2
    iTraxx Europe Series 30 Version 1 5Y 6-12 2I666VAR2 iTraxx Europe Series 30 Version 2 5Y 6-12 2I666VAI3
    iTraxx Europe Series 30 Version 1 7Y 0-3 2I666VAR3 iTraxx Europe Series 30 Version 2 7Y 0-3 2I666VAI4
    iTraxx Europe Series 30 Version 1 7Y 12-100 2I666VAR4 iTraxx Europe Series 30 Version 2 7Y 12-100 2I666VAI5
    iTraxx Europe Series 30 Version 1 7Y 3-6 2I666VAR5 iTraxx Europe Series 30 Version 2 7Y 3-6 2I666VAI7
    iTraxx Europe Series 30 Version 1 7Y 6-12 2I666VAR7 iTraxx Europe Series 30 Version 2 7Y 6-12 2I666VAI8

    Feb 14 2019
    Rebalance of the AQR-UBS Style Premia Global Equity Indices

    Please be advised that IHS Markit Benchmark Administration Limited (“IHSMBAL”) is implementing the rebalance of the below AQR-UBS Style Premia Global Equity Indices based on the weight determination provided by AQR Capital Management L.L.C.

    INDEX TICKER INDEX NAME
    UISEAGLT AQR-UBS Style Premia Global Equity Index Long Only Total Return (USD)
    UISEAGLE AQR-UBS Style Premia Global Equity Index Long Only Excess Return (USD)
    UISEAGHE AQR-UBS Style Premia Global Equity Index Benchmark-hedged Excess Return (USD)

    The rebalance will be implemented over three relevant trading days on 15 February 2019, 19 February 2019 and 20 February 2019.

    Should you have any questions or would like to request rebalance information, please contact us at support@ihsmarkit.com.

    Feb 14 2019
    Announcement of CDX.EM Rule Changes

    IHS Markit will implement changes to the CDX Emerging Markets Index rules, to be applied starting with CDX Emerging Markets Series 31 in March 2019.

    The key changes include the following:

    1) Gulf Cooperation Council (GCC) countries to be classified as emerging markets. GCC countries that would be eligible for inclusion are Bahrain, Kuwait, Oman, Qatar, Saudi Arabia and the United Arab Emirates.
    2) Constituent weights to be subject to a maximum weight of 13%.

    For further information, please contact indices@ihsmarkit.com.

    Feb 08 2019
    Restatement of the UBS MAP Index

    Kindly be advised that the below indices have been restated for below dates after an update to the holiday calendar. Please refresh your index level to ensure that you capture any adjustments observed.

    Index Ticker Index Name Index Family Date Prior Level New Level
    MLTAUMAP UBS Multi Asset Portfolio T5 Total Return USD Index UBS MAP 22-Jan-19 255.29 255.30
    MLTAUMAP UBS Multi Asset Portfolio T5 Total Return USD Index UBS MAP 24-Jan-19 256.59 256.60
    MLTAMAP UBS Multi Asset Portfolio T5 Total Return USD Index UBS MAP 23-Jan-19 195.34 195.35
    MLTAEMAP UBS Multi Asset Portfolio T5 Total Return Euro Index UBS MAP 22-Jan-19 219.40 219.41
    MLTAEMAP UBS Multi Asset Portfolio T5 Total Return Euro Index UBS MAP 6-Feb-19 223.47 223.46
    MLTAMAE UBS Multi Asset Portfolio T5 Excess Return Euro Index UBS MAP 1-Feb-19 177.51 177.50

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

    Feb 07 2019
    Consultation: Methodology change for the iBoxx USD FRN Investment Grade Corporates 100 Index

    IHS Markit is conducting a consultation regarding potential methodology changes to the iBoxx USD FRN Investment Grade Corporates 100 Index. Clients and other stakeholders are invited to review the consultation document and provide feedback on the proposed changes.


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

    Feb 07 2019
    Halifax House Price Index - February 2019 Press Release

    Halifax House Price Index - February 2019 Press Release is now available

    Feb 07 2019
    Rebalance of the HSBC Optimised GEM index

    The HSBC Optimised GEM index family will be rebalanced after the close of 7th February, 2019 based on the determination date of 31st January, 2019:

    INDEX TICKER INDEX NAME
    HSIXGEMP HSBC Optimised GEM Price Return Index
    HSIXGEMT HSBC Optimised GEM Total Return Index

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

    Feb 06 2019
    Launch of Forward files for iBoxx EUR and GBP Overall indices

    IHS Markit is pleased to announce the launch of Forward files for the iBoxx EUR Overall and iBoxx GBP Overall indices. The Forward files contain prices and detailed analytics for upcoming composition of both benchmark indices and supplement the existing preview files. The new files will be published on our FTP server starting ten business days before month-end in the following folders:

    iBoxx € Overall index Forward file - DE0009682716 (QW7A)

    IBOXX_EUR\EUR_EOD_FORWARDS\iboxx_eur_eod_forwards_yyyymmdd.csv

    iBoxx £ Overall index Forward file - DE0007931974 (IXBB)

    IBOXX_GBP\GBP_EOD_FORWARDS\iboxx_gbp_eod_forwards_yyyymmdd.csv


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

    Feb 05 2019
    Restatement of the UBS MAP Index

    Kindly be advised that the below index has been restated for mentioned dates, due to a change in an underlying input. Please refresh your index level to ensure that you capture any adjustments observed.

    Index Ticker Index Name Index Family Date Prior Level New Level
    MLTAJMPA UBS Multi Asset Portfolio Japan Alpha Total Return Index UBS MAP 20190204 174.38 174.37
    MLTAJMPA UBS Multi Asset Portfolio Japan Alpha Total Return Index UBS MAP 20190122 172.08 172.09
    MLTAJMPA UBS Multi Asset Portfolio Japan Alpha Total Return Index UBS MAP 20190123 172.12 172.13
    MLTAJMPA UBS Multi Asset Portfolio Japan Alpha Total Return Index UBS MAP 20190124 172.83 172.84

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

    Feb 01 2019
    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 31 2019
    Restatement of the UBS G10 Index

    Kindly be advised that the below indices have been restated for 30 January 2019, due to a change in an underlying input. Please refresh your index levels to ensure that you capture any adjustments observed.

    Index Ticker Index Name Index Family Date Prior Levels New Levels
    UISFG10T UBS G10 FX Total Carry Index UBS G10 20190130 90.4727 90.4740
    UISFG10E UBS G10 FX Carry Index - Excess Return UBS G10 20190130 95.8325 95.8339

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

    Jan 25 2019
    Credit Event on Parker Drilling Company for UBS CDS/Itraxx family

    As previously announced here the settlement for the credit event on Parker Drilling Company took place on 23 January 2019 and the affected UBS indices were reversioned on 24 January 2019.

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

    Jan 24 2019
    CMBX Series 12 Updated Roll Date

    Due to recent industry feedback, the upcoming CMBX Series 12 index will now roll on 29 January 2019.

    For further information, please contact indices@ihsmarkit.com.

    Jan 23 2019
    Credit Event on Sears Roebuck Acceptance Corp. for UBS CDX/Itraxx family

    As previously announced here the settlement for the credit event on Sears Roebuck Accep. Corp took place on 17 January 2019 and the affected UBS indices were reversioned on 18 January 2019.

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

    Jan 23 2019
    CMBX Series 12 Updated Final Composition

    Due to recent industry feedback, the following are the updated finalized deals and bonds to be included in the upcoming CMBX Series 12 index that will roll on 29 January 2019. The BMARK 2018-B1, BMARK 2018-B2 and BMARK 2018-B3 deals shown in the prior list are removed while the CGCMT 2018-C5, CGCMT 2018-C6 and BMARK 2018-B7 deals are added.

    For further information, please contact indices@ihsmarkit.com.

    Jan 22 2019
    Restatement of the AQR-UBS Style Premia Global Equity indices

    Kindly be advised that the below indices have been restated for 21 January 2019 after an update to the holiday calendar. Please refresh your index levels to ensure that you capture any adjustments observed.

    Index Ticker Index Name
    UISEAGLT AQR-UBS Style Premia Global Equity Index Long Only Total Return (USD)
    UISEAGLE AQR-UBS Style Premia Global Equity Index Long Only Excess Return (USD)
    UISEAGHE AQR-UBS Style Premia Global Equity Index Benchmark-hedged Excess Return (USD)
    UISEAGH5 AQR-UBS Style Premia Global Equity Index Benchmark-hedged T5 Excess Return (USD)

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

    Jan 18 2019
    CMBX Series 12 Static Data

    Following are the static data for the upcoming CMBX Series 12 index that will roll on 25 January 2019.

    Index Name CMBX.NA.AAA.12 CMBX.NA.AS.12 CMBX.NA.AA.12 CMBX.NA.A.12 CMBX.NA.BBB-.12 CMBX.NA.BB.12
    Reference Entity CMBX.NA.AAA.12 CMBX.NA.AS.12 CMBX.NA.AA.12 CMBX.NA.A.12 CMBX.NA.BBB-.12 CMBX.NA.BB.12
    Index CMBX-AAA CMBX-AS CMBX-AA CMBX-A CMBX-BBB- CMBX-BB
    Series 12 12 12 12 12 12
    Markit Family CMBX CMBX CMBX CMBX CMBX CMBX
    REDs Num 137BENAL0 137BETAG8 137BEPAL5 137BEOAL8 137BERAL1 137BEMAK4
    Coupon 50 100 150 200 300 500
    Currency USD USD USD USD USD USD
    Annex Date 1/25/2019 1/25/2019 1/25/2019 1/25/2019 1/25/2019 1/25/2019
    Maturity Date 8/17/2061 8/17/2061 8/17/2061 8/17/2061 8/17/2061 8/17/2061
    Initial Factor 1 1 1 1 1 1
    Effective Date 1/25/2019 1/25/2019 1/25/2019 1/25/2019 1/25/2019 1/25/2019
    Payment First Date 2/25/2019 2/25/2019 2/25/2019 2/25/2019 2/25/2019 2/25/2019
    Frequency 1 Month 1 Month 1 Month 1 Month 1 Month 1 Month
    Short Stub N N N N N N

    Jan 18 2019
    CMBX Series 12 Final Composition

    Following are the finalized deals and bonds to be included in the upcoming CMBX Series 12 index that will roll on 25 January 2019.

    For further information, please contact indices@ihsmarkit.com.
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