Sep 24 2018
    Restatement of the Aberdeen Standard Investments Index

    Kindly be advised that the below indices have been restated for 20 and 21 September 2018 to incorporate a late announced corporate action. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker IndexName IndexFamily
    AMBAEUEU Aberdeen Standard SMARTER Beta (TM) Diversified Multifactor Europe ex UK Equity Index TR (EUR) Aberdeen
    AMBAEUUS Aberdeen Standard SMARTER Beta (TM) Diversified Multifactor Europe ex UK Equity Index TR (USD) Aberdeen
    AMHDEUEU Aberdeen Standard SMARTER Beta (TM) High Dividend Multifactor Europe ex UK Equity Index TR (EUR) Aberdeen
    AMHDEUUS Aberdeen Standard SMARTER Beta (TM) High Dividend Multifactor Europe ex UK Equity Index TR (USD) Aberdeen
    AMMOEUEU Aberdeen Standard SMARTER Beta (TM) Momentum Europe ex UK Equity Index TR (EUR) Aberdeen
    AMMOEUUS Aberdeen Standard SMARTER Beta (TM) Momentum Europe ex UK Equity Index TR (USD) Aberdeen
    AMQUEUEU Aberdeen Standard SMARTER Beta (TM) Quality Europe ex UK Equity Index TR (EUR) Aberdeen
    AMQUEUUS Aberdeen Standard SMARTER Beta (TM) Quality Europe ex UK Equity Index TR (USD) Aberdeen
    AMSSEUEU Aberdeen Standard SMARTER Beta (TM) Small Size Europe ex UK Equity Index TR (EUR) Aberdeen
    AMSSEUUS Aberdeen Standard SMARTER Beta (TM) Small Size Europe ex UK Equity Index TR (USD) Aberdeen

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

    Sep 21 2018
    Agenda of the iBoxx Annual USD Loans Index Review 2018

    Please find the agenda of the 2018 iBoxx Annual USD Loans Index Review below.

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

    Sep 21 2018
    Restatement of the Aberdeen Standard Investments Index

    Kindly be advised that the below indices have been restated due to the incorrect application of corporate actions. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family
    AMESDMEU Aberdeen Standard SMARTER Beta (TM) ESG Multifactor Developed Markets Equity Index TR (EUR) Aberdeen
    AMESDMGB Aberdeen Standard SMARTER Beta (TM) ESG Multifactor Developed Markets Equity Index TR (GBP) Aberdeen
    AMESDMUS Aberdeen Standard SMARTER Beta (TM) ESG Multifactor Developed Markets Equity Index TR (USD) Aberdeen
    AMESEUEU Aberdeen Standard SMARTER Beta (TM) ESG Multifactor Europe ex UK Equity Index TR (EUR) Aberdeen
    AMESEUUS Aberdeen Standard SMARTER Beta (TM) ESG Multifactor Europe ex UK Equity Index TR (USD) Aberdeen
    AMESGLAD Aberdeen Standard SMARTER Beta (TM) ESG Multifactor Global Equity Index TR (AUD) Aberdeen
    AMESGLEU Aberdeen Standard SMARTER Beta (TM) ESG Multifactor Global Equity Index TR (EUR) Aberdeen
    AMESGLGB Aberdeen Standard SMARTER Beta (TM) ESG Multifactor Global Equity Index TR (GBP) Aberdeen
    AMESGLUS Aberdeen Standard SMARTER Beta (TM) ESG Multifactor Global Equity Index TR (USD) Aberdeen

    Additionally, the index currency for the below Aberdeen Standard Investments Index has been corrected.

    Index Ticker Index Name
    AMESEUEU Aberdeen Standard SMARTER Beta (TM) ESG Multifactor Europe ex UK Equity Index TR (EUR)


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

    Sep 21 2018
    iTraxx Asia ex-Japan Announcement

    For iTraxx Asia ex-Japan Series 30, DBS Bank Ltd. is included in the index annex with the Senior reference obligation (ISIN: XS1167295630, Maturity: 14-Jan-2020, Coupon: Float). Therefore, trades on iTraxx Asia ex-Japan Series 30 will reference this Senior reference obligation.

    Sep 20 2018
    List of Constituents for Sub-indices of Markit CDX.NA.HY

    Following is the expected composition of the Markit CDX.NA.HY.B.31 and Markit CDX.NA.HY.BB.31 sub-indices. Please note that these lists remain provisional till publication of the final annexes for the indices.
    Markit CDX.NA.HY.B.31 Markit CDX.NA.HY.BB.31
    ADVANCED MICRO DEVICES, INC. ALLY FINANCIAL INC.
    AK STEEL CORPORATION AMERICAN AIRLINES GROUP INC.
    AVON PRODUCTS, INC. AMERICAN AXLE & MANUFACTURING, INC.
    BAUSCH HEALTH COMPANIES INC. AMKOR TECHNOLOGY, INC.
    BEAZER HOMES USA, INC. ARAMARK SERVICES, INC.
    BOMBARDIER INC. ARCONIC INC.
    BOYD GAMING CORPORATION ASHLAND LLC
    CALPINE CORPORATION AVIS BUDGET GROUP, INC.
    CHESAPEAKE ENERGY CORPORATION BALL CORPORATION
    CSC HOLDINGS, LLC CCO HOLDINGS, LLC
    DIAMOND OFFSHORE DRILLING, INC. CENTURYLINK, INC.
    DISH DBS CORPORATION CIT GROUP INC.
    FRONTIER COMMUNICATIONS CORPORATION DAVITA INC.
    GENWORTH HOLDINGS, INC. DELL INC.
    J. C. PENNEY COMPANY, INC. ENERGY TRANSFER EQUITY, L.P.
    NEW ALBERTSONS L.P. EQUINIX, INC.
    R.R. DONNELLEY & SONS COMPANY FIRST DATA CORPORATION
    RITE AID CORPORATION FREEPORT-MCMORAN INC.
    SAFEWAY INC. HCA INC.
    SPRINGLEAF FINANCE CORPORATION HD SUPPLY, INC.
    SPRINT COMMUNICATIONS, INC. HUNTSMAN INTERNATIONAL LLC
    STAPLES, INC. ISTAR INC.
    SUPERVALU INC. KB HOME
    TALEN ENERGY SUPPLY, LLC L BRANDS, INC.
    TENET HEALTHCARE CORPORATION LENNAR CORPORATION
    TESLA, INC. LIBERTY INTERACTIVE LLC
    THE HERTZ CORPORATION M.D.C. HOLDINGS, INC.
    TRANSDIGM INC. MBIA INC.
    TRANSOCEAN INC. MGIC INVESTMENT CORPORATION
    UNISYS CORPORATION MGM RESORTS INTERNATIONAL
    UNITED STATES STEEL CORPORATION MURPHY OIL CORPORATION
    UNIVISION COMMUNICATIONS INC. NABORS INDUSTRIES, INC.
    WEATHERFORD INTERNATIONAL LTD. NAVIENT CORPORATION
    WHITING PETROLEUM CORPORATION NOVA CHEMICALS CORPORATION
    NRG ENERGY, INC.
    OLIN CORPORATION
    PITNEY BOWES INC.
    POLYONE CORPORATION
    PULTEGROUP, INC.
    RADIAN GROUP INC.
    SABRE HOLDINGS CORPORATION
    SANMINA CORPORATION
    SEALED AIR CORPORATION
    TARGA RESOURCES PARTNERS LP
    TECK RESOURCES LIMITED
    TEGNA INC.
    THE ADT CORPORATION
    THE AES CORPORATION
    THE GAP, INC.
    T-MOBILE USA, INC.
    TOLL BROTHERS, INC.
    UNITED CONTINENTAL HOLDINGS, INC.
    UNITED RENTALS (NORTH AMERICA), INC.
    UNIVERSAL HEALTH SERVICES, INC.
    VISTRA ENERGY CORP.
    YUM! BRANDS, INC.

    Sep 20 2018
    Tranche Parameters and Roll Dates for IHS Markit CDX and iTraxx Indices Confirmed

    Coupons, attachment/detachment levels and roll dates for tranches to be traded on the CDX Series 31 and iTraxx Series 30 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.31 25-Sep-18
    CDX.NA.HY.31 02-Oct-18
    iTraxx Europe Series 30 25-Sep-18
    iTraxx Europe Crossover Series 30 25-Sep-18


    Index Tranche Coupon
    CDX.NA.IG.31 0 - 3 100
    CDX.NA.IG.31 3 - 7 100
    CDX.NA.IG.31 7 - 15 100
    CDX.NA.IG.31 15 - 100 100
    CDX.NA.HY.31 0 - 15 500
    CDX.NA.HY.31 15 - 25 500
    CDX.NA.HY.31 25 - 35 500
    CDX.NA.HY.31 35 - 100 500
    iTraxx Europe Series 30 0 - 3 100
    iTraxx Europe Series 30 3 - 6 100
    iTraxx Europe Series 30 6 - 12 100
    iTraxx Europe Series 30 12 - 100 100
    iTraxx Europe Crossover Series 30 0 - 10 500
    iTraxx Europe Crossover Series 30 10 - 20 500
    iTraxx Europe Crossover Series 30 20 - 35 500
    iTraxx Europe Crossover Series 30 35 - 100 500

    Sep 20 2018
    Coupons for Markit CDX.HY Indices

    Following are the coupons for all maturities and sub-indices of the Markit CDX.NA.HY indices that will roll on 27 September, 2018.
    Index Fixed Coupon Rate (bps)
    Markit CDX.NA.HY.31 500
    Markit CDX.NA.HY.B.31 500
    Markit CDX.NA.HY.BB.31 500

    Sep 20 2018
    Rebalance of the AQR-UBS Style Premia Global Equity Indices

    Please be advised that IHS Markit Index Administration Services 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 21 September 2018, 26 September 2018 and 27 September 2018.

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

    Sep 19 2018
    Updated Markit CDX HY 31 Reference Obligations

    The reference obligations that will be included in the upcoming Markit CDX.NA.HY.31 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Sep 19 2018
    Restatement of the UBS Beta Family

    Kindly be advised that below indices have been restated for 18 September 2018 due to an update to an underlying data point. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family Date Prior Level New Level
    MBCIGQDC UBS Global Quality Dividend Payers Net Total Return (CHF) UBS Beta 20180918 283.01 282.99
    MBCIGQDP UBS Global Quality Dividend Payers Net Total Return (EUR) UBS Beta 20180918 404.74 404.72
    MBCIGQDU UBS Global Quality Dividend Payers Net Total Return (USD) UBS Beta 20180918 356.86 356.84

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

    Sep 19 2018
    Restatement of the UBS Indicator family

    Kindly be advised that below indices have been restated for 18 September 2018 due to update in the underlying data points. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family Date Prior Level New Level
    UISFFXVF UBS FX Volatility Filter UBS Indicator 20180918 -0.6628 -0.6573

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

    Sep 19 2018
    Launch Notification: iBoxx Global Sovereign Indices

    IHS Markit is pleased to announce the launch of 42 new indices as part of the iBoxx Global Sovereigns Index family.

    Index Identifiers – Please refer to the attachment (Identifiers List) for the new Index Identifiers and Index Base Dates.

    On-going publication

    FTP Server: Starting 18 September 2018, the indices will be calculated and published through the FTP server. Please refer to the attachment (FTP Publication) for the folder path and file name details.
    IHS Markit Website: These indices are also on the Markit iBoxx website. => Markit iBoxx Benchmark Indices => Markit iBoxx Global Sovereign Indices

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

    Sep 18 2018
    Markit CDX HY 31 Reference Obligations

    The reference obligations that will be included in the upcoming Markit CDX.NA.HY.31 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Sep 18 2018
    Updated provisional membership of MCDX Series 31

    Following are the provisional names expected for the upcoming MCDX Series 31 index that will roll on 03 October 2018.
    Issuer Issuer
    CHICAGO O'HARE INTERNATIONAL AIRPORT STATE OF CALIFORNIA
    CITY OF CHICAGO STATE OF CONNECTICUT
    COMMONWEALTH OF PENNSYLVANIA STATE OF ILLINOIS
    DALLAS/FORT WORTH INTERNATIONAL AIRPORT STATE OF NEW JERSEY
    KENTUCKY STATE PROPERTY AND BUILDINGS COMMISSION THE CITY OF NEW YORK
    LONG ISLAND POWER AUTHORITY THE CITY OF PHILADELPHIA, PENNSYLVANIA
    METROPOLITAN TRANSPORTATION AUTHORITY THE COMMONWEALTH OF MASSACHUSETTS
    NORTH TEXAS TOLLWAY AUTHORITY THE NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY
    PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY, HARRISBURG, PENNSYLVANIA THE PENNSYLVANIA TURNPIKE COMMISSION
    SOUTH CAROLINA PUBLIC SERVICE AUTHORITY THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY

    Three names were added to the provisional list following the second round of voting by the MCDX Index Advisory Committee Members.
    Issuer
    LONG ISLAND POWER AUTHORITY
    THE CITY OF NEW YORK
    THE COMMONWEALTH OF MASSACHUSETTS

    Please note that this list remains provisional till publication of the final annex for the index.

    Sep 18 2018
    iTraxx Europe News Announcement

    In accord with the resolution published by the ISDA DC on the 14 September and the publication of a new Deutsche Bank AG SRO with the seniority level Senior Non-Preferred, IHS Markit will be including the new Senior Non-Preferred SRO (ISIN DE000DL19TX8) in the iTraxx Europe Series 30 Annex for iTraxx Europe and iTraxx Europe Senior Financial trades provided the SRO becomes the final SRO on the 19 of September.

    A revised Annex has been published.

    Sep 17 2018
    List of Changes for Markit CDX.NA.IG.31 Sector Sub-indices

    Following is the impact of the constituent changes on the sector-based sub-indices of CDX.NA.IG.31 that will roll on 20 September 2018. Please note that this list remains provisional until publication of the final annexes for the indices.
    Sub-index name Removal Addition
    CDX.NA.IG.TMT PITNEY BOWES INC.
    CDX.NA.IG.TMT TIME WARNER INC.
    CDX.NA.IG.CONS D.R. HORTON, INC.
    CDX.NA.IG.ENRG THE WILLIAMS COMPANIES, INC.

    Sep 17 2018
    Coupon for Markit CDX.EM.30

    The fixed coupon for all maturities on the upcoming Markit CDX.EM.30 index is 100 bps.

    Sep 17 2018
    Reference Obligations for Markit CDX.NA.IG.31

    The reference obligations that will be included in the upcoming Markit CDX.NA.IG.31 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Sep 17 2018
    Reference Obligations for Markit CDX.EM.30

    The reference obligations that will be included in the upcoming Markit CDX.EM.30 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Sep 17 2018
    Composition of CDX.NA.IG.HVOL.31

    Following is the expected composition of the Markit CDX.NA.IG.HVOL.31 index that will roll on 20 September, 2018. Please note that this list remains provisional until publication of the final annex for the index.
    Reference Entity Reference Entity
    AMERICAN INTERNATIONAL GROUP, INC. GENERAL MOTORS COMPANY
    APACHE CORPORATION HESS CORPORATION
    ASSURED GUARANTY MUNICIPAL CORP. INTERNATIONAL LEASE FINANCE CORPORATION
    AT&T INC. KINDER MORGAN, INC.
    AVNET, INC. KOHL'S CORPORATION
    BARRICK GOLD CORPORATION KRAFT HEINZ FOODS COMPANY
    BEST BUY CO., INC. MACY'S, INC.
    BLOCK FINANCIAL LLC MCKESSON CORPORATION
    CAMPBELL SOUP COMPANY NEWELL BRANDS INC.
    CARDINAL HEALTH, INC. NORDSTROM, INC.
    DOMTAR CORPORATION ROYAL CARIBBEAN CRUISES LTD.
    ENBRIDGE INC. THE WILLIAMS COMPANIES, INC.
    ENERGY TRANSFER PARTNERS, L.P. VIACOM INC.
    EXPEDIA GROUP, INC. WHIRLPOOL CORPORATION
    FORD MOTOR COMPANY XEROX CORPORATION
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