Oct 19 2017
    Summary of ISDA 2017 Venezuela Additional Provisions Protocol

    IHS Markit would like to draw attention to the following notification from the International Swaps and Derivatives Association, Inc. (ISDA), regarding adherence to the Additional Provision Protocol now in force for Venezuela.

    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 17 2017
    Launch of new iBoxx EUR Benchmark country-specific sub-indices

    IHS Markit is pleased to announce the launch of 43 new country-specific sub-indices which will expand the iBoxx EUR Benchmark index family. The base date for the indices is 31 December 1998.

    Index Identifiers

    Please see attached file here.

    On-going Publication

    Starting 1 November 2017, the indices will be published via the FTP server in the standard Markit iBoxx EUR Benchmark indices files. The new indices will be published in the following files:



    The indices will also be published on the iBoxx website.

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

    Oct 16 2017
    UBS Covered Call and Buy-Write index families rescalling – New Rescale levels

    Following last month’s announcement (here), please be advised that IAS Markit Index Administration Services has now rescaled the UBS Covered Call and Buy-Write index families. New Rescale levels are provided in the table below:

    Index Family Index Name Bloomberg Index Ticker Rescale Date Rescale Level
    Covered Calls UBS US Rolling Discount Index UISEAD 13-Oct 395.377830634484
    Covered Calls UBS DAX Rolling Discount Index UISEDD 13-Oct 457.079489272432
    Covered Calls UBS DAX Deep Rolling Disc Index UISEDDD 13-Oct 238.159055958332
    Covered Calls UBS DAX Rolling Flex Index UISEDF 13-Oct 539.753996654835
    Covered Calls UBS Vario Rendite DE Index UISEDVY 13-Oct 205.173551763552
    Covered Calls UBS Europe Rolling Discount Index UISEED 13-Oct 458.857421863864
    Covered Calls UBS E Deep Rolling Disc Index UISEEDD 13-Oct 235.515758345411
    Covered Calls UBS Europe Dynamic Weekly UISEEDW 13-Oct 690.505581507410
    Covered Calls UBS E Deep XL Rolling Disc Index UISEEDXL 13-Oct 213.353416615698
    Covered Calls UBS Europe Rolling Flex Index UISEEF 13-Oct 534.200306089637
    Covered Calls UBS Flexible Rolling Index UISEEFR 13-Oct 270.707079732278
    Covered Calls UBS Europe Rolling Sprint Index UISEES 13-Oct 460.479998103156
    Covered Calls UBS Europe Vario Income UISEEVI 13-Oct 84.738006780644
    Covered Calls UBS Europe Vario Yield Index UISEEVY 13-Oct 267.629226307469
    Covered Calls Buy-Write UBS American Buy-Write Index (EUR) UISEABW 13-Oct 194.937545748448
    Covered Calls Buy-Write UBS American Buy-Write Index (USD) UISEABWU 13-Oct 216.499823188940
    Covered Calls Buy-Write UBS Europe Buy-Write Index (EUR) UISEEBW 13-Oct 245.667929040776
    Covered Calls Buy-Write UBS Europe Buy-Write Index (USD) UISEEBWU 13-Oct 255.116005748084

    Note that, unlike previously announced, the UBS CH Rolling Discount Index (Ticker: UISESP8) was not rescaled.

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

    Oct 16 2017
    Restatement for the UBS CDX/Itraxx family

    Kindly be advised that below indices have been restated for 13th October, 2017 due to an internal calculation issue. 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 Long CDX HY 5Y Index Excess Return USD UBS CDX/Itraxx UISYMH5E 20171013 170.1793 169.5441
    UBS Shortable CDX HY 5Y Index Excess Return USD UBS CDX/Itraxx UISYMH5S 20171013 189.7773 189.0681


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

    Oct 13 2017
    Credit Event on Toys “R” Us, Inc. for UBS CDX/Itraxx family

    The settlement for credit event entity Toys “R” Us, Inc. took place on 11 October 2017 and the affected UBS credit indices have been reversioned.
    INDEX NAME INDEX FAMILY INDEX TICKER
    UBS Long CDX HY 5Y Index Excess Return USD UBS CDX/Itraxx UISYMH5E
    UBS Shortable CDX HY 5Y Index Excess Return USD UBS CDX/Itraxx UISYMH5S

    Attached herewith please find the relevant information with respect to the reversioning of the affected UBS indices.

    For more information please contact us at MK-IndexAdministrationOperations@markit.com.

    Oct 12 2017
    Launch of new Markit iBoxx SGD Overall maturity indices

    IHS Markit is pleased to announce the launch of 7 new maturity-specific indices which will expand the Markit iBoxx SGD index family. The base date for the indices is 30 June 2012.

    Index Identifiers



    On-going Publication

    The indices will be published via the FTP server in the standard Markit iBoxx SGD Overall indices files.



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

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

    Oct 11 2017
    Halifax House Price Index - Q3 2017 UK Regional Press Release

    Halifax House Price Index - Q3 2017 UK Regional Press Release is available below

    Oct 09 2017
    IHS Markit to cease administration of the HSBC Super Ten index family on 01st December 2017

    Please be advised that IHS Markit Index Administration Services (“IAS”) intends to cease administration of the HSBC Super Ten index family (the “Index Family“) on 01st December 2017; this is due to the discontinuation of the Europe Super Ten portfolio.
    Family
    Index Name Bloomberg Index Code
    SUPER 10 HSBC Europe Super Ten Equity Price Return Index (EUR) HSIEESEP
    SUPER 10 HSBC Europe Super Ten Equity Net Total Return Index (EUR) HSIEESEN
    SUPER 10 HSBC Europe Super Ten Equity Price Return Index (USD) HSIEESUP
    SUPER 10 HSBC Europe Super Ten Equity Net Total Return Index (USD) HSIEESUN

    IAS hereby gives six-week notice of its intention to cease administration of the Index Family and invites stakeholders to raise objections or other comments as soon as possible (and in any case by Monday 20th November 2017) via email to Index Administration Services at MK-IndexAdminConsultation@markit.com.

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

    Oct 06 2017
    New versions of Markit Indices issued due to Credit Event on TOYS "R" US-DELAWARE, INC.

    Following the confirmation of a Bankruptcy credit event for TOYS "R" US-DELAWARE, INC. by the ISDA Determinations Committee, new versions of all affected Markit LCDX indices have been issued with an annex date of 11th October 2017. Below are the new indices along with their corresponding RED Index Code:
    New Index Index RED Code
    LCDX.NA.19.V10 5F199GJK4
    LCDX.NA.20.V8 5F199GJL2
    LCDX.NA.21.V6 5F199GJM0

    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

    Oct 06 2017
    Halifax House Price Index - October 2017 Press Release

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

    Oct 05 2017
    IHS Markit consultation on data point substitution for the UBS Dynamic Equity Risk Indicator (ticker: MLTADERI)

    IHS Markit Index Administration Services (“IAS”) is conducting a consultation with interested parties on its intention to substitute the below FX Rates used as input in the calculation of the UBS Dynamic Equity Risk Indicator (ticker: MLTADERI) with WM/Reuters FX Rates.

    Description
    RIC Source
    JPY/USD FX Rate BBJPYSP Barclays Bank International
    CHF/USD FX Rate USSWISF Thomson Reuters Generic
    AUD/USD FX Rate USAUSTR Thomson Reuters Generic

    Consultation will close on 02nd November 2017.

    To participate in this consultation please respond to IAS at MK-IndexAdminConsultation@markit.com. Please be advised that all comments will be reviewed and considered before a final decision is made; however, IAS makes no guarantee and is under no obligation to comply with any of the responses.

    An announcement about the final decision will be posted on our website once the consultation is over.

    Oct 04 2017
    Restatement of the Markit iBoxx USD Liquid Leveraged Loans indices

    Please note that the files listed below for the Markit iBoxx USD Liquid Leveraged Loans indices have been restated for 2 and 3 October 2017, as well as the related end-of-month component file from 30 September 2017, due to an incorrect calculation of accrued interest.

    /IBOXX_LOANS_LIQUID100

    markit_iboxx_usd_liquid_100_lev_ln_eom_components_20170930.csv
    markit_iboxx_usd_liquid_100_lev_ln_eod_indices_20171002.csv
    markit_iboxx_usd_liquid_100_lev_ln_eod_indices_20171003.csv
    markit_iboxx_usd_liquid_100_lev_ln_eod_underlyings_20171002.csv
    markit_iboxx_usd_liquid_100_lev_ln_eod_underlyings_20171003.csv


    The newly published files are now available on our FTP.

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

    Oct 03 2017
    Restatement of iBoxx USD Liquid High Yield, Global High Yield, ADBI / AHBI and USD Asia ex-Japan indices

    Please note that the daily index and the underlyings files for 2 October 2017 for the following indices have been restated due to outdated pricing for a large set of securities.

    iBoxx USD HY
    Folder: \IBOXX_USD_LQ\IBOXX_USD_LHY\EOD_INDICES
    Files:

    iboxx_usd_lq_hy_mid_eod_indices_20171002.csv
    iboxx_usd_lq_hy_eod_indices_20171002.csv
    iboxx_usd_lq_hy_capped_eod_indices_20171002.csv

    Folder: \IBOXX_USD_LQ\IBOXX_USD_LHY\EOD_UNDERLYINGS
    Files:

    iboxx_usd_lq_hy_mid_eod_underlyings_20171002.csv
    iboxx_usd_lq_hy_eod_underlyings_20171002.csv
    iboxx_usd_lq_hy_capped_eod_underlyings_20171002.csv
    iboxx_usd_lq_hy_eod_prices_20171002.csv
    iboxx_usd_lq_hy_universe_eod_prices_20171002.csv

    iBoxx Global HY
    Folder: \IBOXX_GLOBALHY\INDICES
    Files:

    iboxx_GblDevHyCapped_eod_indices_20171002.csv
    iboxx_GblDevHy_eod_indices_20171002.csv
    iboxx_GblDevHyExUSD_eod_indices_20171002.csv

    Folder: \IBOXX_GLOBALHY\UNDERLYINGS
    Files:

    iboxx_GblDevHyCapped_eod_underlying_20171002.csv
    iboxx_GblDevHyExUSD_eod_underlying_20171002.csv
    iboxx_GblDevHy_eod_underlying_20171002.csv
    iboxx_usd_lq_ghy_universe_eod_prices_20171002.csv

    iBoxx ADBI / AHBI
    Folder: \IBOXX_ADBI\INDICES
    Files:

    iBoxx_adbi_usd_eod_indices_20171002.csv

    Folder: \IBOXX_ADBI\UNDERLYINGS
    Files:

    iBoxx_adbi_usd_eod_underlyings_20171002.csv
    iBoxx_ahbi_usd_eod_underlyings_20171002.csv

    iBoxx USD Asia ex-Japan
    Folder: \IBOXX_USD_ASIA\USD_ASIA_INDICES
    Files:

    iboxx_usd_asia_eod_indices_20171002.csv

    Folder: \IBOXX_USD_ASIA\USD_ASIA_UNDERLYINGS
    Files:

    iboxx_usd_asia_eod_underlyings_20171002.csv

    The newly published files are now available on our FTP server.


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

    Oct 02 2017
    Restatement for the HSBC DTP Family -Updated

    Kindly be advised that below indices have been restated between 28th July, 2017 and current as per the attachment due to an internal calculation issue. Please refresh your index levels to ensure that you capture any adjustments observed.

    INDEX TICKER INDEX NAME INDEX FAMILY
    HSTPVB03 HSBC Vol-Budgeted DTP Index 03 HSBC DTP
    HSTPVB04 HSBC Vol-Budgeted DTP Index 04 HSBC DTP


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

    Oct 02 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.

    Oct 02 2017
    Upcoming rebalance: UBS Global Quality Dividend Payers Net Total Return Index

    The UBS Global Quality Dividend Payers Net Total Return Index will be rebalanced after the close of 4th October 2017 based on the determination date of 2nd October, 2017:

    INDEX NAME INDEX FAMILY INDEX TICKER
    UBS Global Quality Dividend Payers Net Total Return Index BETA MBCIGQDC, MBCIGQDP, MBCIGQDU

    For more information please contact us at MK-IndexAdministrationOperations@markit.com

    Oct 02 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

    Oct 02 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.

    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
View Next 20