2024
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    Feb 19 2024
    Launch of 2024 iBoxx Trepp CMBS vintage sub-indices

    S&P Dow Jones Indices (S&P DJI) is pleased to announce the launch of the 2024 iBoxx Trepp CMBS vintage sub-indices.

    The list of the new iBoxx identifiers can be found below:

    Index Name Version ISIN SEDOL
    Markit iBoxx Trepp CMBS 2024 CPi GB00BRWT1440 BRWT144
    Markit iBoxx Trepp CMBS 2024 TRi GB00BRWT1556 BRWT155
    Markit iBoxx Trepp CMBS 2024 Current AAA CPi GB00BRWT1B19 BRWT1B1
    Markit iBoxx Trepp CMBS 2024 Current AAA TRi GB00BRWT1C26 BRWT1C2
    Markit iBoxx Trepp CMBS 2024 Current AA CPi GB00BRWT1887 BRWT188
    Markit iBoxx Trepp CMBS 2024 Current AA TRi GB00BRWT1994 BRWT199
    Markit iBoxx Trepp CMBS 2024 Current A CPi GB00BRWT1663 BRWT166
    Markit iBoxx Trepp CMBS 2024 Current A TRi GB00BRWT1770 BRWT177
    Markit iBoxx Trepp CMBS 2024 Current BBB CPi GB00BRWT1D33 BRWT1D3
    Markit iBoxx Trepp CMBS 2024 Current BBB TRi GB00BRWT1F56 BRWT1F5
    Markit iBoxx Trepp CMBS 2024 Original AAA CPi GB00BRWT1L17 BRWT1L1
    Markit iBoxx Trepp CMBS 2024 Original AAA TRi GB00BRWT1M24 BRWT1M2
    Markit iBoxx Trepp CMBS 2024 Original AA CPi GB00BRWT1J94 BRWT1J9
    Markit iBoxx Trepp CMBS 2024 Original AA TRi GB00BRWT1K00 BRWT1K0
    Markit iBoxx Trepp CMBS 2024 Original A CPi GB00BRWT1G63 BRWT1G6
    Markit iBoxx Trepp CMBS 2024 Original A TRi GB00BRWT1H70 BRWT1H7
    Markit iBoxx Trepp CMBS 2024 Original BBB CPi GB00BRWT1N31 BRWT1N3
    Markit iBoxx Trepp CMBS 2024 Original BBB TRi GB00BRWT1P54 BRWT1P5

    The new indices will be published on our FTP server in the existing iBoxx USD CMBS folder below and will begin publishing 1 March 2024 with the XREF file being available 29 February 2024.

    File Type File names Publication FTP folder for publication
    Indices iboxx_usd_cmbs_eod_indices_YYYYMMDD Daily /IBOXX_USD_CMBS/INDICES
    Underlyings iboxx_usd_cmbs_eod_underlyings_YYYYMM Monthly /IBOXX_USD_CMBS/UNDERLYINGS
    Components iboxx_usd_cmbs_eom_components_ YYYYMM Monthly /IBOXX_USD_CMBS/COMPONENTS
    XREF iboxx_usd_cmbs_eom_xref_ YYYYMM Monthly /IBOXX_USD_CMBS/XREF

    The indices will also be published on the S&P DJI website.

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