Markit iBoxx leveraged loan indices provide insight into the loan market by combining realtime market information from Markit Pricing Data and Markit Reference Data for loans.
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The attributes of the syndicated loan market can make performance assessment a complex process. By leveraging our unique loan datasets, we provide independent and objective loan indices for trading, product structuring and benchmarking.
The Markit iBoxx USD Leveraged Loan index family represents the main sections of the USD leveraged loan market. Index constituents are derived using selection criteria such as loan type, minimum size, liquidity, credit ratings, initial spreads and minimum time to maturity.
Index calculations incorporate our independent loan pricing data as well as our up-to-date loan reference and transaction information.
The Markit iBoxx USD Liquid Leveraged Loan index comprises approximately 100 of the most liquid, tradable leveraged loans. In addition, we offer three sub-indices based on realised gains, unrealised gains and interest and fees. Indices are rebalanced monthly, using a transparent roll mechanism.
Incorporates corporate actions data as they occur.
Publicly available daily close prices as well as objective, rules-based approach to portfolio construction.
Wide range of analytical values available for sophisticated performance measurement.
Multi-source pricing resulting in each loan being objectively valued.
Customisable to specific requirements of customers, for benchmarking purposes or to serve as the basis for structured products and ETFs.
Oct 28 2015
LSTA Annual ConferenceView
Important notifications and public information about our indices, including changes to upcoming series following index rolls, credit events on constituents and issuance of new indices