Jun 11 2024
    Exclusion of Certain Zero Coupon Bonds from CNH Indices

    After a review of the iBoxx CNH indices, S&P Dow Jones Indices has identified a number of zero-coupon instruments whose structure does not meet the intended eligibility criteria for the index membership. Due to their structure the instruments listed below will be removed from the pro-forma and preview files starting Thursday, 13 June, 2024:

    ISIN
    Issuer Ticker Coupon Maturity Date
    XS2742950236
    Barclays Bank PLC
    BACR
    0 12/04/2034
    XS2641754374
    Morgan Stanley Finance LLC
    MS
    0 15/04/2034
    HK0001020996
    Societe Generale SA
    SOCGEN
    0 30/05/2029

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

    Jun 03 2024
    Updated List of Private Placements

    S&P Global has identified additional Private Placement issues. Please find the list attached.

    Jun 03 2024
    Updated List of Retail Bonds

    S&P Global has identified additional Retail Bond issues. Please find the list attached.

    May 31 2024
    Delayed Launch of CDX.FINANCIALS.42

    The commencement of trading for the CDX.FINANCIALS.42 index has been postponed due to regulatory concerns raised by multiple market makers. The Administrator is reviewing the matter for potential index updates to ensure all dealers can trade the new index and will provide an update as soon as possible.

    For more information, please email cdxadvisory@ihsmarkit.com.

    May 31 2024
    Restatement of the UBS CSOP GAMA Family

    Kindly be advised that the below UBS-CSOP GAMA Index Family Index have been restated as per table below due to an update in an underlying data input. Please refresh your index levels to ensure that you capture any adjustments observed.
    Ticker Index Name Index Family Date Prior Levels Revised Levels
    UCGAMAUE UBS-CSOP Global Asset Momentum Allocation Flex Equity and Bond Net Index ER USD UBS CSOP GAMA 20240524 243.9141 243.9140
    UCGAMAUF UBS-CSOP Global Asset Momentum Allocation Flex Net Index ER USD UBS CSOP GAMA 20240524 253.6966 253.6965
    UCGAMAUE UBS-CSOP Global Asset Momentum Allocation Flex Equity and Bond Net Index ER USD UBS CSOP GAMA 20240527 244.1942 244.1940
    UCGAMAUF UBS-CSOP Global Asset Momentum Allocation Flex Net Index ER USD UBS CSOP GAMA 20240527 253.9747 253.9744
    UCGAMAUE UBS-CSOP Global Asset Momentum Allocation Flex Equity and Bond Net Index ER USD UBS CSOP GAMA 20240528 243.8074 243.8072
    UCGAMAUF UBS-CSOP Global Asset Momentum Allocation Flex Net Index ER USD UBS CSOP GAMA 20240528 253.8838 253.8835

    For more information please contact us as support@spglobal.com

    May 30 2024
    Rebalance of the Nordea Danish Bond Indices

    Please be informed that IHS Markit Benchmark Administration (IMBA UK) has performed the rebalance for the attached Nordea Danish Bond Indices using the closing prices of 29/05/2024.

    The rebalance will be implemented on 30/05/2024.

    Should you have any questions or would like further information, please contact us atsupport@spglobal.com.

    May 23 2024
    Updated Provisional List for CDX.FINANCIALS.42

    Following is the updated expected composition of the CDX.FINANCIALS.42 index that will launch on 03 June 2024. Please note that this list remains provisional until the publication of the final annex for the index. The Administrator determined to exclude FIRST CITIZENS BANCSHARES, INC., ARTHUR J GALLAGHER & CO., and MGIC INVESTMENT CORPORATION and to include METLIFE, INC., ALLY FINANCIAL INC., and JEFFERIES FINANCIAL GROUP INC.


    Reference Entity Reference Entity
    CAPITAL ONE FINANCIAL CORPORATION TRUIST FINANCIAL CORPORATION
    JPMORGAN CHASE & CO. ROYAL BANK OF CANADA
    BANK OF AMERICA CORPORATION FIFTH THIRD BANCORP
    CITIGROUP INC. HUNTINGTON BANCSHARES INCORPORATED
    WELLS FARGO & COMPANY KEYCORP
    THE GOLDMAN SACHS GROUP, INC. M&T BANK CORPORATION
    MORGAN STANLEY EQUITABLE HOLDINGS, INC.
    U.S. BANCORP CITIZENS FINANCIAL GROUP, INC.
    AMERICAN INTERNATIONAL GROUP, INC. BRIGHTHOUSE FINANCIAL, INC.
    PRUDENTIAL FINANCIAL, INC. METLIFE, INC.
    RADIAN GROUP INC. ALLY FINANCIAL INC.
    LINCOLN NATIONAL CORPORATION JEFFERIES FINANCIAL GROUP INC.
    PNC FINANCIAL SERVICES GROUP, INC.

    May 23 2024
    Restatement of the EM FX Carry Volatility Control Index

    Kindly be advised that the HSBC EM FX Carry Volatility Control Index has been restated from 26 April 2023 to 22 May 2024 as per the attachment due to an issue identified with calculation. Please refresh your index levels to ensure that you capture any adjustments observed.

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

    May 23 2024
    Reference Obligations for CDX.FINANCIALS.42

    The reference obligations that will be included in the upcoming CDX.FINANCIALS.42 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    May 22 2024
    Updated Provisional List for CDX.FINANCIALS.42

    Following is the updated expected composition of the CDX.FINANCIALS.42 index that will roll on 03 June, 2024. Please note that this list remains provisional until publication of the final annex for the index.

    Reference Entity Reference Entity
    CAPITAL ONE FINANCIAL CORPORATION LINCOLN NATIONAL CORPORATION
    JPMORGAN CHASE & CO. PNC FINANCIAL SERVICES GROUP, INC.
    BANK OF AMERICA CORPORATION TRUIST FINANCIAL CORPORATION
    CITIGROUP INC. ROYAL BANK OF CANADA
    WELLS FARGO & COMPANY FIFTH THIRD BANCORP
    THE GOLDMAN SACHS GROUP, INC. HUNTINGTON BANCSHARES INCORPORATED
    MORGAN STANLEY KEYCORP
    FIRST CITIZENS BANCSHARES, INC. M&T BANK CORPORATION
    U.S. BANCORP EQUITABLE HOLDINGS, INC.
    AMERICAN INTERNATIONAL GROUP, INC. CITIZENS FINANCIAL GROUP, INC.
    PRUDENTIAL FINANCIAL, INC. BRIGHTHOUSE FINANCIAL, INC.
    MGIC INVESTMENT CORPORATION ARTHUR J GALLAGHER & CO.
    RADIAN GROUP INC.

    For more information please email cdxadvisory@ihsmarkit.com.

    May 21 2024
    Provisional List for CDX.FINANCIALS.42

    Following is the expected composition of the CDX.FINANCIALS.42 index that will roll on 03 June, 2024. Please note that this list remains provisional until publication of the final annex for the index.

    Reference Entity Reference Entity
    AMERICAN INTERNATIONAL GROUP, INC. LINCOLN NATIONAL CORPORATION
    ARTHUR J GALLAGHER & CO. M&T BANK CORPORATION
    BANK OF AMERICA CORPORATION MGIC INVESTMENT CORPORATION
    BRIGHTHOUSE FINANCIAL, INC. MORGAN STANLEY
    CAPITAL ONE FINANCIAL CORPORATION PNC FINANCIAL SERVICES GROUP, INC.
    CITIGROUP INC. PRUDENTIAL FINANCIAL, INC.
    CITIZENS FINANCIAL GROUP, INC. RADIAN GROUP INC.
    EQUITABLE HOLDINGS, INC. ROYAL BANK OF CANADA
    FIFTH THIRD BANCORP THE GOLDMAN SACHS GROUP, INC.
    FIRST CITIZENS BANCSHARES, INC. TRUIST FINANCIAL CORPORATION
    HUNTINGTON BANCSHARES INCORPORATED BRIGHTHOUSE FINANCIAL, INC.
    JPMORGAN CHASE & CO. WELLS FARGO & COMPANY
    KEYCORP

    For more information please email cdxadvisory@ihsmarkit.com.

    May 17 2024
    Launch of CDX Financials Series 42 - Trading Parameters

    This is to inform market participants that the CDX Financials Series 42 Index will be available for trading from June 3rd, 2024, onwards.

    The following are the index details:

    Index Name CDX.FINANCIALS.42-V1
    Index RED Code 1D7652AA9
    First Trading Date 03-June-2024
    Effective Date 20-March-2024
    Coupon 100 Basis Points
    Recovery Rate 40%

    For more information please email cdxadvisory@ihsmarkit.com.

    May 17 2024
    Eligibility of PIK bonds in iBoxx USD Emerging Markets Non-Sovereigns and Broad Overall Indices

    The 25 PIK (Pay-in-Kind) bonds included in the attached file were excluded from following indices at the 30 April 2024 rebalance as they were pending review by the iBoxx Index Committee as to their eligibility.

      ·iBoxx USD Emerging Markets Non-Sovereigns Overall Index
      ·iBoxx USD Emerging Markets Broad Overall Index

    After careful review, the Index Committee admitted the bonds that you see highlighted in the attached file to the indices as of the May 2024 month-end rebalance, effective 17 May 2024.

    The remaining PIK bonds have been deemed illiquid by the Index Committee and are therefore excluded from the indices.

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

    May 16 2024
    Rebalance of the LGIM Core Indices

    Please be informed that IHS Markit Benchmark Administration (IHSM UK) has performed the pro forma rebalance for the LGIM Core indices using the closing prices of 16 May 2024.

    The final rebalance will be performed using closing prices of 23 May 2024.

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

    May 15 2024
    iBoxx Quarterly Cessation of Immaterial Indices Announcement – Q2 2024

    IHS Markit Benchmark Administration Ltd. (IMBA UK) is performing cessations of immaterial indices on a quarterly basis. Immaterial index cessations include (but are not limited to):

    • The termination of a small number of indices (as determined by the Business), that have no notional of use at termination date and the relevant benchmark family or benchmark strategy/series (for third party benchmarks) continues to exist after cessation.
    • The demise of an index due to its life cycle coming to an end (e.g. a fixed income index terminating due to the maturity of its underlying bond inputs).
    • Cancellations of duplicate benchmarks as a result of a periodic review (e.g. a duplicate index is ceased with the user being seamlessly migrated to the surviving index).

    IMBA UK is not aware of any active use of the indices in the file below as reference in financial instruments or for performance measurement.

    In line with IMBA UK Change and Cessation policy, IMBA UK informs the public that the attached indices will be discontinued on 31 May 2024, unless stated otherwise.

    Clients and other stakeholders are invited to review the indices and provide feedback on the cessation. The feedback window will be open through 24 May 2024.

    Please let us know if you have any concerns regarding IMBA UK’s planned cessations of the attached immaterial indices.

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

    May 07 2024
    Upcoming Launch of New CDX Financials Index

    IHS Markit Benchmark Administration has determined to launch a new, first-of-its-kind, CDX Financials Index that will focus on the most liquid North American bank and insurance issuers. The index composition is expected to be published the week of May 20, 2024. The index is expected to begin trading on June 03, 2024.

    For more information please email cdxadvisory@ihsmarkit.com.

    May 07 2024
    Index Cessation: BLRKITCD

    Please be informed that IHS Markit Benchmark Administration Limited has ceased calculation, publication, and administration of the below index.

    Index Ticker
    BLRKITCD Markit iTraxx CDX 5Y & Blackrock DCF Benchmark Index
    For any queries, please email indices@ihsmarkit.com.

    May 03 2024
    Termination of UBS Commodity Index

    Please be informed that IHS Markit Benchmark Administration Limited has ceased calculation and administration of the below index on 02 May 2024.

    Index Name Ticker
    UBS Commodity Quarterly Backwardation 7vs18 Long-Short Index MBCIT3LS

    The last calculation date was 02 May 2024.

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

    May 01 2024
    Updated List of Retail Bonds

    S&P Global has identified additional Retail Bond issues. Please find the list attached.

    May 01 2024
    Updated List of Private Placements

    S&P Global has identified additional Private Placement issues. Please find the list attached.
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