Jan 28 2021
    Reminder: Ask insertion prices for standard liquid indices

    As part of the 2020 iBoxx European and North American Annual Index Review and as per our subsequent announcement in December 2020 a selection of standard liquid indices (e.g. those based on rating, maturity band and sector) will, going forward, use ask prices for bonds newly entering those indices.

    The majority of iBoxx liquid indices currently use the ask price for the insertion of new issues. There is a selection of standard liquid indices based on rating, maturity band and sector sub-indices, where a new insertion ‘inherits’ a bid price from a broader liquid index. iBoxx is adjusting the configuration of these standard liquid indices to ensure that the ask price is taken at bond insertion, to ensure that such liquid sub-indices are replicable and reflect the realistic underlying security transactions. All iBoxx standard Liquid indices will use ask price for bond insertions going forward.

    The change in standard liquid index configuration that do not yet use ask insertion prices will be effective as of 31 January 2021 rebalancing, and reflected in the Forward/Preview files for January month end rebalancing.

    Please see the attached file which lists all the indices affected by the upcoming change.

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

    Jan 27 2021
    Updated List of Private Placements (iBoxx Asian Indices)

    IHS Markit has identified additional Private Placement issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

    Jan 26 2021
    Termination of SEB Commodity Index Series - Confirmation

    Following the conclusion of the previously announced consultation on the cessation of the attached SEB indices, IHS Markit Benchmark Administration Limited confirms that it will cease the calculation and administration of the indices.

    The final published index levels will be dated 02 February 2021

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

    Jan 22 2021
    Announcement: Exclusion of issuer impacted by the US Sanctions pursuant to Executive Order 13959 within iBoxx indices (EO 13959 – Update 1)

    Please find the announcement regarding the exclusion of issuer impacted by the US Sanction pursuant to Executive Order 13959 within iBoxx indices attached below.


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

    Jan 22 2021
    IHS Markit Consultation on the methodology update for 5 iBoxx custom indices

    IHS Markit is conducting a consultation regarding a potential methodology update for the following 5 indices, details included the attachment.

    Markit iBoxx EUR FRN Investment Grade 1-3
    Markit iBoxx USD Liquid FRN Investment Grade Corporates 100
    Markit iBoxx EUR Liquid Corporates Top 75 MID Price TCA (Financials)
    Markit iBoxx EUR Liquid Corporates BBB Top 60, and
    Markit iBoxx EUR Liquid High Yield 30 Ex-Financial.

    Clients and other stakeholders are invited to review the consultation and provide feedback on the proposed changes.

    The consultation window will remain open through 5 February 2021, and a final decision will be communicated on 10 February 2021.

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

    Jan 22 2021
    Result of the consultation on the methodology update of the iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8/5% Issuer Cap) Index

    Pursuant to the consultation announced on 17 December 2020, IHS Markit Benchmark Administration Limited (IMBA UK) will implement the proposed changes to the methodology of the iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8/5% Issuer Cap) index.

    Stakeholder feedback was supportive of the proposition outlined in the consultation.

    The changes will be implemented at the 31 January 2021 month-end rebalancing.

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

    Jan 22 2021
    Restatement of the LGIM Matching Plus Indices

    Kindly be advised that the LGIM Matching Plus indices have been restated as per attachment due to a fix applied for calculation of coupon payments. Please refresh your index levels to ensure that you capture any adjustments observed.

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

    Jan 18 2021
    Launch of iBoxx Asian (Restricted) Indices

    IHS Markit is pleased to announce the launch of iBoxx Asian (Restricted) Indices:

    Index Name Version ISIN SEDOL BBG Ticker RIC
    iBoxx USD Asia ex-Japan (Restricted) TRI GB00BL09QL64 BL09QL6 IBXXAJRT .IBXXAJRT
    iBoxx USD Asia ex-Japan (Restricted) CPI GB00BL09QM71 BL09QM7 IBXXAJRP .IBXXAJRP
    iBoxx USD Asia ex-Japan (Restricted) (Far East) TRI GB00BL09QN88 BL09QN8 IBXXAJR1 .IBXXAJR1
    iBoxx USD Asia ex-Japan (Restricted) (Far East) CPI GB00BL09QP03 BL09QP0 IBXXAJF2 .IBXXAJF2
    iBoxx USD Asia ex-Japan Investment Grade (Restricted) TRI GB00BL09QQ10 BL09QQ1 IBXXAJIT .IBXXAJIT
    iBoxx USD Asia ex-Japan Investment Grade (Restricted) CPI GB00BL09QR27 BL09QR2 IBXXAJIP .IBXXAJIP
    iBoxx USD Asia ex-Japan Investment Grade (Restricted) (Far East) TRI GB00BL09QS34 BL09QS3 IBXXAJI1 .IBXXAJI1
    iBoxx USD Asia ex-Japan Investment Grade (Restricted) (Far East) CPI GB00BL09QT41 BL09QT4 IBXXAJI2 .IBXXAJI2
    iBoxx Asian USD Dollar Bond (Restricted) TRI GB00BL09QV62 BL09QV6 IBXXADB1 .IBXXADB1
    iBoxx Asian USD Dollar Bond (Restricted) CPI GB00BL09QW79 BL09QW7 IBXXADB2 .IBXXADB2
    iBoxx Asian USD Dollar Bond (Restricted) (Far East) TRI GB00BL09QX86 BL09QX8 IBXXADF1 .IBXXADF1
    iBoxx Asian USD Dollar Bond (Restricted) (Far East) CPI GB00BL09QY93 BL09QY9 IBXXADF2 .IBXXADF2
    iBoxx ADBI High Grade (Restricted) TRI GB00BL09QZ01 BL09QZ0 IBXXADH1 .IBXXADH1
    iBoxx ADBI High Grade (Restricted) CPI GB00BL09R026 BL09R02 IBXXADH2 .IBXXADH2
    iBoxx ADBI High Grade (Restricted) (Far East) TRI GB00BL09R133 BL09R13 IBXXADH3 .IBXXADH3
    iBoxx ADBI High Grade (Restricted) (Far East) CPI GB00BL09R240 BL09R24 IBXXADH4 .IBXXADH4

    Ongoing Publication:

    FTP Server: The index will be published through the FTP server in the below folders.

    Index Name FTP folder for publication File Name
    iBoxx USD Asia ex-Japan (Restricted) \IBOXX_USD_ASIA\USD_ASIA_INDICES iboxx_usd_asia_eod_indices_yyyymmdd
    iBoxx USD Asia ex-Japan Investment Grade (Restricted) \IBOXX_USD_ASIA\USD_ASIA_INDICES iboxx_usd_asia_eod_indices_yyyymmdd
    iBoxx USD Asia ex-Japan (Restricted) (Far East) \IBOXX_USD_ASIA\USD_ASIA_INDICES iboxx_usd_asia_fe_eod_indices_yyyymmdd
    iBoxx USD Asia ex-Japan Investment Grade (Restricted) (Far East) \IBOXX_USD_ASIA\USD_ASIA_INDICES iboxx_usd_asia_fe_eod_indices_yyyymmdd
    iBoxx Asian USD Dollar Bond (Restricted) \IBOXX_ADBI\INDICES iBoxx_adbi_usd_eod_indices_yyyymmdd
    iBoxx ADBI High Grade (Restricted) \IBOXX_ADBI\INDICES iBoxx_adbi_usd_eod_indices_yyyymmdd
    iBoxx Asian USD Dollar Bond (Restricted) \IBOXX_ADBI\INDICES\SUMMARY iboxx_adbi_usd_eod_indices_summary_yyyymmdd
    iBoxx ADBI High Grade (Restricted) \IBOXX_ADBI\INDICES\SUMMARY iboxx_adbi_usd_eod_indices_summary_yyyymmdd
    iBoxx Asian USD Dollar Bond (Restricted) \IBOXX_ADBI\INDICES\TIME_SERIES iboxx_adbi_usd_eod_indices_time_series_current
    iBoxx ADBI High Grade (Restricted) \IBOXX_ADBI\INDICES\TIME_SERIES iboxx_adbi_usd_eod_indices_time_series_current
    iBoxx Asian USD Dollar Bond (Restricted) \IBOXX_ADBI\INDICES\TIME_SERIES iboxx_adbi_usd_eod_indices_time_series_historical
    iBoxx ADBI High Grade (Restricted) \IBOXX_ADBI\INDICES\TIME_SERIES iboxx_adbi_usd_eod_indices_time_series_historical
    iBoxx Asian USD Dollar Bond (Restricted) (Far East) \IBOXX_ADBI\INDICES iBoxx_adbi_usd_fe_eod_indices_yyyymmdd
    iBoxx ADBI High Grade (Restricted) (Far East) \IBOXX_ADBI\INDICES iBoxx_adbi_usd_fe_eod_indices_yyyymmdd
    Reuters: The index levels will be published on daily basis under the RICs provided.
    Bloomberg: The index levels will be published on daily basis under the BBG tickers provided.
    IHS Markit Website: The index will also be published on the IHS Markit website in the same location of their corresponding existing unrestricted indices.

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

    Jan 18 2021
    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 15 January 2021.

    The final rebalance will be performed using closing prices of 22 January 2021.

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

    Jan 14 2021
    CMBX Series 14 Final Composition

    Following are the finalized deals and bonds to be included in the upcoming CMBX Series 14 index that will roll on 25 January 2021.

    For further information, please contact indices@ihsmarkit.com.

    Jan 14 2021
    CMBX Series 14 Static Data

    Following are the static data for the upcoming CMBX Series 14 index that will roll on 25 January 2021.

    Index Name CMBX.NA.AAA.14 CMBX.NA.AS.14 CMBX.NA.AA.14 CMBX.NA.A.14 CMBX.NA.BBB-.14 CMBX.NA.BB.14
    Reference Entity CMBX.NA.AAA.14 CMBX.NA.AS.14 CMBX.NA.AA.14 CMBX.NA.A.14 CMBX.NA.BBB-.14 CMBX.NA.BB.14
    Index CMBX-AAA CMBX-AS CMBX-AA CMBX-A CMBX-BBB- CMBX-BB
    Series 14 14 14 14 14 14
    Markit Family CMBX CMBX CMBX CMBX CMBX CMBX
    REDs Num 137BENAN6 137BETAI4 137BEPAN1 137BEOAN4 137BERAN7 137BEMAM0
    Coupon 50 100 150 200 300 500
    Currency USD USD USD USD USD USD
    Annex Date 1/25/2021 1/25/2021 1/25/2021 1/25/2021 1/25/2021 1/25/2021
    Maturity Date 12/16/2072 12/16/2072 12/16/2072 12/16/2072 12/16/2072 12/16/2072
    Initial Factor 1 1 1 1 1 1
    Effective Date 1/25/2021 1/25/2021 1/25/2021 1/25/2021 1/25/2021 1/25/2021
    Payment First Date 2/25/2021 2/25/2021 2/25/2021 2/25/2021 2/25/2021 2/25/2021
    Frequency 1 Month 1 Month 1 Month 1 Month 1 Month 1 Month
    Short Stub N N N N N N

    Jan 13 2021
    Changes to methodology of the iBoxx MSCI ESG USD Emerging Markets Sovereigns Quality Weighted Index

    Please be advised that effective 11th January 2020, IHS Markit Benchmark Administration Limited (IMBA UK) is making changes to the methodology of the iBoxx MSCI ESG USD Emerging Markets Sovereigns Quality Weighted Index. In particular the following changes will be implemented:

    Bond Selection

    The minimum amount outstanding for eligible bonds will increase from $500 million to $1 billion.


    Fundamental Score Calculation

    The 9 factor z-scores were previously equal weighted:


    Now 50 % will be attributed to the ESG governance z-score and 50% to the average of the remaining 8 fundamental z-scores:

    The Z-score cap changes from a range of +/- 3 to a range of +/-2.


    Country Weight Calculation

    The country weight calculation will be determined 3 business days prior to the quarterly rebalancing month and the bond notionals are fixed at the same time. Before, the weights and bond notionals were finalized on the last business day prior to the quarterly rebalancing month.

    Once implemented, index levels will be republished from the start date of the index history.



    Should you have any questions, please contact us at indices@ihsmarkit.com

    Jan 13 2021
    Markit CDX IG Consultation Update

    IHS Markit has determined not to include Swap Dealers with liquid CDS traded on them within CDX IG for the March 2021 Roll. Several CDX IG Index Advisory Committee Members and market participants expressed concern on their inclusion for the upcoming roll. IHS Markit will continue to consult with the CDX IG Index Advisory Committee to assess whether this change should be revisited for September 2021.

    For more information please email cdxadvisory@ihsmarkit.com.

    Jan 12 2021
    Restatement of the UBS Global Quality Dividend Indices

    Kindly be advised that the below indices have been restated for 08 January 2021 and 11 January 2021 due to an update in an underlying rebalance input. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family Date Prior Level New Level
    MBCIGQ6U UBS Global Quality Dividend Payers T6 Index ER USD UBS Global Quality Dividend 20210108 203.61 203.62
    MBCIGQDC UBS Global Quality Dividend Payers Net Total Return (CHF) UBS Global Quality Dividend 20210108 301.78 301.81
    MBCIGQDP UBS Global Quality Dividend Payers Net Total Return (EUR) UBS Global Quality Dividend 20210108 448.61 448.65
    MBCIGQDU UBS Global Quality Dividend Payers Net Total Return (USD) UBS Global Quality Dividend 20210108 414.65 414.69
    MBCIGQEU UBS Global Quality Dividend Payers Index Long Only Excess Return USD UBS Global Quality Dividend 20210108 300.01 300.04
    MBCIGSEU UBS Global Quality Dividend Payers Index Long Short Excess Return USD UBS Global Quality Dividend 20210108 139.93 139.94
    MBCIGQ6U UBS Global Quality Dividend Payers T6 Index ER USD UBS Global Quality Dividend 20210111 203.53 203.50
    MBCIGQDC UBS Global Quality Dividend Payers Net Total Return (CHF) UBS Global Quality Dividend 20210111 304.69 304.55
    MBCIGQDP UBS Global Quality Dividend Payers Net Total Return (EUR) UBS Global Quality Dividend 20210111 452.58 452.37
    MBCIGQDU UBS Global Quality Dividend Payers Net Total Return (USD) UBS Global Quality Dividend 20210111 414.68 414.49
    MBCIGQEU UBS Global Quality Dividend Payers Index Long Only Excess Return USD UBS Global Quality Dividend 20210111 300.01 299.87
    MBCIGSEU UBS Global Quality Dividend Payers Index Long Short Excess Return USD UBS Global Quality Dividend 20210111 141.24 141.18

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

    Jan 12 2021
    iTraxx Asia ex-Japan IG (Restricted) Indices Details

    Following the previous announcement relating to launch of iTraxx Asia ex-Japan IG (Restricted) indices, IHS Markit has now published RED Codes and Annexes for all new index series.

    The new index series will be available for trading from Thursday, 14th January 2021 onward.

    The updated iTraxx Asia ex-Japan Index Rulebook and the new sub-index annexes can now be downloaded via the iTraxx documentation webpage. Below are the RED Codes for the new sub-index series for reference:

    New Sub Index Series Index Red Codes
    iTraxx Asia ex-Japan IG (Restricted) Series 25 Version 1 4ABCATAA9
    iTraxx Asia ex-Japan IG (Restricted) Series 26 Version 1 4ABCATAB7
    iTraxx Asia ex-Japan IG (Restricted) Series 27 Version 1 4ABCATAC5
    iTraxx Asia ex-Japan IG (Restricted) Series 28 Version 1 4ABCATAD3
    iTraxx Asia ex-Japan IG (Restricted) Series 29 Version 1 4ABCATAE1
    iTraxx Asia ex-Japan IG (Restricted) Series 30 Version 1 4ABCATAF8
    iTraxx Asia ex-Japan IG (Restricted) Series 31 Version 1 4ABCATAG6
    iTraxx Asia ex-Japan IG (Restricted) Series 32 Version 1 4ABCATAH4
    iTraxx Asia ex-Japan IG (Restricted) Series 33 Version 1 4ABCATAI2
    iTraxx Asia ex-Japan IG (Restricted) Series 34 Version 1 4ABCATAJ0

    Jan 11 2021
    Announcement: Launch of iTraxx Asia ex-Japan IG (Restricted) Indices

    Please find below the announcement for iTraxx Asia ex-Japan indices impacted by the US Sanction pursuant to Executive Order 13959.

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

    Jan 08 2021
    Halifax House Price Index - January 2021 Press Release

    Halifax House Price Index - January 2021 Press Release is now available

    Jan 08 2021
    CMBX Series 14 Proposed List

    Following are the provisional deals and bonds expected for the upcoming CMBX Series 14 index that will roll on 25 January 2021. To note, IHS Markit is consulting with market participants on the suitability of inclusions.

    For further information, please contact indices@ihsmarkit.com.

    Jan 07 2021
    Rebalance of the First Republic Founder Indices

    Please be informed that IHS Markit Benchmark Administration Limited (“IHSMBAL”) has performed the pro forma rebalance for the First Republic Founder Indices (FRCFDR & FRCFDRP) using the closing prices of 31 December 2020. The pro forma rebalance is available upon request.

    The final rebalance will be performed on 15 January 2021 to be effective at the open of 19 January 2021 and can likewise be requested at that time.

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

    Jan 07 2021
    Consultation on iTraxx indices impacted by the US Sanction pursuant to Executive Order 13959

    Pursuant to the Executive Order (EO 13959) signed by the President of the United States of America on Thursday, 12 November 2020, U.S. Persons are prohibited from transacting in securities of certain Chinese companies listed in the Executive Order. The executive order comes into force on 11 January 2021, with an initial 35 entities that have been listed in the order as per 22 December 2020, with the possibility of entities being added to the list in future. Divestment of existing holdings is required by November 2021.

    IHS Markit has identified constituents of active iTraxx Asia ex-Japan and iTraxx Crossover indices that may be impacted by this Executive Order. In light of this, IHS Markit is consulting with the iTraxx Asia ex-Japan and iTraxx Europe Index Advisory Committees to review potential options for existing and upcoming index series. IHS Markit will outline course of action for each of the impacted indices in due course.

    Any feedback from market participants is welcome – please send feedback/queries to itraxxadvisory@ihsmarkit.com.
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