Aug 07 2020
    Halifax House Price Index - August 2020 Press Release

    Halifax House Price Index - August 2020 Press Release is now available

    Aug 06 2020
    New versions of Markit Indices issued due to Credit Event on Noble Corporation

    Following the confirmation of a Bankruptcy Credit Event on Noble Corporation, new versions of all affected Markit CDX indices have been issued with an annex date of 06th August 2020. Below are the new indices along with their corresponding RED Index Code:

    Index Name Index RED Code
    CDX.NA.HY.33-V12 2I65BRYN4
    CDX.NA.HY.34-V9 2I65BRYM6
    CDX.NA.HY.Ex-BB.34-V9 1D765OAI4

    Aug 06 2020
    Termination of the AQR-UBS Style Premia Global Equity Indices

    Please be advised that IHS Markit Benchmark Administration Limited (“IMBA UK”) intends to cease administration and calculation of the below indices on Monday, 31 August 2020 (last calculation date).


    Customer Family Index Name Asset Class Bloomberg Index Code
    UBS AQR AQR-UBS Style Premia Global Equity Index Long Only Total Return (USD)
    Equity
    UISEAGLT
    UBS AQR AQR-UBS Style Premia Global Equity Index Long Only Excess Return (USD)
    Equity
    UISEAGLE
    UBS AQR AQR-UBS Style Premia Global Equity Index Benchmark-hedged Excess Return (USD)
    Equity
    UISEAGHE

    IMBA UK hereby gives notice of its intention to cease administration/calculation of the Indices and invites stakeholders to raise objections or other comments as soon as possible (and in any case by Monday, 31 August 2020) via email to MK-IndexAdminConsultation@ihsmarkit.com.

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

    Aug 03 2020
    Restatement of the Aberdeen Standard Investments Indices

    Kindly be advised that the attached Aberdeen Standard Investments Smarter Beta Indices have been restated for 31 July 2020 due to an update in a corporate action input. Please refresh your index levels to ensure that you capture any adjustments observed.

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

    Aug 03 2020
    Updated List of Private Placements

    • IHS Markit has identified additional Private Placement issues. The bonds have been added to the attached lists.
    • For more information please contact us at indices@ihsmarkit.com

    Jul 31 2020
    Rebalance of the AQR-UBS Style Premia Global Equity Indices

    Please be advised that IHS Markit Benchmark Administration (IMBA) is implementing the rebalance of the below AQR-UBS Style Premia Global Equity Indices based on the weight determination provided by AQR Capital Management L.L.C.

    INDEX TICKER INDEX NAME
    UISEAGLT AQR-UBS Style Premia Global Equity Index Long Only Total Return (USD)
    UISEAGLE AQR-UBS Style Premia Global Equity Index Long Only Excess Return (USD)
    UISEAGHE AQR-UBS Style Premia Global Equity Index Benchmark-hedged Excess Return (USD)

    The rebalance will be implemented over three relevant trading days on 04 August 2020, 05 August 2020 and 06 August 2020.

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

    Jul 31 2020
    Suspension of July 2020 rebalance for LGIM LONGREAL & LGIM SHORTREAL Indices

    Please be informed that IHS Markit Benchmark Administration Ltd. on (IHSM UK) has suspended the July rebalance for below indices:

    Ticker Index Name Index Family
    LGIM_LONGREAL_Portfolio LGIM LONGREAL Index LGIM Matching Core Index
    LGIM_SHORTREAL_Portfolio LGIM SHORTREAL Index LGIM Matching Core Index

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

    Jul 30 2020
    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 30/07/2020.

    The rebalance will be implemented on 31/07/2020.

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

    Jul 29 2020
    Consultation on the capping rule change for the iBoxx Contingent Convertible Liquid Developed Europe AT1 Index

    IHS Markit is conducting a consultation regarding a change to the capping rules of the iBoxx Contingent Convertible Liquid Developed Europe AT1 Index. Clients and other stakeholders are invited to review the consultation document and provide feedback on the proposed changes.

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

    Jul 28 2020
    Restatement of the Markit iBoxx USD Liquid Investment Grade Ultrashort Index

    Please be advised that due to the incorrect redemption treatment for bond US06050TMN99 - Bank of America Corp - 2.58663% - 7/26/2021, the following files have been restated.

    /IBOXX_CUSTOM_INDICES/B130802/INDICES
    iboxx_B130802_usd_lq_ig_UltraShort_eod_indices_20200727.csv

    /IBOXX_CUSTOM_INDICES/B130802/UNDERLYINGS
    iboxx_B130802_usd_lq_ig_UltraShort_eod_underlyings_20200727.csv

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

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

    Jul 22 2020
    Consultation - Methodology changes for the LGIM Matching Plus and Matching Core indices

    IHS Markit is conducting a consultation regarding an update to the methodology for the LGIM Matching Plus and Matching Core indices. Clients and other stakeholders are invited to review the consultation document below and provide feedback on the proposed changes.


    For more information please contact us at MK-IndexAdminConsultation@ihsmarkit.com

    Jul 21 2020
    Result of consultation on the methodology update of the iBoxx Corporates/Non-Gilts Fallen Angels Indices

    Pursuant to the consultation announced on 15 July 2020, IHS Markit Benchmark Administration Limited (IMBA) will implement the proposed changes. Fallen angel bonds will be defined on an issuer level rather than on a bond level (as in the current methodology). Feedback received from stakeholders was supportive of the proposed approach.


    The changes will be implemented at the 31 July 2020 month-end rebalancing. Changes to the affected indices will be reflected in the forward files accordingly.

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

    Jul 21 2020
    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 17 July 2020.

    The final rebalance will be performed using closing prices of 24 July 2020.

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

    Jul 16 2020
    Restatement of the Aberdeen Standard Investments Indices

    Kindly be advised that the below indices have been restated for 15 July 2020 due to an update in a corporate action input. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family Date Prior Level New Level
    AMLVASGB Aberdeen Standard Investments Asia ex Japan Low Volatility Multifactor index (GBP) Smarter Beta 20200715 4139.87 4140.47
    AMLVASUS Aberdeen Standard Investments Asia ex Japan Low Volatility Multifactor index (USD) Smarter Beta 20200715 2648.87 2649.25
    AMQUASGB Aberdeen Standard Investments Asia ex Japan Quality Multifactor index (GBP) Smarter Beta 20200715 4514.51 4515.14
    AMQUASUS Aberdeen Standard Investments Asia ex Japan Quality Multifactor index (USD) Smarter Beta 20200715 2888.58 2888.98
    AMSSASGB Aberdeen Standard Investments Asia ex Japan Small Size Multifactor index (GBP) Smarter Beta 20200715 3990.38 3991.94
    AMSSASUS Aberdeen Standard Investments Asia ex Japan Small Size Multifactor index (USD) Smarter Beta 20200715 2553.22 2554.22

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

    Jul 16 2020
    iTraxx Asia ex-Japan Rule Review

    Ahead of the September 2020 index roll, IHS Markit is reviewing the index rules for iTraxx Asia ex-Japan index. As part of the consultation, IHS Markit invites feedback from market participants on the proposed rule changes outlined in the attached document.

    Market participants wanting to provide feedback or inquire on the changes being considered are invited to join the iTraxx Asia ex-Japan Index Advisory Committee or can contact the index team directly by emailing itraxxadvisory@ihsmarkit.com.

    The consultation period will complete on 5th August 2020 following which, IHS Markit will publish the final decision on the iTraxx Asia ex-Japan index rules.

    Current Index Rules are published under Documentation, iTraxx Product Rules on the following page:
    https://www.markit.com/Documentation/Product/ITraxx

    Jul 16 2020
    IBOR Transition – IHS Markit Indices findings and request for feedback

    IHS Markit is keen to hear your views on the IBOR transition in the context of our indices. We are pleased to share the attached information paper and questionnaire. We hope this will form a basis for discussion and understanding of views across our clients and market participants. Please feel free to share this paper and questionnaire with others you might consider appropriate and relevant within your organization involved with the IBOR transition topic.

    We look forward to receiving your feedback on the questions provided, which can be submitted either via the Indices IBOR Transition Survey or by emailing us on indices@ihsmarkit.com.

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

    Jul 15 2020
    Consultation on the methodology update of the iBoxx Corporates/Non-Gilts Fallen Angels Indices

    IHS Markit is conducting a consultation regarding an update to the methodology for the iBoxx Corporates/Non-Gilts Fallen Angels Indices. Clients and other stakeholders are invited to review the consultation document below and provide feedback on the proposed changes.

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

    Jul 15 2020
    Rebalance of the AQR-UBS Style Premia Global Equity Indices

    Please be advised that IHS Markit Benchmark Administration (IMBA) is implementing the rebalance of the below AQR-UBS Style Premia Global Equity Indices based on the weight determination provided by AQR Capital Management L.L.C.

    INDEX TICKER INDEX NAME
    UISEAGLT AQR-UBS Style Premia Global Equity Index Long Only Total Return (USD)
    UISEAGLE AQR-UBS Style Premia Global Equity Index Long Only Excess Return (USD)
    UISEAGHE AQR-UBS Style Premia Global Equity Index Benchmark-hedged Excess Return (USD)

    The rebalance will be implemented over three relevant trading days on 16 July 2020, 17 July 2020 and 20 July 2020.

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

    Jul 13 2020
    iTraxx Australia Rule Review

    Ahead of the September 2020 index roll, IHS Markit is undertaking a review of the iTraxx Australia index rules. IHS Markit invites feedback on the two proposals outlined below for changes to the iTraxx Australia index rules.

    We request market participants to kindly provide your feedback by Wednesday, 29th July, following which we will review further and outline future course of action. To provide feedback or for any queries, please email itraxxadvisory@ihsmarkit.com.

    Current Index Rules are published under Documentation, iTraxx Product Rules on the following page: https://www.markit.com/Documentation/Product/ITraxx


    PROPOSED RULE CHANGES


    For an entity to be eligible for inclusion in the iTraxx Australia index, it must be a member of either the Liquidity List or the Additional Entity List. IHS Markit is proposing the following rule changes to the eligibility criteria of the two lists:

    1. Liquidity List

    Currently, in order for entities to be eligible for the Liquidity List, among other criteria, entities:

    a. must have traded in the last eight weeks preceding the roll month as per the DTCC Roll Report;
    b. must have a minimum of AUD 150,000,000 publicly traded debt outstanding in a currency that is deliverable into an Australian CDS contract.

    IHS Markit is considering dropping rule (a.) above to increase the pool of liquid CDS names to be eligible for index inclusion. Further, IHS Markit is considering amending rule (b.) above to require entities to have a minimum of AUD 150,000,000 publicly traded Senior debt outstanding in a currency that is deliverable into an Australian CDS contract.

    As per the March 2020 DTCC Roll Report, the below additional names would become eligible for index inclusion via the Liquidity List, as long as they satisfy all other criteria for the Liquidity List:
    AMCOR PTY LTD GPT RE LIMITED TELSTRA CORPORATION LIMITED
    CROWN RESORTS LIMITED SCENTRE MANAGEMENT LIMITED

    2. Additional Entity List

    As per the current rules, when there are not enough names eligible for the index in the Liquidity List, new names are included in the index via the Additional Entity List. The Additional Entity List consists of the largest Australia/NZ debt issuers as per iBoxx AUD/EUR/GBP/USD indices that are not part of the Liquidity List. One of the criteria for names to be part of the Additional Entity List is that they must have minimum debt outstanding equivalent to AUD 750 million. IHS Markit is proposing an amendment to this criterion to only consider Senior debt when determining the debt outstanding for names to be included in the Additional Entity List.

    As per the July 2020 composition of the iBoxx indices used to construct the Additional Entity List, the following names will potentially be eligible for index inclusion:
    AUSTRALIA PACIFIC AIRPORTS MELBOURNE PTY LTD GOODMAN AUSTRALIA INDUSTRIAL PARTNERSHIP PACIFIC NATIONAL HOLDINGS PTY LTD VICINITY CENTRES
    BRISBANE AIRPORT CORP PTY LTD GOODMAN GROUP SANTOS LTD WESTLINK MOTORWAY GROUP
    CHORUS LTD LONSDALE FINANCE HOLD PTY LTD SINGTEL OPTUS PTY LTD
    FONTERRA CO-OPERATIVE GROUP LTD NATIONAL HOUSING FINANCE AND INVESTMENT CORP UNITED ENERGY DISTRIBUTION PTY LTD

    Please note that the names in both proposals have been provided for INDICATIVE purposes only. The iTraxx Australia Series 34 selection will be based on September 2020 DTCC Roll Report and September 2020 iBoxx indices composition.

    Jul 10 2020
    Halifax House Price Index - Q2 2020 UK Regional Press Release

    Halifax House Price Index - Q2 2020 Press Release is now available
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