News & Information
Oct 18 2021Upcoming change of the Asian end-of-day calculation time for the iBoxx Asian USD Indices
As announced in the iBoxx Asian Annual Index Review 2021 results, IHS Markit will move the Asian end-of-day calculation time for the following index families from 4:00pm HKT / SGT to 5:00pm HKT / SGT.
iBoxx USD Asia ex-Japan
iBoxx ADBI
iBoxx AHBI
The change is made to reflect more closely the point in time when liquidity and trading activities on USD bonds move from Asia to Europe and thus is more representative of an Asian end-of-day index value. As a result of the change, the Asian end-of-day index data for the impacted indices will be published approximately one hour later. There are no changes in the US end-of-day calculation time.
The new calculation time will take effect from the 31 October 2021 index rebalance.
For more information please contact us at indices@ihsmarkit.com.
iBoxx USD Asia ex-Japan
iBoxx ADBI
iBoxx AHBI
The change is made to reflect more closely the point in time when liquidity and trading activities on USD bonds move from Asia to Europe and thus is more representative of an Asian end-of-day index value. As a result of the change, the Asian end-of-day index data for the impacted indices will be published approximately one hour later. There are no changes in the US end-of-day calculation time.
The new calculation time will take effect from the 31 October 2021 index rebalance.
For more information please contact us at indices@ihsmarkit.com.
Oct 18 2021Rebalance 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 October 2021.
The final rebalance will be performed using closing prices of 22 October 2021.
Should you have any questions or would like to request rebalance information, please contact us at support@ihsmarkit.com.
The final rebalance will be performed using closing prices of 22 October 2021.
Should you have any questions or would like to request rebalance information, please contact us at support@ihsmarkit.com.
Oct 18 2021Consultation: Methodology Update for the iBoxx MSCI ESG USD Emerging Markets Sovereigns Quality Weighted Index
IHS Markit is conducting a consultation regarding a potential methodology update for the iBoxx MSCI ESG USD Emerging Markets Sovereigns Quality Weighted Index.
Clients and other stakeholders are invited to review the consultation and provide feedback on the proposed changes.
The consultation window will remain open through 15 November 2021, and a final decision will be communicated on 17 November 2021.
For more information please contact us at indices@ihsmarkit.com.
Clients and other stakeholders are invited to review the consultation and provide feedback on the proposed changes.
The consultation window will remain open through 15 November 2021, and a final decision will be communicated on 17 November 2021.
For more information please contact us at indices@ihsmarkit.com.
Oct 14 2021Change to the methodology of the UBS Treasury Index Family
The consultation on the proposed methodology changes to the UBS Treasury Index Family has now ended.
IHS Markit Benchmark Administration Limited (“IMBA UK”) will implement the changes as detailed in the consultation paper (found here), which will be effective on publication date 18 October 2021.
Should you have any questions, please contact us at support@ihsmarkit.com.
IHS Markit Benchmark Administration Limited (“IMBA UK”) will implement the changes as detailed in the consultation paper (found here), which will be effective on publication date 18 October 2021.
Should you have any questions, please contact us at support@ihsmarkit.com.
Oct 13 2021Disruption event for the UBS Market Beta HK Equity Index
Kindly be advised that due to issuance of Typhoon Signal No. 8, the Hong Kong Exchanges and Clearing Limited (HKEX) have cancelled trading sessions for today. IHS Markit Index Administration Services has therefore invoked a disruption event and suspended publication of the below UBS Market Beta HK Equity index.
For more information please contact us at support@markit.com.
| Ticker | Index Name | Index Family | As of Date |
| UISEMHLE | UBS Market Beta HK Equity Index ER HKD | UBS Market Beta | 20211013 |
For more information please contact us at support@markit.com.
Oct 11 2021Restatement of the HSBC METYS Index
Kindly be advised that the below indices have been restated for 07 October 2021 due to an update in an underlying data input. Please refresh your index levels to ensure that you capture any adjustments observed.
For more information please contact us at support@ihsmarkit.com.
| Ticker | Index Name | Index Family | Date | Prior Level | New Level |
| HSMETJNF | HSBC MacroEconomic Treasury Yield Spread Volatility in JPY Net | HSBC METYS | 20211007 | 219.5516 | 219.5518 |
| HSMETNF | HSBC MacroEconomic Treasury Yield Spread Volatility Net | HSBC METYS | 20211007 | 234.5706 | 234.5708 |
| HSMETYS0 | HSBC MacroEconomic Treasury Yield Spread Core Index | HSBC METYS | 20211007 | 237.0077 | 237.0079 |
| HSMETYS1 | HSBC MacroEconomic Treasury Yield Spread Volatility Budgeted Index | HSBC METYS | 20211007 | 713.5794 | 713.5809 |
| HSMETYS3 | HSBC MacroEconomic Treasury Yield Spread Volatility 3% Budgeted Index | HSBC METYS | 20211007 | 215.5104 | 215.5105 |
| HSMETYSE | HSBC MacroEconomic Treasury Yield Spread Volatility in EUR | HSBC METYS | 20211007 | 237.6542 | 237.6544 |
| HSMETYSJ | HSBC MacroEconomic Treasury Yield Spread Volatility in JPY | HSBC METYS | 20211007 | 235.568 | 235.5682 |
| HSMETYSN | HSBC MacroEconomic Treasury Yield Spread Net Volatility Budgeted Index | HSBC METYS | 20211007 | 599.2531 | 599.2544 |
For more information please contact us at support@ihsmarkit.com.
Oct 11 2021Update to the iBoxx MSCI EUR Corporates Carbon and Governance Tilted Index
Please be advised that effective 31th October 2021, IHS Markit Benchmark Administration Limited (IMBA UK) is making an update to the methodology of the iBoxx MSCI EUR Corporates Carbon and Governance Tilted Index. The update is driven by a need to achieve the originally intended improvement in governance score following adjustments in MSCI’s governance ratings.
Fixed Notional Capping Factor
The fixed notional capping factor for issuers with governance pillar scores below the governance pillar score threshold is reduced to 0.35 from 0.5.
Implementation
The change will only apply going forward from the 31st October 2021 rebalancing.
Should you have any questions, please contact us at indices@ihsmarkit.com
Fixed Notional Capping Factor
The fixed notional capping factor for issuers with governance pillar scores below the governance pillar score threshold is reduced to 0.35 from 0.5.
Implementation
The change will only apply going forward from the 31st October 2021 rebalancing.
Should you have any questions, please contact us at indices@ihsmarkit.com
Oct 08 2021IHS Markit IBOR Transition - Announcement on migration of EONIA to €STR + 8.5 basis points for 6 iBoxx EUR indices
IHS Markit Benchmark Administration Ltd. (IMBA) will replace the current reference to the Euro Overnight Index Average (EONIA) with the Euro short-term rate (€STR) + 8.5 basis points, on 15 December 2021.
This mirrors the change made on 2 October 2019 by the administrator of EONIA, the European Money Markets Institute, which changed the EONIA methodology such that, until its discontinuation on 3 January 2022, it is determined as a fixed spread of 8.5 basis points over €STR. Therewith, the migration from EONIA to €STR + 8.5 basis points will constitute a cosmetic name change, rather than a methodology change, as these are fundamentally equivalent values.
This change will affect the following indices:
Please let us know if you have any concerns regarding IMBA’s planned migration or the implementation timeline.
For more information please contact us at indices@ihsmarkit.com.
This mirrors the change made on 2 October 2019 by the administrator of EONIA, the European Money Markets Institute, which changed the EONIA methodology such that, until its discontinuation on 3 January 2022, it is determined as a fixed spread of 8.5 basis points over €STR. Therewith, the migration from EONIA to €STR + 8.5 basis points will constitute a cosmetic name change, rather than a methodology change, as these are fundamentally equivalent values.
This change will affect the following indices:
Please let us know if you have any concerns regarding IMBA’s planned migration or the implementation timeline.
For more information please contact us at indices@ihsmarkit.com.
Oct 07 2021Restatement of the UBS Market Beta iTraxx
Kindly be advised that the below indices have been restated for 06 October 2021 due to an update in an underlying data input. Please refresh your index levels to ensure that you capture any adjustments observed.
For more information please contact us at support@ihsmarkit.com.
| Ticker | Index Name | Index Family | Date | Prior Level | New Level |
| UISYMI1E | UBS Long CDX IG 10Y Index Excess Return USD | UBS Market Beta iTraxx | 20211006 | 111.5792 | 111.6924 |
| UISYMI1S | UBS Shortable CDX IG 10Y Index Excess Return USD | UBS Market Beta iTraxx | 20211006 | 119.7677 | 119.8891 |
| UISYMI5E | UBS Long CDX IG 5Y Index Excess Return USD | UBS Market Beta iTraxx | 20211006 | 112.8716 | 113.1353 |
| UISYMI5S | UBS Shortable CDX IG 5Y Index Excess Return USD | UBS Market Beta iTraxx | 20211006 | 116.5771 | 116.8493 |
| UISYMM1E | UBS Long iTraxx Main 10Y Index Excess Return EUR | UBS Market Beta iTraxx | 20211006 | 112.444 | 112.5798 |
| UISYMM1S | UBS Shortable iTraxx Main 10Y Index Excess Return EUR | UBS Market Beta iTraxx | 20211006 | 120.8295 | 120.9753 |
| UISYMM5E | UBS Long iTraxx Main 5Y Index Excess Return EUR | UBS Market Beta iTraxx | 20211006 | 116.8578 | 117.1458 |
| UISYMM5S | UBS Shortable iTraxx Main 5Y Index Excess Return EUR | UBS Market Beta iTraxx | 20211006 | 120.6811 | 120.9784 |
| UISYMX5E | UBS Long iTraxx XO 5Y Index Excess Return EUR | UBS Market Beta iTraxx | 20211006 | 210.2783 | 212.418 |
| UISYMX5S | UBS Shortable iTraxx XO 5Y Index Excess Return EUR | UBS Market Beta iTraxx | 20211006 | 239.0526 | 241.4808 |
| UISYEC5E | UBS iTraxx 5Y Credit Carry Index Excess Return EUR | UBS Market Beta iTraxx | 20211006 | 118.5974 | 118.4442 |
For more information please contact us at support@ihsmarkit.com.
Oct 07 2021Consultation: Methodology update for 3 iBoxx EUR Senior Corporates Investment Grade Factor Weighted Indices
IHS Markit is conducting a consultation regarding a potential methodology update for the following 3 indices, details included in the attachment.
iBoxx EUR Senior Corporates Investment Grade ESG Factor Weighted
iBoxx EUR Senior Corporates Investment Grade ESG Factor Weighted Index (Version 2)
Markit iBoxx EUR Senior Corporates ex-EM IG Factor Weighted Index
Clients and other stakeholders are invited to review the consultation and provide feedback on the proposed changes.
The consultation window will remain open through 25 October 2021, and a final decision will be communicated on 27 October 2021.
For more information please contact us at indices@ihsmarkit.com.
iBoxx EUR Senior Corporates Investment Grade ESG Factor Weighted
iBoxx EUR Senior Corporates Investment Grade ESG Factor Weighted Index (Version 2)
Markit iBoxx EUR Senior Corporates ex-EM IG Factor Weighted Index
Clients and other stakeholders are invited to review the consultation and provide feedback on the proposed changes.
The consultation window will remain open through 25 October 2021, and a final decision will be communicated on 27 October 2021.
For more information please contact us at indices@ihsmarkit.com.
Oct 07 2021Halifax House Price Index - October 2021 Press Release
Halifax House Price Index - October 2021 Press Release is now available
Oct 05 2021Rebalance 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 30 September 2021. The pro forma rebalance is available upon request.
The final rebalance will be performed on 14 October 2021 to be effective at the open of 15 October 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.
The final rebalance will be performed on 14 October 2021 to be effective at the open of 15 October 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.
Oct 05 2021Restatement of iBoxx MSCI ESG USD Asia ex-Japan High Yield Capped index
Please be advised that IHS Markit has added a bond (XS2076167456 Central Plaza Development Ltd. - 5.75% - 2024) to the iBoxx MSCI ESG USD Asia ex-Japan High Yield Capped index for the 30 September 2021 rebalance. The bond was added after a review deemed it eligible for the index. The components file has been adjusted and the index restated for the impacted dates and files below.
IBOXX_CUSTOM_INDICES\B210501\COMPONENTS
iboxx_b210501_usd_fe_eom_components_202110.csv
IBOXX_CUSTOM_INDICES\B210501\INDICES
iboxx_b210501_usd_fe_eod_indices_20211005.csv
iboxx_b210501_usd_fe_eod_indices_20211004.csv
iboxx_b210501_usd_fe_eod_indices_20211001.csv
IBOXX_CUSTOM_INDICES\B210501\UNDERLYINGS
iboxx_b210501_usd_fe_eod_underlyings_20211005.csv
iboxx_b210501_usd_fe_eod_underlyings_20211004.csv
iboxx_b210501_usd_fe_eod_underlyings_20211001.csv
For more information, please contact us at indices@ihsmarkit.com.
IBOXX_CUSTOM_INDICES\B210501\COMPONENTS
iboxx_b210501_usd_fe_eom_components_202110.csv
IBOXX_CUSTOM_INDICES\B210501\INDICES
iboxx_b210501_usd_fe_eod_indices_20211005.csv
iboxx_b210501_usd_fe_eod_indices_20211004.csv
iboxx_b210501_usd_fe_eod_indices_20211001.csv
IBOXX_CUSTOM_INDICES\B210501\UNDERLYINGS
iboxx_b210501_usd_fe_eod_underlyings_20211005.csv
iboxx_b210501_usd_fe_eod_underlyings_20211004.csv
iboxx_b210501_usd_fe_eod_underlyings_20211001.csv
For more information, please contact us at indices@ihsmarkit.com.
Oct 04 2021Rebalance for UBS Global Quality Dividend Payers Net Total Return Indices
Please be informed that IHS Markit Benchmark Administration Limited (IMBA UK) has performed the selection for UBS Global Quality Dividend Payers Net Total Return Indices using the closing prices of 01 October 2021. The selection is available on request.
The rebalance will be implemented from 06 October 2021 onwards.
Should you have any questions or would like to request rebalance information, please contact us at support@ihsmarkit.com.
| INDEX NAME | INDEX FAMILY | INDEX TICKER |
| UBS Global Quality Dividend Payers Net Total Return Indices | BETA | MBCIGQDC, MBCIGQDP, MBCIGQDU |
The rebalance will be implemented from 06 October 2021 onwards.
Should you have any questions or would like to request rebalance information, please contact us at support@ihsmarkit.com.
Oct 01 2021Updated List of Private Placements
IHS Markit has identified additional Private Placement issues. The bonds in question have been added to the attached lists.
For more information please contact us at indices@ihsmarkit.com
For more information please contact us at indices@ihsmarkit.com
Sep 30 2021Result of the Consultation on the Proposed Changes to Asian iBoxx Indices
Pursuant to the consultation issued on 27 August 2021, IHS Markit Benchmark Administration Limited (IMBA UK) has reviewed stakeholder feedback and will implement the proposed changes to the methodologies of the following Asian iBoxx indices according to the consultation document:
- iBoxx ABF
- iBoxx Asia ex-Japan
- iBoxx USD Asia ex-Japan
- iBoxx ADBI
For more information please contact us at indices@ihsmarkit.com.
- iBoxx ABF
- iBoxx Asia ex-Japan
- iBoxx USD Asia ex-Japan
- iBoxx ADBI
For more information please contact us at indices@ihsmarkit.com.
Sep 30 2021Results of the iBoxx Asian Annual Index Review 2021
Please find the results of the 2021 iBoxx Asian Annual Index Review below.
For more information, please contact us at indices@ihsmarkit.com
For more information, please contact us at indices@ihsmarkit.com
Sep 29 2021Rebalance 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 29/09/2021.
The rebalance will be implemented on 30/09/2021.
Should you have any questions or would like further information, please contact us at support@ihsmarkit.com.
The rebalance will be implemented on 30/09/2021.
Should you have any questions or would like further information, please contact us at support@ihsmarkit.com.
Sep 29 2021Consultation – Methodology changes for the HSBC G10 FX and EM FX index families
IHS Markit is conducting a consultation regarding an update to the methodologies of the HSBC G10 FX and EM FX indices. Stakeholders are invited to review the consultation document below and provide feedback on the proposed changes.
The consultation will close on 1 October 2021.
For more information please contact us at Support@ihsmarkit.com
The consultation will close on 1 October 2021.
For more information please contact us at Support@ihsmarkit.com
Sep 29 2021Rebalance of the UBS Timber Index
Please be informed that IHS Markit Benchmark Administration Limited (“IMBA UK”) has performed the pro forma rebalance for UBS Timber Index (MBCITM15 Index) using the closing prices of 28 September 2021. The pro forma rebalance is available on request.
The final rebalance will be performed on 01 October 2021 using the closing prices of 30 September 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 MK-IndexAdministrationOperations@ihsmarkit.com.
The final rebalance will be performed on 01 October 2021 using the closing prices of 30 September 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 MK-IndexAdministrationOperations@ihsmarkit.com.
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