Indices
News & Information

    Sep 13 2019
    iTraxx Japan Final Index Membership Series 32

    Please find below the iTraxx Japan Final Index Membership List for Series 32.
    iTraxx Japan Final List Series 32.pdf
     
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    Sep 13 2019
    Rebalance of the AQR-UBS Style Premia Global Equity Indices

    Please be advised that IHS Markit Benchmark Administration Limited (“IHSMBAL”) 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 17 September 2019, 18 September 2019 and 19 September 2019.

    Should you have any questions or would like to request rebalance information, please contact us at support@ihsmarkit.com.
     
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    Sep 13 2019
    Reference Obligations for Markit CDX.NA.IG.33

    The reference obligations that will be included in the upcoming Markit CDX.NA.IG.33 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Markit CDX IG 33 Reference Obligations.pdf
     
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    Sep 13 2019
    Updated List of Changes for Markit CDX.NA.IG.33

    Following is the updated list of changes expected for the upcoming Markit CDX.NA.IG.33 index that will roll on 20 September, 2019.

    The successor entity to 21ST CENTURY FOX AMERICA, INC., THE WALT DISNEY COMPANY, will remain in the index.

    Please note that this list remains provisional until publication of the final annex for the index.


    Removals Additions
    TWDC ENTERPRISES 18 CORP. THE SOUTHERN COMPANY
     
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    Sep 13 2019
    Reference Obligations for Markit CDX.EM.32

    The reference obligations that will be included in the upcoming Markit CDX.EM.32 index are available below. Please note that this list remains provisional until publication of the final annex for the index.
    Markit CDX EM 32 Reference Obligations.pdf
     
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    Sep 13 2019
    iTraxx Japan News Announcement

    The iTraxx Japan Series 32 Final List has been published. Please be informed of the below revision made by IHS Markit since publication of the iTraxx Japan Series 32 Provisional List.

    Following further review and feedback from market participants, IHS Markit has deemed appropriate to not include Credit Saison Co., Ltd. (CRDSAI). Due to the infrequent trading of the name, CRDSAI could potentially impact overall index liquidity.
     
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    Sep 12 2019
    Revision of publication date for iTraxx Japan Series 32 Final List

    IHS Markit will be publishing the iTraxx Japan Series 32 Final List by close of business (London time) on 13 September 2019.
     
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    Sep 12 2019
    iTraxx Asia ex-Japan News Announcement

    The iTraxx Asia ex-Japan Series 32 Final List has been published. Please find below an explanation of revisions made by IHS Markit since publication of the iTraxx Asia ex-Japan Series 32 Provisional List.

    AGRICULTURAL BANK OF CHINA LIMITED (AGRBLT)
    Following further review, IHS Markit has decided to not include AGRBLT in Series 32. Notwithstanding the fact that AGRBLT qualifies for inclusion via the Liquidity List Criteria, given its low CDS liquidity and debt outstanding, IHS Markit has determined it appropriate to not include AGRBLT in Series 32. IHS Markit will, ahead of the March roll of the Index, review the Liquidity List Criteria and consult on any potential changes.

    CHINA OVERSEAS LAND & INVESTMENT LIMITED (COLI)
    Following further review, to remain in spirit of the iTraxx Asia ex-Japan rule changes implemented in July to better align the Index with the cash bond market, IHS Markit has decided to not include COLI as it is the seventh new entity to be included from the currently underweight China Market. In order to balance the Market-Sector profile changes from one series to another, IHS Markit has deemed appropriate to include an entity from a different underweight Market.
     
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    Sep 12 2019
    iTraxx Europe News Announcement

    The iTraxx Europe Series 32 Final List has been published. Please find below the revisions made by IHS Markit since publication of the iTraxx Europe Series 32 Provisional List.


    1. Cable & Wireless Limited (CAWILD) has been included in Series 32 as it qualifies for index inclusion via Liquidity List.

    2. Schaeffler Finance B.V. (SCHAFIN) has been replaced with Schaeffler AG (SCHAAG) as it was deemed appropriate given larger debt outstanding for SCHAAG.
     
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    Sep 12 2019
    Updated List of Changes for Markit CDX.EM.32

    Following feedback from the CDX EM Index Advisory Committee, IHS Markit has determined to include Abu Dhabi on the list of eligible EM countries for CDX Emerging Markets. This has been done to maintain index liquidity and preserve the economic intent of the index.

    Following are the updated changes expected for the upcoming Markit CDX.EM.32 index that will roll on 20 September 2019. Please note that this list remains provisional till publication of the final annex for the index.


    Name Old Weight New Weight
    FEDERATIVE REPUBLIC OF BRAZIL 13% 12%
    REPUBLIC OF TURKEY 13% 12%
    UNITED MEXICAN STATES 13% 12%
    PEOPLE'S REPUBLIC OF CHINA 9% 9%
    REPUBLIC OF SOUTH AFRICA 8% 9%
    REPUBLIC OF INDONESIA 7% 8%
    RUSSIAN FEDERATION 8% 8%
    ARGENTINE REPUBLIC 6% 5%
    REPUBLIC OF COLOMBIA 4% 5%
    MALAYSIA 4% 4%
    KINGDOM OF SAUDI ARABIA 3% 2%
    REPUBLIC OF THE PHILIPPINES 3% 2%
    REPUBLIC OF PERU 3% 2%
    REPUBLIC OF CHILE 3% 2%
    STATE OF QATAR 3% 2%
    REPUBLIC OF PANAMA 0% 2%
    LEBANESE REPUBLIC 0% 2%
    ABU DHABI 0% 2%
     
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    Sep 12 2019
    iTraxx Asia ex-Japan Final Index Membership Series 32

    Please find below the iTraxx Asia ex-Japan Final Index Membership List for Series 32.
    iTraxx Asia ex-Japan Final List Series 32.pdf
     
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    Sep 12 2019
    iTraxx Australia Final Index Membership List Series 32

    Please find below the iTraxx Australia Final Index Membership List for Series 32.
    Markit iTraxx Australia Final List Series 32.pdf
     
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    Sep 12 2019
    iTraxx Europe Final Index Membership Series 32

    Please find below the iTraxx Europe Final Index Membership List for Series 32.
    iTraxx Europe Final List Series 32.pdf
     
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    Sep 11 2019
    iTraxx Australia Provisional Index Membership Series 32

    To maintain index liquidity and preserve the economic intent of iTraxx Australia as an index primarily comprised of liquid investment grade constituents, IHS Markit has determined it appropriate to depart from the methodology set out in the Rules for iTraxx Australia Series 32.

    The index selection methodology has been applied with the below deviations from the Rules:

    1. Index size of iTraxx Australia has been reduced from 25 to 20 constituents;
    2.     Entities that have not traded in the last 8 weeks prior to the roll month but are included in the DTCC Index Roll Report have been deemed to still be eligible for index inclusion.
    Based on the above, IHS Markit has published the iTraxx Australia Series 32 Provisional List. IHS Markit continues to undertake a review of the Rules for iTraxx Australia and welcomes any feedback from market participants (itraxxadvisory@ihsmarkit.com).

    iTraxx Australia Provisional List Series 32.pdf
     
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    Sep 11 2019
    Provisional membership of MCDX Series 33

    Following are the provisional names expected for the upcoming MCDX Series 33 index that will roll on 03 October, 2019. Nineteen names were selected following the first round of polling by the MCDX Index Advisory Committee Members. Another round of polling will occur to determine the final name selected for inclusion. Please note that this list remains provisional till publication of the final annex for the index.

    Obligor Name Reference Entity
    AMERICAN MUNICIPAL POWER INC AMERICAN MUNICIPAL POWER, INC.
    CHICAGO BOARD OF EDUCATION THE BOARD OF EDUCATION OF THE CITY OF CHICAGO
    CITY OF CHICAGO CITY OF CHICAGO
    KENTUCKY STATE PROPERTY & BUILDING COMMISSION COMMONWEALTH OF KENTUCKY STATE PROPERTY AND BUILDINGS COMMISSION
    LAGUARDIA GATEWAY PARTNERS LLC NEW YORK TRANSPORTATION DEVELOPMENT CORPORATION
    LOMA LINDA UNIVERSITY MEDICAL CENTER OBLIGATED GROUP THE CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHORITY, CALIFORNIA
    LONG ISLAND POWER AUTHORITY LONG ISLAND POWER AUTHORITY
    METROHEALTH SYSTEM/THE COUNTY OF CUYAHOGA, OHIO
    METROPOLITAN PIER & EXPOSITION AUTHORITY METROPOLITAN PIER AND EXPOSITION AUTHORITY
    METROPOLITAN TRANSPORTATION AUTHORITY METROPOLITAN TRANSPORTATION AUTHORITY
    MICHIGAN FINANCE AUTHORITY MICHIGAN FINANCE AUTHORITY
    MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA
    NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY
    NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY THE NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY
    NEW YORK STATE DORMITORY AUTHORITY DORMITORY AUTHORITY STATE OF NEW YORK
    SOUTH CAROLINA PUBLIC SERVICE AUTHORITY SOUTH CAROLINA PUBLIC SERVICE AUTHORITY
    STATE OF CONNECTICUT STATE OF CONNECTICUT
    STATE OF ILLINOIS STATE OF ILLINOIS
    TOBACCO SETTLEMENT FINANCING CORP/NJ TOBACCO SETTLEMENT FINANCING CORPORATION, NEW JERSEY
     
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    Sep 10 2019
    iTraxx Asia ex-Japan Provisional Index Membership Series 32

    Please find below the iTraxx Asia ex-Japan Provisional Index Membership List for Series 32.
    iTraxx Asia ex-Japan Provisional List Series 32.pdf
     
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    Sep 10 2019
    Revision of publication date for iTraxx Australia Series 32 Provisional List

    IHS Markit will be publishing the iTraxx Australia Series 32 Provisional List by close of business (London time) on 11 September 2019.
     
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    Sep 10 2019
    iTraxx Europe Provisional Index Membership Series 32

    Please find below the iTraxx Europe Provisional Index Membership List for Series 32.
    iTraxx Europe Provisional List Series 32.pdf
     
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    Sep 10 2019
    List of Changes for Markit CDX.NA.IG.33

    Following are the changes expected for the upcoming Markit CDX.NA.IG.33 index that will roll on 20 September, 2019. Please note that this list remains provisional until publication of the final annex for the index.


    Removals Additions
    21ST CENTURY FOX AMERICA, INC. THE SOUTHERN COMPANY
     
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    Sep 10 2019
    iTraxx Japan Provisional Index Membership Series 32

    Please find below the iTraxx Japan Provisional Index Membership List for Series 32
    iTraxx Japan Provisional List Series 32.pdf
     
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    Mar 08 2019
    Restatement of EMIX Indices (Global Resources, Small + Large Cap and World families)

    8 March 2019

    In accordance with the IHS Markit Restatement Policy, please be advised that the EMIX Global Mining 100, EMIX Global Mining Constrained Weights, EMIX Global Mining and Energy, EMIX Global Mining Gold and Energy, EMIX Global Mining, EMIX Smaller Asia Pacific ex Japan and India Sub Continent, EMIX Smaller Australia and New Zealand, EMIX Smaller Pacific and EMIX World Smaller Companies index families have been restated for 7 March 2019 due to a correction in the implementation of Iluka Resources LTD (SEDOL: 6957575) dividend with ex-date 7 March 2019.

    In addition, please note that the EMIX Australia and New Zealand, EMIX Global Mining 100, EMIX Global Mining 50, EMIX Global Mining Constrained Weights, EMIX Global Mining and Energy, EMIX Global Mining Gold and Energy, EMIX Global Mining, EMIX World index families have been restated for 7 March 2019 due to a correction in the implementation of South32 LTD (SEDOL: BWSW5D9) dividend with ex-date 7 March 2019.

    The revised historical levels have been republished to the FTP.

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