Indices
News & Information

    Oct 22 2020
    iBoxx Asian Annual Index Review 2020 - Launch of New Markit iBoxx USD Asia ex-Japan Sub-Indices

    IHS Markit is pleased to announce the launch of 66 new sub-indices, as a part of Markit iBoxx USD Asia ex-Japan index family. The details of the these new indices can be found within the New iBoxx USD Asia ex-Japan sub-indices.

    The newly published indices will be available on our FTP server effective 2 November 2020.

    If you have any questions, please contact us at indices@ihsmarkit.com.
     
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    Oct 22 2020
    Result of consultation on the configuration update of the iBoxx Inflation Breakeven Indices

    Pursuant to the consultation announced on 7 October 2020, IHS Markit Benchmark Administration Limited (IMBA) will implement the proposed changes. The iBoxx Inflation Breakeven Indices configuration will be updated to reflect an updated ranking criteria, in response to recent features of the underlying sovereign issuance.

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

    The changes will be implemented at the 31 October 2020 month-end rebalancing.

    For more information please contact us at indices@ihsmarkit.com
     
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    Oct 21 2020
    Restatement of the UBS Equity Indices

    Kindly be advised that the below indices have been restated for 19th October 2020 due to update in the underlying data inputs. 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 20201019 194.01 194.06
    MBCIGQDC UBS Global Quality Dividend Payers Net Total Return (CHF) UBS Global Quality Dividend 20201019 268.56 268.76
    MBCIGQDP UBS Global Quality Dividend Payers Net Total Return (EUR) UBS Global Quality Dividend 20201019 403.30 403.59
    MBCIGQDU UBS Global Quality Dividend Payers Net Total Return (USD) UBS Global Quality Dividend 20201019 358.20 358.46
    MBCIGSEU UBS Global Quality Dividend Payers Index Long Short Excess Return USD UBS Global Quality Dividend 20201019 137.90 138.02
    MBCIGQEU UBS Global Quality Dividend Payers Index Long Only Excess Return USD UBS Global Quality Dividend 20201019 259.74 259.93
    MBCIEG20 UBS Europe Growth 20 Index UBS Equity 20201019 84.35 84.58
    MBCIEV20 UBS Europe Value 20 UBS Equity 20201019 206.29 206.30
    MBCIKCE UBS Key Calls Index UBS Equity 20201019 178.65 178.66

    For more information please contact us at support@ihsmarkit.com
     
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    Oct 21 2020
    Restatement of the EMIX Indices

    21 October 2020

    Please be advised that the below mentioned EMIX Index Families will be restated for 19 October 2020 due to revision of close price for 19 October 2020 by Euronext exchange. There was a technical issue at Euronext exchange on 19 October 2020, resulting in a trading halt and subsequent revision of the security-level pricing.

    • EMIX Global Mining Constrained Weights
    • EMIX Leaders
    • EMIX Europe
    • EMIX Smaller Europe
    • EMIX Global Mining and Energy
    • EMIX Global Mining Gold and Energy
    • EMIX Global Mining
    • EMIX World

    The revised historical levels have been republished to the FTP.

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


     
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    Oct 20 2020
    Index Level Restated

    The below index level for 19th October 2020 has been restated:

    Index Name Ticker Revised Index Level
    iTraxx-CDX IG Global Steepener Credit Index ITXCDXST 153.6890088389120
     
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    Oct 20 2020
    Restatement of the UBS Delta Hedge, Covered Call and CMI Indices

    Kindly be advised that the below indices have been restated for 19th October 2020 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 Level New Level
    MBCIDESE UBS Delta Hedged Strangle Europe Index ER (Excess Return) UBS Delta Hedge 20201019 228.86 228.95
    UISEED UBS Europe Rolling Discount Index UBS Covered Call 20201019 362.11 362.99
    UISEEDD UBS Europe Deep Rolling Discount Index UBS Covered Call 20201019 184.09 184.56
    UISEEDW UBS Europe Dynamic Weekly Index UBS Covered Call 20201019 576.82 578.19
    UISEEDXL UBS Europe Deep XL Discount Index UBS Covered Call 20201019 161.49 161.91
    UISEEF UBS Europe Rolling Flex Index UBS Covered Call 20201019 369.49 370.41
    UISEES UBS Europe Rolling Sprint Index UBS Covered Call 20201019 371.10 371.97
    MBCICMDI UBS Constant Maturity Dividend Index UBS CMI 20201019 89.44 109.78

    For more information please contact us at support@ihsmarkit.com
     
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    Oct 19 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 16 October 2020.

    The final rebalance will be performed using closing prices of 23 October 2020.

    Should you have any questions or would like to request rebalance information, please contact us at support@ihsmarkit.com.
     
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    Oct 16 2020
    Consultation on the rule clarification for the Markit iBoxx EUR Liquid Corporates Large Cap Index

    IHS Markit is conducting a consultation regarding a rule clarification for the Markit iBoxx EUR Liquid Corporates Large Cap Index. Clients and other stakeholders are invited to review the consultation document and provide feedback on the proposed changes.


    Please find the the consultation document here and below.


    For more information please contact us at indices@ihsmarkit.com.
    Consultation_Markit-iBoxx-EUR-Liquid-Corporates-Large-Cap-Index-Methodology.pdf
     
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    Oct 15 2020
    Ad-hoc optimisation of LGIM Matching Core indices for October rebalance

    Please be informed that due to recent methodology changes, IHS Markit Benchmark Administration (IMBA UK) will be conducting an ad-hoc portfolio optimisation of the LGIM Matching Core Indices before the October rebalance.

    For further information, please contact us at support@ihsmarkit.com.
     
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    Oct 13 2020
    Launch of Developed Markets and Emerging Market sub-indices and iBoxx EUR Overall 1-10 index

    IHS Markit is pleased to announce the launch of Developed Markets and Emerging Markets sub-indices for the major iBoxx families.
    In addition to this we also set up an iBoxx EUR Overall 1-10 index:

    iBoxx EUR:

    Index Name ISIN TRI ISIN CPI
    iBoxx EUR Overall 1-10 GB00BL09DG09 GB00BL09DY80
    iBoxx EUR Overall Developed Markets GB00BL09DH16 GB00BL09DZ97
    iBoxx EUR Overall Emerging Markets GB00BL09DJ30 GB00BL09F088


    iBoxx EUR High Yield:

    Index Name ISIN TRI ISIN CPI
    iBoxx EUR High Yield Developed Markets GB00BL09DM68 GB00BL09F310
    iBoxx EUR High Yield Emerging Markets GB00BL09DN75 GB00BL09F427


    iBoxx EUR Liquid High Yield:

    Index Name ISIN TRI ISIN CPI
    iBoxx EUR Liquid High Yield Developed Markets GB00BL09FF32 GB00BL09FH55
    iBoxx EUR Liquid High Yield Emerging Markets GB00BL09FG49 GB00BL09FJ79


    iBoxx GBP:

    Index Name ISIN TRI ISIN CPI
    iBoxx GBP Overall Developed Markets GB00BL09DK45 GB00BL09F195
    iBoxx GBP Overall Emerging Markets GB00BL09DL51 GB00BL09F203


    iBoxx Global Government:

    Index Name ISIN TRI ISIN CPI
    iBoxx Global Government Developed Markets (EUR Hedged) GB00BL09DR14 GB00BL09F757
    iBoxx Global Government Developed Markets (GBP Hedged) GB00BL09DT38 GB00BL09F971
    iBoxx Global Government Developed Markets (JPY Hedged) GB00BL09DW66 GB00BL09FC01
    iBoxx Global Government Developed Markets (USD Hedged) GB00BL09DP99 GB00BL09F534
    iBoxx Global Government Emerging Markets EUR Unhedged) GB00BL09DS21 GB00BL09F864
    iBoxx Global Government Emerging Markets GBP Unhedged) GB00BL09DV59 GB00BL09FB93
    iBoxx Global Government Emerging Markets JPY Unhedged) GB00BL09DX73 GB00BL09FD18
    iBoxx Global Government Emerging Markets USD Unhedged) GB00BL09DQ07 GB00BL09F641



    You can find the full list of the additional iBoxx indices and their folder paths here.

    The newly published indices will be available on our FTP server after the October rebalancing.



    If you have any questions, please contact us at indices@ihsmarkit.com.
     
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    Oct 12 2020
    Halifax House Price Index - Q3 2020 Press Release

    Halifax House Price Index - Q3 2020 Press Release is now available
    Press Release Q3-2020-Halifax-House-Price-Index-UK-Regional.pdf
     
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    Oct 12 2020
    New iTraxx Europe Crossover Index Versions Published: Bankruptcy Credit Event with respect to Selecta Group B.V. (Ticker: SELEGRO)

    NEW INDEX NAME NEW RED CODE
    iTraxx Europe Crossover Series 22 Version 13 2I667KIX8
    iTraxx Europe Crossover Series 23 Version 13 2I667KIV2
    iTraxx Europe Crossover Series 24 Version 11 2I667KIY6
    iTraxx Europe Crossover Series 25 Version 8 2I667KJB5
    iTraxx Europe Crossover Series 26 Version 8 2I667KJA7
    iTraxx Europe Crossover Series 27 Version 8 2I667KIZ3
    iTraxx Europe Crossover Series 28 Version 9 2I667KJE9
    iTraxx Europe Crossover Series 29 Version 9 2I667KJC3
    iTraxx Europe Crossover Series 30 Version 8 2I667KJD1
    iTraxx Europe Crossover Series 31 Version 6 2I667KJF6
    iTraxx Europe Crossover Series 32 Version 4 2I667KIW0
    iTraxx Europe Crossover Series 33 Version 4 2I667KJG4
     
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    Oct 08 2020
    Consultation on the update to the capping methodology for the Markit iBoxx EUR FRN Investment Grade 3-7 Index

    IHS Markit is conducting a consultation regarding an update to the capping methodology for the Markit iBoxx EUR FRN Investment Grade 3-7 Index. Clients and other stakeholders are invited to review the consultation document and provide feedback on the proposed changes.

    Please find the consultation document below.


    For more information please contact us at indices@ihsmarkit.com
    Consultation_Markit iBoxx EUR FRN Investment Grade 3-7 Index capping methodology.pdf
     
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    Oct 08 2020
    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 30 September 2020. The pro forma rebalance is available upon request.

    The final rebalance will be performed on 14 October 2020 to be effective at the open of 15 October 2020 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.
     
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    Oct 07 2020
    Consultation on the configuration update of the iBoxx Inflation Breakeven Indices

    IHS Markit is conducting a consultation regarding a change to the configuration update of the iBoxx Inflation Breakeven Indices. 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
     
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    Oct 07 2020
    Halifax House Price Index - October 2020 Press Release

    Halifax House Price Index - October 2020 Press Release is now available
    Press Release October-2020-Halifax-House-Price-Index.pdf
     
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    Oct 05 2020
    Result of IOS and MBX Cessation Consultation

    Pursuant to the consultation announced on 02 September 2020, IHS Markit Benchmark Administration Limited (IMBA) will implement a modified set of criteria to cease certain IOS and MBX indices. The feedback received from participants was widely supportive of our proposal. Both the buy side and sell side also included suggestions to either cease fewer or more indices. Based on the feedback received, we’ve made adjustments to accommodate as many concerns raised by market participants as possible.

    The final cessation criteria and resulting determination of each IOS and MBX index are available here.

    For all IOS and MBX indices that will cease, IHS Markit will publish a final Period End Price on 09 October 2020, and the official Index Cancellation Date will be 12 October 2020.

    Please direct all questions to MK-IndexAdminConsultation@ihsmarkit.com.

     
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    Oct 02 2020
    Extension of capping relaxation rules for the Markit iBoxx EUR FRN Investment Grade 3-7 Index

    The Markit iBoxx EUR FRN Investment Grade 3-7 Index has an issuer capping based on the ticker that limits the size of each issuer to 10% of the index. For the 30 September 2020 rebalancing the application of the index rules resulted in only 9 issuers being eligible for the index. IHS Markit decided to temporarily relax the capping rules by increasing the capping to 15% per issuer. An index consultation will be launched shortly to discuss whether to implement a permanent change to the index rules to address these situations.


    For further information, please contact indices@ihsmarkit.com.
     
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    Oct 02 2020
    Rebalance for UBS Global Quality Dividend Payers Net Total Return Indices

    Please be informed that IHS Markit Benchmark Administration Limited (IMBA UK) has performed the pro forma rebalance for UBS Global Quality Dividend Payers Net Total Return Indices using the closing prices of 01 October 2020. The pro forma rebalance is available on request.

    INDEX NAME INDEX FAMILY INDEX TICKER
    UBS Global Quality Dividend Payers Net Total Return Indices BETA MBCIGQDC, MBCIGQDP, MBCIGQDU

    The final rebalance will be performed from 06 October 2020 onwards.

    Should you have any questions or would like to request rebalance information, please contact us at support@ihsmarkit.com.
     
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    Oct 01 2020
    New iTraxx Europe Crossover Index Versions Published: Failure to Pay Credit Event with respect to Pizzaexpress Financing 1 PLC (Ticker: PIZZAFI)

    Following the confirmation of a Failure to Pay Credit Event with respect to Pizzaexpress Financing I PLC, new versions of all affected iTraxx Europe Crossover indices have been issued. Below are the new index versions along with their corresponding RED Index Codes:

    NEW INDEX NAME NEW RED CODE
    iTraxx Europe Crossover Series 22 Version 12 2I667KIO8
    iTraxx Europe Crossover Series 23 Version 12 2I667KIN0
    iTraxx Europe Crossover Series 24 Version 10 2I667KIP5
    iTraxx Europe Crossover Series 25 Version 7 2I667KIS9
    iTraxx Europe Crossover Series 26 Version 7 2I667KIR1
    iTraxx Europe Crossover Series 27 Version 7 2I667KIQ3
    iTraxx Europe Crossover Series 28 Version 8 2I667KIL4
    iTraxx Europe Crossover Series 29 Version 8 2I667KIT7
    iTraxx Europe Crossover Series 30 Version 7 2I667KIU4
    iTraxx Europe Crossover Series 31 Version 5 2I667KIM2

     
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    Sep 29 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 29/09/2020.

    The rebalance will be implemented on 30/09/2020.

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