Indices
News & Information

    Jun 29 2022
    Consultation - Changes to VanEck Multi-Asset Allocation Indices

    IHS Markit Benchmark Administration UK Limited (IMBA UK) is conducting a consultation regarding an update to the methodology of the VanEck Multi-Asset Allocation Indices. Stakeholders are invited to review the consultation document below and provide feedback on the proposed changes.

    The consultation will close on 20 July 2022.

    For more information please contact us at Support@ihsmarkit.com.
    Consultation - VanEck Multi-Asset Indices.pdf
     
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    Jun 29 2022
    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 29/06/2022.

    The rebalance will be implemented on 30/06/2022.

    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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    Jun 29 2022
    CORRECTION: Juneteenth Holiday – iTraxx/CDX Business Days

    Please note the updated June 2022 coupon payment dates for the respective iTraxx/CDX families. Kindly take note of the corrections for iTraxx Asia ex-Japan, iTraxx Australia and iTraxx Japan from the notification published on 10 June 2022.
    Index Family Coupon Payment Date
    CDX.EM 21 June 2022
    CDX.NA.IG / CDX.NA.HY 21 June 2022
    iTraxx Asia ex-Japan 21 June 2022
    iTraxx Australia 21 June 2022
    iTraxx Europe & iTraxx Crossover 20 June 2022
    iTraxx Japan 21 June 2022
    iTraxx MSCI ESG Screened Europe 20 June 2022

    The updated coupon payment dates for iTraxx Asia ex-Japan, iTraxx Australia and iTraxx Japan are consistent with the iTraxx Asia Pacific Standard Terms Supplement, which is available for download from the iTraxx documentation page.

    For more information, please contact us at indices@ihsmarkit.com
     
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    Jun 28 2022
    Restatement of the UBS V10 Index

    Kindly be advised that the below UBS V10 index has been restated for 24 and 27 June 2022 due to update in an underlying data input. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family Revised Original Date
    UDFXV10W UBS Dynamic FX V10 Delta One Total Return Index UBS V10 541.92 544.39 20220624
    UDFXV10W UBS Dynamic FX V10 Delta One Total Return Index UBS V10 541.98 544.34 20220627

    For more information please contact us at support@ihsmarkit.com.
     
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    Jun 27 2022
    iBoxx TAC Meeting Agenda for 6.28.22

    Please find the agenda for the 28 June 2022 Technical Advisory Committee meeting.

    For more information, please contact us at indices@ihsmarkit.com.
    iBoxx EUR GBP Conference Call_20220628.pdf
     
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    Jun 22 2022
    Client Notification: Additional indices in iBoxx ILB Forwards File

    22 June 2022

    Please be advised that starting 24 June 2022 the below iBoxx Inflation-Linked indices will be added to the iBoxx ILB Indices Forwards file.

    Folder path: \IBOXX_ILB\ILB_EOD_FORWARDS
    File name: iboxx_ilb_eod_forwards_yyyymmdd.csv

    ISIN Tri Name
    GB00B0SD3Z63 iBoxx Canada Inflation-Linked Index
    GB00B0SD4088 iBoxx Japan Inflation-Linked Index
    GB00B24GVZ93 iBoxx Korea Inflation-Linked Index
    GB00B0SD3Y56 iBoxx Sweden Inflation-Linked Index
    GB00BSPBWQ38 Markit iBoxx Australia Inflation-Linked Index
    GB00BSPBX154 Markit iBoxx New Zealand Inflation-Linked Index

    For more information, please contact us at indices@ihsmarkit.com.
     
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    Jun 21 2022
    The consultation on the proposed methodology changes to the First Republic Founders Indices 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 30 June 2022.

    Should you have any questions, please contact us at support@ihsmarkit.com.
     
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    Jun 21 2022
    Consultation on the Methodology Update for five iBoxx MSCI ESG custom Indices

    IHS Markit Benchmark Administration Ltd. is conducting a consultation regarding potential changes to the methodology of five iBoxx MSCI ESG custom indices.

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

    The consultation window will remain open through 18 July 2022, and a final decision will be communicated on 20 July 2022.

    For more information please contact us at indices@ihsmarkit.com.
     
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    Jun 20 2022
    Results of the Consultation on the Methodology Update for three iBoxx MSCI ESG Liquid Investment Grade Ultrashort Indices

    Pursuant to the consultation announced on 3 June 2022, IHS Markit Benchmark Administration Limited (IMBA UK) will implement the proposed changes to the ESG Methodology update for three iBoxx MSCI ESG Liquid Investment Grade Ultrashort indices (2022-13) from 30 June 2022 month end rebalance.

    For more information please contact us at indices@ihsmarkit.com.
     
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    Jun 20 2022
    Results of the Consultation on the Methodology Update for three iBoxx MSCI ESG custom Indices

    Pursuant to the consultation announced on 1 June 2022, IHS Markit Benchmark Administration Limited (IMBA UK) will implement the proposed changes to the ESG Methodology update for three iBoxx MSCI ESG custom indices (2022-12) from 30 June 2022 month end rebalance.

    For more information please contact us at indices@ihsmarkit.com.
     
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    Jun 19 2022
    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 June 2022.

    The final rebalance will be performed using closing prices of 23 June 2022.

    Should you have any questions or would like to request rebalance information, please contact us at support@ihsmarkit.com.
     
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    Jun 15 2022
    Consultation on the Methodology Update for the iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8/5% Issuer Cap) Index

    IHS Markit Benchmark Administration Ltd. is conducting a consultation regarding potential changes to the methodology of the iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8/5% Issuer Cap) 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 13 July 2022, and a final decision will be communicated on 15 July 2022.

    For more information, please contact us at indices@ihsmarkit.com
    Consultation 2022-15 - iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8_5) Index - 20220615.pdf
     
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    Jun 15 2022
    Termination of 2 UBS Indices - Confirmation

    As previously announced here, please be informed that IHS Markit Benchmark Administration Limited will cease calculation and administration of the below indices after 14 July 2022.
    Index Name Ticker
    UBS Multi Asset Portfolio T5 Total Return Euro Index MLTAEMAP
    UBS RADA Europe Long Strategy Index Total Return MLTARLET


    The last calculation date will be 14 July 2022.

    Should you have any questions, please contact us at support@ihsmarkit.com.
     
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    Jun 14 2022
    June 2022 Quarterly Forecast for iBoxx Asia Ex-Japan, iBoxx ABF and iBoxx ALBI

    We are pleased to announce the latest iBoxx Asia Ex-Japan, iBoxx ABF and iBoxx ALBI quarterly index weight forecasts.

    For more information please contact us at indices@ihsmarkit.com.
    Quarterly_Weights_Forecast_Markit_iBoxx_ABF_PanAsia.pdf
    Quarterly_Weights_Forecast_Markit_iBoxx_Asia_Ex_Japan.pdf
    Quarterly_Weights_Forecast_Markit_iBoxx_ALBI.pdf
     
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    Jun 13 2022
    EMIX (EMICS) Indices Rebalance Announcement June 2022

    IHS Markit (now a part of S&P Global) is pleased to announce that the pro forma T5 files are published for
    the upcoming EMIX (EMICS) Indices rebalance, effective 20 June 2022. Additional information on turnover
    and market cap threshold (in USD) for headline EMIX (EMICS) is below. Please note that the information
    provided is as of 3 June 2022

    For more information, please contact us at indices@ihsmarkit.com
    EMIX (EMICS) Indices Rebalance June 2022.pdf
     
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    Jun 10 2022
    Restatement of the UBS Market Beta iTraxx Indices

    Kindly be advised that the below UBS Market Beta iTraxx Indices have been restated for 08 and 09 June 2022 due to update in an underlying data input. Please refresh your index levels to ensure that you capture any adjustments observed.

    Ticker Index Name Index Family Revised Original Date
    UISYMH5S UBS Short CDX HY 5Y Index Excess Return USD UBS Market Beta iTraxx 204.7422 206.7960 20220609
    UISYMH5E UBS Long CDX HY 5Y Index Excess Return USD UBS Market Beta iTraxx 176.9568 178.7319 20220609
    UISYMH5S UBS Short CDX HY 5Y Index Excess Return USD UBS Market Beta iTraxx 206.1499 208.2180 20220608
    UISYMH5E UBS Long CDX HY 5Y Index Excess Return USD UBS Market Beta iTraxx 178.1735 179.9609 20220608

    For more information please contact us at support@ihsmarkit.com.
     
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    Jun 10 2022
    Juneteenth Holiday: iTraxx/CDX Business Days

    Due to Juneteenth being observed as a federal holiday in the United States on 20 June 2022, we would like to notify market participants of the upcoming coupon payment dates for each of the iTraxx/CDX index families. The June 2022 coupon payment dates for the respective index families are as per below:

    Index Family Coupon Payment Date
    CDX.EM 21 June 2022
    CDX.NA.IG / CDX.NA.HY 21 June 2022
    iTraxx Asia ex-Japan 20 June 2022
    iTraxx Australia 20 June 2022
    iTraxx Europe / iTraxx Crossover 20 June 2022
    iTraxx Japan 20 June 2022
    iTraxx MSCI ESG Screened Europe 20 June 2022

    The iTraxx / CDX 2022 holiday calendar is available for download via this link.


    For more information, please contact us at indices@ihsmarkit.com
     
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    Jun 08 2022
    Halifax House Price Index - June 2022 Press Release

    Halifax House Price Index - June 2022 Press Release is now available
    Press Release June-2022-Halifax-House-Price-Index.pdf
     
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    Jun 06 2022
    Termination of the USD Credit Inclusive Term Rate (CRITR) Spread (CRITS) Benchmark family – Confirmation

    As previously announced here , please be informed that IHS Markit Benchmark Administration Limited will cease calculation and administration of the below indices after 6 June 2022 (last calculation date).
    Benchmark Family Index Name RIC ISIN
    CRITR/S IHSM USD 1 Day Credit Inclusive Term Spread .1DCRITS GB00BNP7VD67
    CRITR/S IHSM USD 1 Month Credit Inclusive Term Spread .1MCRITS GB00BNP7VF81
    CRITR/S IHSM USD 3 Month Credit Inclusive Term Spread .3MCRITS GB00BNP7VG98
    CRITR/S IHSM USD 6 Month Credit Inclusive Term Spread .6MCRITS GB00BNP7VH06
    CRITR/S IHSM USD 12 Month Credit Inclusive Term Spread .12MCRITS GB00BNP7VJ20
    CRITR/S IHSM USD 1 Day Credit Inclusive Term Rate .1DCRITR GB00BNP7VK35
    CRITR/S IHSM USD 1 Month Credit Inclusive Term Rate .1MCRITR GB00BNP7VL42
    CRITR/S IHSM USD 3 Month Credit Inclusive Term Rate .3MCRITR GB00BNP7VM58
    CRITR/S IHSM USD 6 Month Credit Inclusive Term Rate .6MCRITR GB00BNP7VN65
    CRITR/S IHSM USD 12 Month Credit Inclusive Term Rate .12MCRITR GB00BNP7VP89

    Should you have any questions, please contact us at support@ihsmarkit.com.
     
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    Jun 03 2022
    Consultation on the Methodology Update for three iBoxx MSCI ESG Liquid Investment Grade Ultrashort Indices

    IHS Markit Benchmark Administration Ltd. is conducting a consultation regarding potential changes to the methodology of three iBoxx MSCI ESG Liquid Investment Grade Ultrashort indices.

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

    The consultation window will remain open through 17 June 2022, and a final decision will be communicated on 20 June 2022.

    For more information, please contact us at indices@ihsmarkit.com .
    Consultation 2022-13 - iBoxx MSCI ESG Liquid Investment Grade Ultrashort Indices.pdf
     
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