Oct 18 2021
    Upcoming 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.

    Oct 18 2021
    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 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.

    Oct 18 2021
    Consultation: 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.

    Oct 14 2021
    Change 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.

    Oct 13 2021
    Disruption 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.

    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 2021
    Restatement 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.

    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 2021
    Update 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

    Oct 08 2021
    IHS 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.


    Oct 07 2021
    Restatement 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.

    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 2021
    Consultation: 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.

    Oct 07 2021
    Halifax House Price Index - October 2021 Press Release

    Halifax House Price Index - October 2021 Press Release is now available

    Oct 05 2021
    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 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.

    Oct 05 2021
    Restatement 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.

    Oct 04 2021
    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 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.

    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 2021
    Updated 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

    Sep 30 2021
    Result 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.

    Sep 30 2021
    Results 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

    Sep 29 2021
    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 29/09/2021.

    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.

    Sep 29 2021
    Consultation – 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

    Sep 29 2021
    Rebalance 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.

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