Sep 22 2022
    Restatement of CDX Total Return and CDX Excess Return Indices

    Please be advised that the below mentioned CDX Total Return and CDX Excess Return Indices have been restated for 20 September 2022 due to change in underlying data.

    Ticker Index Name Index Family
    CDXTEL15 CDX.EM 5Y Long Total Return Index CDX Total Return
    CDXTEL25 CDX.EM 5Y Long 2x Daily Total Return Index CDX Total Return
    CDXTES15 CDX.EM 5Y Short Total Return Index CDX Total Return
    CDXTES25 CDX.EM 5Y Short 2x Daily Total Return Index CDX Total Return
    EREM5LD1 CDX.EM 5Y Long Excess Return with DRC CDX Excess Return
    EREM5LD5 CDX.EM 5Y Long Excess Return with DRC 5-Day-Rollover CDX Excess Return
    EREM5SD1 CDX.EM 5Y Short Excess Return with DRC CDX Excess Return
    EREM5SD5 CDX.EM 5Y Short Excess Return with DRC 5-Day-Rollover CDX Excess Return
    ERINCDEM CDX.EM 5Y Long Excess Return Index CDX Excess Return

    The revised historical levels have been republished to the SFTP.

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

    Sep 19 2022
    Markit CDX HY 39 Reference Obligations

    The reference obligations that will be included in the upcoming Markit CDX.NA.HY.39 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Sep 19 2022
    List of Constituents for Sub-indices of Markit CDX.NA.HY

    Following is the expected composition of the Markit CDX.NA.HY.B.39, Markit CDX.NA.HY.BB.39 and Markit CDX.NA.HY.Ex-BB.39 sub-indices. Please note that these lists remain provisional till publication of the final annexes for the indices.

    Markit CDX.NA.HY.B.39 Markit CDX.NA.HY.BB.39 Markit CDX.NA.HY.Ex-BB.39
    AMERICAN AIRLINES GROUP INC. AMKOR TECHNOLOGY, INC. AMERICAN AIRLINES GROUP INC.
    AMERICAN AXLE & MANUFACTURING, INC. ANTERO RESOURCES CORPORATION AMERICAN AXLE & MANUFACTURING, INC.
    ANYWHERE REAL ESTATE GROUP LLC APACHE CORPORATION ANYWHERE REAL ESTATE GROUP LLC
    AVIS BUDGET GROUP, INC. ARAMARK SERVICES, INC. AVIS BUDGET GROUP, INC.
    BEAZER HOMES USA, INC. ASHLAND LLC BAUSCH HEALTH COMPANIES INC.
    BOMBARDIER INC. AVIENT CORPORATION BEAZER HOMES USA, INC.
    BOYD GAMING CORPORATION AVON PRODUCTS, INC. BOMBARDIER INC.
    CAESARS ENTERTAINMENT, INC. BALL CORPORATION BOYD GAMING CORPORATION
    CARNIVAL CORPORATION BATH & BODY WORKS, INC. CAESARS ENTERTAINMENT, INC.
    COMMUNITY HEALTH SYSTEMS, INC. CALPINE CORPORATION CARNIVAL CORPORATION
    CSC HOLDINGS, LLC CCO HOLDINGS, LLC CARVANA CO.
    DISH DBS CORPORATION CHESAPEAKE ENERGY CORPORATION COMMSCOPE, INC.
    FRONTIER COMMUNICATIONS HOLDINGS, LLC CLEVELAND-CLIFFS INC. COMMUNITY HEALTH SYSTEMS, INC.
    GENWORTH HOLDINGS, INC. DAVITA INC. CSC HOLDINGS, LLC
    GFL ENVIRONMENTAL INC. DELTA AIR LINES, INC. DIAMOND SPORTS GROUP, LLC
    IHEARTCOMMUNICATIONS, INC. DOMTAR CORPORATION DISH DBS CORPORATION
    MGM RESORTS INTERNATIONAL EQM MIDSTREAM PARTNERS, LP FRONTIER COMMUNICATIONS HOLDINGS, LLC
    NABORS INDUSTRIES, INC. FORD MOTOR COMPANY GENWORTH HOLDINGS, INC.
    PITNEY BOWES INC. HILTON DOMESTIC OPERATING COMPANY INC. GFL ENVIRONMENTAL INC.
    POST HOLDINGS, INC. HOWMET AEROSPACE INC. IHEARTCOMMUNICATIONS, INC.
    R.R. DONNELLEY & SONS COMPANY IRON MOUNTAIN INCORPORATED K. HOVNANIAN ENTERPRISES, INC.
    RITE AID CORPORATION ISTAR INC. MGM RESORTS INTERNATIONAL
    ROYAL CARIBBEAN CRUISES LTD. KB HOME NABORS INDUSTRIES, INC.
    SABRE HOLDINGS CORPORATION LAMB WESTON HOLDINGS, INC. PACTIV LLC
    SERVICE PROPERTIES TRUST LIBERTY INTERACTIVE LLC PITNEY BOWES INC.
    STAPLES, INC. LOUISIANA-PACIFIC CORPORATION POST HOLDINGS, INC.
    TENET HEALTHCARE CORPORATION LUMEN TECHNOLOGIES, INC. R.R. DONNELLEY & SONS COMPANY
    THE HERTZ CORPORATION MACY'S, INC. RITE AID CORPORATION
    TRANSDIGM INC. MBIA INC. ROYAL CARIBBEAN CRUISES LTD.
    UBER TECHNOLOGIES, INC. MGIC INVESTMENT CORPORATION SABRE HOLDINGS CORPORATION
    UNISYS CORPORATION MURPHY OIL CORPORATION SERVICE PROPERTIES TRUST
    UNITED AIRLINES HOLDINGS, INC. NAVIENT CORPORATION STAPLES, INC.
    UNITI GROUP INC. NETFLIX, INC. TENET HEALTHCARE CORPORATION
    UNIVISION COMMUNICATIONS INC. NEW ALBERTSONS L.P. THE HERTZ CORPORATION
    WEATHERFORD INTERNATIONAL LTD. NEWELL BRANDS INC. TRANSDIGM INC.
    NORDSTROM, INC. TRANSOCEAN INC.
    NOVA CHEMICALS CORPORATION UBER TECHNOLOGIES, INC.
    NRG ENERGY, INC. UNISYS CORPORATION
    OCCIDENTAL PETROLEUM CORPORATION UNITED AIRLINES HOLDINGS, INC.
    OLIN CORPORATION UNITI GROUP INC.
    ONEMAIN FINANCE CORPORATION UNIVISION COMMUNICATIONS INC.
    PG&E CORPORATION WEATHERFORD INTERNATIONAL LTD.
    SAFEWAY INC.
    SEALED AIR CORPORATION
    SIRIUS XM RADIO INC.
    STANDARD INDUSTRIES INC.
    TEGNA INC.
    TESLA, INC.
    TEVA PHARMACEUTICAL INDUSTRIES LIMITED
    THE ADT SECURITY CORPORATION
    THE GAP, INC.
    THE GOODYEAR TIRE & RUBBER COMPANY
    UNITED RENTALS (NORTH AMERICA), INC.
    UNITED STATES STEEL CORPORATION
    UNIVERSAL HEALTH SERVICES, INC.
    VISTRA OPERATIONS COMPANY LLC
    XEROX CORPORATION
    YUM! BRANDS, INC.

    Sep 19 2022
    Coupons for Markit CDX.HY Indices

    Following are the coupons for all maturities and sub-indices of the Markit CDX.NA.HY indices that will roll on 27 September, 2022.

    Index Fixed Coupon Rate (bps)
    Markit CDX.NA.HY.39 500
    Markit CDX.NA.HY.B.39 500
    Markit CDX.NA.HY.BB.39 500
    Markit CDX.NA.HY.Ex-BB.39 500

    Sep 19 2022
    Updated List of Changes for Markit CDX.NA.HY.39

    Following is the updated list of changes expected for the upcoming Markit CDX.NA.HY.39 index that will roll on 27 September, 2022. The Administrator determined to keep TESLA, INC. in the upcoming series, despite its having less than $100 million in debt outstanding, due to its high ranking in the HY Liquidity List and the expected high level of turnover for the current roll. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    HCA INC. CARVANA CO
    T-MOBILE USA, INC. COMMSCOPE, INC.
    FIRSTENERGY CORP. CHESAPEAKE ENERGY CORPORATION
    RADIAN GROUP INC. SERVICE PROPERTIES TRUST
    TALEN ENERGY SUPPLY, LLC GFL ENVIRONMENTAL INC
    MERITOR, INC. STANDARD INDUSTRIES INC.

    Sep 16 2022
    Updated List of Changes for Markit CDX.NA.HY.39

    Following is the updated list of changes expected for the upcoming Markit CDX.NA.HY.39 index that will roll on 27 September, 2022. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    HCA INC. CARVANA CO
    T-MOBILE USA, INC. COMMSCOPE, INC.
    FIRSTENERGY CORP. CHESAPEAKE ENERGY CORPORATION
    RADIAN GROUP INC. SERVICE PROPERTIES TRUST
    TALEN ENERGY SUPPLY, LLC GFL ENVIRONMENTAL INC
    TESLA, INC. STANDARD INDUSTRIES INC.
    MERITOR, INC. LAS VEGAS SANDS CORP.

    Sep 16 2022
    iTraxx/CDX Index Tranches: September 2022 Roll Dates

    Following the announcement of the iTraxx/CDX tranche roll dates for September 2022, we have received feedback that some market participants are unable to adhere to the iTraxx/CDX tranche roll date conventions. In order to accommodate preferences of all market participants, we would like to inform everyone that the tranche roll dates are advisory only, and market participants are requested to exercise their own judgement relating to trading of the new series of iTraxx/CDX tranches.

    We will continue to gather feedback on consensus roll dates for iTraxx/CDX tranches prior to September 2023 roll.

    For any queries, please email indices@ihsmarkit.com

    Sep 15 2022
    List of Changes for Markit CDX.NA.HY.39

    Following are the changes expected for the upcoming Markit CDX.NA.HY.39 index that will roll on 27 September 2022. Please note that this list remains provisional until publication of the final annex for the index.

    Removals Additions
    HCA INC. CARVANA CO
    T-MOBILE USA, INC. SERVICE PROPERTIES TRUST
    FIRSTENERGY CORP. WINDSTREAM ESCROW LLC
    RADIAN GROUP INC. CHESAPEAKE ENERGY CORPORATION
    TALEN ENERGY SUPPLY, LLC GFL ENVIRONMENTAL INC
    TESLA, INC. STANDARD INDUSTRIES INC.
    MERITOR, INC. LAS VEGAS SANDS CORP.

    Sep 13 2022
    Markit iBoxx USD Liquid High Yield Index sector weights for the Markit CDX HY Series 39 roll

    The sector weights of the Markit iBoxx USD Liquid High Yield Index, excluding non-US and Canada domiciled names, to be used for the upcoming CDX HY Index roll have been determined to be the following:

    iBoxx Level 5 Sector % weight
    Basic Materials 3.795%
    Consumer Goods 9.611%
    Consumer Services 27.524%
    Financials 9.699%
    Healthcare 9.965%
    Industrials 13.066%
    Energy 12.387%
    Technology 6.532%
    Telecommunications Services 3.998%
    Utilities 3.425%

    Sep 13 2022
    Reference Obligations for Markit CDX.NA.IG.39

    The reference obligations that will be included in the upcoming Markit CDX.NA.IG.39 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Sep 13 2022
    Coupon for Markit CDX.EM.38

    The fixed coupon for all maturities on the upcoming Markit CDX.EM.38 index is 100 bps.

    Sep 13 2022
    Composition of CDX.NA.IG.HVOL.39

    Following is the expected composition of the Markit CDX.NA.IG.HVOL.39 index that will roll on 20 September, 2022. Please note that this list remains provisional until publication of the final annex for the index.

    Reference Entity Reference Entity
    ALLY FINANCIAL INC. LENNAR CORPORATION
    BEST BUY CO., INC. LINCOLN NATIONAL CORPORATION
    D.R. HORTON, INC. M.D.C. HOLDINGS, INC.
    DELL INC. OVINTIV INC.
    DEVON ENERGY CORPORATION PARAMOUNT GLOBAL
    DXC TECHNOLOGY COMPANY PULTEGROUP, INC.
    EXPEDIA GROUP, INC. RYDER SYSTEM, INC.
    FREEPORT-MCMORAN INC. SOUTHWEST AIRLINES CO.
    GENERAL ELECTRIC COMPANY TARGA RESOURCES PARTNERS LP
    GENERAL MOTORS COMPANY TECK RESOURCES LIMITED
    HCA INC. THE AES CORPORATION
    HESS CORPORATION THE BOEING COMPANY
    HOST HOTELS & RESORTS, L.P. T-MOBILE USA, INC.
    HP INC. TOLL BROTHERS, INC.
    KOHL'S CORPORATION WHIRLPOOL CORPORATION

    Sep 13 2022
    List of Changes for Markit CDX.NA.IG.39 Sector Sub-indices

    Following is the impact of the constituent changes on the sector-based sub-indices of CDX.NA.IG.39 that will roll on 20 September 2022. Please note that this list remains provisional until publication of the final annexes for the indices.

    Sub-index name Removal Addition
    CDX.NA.IG.CONS.39-V1 HCA INC.
    CDX.NA.IG.ENRG.39-V1 PIONEER NATURAL RESOURCES COMPANY FIRSTENERGY CORP.
    CDX.NA.IG.ENRG.39-V1 DUKE ENERGY CAROLINAS, LLC TARGA RESOURCES PARTNERS LP
    CDX.NA.IG.FIN.39-V1 THE HARTFORD FINANCIAL SERVICES GROUP, INC.
    CDX.NA.IG.FIN.39-V1 ERP OPERATING LIMITED PARTNERSHIP
    CDX.NA.IG.TMT.39-V1 T-MOBILE USA, INC.

    Sep 13 2022
    Reference Obligations for Markit CDX.EM.38

    The reference obligations that will be included in the upcoming Markit CDX.EM.38 index are available below. Please note that this list remains provisional until publication of the final annex for the index.

    Sep 13 2022
    Composition of CDX.NA.IG.BBB.39

    Following is the expected composition of the Markit CDX.NA.IG.BBB.39 index that will roll on 20 September, 2022. Please note that this list remains provisional until publication of the final annex for the index.
    Reference Entity Reference Entity
    ALLY FINANCIAL INC. INTERNATIONAL PAPER COMPANY
    ALTRIA GROUP, INC. JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY
    AMERICAN ELECTRIC POWER COMPANY, INC. KINDER MORGAN, INC.
    AMERICAN INTERNATIONAL GROUP, INC. KOHL'S CORPORATION
    AMGEN INC. KRAFT HEINZ FOODS COMPANY
    ARROW ELECTRONICS, INC. LENNAR CORPORATION
    AT&T INC. LOWE'S COMPANIES, INC.
    AUTOZONE, INC. M.D.C. HOLDINGS, INC.
    AVNET, INC. MARATHON PETROLEUM CORPORATION
    BARRICK GOLD CORPORATION MARRIOTT INTERNATIONAL, INC.
    BAXTER INTERNATIONAL INC. MCDONALD'S CORPORATION
    BEST BUY CO., INC. MCKESSON CORPORATION
    BLOCK FINANCIAL LLC MONDELEZ INTERNATIONAL, INC.
    BORGWARNER INC. MOTOROLA SOLUTIONS, INC.
    BOSTON SCIENTIFIC CORPORATION NEWMONT CORPORATION
    CAMPBELL SOUP COMPANY NORFOLK SOUTHERN CORPORATION
    CANADIAN NATURAL RESOURCES LIMITED NORTHROP GRUMMAN CORPORATION
    CARDINAL HEALTH, INC. OMNICOM GROUP INC.
    CONAGRA BRANDS, INC. ORACLE CORPORATION
    COX COMMUNICATIONS, INC. OVINTIV INC.
    CSX CORPORATION PACKAGING CORPORATION OF AMERICA
    CVS HEALTH CORPORATION PARAMOUNT GLOBAL
    D.R. HORTON, INC. PULTEGROUP, INC.
    DANAHER CORPORATION QUEST DIAGNOSTICS INCORPORATED
    DARDEN RESTAURANTS, INC. RAYTHEON TECHNOLOGIES CORPORATION
    DELL INC. RYDER SYSTEM, INC.
    DEVON ENERGY CORPORATION SEMPRA ENERGY
    DOMINION ENERGY, INC. SOUTHWEST AIRLINES CO.
    DXC TECHNOLOGY COMPANY TARGA RESOURCES PARTNERS LP
    EASTMAN CHEMICAL COMPANY TECK RESOURCES LIMITED
    ENBRIDGE INC. THE AES CORPORATION
    ENERGY TRANSFER LP THE BOEING COMPANY
    EXELON CORPORATION THE DOW CHEMICAL COMPANY
    EXPEDIA GROUP, INC. THE KROGER CO.
    FEDEX CORPORATION THE SHERWIN-WILLIAMS COMPANY
    FIRSTENERGY CORP. THE SOUTHERN COMPANY
    FREEPORT-MCMORAN INC. THE WILLIAMS COMPANIES, INC.
    GENERAL ELECTRIC COMPANY T-MOBILE USA, INC.
    GENERAL MILLS, INC. TOLL BROTHERS, INC.
    GENERAL MOTORS COMPANY TRANSCANADA PIPELINES LIMITED
    HALLIBURTON COMPANY TYSON FOODS, INC.
    HCA INC. VALERO ENERGY CORPORATION
    HESS CORPORATION VERIZON COMMUNICATIONS INC.
    HOST HOTELS & RESORTS, L.P. WEYERHAEUSER COMPANY
    HP INC. WHIRLPOOL CORPORATION

    Sep 13 2022
    Coupon for Markit CDX.NA.IG Indices

    Following are the coupons for all maturities and sub-indices of the Markit CDX.NA.IG indices that will roll on 20 September, 2022.
    Index Fixed Coupon Rate (bps)
    Markit CDX.NA.IG 100
    Markit CDX.NA.IG.HVOL 100
    CDX.NA.IG.BBB 100
    CDX.NA.IG.CONS 100
    CDX.NA.IG.ENRG 100
    CDX.NA.IG.FIN 100
    CDX.NA.IG.INDU 100
    CDX.NA.IG.TMT 100

    Sep 12 2022
    CDX/iTraxx Index Tranches: Sept 2022 Roll Dates

    This is to inform market participants that the Sept 2022 roll dates for the tranches referencing the iTraxx/CDX indices will continue to be based on convention followed over the last two years. The iTraxx/CDX tranche roll dates will be four business days following the respective index roll dates. For clarity, the following are the September 2022 roll dates for iTraxx/CDX tranches:


    Index


    Index Roll Date

    Tranche Roll Date Offset

    Tranche Roll Date

    CDX.NA.IG.39

    20-Sep-2022

    +4 Bus. Days

    26-Sep-2022

    CDX.NA.HY.39

    27-Sep-2022

    +4 Bus. Days

    03-Oct-2022

    iTraxx Europe S38

    20-Sep-2022

    +4 Bus. Days

    26-Sep-2022

    iTraxx Crossover S38

    20-Sep-2022

    +4 Bus. Days

    26-Sep-2022


    For any queries, please email Indices@ihsmarkit.com.

    Sep 09 2022
    Updated List of Changes for Markit CDX.EM.38

    Following are the updated changes expected for the upcoming Markit CDX.EM.38 index that will roll on 20 September 2022. Please note that this list remains provisional till publication of the final annex for the index.

    Name Old Weight New Weight
    PEOPLE'S REPUBLIC OF CHINA 12% 12%
    UNITED MEXICAN STATES 12% 12%
    FEDERATIVE REPUBLIC OF BRAZIL 12% 12%
    REPUBLIC OF TURKEY 12% 12%
    REPUBLIC OF SOUTH AFRICA 12% 11%
    REPUBLIC OF INDONESIA 9% 10%
    REPUBLIC OF COLOMBIA 6% 6%
    REPUBLIC OF CHILE 3% 3%
    REPUBLIC OF THE PHILIPPINES 2% 2%
    MALAYSIA 3% 3%
    KINGDOM OF SAUDI ARABIA 2% 2%
    REPUBLIC OF PERU 3% 3%
    STATE OF QATAR 2% 2%
    ARGENTINE REPUBLIC 2% 2%
    REPUBLIC OF PANAMA 2% 2%
    ARAB REPUBLIC OF EGYPT 2% 2%
    ABU DHABI 2% 2%
    SULTANATE OF OMAN 0% 2%

    Sep 06 2022
    List of Changes for Markit CDX.EM.38

    Following are the changes expected for the upcoming Markit CDX.EM.38 index that will roll on 20 September, 2022. Please note that this list remains provisional till publication of the final annex for the index.

    Name Old Weight New Weight
    PEOPLE'S REPUBLIC OF CHINA 12% 12%
    UNITED MEXICAN STATES 12% 12%
    FEDERATIVE REPUBLIC OF BRAZIL 12% 12%
    REPUBLIC OF TURKEY 12% 12%
    REPUBLIC OF SOUTH AFRICA 12% 11%
    REPUBLIC OF INDONESIA 9% 9%
    REPUBLIC OF COLOMBIA 6% 7%
    REPUBLIC OF CHILE 3% 3%
    MALAYSIA 3% 3%
    REPUBLIC OF PERU 3% 3%
    REPUBLIC OF THE PHILIPPINES 2% 2%
    KINGDOM OF SAUDI ARABIA 2% 2%
    STATE OF QATAR 2% 2%
    ARGENTINE REPUBLIC 2% 2%
    REPUBLIC OF PANAMA 2% 2%
    KINGDOM OF THAILAND 0% 2%
    ARAB REPUBLIC OF EGYPT 2% 2%
    ABU DHABI 2% 2%

    Sep 06 2022
    List of Changes for Markit CDX.NA.IG.39

    Following are the changes expected for the upcoming Markit CDX.NA.IG.39 index that will roll on 20 September, 2022. Please note that this list remains provisional until publication of the final annex for the index.

    Additions Removals
    HCA INC. THE HARTFORD FINANCIAL SERVICES GROUP, INC.
    T-MOBILE USA, INC. ERP OPERATING LIMITED PARTNERSHIP
    FIRSTENERGY CORP. PIONEER NATURAL RESOURCES COMPANY
    TARGA RESOURCES PARTNERS LP DUKE ENERGY CAROLINAS, LLC
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