Ticker | Name |
---|---|
ERIXTLIG | iTraxx Europe 10Y Long Excess Return with DRC |
ERIXTSIG | iTraxx Europe 10Y Short Excess Return with DRC |
IM1LERD5 | iTraxx Europe 10Y Long Excess Return with DRC 5-Day Rollover |
IM1SERD5 | iTraxx Europe 10Y Short Excess Return with DRC 5-Day Rollover |
IM1LMER5 | iTraxx Europe 10Y Long Mid Excess Return 5-Day Rollover |
IM1SMER5 | iTraxx Europe 10Y Short Mid Excess Return 5-Day Rollover |
ITRXTEXM | iTraxx Europe 10Y Long Mid Total Return Index |
ITRXSEXM | iTraxx Europe 10Y Short Mid Total Return Index |
ITRXSL10 | iTraxx Europe 10Y Long Total Return Index |
ITRXSE10 | iTraxx Europe 10Y Short Total Return Index |
ITXIGB10 | iTraxx Europe 10Y Beta Excess Return Index |
ERITEU10 | iTraxx Europe 10Y Long Excess Return Index |
ITXCDXFL | iTraxx-CDX IG Global Credit Flattener |
ITXCDXST | iTraxx-CDX IG Global Credit Steepener |
IC10GBER | iTraxx-CDX IG 10Y GBP Hedged Beta Excess Return Index |
M10CDITX | Markit 10Y CDX and iTraxx GBP Hedged TRI |
IIEUR125 | IHS Markit EUR Liquid Corporate 12.5 Index |
Index Name | Index RED Code |
---|---|
CDX.NA.HY.34-V11 | 2I65BRZJ2 |
CDX.NA.HY.35-V3 | 2I65BRZK9 |
CDX.NA.HY.36-V3 | 2I65BRZL7 |
CDX.NA.HY.37-V3 | 2I65BRZM5 |
CDX.NA.HY.38-V3 | 2I65BRZN3 |
CDX.NA.HY.39-V2 | 2I65BRZO1 |
CDX.NA.HY.B.35-V3 | 2I65BSHV3 |
CDX.NA.HY.BB.34-V2 | 2I65BVDS7 |
CDX.NA.HY.Ex-BB.35-V3 | 1D765OAU7 |
CDX.NA.HY.Ex-BB.36-V3 | 1D765OAV5 |
CDX.NA.HY.Ex-BB.37-V3 | 1D765OAW3 |
CDX.NA.HY.Ex-BB.38-V3 | 1D765OAX1 |
CDX.NA.HY.Ex-BB.39-V2 | 1D765OAY9 |
Removals | Additions |
---|---|
DIAMOND SPORTS GROUP, LLC | KOHL'S CORPORATION |
TESLA, INC. | MPT OPERATING PARTNERSHIP, L.P. |
Markit CDX.NA.HY.B.40 | Markit CDX.NA.HY.BB.40 | Markit CDX.NA.HY.Ex-BB.40 |
---|---|---|
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 INC. | 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. |
GFL ENVIRONMENTAL INC. | DAVITA INC. | CSC HOLDINGS, LLC |
IHEARTCOMMUNICATIONS, INC. | DELTA AIR LINES, INC. | DISH DBS CORPORATION |
LIBERTY INTERACTIVE LLC | DOMTAR CORPORATION | FRONTIER COMMUNICATIONS HOLDINGS, LLC |
LUMEN TECHNOLOGIES, INC. | EQM MIDSTREAM PARTNERS, LP | GFL ENVIRONMENTAL INC. |
MGM RESORTS INTERNATIONAL | FORD MOTOR COMPANY | IHEARTCOMMUNICATIONS, INC. |
NABORS INDUSTRIES, INC. | GENWORTH HOLDINGS, INC. | K. HOVNANIAN ENTERPRISES, INC. |
PACTIV LLC | HILTON DOMESTIC OPERATING COMPANY INC. | LIBERTY INTERACTIVE LLC |
PITNEY BOWES INC. | HOWMET AEROSPACE INC. | LUMEN TECHNOLOGIES, INC. |
POST HOLDINGS, INC. | IRON MOUNTAIN INCORPORATED | MGM RESORTS INTERNATIONAL |
R.R. DONNELLEY & SONS COMPANY | ISTAR INC. | NABORS INDUSTRIES, INC. |
ROYAL CARIBBEAN CRUISES LTD. | KB HOME | PACTIV LLC |
SABRE HOLDINGS CORPORATION | KOHL'S CORPORATION | PITNEY BOWES INC. |
SERVICE PROPERTIES TRUST | LAMB WESTON HOLDINGS, INC. | POST HOLDINGS, INC. |
STAPLES, INC. | LOUISIANA-PACIFIC CORPORATION | R.R. DONNELLEY & SONS COMPANY |
TENET HEALTHCARE CORPORATION | MACY'S, INC. | RITE AID CORPORATION |
THE HERTZ CORPORATION | MBIA INC. | ROYAL CARIBBEAN CRUISES LTD. |
TRANSDIGM INC. | MGIC INVESTMENT CORPORATION | SABRE HOLDINGS CORPORATION |
UBER TECHNOLOGIES, INC. | MPT OPERATING PARTNERSHIP, L.P. | SERVICE PROPERTIES TRUST |
UNISYS CORPORATION | MURPHY OIL CORPORATION | STAPLES, INC. |
UNITED AIRLINES HOLDINGS, INC. | NAVIENT CORPORATION | TENET HEALTHCARE CORPORATION |
UNITI GROUP INC. | NETFLIX, INC. | THE HERTZ CORPORATION |
UNIVISION COMMUNICATIONS INC. | NEW ALBERTSONS L.P. | TRANSDIGM INC. |
WEATHERFORD INTERNATIONAL LTD. | NEWELL BRANDS INC. | TRANSOCEAN INC. |
NORDSTROM, INC. | UBER TECHNOLOGIES, INC. | |
NOVA CHEMICALS CORPORATION | UNISYS CORPORATION | |
NRG ENERGY, INC. | UNITED AIRLINES HOLDINGS, INC. | |
OCCIDENTAL PETROLEUM CORPORATION | UNITI GROUP INC. | |
OLIN CORPORATION | UNIVISION COMMUNICATIONS INC. | |
ONEMAIN FINANCE CORPORATION | WEATHERFORD INTERNATIONAL LTD. | |
PG&E CORPORATION | ||
SAFEWAY INC. | ||
SEALED AIR CORPORATION | ||
SIRIUS XM RADIO INC. | ||
STANDARD BUILDING SOLUTIONS INC. | ||
TEGNA 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. |
Index | Fixed Coupon Rate (bps) |
---|---|
Markit CDX.NA.HY.40 | 500 |
Markit CDX.NA.HY.B.40 | 500 |
Markit CDX.NA.HY.BB.40 | 500 |
Markit CDX.NA.HY.Ex-BB.40 | 500 |
Markit CDX.NA.HY.B.40 | Markit CDX.NA.HY.BB.40 | Markit CDX.NA.HY.Ex-BB.40 |
---|---|---|
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 INC. | 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. |
GFL ENVIRONMENTAL INC. | DAVITA INC. | CSC HOLDINGS, LLC |
IHEARTCOMMUNICATIONS, INC. | DELTA AIR LINES, INC. | DISH DBS CORPORATION |
LIBERTY INTERACTIVE LLC | DOMTAR CORPORATION | FRONTIER COMMUNICATIONS HOLDINGS, LLC |
LUMEN TECHNOLOGIES, INC. | EQM MIDSTREAM PARTNERS, LP | GFL ENVIRONMENTAL INC. |
MGM RESORTS INTERNATIONAL | FORD MOTOR COMPANY | IHEARTCOMMUNICATIONS, INC. |
NABORS INDUSTRIES, INC. | GENWORTH HOLDINGS, INC. | K. HOVNANIAN ENTERPRISES, INC. |
PACTIV LLC | HILTON DOMESTIC OPERATING COMPANY INC. | LIBERTY INTERACTIVE LLC |
PITNEY BOWES INC. | HOWMET AEROSPACE INC. | LUMEN TECHNOLOGIES, INC. |
POST HOLDINGS, INC. | IRON MOUNTAIN INCORPORATED | MGM RESORTS INTERNATIONAL |
R.R. DONNELLEY & SONS COMPANY | ISTAR INC. | NABORS INDUSTRIES, INC. |
ROYAL CARIBBEAN CRUISES LTD. | KB HOME | PACTIV LLC |
SABRE HOLDINGS CORPORATION | KOHL'S CORPORATION | PITNEY BOWES INC. |
SERVICE PROPERTIES TRUST | LAMB WESTON HOLDINGS, INC. | POST HOLDINGS, INC. |
STAPLES, INC. | LOUISIANA-PACIFIC CORPORATION | R.R. DONNELLEY & SONS COMPANY |
TENET HEALTHCARE CORPORATION | MACY'S, INC. | RITE AID CORPORATION |
THE HERTZ CORPORATION | MBIA INC. | ROYAL CARIBBEAN CRUISES LTD. |
TRANSDIGM INC. | MGIC INVESTMENT CORPORATION | SABRE HOLDINGS CORPORATION |
UBER TECHNOLOGIES, INC. | MURPHY OIL CORPORATION | SERVICE PROPERTIES TRUST |
UNISYS CORPORATION | NAVIENT CORPORATION | STAPLES, INC. |
UNITED AIRLINES HOLDINGS, INC. | NETFLIX, INC. | TENET HEALTHCARE CORPORATION |
UNITI GROUP INC. | NEW ALBERTSONS L.P. | THE HERTZ CORPORATION |
UNIVISION COMMUNICATIONS INC. | NEWELL BRANDS INC. | TRANSDIGM INC. |
WEATHERFORD INTERNATIONAL LTD. | 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 BUILDING SOLUTIONS 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. |
iBoxx Level 5 Sector | % weight |
---|---|
Basic Materials | 3.807% |
Consumer Goods | 9.752% |
Consumer Services | 28.441% |
Financials | 10.225% |
Healthcare | 8.261% |
Industrials | 14.305% |
Energy | 11.639% |
Technology | 7.225% |
Telecommunications Services | 2.886% |
Utilities | 3.460% |
Removals | Additions |
---|---|
DIAMOND SPORTS GROUP, LLC | KOHL'S CORPORATION |
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 |
Reference Entity | Reference Entity |
---|---|
ALLY FINANCIAL INC. | LINCOLN NATIONAL CORPORATION |
AVNET, INC. | M.D.C. HOLDINGS, INC. |
BEST BUY CO., INC. | OVINTIV INC. |
DELL INC. | PARAMOUNT GLOBAL |
DEVON ENERGY CORPORATION | PULTEGROUP, INC. |
DXC TECHNOLOGY COMPANY | RADIAN GROUP INC. |
EASTMAN CHEMICAL COMPANY | RYDER SYSTEM, INC. |
EXPEDIA GROUP, INC. | SOUTHWEST AIRLINES CO. |
FREEPORT-MCMORAN INC. | 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. | THE DOW CHEMICAL COMPANY |
HP INC. | TOLL BROTHERS, INC. |
LENNAR CORPORATION | WHIRLPOOL CORPORATION |
Sub-index name | Removal | Addition |
---|---|---|
CDX.NA.IG.CONS.40-V1 | KOHL'S CORPORATION | |
CDX.NA.IG.FIN.40-V1 | RADIAN GROUP INC. |
Reference Entity | Reference Entity |
---|---|
ALLY FINANCIAL INC. | JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY |
ALTRIA GROUP, INC. | KINDER MORGAN, INC. |
AMERICAN ELECTRIC POWER COMPANY, INC. | KRAFT HEINZ FOODS COMPANY |
AMERICAN INTERNATIONAL GROUP, INC. | LENNAR CORPORATION |
AMGEN INC. | LINCOLN NATIONAL CORPORATION |
ARROW ELECTRONICS, INC. | LOWE'S COMPANIES, INC. |
AT&T INC. | M.D.C. HOLDINGS, INC. |
AUTOZONE, INC. | MARATHON PETROLEUM CORPORATION |
AVNET, INC. | MARRIOTT INTERNATIONAL, INC. |
BARRICK GOLD CORPORATION | MCDONALD'S CORPORATION |
BAXTER INTERNATIONAL INC. | MCKESSON CORPORATION |
BEST BUY CO., INC. | MONDELEZ INTERNATIONAL, INC. |
BLOCK FINANCIAL LLC | MOTOROLA SOLUTIONS, INC. |
BORGWARNER INC. | NEWMONT CORPORATION |
BOSTON SCIENTIFIC CORPORATION | NORFOLK SOUTHERN CORPORATION |
CAMPBELL SOUP COMPANY | NORTHROP GRUMMAN CORPORATION |
CANADIAN NATURAL RESOURCES LIMITED | OMNICOM GROUP INC. |
CARDINAL HEALTH, INC. | ORACLE CORPORATION |
CONAGRA BRANDS, INC. | OVINTIV INC. |
COX COMMUNICATIONS, INC. | PACKAGING CORPORATION OF AMERICA |
CSX CORPORATION | PARAMOUNT GLOBAL |
CVS HEALTH CORPORATION | PULTEGROUP, INC. |
D.R. HORTON, INC. | QUEST DIAGNOSTICS INCORPORATED |
DARDEN RESTAURANTS, INC. | RADIAN GROUP INC. |
DELL INC. | RAYTHEON TECHNOLOGIES CORPORATION |
DEVON ENERGY CORPORATION | RYDER SYSTEM, INC. |
DOMINION ENERGY, INC. | SEMPRA ENERGY |
DXC TECHNOLOGY COMPANY | SOUTHWEST AIRLINES CO. |
EASTMAN CHEMICAL COMPANY | TARGA RESOURCES PARTNERS LP |
ENBRIDGE INC. | TECK RESOURCES LIMITED |
ENERGY TRANSFER LP | THE AES CORPORATION |
EXELON CORPORATION | THE BOEING COMPANY |
EXPEDIA GROUP, INC. | THE DOW CHEMICAL COMPANY |
FEDEX CORPORATION | THE KROGER CO. |
FIRSTENERGY CORP. | THE SHERWIN-WILLIAMS COMPANY |
FREEPORT-MCMORAN INC. | THE SOUTHERN COMPANY |
GENERAL ELECTRIC COMPANY | THE WILLIAMS COMPANIES, INC. |
GENERAL MILLS, INC. | T-MOBILE USA, INC. |
GENERAL MOTORS COMPANY | TOLL BROTHERS, INC. |
HALLIBURTON COMPANY | TRANSCANADA PIPELINES LIMITED |
HCA INC. | TYSON FOODS, INC. |
HESS CORPORATION | VALERO ENERGY CORPORATION |
HOST HOTELS & RESORTS, L.P. | VERIZON COMMUNICATIONS INC. |
HP INC. | WEYERHAEUSER COMPANY |
INTERNATIONAL PAPER COMPANY | WHIRLPOOL CORPORATION |
Reference Entity | Old Weight | New Weight |
---|---|---|
PEOPLE'S REPUBLIC OF CHINA | 12% | 10% |
FEDERATIVE REPUBLIC OF BRAZIL | 12% | 10% |
UNITED MEXICAN STATES | 12% | 10% |
REPUBLIC OF TURKEY | 12% | 10% |
REPUBLIC OF SOUTH AFRICA | 11% | 10% |
REPUBLIC OF INDONESIA | 10% | 9% |
REPUBLIC OF COLOMBIA | 6% | 7% |
REPUBLIC OF CHILE | 3% | 5% |
KINGDOM OF SAUDI ARABIA | 2% | 4% |
REPUBLIC OF THE PHILIPPINES | 2% | 3% |
MALAYSIA | 3% | 3% |
REPUBLIC OF PERU | 3% | 3% |
STATE OF QATAR | 2% | 2% |
REPUBLIC OF PANAMA | 2% | 2% |
ARAB REPUBLIC OF EGYPT | 2% | 2% |
ABU DHABI | 2% | 2% |
ARGENTINE REPUBLIC | 2% | 2% |
SULTANATE OF OMAN | 2% | 2% |
KINGDOM OF BAHRAIN | 0% | 2% |
DOMINCAN REPUBLIC | 0% | 2% |