Indices
News & Information

    Jun 30 2022
    Rebalancing of iBoxx Global Corporates Liquid 150 Capped and the Markit iBoxx Global Developed Markets Liquid 100 High Yield Capped indices

    IHS Markit Benchmark Administration Limited (IMBA UK) revised the number of bonds per currency for the Markit iBoxx Global Corporates Liquid 150 Capped and the Markit iBoxx Global Developed Markets Liquid 100 High Yield Capped indices

    According to the rules for the Markit iBoxx Global Corporates Liquid 150 Capped index and the Markit iBoxx Global Developed Markets Liquid 100 High Yield Capped index, the number of bonds per currency isto be revised once a year in May. As the result of determination as of rebalancing date of 31st May 2022, the number of bonds per currency will change at the time of the next quarterly rebalancing date (31st July 2022):

    Index Valid From Valid To EUR GBP USD
    Global IG 150 31-Jul-09 31-Jul-15 45 15 90
    Global IG 150 31-Jul-15 31-Jul-16 40 10 100
    Global IG 150 31-Jul-16 31-Jul-17 35 10 105
    Global IG 150 31-Jul-17 31-Jul-18 35 10 105
    Global IG 150 31-Jul-18 31-Jul-19 40 10 100
    Global IG 150 31-Jul-19 31-Jul-20 40 10 100
    Global IG 150 31-Jul-20 31-Jul-21 40 5 105
    Global IG 150 31-Jul-21 31-Jul-22 40 10 100
    Global IG 150 31-Jul-22 31-Jul-23 40 5 105

    Index Valid From Valid To EUR GBP USD CAD
    Global HY 100 31-Jul-09 31-Dec-11 30 0 70 0
    Global HY 100 31-Jan-12 31-Jul-15 30 5 60 5
    Global HY 100 31-Jul-15 31-Jul-16 20 5 70 5
    Global HY 100 31-Jul-16 31-Jul-17 20 5 70 5
    Global HY 100 31-Jul-17 31-Jul-18 20 5 70 5
    Global HY 100 31-Jul-18 31-Jul-19 20 5 70 5
    Global HY 100 31-Jul-19 31-Jul-20 20 5 70 5
    Global HY 100 31-Jul-20 31-Jul-21 20 5 70 5
    Global HY 100 31-Jul-21 31-Jul-22 25 5 65 5
    Global HY 100 31-Jul-22 31-Jul-23 25 5 65 5

    For further information, please contact us at indices@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
    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 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 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 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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    Jun 01 2022
    Consultation on the Methodology Update for three iBoxx MSCI ESG custom Indices

    IHS Markit Benchmark Administration Ltd. is conducting a consultation regarding potential changes to the methodology of three 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 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 2022-12 - iBoxx MSCI ESG Indices - 20220601.pdf
     
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    Jun 01 2022
    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.
    EUR_Private_Placements_20220531.pdf
    GBP_Private_Placements_20220531.pdf
     
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    May 31 2022
    Updated List of Private Placements (iBoxx Asian Indices)

    IHS Markit has identified additional Private Placement issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.
    Markit iBoxx Asia List of Private Placement Bonds.pdf
     
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    May 31 2022
    Updated List of Retail Bonds (iBoxx Asian Indices)

    IHS Markit has identified additional Retail bond issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.
    Markit iBoxx Asia List of Retail Bonds.pdf
     
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    May 31 2022
    Action Required: Changes to Markit iBoxx USD Liquid Leveraged Loan Index files

    As per our previous communication on 11 April 2022, we are pleased to announce changes to the structure of the file format for the Markit iBoxx USD Liquid Leveraged Loan indices file. The new format file includes a number of new columns with datasets not previously available. Please see the attached mapping file where the changes are listed. The new format file is available for testing on our SFTP server here - IBOXX_CUSTOM_INDICES\B012611\INDICES\TRANSITION

    The current format indices file will continue to be published in its current location (IBOXX_CUSTOM_INDICES\B012611\INDICES) in parallel with the new format file in the TRANSITION folder (IBOXX_CUSTOM_INDICES\B012611\INDICES\TRANSITION). On Tuesday, 14 June 2022 we will begin publishing the new format file in the IBOXX_CUSTOM_INDICES\B012611\INDICES folder and cease publishing the old format file.

    In addition to the changes mentioned above, we will also phase out the preview file currently published in the IBOXX_CUSTOM_INDICES\B012611\COMPONENTS folder. Starting from Tuesday, 14 June 2022, the Preview file will only be published in the dedicated IBOXX_CUSTOM_INDICES\B012611\PREVIEW folder.

    For more information, please contact us at indices@ihsmarkit.com
     
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    May 10 2022
    iBoxx Forwards File Publication Schedule Changes

    Starting from July 2022, the daily Forward files will be published each business day from the 6th calendar day of the month onwards instead of the 10th calendar day of the month.
    Publication Type Current publication schedule New publication schedule
    Forward File Each business day, from 10th calendar day of the month Each business day, from 6th calendar day of the month


    The changes apply to the following products:

    •Markit iBoxx USD Benchmark
    •Markit iBoxx USD Liquid Investment Grade
    •Markit iBoxx USD Liquid High Yield
    •Markit iBoxx USD Liquid Top 30
    •Markit iBoxx ADBI/AHBI
    •Markit iBoxx USD Sukuk
    •Markit iBoxx Inflation Linked Bonds
    •Markit iBoxx EUR Benchmark
    •Markit iBoxx EUR Liquid Investment Grade
    •Markit iBoxx EUR High Yield
    •Markit iBoxx EUR Liquid High Yield
    •Markit iBoxx GBP Benchmark
    •Markit iBoxx Global Government
    •Markit iBoxx Global High Yield
    •Markit iBoxx Green Select
    •Markit iBoxx EUR FRN Investment Grade
    •Markit iBoxx Green, Social, and Sustainability
    •Markit iBoxx JPY
    •Markit iBoxx SAR

    The effective date for the changes to the forward file publication is 6 July 2022.

    For more information, please contact us at indices@ihsmarkit.com
     
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    May 06 2022
    Restatement of the iBoxx USD Liquid Leveraged Loan Index

    Please be advised that the below month-end components files as of 30 April 2022, and the daily indices and underlying files as of 2 May 2022 to 5 May 2022 for the iBoxx USD Liquid Leveraged Loan Index (including the EUR Hedged and Unhedged versions) have been restated. This is to include updated pricing for loan LX203893 and updated FX for EUR hedged and unhedged indices.

    /IBOXX_CUSTOM_INDICES/B012611/COMPONENTS
    markit_iboxx_usd_liquid_100_lev_ln_eom_components_20220430.csv

    /IBOXX_CUSTOM_INDICES/B012611/INDICES
    markit_iboxx_usd_liquid_100_lev_ln_eod_indices_yyyymmdd.csv

    /IBOXX_CUSTOM_INDICES/B012611/UNDERLYINGS
    markit_iboxx_usd_liquid_100_lev_ln_eod_underlyings_yyyymmdd.csv

    /IBOXX_CUSTOM_INDICES/B200106/COMPONENTS
    iboxx_b200106_usd_eom_components_20220430.csv

    /IBOXX_CUSTOM_INDICES/B200106/INDICES
    iboxx_b200106_eod_indices_yyyymmdd.csv

    The newly published files are now available on our SFTP server.
    For more information, please contact us at indices@ihsmarkit.com
     
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    May 02 2022
    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
    GBP_Private_Placements_20220430.pdf
    EUR_Private_Placements_20220430.pdf
     
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    Apr 28 2022
    Name change for “Emirates NBD Markit iBoxx USD Sukuk Index” to “iBoxx USD Sukuk Index”

    Please note that the following index: “Emirates NBD Markit iBoxx USD Sukuk Index” will be renamed to “iBoxx USD Sukuk Index”, effective from 31 May 2022 month-end rebalance.

    The index is published in custom folder B170403 and can also be found with the below ISIN identifiers:

    INDEXNAME ISIN TYPE BBG
    iBoxx USD Sukuk Index GB00BD0RGM57 TRi IBXXENDT
    iBoxx USD Sukuk Index GB00BD0RGL41 CPi IBXXENDP

    More details and the full index guide can be found here.

    For more information, please contact us at indices@ihsmarkit.com
     
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    Apr 26 2022
    Restatement of the iBoxx USD Liquid Leveraged Loan Index (EUR Hedged)

    Kindly be advised that the daily indices file as of 22 April 2022 for the iBoxx USD Liquid Leveraged Loan Index (EUR Hedged) has been restated. This is to rectify the use of the forward rate when calculating the hedged levels.

    /IBOXX_CUSTOM_INDICES/B200106/INDICES
    iboxx_b200106_eod_indices_20220422.csv

    The newly published files are now available on our SFTP server.

    For more information, please contact us at indices@ihsmarkit.com.
     
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    Apr 25 2022
    Result of the Consultation on the Methodology Update for Markit iBoxx ALBI Government Investible Universe ex-High Yield (50%) & CNH Deposit Rate (50%) Custom Index

    Pursuant to the consultation announced on 25 March 2022, IHS Markit Benchmark Administration Limited (IMBA UK) will implement the proposed changes to the methodology of the Markit iBoxx ALBI Government Investible Universe ex-High Yield (50%) & CNH Deposit Rate (50%) Custom Index from 30 April 2022 month end rebalance.

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

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