Dec 01 2023
    Updated List of Private Placements (iBoxx Asian Indices)

    S&P Global has identified additional Private Placement issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

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

    Dec 01 2023
    Updated List of Retail Bonds (iBoxx Asian Indices)

    S&P Global has identified additional Retail bond issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

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

    Nov 28 2023
    iBoxx Quarterly Cessation of Immaterial Indices Announcement – Q4 2023

    IHS Markit Benchmark Administration Ltd. (IMBA UK) is performing cessations of immaterial indices on a quarterly basis. As first announced on 15 November 2023, IMBA UK informs the public of the cessation of certain immaterial indices on 30 November 2023.

    The Markit iBoxx GBP Collateralized & Corporates Senior 1-5 and Markit iBoxx GBP Collateralized & Corporate Senior 5+ indices will not be discontinued. The updated list of indices that are being discontinued is attached.

    Nov 27 2023
    Restatement of the IHS Markit Global Carbon Indices

    Please be advised that the index values for 24 November 2023 have been restated for the IHS Markit Global Carbon Indices listed below.

    Ticker Index Name Date Prior Value New Value
    GLCARB IHSM Global Carbon Index 20231124 702.1181 701.1851
    GLCUCITS IHS Markit Global Carbon UCITS Index 20231124 140.4908 140.3356
    GLCCCA IHS Markit Carbon CCA Index 20231124 244.3722 243.5585


    The updated values have been pushed to our vendors and are also available on our SFTP server.

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

    Nov 22 2023
    iBoxx Asian Net-of-Tax Indices Tax Rate Changes - Implementation Announcement

    Please see the attached notice relating to withholding tax rate changes for selected iBoxx Asian Net-of-Tax indices.

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

    Nov 15 2023
    iBoxx Quarterly Cessation of Immaterial Indices Announcement – Q4 2023

    IHS Markit Benchmark Administration Ltd. (IMBA UK) is performing cessations of immaterial indices on a quarterly basis. Immaterial index cessations include (but are not limited to):

    • The termination of a small number of indices (as determined by the Business), that have no notional of use at termination date and the relevant benchmark family or benchmark strategy/series (for third party benchmarks) continues to exist after cessation.
    • The demise of an index due to its life cycle coming to an end (e.g. a fixed income index terminating due to the maturity of its underlying bond inputs).
    • Cancellations of duplicate benchmarks as a result of a periodic review (e.g. a duplicate index is ceased with the user being seamlessly migrated to the surviving index).

    IMBA UK is not aware of any active use of the indices in the file below as reference in financial instruments or for performance measurement.

    In line with IMBA UK Change and Cessation policy, IMBA UK informs the public that the attached indices will be discontinued on 30 November 2023, unless stated otherwise.

    Clients and other stakeholders are invited to review the indices and provide feedback on the cessation. The feedback window will be open through 23 November 2023.

    Please let us know if you have any concerns regarding IMBA UK’s planned cessations of the attached immaterial indices.

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

    Oct 24 2023
    iBoxx USD Asia Indices: Possible bond additions

    Following a review of the index constituents of the iBoxx USD Asian indices, additional bonds will enter the index effective 31st of October 2023 rebalancing.

    Forward files will reflect this change effective 23rd of October 2023 onwards.

    Please find the list of bonds impacted attached.

    Oct 20 2023
    Launch of new iBoxx USD Leveraged Loan sub-indices

    S&P Global is pleased to announce the upcoming launch of new sub-indices as part of the below iBoxx USD Leveraged Loan index families:
    New Lev Loan Indices Version ISIN TR SEDOL TR RICs
    iBoxx USD Leveraged Loan 0-3 Tri GB00BRWSLB80 BRWSLB8 .IBOXL3T
    iBoxx USD Leveraged Loan 3-5 Tri GB00BRWSLC97 BRWSLC9 .IBOXL5T
    iBoxx USD Leveraged Loan 5-7 Tri GB00BRWSLD05 BRWSLD0 .IBOXL7T
    iBoxx USD Leveraged Loan 7-10 Tri GB00BRWSLF29 BRWSLF2 .IBOXL10T
    iBoxx USD Leveraged Loan BB Tri GB00BRWSLH43 BRWSLH4 .IBOXLBBT
    iBoxx USD Leveraged Loan B Tri GB00BRWSLJ66 BRWSLJ6 .IBOXLBT
    iBoxx USD Leveraged Loan CCC Tri GB00BRWSLK71 BRWSLK7 .IBOXL3CT
    iBoxx USD Leveraged Loan CC Tri GB00BRWSLL88 BRWSLL8 .IBOXLCCT
    iBoxx USD Leveraged Loan C Tri GB00BRWSLM95 BRWSLM9 .IBOXLCT
    iBoxx USD Leveraged Loan D Tri GB00BRWSLN03 BRWSLN0 .IBOXLDT
    iBoxx USD Leveraged Loan 1st Lien Tri GB00BRWSMH18 BRWSMH1 .IBOXL1LT
    iBoxx USD Leveraged Loan 2nd Lien Tri GB00BRWSMJ32 BRWSMJ3 .IBOXL2LT

    The newly published indices will be available on the SFTP server, listed below, effective 1 November 2023.
    File Type Export Folder Publication File Name
    Indices IBOXX_LOANS_LEVEL3\ INDICES Daily markit_iboxx_usd_lev_ln_eod_indices_yyyMMdd.csv

    Oct 13 2023
    iBoxx European & North American Annual Index Review 2023 Final Agenda

    Oct 12 2023
    Updated List of Private Placements (iBoxx Asian Indices)

    S&P Global has identified additional Private Placement issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

    Oct 12 2023
    Updated List of Retail Bonds (iBoxx Asian Indices)

    S&P Global has identified additional Retail bond issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

    Oct 11 2023
    Update in ALBI PHP Index Calculation Methodology

    Please be advised that the Markit iBoxx ALBI Philippines Money Market (GB00BYZW8C63) and the Markit iBoxx ALBI Philippines Liquid (GB00BYZW8B56) indices will consider ask prices for newly inserted bonds effective 31st October 2023.

    Oct 03 2023
    List of bond exclusions – iBoxx APAC indices (private placements / retail / accessibility / liquidity)

    S&P Global has identified Private Placement / Liquidity / Accessibility / Retail issues. Please find the list attached.

    Oct 02 2023
    Updated List of Retail Bonds (iBoxx Asian Indices)

    S&P Global has identified additional Retail bond issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

    Oct 02 2023
    Updated List of Private Placements (iBoxx Asian Indices)

    S&P Global has identified additional Private Placement issues in the Markit iBoxx ABF / Asia indices. Please find the list attached.

    Oct 02 2023
    Republication of the iBoxx USD Asia / APAC files

    Please be advised that the month end files for the for the iBoxx USD Asia and iBoxx USD APAC index families have been republished. This is due to remove trading flat XS2316077572 bond.

    IBOXX_USD_APAC\USD_APAC_COMPONENTS
    iboxx_usd_apac_fe_eom_components_202310.csv

    IBOXX_USD_APAC\USD_APAC_XREF
    iboxx_usd_apac_fe_eom_xref_202310.csv

    IBOXX_USD_ASIA\USD_ASIA_COMPONENTS
    iboxx_usd_asia_fe_eom_components_202310.csv
    iboxx_usd_asia_fe_restricted_eom_components_202310.csv

    IBOXX_USD_ASIA\USD_ASIA_XREF
    iboxx_usd_asia_fe_eom_xref_202310.csv

    IBOXX_CUSTOM_INDICES\B221102\COMPONENTS
    iboxx_b221102_fe_eom_components_202310.csv

    IBOXX_CUSTOM_INDICES\B221102\XREF
    iboxx_b221102_fe_eom_xref_202310.csv

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

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

    Sep 27 2023
    iBoxx Asia-Pacific Annual Index Review 2023 Results

    Please find the results of the 2023 iBoxx Asia-Pacific Annual Index Review here.

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

    Sep 26 2023
    Launch Notification - iBoxx GBP Non-Gilts ex-Financials RPI Inflation Hedged Indices

    S&P Global is pleased to announce the launch of the indices listed below:

    Index Name
    iBoxx GBP Non-Gilts ex-Financials 1-5 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 5-10 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 10-15 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 15-20 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 20-25 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 25-30 RPI Inflation Hedged
    iBoxx GBP Non-Gilts ex-Financials 30-40 RPI Inflation Hedged

    You'll find the details of the published files in the launch notice included here.

    Please find the index guide below.

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

    Sep 22 2023
    iBoxx European & North American Annual Index Review 2023 Preliminary Agenda

    Please find the preliminary agenda for the 2023 iBoxx European & North American Annual Index Review.

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

    Sep 22 2023
    USD Indices - Missed Bonds in Universe

    A set of USD denominated bonds were missed in iBoxx Indices for end of August 2023 rebalancing. These bonds were part of July end composition and should have been part of August composition as well.
    After thorough investigation, IBMA has decided to add these bonds to the iBoxx universe ongoing as of the next rebalance, on 30th September 2023.

    Please find the list of missed USD bonds attached.
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