Indices
News & Information

    Aug 16 2019
    Restatement of Markit iBoxx Trepp CMBS Indices

    Please be advised that all Markit iBoxx Trepp CMBS files have been restated from 31 March 2019 up to and including 15 August 2019 due to amended reference data.


    /IBOXX_USD_CMBS/INDICES
    iboxx_usd_cmbs_eod_indices_YYYYMMDD.csv

    /IBOXX_USD_CMBS/UNDERLYINGS
    iboxx_usd_cmbs_eod_underlyings_YYYYMMDD.csv

    /IBOXX_USD_CMBS/COMPONENTS
    iboxx_usd_cmbs_eom_components_YYYYMM.csv

    /IBOXX_USD_CMBS/XREF
    iboxx_usd_cmbs_eom_xref_YYYYMM.csv

    /IBOXX_USD_CMBS_LQ/INDICES
    iboxx_usd_cmbs_lq_eod_indices_YYYYMMDD.csv
    iboxx_usd_cmbs_rolling_eod_indices_YYYYMMDD.csv

    /IBOXX_USD_CMBS_LQ/UNDERLYINGS
    iboxx_usd_cmbs_lq_eod_underlyings_YYYYMMDD.csv
    iboxx_usd_cmbs_rolling_eod_underlyings_YYYYMMDD.csv

    /IBOXX_USD_CMBS_LQ/COMPONENTS
    iboxx_usd_cmbs_lq_eom_components_YYYYMM.csv
    iboxx_usd_cmbs_rolling_eom_components_YYYYMM.csv

    For more information, please contact us at indices@ihsmarkit.com.
     
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    Aug 13 2019
    Restatement of Markit iBoxx ADBI/AHBI and USD Asia files

    Please be advised that the below daily files for 12 August 2019 have been restated due to stale prices received for the underlying bonds.

    The files for today, 13 August 2019, were not impacted and all files that are currently on our FTP are the most recent.

    /IBOXX_ADBI/INDICES
    iBoxx_adbi_usd_fe_eod_indices_20190812.csv

    /IBOXX_ADBI/UNDERLYINGS
    iBoxx_adbi_usd_fe_eod_underlyings_20190812.csv
    iBoxx_ahbi_usd_fe_eod_underlyings_20190812.csv

    /IBOXX_USD_ASIA/USD_ASIA_INDICES
    iboxx_usd_asia_fe_eod_indices_20190812.csv

    /IBOXX_USD_ASIA/USD_ASIA_UNDERLYINGS
    iboxx_usd_asia_fe_eod_underlyings_20190812.csv

    /IBOXX_USD_ASIA/USD_LQ_ASIA_INDICES
    iboxx_usd_lq_asia_fe_eod_indices_20190812.csv

    /IBOXX_USD_ASIA/USD_LQ_ASIA_UNDERLYINGS
    iboxx_usd_lq_asia_fe_eod_underlyings_20190812.csv

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

     
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    Aug 09 2019
    Restatement of iBoxx USD Indices

    All daily indices and underlyings files in the below export folders have been restated for 8 August 2019 due to stale prices received for the underlying bonds that comprise the index.

    The updated files were published on 9 August 2019 and are now available on our FTP server under:
    \IBOXX_ADBI
    \IBOXX_COCO\IBOXX_COCO_USD
    \IBOXX_EM
    \IBOXX_GLOBALHY
    \IBOXX_EM_CORP\EM_Corp_USD
    \IBOXX_INFRASTRUCTURE\IBOXX_INFRASTRUCTURE_USD
    \IBOXX_INFRASTRUCTURE\IBOXX_INFRASTRUCTURE_USD_HY
    \IBOXX_USD
    \IBOXX_USD_ASIA
    \IBOXX_USD_BELT_ROAD
    \IBOXX_USD_FRN
    \IBOXX_USD_HY
    \IBOXX_USD_LQ\IBOXX_USD_LHY
    \IBOXX_USD_LQ\IBOXX_USD_LIG
    \IBOXX_USD_LQ\IBOXX_USD_TOP30
    \IBOXX_USD_MM

    For more information, please contact us atindices@ihsmarkit.com.
     
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    Aug 01 2019
    Updated List of Private Placements

    IHS Markit has identified additional Private Placement issues. The bonds have been added to the attached lists.

    For more information please contact us at indices@ihsmarkit.com
    EUR_Private_Placements_20190731.pdf
    GBP_Private_Placements_20190731.pdf
     
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    Aug 01 2019
    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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    Jul 05 2019
    Ticker change for iBoxx EUR and GBP Benchmark indices


    A number of indices in the iBoxx EUR and iBoxx GBP index families will see a ticker change starting from 1 August 2019. The updated tickers will be published in the files listed below on that date and every day thereafter.

    IBOXX_EUR\EUR_EOD_INDICES\iboxx_eur_eod_indices_yyyymmdd.csv
    IBOXX_GBP\GBP_EOD_INDICES\iboxx_gbp_eod_indices_yyyymmdd.csv

    The ticker changes will also be included in the EOM XREF files that will be published following the rebalance process on 31 July 2019. The XREF files listed here will be updated with the new tickers:

    IBOXX_EUR\EUR_EOM_XREF\iboxx_eur_eom_xref_201908.csv
    IBOXX_EUR\EUR_EOM_XREF\Corporates\iboxx_eur_eom_xref_201908.csv
    IBOXX_GBP\GBP_EOM_XREF\iboxx_gbp_eom_xref_201908.csv
    IBOXX_GBP\GBP_EOM_XREF\Corporates\iboxx_gbp_eom_xref_201908.csv

    For more information please contact us at indices@ihsmarkit.com
    iBoxx_Ticker_Update_20190801.xlsx
     
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    Jul 05 2019
    SFTP / FTP File new enhanced format for iBoxx EUR High Yield

    IHS Markit is pleased to introduce a new, enhanced file format for the iBoxx EUR High Yield files that are published on our SFTP / FTP server. The new format will broadly align the files for the iBoxx EUR High Yield indices with those of the iBoxx EUR Benchmark indices. It will also contain several new fields, including some key analytics fields such as effective OA duration, Z-spread over Libor, and Annual benchmark spread to BM-curve.

    We will begin publishing the new file formats on 8 July 2019 in the same folder as the current files. To distinguish the different formats, there will be a minor change to the file naming convention used for the new format.The new and current format files will be available in parallel until 7 October 2019, at which time we will cease publication of the current file format.

    Please find file name updates, a mapping file with all field changes and sample files below.

    Folder New File Name Current File Name
    IBOXX_EUR_HY\EUR_HY_EOD_INDICES iboxx_eurhy_eod_indices_yyyymmdd.csv iboxx_eur_hy_eod_indices_yyyymmdd.csv
    IBOXX_EUR_HY\EUR_HY_EOD_UNDERLYINGS iboxx_eurhy_eod_underlyings_yyyymmdd.csv iboxx_eur_hy_eod_underlyings_excrossover_yyyymmdd.csv
    IBOXX_EUR_HY\EUR_HY_EOD_UNDERLYINGS iboxx_eurhy_eod_underlyings_yyyymmdd.csv iboxx_eur_hy_eod_underlyings_cumcrossover_yyyymmdd.csv
    IBOXX_EUR_HY\EUR_HY_EOM_XREF iboxx_eurhy_eom_xref_yyyymm.csv iboxx_eur_hy_eom_xref_yyyymm.csv
    IBOXX_EUR_HY\EUR_HY_EOM_COMPONENTS iboxx_eurhy_eom_components_yyyymm.csv iboxx_eur_hy_eom_components_excrossover_yyyymm.csv
    IBOXX_EUR_HY\EUR_HY_EOM_COMPONENTS iboxx_eurhy_eom_components_yyyymm.csv iboxx_eur_hy_eom_components_cumcrossover_yyyymm.csv
    IBOXX_EUR_HY\EUR_HY_EOM_COMPONENTS\PREVIEW iboxx_eurhy_eom_components_yyyymm.csv iboxx_eur_hy_eom_components_yyyymm.csv

    For more information please contact us at indices@ihsmarkit.com
    iBoxx_EUR_High_Yield_File_Mapping.xlsx
    iboxx_eurhy_eom_components_201906.csv
    iboxx_eurhy_eom_xref_201906.csv
    iboxx_eurhy_eod_underlyings_20190603.csv
    iboxx_eurhy_eod_indices_20190603.csv
     
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    Jul 02 2019
    iBoxx Japan XREF file update

    IHS Markit is updating the iBoxx Japan XREF file to match the field header and field content for the Index Identifier and Index ISIN fields. The change will become effective with the 31 July rebalancing. Updated historical XREF files will also be provided.

    Old Format:

    Date Index Identifier Index Isin Component Identifier Component Isin Notional Amount
    31-May-19 GB00B243CS01 JPY.LCY BBAH0082315 JP1103411FC6 8066114850000
    31-May-19 GB00B243CS01 JPY.LCY BBAL5168359 JP1103451GC0 7581884000000

    New Format:

    Date Index Identifier Index Isin Component Identifier Component Isin Notional Amount
    31-May-19 JPY.LCY GB00B243CS01 BBAH0082315 JP1103411FC6 8066114850000
    31-May-19 JPY.LCY GB00B243CS01 BBAL5168359 JP1103451GC0 7581884000000


    If you have any questions, please contact us at indices@ihsmarkit.com
     
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    Jul 01 2019
    Restatement of iBoxx EUR & GBP Breakeven Inflation indices

    The following files have been restated for 1 July 2019 due to updated cost factor data.

    The restated files are now available on our FTP server here:
    Export Folder Filename
    \IBOXX_CUSTOM_INDICES\B151201\INDICES iboxx_B151201_eur_eod_indices_20190701.csv
    \IBOXX_CUSTOM_INDICES\B151201\INDICES iboxx_B151201_eur_inverse_eod_indices_20190701.csv
    \IBOXX_CUSTOM_INDICES\B151201\INDICES iboxx_B151201_gbp_eod_indices_20190701.csv
    \IBOXX_CUSTOM_INDICES\B170101\INDICES iboxx_B170101_eur_eod_indices_20190701.csv
    \IBOXX_CUSTOM_INDICES\B170102\INDICES iboxx_B170102_eur_eod_indices_20190701.csv

    For more information, please contact us at indices@ihsmarkit.com
     
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    Jul 01 2019
    Updated List of Retail Bonds

    IHS Markit has identified additional Retail issues. These bonds have been added to the attached list.
    Markit_iBoxx_RetailBonds_20190630.pdf
     
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    Jul 01 2019
    Updated List of Private Placements

    IHS Markit has identified additional Private Placement issues. These bonds have been added to the attached lists.
    EUR_Private_Placements_20190630.pdf
    GBP_Private_Placements_20190630.pdf
     
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    Jun 28 2019
    Restatement of iBoxx AUD indices

    The index and underlying data for the iBoxx AUD indices have been restated for 28 June 2019 due to updated prices for several bonds. The following files have been restated:

    Export Folder Filename
    IBOXX_AUD iboxx_aud_large_cap_eod_indices_20190628.csv
    IBOXX_AUD\UNDERLYINGS iboxx_aud_large_cap_eod_underlyings_20190628.csv

    For more information please contact us at indices@ihsmarkit.com
     
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    Jun 24 2019
    Inclusion of SONIA-linked FRNs in the Markit iBoxx GBP Liquid IG Ultrashort Index

    IHS Markit will be including floating rate notes linked to the Sterling Overnight Index Average (SONIA) in the Markit iBoxx GBP Liquid Investment Grade Ultrashort index with effect from 30 June 2019. This decision follows a comprehensive consultation with users of the index and IHS Markit Benchmark Administration Limited.

    The Index is designed to provide a balanced representation of the Sterling (GBP) denominated investment grade ultrashort credit market and is comprised of both fixed coupon bonds and floating rate notes. Recent developments have shown that Libor will be gradually phased out and to ensure that the index reflects a growing issuance of floating rate notes linked to SONIA this decision was made.

    The updated index guide can be found on our website here. Click Rules Liquid on the left side of the screen and then choose Europe > GBP > Markit iBoxx GBP Liquid Investment Grade Ultrashort.

    For more information please contact us at indices@ihsmarkit.com
     
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    Jun 17 2019
    Annual review of target bond constituent distribution per currency for Markit iBoxx Global Corporates Liquid 150 Capped and 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 is to be revised once a year in May. As the result of determination as of rebalancing date of 31st May 2019, the number of bonds per currency will remain unchanged at the time of the next quarterly rebalancing date (31st July 2019):

    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

    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

    For more information, please contact us at indices@ihsmarkit.com.
     
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    Jun 13 2019
    Consultation: Expanding eligibility criteria for the Markit iBoxx GBP Liquid Investment Grade Ultrashort Index

    IHS Markit is conducting a consultation about expanding the eligibility criteria for the Markit iBoxx GBP Liquid Investment Grade Ultrashort Index. Clients and other stakeholders are invited to review the consultation document and provide feedback on the proposed changes.

    For more information please contact us at indices@ihsmarkit.com
     
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    Jun 13 2019
    Restatement of the Markit iBoxx USD Leveraged Loan indices

    The following files have been restated for 12 June 2019 to update the implementation of the corporate action on loan LX135908 (Neiman Marcus).
    The newly published files below are now available on FTP:

    markit_iboxx_usd_liquid_100_lev_ln_eod_indices_20190612.csv
    markit_iboxx_usd_liquid_100_lev_ln_eod_underlyings_20190612.csv

    markit_iboxx_usd_lev_ln_eod_indices_20190612.csv
    markit_iboxx_usd_lev_ln_eod_underlyings_20190612.csv

    For more information, please contact us at indices@ihsmarkit.com
     
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    Jun 03 2019
    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_20190531.pdf
    EUR_Private_Placements_20190531.pdf
     
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    May 29 2019
    iBoxx Asia ex-Japan & iBoxx ABF quarterly index weight prediction

    We are pleased to announce the latest iBoxx Asia ex-Japan & iBoxx ABF quarterly index weight prediction
    Quarterly_Weights_Forecast_Markit_iBoxx_ABF_PanAsia.pdf
    Quarterly_Weights_Forecast_Markit_iBoxx_Asia_Ex_Japan.pdf
     
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    Apr 25 2019
    Markit iBoxx EUR Liquid Non-Financials Diversified Index Composition Update

    Please be advised that IHS Markit will make an update to the Markit iBoxx EUR Liquid Non-Financials Diversified Index composition to remove bonds that do not conform with the index rule 4.1.5. (Issuer origin).

    There are currently 3 constituents in the index that are not eligible according to index rule 4.1.5 (Issuer origin) as defined in the index guide. This will be rectified in the next regular rebalancing on 30th April 2019.

    The three bonds to be removed that do not conform with the rule are:

    Mylan NV (XS1492457665

    Abbott Ireland Financing DAC (XS1883355197)

    Gazprom OAO Via Gaz Capital SA XS1911645049)



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

     
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    Apr 17 2019
    Creation of new sub-indices for iBoxx ALBI China Onshore

    INDICES

    Creation of new sub-indices for iBoxx ALBI China Onshore

    17 April 2019

    IHS Markit is pleased to announce the launch of 12 new sub-indices within iBoxx ALBI China Onshore as a part of the iBoxx ALBI Benchmark family. The base date for the indices is 31 December 2012.

    Index Identifiers:

    Please find the list of identifiers in the attachment.

    On-going publication:

    Starting 1 May 2019, the indices will be calculated and published via the FTP server in the standard iBoxx ALBI Benchmark files. The new indices will be published in the following files:

    File Type File Names Publication FTP folder for Publication
    Indices iboxx_albi_cny_fe_eod_indices_YYYYMMDD.csv Daily /IBOXX_ALBI_CNY/INDICES
    XREF iBoxx_albi_cny_eom_xref_YYYYMM.csv Monthly /IBOXX_ALBI_CNY/XREF
    Indices iboxx_albi_fe_eod_indices_YYYYMMDD.csv Daily /IBOXX_ALBI/INDICES
    XREF iBoxx_albi_eom_xref_YYYYMM.csv Monthly /IBOXX_ALBI/XREF

    The indices will also be published on the IHS Markit Website.

    For more information please contact us at indices@ihsmarkit.com.
    Identifiers iBoxx ALBI China Onshore sub-indices.xlsx
     
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